{"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":"WBI","summary":{"name":"WBI","price":28.85,"total_oi":3020,"call_oi":1258,"put_oi":1762,"pc_ratio":1.401,"net_gex":-142186.61,"avg_iv":59.5,"iv_rank":10.0,"iv_52w_high":112.71,"iv_52w_low":53.6,"gamma_flip":23.15,"max_pain":30.0},"features":{"symbol":"WBI","price":28.85,"total_oi":3020,"analysis_coverage":0.9444,"avg_iv_pct":59.5,"iv_rank":10.0,"iv_52w_high_pct":112.71,"iv_52w_low_pct":53.6,"front_dte":14,"front_atm_iv_pct":44.7798,"back_atm_iv_pct":48.0627,"term_premium_pp":-3.2829,"expected_move_front_pct":8.77,"straddle_front_pct":7.54,"straddle_30d_pct":7.54,"risk_reversal_front_pp":-70.58,"risk_reversal_30d_pp":-70.58,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":1.401,"put_call_oi_front_ratio":6.673,"put_call_volume_front_ratio":1.091,"option_volume":31,"volume_oi_ratio":0.010265,"net_delta_normalized":-0.222675,"dealer_delta_normalized":0.213315,"gex_per_100k_oi":-4708165.89404,"vanna_per_100k_oi":99.337748,"charm_per_100k_oi":2381953.642384,"weekend_delta_shift_per_100k_oi":7145860.927152,"iv_surface_range_pp":71.8,"gamma_flip_distance_pct":-19.757366,"max_pain_distance_pct":3.986135,"peak_call_distance_pct":3.986135,"peak_put_distance_pct":3.986135},"analyses":{"gamma_walls":[{"strike":10.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":9,"put_oi":0},{"strike":12.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":6,"put_oi":0},{"strike":17.5,"call_gex":0.0,"put_gex":-61.86,"net_gex":-61.86,"call_oi":3,"put_oi":6},{"strike":20.0,"call_gex":289.88,"put_gex":-1278.99,"net_gex":-989.11,"call_oi":137,"put_oi":85},{"strike":22.5,"call_gex":145.03,"put_gex":-344.69,"net_gex":-199.66,"call_oi":7,"put_oi":15},{"strike":25.0,"call_gex":8043.15,"put_gex":-3253.83,"net_gex":4789.32,"call_oi":215,"put_oi":97},{"strike":30.0,"call_gex":8118.07,"put_gex":-182421.8,"net_gex":-174303.73,"call_oi":92,"put_oi":1537},{"strike":35.0,"call_gex":26989.69,"put_gex":-570.33,"net_gex":26419.36,"call_oi":689,"put_oi":15},{"strike":40.0,"call_gex":1925.85,"put_gex":-166.71,"net_gex":1759.14,"call_oi":77,"put_oi":7},{"strike":45.0,"call_gex":228.94,"put_gex":0.0,"net_gex":228.94,"call_oi":12,"put_oi":0},{"strike":50.0,"call_gex":170.99,"put_gex":0.0,"net_gex":170.99,"call_oi":11,"put_oi":0}],"pain_by_strike":[{"strike":10.0,"call_value":0,"put_value":33862.5,"total_value":33862.5},{"strike":12.5,"call_value":22.5,"put_value":29457.5,"total_value":29480.0},{"strike":17.5,"call_value":97.5,"put_value":20647.5,"total_value":20745.0},{"strike":20.0,"call_value":142.5,"put_value":16257.5,"total_value":16400.0},{"strike":22.5,"call_value":530.0,"put_value":12080.0,"total_value":12610.0},{"strike":25.0,"call_value":935.0,"put_value":7940.0,"total_value":8875.0},{"strike":30.0,"call_value":2820.0,"put_value":145.0,"total_value":2965.0},{"strike":35.0,"call_value":5165.0,"put_value":35.0,"total_value":5200.0},{"strike":40.0,"call_value":10955.0,"put_value":0.0,"total_value":10955.0},{"strike":45.0,"call_value":17130.0,"put_value":0.0,"total_value":17130.0},{"strike":50.0,"call_value":23365.0,"put_value":0,"total_value":23365.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":99.4,"strike":23.33},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":67.9,"strike":25.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":65.6,"strike":22.08},{"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":44.8,"strike":30.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":48.1,"strike":30.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":45.3,"strike":30.0},{"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":143.6,"strike":36.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":55.2,"strike":35.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":66.6,"strike":40.83}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":1454},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":15},{"expiration":"12/18/2026","dte":77,"iv":0.1592,"contract_count":2,"total_oi":147},{"expiration":"03/19/2027","dte":168,"iv":0.186,"contract_count":2,"total_oi":13}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.77,"expected_move_2std":17.54,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":17.61,"expected_move_2std":35.21,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":20.81,"expected_move_2std":41.62,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":30.8,"expected_move_2std":61.6,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":214,"put_oi":1428,"total_oi":1642,"pc_ratio":6.673,"pc_ratio_volume":1.091,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":550,"put_oi":35,"total_oi":585,"pc_ratio":0.064,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":392,"put_oi":249,"total_oi":641,"pc_ratio":0.635,"pc_ratio_volume":2.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":102,"put_oi":50,"total_oi":152,"pc_ratio":0.49,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-61.0,"dealer_delta":61.0,"call_oi":0,"put_oi":6},{"strike":20.0,"call_delta_oi":2691.0,"put_delta_oi":-1091.0,"dealer_delta":-1600.0,"call_oi":28,"put_oi":85},{"strike":22.5,"call_delta_oi":642.0,"put_delta_oi":-239.0,"dealer_delta":-403.0,"call_oi":7,"put_oi":15},{"strike":25.0,"call_delta_oi":19081.0,"put_delta_oi":-2082.0,"dealer_delta":-16999.0,"call_oi":215,"put_oi":97},{"strike":30.0,"call_delta_oi":3852.0,"put_delta_oi":-98787.0,"dealer_delta":94935.0,"call_oi":92,"put_oi":1537},{"strike":35.0,"call_delta_oi":11316.0,"put_delta_oi":-1099.0,"dealer_delta":-10217.0,"call_oi":689,"put_oi":15},{"strike":40.0,"call_delta_oi":1608.0,"put_delta_oi":-613.0,"dealer_delta":-996.0,"call_oi":77,"put_oi":7},{"strike":45.0,"call_delta_oi":197.0,"put_delta_oi":0,"dealer_delta":-197.0,"call_oi":12,"put_oi":0},{"strike":50.0,"call_delta_oi":164.0,"put_delta_oi":0,"dealer_delta":-164.0,"call_oi":11,"put_oi":0}],"net_dealer_delta":64421.0,"total_call_delta":39551.0,"total_put_delta":-103972.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":28.850000381469727,"strikes":[{"strike":25.0,"moneyness":0.8666,"type":"call","iv":0.4894,"delta":0.9467,"oi":111},{"strike":30.0,"moneyness":1.0399,"type":"put","iv":0.453,"delta":-0.6542,"oi":1412}]},{"expiration":"11/20/2026","underlying_price":28.850000381469727,"strikes":[{"strike":35.0,"moneyness":1.2132,"type":"call","iv":0.4412,"delta":0.1372,"oi":549}]},{"expiration":"12/18/2026","underlying_price":28.850000381469727,"strikes":[{"strike":25.0,"moneyness":0.8666,"type":"call","iv":0.3936,"delta":0.8255,"oi":102},{"strike":30.0,"moneyness":1.0399,"type":"put","iv":0.4616,"delta":-0.5153,"oi":101}]}],"greeks_heatmap":{"data":[{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9467,"put_delta":0,"call_gamma":0.040747,"put_gamma":0,"call_theta":-0.0138,"put_theta":0,"call_vega":0.0059,"put_vega":0,"call_oi":111,"put_oi":0},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.6542,"call_gamma":0,"put_gamma":0.14951,"call_theta":0,"put_theta":-0.0326,"call_vega":0,"put_vega":0.0201,"call_oi":0,"put_oi":1412},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2214,"put_delta":0,"call_gamma":0.047106,"put_gamma":0,"call_theta":-0.0728,"put_theta":0,"call_vega":0.0162,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1372,"put_delta":0,"call_gamma":0.047568,"put_gamma":0,"call_theta":-0.011,"put_theta":0,"call_vega":0.023,"put_vega":0,"call_oi":549,"put_oi":0},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8255,"put_delta":0,"call_gamma":0.049658,"put_gamma":0,"call_theta":-0.011,"put_theta":0,"call_vega":0.0339,"put_vega":0,"call_oi":102,"put_oi":0},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.5153,"call_gamma":0,"put_gamma":0.065602,"call_theta":0,"put_theta":-0.0139,"call_vega":0,"put_vega":0.0525,"call_oi":0,"put_oi":101},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2754,"put_delta":0,"call_gamma":0.045443,"put_gamma":0,"call_theta":-0.0169,"put_theta":0,"call_vega":0.044,"put_vega":0,"call_oi":60,"put_oi":0}],"strikes":[25.0,30.0,35.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-70.58,"put_25d_iv":45.3,"call_25d_iv":115.88,"put_25d_strike":30.0,"call_25d_strike":35.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":32.41,"put_25d_iv":88.22,"call_25d_iv":55.81,"put_25d_strike":20.0,"call_25d_strike":35.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":20.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":84},{"strike":25.0,"call_vanna":-10.0,"put_vanna":0,"net_vanna":-10.0,"call_oi":213,"put_oi":0},{"strike":30.0,"call_vanna":0,"put_vanna":-31.0,"net_vanna":-31.0,"call_oi":0,"put_oi":1513},{"strike":35.0,"call_vanna":37.0,"put_vanna":0,"net_vanna":37.0,"call_oi":660,"put_oi":0}],"net_vanna":3.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":25.0,"call_charm":-3794.0,"put_charm":0,"net_charm":-3794.0,"call_oi":111,"put_oi":0},{"strike":30.0,"call_charm":0,"put_charm":78488.0,"net_charm":78488.0,"call_oi":0,"put_oi":1412},{"strike":35.0,"call_charm":-2759.0,"put_charm":0,"net_charm":-2759.0,"call_oi":600,"put_oi":0}],"net_charm":71935.0,"weekend_delta_shift":215805.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":13329.0,"put_delta":-92570.0,"net_delta":-79241.0,"call_oi":214,"put_oi":1428,"total_oi":1642,"total_volume":23,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":7579.0,"put_delta":-1438.0,"net_delta":6140.0,"call_oi":550,"put_oi":35,"total_oi":585,"total_volume":4,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":13529.0,"put_delta":-8447.0,"net_delta":5082.0,"call_oi":265,"put_oi":249,"total_oi":514,"total_volume":2,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5115.0,"put_delta":-1517.0,"net_delta":3599.0,"call_oi":102,"put_oi":50,"total_oi":152,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":30.0,"straddle_price":2.18,"straddle_pct":7.54,"implied_move":7.54,"avg_iv":44.8},{"expiration":"12/18/2026","dte":77,"strike":30.0,"straddle_price":4.88,"straddle_pct":16.9,"implied_move":16.9,"avg_iv":45.3}],"volume_profile":{"profile":[{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":6,"total_oi":9,"bias":"neutral"},{"strike":20.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":137,"put_oi":85,"total_oi":222,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":15,"total_oi":22,"bias":"neutral"},{"strike":25.0,"call_volume":4,"put_volume":2,"total_volume":6,"call_oi":215,"put_oi":97,"total_oi":312,"bias":"bullish"},{"strike":30.0,"call_volume":11,"put_volume":13,"total_volume":24,"call_oi":92,"put_oi":1537,"total_oi":1629,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":689,"put_oi":15,"total_oi":704,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":77,"put_oi":7,"total_oi":84,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"}],"underlying_price":28.850000381469727,"peak_call_strike":30.0,"peak_put_strike":30.0,"total_call_volume":16,"total_put_volume":15,"volume_pc_ratio":0.938},"iv_contours":{"x":[0.78,0.87,1.04,1.21],"y":[14,49,77,168],"z":[[null,51.75,44.79,115.88],[null,67.9,53.08,44.12],[66.72,45.09,45.31,55.81],[null,48.1,null,46.29]],"levels":[44.1,51.3,58.5,65.6,72.8,80.0,87.2,94.4,101.5,108.7,115.9],"min_iv":44.1,"max_iv":115.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":112.71},{"date":"2026-09-15","iv":110.87},{"date":"2026-09-16","iv":92.49},{"date":"2026-09-17","iv":81.78},{"date":"2026-09-18","iv":73.38},{"date":"2026-09-21","iv":71.49},{"date":"2026-09-22","iv":70.1},{"date":"2026-09-23","iv":70.5},{"date":"2026-09-24","iv":53.6},{"date":"2026-09-25","iv":67.4},{"date":"2026-09-28","iv":69.6},{"date":"2026-09-29","iv":69.4},{"date":"2026-09-30","iv":69.3},{"date":"2026-10-01","iv":65.8},{"date":"2026-10-02","iv":59.5}]}}