{"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":"VWOB","summary":{"name":"VWOB","price":62.71,"total_oi":4569,"call_oi":15,"put_oi":4554,"pc_ratio":303.6,"net_gex":-2540041.51,"avg_iv":29.2,"iv_rank":21.6,"iv_52w_high":68.44,"iv_52w_low":18.4,"gamma_flip":null,"max_pain":67.0},"features":{"symbol":"VWOB","price":62.71,"total_oi":4569,"analysis_coverage":0.8333,"avg_iv_pct":29.2,"iv_rank":21.6,"iv_52w_high_pct":68.44,"iv_52w_low_pct":18.4,"front_dte":14,"front_atm_iv_pct":28.7979,"back_atm_iv_pct":17.6312,"term_premium_pp":11.1667,"expected_move_front_pct":5.64,"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":303.6,"put_call_oi_front_ratio":1951.5,"put_call_volume_front_ratio":16.0,"option_volume":157,"volume_oi_ratio":0.034362,"net_delta_normalized":-0.661517,"dealer_delta_normalized":0.661517,"gex_per_100k_oi":-55592941.781571,"vanna_per_100k_oi":-2495.075509,"charm_per_100k_oi":4649091.704968,"weekend_delta_shift_per_100k_oi":13947297.001532,"iv_surface_range_pp":24.5,"gamma_flip_distance_pct":null,"max_pain_distance_pct":6.841014,"peak_call_distance_pct":0.462446,"peak_put_distance_pct":2.057088},"analyses":{"gamma_walls":[{"strike":57.0,"call_gex":0.0,"put_gex":-135.82,"net_gex":-135.82,"call_oi":0,"put_oi":1},{"strike":61.0,"call_gex":0.0,"put_gex":-4873.75,"net_gex":-4873.75,"call_oi":0,"put_oi":20},{"strike":63.0,"call_gex":441.16,"put_gex":0.0,"net_gex":441.16,"call_oi":1,"put_oi":0},{"strike":64.0,"call_gex":0.0,"put_gex":-2526403.97,"net_gex":-2526403.97,"call_oi":0,"put_oi":4496},{"strike":65.0,"call_gex":0.0,"put_gex":-9127.37,"net_gex":-9127.37,"call_oi":0,"put_oi":26},{"strike":66.0,"call_gex":1558.6,"put_gex":0.0,"net_gex":1558.6,"call_oi":8,"put_oi":0},{"strike":67.0,"call_gex":202.86,"put_gex":-2574.74,"net_gex":-2371.88,"call_oi":1,"put_oi":10},{"strike":68.0,"call_gex":1003.24,"put_gex":0.0,"net_gex":1003.24,"call_oi":5,"put_oi":0},{"strike":71.0,"call_gex":0.0,"put_gex":-131.72,"net_gex":-131.72,"call_oi":0,"put_oi":1}],"pain_by_strike":[{"strike":57.0,"call_value":0,"put_value":31874.0,"total_value":31874.0},{"strike":61.0,"call_value":0.0,"put_value":13662.0,"total_value":13662.0},{"strike":63.0,"call_value":0.0,"put_value":4596.0,"total_value":4596.0},{"strike":64.0,"call_value":1.0,"put_value":63.0,"total_value":64.0},{"strike":65.0,"call_value":2.0,"put_value":26.0,"total_value":28.0},{"strike":66.0,"call_value":3.0,"put_value":15.0,"total_value":18.0},{"strike":67.0,"call_value":12.0,"put_value":4.0,"total_value":16.0},{"strike":68.0,"call_value":22.0,"put_value":3.0,"total_value":25.0},{"strike":71.0,"call_value":67.0,"put_value":0,"total_value":67.0}],"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":null,"strike":null},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":71.8,"strike":57.0},{"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":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":26.2,"strike":61.0},{"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":26.0,"strike":63.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":9.9,"strike":64.0},{"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":45.1,"strike":66.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":17.2,"strike":66.0},{"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":17.2,"strike":68.0},{"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":27.8,"strike":71.0},{"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":1.0,"contract_count":5,"total_oi":3905},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":5,"total_oi":655},{"expiration":"02/19/2027","dte":140,"iv":0.1106,"contract_count":1,"total_oi":8}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.64,"expected_move_2std":11.28,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":6.46,"expected_move_2std":12.92,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":3903,"total_oi":3905,"pc_ratio":1951.5,"pc_ratio_volume":16.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":5,"put_oi":651,"total_oi":656,"pc_ratio":130.2,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":8,"put_oi":0,"total_oi":8,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":57.0,"call_delta_oi":0,"put_delta_oi":-22.0,"dealer_delta":22.0,"call_oi":0,"put_oi":1},{"strike":61.0,"call_delta_oi":0,"put_delta_oi":-691.0,"dealer_delta":691.0,"call_oi":0,"put_oi":20},{"strike":63.0,"call_delta_oi":49.0,"put_delta_oi":0,"dealer_delta":-49.0,"call_oi":1,"put_oi":0},{"strike":64.0,"call_delta_oi":0,"put_delta_oi":-299312.0,"dealer_delta":299312.0,"call_oi":0,"put_oi":4496},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-1784.0,"dealer_delta":1784.0,"call_oi":0,"put_oi":26},{"strike":66.0,"call_delta_oi":332.0,"put_delta_oi":0,"dealer_delta":-332.0,"call_oi":8,"put_oi":0},{"strike":67.0,"call_delta_oi":29.0,"put_delta_oi":-822.0,"dealer_delta":793.0,"call_oi":1,"put_oi":10},{"strike":68.0,"call_delta_oi":60.0,"put_delta_oi":0,"dealer_delta":-60.0,"call_oi":5,"put_oi":0},{"strike":71.0,"call_delta_oi":0,"put_delta_oi":-87.0,"dealer_delta":87.0,"call_oi":0,"put_oi":1}],"net_dealer_delta":302247.0,"total_call_delta":469.0,"total_put_delta":-302717.0,"bias":"bullish"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":62.709999084472656,"strikes":[{"strike":64.0,"moneyness":1.0206,"type":"put","iv":0.2197,"delta":-0.6678,"oi":3886}]},{"expiration":"11/20/2026","underlying_price":62.709999084472656,"strikes":[{"strike":64.0,"moneyness":1.0206,"type":"put","iv":0.0994,"delta":-0.6525,"oi":610}]}],"greeks_heatmap":{"data":[{"strike":64.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.6678,"call_gamma":0,"put_gamma":0.139655,"call_theta":0,"put_theta":-0.0312,"call_vega":0,"put_vega":0.043,"call_oi":0,"put_oi":3886},{"strike":64.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.6525,"call_gamma":0,"put_gamma":0.163502,"call_theta":0,"put_theta":-0.0038,"call_vega":0,"put_vega":0.084,"call_oi":0,"put_oi":610}],"strikes":[64.0],"dtes":[14,49]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":64.0,"call_vanna":0,"put_vanna":-114.0,"net_vanna":-114.0,"call_oi":0,"put_oi":4496}],"net_vanna":-114.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":64.0,"call_charm":0,"put_charm":212417.0,"net_charm":212417.0,"call_oi":0,"put_oi":4496}],"net_charm":212417.0,"weekend_delta_shift":637252.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":78.0,"put_delta":-260637.0,"net_delta":-260560.0,"call_oi":2,"put_oi":3903,"total_oi":3905,"total_volume":17,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":60.0,"put_delta":-42079.0,"net_delta":-42019.0,"call_oi":5,"put_oi":651,"total_oi":656,"total_volume":140,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":332.0,"put_delta":0,"net_delta":332.0,"call_oi":8,"put_oi":0,"total_oi":8,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":57.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":61.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":20,"total_oi":20,"bias":"neutral"},{"strike":63.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"bullish"},{"strike":64.0,"call_volume":0,"put_volume":140,"total_volume":140,"call_oi":0,"put_oi":4496,"total_oi":4496,"bias":"bearish"},{"strike":65.0,"call_volume":0,"put_volume":16,"total_volume":16,"call_oi":0,"put_oi":26,"total_oi":26,"bias":"bearish"},{"strike":66.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":67.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":10,"total_oi":11,"bias":"neutral"},{"strike":68.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":71.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"}],"underlying_price":62.709999084472656,"peak_call_strike":63.0,"peak_put_strike":64.0,"total_call_volume":1,"total_put_volume":156,"volume_pc_ratio":156.0},"iv_contours":{"x":[0.97,1.02,1.04],"y":[14,49],"z":[[null,21.97,34.42],[26.16,9.94,null]],"levels":[9.9,12.4,14.8,17.3,19.7,22.2,24.6,27.1,29.5,32.0,34.4],"min_iv":9.9,"max_iv":34.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":28.55},{"date":"2026-09-15","iv":26.76},{"date":"2026-09-16","iv":24.34},{"date":"2026-09-17","iv":68.44},{"date":"2026-09-18","iv":53.22},{"date":"2026-09-21","iv":20.64},{"date":"2026-09-22","iv":20.7},{"date":"2026-09-23","iv":18.4},{"date":"2026-09-24","iv":27.4},{"date":"2026-09-25","iv":25.2},{"date":"2026-09-28","iv":28.2},{"date":"2026-09-29","iv":29.9},{"date":"2026-09-30","iv":28.2},{"date":"2026-10-01","iv":28.4},{"date":"2026-10-02","iv":29.2}]}}