{"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":"WBTN","summary":{"name":"WBTN","price":10.5,"total_oi":527,"call_oi":272,"put_oi":255,"pc_ratio":0.938,"net_gex":1497.1,"avg_iv":99.9,"iv_rank":30.0,"iv_52w_high":132.86,"iv_52w_low":85.8,"gamma_flip":11.23,"max_pain":10.0},"features":{"symbol":"WBTN","price":10.5,"total_oi":527,"analysis_coverage":0.9444,"avg_iv_pct":99.9,"iv_rank":30.0,"iv_52w_high_pct":132.86,"iv_52w_low_pct":85.8,"front_dte":14,"front_atm_iv_pct":103.7543,"back_atm_iv_pct":76.7468,"term_premium_pp":27.0075,"expected_move_front_pct":20.32,"straddle_front_pct":27.38,"straddle_30d_pct":27.38,"risk_reversal_front_pp":24.56,"risk_reversal_30d_pp":24.56,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.938,"put_call_oi_front_ratio":0.607,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.001898,"net_delta_normalized":0.064991,"dealer_delta_normalized":-0.064972,"gex_per_100k_oi":284079.696395,"vanna_per_100k_oi":2277.039848,"charm_per_100k_oi":-66413.662239,"weekend_delta_shift_per_100k_oi":-199430.740038,"iv_surface_range_pp":79.3,"gamma_flip_distance_pct":6.952381,"max_pain_distance_pct":-4.761905,"peak_call_distance_pct":19.047619,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":2.12,"put_gex":-107.43,"net_gex":-105.32,"call_oi":1,"put_oi":100},{"strike":7.5,"call_gex":67.25,"put_gex":-152.69,"net_gex":-85.44,"call_oi":12,"put_oi":29},{"strike":10.0,"call_gex":378.72,"put_gex":-1021.76,"net_gex":-643.03,"call_oi":23,"put_oi":109},{"strike":12.5,"call_gex":1850.74,"put_gex":-152.7,"net_gex":1698.04,"call_oi":147,"put_oi":15},{"strike":15.0,"call_gex":391.87,"put_gex":-16.52,"net_gex":375.35,"call_oi":46,"put_oi":2},{"strike":17.5,"call_gex":224.04,"put_gex":0.0,"net_gex":224.04,"call_oi":36,"put_oi":0},{"strike":20.0,"call_gex":25.84,"put_gex":0.0,"net_gex":25.84,"call_oi":5,"put_oi":0},{"strike":25.0,"call_gex":7.62,"put_gex":0.0,"net_gex":7.62,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":750.0,"total_value":750.0},{"strike":7.5,"call_value":2.5,"put_value":362.5,"total_value":365.0},{"strike":10.0,"call_value":35.0,"put_value":47.5,"total_value":82.5},{"strike":12.5,"call_value":125.0,"put_value":5.0,"total_value":130.0},{"strike":15.0,"call_value":582.5,"put_value":0.0,"total_value":582.5},{"strike":17.5,"call_value":1155.0,"put_value":0.0,"total_value":1155.0},{"strike":20.0,"call_value":1817.5,"put_value":0.0,"total_value":1817.5},{"strike":25.0,"call_value":3167.5,"put_value":0,"total_value":3167.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":132.0,"strike":7.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":104.7,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":101.2,"strike":7.5},{"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":103.8,"strike":10.0},{"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":76.7,"strike":10.0},{"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":124.4,"strike":12.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":101.3,"strike":15.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":101.8,"strike":16.79}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":10},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":2,"total_oi":122}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":20.32,"expected_move_2std":40.64,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":35.25,"expected_move_2std":70.5,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":28,"put_oi":17,"total_oi":45,"pc_ratio":0.607,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":134,"put_oi":100,"total_oi":234,"pc_ratio":0.746,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":101,"put_oi":126,"total_oi":227,"pc_ratio":1.248,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":9,"put_oi":12,"total_oi":21,"pc_ratio":1.333,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":91.0,"put_delta_oi":-155.0,"dealer_delta":63.0,"call_oi":1,"put_oi":100},{"strike":7.5,"call_delta_oi":1107.0,"put_delta_oi":-494.0,"dealer_delta":-613.0,"call_oi":12,"put_oi":29},{"strike":10.0,"call_delta_oi":1466.0,"put_delta_oi":-3959.0,"dealer_delta":2493.0,"call_oi":23,"put_oi":109},{"strike":12.5,"call_delta_oi":5096.0,"put_delta_oi":-1397.0,"dealer_delta":-3699.0,"call_oi":147,"put_oi":15},{"strike":15.0,"call_delta_oi":1011.0,"put_delta_oi":-147.0,"dealer_delta":-865.0,"call_oi":46,"put_oi":2},{"strike":17.5,"call_delta_oi":648.0,"put_delta_oi":0,"dealer_delta":-648.0,"call_oi":36,"put_oi":0},{"strike":20.0,"call_delta_oi":126.0,"put_delta_oi":0,"dealer_delta":-126.0,"call_oi":5,"put_oi":0},{"strike":25.0,"call_delta_oi":29.0,"put_delta_oi":0,"dealer_delta":-29.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-3424.0,"total_call_delta":9574.0,"total_put_delta":-6151.0,"bias":"neutral"},"vol_smile":[{"expiration":"11/20/2026","underlying_price":10.5,"strikes":[{"strike":12.5,"moneyness":1.1905,"type":"call","iv":0.8017,"delta":0.3317,"oi":120}]},{"expiration":"12/18/2026","underlying_price":10.5,"strikes":[{"strike":10.0,"moneyness":0.9524,"type":"put","iv":0.9514,"delta":-0.3632,"oi":106}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":49,"expiration":"11/20/2026","call_delta":0.3317,"put_delta":0,"call_gamma":0.118881,"put_gamma":0,"call_theta":-0.0119,"put_theta":0,"call_vega":0.0138,"put_vega":0,"call_oi":120,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3632,"call_gamma":0,"put_gamma":0.082321,"call_theta":0,"put_theta":-0.0106,"call_vega":0,"put_vega":0.018,"call_oi":0,"put_oi":106}],"strikes":[10.0,12.5],"dtes":[49,77]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":24.56,"put_25d_iv":104.73,"call_25d_iv":80.17,"put_25d_strike":5.0,"call_25d_strike":12.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":100},{"strike":10.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":106},{"strike":12.5,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":120,"put_oi":0}],"net_vanna":12.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":0,"put_charm":2.0,"net_charm":2.0,"call_oi":0,"put_oi":100},{"strike":12.5,"call_charm":-352.0,"put_charm":0,"net_charm":-352.0,"call_oi":120,"put_oi":0}],"net_charm":-350.0,"weekend_delta_shift":-1051.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1860.0,"put_delta":-1445.0,"net_delta":416.0,"call_oi":28,"put_oi":17,"total_oi":45,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":4232.0,"put_delta":-155.0,"net_delta":4078.0,"call_oi":134,"put_oi":100,"total_oi":234,"total_volume":1,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":3046.0,"put_delta":-4326.0,"net_delta":-1280.0,"call_oi":101,"put_oi":126,"total_oi":227,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":436.0,"put_delta":-226.0,"net_delta":211.0,"call_oi":9,"put_oi":12,"total_oi":21,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":10.0,"straddle_price":2.88,"straddle_pct":27.38,"implied_move":27.38,"avg_iv":76.7}],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":100,"total_oi":101,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":29,"total_oi":41,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":109,"total_oi":132,"bias":"neutral"},{"strike":12.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":147,"put_oi":15,"total_oi":162,"bias":"bullish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":2,"total_oi":48,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":36,"put_oi":0,"total_oi":36,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":10.5,"peak_call_strike":12.5,"peak_put_strike":null,"total_call_volume":1,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.71,0.95,1.19],"y":[14,49,77,168],"z":[[132.04,null,52.67],[null,null,80.17],[96.58,76.75,79.85],[91.17,null,null]],"levels":[52.7,60.6,68.5,76.5,84.4,92.4,100.3,108.2,116.2,124.1,132.0],"min_iv":52.7,"max_iv":132.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":119.56},{"date":"2026-09-15","iv":132.86},{"date":"2026-09-16","iv":131.56},{"date":"2026-09-17","iv":90.33},{"date":"2026-09-18","iv":96.2},{"date":"2026-09-21","iv":91.6},{"date":"2026-09-22","iv":85.8},{"date":"2026-09-23","iv":93.0},{"date":"2026-09-24","iv":94.3},{"date":"2026-09-25","iv":106.2},{"date":"2026-09-28","iv":97.7},{"date":"2026-09-29","iv":97.8},{"date":"2026-09-30","iv":107.3},{"date":"2026-10-01","iv":102.9},{"date":"2026-10-02","iv":99.9}]}}