{"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":"XNCR","summary":{"name":"XNCR","price":24.84,"total_oi":3601,"call_oi":2565,"put_oi":1036,"pc_ratio":0.404,"net_gex":36009.98,"avg_iv":140.7,"iv_rank":75.0,"iv_52w_high":151.26,"iv_52w_low":109.1,"gamma_flip":11.88,"max_pain":25.0},"features":{"symbol":"XNCR","price":24.84,"total_oi":3601,"analysis_coverage":0.9444,"avg_iv_pct":140.7,"iv_rank":75.0,"iv_52w_high_pct":151.26,"iv_52w_low_pct":109.1,"front_dte":14,"front_atm_iv_pct":105.5414,"back_atm_iv_pct":128.4127,"term_premium_pp":-22.8713,"expected_move_front_pct":20.67,"straddle_front_pct":15.9,"straddle_30d_pct":15.9,"risk_reversal_front_pp":6.44,"risk_reversal_30d_pp":6.44,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.404,"put_call_oi_front_ratio":0.048,"put_call_volume_front_ratio":0.0,"option_volume":267,"volume_oi_ratio":0.074146,"net_delta_normalized":0.25311,"dealer_delta_normalized":-0.25311,"gex_per_100k_oi":999999.444599,"vanna_per_100k_oi":749.791725,"charm_per_100k_oi":-2653901.693974,"weekend_delta_shift_per_100k_oi":-7961732.851986,"iv_surface_range_pp":137.6,"gamma_flip_distance_pct":-52.173913,"max_pain_distance_pct":0.644122,"peak_call_distance_pct":20.772947,"peak_put_distance_pct":0.644122},"analyses":{"gamma_walls":[{"strike":7.5,"call_gex":5.22,"put_gex":-162.37,"net_gex":-157.15,"call_oi":3,"put_oi":90},{"strike":10.0,"call_gex":19.66,"put_gex":-44.26,"net_gex":-24.6,"call_oi":6,"put_oi":15},{"strike":12.5,"call_gex":274.07,"put_gex":-32.88,"net_gex":241.19,"call_oi":49,"put_oi":7},{"strike":15.0,"call_gex":69.59,"put_gex":-246.61,"net_gex":-177.01,"call_oi":8,"put_oi":30},{"strike":17.5,"call_gex":93.12,"put_gex":-90.62,"net_gex":2.5,"call_oi":8,"put_oi":7},{"strike":20.0,"call_gex":405.46,"put_gex":-195.12,"net_gex":210.35,"call_oi":28,"put_oi":13},{"strike":22.5,"call_gex":497.1,"put_gex":-130.56,"net_gex":366.54,"call_oi":28,"put_oi":7},{"strike":25.0,"call_gex":22362.18,"put_gex":-17182.82,"net_gex":5179.36,"call_oi":990,"put_oi":823},{"strike":30.0,"call_gex":29141.91,"put_gex":-867.57,"net_gex":28274.34,"call_oi":1316,"put_oi":42},{"strike":35.0,"call_gex":1702.64,"put_gex":-39.55,"net_gex":1663.09,"call_oi":99,"put_oi":2},{"strike":40.0,"call_gex":431.37,"put_gex":0.0,"net_gex":431.37,"call_oi":30,"put_oi":0}],"pain_by_strike":[{"strike":7.5,"call_value":0,"put_value":16037.5,"total_value":16037.5},{"strike":10.0,"call_value":7.5,"put_value":13672.5,"total_value":13680.0},{"strike":12.5,"call_value":30.0,"put_value":11345.0,"total_value":11375.0},{"strike":15.0,"call_value":175.0,"put_value":9035.0,"total_value":9210.0},{"strike":17.5,"call_value":340.0,"put_value":6800.0,"total_value":7140.0},{"strike":20.0,"call_value":525.0,"put_value":4582.5,"total_value":5107.5},{"strike":22.5,"call_value":780.0,"put_value":2397.5,"total_value":3177.5},{"strike":25.0,"call_value":1105.0,"put_value":230.0,"total_value":1335.0},{"strike":30.0,"call_value":6705.0,"put_value":10.0,"total_value":6715.0},{"strike":35.0,"call_value":18885.0,"put_value":0.0,"total_value":18885.0},{"strike":40.0,"call_value":31560.0,"put_value":0,"total_value":31560.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":201.4,"strike":17.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":188.9,"strike":14.25},{"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":129.9,"strike":22.5},{"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":105.5,"strike":25.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":128.4,"strike":25.0},{"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":187.2,"strike":32.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":142.4,"strike":33.75},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.5901,"contract_count":2,"total_oi":56},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":1731},{"expiration":"02/19/2027","dte":140,"iv":0.2168,"contract_count":3,"total_oi":55},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":1,"total_oi":6}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":20.67,"expected_move_2std":41.33,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":47.05,"expected_move_2std":94.1,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":49.64,"expected_move_2std":99.28,"contract_count":1},{"expiration":"05/21/2027","dte":231,"expected_move_1std":56.9,"expected_move_2std":113.81,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":501,"put_oi":24,"total_oi":525,"pc_ratio":0.048,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1912,"put_oi":951,"total_oi":2863,"pc_ratio":0.497,"pc_ratio_volume":0.5,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":145,"put_oi":61,"total_oi":206,"pc_ratio":0.421,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":7,"put_oi":0,"total_oi":7,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":7.5,"call_delta_oi":294.0,"put_delta_oi":-541.0,"dealer_delta":247.0,"call_oi":3,"put_oi":90},{"strike":10.0,"call_delta_oi":577.0,"put_delta_oi":-73.0,"dealer_delta":-505.0,"call_oi":6,"put_oi":15},{"strike":12.5,"call_delta_oi":4586.0,"put_delta_oi":-81.0,"dealer_delta":-4504.0,"call_oi":49,"put_oi":7},{"strike":15.0,"call_delta_oi":729.0,"put_delta_oi":-379.0,"dealer_delta":-350.0,"call_oi":8,"put_oi":30},{"strike":17.5,"call_delta_oi":660.0,"put_delta_oi":-111.0,"dealer_delta":-549.0,"call_oi":8,"put_oi":7},{"strike":20.0,"call_delta_oi":2122.0,"put_delta_oi":-320.0,"dealer_delta":-1802.0,"call_oi":28,"put_oi":13},{"strike":22.5,"call_delta_oi":1907.0,"put_delta_oi":-226.0,"dealer_delta":-1682.0,"call_oi":28,"put_oi":7},{"strike":25.0,"call_delta_oi":58230.0,"put_delta_oi":-33625.0,"dealer_delta":-24604.0,"call_oi":990,"put_oi":823},{"strike":30.0,"call_delta_oi":55340.0,"put_delta_oi":-2338.0,"dealer_delta":-53002.0,"call_oi":1316,"put_oi":42},{"strike":35.0,"call_delta_oi":3575.0,"put_delta_oi":-172.0,"dealer_delta":-3403.0,"call_oi":99,"put_oi":2},{"strike":40.0,"call_delta_oi":991.0,"put_delta_oi":0,"dealer_delta":-991.0,"call_oi":30,"put_oi":0}],"net_dealer_delta":-91145.0,"total_call_delta":129011.0,"total_put_delta":-37866.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":24.84000015258789,"strikes":[{"strike":30.0,"moneyness":1.2077,"type":"call","iv":2.1775,"delta":0.4012,"oi":413}]},{"expiration":"11/20/2026","underlying_price":24.84000015258789,"strikes":[{"strike":25.0,"moneyness":1.0064,"type":"call","iv":1.2656,"delta":0.59,"oi":910},{"strike":25.0,"moneyness":1.0064,"type":"put","iv":1.3025,"delta":-0.4073,"oi":803},{"strike":30.0,"moneyness":1.2077,"type":"call","iv":1.2382,"delta":0.4272,"oi":850}]}],"greeks_heatmap":{"data":[{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4012,"put_delta":0,"call_gamma":0.037878,"put_gamma":0,"call_theta":-0.1527,"put_theta":0,"call_vega":0.0181,"put_vega":0,"call_oi":413,"put_oi":0},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0.59,"put_delta":-0.4073,"call_gamma":0.034099,"put_gamma":0.03308,"call_theta":-0.0473,"put_theta":-0.0457,"call_vega":0.035,"put_vega":0.035,"call_oi":910,"put_oi":803},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4272,"put_delta":0,"call_gamma":0.035172,"put_gamma":0,"call_theta":-0.0465,"put_theta":0,"call_vega":0.0353,"put_vega":0,"call_oi":850,"put_oi":0}],"strikes":[25.0,30.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":6.44,"put_25d_iv":130.25,"call_25d_iv":123.82,"put_25d_strike":25.0,"call_25d_strike":30.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":90},{"strike":25.0,"call_vanna":-23.0,"put_vanna":21.0,"net_vanna":-2.0,"call_oi":910,"put_oi":803},{"strike":30.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":1316,"put_oi":0},{"strike":35.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":52,"put_oi":0}],"net_vanna":27.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":0,"put_charm":203.0,"net_charm":203.0,"call_oi":0,"put_oi":90},{"strike":25.0,"call_charm":-18937.0,"put_charm":11139.0,"net_charm":-7798.0,"call_oi":910,"put_oi":803},{"strike":30.0,"call_charm":-78547.0,"put_charm":0,"net_charm":-78547.0,"call_oi":1263,"put_oi":0},{"strike":35.0,"call_charm":-9425.0,"put_charm":0,"net_charm":-9425.0,"call_oi":52,"put_oi":0}],"net_charm":-95567.0,"weekend_delta_shift":-286702.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":20298.0,"put_delta":-1185.0,"net_delta":19113.0,"call_oi":501,"put_oi":24,"total_oi":525,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":99781.0,"put_delta":-35116.0,"net_delta":64665.0,"call_oi":1912,"put_oi":951,"total_oi":2863,"total_volume":264,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":8475.0,"put_delta":-1565.0,"net_delta":6910.0,"call_oi":145,"put_oi":61,"total_oi":206,"total_volume":3,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":457.0,"put_delta":0,"net_delta":457.0,"call_oi":7,"put_oi":0,"total_oi":7,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":25.0,"straddle_price":3.95,"straddle_pct":15.9,"implied_move":15.9,"avg_iv":105.5},{"expiration":"11/20/2026","dte":49,"strike":25.0,"straddle_price":9.15,"straddle_pct":36.84,"implied_move":36.84,"avg_iv":128.4}],"volume_profile":{"profile":[{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":90,"total_oi":93,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":15,"total_oi":21,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":7,"total_oi":56,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":30,"total_oi":38,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":7,"total_oi":15,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":13,"total_oi":41,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":7,"total_oi":35,"bias":"neutral"},{"strike":25.0,"call_volume":89,"put_volume":88,"total_volume":177,"call_oi":990,"put_oi":823,"total_oi":1813,"bias":"neutral"},{"strike":30.0,"call_volume":90,"put_volume":0,"total_volume":90,"call_oi":1316,"put_oi":42,"total_oi":1358,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":99,"put_oi":2,"total_oi":101,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"}],"underlying_price":24.84000015258789,"peak_call_strike":30.0,"peak_put_strike":25.0,"total_call_volume":179,"total_put_volume":88,"volume_pc_ratio":0.492},"iv_contours":{"x":[0.81,0.91,1.01,1.21],"y":[14,49,140],"z":[[null,null,105.52,217.75],[143.79,130.39,128.41,123.92],[90.86,84.56,80.15,83.09]],"levels":[80.2,93.9,107.7,121.4,135.2,148.9,162.7,176.5,190.2,204.0,217.8],"min_iv":80.2,"max_iv":217.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":147.45},{"date":"2026-09-15","iv":145.49},{"date":"2026-09-16","iv":151.26},{"date":"2026-09-17","iv":117.57},{"date":"2026-09-18","iv":134.12},{"date":"2026-09-21","iv":119.86},{"date":"2026-09-22","iv":121.2},{"date":"2026-09-23","iv":120.2},{"date":"2026-09-24","iv":127.4},{"date":"2026-09-25","iv":126.9},{"date":"2026-09-28","iv":109.1},{"date":"2026-09-29","iv":126.2},{"date":"2026-09-30","iv":139.6},{"date":"2026-10-01","iv":130.0},{"date":"2026-10-02","iv":140.7}]}}