{"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":"VSOL","summary":{"name":"VSOL","price":15.9,"total_oi":488,"call_oi":464,"put_oi":24,"pc_ratio":0.052,"net_gex":5552.19,"avg_iv":83.5,"iv_rank":32.7,"iv_52w_high":157.94,"iv_52w_low":47.4,"gamma_flip":null,"max_pain":9.0},"features":{"symbol":"VSOL","price":15.9,"total_oi":488,"analysis_coverage":0.8333,"avg_iv_pct":83.5,"iv_rank":32.7,"iv_52w_high_pct":157.94,"iv_52w_low_pct":47.4,"front_dte":49,"front_atm_iv_pct":60.6174,"back_atm_iv_pct":60.6174,"term_premium_pp":0.0,"expected_move_front_pct":22.21,"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":0.052,"put_call_oi_front_ratio":3.333,"put_call_volume_front_ratio":0.0,"option_volume":6,"volume_oi_ratio":0.012295,"net_delta_normalized":0.654385,"dealer_delta_normalized":-0.654385,"gex_per_100k_oi":1137743.852459,"vanna_per_100k_oi":-4303.278689,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":25.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-43.396226,"peak_call_distance_pct":25.786164,"peak_put_distance_pct":0.628931},"analyses":{"gamma_walls":[{"strike":4.0,"call_gex":2.26,"put_gex":0.0,"net_gex":2.26,"call_oi":2,"put_oi":0},{"strike":7.0,"call_gex":5.57,"put_gex":0.0,"net_gex":5.57,"call_oi":2,"put_oi":0},{"strike":8.0,"call_gex":7.93,"put_gex":0.0,"net_gex":7.93,"call_oi":3,"put_oi":0},{"strike":9.0,"call_gex":217.8,"put_gex":-14.22,"net_gex":203.58,"call_oi":54,"put_oi":3},{"strike":10.0,"call_gex":139.82,"put_gex":0.0,"net_gex":139.82,"call_oi":23,"put_oi":0},{"strike":11.0,"call_gex":135.64,"put_gex":0.0,"net_gex":135.64,"call_oi":17,"put_oi":0},{"strike":12.0,"call_gex":55.27,"put_gex":-90.57,"net_gex":-35.3,"call_oi":6,"put_oi":8},{"strike":13.0,"call_gex":788.33,"put_gex":0.0,"net_gex":788.33,"call_oi":60,"put_oi":0},{"strike":14.0,"call_gex":122.99,"put_gex":0.0,"net_gex":122.99,"call_oi":9,"put_oi":0},{"strike":15.0,"call_gex":3558.36,"put_gex":-27.94,"net_gex":3530.42,"call_oi":220,"put_oi":1},{"strike":16.0,"call_gex":93.53,"put_gex":-28.68,"net_gex":64.85,"call_oi":5,"put_oi":1},{"strike":17.0,"call_gex":724.01,"put_gex":-392.11,"net_gex":331.9,"call_oi":51,"put_oi":10},{"strike":18.0,"call_gex":146.12,"put_gex":0.0,"net_gex":146.12,"call_oi":6,"put_oi":0},{"strike":19.0,"call_gex":68.45,"put_gex":0.0,"net_gex":68.45,"call_oi":3,"put_oi":0},{"strike":20.0,"call_gex":48.83,"put_gex":0.0,"net_gex":48.83,"call_oi":3,"put_oi":0},{"strike":25.0,"call_gex":0.0,"put_gex":-9.17,"net_gex":-9.17,"call_oi":0,"put_oi":1}],"pain_by_strike":[{"strike":4.0,"call_value":0,"put_value":253.0,"total_value":253.0},{"strike":7.0,"call_value":6.0,"put_value":181.0,"total_value":187.0},{"strike":8.0,"call_value":10.0,"put_value":157.0,"total_value":167.0},{"strike":9.0,"call_value":17.0,"put_value":133.0,"total_value":150.0},{"strike":10.0,"call_value":78.0,"put_value":112.0,"total_value":190.0},{"strike":11.0,"call_value":162.0,"put_value":91.0,"total_value":253.0},{"strike":12.0,"call_value":263.0,"put_value":70.0,"total_value":333.0},{"strike":13.0,"call_value":370.0,"put_value":57.0,"total_value":427.0},{"strike":14.0,"call_value":537.0,"put_value":44.0,"total_value":581.0},{"strike":15.0,"call_value":713.0,"put_value":31.0,"total_value":744.0},{"strike":16.0,"call_value":1109.0,"put_value":19.0,"total_value":1128.0},{"strike":17.0,"call_value":1510.0,"put_value":8.0,"total_value":1518.0},{"strike":18.0,"call_value":1962.0,"put_value":7.0,"total_value":1969.0},{"strike":19.0,"call_value":2420.0,"put_value":6.0,"total_value":2426.0},{"strike":20.0,"call_value":2881.0,"put_value":5.0,"total_value":2886.0},{"strike":25.0,"call_value":5201.0,"put_value":0,"total_value":5201.0}],"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":119.6,"strike":9.67},{"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":75.5,"strike":14.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":57.6,"strike":15.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":73.4,"strike":15.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":60.6,"strike":16.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":69.7,"strike":16.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":76.1,"strike":17.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"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":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":107.9,"strike":19.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":66.7,"strike":18.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":68.6,"strike":22.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":11},{"expiration":"11/20/2026","dte":49,"iv":0.042,"contract_count":2,"total_oi":2},{"expiration":"12/18/2026","dte":77,"iv":0.7457,"contract_count":2,"total_oi":10},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":3,"total_oi":265}],"expected_move":[{"expiration":"11/20/2026","dte":49,"expected_move_1std":22.21,"expected_move_2std":44.43,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":32.03,"expected_move_2std":64.06,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":35.96,"expected_move_2std":71.92,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3,"put_oi":10,"total_oi":13,"pc_ratio":3.333,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":7,"put_oi":2,"total_oi":9,"pc_ratio":0.286,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":116,"put_oi":12,"total_oi":128,"pc_ratio":0.103,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":338,"put_oi":0,"total_oi":338,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":4.0,"call_delta_oi":192.0,"put_delta_oi":0,"dealer_delta":-192.0,"call_oi":2,"put_oi":0},{"strike":7.0,"call_delta_oi":188.0,"put_delta_oi":0,"dealer_delta":-188.0,"call_oi":2,"put_oi":0},{"strike":8.0,"call_delta_oi":290.0,"put_delta_oi":0,"dealer_delta":-290.0,"call_oi":3,"put_oi":0},{"strike":9.0,"call_delta_oi":5103.0,"put_delta_oi":-25.0,"dealer_delta":-5079.0,"call_oi":54,"put_oi":3},{"strike":10.0,"call_delta_oi":2022.0,"put_delta_oi":0,"dealer_delta":-2022.0,"call_oi":23,"put_oi":0},{"strike":11.0,"call_delta_oi":1463.0,"put_delta_oi":0,"dealer_delta":-1463.0,"call_oi":17,"put_oi":0},{"strike":12.0,"call_delta_oi":485.0,"put_delta_oi":-107.0,"dealer_delta":-378.0,"call_oi":6,"put_oi":8},{"strike":13.0,"call_delta_oi":4662.0,"put_delta_oi":0,"dealer_delta":-4662.0,"call_oi":60,"put_oi":0},{"strike":14.0,"call_delta_oi":643.0,"put_delta_oi":0,"dealer_delta":-643.0,"call_oi":9,"put_oi":0},{"strike":15.0,"call_delta_oi":14369.0,"put_delta_oi":-34.0,"dealer_delta":-14335.0,"call_oi":220,"put_oi":1},{"strike":16.0,"call_delta_oi":287.0,"put_delta_oi":-46.0,"dealer_delta":-241.0,"call_oi":5,"put_oi":1},{"strike":17.0,"call_delta_oi":2787.0,"put_delta_oi":-639.0,"dealer_delta":-2148.0,"call_oi":51,"put_oi":10},{"strike":18.0,"call_delta_oi":214.0,"put_delta_oi":0,"dealer_delta":-214.0,"call_oi":6,"put_oi":0},{"strike":19.0,"call_delta_oi":72.0,"put_delta_oi":0,"dealer_delta":-72.0,"call_oi":3,"put_oi":0},{"strike":20.0,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":3,"put_oi":0},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-90.0,"dealer_delta":90.0,"call_oi":0,"put_oi":1}],"net_dealer_delta":-31934.0,"total_call_delta":32875.0,"total_put_delta":-941.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":15.895000457763672,"strikes":[{"strike":15.0,"moneyness":0.9437,"type":"call","iv":0.5378,"delta":0.6535,"oi":213}]}],"greeks_heatmap":{"data":[{"strike":13.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7769,"put_delta":0,"call_gamma":0.052004,"put_gamma":0,"call_theta":-0.0123,"put_theta":0,"call_vega":0.0216,"put_vega":0,"call_oi":60,"put_oi":0}],"strikes":[13.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":13.0,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":60,"put_oi":0},{"strike":15.0,"call_vanna":-16.0,"put_vanna":0,"net_vanna":-16.0,"call_oi":213,"put_oi":0}],"net_vanna":-21.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":78.0,"put_delta":-639.0,"net_delta":-561.0,"call_oi":3,"put_oi":10,"total_oi":13,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":242.0,"put_delta":-80.0,"net_delta":162.0,"call_oi":7,"put_oi":2,"total_oi":9,"total_volume":3,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":9226.0,"put_delta":-221.0,"net_delta":9004.0,"call_oi":116,"put_oi":12,"total_oi":128,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":23329.0,"put_delta":0,"net_delta":23329.0,"call_oi":338,"put_oi":0,"total_oi":338,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":54,"put_oi":3,"total_oi":57,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":0,"total_oi":23,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":8,"total_oi":14,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":60,"put_oi":0,"total_oi":60,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":220,"put_oi":1,"total_oi":221,"bias":"bearish"},{"strike":16.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":5,"put_oi":1,"total_oi":6,"bias":"bearish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":10,"total_oi":61,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":20.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"bullish"},{"strike":25.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"bearish"}],"underlying_price":15.895000457763672,"peak_call_strike":20.0,"peak_put_strike":16.0,"total_call_volume":1,"total_put_volume":5,"volume_pc_ratio":5.0},"iv_contours":{"x":[0.82,0.94,1.07],"y":[77,168],"z":[[79.12,null,null],[null,53.78,68.26]],"levels":[53.8,56.3,58.8,61.4,63.9,66.5,69.0,71.5,74.1,76.6,79.1],"min_iv":53.8,"max_iv":79.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":144.08},{"date":"2026-09-15","iv":157.94},{"date":"2026-09-16","iv":106.51},{"date":"2026-09-17","iv":70.04},{"date":"2026-09-18","iv":57.58},{"date":"2026-09-21","iv":71.84},{"date":"2026-09-22","iv":60.8},{"date":"2026-09-23","iv":82.0},{"date":"2026-09-24","iv":57.4},{"date":"2026-09-25","iv":47.4},{"date":"2026-09-28","iv":76.8},{"date":"2026-09-29","iv":73.9},{"date":"2026-09-30","iv":72.7},{"date":"2026-10-01","iv":68.5},{"date":"2026-10-02","iv":83.5}]}}