{"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":"CAIE","summary":{"name":"CAIE","price":26.59,"total_oi":409,"call_oi":110,"put_oi":299,"pc_ratio":2.718,"net_gex":610.01,"avg_iv":18.8,"iv_rank":4.9,"iv_52w_high":115.0,"iv_52w_low":13.8,"gamma_flip":26.97,"max_pain":27.0},"features":{"symbol":"CAIE","price":26.59,"total_oi":409,"analysis_coverage":0.8333,"avg_iv_pct":18.8,"iv_rank":4.9,"iv_52w_high_pct":115.0,"iv_52w_low_pct":13.8,"front_dte":14,"front_atm_iv_pct":10.7737,"back_atm_iv_pct":16.4576,"term_premium_pp":-5.6839,"expected_move_front_pct":2.11,"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":2.718,"put_call_oi_front_ratio":0.275,"put_call_volume_front_ratio":0.0,"option_volume":40,"volume_oi_ratio":0.0978,"net_delta_normalized":-0.198358,"dealer_delta_normalized":0.197873,"gex_per_100k_oi":149146.699267,"vanna_per_100k_oi":2200.488998,"charm_per_100k_oi":-95354.523227,"weekend_delta_shift_per_100k_oi":-286308.06846,"iv_surface_range_pp":32.7,"gamma_flip_distance_pct":1.429109,"max_pain_distance_pct":1.541933,"peak_call_distance_pct":1.541933,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":22.0,"call_gex":0.0,"put_gex":-51.23,"net_gex":-51.23,"call_oi":1,"put_oi":2},{"strike":24.0,"call_gex":0.0,"put_gex":-583.45,"net_gex":-583.45,"call_oi":0,"put_oi":12},{"strike":25.0,"call_gex":0.0,"put_gex":-3797.82,"net_gex":-3797.82,"call_oi":0,"put_oi":58},{"strike":26.0,"call_gex":433.86,"put_gex":-9409.28,"net_gex":-8975.42,"call_oi":3,"put_oi":87},{"strike":27.0,"call_gex":38117.88,"put_gex":-24324.78,"net_gex":13793.1,"call_oi":103,"put_oi":139},{"strike":28.0,"call_gex":215.2,"put_gex":0.0,"net_gex":215.2,"call_oi":2,"put_oi":0},{"strike":29.0,"call_gex":77.0,"put_gex":-67.37,"net_gex":9.62,"call_oi":1,"put_oi":1}],"pain_by_strike":[{"strike":22.0,"call_value":0,"put_value":1248.0,"total_value":1248.0},{"strike":24.0,"call_value":2.0,"put_value":654.0,"total_value":656.0},{"strike":25.0,"call_value":3.0,"put_value":369.0,"total_value":372.0},{"strike":26.0,"call_value":4.0,"put_value":142.0,"total_value":146.0},{"strike":27.0,"call_value":8.0,"put_value":2.0,"total_value":10.0},{"strike":28.0,"call_value":115.0,"put_value":1.0,"total_value":116.0},{"strike":29.0,"call_value":224.0,"put_value":0,"total_value":224.0}],"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":35.7,"strike":24.0},{"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":29.9,"strike":25.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":10.8,"strike":27.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":16.5,"strike":26.67},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":18.4,"strike":26.5},{"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":19.7,"strike":28.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":31.9,"strike":29.0},{"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":24.7,"strike":29.0},{"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":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.5544,"contract_count":3,"total_oi":65},{"expiration":"11/20/2026","dte":49,"iv":0.4655,"contract_count":3,"total_oi":32},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":6,"total_oi":274},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":3,"total_oi":35}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":2.11,"expected_move_2std":4.21,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":6.03,"expected_move_2std":12.06,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":8.44,"expected_move_2std":16.87,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":6.45,"expected_move_2std":12.91,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":51,"put_oi":14,"total_oi":65,"pc_ratio":0.275,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":21,"put_oi":11,"total_oi":32,"pc_ratio":0.524,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":4,"put_oi":271,"total_oi":275,"pc_ratio":67.75,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":34,"put_oi":3,"total_oi":37,"pc_ratio":0.088,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":22.0,"call_delta_oi":0,"put_delta_oi":-37.0,"dealer_delta":37.0,"call_oi":0,"put_oi":2},{"strike":24.0,"call_delta_oi":0,"put_delta_oi":-266.0,"dealer_delta":266.0,"call_oi":0,"put_oi":12},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-1621.0,"dealer_delta":1621.0,"call_oi":0,"put_oi":58},{"strike":26.0,"call_delta_oi":239.0,"put_delta_oi":-3035.0,"dealer_delta":2795.0,"call_oi":3,"put_oi":87},{"strike":27.0,"call_delta_oi":4264.0,"put_delta_oi":-7639.0,"dealer_delta":3375.0,"call_oi":103,"put_oi":139},{"strike":28.0,"call_delta_oi":67.0,"put_delta_oi":0,"dealer_delta":-67.0,"call_oi":2,"put_oi":0},{"strike":29.0,"call_delta_oi":26.0,"put_delta_oi":-92.0,"dealer_delta":65.0,"call_oi":1,"put_oi":1}],"net_dealer_delta":8093.0,"total_call_delta":4596.0,"total_put_delta":-12690.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":26.59000015258789,"strikes":[{"strike":27.0,"moneyness":1.0154,"type":"put","iv":0.1671,"delta":-0.5186,"oi":116}]}],"greeks_heatmap":{"data":[{"strike":27.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2974,"put_delta":0,"call_gamma":0.514396,"put_gamma":0,"call_theta":-0.0099,"put_theta":0,"call_vega":0.0174,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2794,"call_gamma":0,"put_gamma":0.092612,"call_theta":0,"put_theta":-0.0071,"call_vega":0,"put_vega":0.0408,"call_oi":0,"put_oi":58},{"strike":26.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.349,"call_gamma":0,"put_gamma":0.152262,"call_theta":0,"put_theta":-0.0048,"call_vega":0,"put_vega":0.0449,"call_oi":0,"put_oi":85},{"strike":27.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.5186,"call_gamma":0,"put_gamma":0.196611,"call_theta":0,"put_theta":-0.0036,"call_vega":0,"put_vega":0.0484,"call_oi":0,"put_oi":116}],"strikes":[25.0,26.0,27.0],"dtes":[14,77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":58},{"strike":26.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":85},{"strike":27.0,"call_vanna":1.0,"put_vanna":-1.0,"net_vanna":1.0,"call_oi":51,"put_oi":116}],"net_vanna":9.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":27.0,"call_charm":-390.0,"put_charm":0,"net_charm":-390.0,"call_oi":51,"put_oi":0}],"net_charm":-390.0,"weekend_delta_shift":-1171.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1517.0,"put_delta":-1151.0,"net_delta":366.0,"call_oi":51,"put_oi":14,"total_oi":65,"total_volume":40,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":935.0,"put_delta":-586.0,"net_delta":349.0,"call_oi":21,"put_oi":11,"total_oi":32,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":93.0,"put_delta":-10869.0,"net_delta":-10776.0,"call_oi":3,"put_oi":271,"total_oi":274,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":2052.0,"put_delta":-84.0,"net_delta":1968.0,"call_oi":34,"put_oi":3,"total_oi":37,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":58,"total_oi":58,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":87,"total_oi":90,"bias":"neutral"},{"strike":27.0,"call_volume":40,"put_volume":0,"total_volume":40,"call_oi":103,"put_oi":139,"total_oi":242,"bias":"bullish"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"}],"underlying_price":26.59000015258789,"peak_call_strike":27.0,"peak_put_strike":null,"total_call_volume":40,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.9,0.94,0.98,1.01],"y":[14,49,77,168],"z":[[null,null,null,10.75],[null,null,null,16.07],[35.68,29.93,20.03,16.71],[null,null,null,3.01]],"levels":[3.0,6.3,9.5,12.8,16.1,19.3,22.6,25.9,29.1,32.4,35.7],"min_iv":3.0,"max_iv":35.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":65.39},{"date":"2026-09-15","iv":69.88},{"date":"2026-09-16","iv":85.5},{"date":"2026-09-17","iv":115.0},{"date":"2026-09-18","iv":105.54},{"date":"2026-09-21","iv":22.99},{"date":"2026-09-22","iv":15.4},{"date":"2026-09-23","iv":13.8},{"date":"2026-09-24","iv":14.9},{"date":"2026-09-25","iv":16.1},{"date":"2026-09-28","iv":17.7},{"date":"2026-09-29","iv":18.2},{"date":"2026-09-30","iv":22.2},{"date":"2026-10-01","iv":21.0},{"date":"2026-10-02","iv":18.8}]}}