{"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":"VYGR","summary":{"name":"VYGR","price":2.45,"total_oi":7647,"call_oi":6867,"put_oi":780,"pc_ratio":0.114,"net_gex":4382.61,"avg_iv":1042.4,"iv_rank":100.0,"iv_52w_high":1042.4,"iv_52w_low":217.84,"gamma_flip":1.0,"max_pain":3.0},"features":{"symbol":"VYGR","price":2.45,"total_oi":7647,"analysis_coverage":0.7778,"avg_iv_pct":1042.4,"iv_rank":100.0,"iv_52w_high_pct":1042.4,"iv_52w_low_pct":217.84,"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":-42.73,"risk_reversal_30d_pp":-42.73,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.114,"put_call_oi_front_ratio":0.071,"put_call_volume_front_ratio":100.0,"option_volume":128,"volume_oi_ratio":0.016739,"net_delta_normalized":0.560373,"dealer_delta_normalized":-0.559861,"gex_per_100k_oi":57311.494704,"vanna_per_100k_oi":-1373.087485,"charm_per_100k_oi":-1096011.507781,"weekend_delta_shift_per_100k_oi":-3288047.600366,"iv_surface_range_pp":44.1,"gamma_flip_distance_pct":-59.183673,"max_pain_distance_pct":22.44898,"peak_call_distance_pct":22.44898,"peak_put_distance_pct":22.44898},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.0,"put_gex":-0.09,"net_gex":-0.09,"call_oi":52,"put_oi":1},{"strike":2.0,"call_gex":48.34,"put_gex":0.0,"net_gex":48.34,"call_oi":52,"put_oi":7},{"strike":3.0,"call_gex":4611.99,"put_gex":-1106.74,"net_gex":3505.24,"call_oi":2858,"put_oi":438},{"strike":4.0,"call_gex":900.87,"put_gex":-104.92,"net_gex":795.95,"call_oi":1321,"put_oi":163},{"strike":5.0,"call_gex":77.25,"put_gex":-161.33,"net_gex":-84.08,"call_oi":1639,"put_oi":171},{"strike":6.0,"call_gex":60.74,"put_gex":0.0,"net_gex":60.74,"call_oi":120,"put_oi":0},{"strike":7.0,"call_gex":0.68,"put_gex":0.0,"net_gex":0.68,"call_oi":228,"put_oi":0},{"strike":8.0,"call_gex":0.01,"put_gex":0.0,"net_gex":0.01,"call_oi":510,"put_oi":0},{"strike":9.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":3,"put_oi":0},{"strike":10.0,"call_gex":55.82,"put_gex":0.0,"net_gex":55.82,"call_oi":84,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":2056.0,"total_value":2056.0},{"strike":2.0,"call_value":52.0,"put_value":1277.0,"total_value":1329.0},{"strike":3.0,"call_value":156.0,"put_value":505.0,"total_value":661.0},{"strike":4.0,"call_value":3118.0,"put_value":171.0,"total_value":3289.0},{"strike":5.0,"call_value":7401.0,"put_value":0.0,"total_value":7401.0},{"strike":6.0,"call_value":13323.0,"put_value":0.0,"total_value":13323.0},{"strike":7.0,"call_value":19365.0,"put_value":0.0,"total_value":19365.0},{"strike":8.0,"call_value":25635.0,"put_value":0.0,"total_value":25635.0},{"strike":9.0,"call_value":32415.0,"put_value":0.0,"total_value":32415.0},{"strike":10.0,"call_value":39198.0,"put_value":0,"total_value":39198.0}],"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":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":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":null,"strike":null},{"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":194.8,"strike":4.25},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":150.0,"strike":3.67},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":215.5,"strike":4.43}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4544,"put_oi":324,"total_oi":4868,"pc_ratio":0.071,"pc_ratio_volume":100.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":51,"put_oi":65,"total_oi":116,"pc_ratio":1.275,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":1706,"put_oi":130,"total_oi":1836,"pc_ratio":0.076,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":566,"put_oi":261,"total_oi":827,"pc_ratio":0.461,"pc_ratio_volume":0.667,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":5200.0,"put_delta_oi":-5.0,"dealer_delta":-5195.0,"call_oi":52,"put_oi":1},{"strike":2.0,"call_delta_oi":4019.0,"put_delta_oi":0,"dealer_delta":-4019.0,"call_oi":52,"put_oi":0},{"strike":3.0,"call_delta_oi":143873.0,"put_delta_oi":-28325.0,"dealer_delta":-115548.0,"call_oi":2858,"put_oi":438},{"strike":4.0,"call_delta_oi":83119.0,"put_delta_oi":-5780.0,"dealer_delta":-77340.0,"call_oi":1321,"put_oi":163},{"strike":5.0,"call_delta_oi":159019.0,"put_delta_oi":-12425.0,"dealer_delta":-146594.0,"call_oi":1639,"put_oi":171},{"strike":6.0,"call_delta_oi":2145.0,"put_delta_oi":0,"dealer_delta":-2145.0,"call_oi":120,"put_oi":0},{"strike":7.0,"call_delta_oi":22750.0,"put_delta_oi":0,"dealer_delta":-22750.0,"call_oi":228,"put_oi":0},{"strike":8.0,"call_delta_oi":50999.0,"put_delta_oi":0,"dealer_delta":-50999.0,"call_oi":510,"put_oi":0},{"strike":9.0,"call_delta_oi":300.0,"put_delta_oi":0,"dealer_delta":-300.0,"call_oi":3,"put_oi":0},{"strike":10.0,"call_delta_oi":3235.0,"put_delta_oi":0,"dealer_delta":-3235.0,"call_oi":84,"put_oi":0}],"net_dealer_delta":-428126.0,"total_call_delta":474660.0,"total_put_delta":-46535.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":2.450000047683716,"strikes":[{"strike":3.0,"moneyness":1.2245,"type":"call","iv":1.5827,"delta":0.5781,"oi":1456}]},{"expiration":"04/16/2027","underlying_price":2.450000047683716,"strikes":[{"strike":3.0,"moneyness":1.2245,"type":"call","iv":1.5866,"delta":0.6645,"oi":311},{"strike":4.0,"moneyness":1.6327,"type":"call","iv":2.5421,"delta":0.7509,"oi":192},{"strike":5.0,"moneyness":2.0408,"type":"put","iv":1.1392,"delta":-0.6602,"oi":103}]},{"expiration":"10/16/2026","underlying_price":2.450000047683716,"strikes":[{"strike":3.0,"moneyness":1.2245,"type":"call","iv":1.9109,"delta":0.3531,"oi":1061},{"strike":3.0,"moneyness":1.2245,"type":"put","iv":1.4836,"delta":-0.7183,"oi":237},{"strike":6.0,"moneyness":2.449,"type":"call","iv":2.6039,"delta":0.0578,"oi":104}]}],"greeks_heatmap":{"data":[{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3531,"put_delta":-0.7183,"call_gamma":0.420539,"put_gamma":0.492125,"call_theta":-0.0127,"put_theta":-0.0086,"call_vega":0.0017,"put_vega":0.0016,"call_oi":1061,"put_oi":237},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.7018,"call_gamma":0,"put_gamma":0.485355,"call_theta":0,"put_theta":-0.0023,"call_vega":0,"put_vega":0.0031,"call_oi":0,"put_oi":65}],"strikes":[3.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-42.73,"put_25d_iv":148.36,"call_25d_iv":191.09,"put_25d_strike":3.0,"call_25d_strike":3.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-65.31,"put_25d_iv":92.96,"call_25d_iv":158.27,"put_25d_strike":3.0,"call_25d_strike":3.0,"skew":"call_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":40.97,"put_25d_iv":199.64,"call_25d_iv":158.66,"put_25d_strike":4.0,"call_25d_strike":3.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":3.0,"call_vanna":-53.0,"put_vanna":-9.0,"net_vanna":-62.0,"call_oi":2828,"put_oi":438},{"strike":4.0,"call_vanna":-46.0,"put_vanna":8.0,"net_vanna":-38.0,"call_oi":1321,"put_oi":94},{"strike":5.0,"call_vanna":-0.0,"put_vanna":-9.0,"net_vanna":-9.0,"call_oi":1560,"put_oi":103},{"strike":6.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":104,"put_oi":0},{"strike":7.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":227,"put_oi":0},{"strike":8.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":510,"put_oi":0},{"strike":10.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":84,"put_oi":0}],"net_vanna":-105.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":3.0,"call_charm":-12410.0,"put_charm":3907.0,"net_charm":-8503.0,"call_oi":1061,"put_oi":302},{"strike":4.0,"call_charm":-70524.0,"put_charm":0,"net_charm":-70524.0,"call_oi":1007,"put_oi":0},{"strike":5.0,"call_charm":-288.0,"put_charm":0,"net_charm":-288.0,"call_oi":1560,"put_oi":0},{"strike":6.0,"call_charm":-84.0,"put_charm":0,"net_charm":-84.0,"call_oi":104,"put_oi":0},{"strike":7.0,"call_charm":-43.0,"put_charm":0,"net_charm":-43.0,"call_oi":227,"put_oi":0},{"strike":8.0,"call_charm":-84.0,"put_charm":0,"net_charm":-84.0,"call_oi":446,"put_oi":0},{"strike":10.0,"call_charm":-4287.0,"put_charm":0,"net_charm":-4287.0,"call_oi":84,"put_oi":0}],"net_charm":-83812.0,"weekend_delta_shift":-251437.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":329470.0,"put_delta":-22184.0,"net_delta":307286.0,"call_oi":4544,"put_oi":317,"total_oi":4861,"total_volume":101,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":2037.0,"put_delta":-4562.0,"net_delta":-2525.0,"call_oi":51,"put_oi":65,"total_oi":116,"total_volume":3,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":103593.0,"put_delta":-7031.0,"net_delta":96562.0,"call_oi":1706,"put_oi":130,"total_oi":1836,"total_volume":19,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":39560.0,"put_delta":-12758.0,"net_delta":26802.0,"call_oi":566,"put_oi":261,"total_oi":827,"total_volume":5,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":1,"total_oi":53,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":7,"total_oi":59,"bias":"neutral"},{"strike":3.0,"call_volume":16,"put_volume":105,"total_volume":121,"call_oi":2858,"put_oi":438,"total_oi":3296,"bias":"bearish"},{"strike":4.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1321,"put_oi":163,"total_oi":1484,"bias":"bullish"},{"strike":5.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1639,"put_oi":171,"total_oi":1810,"bias":"bullish"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":120,"put_oi":0,"total_oi":120,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":228,"put_oi":0,"total_oi":228,"bias":"neutral"},{"strike":8.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":510,"put_oi":0,"total_oi":510,"bias":"bullish"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":84,"put_oi":0,"total_oi":84,"bias":"neutral"}],"underlying_price":2.450000047683716,"peak_call_strike":3.0,"peak_put_strike":3.0,"total_call_volume":23,"total_put_volume":105,"volume_pc_ratio":4.565},"iv_contours":{"x":[1.22],"y":[14,49,105],"z":[[169.73],[136.05],[125.62]],"levels":[125.6,130.0,134.4,138.9,143.3,147.7,152.1,156.5,160.9,165.3,169.7],"min_iv":125.6,"max_iv":169.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":217.84},{"date":"2026-09-15","iv":240.06},{"date":"2026-09-16","iv":222.11},{"date":"2026-09-17","iv":239.18},{"date":"2026-09-18","iv":233.05},{"date":"2026-09-21","iv":228.76},{"date":"2026-09-22","iv":692.0},{"date":"2026-09-23","iv":529.5},{"date":"2026-09-24","iv":460.2},{"date":"2026-09-25","iv":642.6},{"date":"2026-09-28","iv":886.1},{"date":"2026-09-29","iv":678.6},{"date":"2026-09-30","iv":551.2},{"date":"2026-10-01","iv":979.4},{"date":"2026-10-02","iv":1042.4}]}}