{"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":"WBX","summary":{"name":"WBX","price":2.75,"total_oi":188,"call_oi":170,"put_oi":18,"pc_ratio":0.106,"net_gex":160.7,"avg_iv":135.8,"iv_rank":10.2,"iv_52w_high":231.07,"iv_52w_low":125.0,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"WBX","price":2.75,"total_oi":188,"analysis_coverage":0.7222,"avg_iv_pct":135.8,"iv_rank":10.2,"iv_52w_high_pct":231.07,"iv_52w_low_pct":125.0,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.106,"put_call_oi_front_ratio":0.083,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.185745,"dealer_delta_normalized":-0.185745,"gex_per_100k_oi":85478.723404,"vanna_per_100k_oi":5319.148936,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":11.5,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-9.090909,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":35.81,"put_gex":-6.51,"net_gex":29.3,"call_oi":24,"put_oi":5},{"strike":5.0,"call_gex":26.94,"put_gex":-17.55,"net_gex":9.39,"call_oi":19,"put_oi":13},{"strike":7.5,"call_gex":122.01,"put_gex":0.0,"net_gex":122.01,"call_oi":127,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":32.5,"total_value":32.5},{"strike":5.0,"call_value":60.0,"put_value":0.0,"total_value":60.0},{"strike":7.5,"call_value":167.5,"put_value":0,"total_value":167.5}],"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":137.1,"strike":2.5},{"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":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":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":140.8,"strike":5.83}],"term_structure":[{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":2,"total_oi":16},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":1,"total_oi":13}],"expected_move":[],"pc_skew":[{"expiration":"12/18/2026","dte":77,"call_oi":157,"put_oi":13,"total_oi":170,"pc_ratio":0.083,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":13,"put_oi":5,"total_oi":18,"pc_ratio":0.385,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":1669.0,"put_delta_oi":-152.0,"dealer_delta":-1516.0,"call_oi":24,"put_oi":5},{"strike":5.0,"call_delta_oi":324.0,"put_delta_oi":-875.0,"dealer_delta":551.0,"call_oi":19,"put_oi":13},{"strike":7.5,"call_delta_oi":2527.0,"put_delta_oi":0,"dealer_delta":-2527.0,"call_oi":127,"put_oi":0}],"net_dealer_delta":-3492.0,"total_call_delta":4519.0,"total_put_delta":-1027.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":2.75,"strikes":[{"strike":7.5,"moneyness":2.7273,"type":"call","iv":1.7509,"delta":0.199,"oi":127}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":127,"put_oi":0}],"net_vanna":10.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"12/18/2026","dte":77,"call_delta":3595.0,"put_delta":-734.0,"net_delta":2861.0,"call_oi":157,"put_oi":13,"total_oi":170,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":924.0,"put_delta":-293.0,"net_delta":631.0,"call_oi":13,"put_oi":5,"total_oi":18,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":5,"total_oi":29,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":13,"total_oi":32,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":127,"put_oi":0,"total_oi":127,"bias":"neutral"}],"underlying_price":2.75,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.91],"y":[77,168],"z":[[112.25],[123.69]],"levels":[112.2,113.4,114.5,115.7,116.8,118.0,119.1,120.3,121.4,122.5,123.7],"min_iv":112.2,"max_iv":123.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":223.8},{"date":"2026-09-15","iv":231.07},{"date":"2026-09-16","iv":213.87},{"date":"2026-09-17","iv":147.02},{"date":"2026-09-18","iv":144.94},{"date":"2026-09-21","iv":135.79},{"date":"2026-09-22","iv":140.9},{"date":"2026-09-23","iv":125.0},{"date":"2026-09-24","iv":131.8},{"date":"2026-09-25","iv":130.0},{"date":"2026-09-28","iv":135.7},{"date":"2026-09-29","iv":129.1},{"date":"2026-09-30","iv":128.7},{"date":"2026-10-01","iv":135.0},{"date":"2026-10-02","iv":135.8}]}}