{"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":"XDB","summary":{"name":"XDB","price":132.47,"total_oi":346,"call_oi":169,"put_oi":177,"pc_ratio":1.047,"net_gex":97732.55,"avg_iv":9.8,"iv_rank":0.6,"iv_52w_high":156.93,"iv_52w_low":8.9,"gamma_flip":125.03,"max_pain":134.0},"features":{"symbol":"XDB","price":132.47,"total_oi":346,"analysis_coverage":0.8333,"avg_iv_pct":9.8,"iv_rank":0.6,"iv_52w_high_pct":156.93,"iv_52w_low_pct":8.9,"front_dte":168,"front_atm_iv_pct":8.8439,"back_atm_iv_pct":8.8439,"term_premium_pp":0.0,"expected_move_front_pct":6.0,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":4.4,"risk_reversal_30d_pp":4.4,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":1.047,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.058899,"dealer_delta_normalized":-0.058728,"gex_per_100k_oi":28246401.734104,"vanna_per_100k_oi":-867.052023,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":-5.616366,"max_pain_distance_pct":1.154978,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":125.0,"call_gex":0.0,"put_gex":-338.96,"net_gex":-338.96,"call_oi":1,"put_oi":1},{"strike":134.0,"call_gex":235367.92,"put_gex":-132004.66,"net_gex":103363.27,"call_oi":168,"put_oi":168},{"strike":135.0,"call_gex":0.0,"put_gex":-2074.3,"net_gex":-2074.3,"call_oi":0,"put_oi":3},{"strike":140.0,"call_gex":0.0,"put_gex":-3217.45,"net_gex":-3217.45,"call_oi":0,"put_oi":5}],"pain_by_strike":[{"strike":125.0,"call_value":0,"put_value":1617.0,"total_value":1617.0},{"strike":134.0,"call_value":9.0,"put_value":33.0,"total_value":42.0},{"strike":135.0,"call_value":178.0,"put_value":25.0,"total_value":203.0},{"strike":140.0,"call_value":1023.0,"put_value":0,"total_value":1023.0}],"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":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":14.3,"strike":140.0},{"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":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":null,"strike":null}],"term_structure":[{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":1,"total_oi":5},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":4,"total_oi":340}],"expected_move":[{"expiration":"03/19/2027","dte":168,"expected_move_1std":6.0,"expected_move_2std":12.0,"contract_count":3}],"pc_skew":[{"expiration":"12/18/2026","dte":77,"call_oi":0,"put_oi":5,"total_oi":5,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":169,"put_oi":172,"total_oi":341,"pc_ratio":1.018,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":125.0,"call_delta_oi":0,"put_delta_oi":-24.0,"dealer_delta":24.0,"call_oi":0,"put_oi":1},{"strike":134.0,"call_delta_oi":9958.0,"put_delta_oi":-7381.0,"dealer_delta":-2577.0,"call_oi":168,"put_oi":168},{"strike":135.0,"call_delta_oi":0,"put_delta_oi":-145.0,"dealer_delta":145.0,"call_oi":0,"put_oi":3},{"strike":140.0,"call_delta_oi":0,"put_delta_oi":-376.0,"dealer_delta":376.0,"call_oi":0,"put_oi":5}],"net_dealer_delta":-2032.0,"total_call_delta":9958.0,"total_put_delta":-7926.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":132.4665069580078,"strikes":[{"strike":134.0,"moneyness":1.0116,"type":"put","iv":0.0983,"delta":-0.4394,"oi":168},{"strike":134.0,"moneyness":1.0116,"type":"call","iv":0.0543,"delta":0.5927,"oi":168}]}],"greeks_heatmap":{"data":[],"strikes":[],"dtes":[]},"risk_reversal":[{"expiration":"03/19/2027","dte":168,"risk_reversal":4.4,"put_25d_iv":9.83,"call_25d_iv":5.43,"put_25d_strike":134.0,"call_25d_strike":134.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":134.0,"call_vanna":-8.0,"put_vanna":5.0,"net_vanna":-3.0,"call_oi":168,"put_oi":168}],"net_vanna":-3.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"12/18/2026","dte":77,"call_delta":0,"put_delta":-376.0,"net_delta":-376.0,"call_oi":0,"put_oi":5,"total_oi":5,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":9958.0,"put_delta":-7550.0,"net_delta":2408.0,"call_oi":168,"put_oi":172,"total_oi":340,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":134.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":168,"put_oi":168,"total_oi":336,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"}],"underlying_price":132.4665069580078,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.01],"y":[168],"z":[[7.63]],"levels":[7.6,7.6,7.6,7.6,7.6,7.6,7.6,7.6,7.6,7.6,7.6],"min_iv":7.6,"max_iv":7.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":54.6},{"date":"2026-09-15","iv":64.08},{"date":"2026-09-16","iv":79.43},{"date":"2026-09-17","iv":115.88},{"date":"2026-09-18","iv":156.93},{"date":"2026-09-21","iv":10.71},{"date":"2026-09-22","iv":8.9},{"date":"2026-09-23","iv":9.4},{"date":"2026-09-24","iv":9.9},{"date":"2026-09-25","iv":9.4},{"date":"2026-09-28","iv":9.5},{"date":"2026-09-29","iv":9.7},{"date":"2026-09-30","iv":9.6},{"date":"2026-10-01","iv":10.0},{"date":"2026-10-02","iv":9.8}]}}