{"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":"CNOB","summary":{"name":"CNOB","price":30.78,"total_oi":105,"call_oi":81,"put_oi":24,"pc_ratio":0.296,"net_gex":2190.89,"avg_iv":54.4,"iv_rank":6.3,"iv_52w_high":101.81,"iv_52w_low":51.2,"gamma_flip":25.97,"max_pain":25.0},"features":{"symbol":"CNOB","price":30.78,"total_oi":105,"analysis_coverage":0.6667,"avg_iv_pct":54.4,"iv_rank":6.3,"iv_52w_high_pct":101.81,"iv_52w_low_pct":51.2,"front_dte":77,"front_atm_iv_pct":44.5676,"back_atm_iv_pct":44.5676,"term_premium_pp":0.0,"expected_move_front_pct":20.47,"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":0.296,"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":0.241724,"dealer_delta_normalized":-0.200286,"gex_per_100k_oi":2086561.904762,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":23.9,"gamma_flip_distance_pct":-15.627031,"max_pain_distance_pct":-18.778428,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":0.0,"put_gex":-23.51,"net_gex":-23.51,"call_oi":0,"put_oi":4},{"strike":17.5,"call_gex":0.0,"put_gex":-8.04,"net_gex":-8.04,"call_oi":0,"put_oi":1},{"strike":22.5,"call_gex":0.0,"put_gex":-14.92,"net_gex":-14.92,"call_oi":0,"put_oi":1},{"strike":25.0,"call_gex":0.0,"put_gex":-20.68,"net_gex":-20.68,"call_oi":18,"put_oi":1},{"strike":30.0,"call_gex":1198.56,"put_gex":-850.91,"net_gex":347.64,"call_oi":16,"put_oi":17},{"strike":35.0,"call_gex":1877.44,"put_gex":0.0,"net_gex":1877.44,"call_oi":46,"put_oi":0},{"strike":40.0,"call_gex":32.96,"put_gex":0.0,"net_gex":32.96,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":275.0,"total_value":275.0},{"strike":17.5,"call_value":0.0,"put_value":225.0,"total_value":225.0},{"strike":22.5,"call_value":0.0,"put_value":130.0,"total_value":130.0},{"strike":25.0,"call_value":0.0,"put_value":85.0,"total_value":85.0},{"strike":30.0,"call_value":90.0,"put_value":0.0,"total_value":90.0},{"strike":35.0,"call_value":260.0,"put_value":0.0,"total_value":260.0},{"strike":40.0,"call_value":660.0,"put_value":0,"total_value":660.0}],"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":112.2,"strike":15.0},{"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":44.6,"strike":30.0},{"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":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":82.3,"strike":35.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":63.8,"strike":37.5}],"term_structure":[{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":2,"total_oi":29},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":2,"total_oi":4}],"expected_move":[{"expiration":"12/18/2026","dte":77,"expected_move_1std":20.47,"expected_move_2std":40.95,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":17.5,"expected_move_2std":35.01,"contract_count":2}],"pc_skew":[{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":71,"put_oi":18,"total_oi":89,"pc_ratio":0.254,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":9,"put_oi":6,"total_oi":15,"pc_ratio":0.667,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":4},{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-13.0,"dealer_delta":13.0,"call_oi":0,"put_oi":1},{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":1},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-23.0,"dealer_delta":23.0,"call_oi":0,"put_oi":1},{"strike":30.0,"call_delta_oi":990.0,"put_delta_oi":-665.0,"dealer_delta":-325.0,"call_oi":16,"put_oi":17},{"strike":35.0,"call_delta_oi":1831.0,"put_delta_oi":0,"dealer_delta":-1831.0,"call_oi":46,"put_oi":0},{"strike":40.0,"call_delta_oi":21.0,"put_delta_oi":0,"dealer_delta":-21.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-2103.0,"total_call_delta":2842.0,"total_put_delta":-739.0,"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":"11/20/2026","dte":49,"call_delta":40.0,"put_delta":0,"net_delta":40.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":2548.0,"put_delta":-573.0,"net_delta":1974.0,"call_oi":55,"put_oi":18,"total_oi":73,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":255.0,"put_delta":-166.0,"net_delta":89.0,"call_oi":7,"put_oi":6,"total_oi":13,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":1,"total_oi":19,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":17,"total_oi":33,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":0,"total_oi":46,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":30.780000686645508,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.97,1.14],"y":[77],"z":[[44.58,68.48]],"levels":[44.6,47.0,49.4,51.8,54.1,56.5,58.9,61.3,63.7,66.1,68.5],"min_iv":44.6,"max_iv":68.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":90.75},{"date":"2026-09-15","iv":70.95},{"date":"2026-09-16","iv":101.81},{"date":"2026-09-17","iv":54.69},{"date":"2026-09-18","iv":55.23},{"date":"2026-09-21","iv":62.17},{"date":"2026-09-22","iv":55.6},{"date":"2026-09-23","iv":59.8},{"date":"2026-09-24","iv":56.7},{"date":"2026-09-25","iv":65.7},{"date":"2026-09-28","iv":57.9},{"date":"2026-09-29","iv":51.2},{"date":"2026-09-30","iv":66.2},{"date":"2026-10-01","iv":60.3},{"date":"2026-10-02","iv":54.4}]}}