{"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":"CHT","summary":{"name":"CHT","price":46.16,"total_oi":73,"call_oi":53,"put_oi":20,"pc_ratio":0.377,"net_gex":3095.41,"avg_iv":57.7,"iv_rank":45.9,"iv_52w_high":86.61,"iv_52w_low":33.18,"gamma_flip":45.85,"max_pain":45.0},"features":{"symbol":"CHT","price":46.16,"total_oi":73,"analysis_coverage":0.6667,"avg_iv_pct":57.7,"iv_rank":45.9,"iv_52w_high_pct":86.61,"iv_52w_low_pct":33.18,"front_dte":77,"front_atm_iv_pct":21.0319,"back_atm_iv_pct":21.0319,"term_premium_pp":0.0,"expected_move_front_pct":9.66,"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":0.377,"put_call_oi_front_ratio":3.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.136714,"dealer_delta_normalized":-0.131096,"gex_per_100k_oi":4240287.671233,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":-0.671577,"max_pain_distance_pct":-2.512998,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":0.0,"put_gex":-37.0,"net_gex":-37.0,"call_oi":0,"put_oi":3},{"strike":35.0,"call_gex":0.0,"put_gex":-295.17,"net_gex":-295.17,"call_oi":0,"put_oi":10},{"strike":40.0,"call_gex":0.0,"put_gex":-97.37,"net_gex":-97.37,"call_oi":3,"put_oi":2},{"strike":45.0,"call_gex":1192.23,"put_gex":-918.39,"net_gex":273.84,"call_oi":8,"put_oi":5},{"strike":50.0,"call_gex":914.49,"put_gex":0.0,"net_gex":914.49,"call_oi":10,"put_oi":0},{"strike":55.0,"call_gex":2243.62,"put_gex":0.0,"net_gex":2243.62,"call_oi":30,"put_oi":0},{"strike":60.0,"call_gex":92.99,"put_gex":0.0,"net_gex":92.99,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":230.0,"total_value":230.0},{"strike":35.0,"call_value":0.0,"put_value":60.0,"total_value":60.0},{"strike":40.0,"call_value":0.0,"put_value":25.0,"total_value":25.0},{"strike":45.0,"call_value":15.0,"put_value":0.0,"total_value":15.0},{"strike":50.0,"call_value":70.0,"put_value":0.0,"total_value":70.0},{"strike":55.0,"call_value":175.0,"put_value":0.0,"total_value":175.0},{"strike":60.0,"call_value":430.0,"put_value":0,"total_value":430.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":374.4,"strike":25.0},{"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":78.5,"strike":37.5},{"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":21.0,"strike":45.0},{"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":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":45.1,"strike":50.0},{"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":"12/18/2026","dte":77,"iv":1.0,"contract_count":3,"total_oi":9},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":3,"total_oi":14}],"expected_move":[{"expiration":"12/18/2026","dte":77,"expected_move_1std":9.66,"expected_move_2std":19.33,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":15.19,"expected_move_2std":30.38,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1,"put_oi":3,"total_oi":4,"pc_ratio":3.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":7,"put_oi":15,"total_oi":22,"pc_ratio":2.143,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":45,"put_oi":2,"total_oi":47,"pc_ratio":0.044,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-33.0,"dealer_delta":33.0,"call_oi":0,"put_oi":3},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-187.0,"dealer_delta":187.0,"call_oi":0,"put_oi":10},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-50.0,"dealer_delta":50.0,"call_oi":0,"put_oi":2},{"strike":45.0,"call_delta_oi":525.0,"put_delta_oi":-165.0,"dealer_delta":-361.0,"call_oi":8,"put_oi":5},{"strike":50.0,"call_delta_oi":415.0,"put_delta_oi":0,"dealer_delta":-415.0,"call_oi":10,"put_oi":0},{"strike":55.0,"call_delta_oi":392.0,"put_delta_oi":0,"dealer_delta":-392.0,"call_oi":30,"put_oi":0},{"strike":60.0,"call_delta_oi":59.0,"put_delta_oi":0,"dealer_delta":-59.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-957.0,"total_call_delta":1392.0,"total_put_delta":-435.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":0,"put_delta":-33.0,"net_delta":-33.0,"call_oi":0,"put_oi":3,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":297.0,"put_delta":-340.0,"net_delta":-43.0,"call_oi":5,"put_oi":15,"total_oi":20,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":1095.0,"put_delta":-62.0,"net_delta":1033.0,"call_oi":45,"put_oi":2,"total_oi":47,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":2,"total_oi":5,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":5,"total_oi":13,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":46.15999984741211,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.19],"y":[168],"z":[[19.38]],"levels":[19.4,19.4,19.4,19.4,19.4,19.4,19.4,19.4,19.4,19.4,19.4],"min_iv":19.4,"max_iv":19.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":86.61},{"date":"2026-09-15","iv":71.16},{"date":"2026-09-16","iv":79.22},{"date":"2026-09-17","iv":33.18},{"date":"2026-09-18","iv":36.11},{"date":"2026-09-21","iv":36.41},{"date":"2026-09-22","iv":52.6},{"date":"2026-09-23","iv":50.8},{"date":"2026-09-24","iv":55.5},{"date":"2026-09-25","iv":53.7},{"date":"2026-09-28","iv":59.5},{"date":"2026-09-29","iv":53.8},{"date":"2026-09-30","iv":54.6},{"date":"2026-10-01","iv":56.1},{"date":"2026-10-02","iv":57.7}]}}