{"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":"XPER","summary":{"name":"XPER","price":5.43,"total_oi":3017,"call_oi":655,"put_oi":2362,"pc_ratio":3.606,"net_gex":-10085.41,"avg_iv":604.1,"iv_rank":100.0,"iv_52w_high":604.1,"iv_52w_low":72.9,"gamma_flip":null,"max_pain":7.5},"features":{"symbol":"XPER","price":5.43,"total_oi":3017,"analysis_coverage":0.6667,"avg_iv_pct":604.1,"iv_rank":100.0,"iv_52w_high_pct":604.1,"iv_52w_low_pct":72.9,"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":3.606,"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":-0.493971,"dealer_delta_normalized":0.493971,"gex_per_100k_oi":-334286.045741,"vanna_per_100k_oi":-5137.553861,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":38.121547,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":6.07,"put_gex":0.0,"net_gex":6.07,"call_oi":6,"put_oi":0},{"strike":5.0,"call_gex":33.24,"put_gex":0.0,"net_gex":33.24,"call_oi":6,"put_oi":0},{"strike":7.5,"call_gex":334.79,"put_gex":-10466.66,"net_gex":-10131.86,"call_oi":108,"put_oi":2362},{"strike":10.0,"call_gex":7.14,"put_gex":0.0,"net_gex":7.14,"call_oi":535,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":11810.0,"total_value":11810.0},{"strike":5.0,"call_value":15.0,"put_value":5905.0,"total_value":5920.0},{"strike":7.5,"call_value":45.0,"put_value":0.0,"total_value":45.0},{"strike":10.0,"call_value":345.0,"put_value":0,"total_value":345.0}],"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":149.0,"strike":2.5},{"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":68.5,"strike":5.0},{"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":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":469.2,"strike":10.0},{"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":52.2,"strike":7.5}],"term_structure":[{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":1,"total_oi":1},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":1,"total_oi":5}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3,"put_oi":0,"total_oi":3,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":555,"put_oi":2362,"total_oi":2917,"pc_ratio":4.256,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":96,"put_oi":0,"total_oi":96,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":563.0,"put_delta_oi":0,"dealer_delta":-563.0,"call_oi":6,"put_oi":0},{"strike":5.0,"call_delta_oi":407.0,"put_delta_oi":0,"dealer_delta":-407.0,"call_oi":6,"put_oi":0},{"strike":7.5,"call_delta_oi":5630.0,"put_delta_oi":-208951.0,"dealer_delta":203321.0,"call_oi":108,"put_oi":2362},{"strike":10.0,"call_delta_oi":53320.0,"put_delta_oi":0,"dealer_delta":-53320.0,"call_oi":535,"put_oi":0}],"net_dealer_delta":149031.0,"total_call_delta":59920.0,"total_put_delta":-208951.0,"bias":"bullish"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":5.429999828338623,"strikes":[{"strike":7.5,"moneyness":1.3812,"type":"put","iv":0.5224,"delta":-0.8846,"oi":2362}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":7.0,"put_vanna":-161.0,"net_vanna":-155.0,"call_oi":76,"put_oi":2362},{"strike":10.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":522,"put_oi":0}],"net_vanna":-155.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":121.0,"put_delta":0,"net_delta":121.0,"call_oi":3,"put_oi":0,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":68.0,"put_delta":0,"net_delta":68.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":55493.0,"put_delta":-208951.0,"net_delta":-153458.0,"call_oi":555,"put_oi":2362,"total_oi":2917,"total_volume":0,"bias":"bearish"},{"expiration":"03/19/2027","dte":168,"call_delta":4238.0,"put_delta":0,"net_delta":4238.0,"call_oi":96,"put_oi":0,"total_oi":96,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":108,"put_oi":2362,"total_oi":2470,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":535,"put_oi":0,"total_oi":535,"bias":"neutral"}],"underlying_price":5.429999828338623,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":89.65},{"date":"2026-09-15","iv":152.84},{"date":"2026-09-16","iv":128.17},{"date":"2026-09-17","iv":101.3},{"date":"2026-09-18","iv":117.06},{"date":"2026-09-21","iv":125.66},{"date":"2026-09-22","iv":81.0},{"date":"2026-09-23","iv":88.8},{"date":"2026-09-24","iv":96.5},{"date":"2026-09-25","iv":72.9},{"date":"2026-09-28","iv":83.3},{"date":"2026-09-29","iv":90.1},{"date":"2026-09-30","iv":120.0},{"date":"2026-10-01","iv":286.3},{"date":"2026-10-02","iv":604.1}]}}