{"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":"XMHQ","summary":{"name":"XMHQ","price":113.35,"total_oi":68,"call_oi":66,"put_oi":2,"pc_ratio":0.03,"net_gex":23873.36,"avg_iv":18.9,"iv_rank":1.7,"iv_52w_high":77.31,"iv_52w_low":17.9,"gamma_flip":111.98,"max_pain":110.0},"features":{"symbol":"XMHQ","price":113.35,"total_oi":68,"analysis_coverage":0.6667,"avg_iv_pct":18.9,"iv_rank":1.7,"iv_52w_high_pct":77.31,"iv_52w_low_pct":17.9,"front_dte":77,"front_atm_iv_pct":17.9185,"back_atm_iv_pct":17.9185,"term_premium_pp":0.0,"expected_move_front_pct":8.23,"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":0.03,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":11,"volume_oi_ratio":0.161765,"net_delta_normalized":0.255294,"dealer_delta_normalized":-0.255147,"gex_per_100k_oi":35107882.352941,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":7.4,"gamma_flip_distance_pct":-1.208646,"max_pain_distance_pct":-2.955448,"peak_call_distance_pct":null,"peak_put_distance_pct":-2.955448},"analyses":{"gamma_walls":[{"strike":110.0,"call_gex":445.12,"put_gex":-635.93,"net_gex":-190.81,"call_oi":1,"put_oi":2},{"strike":114.0,"call_gex":384.99,"put_gex":0.0,"net_gex":384.99,"call_oi":1,"put_oi":0},{"strike":117.0,"call_gex":574.33,"put_gex":0.0,"net_gex":574.33,"call_oi":1,"put_oi":0},{"strike":118.0,"call_gex":1036.11,"put_gex":0.0,"net_gex":1036.11,"call_oi":2,"put_oi":0},{"strike":119.0,"call_gex":5835.33,"put_gex":0.0,"net_gex":5835.33,"call_oi":13,"put_oi":0},{"strike":120.0,"call_gex":5325.99,"put_gex":0.0,"net_gex":5325.99,"call_oi":11,"put_oi":0},{"strike":121.0,"call_gex":5208.57,"put_gex":0.0,"net_gex":5208.57,"call_oi":13,"put_oi":0},{"strike":129.0,"call_gex":5698.85,"put_gex":0.0,"net_gex":5698.85,"call_oi":24,"put_oi":0}],"pain_by_strike":[{"strike":110.0,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":114.0,"call_value":4.0,"put_value":0.0,"total_value":4.0},{"strike":117.0,"call_value":10.0,"put_value":0.0,"total_value":10.0},{"strike":118.0,"call_value":13.0,"put_value":0.0,"total_value":13.0},{"strike":119.0,"call_value":18.0,"put_value":0.0,"total_value":18.0},{"strike":120.0,"call_value":36.0,"put_value":0.0,"total_value":36.0},{"strike":121.0,"call_value":65.0,"put_value":0.0,"total_value":65.0},{"strike":129.0,"call_value":401.0,"put_value":0,"total_value":401.0}],"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":19.9,"strike":110.0},{"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":32.4,"strike":121.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":18.3,"strike":120.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":17.0,"strike":118.5},{"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":23.3,"strike":129.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":2},{"expiration":"11/20/2026","dte":49,"iv":0.1061,"contract_count":1,"total_oi":6},{"expiration":"12/18/2026","dte":77,"iv":0.059,"contract_count":5,"total_oi":10},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":5,"total_oi":26}],"expected_move":[{"expiration":"12/18/2026","dte":77,"expected_move_1std":8.23,"expected_move_2std":16.47,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":11.7,"expected_move_2std":23.39,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":0,"total_oi":2,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":6,"put_oi":0,"total_oi":6,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":34,"put_oi":0,"total_oi":34,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":24,"put_oi":2,"total_oi":26,"pc_ratio":0.083,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":110.0,"call_delta_oi":68.0,"put_delta_oi":-65.0,"dealer_delta":-3.0,"call_oi":1,"put_oi":2},{"strike":114.0,"call_delta_oi":57.0,"put_delta_oi":0,"dealer_delta":-57.0,"call_oi":1,"put_oi":0},{"strike":117.0,"call_delta_oi":40.0,"put_delta_oi":0,"dealer_delta":-40.0,"call_oi":1,"put_oi":0},{"strike":118.0,"call_delta_oi":73.0,"put_delta_oi":0,"dealer_delta":-73.0,"call_oi":2,"put_oi":0},{"strike":119.0,"call_delta_oi":498.0,"put_delta_oi":0,"dealer_delta":-498.0,"call_oi":13,"put_oi":0},{"strike":120.0,"call_delta_oi":307.0,"put_delta_oi":0,"dealer_delta":-307.0,"call_oi":11,"put_oi":0},{"strike":121.0,"call_delta_oi":421.0,"put_delta_oi":0,"dealer_delta":-421.0,"call_oi":13,"put_oi":0},{"strike":129.0,"call_delta_oi":337.0,"put_delta_oi":0,"dealer_delta":-337.0,"call_oi":24,"put_oi":0}],"net_dealer_delta":-1735.0,"total_call_delta":1801.0,"total_put_delta":-65.0,"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":31.0,"put_delta":0,"net_delta":31.0,"call_oi":2,"put_oi":0,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":138.0,"put_delta":0,"net_delta":138.0,"call_oi":6,"put_oi":0,"total_oi":6,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":700.0,"put_delta":0,"net_delta":700.0,"call_oi":34,"put_oi":0,"total_oi":34,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":932.0,"put_delta":-65.0,"net_delta":867.0,"call_oi":24,"put_oi":2,"total_oi":26,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":110.0,"call_volume":0,"put_volume":11,"total_volume":11,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"bearish"},{"strike":114.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":117.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":118.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":119.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":121.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":129.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":0,"total_oi":24,"bias":"neutral"}],"underlying_price":113.3499984741211,"peak_call_strike":null,"peak_put_strike":110.0,"total_call_volume":0,"total_put_volume":11,"volume_pc_ratio":0},"iv_contours":{"x":[1.07,1.14],"y":[77,168],"z":[[null,23.33],[15.86,null]],"levels":[15.9,16.6,17.4,18.1,18.8,19.6,20.3,21.1,21.8,22.6,23.3],"min_iv":15.9,"max_iv":23.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":40.39},{"date":"2026-09-15","iv":47.67},{"date":"2026-09-16","iv":53.12},{"date":"2026-09-17","iv":77.31},{"date":"2026-09-18","iv":74.87},{"date":"2026-09-21","iv":18.55},{"date":"2026-09-22","iv":18.0},{"date":"2026-09-23","iv":18.7},{"date":"2026-09-24","iv":20.6},{"date":"2026-09-25","iv":19.8},{"date":"2026-09-28","iv":19.2},{"date":"2026-09-29","iv":20.8},{"date":"2026-09-30","iv":19.2},{"date":"2026-10-01","iv":17.9},{"date":"2026-10-02","iv":18.9}]}}