{"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":"VYX","summary":{"name":"VYX","price":6.7,"total_oi":95028,"call_oi":92996,"put_oi":2032,"pc_ratio":0.022,"net_gex":308338.93,"avg_iv":148.2,"iv_rank":19.0,"iv_52w_high":311.3,"iv_52w_low":110.05,"gamma_flip":null,"max_pain":7.5},"features":{"symbol":"VYX","price":6.7,"total_oi":95028,"analysis_coverage":0.7778,"avg_iv_pct":148.2,"iv_rank":19.0,"iv_52w_high_pct":311.3,"iv_52w_low_pct":110.05,"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":2.86,"risk_reversal_30d_pp":2.86,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.022,"put_call_oi_front_ratio":0.097,"put_call_volume_front_ratio":0.0,"option_volume":20,"volume_oi_ratio":0.00021,"net_delta_normalized":0.162423,"dealer_delta_normalized":-0.162423,"gex_per_100k_oi":324471.660984,"vanna_per_100k_oi":5477.332997,"charm_per_100k_oi":-18687.123795,"weekend_delta_shift_per_100k_oi":-56062.423707,"iv_surface_range_pp":88.9,"gamma_flip_distance_pct":null,"max_pain_distance_pct":11.940299,"peak_call_distance_pct":49.253731,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":99.88,"put_gex":-6.73,"net_gex":93.16,"call_oi":113,"put_oi":16},{"strike":5.0,"call_gex":1835.43,"put_gex":-566.7,"net_gex":1268.73,"call_oi":449,"put_oi":136},{"strike":7.5,"call_gex":49876.44,"put_gex":-8058.22,"net_gex":41818.22,"call_oi":6511,"put_oi":863},{"strike":10.0,"call_gex":131977.78,"put_gex":-3358.55,"net_gex":128619.23,"call_oi":27882,"put_oi":709},{"strike":12.5,"call_gex":93913.25,"put_gex":-941.73,"net_gex":92971.51,"call_oi":30574,"put_oi":307},{"strike":15.0,"call_gex":15942.64,"put_gex":-2.26,"net_gex":15940.38,"call_oi":6554,"put_oi":1},{"strike":17.5,"call_gex":25996.01,"put_gex":0.0,"net_gex":25996.01,"call_oi":20150,"put_oi":0},{"strike":20.0,"call_gex":1631.69,"put_gex":0.0,"net_gex":1631.69,"call_oi":763,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":13055.0,"total_value":13055.0},{"strike":5.0,"call_value":282.5,"put_value":8015.0,"total_value":8297.5},{"strike":7.5,"call_value":1687.5,"put_value":3315.0,"total_value":5002.5},{"strike":10.0,"call_value":19370.0,"put_value":772.5,"total_value":20142.5},{"strike":12.5,"call_value":106757.5,"put_value":2.5,"total_value":106760.0},{"strike":15.0,"call_value":270580.0,"put_value":0.0,"total_value":270580.0},{"strike":17.5,"call_value":450787.5,"put_value":0.0,"total_value":450787.5},{"strike":20.0,"call_value":681370.0,"put_value":0,"total_value":681370.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":308.0,"strike":4.17},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":101.3,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":156.3,"strike":3.93},{"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":76.9,"strike":7.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":85.7,"strike":7.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":78.6,"strike":7.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":152.4,"strike":11.25},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":95.1,"strike":10.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":116.4,"strike":13.57}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3273,"put_oi":319,"total_oi":3592,"pc_ratio":0.097,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":119,"put_oi":3,"total_oi":122,"pc_ratio":0.025,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":80414,"put_oi":767,"total_oi":81181,"pc_ratio":0.01,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":8171,"put_oi":925,"total_oi":9096,"pc_ratio":0.113,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":299,"put_oi":16,"total_oi":315,"pc_ratio":0.054,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":692,"put_oi":2,"total_oi":694,"pc_ratio":0.003,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":21,"put_oi":0,"total_oi":21,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":7,"put_oi":0,"total_oi":7,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":10644.0,"put_delta_oi":-106.0,"dealer_delta":-10539.0,"call_oi":113,"put_oi":16},{"strike":5.0,"call_delta_oi":37393.0,"put_delta_oi":-2302.0,"dealer_delta":-35092.0,"call_oi":449,"put_oi":136},{"strike":7.5,"call_delta_oi":292085.0,"put_delta_oi":-51910.0,"dealer_delta":-240175.0,"call_oi":6511,"put_oi":863},{"strike":10.0,"call_delta_oi":613332.0,"put_delta_oi":-55539.0,"dealer_delta":-557793.0,"call_oi":27882,"put_oi":709},{"strike":12.5,"call_delta_oi":381774.0,"put_delta_oi":-26959.0,"dealer_delta":-354815.0,"call_oi":30574,"put_oi":307},{"strike":15.0,"call_delta_oi":236408.0,"put_delta_oi":-90.0,"dealer_delta":-236317.0,"call_oi":6554,"put_oi":1},{"strike":17.5,"call_delta_oi":95237.0,"put_delta_oi":0,"dealer_delta":-95237.0,"call_oi":20150,"put_oi":0},{"strike":20.0,"call_delta_oi":13504.0,"put_delta_oi":0,"dealer_delta":-13504.0,"call_oi":763,"put_oi":0}],"net_dealer_delta":-1543472.0,"total_call_delta":1680378.0,"total_put_delta":-136905.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":6.699999809265137,"strikes":[{"strike":5.0,"moneyness":0.7463,"type":"call","iv":0.957,"delta":0.8029,"oi":161},{"strike":7.5,"moneyness":1.1194,"type":"put","iv":0.7789,"delta":-0.5137,"oi":127},{"strike":7.5,"moneyness":1.1194,"type":"call","iv":0.7682,"delta":0.4838,"oi":456},{"strike":10.0,"moneyness":1.4925,"type":"put","iv":0.8284,"delta":-0.7445,"oi":483},{"strike":10.0,"moneyness":1.4925,"type":"call","iv":0.8324,"delta":0.2572,"oi":2609},{"strike":12.5,"moneyness":1.8657,"type":"put","iv":0.8283,"delta":-0.8774,"oi":300},{"strike":12.5,"moneyness":1.8657,"type":"call","iv":0.8609,"delta":0.1355,"oi":3664},{"strike":15.0,"moneyness":2.2388,"type":"call","iv":0.9904,"delta":0.108,"oi":1130},{"strike":17.5,"moneyness":2.6119,"type":"call","iv":2.1599,"delta":0.4029,"oi":135}]},{"expiration":"04/16/2027","underlying_price":6.699999809265137,"strikes":[{"strike":7.5,"moneyness":1.1194,"type":"call","iv":0.8303,"delta":0.5616,"oi":115}]},{"expiration":"10/16/2026","underlying_price":6.699999809265137,"strikes":[{"strike":5.0,"moneyness":0.7463,"type":"call","iv":1.6579,"delta":0.8636,"oi":220},{"strike":7.5,"moneyness":1.1194,"type":"put","iv":0.783,"delta":-0.7515,"oi":264},{"strike":7.5,"moneyness":1.1194,"type":"call","iv":0.7544,"delta":0.2387,"oi":460},{"strike":10.0,"moneyness":1.4925,"type":"call","iv":1.1681,"delta":0.0446,"oi":2113},{"strike":12.5,"moneyness":1.8657,"type":"call","iv":2.2664,"delta":0.1074,"oi":360}]},{"expiration":"12/17/2027","underlying_price":6.699999809265137,"strikes":[{"strike":10.0,"moneyness":1.4925,"type":"call","iv":0.7495,"delta":0.4948,"oi":395},{"strike":12.5,"moneyness":1.8657,"type":"call","iv":0.7468,"delta":0.3866,"oi":138}]},{"expiration":"12/18/2026","underlying_price":6.699999809265137,"strikes":[{"strike":7.5,"moneyness":1.1194,"type":"put","iv":0.7949,"delta":-0.5419,"oi":464},{"strike":7.5,"moneyness":1.1194,"type":"call","iv":0.8023,"delta":0.4598,"oi":5348},{"strike":10.0,"moneyness":1.4925,"type":"call","iv":0.8996,"delta":0.227,"oi":22680},{"strike":10.0,"moneyness":1.4925,"type":"put","iv":0.7013,"delta":-0.8563,"oi":198},{"strike":12.5,"moneyness":1.8657,"type":"call","iv":0.9717,"delta":0.1221,"oi":26371},{"strike":15.0,"moneyness":2.2388,"type":"call","iv":2.3433,"delta":0.4165,"oi":5183},{"strike":17.5,"moneyness":2.6119,"type":"call","iv":1.0696,"delta":0.0441,"oi":19958},{"strike":20.0,"moneyness":2.9851,"type":"call","iv":1.7826,"delta":0.177,"oi":763}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8636,"put_delta":0,"call_gamma":0.104302,"put_gamma":0,"call_theta":-0.0181,"put_theta":0,"call_vega":0.0028,"put_vega":0,"call_oi":220,"put_oi":0},{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0.2387,"put_delta":-0.7515,"call_gamma":0.324952,"put_gamma":0.319951,"call_theta":-0.0115,"put_theta":-0.0114,"call_vega":0.0039,"put_vega":0.004,"call_oi":460,"put_oi":264},{"strike":7.5,"dte":49,"expiration":"11/20/2026","call_delta":0.4258,"put_delta":0,"call_gamma":0.187371,"put_gamma":0,"call_theta":-0.0088,"put_theta":0,"call_vega":0.0095,"put_vega":0,"call_oi":86,"put_oi":0},{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1594,"call_gamma":0,"put_gamma":0.097441,"call_theta":0,"put_theta":-0.0038,"call_vega":0,"put_vega":0.0074,"call_oi":0,"put_oi":98},{"strike":7.5,"dte":77,"expiration":"12/18/2026","call_delta":0.4598,"put_delta":-0.5419,"call_gamma":0.161825,"put_gamma":0.16325,"call_theta":-0.0067,"put_theta":-0.0058,"call_vega":0.0121,"put_vega":0.0121,"call_oi":5348,"put_oi":464}],"strikes":[5.0,7.5],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":2.86,"put_25d_iv":78.3,"call_25d_iv":75.44,"put_25d_strike":7.5,"call_25d_strike":7.5,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-8.48,"put_25d_iv":81.48,"call_25d_iv":89.96,"put_25d_strike":5.0,"call_25d_strike":10.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-5.35,"put_25d_iv":77.89,"call_25d_iv":83.24,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":88,"put_oi":0},{"strike":5.0,"call_vanna":-21.0,"put_vanna":7.0,"net_vanna":-14.0,"call_oi":381,"put_oi":98},{"strike":7.5,"call_vanna":93.0,"put_vanna":-16.0,"net_vanna":77.0,"call_oi":6465,"put_oi":855},{"strike":10.0,"call_vanna":1957.0,"put_vanna":-55.0,"net_vanna":1902.0,"call_oi":27797,"put_oi":681},{"strike":12.5,"call_vanna":2175.0,"put_vanna":-25.0,"net_vanna":2150.0,"call_oi":30533,"put_oi":300},{"strike":15.0,"call_vanna":255.0,"put_vanna":0,"net_vanna":255.0,"call_oi":6554,"put_oi":0},{"strike":17.5,"call_vanna":780.0,"put_vanna":0,"net_vanna":780.0,"call_oi":20093,"put_oi":0},{"strike":20.0,"call_vanna":58.0,"put_vanna":0,"net_vanna":58.0,"call_oi":763,"put_oi":0}],"net_vanna":5205.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-8958.0,"put_charm":0,"net_charm":-8958.0,"call_oi":220,"put_oi":0},{"strike":7.5,"call_charm":-3545.0,"put_charm":5880.0,"net_charm":2335.0,"call_oi":546,"put_oi":264},{"strike":10.0,"call_charm":-1322.0,"put_charm":0,"net_charm":-1322.0,"call_oi":2113,"put_oi":0},{"strike":12.5,"call_charm":-2060.0,"put_charm":0,"net_charm":-2060.0,"call_oi":360,"put_oi":0},{"strike":15.0,"call_charm":-7754.0,"put_charm":0,"net_charm":-7754.0,"call_oi":90,"put_oi":0}],"net_charm":-17758.0,"weekend_delta_shift":-53275.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":48191.0,"put_delta":-22863.0,"net_delta":25327.0,"call_oi":3273,"put_oi":319,"total_oi":3592,"total_volume":4,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":4343.0,"put_delta":-173.0,"net_delta":4170.0,"call_oi":119,"put_oi":3,"total_oi":122,"total_volume":2,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1410210.0,"put_delta":-44291.0,"net_delta":1365919.0,"call_oi":80414,"put_oi":767,"total_oi":81181,"total_volume":1,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":170901.0,"put_delta":-69025.0,"net_delta":101876.0,"call_oi":8171,"put_oi":925,"total_oi":9096,"total_volume":1,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":12972.0,"put_delta":-446.0,"net_delta":12526.0,"call_oi":299,"put_oi":16,"total_oi":315,"total_volume":11,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":31875.0,"put_delta":-107.0,"net_delta":31768.0,"call_oi":692,"put_oi":2,"total_oi":694,"total_volume":1,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":1422.0,"put_delta":0,"net_delta":1422.0,"call_oi":21,"put_oi":0,"total_oi":21,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":464.0,"put_delta":0,"net_delta":464.0,"call_oi":7,"put_oi":0,"total_oi":7,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":113,"put_oi":16,"total_oi":129,"bias":"neutral"},{"strike":5.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":449,"put_oi":136,"total_oi":585,"bias":"bullish"},{"strike":7.5,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":6511,"put_oi":863,"total_oi":7374,"bias":"bullish"},{"strike":10.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":27882,"put_oi":709,"total_oi":28591,"bias":"bullish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30574,"put_oi":307,"total_oi":30881,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6554,"put_oi":1,"total_oi":6555,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20150,"put_oi":0,"total_oi":20150,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":763,"put_oi":0,"total_oi":763,"bias":"neutral"}],"underlying_price":6.699999809265137,"peak_call_strike":10.0,"peak_put_strike":null,"total_call_volume":20,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.75,1.12],"y":[14,49,77,105],"z":[[165.79,76.87],[null,86.11],[86.74,79.86],[85.75,77.35]],"levels":[76.9,85.8,94.7,103.5,112.4,121.3,130.2,139.1,148.0,156.9,165.8],"min_iv":76.9,"max_iv":165.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":127.09},{"date":"2026-09-15","iv":110.05},{"date":"2026-09-16","iv":121.07},{"date":"2026-09-17","iv":112.15},{"date":"2026-09-18","iv":121.61},{"date":"2026-09-21","iv":116.41},{"date":"2026-09-22","iv":155.9},{"date":"2026-09-23","iv":209.7},{"date":"2026-09-24","iv":192.6},{"date":"2026-09-25","iv":311.3},{"date":"2026-09-28","iv":126.7},{"date":"2026-09-29","iv":263.6},{"date":"2026-09-30","iv":148.0},{"date":"2026-10-01","iv":116.3},{"date":"2026-10-02","iv":148.2}]}}