{"feed":"hoad_options_analytics","schema_version":1,"data_date":"2026-10-02","generated_at":"2026-10-02T20:59:41Z","source_file":"greeks_20261002.gzip","symbol":"VOLT","summary":{"name":"VOLT","price":36.73,"total_oi":1095,"call_oi":1024,"put_oi":71,"pc_ratio":0.069,"net_gex":76675.37,"avg_iv":32.2,"iv_rank":6.4,"iv_52w_high":85.22,"iv_52w_low":28.6,"gamma_flip":35.09,"max_pain":35.0},"features":{"symbol":"VOLT","price":36.73,"total_oi":1095,"analysis_coverage":0.8333,"avg_iv_pct":32.2,"iv_rank":6.4,"iv_52w_high_pct":85.22,"iv_52w_low_pct":28.6,"front_dte":14,"front_atm_iv_pct":39.061,"back_atm_iv_pct":29.5035,"term_premium_pp":9.5575,"expected_move_front_pct":7.65,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.069,"put_call_oi_front_ratio":0.167,"put_call_volume_front_ratio":0.0,"option_volume":2,"volume_oi_ratio":0.001826,"net_delta_normalized":0.197127,"dealer_delta_normalized":-0.196767,"gex_per_100k_oi":7002316.894977,"vanna_per_100k_oi":4566.210046,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":14.9,"gamma_flip_distance_pct":-4.465015,"max_pain_distance_pct":-4.710046,"peak_call_distance_pct":8.902804,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0},{"strike":27.0,"call_gex":14.27,"put_gex":0.0,"net_gex":14.27,"call_oi":1,"put_oi":0},{"strike":28.0,"call_gex":59.45,"put_gex":0.0,"net_gex":59.45,"call_oi":3,"put_oi":0},{"strike":30.0,"call_gex":70.06,"put_gex":-71.81,"net_gex":-1.76,"call_oi":2,"put_oi":2},{"strike":31.0,"call_gex":220.29,"put_gex":-41.77,"net_gex":178.52,"call_oi":5,"put_oi":1},{"strike":32.0,"call_gex":573.87,"put_gex":-49.78,"net_gex":524.09,"call_oi":11,"put_oi":1},{"strike":33.0,"call_gex":69.08,"put_gex":0.0,"net_gex":69.08,"call_oi":1,"put_oi":0},{"strike":34.0,"call_gex":412.46,"put_gex":-2777.3,"net_gex":-2364.84,"call_oi":5,"put_oi":28},{"strike":35.0,"call_gex":994.63,"put_gex":-495.26,"net_gex":499.37,"call_oi":12,"put_oi":6},{"strike":36.0,"call_gex":12299.98,"put_gex":-484.83,"net_gex":11815.14,"call_oi":98,"put_oi":6},{"strike":37.0,"call_gex":982.19,"put_gex":-443.5,"net_gex":538.68,"call_oi":8,"put_oi":4},{"strike":38.0,"call_gex":2007.08,"put_gex":-1073.75,"net_gex":933.33,"call_oi":20,"put_oi":9},{"strike":39.0,"call_gex":1727.21,"put_gex":-932.77,"net_gex":794.45,"call_oi":13,"put_oi":8},{"strike":40.0,"call_gex":12335.35,"put_gex":-303.26,"net_gex":12032.09,"call_oi":110,"put_oi":3},{"strike":41.0,"call_gex":2987.34,"put_gex":-264.75,"net_gex":2722.58,"call_oi":39,"put_oi":3},{"strike":42.0,"call_gex":46258.9,"put_gex":0.0,"net_gex":46258.9,"call_oi":630,"put_oi":0},{"strike":43.0,"call_gex":781.02,"put_gex":0.0,"net_gex":781.02,"call_oi":13,"put_oi":0},{"strike":44.0,"call_gex":54.51,"put_gex":0.0,"net_gex":54.51,"call_oi":1,"put_oi":0},{"strike":45.0,"call_gex":200.68,"put_gex":0.0,"net_gex":200.68,"call_oi":4,"put_oi":0},{"strike":47.0,"call_gex":83.48,"put_gex":0.0,"net_gex":83.48,"call_oi":2,"put_oi":0},{"strike":50.0,"call_gex":1482.33,"put_gex":0.0,"net_gex":1482.33,"call_oi":44,"put_oi":0}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":771.0,"total_value":771.0},{"strike":27.0,"call_value":4.0,"put_value":629.0,"total_value":633.0},{"strike":28.0,"call_value":7.0,"put_value":558.0,"total_value":565.0},{"strike":30.0,"call_value":19.0,"put_value":416.0,"total_value":435.0},{"strike":31.0,"call_value":27.0,"put_value":347.0,"total_value":374.0},{"strike":32.0,"call_value":40.0,"put_value":279.0,"total_value":319.0},{"strike":33.0,"call_value":64.0,"put_value":212.0,"total_value":276.0},{"strike":34.0,"call_value":89.0,"put_value":145.0,"total_value":234.0},{"strike":35.0,"call_value":119.0,"put_value":106.0,"total_value":225.0},{"strike":36.0,"call_value":161.0,"put_value":73.0,"total_value":234.0},{"strike":37.0,"call_value":301.0,"put_value":46.0,"total_value":347.0},{"strike":38.0,"call_value":449.0,"put_value":23.0,"total_value":472.0},{"strike":39.0,"call_value":617.0,"put_value":9.0,"total_value":626.0},{"strike":40.0,"call_value":798.0,"put_value":3.0,"total_value":801.0},{"strike":41.0,"call_value":1089.0,"put_value":0.0,"total_value":1089.0},{"strike":42.0,"call_value":1419.0,"put_value":0.0,"total_value":1419.0},{"strike":43.0,"call_value":2379.0,"put_value":0.0,"total_value":2379.0},{"strike":44.0,"call_value":3352.0,"put_value":0.0,"total_value":3352.0},{"strike":45.0,"call_value":4326.0,"put_value":0.0,"total_value":4326.0},{"strike":47.0,"call_value":6282.0,"put_value":0.0,"total_value":6282.0},{"strike":50.0,"call_value":9222.0,"put_value":0,"total_value":9222.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":41.5,"strike":29.86},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":31.8,"strike":33.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":62.4,"strike":34.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":26.1,"strike":34.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":33.5,"strike":34.67},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":31.1,"strike":36.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":27.9,"strike":37.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":28.4,"strike":36.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":30.6,"strike":38.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":31.1,"strike":38.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":28.1,"strike":38.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":23.3,"strike":40.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":28.3,"strike":40.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":null,"strike":null},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":41.4,"strike":45.2}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":7,"total_oi":49},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":4,"total_oi":31},{"expiration":"12/18/2026","dte":77,"iv":0.141,"contract_count":13,"total_oi":160},{"expiration":"03/19/2027","dte":168,"iv":0.0239,"contract_count":12,"total_oi":90}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.65,"expected_move_2std":15.3,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.81,"expected_move_2std":21.61,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":13.72,"expected_move_2std":27.44,"contract_count":8},{"expiration":"03/19/2027","dte":168,"expected_move_1std":18.84,"expected_move_2std":37.68,"contract_count":7}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":42,"put_oi":7,"total_oi":49,"pc_ratio":0.167,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":5,"put_oi":26,"total_oi":31,"pc_ratio":5.2,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":885,"put_oi":25,"total_oi":910,"pc_ratio":0.028,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":92,"put_oi":13,"total_oi":105,"pc_ratio":0.141,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":27.0,"call_delta_oi":97.0,"put_delta_oi":0,"dealer_delta":-97.0,"call_oi":1,"put_oi":0},{"strike":28.0,"call_delta_oi":287.0,"put_delta_oi":0,"dealer_delta":-287.0,"call_oi":3,"put_oi":0},{"strike":30.0,"call_delta_oi":183.0,"put_delta_oi":-35.0,"dealer_delta":-148.0,"call_oi":2,"put_oi":2},{"strike":31.0,"call_delta_oi":448.0,"put_delta_oi":-20.0,"dealer_delta":-428.0,"call_oi":5,"put_oi":1},{"strike":32.0,"call_delta_oi":961.0,"put_delta_oi":-18.0,"dealer_delta":-942.0,"call_oi":11,"put_oi":1},{"strike":33.0,"call_delta_oi":81.0,"put_delta_oi":0,"dealer_delta":-81.0,"call_oi":1,"put_oi":0},{"strike":34.0,"call_delta_oi":380.0,"put_delta_oi":-517.0,"dealer_delta":138.0,"call_oi":5,"put_oi":28},{"strike":35.0,"call_delta_oi":808.0,"put_delta_oi":-197.0,"dealer_delta":-611.0,"call_oi":12,"put_oi":6},{"strike":36.0,"call_delta_oi":6156.0,"put_delta_oi":-234.0,"dealer_delta":-5922.0,"call_oi":98,"put_oi":6},{"strike":37.0,"call_delta_oi":425.0,"put_delta_oi":-188.0,"dealer_delta":-237.0,"call_oi":8,"put_oi":4},{"strike":38.0,"call_delta_oi":941.0,"put_delta_oi":-501.0,"dealer_delta":-439.0,"call_oi":20,"put_oi":9},{"strike":39.0,"call_delta_oi":338.0,"put_delta_oi":-605.0,"dealer_delta":267.0,"call_oi":13,"put_oi":8},{"strike":40.0,"call_delta_oi":2670.0,"put_delta_oi":-213.0,"dealer_delta":-2457.0,"call_oi":110,"put_oi":3},{"strike":41.0,"call_delta_oi":1173.0,"put_delta_oi":-231.0,"dealer_delta":-942.0,"call_oi":39,"put_oi":3},{"strike":42.0,"call_delta_oi":8335.0,"put_delta_oi":0,"dealer_delta":-8335.0,"call_oi":630,"put_oi":0},{"strike":43.0,"call_delta_oi":147.0,"put_delta_oi":0,"dealer_delta":-147.0,"call_oi":13,"put_oi":0},{"strike":44.0,"call_delta_oi":23.0,"put_delta_oi":0,"dealer_delta":-23.0,"call_oi":1,"put_oi":0},{"strike":45.0,"call_delta_oi":100.0,"put_delta_oi":0,"dealer_delta":-100.0,"call_oi":4,"put_oi":0},{"strike":47.0,"call_delta_oi":40.0,"put_delta_oi":0,"dealer_delta":-40.0,"call_oi":2,"put_oi":0},{"strike":50.0,"call_delta_oi":714.0,"put_delta_oi":0,"dealer_delta":-714.0,"call_oi":44,"put_oi":0}],"net_dealer_delta":-21546.0,"total_call_delta":24304.0,"total_put_delta":-2758.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":36.72999954223633,"strikes":[{"strike":40.0,"moneyness":1.089,"type":"call","iv":0.2167,"delta":0.2346,"oi":103},{"strike":42.0,"moneyness":1.1435,"type":"call","iv":0.2347,"delta":0.1323,"oi":630}]}],"greeks_heatmap":{"data":[{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2346,"put_delta":0,"call_gamma":0.084552,"put_gamma":0,"call_theta":-0.0083,"put_theta":0,"call_vega":0.0515,"put_vega":0,"call_oi":103,"put_oi":0},{"strike":42.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1323,"put_delta":0,"call_gamma":0.054427,"put_gamma":0,"call_theta":-0.0061,"put_theta":0,"call_vega":0.0359,"put_vega":0,"call_oi":630,"put_oi":0}],"strikes":[40.0,42.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":36.0,"call_vanna":-3.0,"put_vanna":0,"net_vanna":-3.0,"call_oi":55,"put_oi":0},{"strike":40.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":103,"put_oi":0},{"strike":42.0,"call_vanna":45.0,"put_vanna":0,"net_vanna":45.0,"call_oi":630,"put_oi":0}],"net_vanna":50.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":2308.0,"put_delta":-501.0,"net_delta":1807.0,"call_oi":42,"put_oi":7,"total_oi":49,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":215.0,"put_delta":-463.0,"net_delta":-248.0,"call_oi":5,"put_oi":26,"total_oi":31,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":16262.0,"put_delta":-1256.0,"net_delta":15006.0,"call_oi":883,"put_oi":25,"total_oi":908,"total_volume":2,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5519.0,"put_delta":-539.0,"net_delta":4981.0,"call_oi":92,"put_oi":13,"total_oi":105,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":2,"total_oi":4,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":1,"total_oi":6,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":1,"total_oi":12,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":28,"total_oi":33,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":6,"total_oi":18,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":98,"put_oi":6,"total_oi":104,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":4,"total_oi":12,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":9,"total_oi":29,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":8,"total_oi":21,"bias":"neutral"},{"strike":40.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":110,"put_oi":3,"total_oi":113,"bias":"bullish"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":3,"total_oi":42,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":630,"put_oi":0,"total_oi":630,"bias":"neutral"},{"strike":43.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"bullish"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":0,"total_oi":44,"bias":"neutral"}],"underlying_price":36.72999954223633,"peak_call_strike":40.0,"peak_put_strike":null,"total_call_volume":2,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.93,0.98,1.03,1.09,1.12,1.14,1.17],"y":[14,49,77,168],"z":[[null,31.11,null,null,null,null,null],[26.09,null,null,null,null,null,null],[null,26.6,null,21.67,36.57,23.47,25.68],[null,31.29,26.43,null,null,null,null]],"levels":[21.7,23.2,24.7,26.1,27.6,29.1,30.6,32.1,33.6,35.1,36.6],"min_iv":21.7,"max_iv":36.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":60.21},{"date":"2026-09-15","iv":68.24},{"date":"2026-09-16","iv":85.22},{"date":"2026-09-17","iv":49.69},{"date":"2026-09-18","iv":51.37},{"date":"2026-09-21","iv":32.59},{"date":"2026-09-22","iv":30.8},{"date":"2026-09-23","iv":28.6},{"date":"2026-09-24","iv":30.0},{"date":"2026-09-25","iv":28.8},{"date":"2026-09-28","iv":32.7},{"date":"2026-09-29","iv":31.2},{"date":"2026-09-30","iv":35.3},{"date":"2026-10-01","iv":30.4},{"date":"2026-10-02","iv":32.2}]}}