{"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":"CAC","summary":{"name":"CAC","price":57.19,"total_oi":1195,"call_oi":1114,"put_oi":81,"pc_ratio":0.073,"net_gex":310191.73,"avg_iv":55.1,"iv_rank":8.7,"iv_52w_high":109.39,"iv_52w_low":49.95,"gamma_flip":46.76,"max_pain":45.0},"features":{"symbol":"CAC","price":57.19,"total_oi":1195,"analysis_coverage":0.8333,"avg_iv_pct":55.1,"iv_rank":8.7,"iv_52w_high_pct":109.39,"iv_52w_low_pct":49.95,"front_dte":14,"front_atm_iv_pct":29.3085,"back_atm_iv_pct":32.5276,"term_premium_pp":-3.2191,"expected_move_front_pct":5.74,"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":0.073,"put_call_oi_front_ratio":0.009,"put_call_volume_front_ratio":0.0,"option_volume":689,"volume_oi_ratio":0.576569,"net_delta_normalized":0.18018,"dealer_delta_normalized":-0.175506,"gex_per_100k_oi":25957466.945607,"vanna_per_100k_oi":2677.824268,"charm_per_100k_oi":-547866.108787,"weekend_delta_shift_per_100k_oi":-1643514.644351,"iv_surface_range_pp":8.3,"gamma_flip_distance_pct":-18.237454,"max_pain_distance_pct":-21.314915,"peak_call_distance_pct":4.913446,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":0.0,"put_gex":-767.78,"net_gex":-767.78,"call_oi":0,"put_oi":53},{"strike":35.0,"call_gex":0.0,"put_gex":-296.9,"net_gex":-296.9,"call_oi":0,"put_oi":16},{"strike":40.0,"call_gex":0.0,"put_gex":-29.87,"net_gex":-29.87,"call_oi":0,"put_oi":1},{"strike":45.0,"call_gex":0.0,"put_gex":-45.65,"net_gex":-45.65,"call_oi":31,"put_oi":1},{"strike":50.0,"call_gex":3573.5,"put_gex":-334.35,"net_gex":3239.15,"call_oi":40,"put_oi":4},{"strike":55.0,"call_gex":20308.83,"put_gex":-396.17,"net_gex":19912.66,"call_oi":75,"put_oi":3},{"strike":60.0,"call_gex":288807.0,"put_gex":-726.61,"net_gex":288080.39,"call_oi":966,"put_oi":3},{"strike":75.0,"call_gex":57.2,"put_gex":0.0,"net_gex":57.2,"call_oi":1,"put_oi":0},{"strike":80.0,"call_gex":42.52,"put_gex":0.0,"net_gex":42.52,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":350.0,"total_value":350.0},{"strike":35.0,"call_value":0.0,"put_value":210.0,"total_value":210.0},{"strike":40.0,"call_value":0.0,"put_value":150.0,"total_value":150.0},{"strike":45.0,"call_value":0.0,"put_value":95.0,"total_value":95.0},{"strike":50.0,"call_value":155.0,"put_value":45.0,"total_value":200.0},{"strike":55.0,"call_value":510.0,"put_value":15.0,"total_value":525.0},{"strike":60.0,"call_value":1240.0,"put_value":0.0,"total_value":1240.0},{"strike":75.0,"call_value":17920.0,"put_value":0.0,"total_value":17920.0},{"strike":80.0,"call_value":23485.0,"put_value":0,"total_value":23485.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":127.1,"strike":42.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":55.6,"strike":50.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":78.5,"strike":41.25},{"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":22.9,"strike":55.0},{"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":32.5,"strike":55.0},{"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":32.5,"strike":60.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":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":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":70.7,"strike":75.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":3,"total_oi":1018},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":2,"total_oi":29}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.74,"expected_move_2std":11.48,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":14.94,"expected_move_2std":29.88,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1016,"put_oi":9,"total_oi":1025,"pc_ratio":0.009,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":2,"total_oi":2,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":97,"put_oi":58,"total_oi":155,"pc_ratio":0.598,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1,"put_oi":12,"total_oi":13,"pc_ratio":12.0,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-444.0,"dealer_delta":444.0,"call_oi":0,"put_oi":53},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-119.0,"dealer_delta":119.0,"call_oi":0,"put_oi":16},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-12.0,"dealer_delta":12.0,"call_oi":0,"put_oi":1},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-15.0,"dealer_delta":15.0,"call_oi":0,"put_oi":1},{"strike":50.0,"call_delta_oi":3488.0,"put_delta_oi":-84.0,"dealer_delta":-3404.0,"call_oi":40,"put_oi":4},{"strike":55.0,"call_delta_oi":5797.0,"put_delta_oi":-106.0,"dealer_delta":-5691.0,"call_oi":75,"put_oi":3},{"strike":60.0,"call_delta_oi":12643.0,"put_delta_oi":-210.0,"dealer_delta":-12433.0,"call_oi":966,"put_oi":3},{"strike":75.0,"call_delta_oi":26.0,"put_delta_oi":0,"dealer_delta":-26.0,"call_oi":1,"put_oi":0},{"strike":80.0,"call_delta_oi":9.0,"put_delta_oi":0,"dealer_delta":-9.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-20973.0,"total_call_delta":21963.0,"total_put_delta":-990.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":57.189998626708984,"strikes":[{"strike":60.0,"moneyness":1.0491,"type":"call","iv":0.2154,"delta":0.1309,"oi":966}]}],"greeks_heatmap":{"data":[{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1309,"put_delta":0,"call_gamma":0.091409,"put_gamma":0,"call_theta":-0.0199,"put_theta":0,"call_vega":0.0229,"put_vega":0,"call_oi":966,"put_oi":0}],"strikes":[60.0],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":30.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":53},{"strike":60.0,"call_vanna":29.0,"put_vanna":0,"net_vanna":29.0,"call_oi":966,"put_oi":0}],"net_vanna":32.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":60.0,"call_charm":-6547.0,"put_charm":0,"net_charm":-6547.0,"call_oi":966,"put_oi":0}],"net_charm":-6547.0,"weekend_delta_shift":-19640.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":16717.0,"put_delta":-248.0,"net_delta":16470.0,"call_oi":1015,"put_oi":9,"total_oi":1024,"total_volume":689,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-43.0,"net_delta":-43.0,"call_oi":0,"put_oi":2,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":5237.0,"put_delta":-581.0,"net_delta":4656.0,"call_oi":67,"put_oi":58,"total_oi":125,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":9.0,"put_delta":-119.0,"net_delta":-110.0,"call_oi":1,"put_oi":12,"total_oi":13,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":53,"total_oi":53,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":16,"total_oi":16,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":1,"total_oi":32,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":4,"total_oi":44,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":75,"put_oi":3,"total_oi":78,"bias":"neutral"},{"strike":60.0,"call_volume":689,"put_volume":0,"total_volume":689,"call_oi":966,"put_oi":3,"total_oi":969,"bias":"bullish"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":57.189998626708984,"peak_call_strike":60.0,"peak_put_strike":null,"total_call_volume":689,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.87,0.96,1.05],"y":[14,77],"z":[[null,22.91,21.54],[29.36,29.8,null]],"levels":[21.5,22.4,23.2,24.0,24.8,25.7,26.5,27.3,28.1,29.0,29.8],"min_iv":21.5,"max_iv":29.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":109.39},{"date":"2026-09-15","iv":78.23},{"date":"2026-09-16","iv":93.47},{"date":"2026-09-17","iv":49.95},{"date":"2026-09-18","iv":66.18},{"date":"2026-09-21","iv":54.28},{"date":"2026-09-22","iv":53.2},{"date":"2026-09-23","iv":53.6},{"date":"2026-09-24","iv":66.7},{"date":"2026-09-25","iv":58.7},{"date":"2026-09-28","iv":58.1},{"date":"2026-09-29","iv":57.1},{"date":"2026-09-30","iv":62.9},{"date":"2026-10-01","iv":56.3},{"date":"2026-10-02","iv":55.1}]}}