{"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":"CCNE","summary":{"name":"CCNE","price":34.1,"total_oi":178,"call_oi":78,"put_oi":100,"pc_ratio":1.282,"net_gex":4362.29,"avg_iv":69.9,"iv_rank":13.9,"iv_52w_high":196.75,"iv_52w_low":49.4,"gamma_flip":20.28,"max_pain":17.5},"features":{"symbol":"CCNE","price":34.1,"total_oi":178,"analysis_coverage":0.8333,"avg_iv_pct":69.9,"iv_rank":13.9,"iv_52w_high_pct":196.75,"iv_52w_low_pct":49.4,"front_dte":49,"front_atm_iv_pct":57.042,"back_atm_iv_pct":57.042,"term_premium_pp":0.0,"expected_move_front_pct":20.9,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":144.18,"risk_reversal_30d_pp":144.18,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":1.282,"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":0.151573,"dealer_delta_normalized":-0.151573,"gex_per_100k_oi":2450724.719101,"vanna_per_100k_oi":3932.58427,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":-40.527859,"max_pain_distance_pct":-48.680352,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":17.5,"call_gex":0.0,"put_gex":-754.6,"net_gex":-754.6,"call_oi":0,"put_oi":100},{"strike":35.0,"call_gex":4757.66,"put_gex":0.0,"net_gex":4757.66,"call_oi":72,"put_oi":0},{"strike":40.0,"call_gex":359.23,"put_gex":0.0,"net_gex":359.23,"call_oi":6,"put_oi":0}],"pain_by_strike":[{"strike":17.5,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":35.0,"call_value":0.0,"put_value":0.0,"total_value":0.0},{"strike":40.0,"call_value":360.0,"put_value":0,"total_value":360.0}],"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":188.8,"strike":17.5},{"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":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":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":57.1,"strike":35.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":44.6,"strike":35.0},{"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":null,"strike":null}],"term_structure":[{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":1,"total_oi":2},{"expiration":"12/18/2026","dte":77,"iv":0.4877,"contract_count":1,"total_oi":60},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":1,"total_oi":10}],"expected_move":[{"expiration":"11/20/2026","dte":49,"expected_move_1std":20.9,"expected_move_2std":41.81,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":20.47,"expected_move_2std":40.94,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":22.18,"expected_move_2std":44.35,"contract_count":1}],"pc_skew":[{"expiration":"11/20/2026","dte":49,"call_oi":2,"put_oi":0,"total_oi":2,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":60,"put_oi":100,"total_oi":160,"pc_ratio":1.667,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":16,"put_oi":0,"total_oi":16,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-1121.0,"dealer_delta":1121.0,"call_oi":0,"put_oi":100},{"strike":35.0,"call_delta_oi":3673.0,"put_delta_oi":0,"dealer_delta":-3673.0,"call_oi":72,"put_oi":0},{"strike":40.0,"call_delta_oi":146.0,"put_delta_oi":0,"dealer_delta":-146.0,"call_oi":6,"put_oi":0}],"net_dealer_delta":-2698.0,"total_call_delta":3819.0,"total_put_delta":-1121.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5068,"put_delta":0,"call_gamma":0.057517,"put_gamma":0,"call_theta":-0.0199,"put_theta":0,"call_vega":0.0621,"put_vega":0,"call_oi":60,"put_oi":0}],"strikes":[35.0],"dtes":[77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":144.18,"put_25d_iv":188.75,"call_25d_iv":44.57,"put_25d_strike":17.5,"call_25d_strike":35.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":17.5,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":100},{"strike":35.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":60,"put_oi":0}],"net_vanna":7.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"11/20/2026","dte":49,"call_delta":100.0,"put_delta":0,"net_delta":100.0,"call_oi":2,"put_oi":0,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":3041.0,"put_delta":-1121.0,"net_delta":1920.0,"call_oi":60,"put_oi":100,"total_oi":160,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":678.0,"put_delta":0,"net_delta":678.0,"call_oi":16,"put_oi":0,"total_oi":16,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":100,"total_oi":100,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":72,"put_oi":0,"total_oi":72,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"}],"underlying_price":34.099998474121094,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.03],"y":[77],"z":[[44.57]],"levels":[44.6,44.6,44.6,44.6,44.6,44.6,44.6,44.6,44.6,44.6,44.6],"min_iv":44.6,"max_iv":44.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":135.69},{"date":"2026-09-15","iv":115.95},{"date":"2026-09-16","iv":196.75},{"date":"2026-09-17","iv":58.01},{"date":"2026-09-18","iv":108.23},{"date":"2026-09-21","iv":110.11},{"date":"2026-09-22","iv":83.5},{"date":"2026-09-23","iv":84.6},{"date":"2026-09-24","iv":49.4},{"date":"2026-09-25","iv":70.2},{"date":"2026-09-28","iv":71.3},{"date":"2026-09-29","iv":59.9},{"date":"2026-09-30","iv":73.9},{"date":"2026-10-01","iv":70.7},{"date":"2026-10-02","iv":69.9}]}}