{"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":"YORW","summary":{"name":"YORW","price":30.76,"total_oi":406,"call_oi":329,"put_oi":77,"pc_ratio":0.234,"net_gex":14235.98,"avg_iv":54.0,"iv_rank":22.2,"iv_52w_high":107.01,"iv_52w_low":38.9,"gamma_flip":24.88,"max_pain":30.0},"features":{"symbol":"YORW","price":30.76,"total_oi":406,"analysis_coverage":0.8333,"avg_iv_pct":54.0,"iv_rank":22.2,"iv_52w_high_pct":107.01,"iv_52w_low_pct":38.9,"front_dte":14,"front_atm_iv_pct":50.3964,"back_atm_iv_pct":27.8683,"term_premium_pp":22.5281,"expected_move_front_pct":9.87,"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":0.234,"put_call_oi_front_ratio":0.333,"put_call_volume_front_ratio":0.0,"option_volume":15,"volume_oi_ratio":0.036946,"net_delta_normalized":0.119704,"dealer_delta_normalized":-0.119704,"gex_per_100k_oi":3506399.014778,"vanna_per_100k_oi":3448.275862,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":53.2,"gamma_flip_distance_pct":-19.115735,"max_pain_distance_pct":-2.470741,"peak_call_distance_pct":null,"peak_put_distance_pct":-18.725618},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":0.0,"put_gex":-39.85,"net_gex":-39.85,"call_oi":0,"put_oi":3},{"strike":22.5,"call_gex":0.0,"put_gex":-270.53,"net_gex":-270.53,"call_oi":0,"put_oi":14},{"strike":25.0,"call_gex":590.69,"put_gex":-264.8,"net_gex":325.89,"call_oi":20,"put_oi":10},{"strike":30.0,"call_gex":2767.37,"put_gex":-2441.92,"net_gex":325.44,"call_oi":30,"put_oi":24},{"strike":35.0,"call_gex":13779.46,"put_gex":-1456.09,"net_gex":12323.37,"call_oi":218,"put_oi":26},{"strike":40.0,"call_gex":1218.12,"put_gex":0.0,"net_gex":1218.12,"call_oi":40,"put_oi":0},{"strike":45.0,"call_gex":353.54,"put_gex":0.0,"net_gex":353.54,"call_oi":21,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":715.0,"total_value":715.0},{"strike":22.5,"call_value":0.0,"put_value":530.0,"total_value":530.0},{"strike":25.0,"call_value":0.0,"put_value":380.0,"total_value":380.0},{"strike":30.0,"call_value":100.0,"put_value":130.0,"total_value":230.0},{"strike":35.0,"call_value":350.0,"put_value":0.0,"total_value":350.0},{"strike":40.0,"call_value":1690.0,"put_value":0.0,"total_value":1690.0},{"strike":45.0,"call_value":3230.0,"put_value":0,"total_value":3230.0}],"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":62.8,"strike":23.12},{"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":50.4,"strike":30.0},{"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":27.9,"strike":30.0},{"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":154.6,"strike":37.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":39.1,"strike":40.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":7},{"expiration":"12/18/2026","dte":77,"iv":0.2001,"contract_count":2,"total_oi":37},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":1,"total_oi":10}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.87,"expected_move_2std":19.73,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":12.8,"expected_move_2std":25.59,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":15.08,"expected_move_2std":30.16,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":15,"put_oi":5,"total_oi":20,"pc_ratio":0.333,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":274,"put_oi":43,"total_oi":317,"pc_ratio":0.157,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":40,"put_oi":29,"total_oi":69,"pc_ratio":0.725,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-32.0,"dealer_delta":32.0,"call_oi":0,"put_oi":3},{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-189.0,"dealer_delta":189.0,"call_oi":0,"put_oi":14},{"strike":25.0,"call_delta_oi":1739.0,"put_delta_oi":-105.0,"dealer_delta":-1634.0,"call_oi":20,"put_oi":10},{"strike":30.0,"call_delta_oi":1915.0,"put_delta_oi":-882.0,"dealer_delta":-1033.0,"call_oi":30,"put_oi":24},{"strike":35.0,"call_delta_oi":3259.0,"put_delta_oi":-1758.0,"dealer_delta":-1501.0,"call_oi":218,"put_oi":26},{"strike":40.0,"call_delta_oi":780.0,"put_delta_oi":0,"dealer_delta":-780.0,"call_oi":40,"put_oi":0},{"strike":45.0,"call_delta_oi":132.0,"put_delta_oi":0,"dealer_delta":-132.0,"call_oi":21,"put_oi":0}],"net_dealer_delta":-4860.0,"total_call_delta":7826.0,"total_put_delta":-2966.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":30.760000228881836,"strikes":[{"strike":35.0,"moneyness":1.1378,"type":"call","iv":0.2253,"delta":0.1316,"oi":190}]}],"greeks_heatmap":{"data":[{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1316,"put_delta":0,"call_gamma":0.067479,"put_gamma":0,"call_theta":-0.0049,"put_theta":0,"call_vega":0.0299,"put_vega":0,"call_oi":190,"put_oi":0}],"strikes":[35.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":35.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":190,"put_oi":0}],"net_vanna":14.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":587.0,"put_delta":-165.0,"net_delta":422.0,"call_oi":15,"put_oi":5,"total_oi":20,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":5757.0,"put_delta":-986.0,"net_delta":4771.0,"call_oi":274,"put_oi":43,"total_oi":317,"total_volume":15,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":1482.0,"put_delta":-1815.0,"net_delta":-333.0,"call_oi":40,"put_oi":29,"total_oi":69,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":14,"total_oi":14,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":15,"total_volume":15,"call_oi":20,"put_oi":10,"total_oi":30,"bias":"bearish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":24,"total_oi":54,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":218,"put_oi":26,"total_oi":244,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"}],"underlying_price":30.760000228881836,"peak_call_strike":null,"peak_put_strike":25.0,"total_call_volume":0,"total_put_volume":15,"volume_pc_ratio":0},"iv_contours":{"x":[0.73,0.81,0.97,1.14],"y":[77,168],"z":[[75.68,48.17,27.86,22.53],[null,null,null,23.41]],"levels":[22.5,27.8,33.2,38.5,43.8,49.1,54.4,59.7,65.1,70.4,75.7],"min_iv":22.5,"max_iv":75.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":107.01},{"date":"2026-09-15","iv":100.09},{"date":"2026-09-16","iv":98.15},{"date":"2026-09-17","iv":56.33},{"date":"2026-09-18","iv":41.66},{"date":"2026-09-21","iv":51.4},{"date":"2026-09-22","iv":52.7},{"date":"2026-09-23","iv":42.9},{"date":"2026-09-24","iv":41.5},{"date":"2026-09-25","iv":38.9},{"date":"2026-09-28","iv":43.7},{"date":"2026-09-29","iv":47.4},{"date":"2026-09-30","iv":50.5},{"date":"2026-10-01","iv":56.6},{"date":"2026-10-02","iv":54.0}]}}