{"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":"WEBS","summary":{"name":"WEBS","price":13.82,"total_oi":68,"call_oi":67,"put_oi":1,"pc_ratio":0.015,"net_gex":727.12,"avg_iv":72.9,"iv_rank":3.1,"iv_52w_high":227.01,"iv_52w_low":68.0,"gamma_flip":null,"max_pain":14.0},"features":{"symbol":"WEBS","price":13.82,"total_oi":68,"analysis_coverage":0.6667,"avg_iv_pct":72.9,"iv_rank":3.1,"iv_52w_high_pct":227.01,"iv_52w_low_pct":68.0,"front_dte":14,"front_atm_iv_pct":52.2346,"back_atm_iv_pct":52.2346,"term_premium_pp":0.0,"expected_move_front_pct":10.23,"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":0.015,"put_call_oi_front_ratio":0.25,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.285735,"dealer_delta_normalized":-0.285588,"gex_per_100k_oi":1069294.117647,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":1.30246,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":14.0,"call_gex":211.88,"put_gex":-58.97,"net_gex":152.9,"call_oi":4,"put_oi":1},{"strike":15.0,"call_gex":150.98,"put_gex":0.0,"net_gex":150.98,"call_oi":11,"put_oi":0},{"strike":16.0,"call_gex":74.65,"put_gex":0.0,"net_gex":74.65,"call_oi":6,"put_oi":0},{"strike":18.0,"call_gex":59.26,"put_gex":0.0,"net_gex":59.26,"call_oi":5,"put_oi":0},{"strike":20.0,"call_gex":109.2,"put_gex":0.0,"net_gex":109.2,"call_oi":10,"put_oi":0},{"strike":30.0,"call_gex":180.12,"put_gex":0.0,"net_gex":180.12,"call_oi":31,"put_oi":0}],"pain_by_strike":[{"strike":14.0,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":15.0,"call_value":4.0,"put_value":0.0,"total_value":4.0},{"strike":16.0,"call_value":19.0,"put_value":0.0,"total_value":19.0},{"strike":18.0,"call_value":61.0,"put_value":0.0,"total_value":61.0},{"strike":20.0,"call_value":113.0,"put_value":0.0,"total_value":113.0},{"strike":30.0,"call_value":473.0,"put_value":0,"total_value":473.0}],"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":52.2,"strike":14.0},{"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":108.2,"strike":25.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":5},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":1,"total_oi":11}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.23,"expected_move_2std":20.46,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4,"put_oi":1,"total_oi":5,"pc_ratio":0.25,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":41,"put_oi":0,"total_oi":41,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":22,"put_oi":0,"total_oi":22,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":14.0,"call_delta_oi":191.0,"put_delta_oi":-53.0,"dealer_delta":-138.0,"call_oi":4,"put_oi":1},{"strike":15.0,"call_delta_oi":570.0,"put_delta_oi":0,"dealer_delta":-570.0,"call_oi":11,"put_oi":0},{"strike":16.0,"call_delta_oi":284.0,"put_delta_oi":0,"dealer_delta":-284.0,"call_oi":6,"put_oi":0},{"strike":18.0,"call_delta_oi":184.0,"put_delta_oi":0,"dealer_delta":-184.0,"call_oi":5,"put_oi":0},{"strike":20.0,"call_delta_oi":208.0,"put_delta_oi":0,"dealer_delta":-208.0,"call_oi":10,"put_oi":0},{"strike":30.0,"call_delta_oi":559.0,"put_delta_oi":0,"dealer_delta":-559.0,"call_oi":31,"put_oi":0}],"net_dealer_delta":-1942.0,"total_call_delta":1995.0,"total_put_delta":-53.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":191.0,"put_delta":-53.0,"net_delta":138.0,"call_oi":4,"put_oi":1,"total_oi":5,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":767.0,"put_delta":0,"net_delta":767.0,"call_oi":41,"put_oi":0,"total_oi":41,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":1038.0,"put_delta":0,"net_delta":1038.0,"call_oi":22,"put_oi":0,"total_oi":22,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":1,"total_oi":5,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":0,"total_oi":31,"bias":"neutral"}],"underlying_price":13.819999694824219,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.08],"y":[168],"z":[[59.32]],"levels":[59.3,59.3,59.3,59.3,59.3,59.3,59.3,59.3,59.3,59.3,59.3],"min_iv":59.3,"max_iv":59.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":227.01},{"date":"2026-09-15","iv":214.12},{"date":"2026-09-16","iv":167.5},{"date":"2026-09-17","iv":85.43},{"date":"2026-09-18","iv":119.78},{"date":"2026-09-21","iv":71.56},{"date":"2026-09-22","iv":72.6},{"date":"2026-09-23","iv":68.7},{"date":"2026-09-24","iv":71.0},{"date":"2026-09-25","iv":70.6},{"date":"2026-09-28","iv":68.0},{"date":"2026-09-29","iv":72.7},{"date":"2026-09-30","iv":73.6},{"date":"2026-10-01","iv":71.8},{"date":"2026-10-02","iv":72.9}]}}