{"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":"VSTS","summary":{"name":"VSTS","price":14.03,"total_oi":6082,"call_oi":4446,"put_oi":1636,"pc_ratio":0.368,"net_gex":95652.2,"avg_iv":77.8,"iv_rank":11.9,"iv_52w_high":128.6,"iv_52w_low":70.91,"gamma_flip":12.54,"max_pain":10.0},"features":{"symbol":"VSTS","price":14.03,"total_oi":6082,"analysis_coverage":0.8333,"avg_iv_pct":77.8,"iv_rank":11.9,"iv_52w_high_pct":128.6,"iv_52w_low_pct":70.91,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-18.42,"risk_reversal_30d_pp":-18.42,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.368,"put_call_oi_front_ratio":0.104,"put_call_volume_front_ratio":0.0,"option_volume":32,"volume_oi_ratio":0.005261,"net_delta_normalized":0.280829,"dealer_delta_normalized":-0.280829,"gex_per_100k_oi":1572709.634988,"vanna_per_100k_oi":2893.784939,"charm_per_100k_oi":-257152.252549,"weekend_delta_shift_per_100k_oi":-771440.315686,"iv_surface_range_pp":27.4,"gamma_flip_distance_pct":-10.6201,"max_pain_distance_pct":-28.724163,"peak_call_distance_pct":6.913756,"peak_put_distance_pct":78.189594},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.24,"put_gex":0.0,"net_gex":0.24,"call_oi":2,"put_oi":0},{"strike":5.0,"call_gex":0.0,"put_gex":-853.48,"net_gex":-853.48,"call_oi":0,"put_oi":500},{"strike":7.5,"call_gex":634.74,"put_gex":-1898.24,"net_gex":-1263.5,"call_oi":189,"put_oi":511},{"strike":10.0,"call_gex":1988.3,"put_gex":-1707.68,"net_gex":280.62,"call_oi":256,"put_oi":227},{"strike":12.5,"call_gex":5269.99,"put_gex":-4677.14,"net_gex":592.85,"call_oi":225,"put_oi":253},{"strike":15.0,"call_gex":84520.13,"put_gex":-2763.46,"net_gex":81756.67,"call_oi":2825,"put_oi":126},{"strike":17.5,"call_gex":14283.73,"put_gex":-204.83,"net_gex":14078.9,"call_oi":844,"put_oi":12},{"strike":20.0,"call_gex":1018.94,"put_gex":-79.17,"net_gex":939.77,"call_oi":91,"put_oi":7},{"strike":22.5,"call_gex":112.69,"put_gex":0.0,"net_gex":112.69,"call_oi":13,"put_oi":0},{"strike":25.0,"call_gex":7.45,"put_gex":0.0,"net_gex":7.45,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":9915.0,"total_value":9915.0},{"strike":5.0,"call_value":5.0,"put_value":5825.0,"total_value":5830.0},{"strike":7.5,"call_value":10.0,"put_value":2985.0,"total_value":2995.0},{"strike":10.0,"call_value":487.5,"put_value":1422.5,"total_value":1910.0},{"strike":12.5,"call_value":1605.0,"put_value":427.5,"total_value":2032.5},{"strike":15.0,"call_value":3285.0,"put_value":65.0,"total_value":3350.0},{"strike":17.5,"call_value":12027.5,"put_value":17.5,"total_value":12045.0},{"strike":20.0,"call_value":22880.0,"put_value":0.0,"total_value":22880.0},{"strike":22.5,"call_value":33960.0,"put_value":0.0,"total_value":33960.0},{"strike":25.0,"call_value":45072.5,"put_value":0,"total_value":45072.5}],"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":142.6,"strike":7.08},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":69.5,"strike":12.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":47.7,"strike":12.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"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":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"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":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":48.7,"strike":15.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":50.4,"strike":15.0},{"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":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":73.2,"strike":19.38},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":136},{"expiration":"11/20/2026","dte":49,"iv":0.1741,"contract_count":2,"total_oi":2663},{"expiration":"02/19/2027","dte":140,"iv":1.0,"contract_count":2,"total_oi":152}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":202,"put_oi":21,"total_oi":223,"pc_ratio":0.104,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3965,"put_oi":1304,"total_oi":5269,"pc_ratio":0.329,"pc_ratio_volume":0.036,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":279,"put_oi":301,"total_oi":580,"pc_ratio":1.079,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"05/21/2027","dte":231,"call_oi":0,"put_oi":10,"total_oi":10,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":200.0,"put_delta_oi":0,"dealer_delta":-200.0,"call_oi":2,"put_oi":0},{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-2548.0,"dealer_delta":2548.0,"call_oi":0,"put_oi":500},{"strike":7.5,"call_delta_oi":17876.0,"put_delta_oi":-4133.0,"dealer_delta":-13743.0,"call_oi":189,"put_oi":511},{"strike":10.0,"call_delta_oi":23452.0,"put_delta_oi":-2651.0,"dealer_delta":-20801.0,"call_oi":256,"put_oi":227},{"strike":12.5,"call_delta_oi":18181.0,"put_delta_oi":-6440.0,"dealer_delta":-11740.0,"call_oi":225,"put_oi":253},{"strike":15.0,"call_delta_oi":113597.0,"put_delta_oi":-6737.0,"dealer_delta":-106860.0,"call_oi":2825,"put_oi":126},{"strike":17.5,"call_delta_oi":19647.0,"put_delta_oi":-1028.0,"dealer_delta":-18620.0,"call_oi":844,"put_oi":12},{"strike":20.0,"call_delta_oi":1686.0,"put_delta_oi":-516.0,"dealer_delta":-1170.0,"call_oi":91,"put_oi":7},{"strike":22.5,"call_delta_oi":199.0,"put_delta_oi":0,"dealer_delta":-199.0,"call_oi":13,"put_oi":0},{"strike":25.0,"call_delta_oi":16.0,"put_delta_oi":0,"dealer_delta":-16.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-170800.0,"total_call_delta":194854.0,"total_put_delta":-24054.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":14.029999732971191,"strikes":[{"strike":10.0,"moneyness":0.7128,"type":"put","iv":0.7345,"delta":-0.1564,"oi":101},{"strike":12.5,"moneyness":0.8909,"type":"put","iv":0.6125,"delta":-0.2955,"oi":124}]},{"expiration":"10/16/2026","underlying_price":14.029999732971191,"strikes":[{"strike":15.0,"moneyness":1.0691,"type":"call","iv":0.5593,"delta":0.2856,"oi":134}]},{"expiration":"11/20/2026","underlying_price":14.029999732971191,"strikes":[{"strike":5.0,"moneyness":0.3564,"type":"put","iv":2.3736,"delta":-0.051,"oi":500},{"strike":7.5,"moneyness":0.5346,"type":"call","iv":1.2663,"delta":0.9458,"oi":189},{"strike":7.5,"moneyness":0.5346,"type":"put","iv":1.5613,"delta":-0.0809,"oi":511},{"strike":10.0,"moneyness":0.7128,"type":"call","iv":0.7603,"delta":0.9172,"oi":251},{"strike":10.0,"moneyness":0.7128,"type":"put","iv":0.7416,"delta":-0.0786,"oi":116},{"strike":12.5,"moneyness":0.8909,"type":"put","iv":0.4765,"delta":-0.2156,"oi":110},{"strike":12.5,"moneyness":0.8909,"type":"call","iv":0.4767,"delta":0.7843,"oi":133},{"strike":15.0,"moneyness":1.0691,"type":"call","iv":0.507,"delta":0.4047,"oi":2608},{"strike":17.5,"moneyness":1.2473,"type":"call","iv":0.6607,"delta":0.2179,"oi":747}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.891,"put_delta":0,"call_gamma":0.134581,"put_gamma":0,"call_theta":-0.0112,"put_theta":0,"call_vega":0.0049,"put_vega":0,"call_oi":68,"put_oi":0},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2856,"put_delta":0,"call_gamma":0.22949,"put_gamma":0,"call_theta":-0.0198,"put_theta":0,"call_vega":0.009,"put_vega":0,"call_oi":134,"put_oi":0},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.9172,"put_delta":-0.0786,"call_gamma":0.039456,"put_gamma":0.03889,"call_theta":-0.0072,"put_theta":-0.0056,"call_vega":0.0078,"put_vega":0.0075,"call_oi":251,"put_oi":116},{"strike":12.5,"dte":49,"expiration":"11/20/2026","call_delta":0.7843,"put_delta":-0.2156,"call_gamma":0.120708,"put_gamma":0.120737,"call_theta":-0.0085,"put_theta":-0.007,"call_vega":0.0149,"put_vega":0.0149,"call_oi":133,"put_oi":110},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4047,"put_delta":-0.5972,"call_gamma":0.150223,"put_gamma":0.151776,"call_theta":-0.011,"put_theta":-0.0091,"call_vega":0.0197,"put_vega":0.0197,"call_oi":2608,"put_oi":55},{"strike":17.5,"dte":49,"expiration":"11/20/2026","call_delta":0.2179,"put_delta":0,"call_gamma":0.0876,"put_gamma":0,"call_theta":-0.0106,"put_theta":0,"call_vega":0.015,"put_vega":0,"call_oi":747,"put_oi":0}],"strikes":[10.0,12.5,15.0,17.5],"dtes":[14,49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":-18.42,"put_25d_iv":47.65,"call_25d_iv":66.07,"put_25d_strike":12.5,"call_25d_strike":17.5,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":3.99,"put_25d_iv":61.25,"call_25d_iv":57.26,"put_25d_strike":12.5,"call_25d_strike":20.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":0,"put_vanna":17.0,"net_vanna":17.0,"call_oi":0,"put_oi":500},{"strike":7.5,"call_vanna":-7.0,"put_vanna":23.0,"net_vanna":17.0,"call_oi":189,"put_oi":511},{"strike":10.0,"call_vanna":-12.0,"put_vanna":15.0,"net_vanna":4.0,"call_oi":251,"put_oi":217},{"strike":12.5,"call_vanna":-10.0,"put_vanna":17.0,"net_vanna":8.0,"call_oi":201,"put_oi":234},{"strike":15.0,"call_vanna":73.0,"put_vanna":-1.0,"net_vanna":72.0,"call_oi":2825,"put_oi":124},{"strike":17.5,"call_vanna":52.0,"put_vanna":0,"net_vanna":52.0,"call_oi":844,"put_oi":0},{"strike":20.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":66,"put_oi":0}],"net_vanna":176.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":0,"put_charm":248.0,"net_charm":248.0,"call_oi":0,"put_oi":500},{"strike":7.5,"call_charm":-1083.0,"put_charm":377.0,"net_charm":-707.0,"call_oi":189,"put_oi":511},{"strike":10.0,"call_charm":-1227.0,"put_charm":38.0,"net_charm":-1189.0,"call_oi":251,"put_oi":116},{"strike":12.5,"call_charm":-2432.0,"put_charm":124.0,"net_charm":-2309.0,"call_oi":201,"put_oi":110},{"strike":15.0,"call_charm":-10618.0,"put_charm":223.0,"net_charm":-10395.0,"call_oi":2742,"put_oi":55},{"strike":17.5,"call_charm":-1288.0,"put_charm":0,"net_charm":-1288.0,"call_oi":747,"put_oi":0}],"net_charm":-15640.0,"weekend_delta_shift":-46919.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":9886.0,"put_delta":-561.0,"net_delta":9325.0,"call_oi":202,"put_oi":21,"total_oi":223,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":173748.0,"put_delta":-14278.0,"net_delta":159470.0,"call_oi":3965,"put_oi":1304,"total_oi":5269,"total_volume":29,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":11220.0,"put_delta":-9055.0,"net_delta":2165.0,"call_oi":279,"put_oi":301,"total_oi":580,"total_volume":1,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":0,"put_delta":-160.0,"net_delta":-160.0,"call_oi":0,"put_oi":10,"total_oi":10,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":500,"total_oi":500,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":189,"put_oi":511,"total_oi":700,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":256,"put_oi":227,"total_oi":483,"bias":"bearish"},{"strike":12.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":225,"put_oi":253,"total_oi":478,"bias":"bullish"},{"strike":15.0,"call_volume":26,"put_volume":1,"total_volume":27,"call_oi":2825,"put_oi":126,"total_oi":2951,"bias":"bullish"},{"strike":17.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":844,"put_oi":12,"total_oi":856,"bias":"bullish"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":91,"put_oi":7,"total_oi":98,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"bearish"}],"underlying_price":14.029999732971191,"peak_call_strike":15.0,"peak_put_strike":25.0,"total_call_volume":28,"total_put_volume":4,"volume_pc_ratio":0.143},"iv_contours":{"x":[0.71,0.89,1.07,1.25],"y":[14,49,140],"z":[[null,69.5,55.93,null],[75.09,47.66,50.41,58.7],[73.45,61.16,58.66,58.06]],"levels":[47.7,50.4,53.1,55.9,58.6,61.4,64.1,66.9,69.6,72.3,75.1],"min_iv":47.7,"max_iv":75.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":87.1},{"date":"2026-09-15","iv":127.67},{"date":"2026-09-16","iv":113.1},{"date":"2026-09-17","iv":96.6},{"date":"2026-09-18","iv":70.91},{"date":"2026-09-21","iv":86.22},{"date":"2026-09-22","iv":74.1},{"date":"2026-09-23","iv":97.4},{"date":"2026-09-24","iv":91.7},{"date":"2026-09-25","iv":110.6},{"date":"2026-09-28","iv":92.1},{"date":"2026-09-29","iv":96.2},{"date":"2026-09-30","iv":128.6},{"date":"2026-10-01","iv":96.6},{"date":"2026-10-02","iv":77.8}]}}