{"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":"COAL","summary":{"name":"COAL","price":24.2,"total_oi":1042,"call_oi":971,"put_oi":71,"pc_ratio":0.073,"net_gex":21116.41,"avg_iv":57.2,"iv_rank":22.4,"iv_52w_high":115.65,"iv_52w_low":40.3,"gamma_flip":25.35,"max_pain":25.0},"features":{"symbol":"COAL","price":24.2,"total_oi":1042,"analysis_coverage":0.8333,"avg_iv_pct":57.2,"iv_rank":22.4,"iv_52w_high_pct":115.65,"iv_52w_low_pct":40.3,"front_dte":14,"front_atm_iv_pct":31.2999,"back_atm_iv_pct":27.3474,"term_premium_pp":3.9525,"expected_move_front_pct":6.13,"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":0.198,"put_call_volume_front_ratio":0.0,"option_volume":2,"volume_oi_ratio":0.001919,"net_delta_normalized":0.129357,"dealer_delta_normalized":-0.129367,"gex_per_100k_oi":2026526.871401,"vanna_per_100k_oi":3934.740883,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":199.8,"gamma_flip_distance_pct":4.752066,"max_pain_distance_pct":3.305785,"peak_call_distance_pct":15.702479,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":16.0,"call_gex":29.99,"put_gex":0.0,"net_gex":29.99,"call_oi":3,"put_oi":0},{"strike":17.0,"call_gex":10.66,"put_gex":0.0,"net_gex":10.66,"call_oi":1,"put_oi":0},{"strike":20.0,"call_gex":117.73,"put_gex":0.0,"net_gex":117.73,"call_oi":5,"put_oi":0},{"strike":22.0,"call_gex":183.03,"put_gex":0.0,"net_gex":183.03,"call_oi":5,"put_oi":0},{"strike":23.0,"call_gex":137.71,"put_gex":-811.56,"net_gex":-673.85,"call_oi":3,"put_oi":20},{"strike":24.0,"call_gex":79.11,"put_gex":-2674.84,"net_gex":-2595.73,"call_oi":2,"put_oi":17},{"strike":25.0,"call_gex":2511.79,"put_gex":-979.81,"net_gex":1531.98,"call_oi":31,"put_oi":20},{"strike":26.0,"call_gex":4546.36,"put_gex":-548.92,"net_gex":3997.44,"call_oi":79,"put_oi":11},{"strike":27.0,"call_gex":1453.75,"put_gex":0.0,"net_gex":1453.75,"call_oi":31,"put_oi":0},{"strike":28.0,"call_gex":2752.91,"put_gex":-43.5,"net_gex":2709.42,"call_oi":62,"put_oi":1},{"strike":29.0,"call_gex":1052.45,"put_gex":-59.18,"net_gex":993.27,"call_oi":46,"put_oi":2},{"strike":30.0,"call_gex":2271.83,"put_gex":0.0,"net_gex":2271.83,"call_oi":84,"put_oi":0},{"strike":31.0,"call_gex":2915.31,"put_gex":0.0,"net_gex":2915.31,"call_oi":110,"put_oi":0},{"strike":32.0,"call_gex":71.74,"put_gex":0.0,"net_gex":71.74,"call_oi":3,"put_oi":0},{"strike":33.0,"call_gex":4736.3,"put_gex":0.0,"net_gex":4736.3,"call_oi":233,"put_oi":0},{"strike":34.0,"call_gex":50.54,"put_gex":0.0,"net_gex":50.54,"call_oi":3,"put_oi":0},{"strike":35.0,"call_gex":3313.02,"put_gex":0.0,"net_gex":3313.02,"call_oi":270,"put_oi":0}],"pain_by_strike":[{"strike":16.0,"call_value":0,"put_value":604.0,"total_value":604.0},{"strike":17.0,"call_value":3.0,"put_value":533.0,"total_value":536.0},{"strike":20.0,"call_value":15.0,"put_value":320.0,"total_value":335.0},{"strike":22.0,"call_value":33.0,"put_value":178.0,"total_value":211.0},{"strike":23.0,"call_value":47.0,"put_value":107.0,"total_value":154.0},{"strike":24.0,"call_value":64.0,"put_value":56.0,"total_value":120.0},{"strike":25.0,"call_value":83.0,"put_value":22.0,"total_value":105.0},{"strike":26.0,"call_value":133.0,"put_value":8.0,"total_value":141.0},{"strike":27.0,"call_value":262.0,"put_value":5.0,"total_value":267.0},{"strike":28.0,"call_value":422.0,"put_value":2.0,"total_value":424.0},{"strike":29.0,"call_value":644.0,"put_value":0.0,"total_value":644.0},{"strike":30.0,"call_value":912.0,"put_value":0.0,"total_value":912.0},{"strike":31.0,"call_value":1264.0,"put_value":0.0,"total_value":1264.0},{"strike":32.0,"call_value":1726.0,"put_value":0.0,"total_value":1726.0},{"strike":33.0,"call_value":2191.0,"put_value":0.0,"total_value":2191.0},{"strike":34.0,"call_value":2889.0,"put_value":0.0,"total_value":2889.0},{"strike":35.0,"call_value":3590.0,"put_value":0,"total_value":3590.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":93.7,"strike":18.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":53.4,"strike":18.0},{"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":39.0,"strike":22.0},{"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":42.5,"strike":23.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":30.9,"strike":24.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":39.7,"strike":24.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":66.1,"strike":25.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":28.2,"strike":25.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":40.4,"strike":25.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":44.4,"strike":27.0},{"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":26.5,"strike":27.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":134.6,"strike":29.4},{"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":56.2,"strike":30.9}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":5,"total_oi":27},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":27},{"expiration":"12/18/2026","dte":77,"iv":0.3909,"contract_count":8,"total_oi":69},{"expiration":"03/19/2027","dte":168,"iv":0.2518,"contract_count":5,"total_oi":65}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.13,"expected_move_2std":12.26,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.02,"expected_move_2std":20.03,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":18.5,"expected_move_2std":36.99,"contract_count":5},{"expiration":"03/19/2027","dte":168,"expected_move_1std":25.17,"expected_move_2std":50.33,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":101,"put_oi":20,"total_oi":121,"pc_ratio":0.198,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":27,"put_oi":0,"total_oi":27,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":529,"put_oi":16,"total_oi":545,"pc_ratio":0.03,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":314,"put_oi":35,"total_oi":349,"pc_ratio":0.111,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":16.0,"call_delta_oi":280.0,"put_delta_oi":0,"dealer_delta":-280.0,"call_oi":3,"put_oi":0},{"strike":17.0,"call_delta_oi":95.0,"put_delta_oi":0,"dealer_delta":-95.0,"call_oi":1,"put_oi":0},{"strike":20.0,"call_delta_oi":451.0,"put_delta_oi":0,"dealer_delta":-451.0,"call_oi":5,"put_oi":0},{"strike":22.0,"call_delta_oi":366.0,"put_delta_oi":0,"dealer_delta":-366.0,"call_oi":5,"put_oi":0},{"strike":23.0,"call_delta_oi":197.0,"put_delta_oi":-665.0,"dealer_delta":468.0,"call_oi":3,"put_oi":20},{"strike":24.0,"call_delta_oi":115.0,"put_delta_oi":-717.0,"dealer_delta":602.0,"call_oi":2,"put_oi":17},{"strike":25.0,"call_delta_oi":1367.0,"put_delta_oi":-991.0,"dealer_delta":-376.0,"call_oi":31,"put_oi":20},{"strike":26.0,"call_delta_oi":2976.0,"put_delta_oi":-679.0,"dealer_delta":-2297.0,"call_oi":79,"put_oi":11},{"strike":27.0,"call_delta_oi":965.0,"put_delta_oi":0,"dealer_delta":-965.0,"call_oi":31,"put_oi":0},{"strike":28.0,"call_delta_oi":1209.0,"put_delta_oi":-76.0,"dealer_delta":-1133.0,"call_oi":62,"put_oi":1},{"strike":29.0,"call_delta_oi":1885.0,"put_delta_oi":-178.0,"dealer_delta":-1706.0,"call_oi":46,"put_oi":2},{"strike":30.0,"call_delta_oi":1077.0,"put_delta_oi":0,"dealer_delta":-1077.0,"call_oi":84,"put_oi":0},{"strike":31.0,"call_delta_oi":1882.0,"put_delta_oi":0,"dealer_delta":-1882.0,"call_oi":110,"put_oi":0},{"strike":32.0,"call_delta_oi":43.0,"put_delta_oi":0,"dealer_delta":-43.0,"call_oi":3,"put_oi":0},{"strike":33.0,"call_delta_oi":2386.0,"put_delta_oi":0,"dealer_delta":-2386.0,"call_oi":233,"put_oi":0},{"strike":34.0,"call_delta_oi":110.0,"put_delta_oi":0,"dealer_delta":-110.0,"call_oi":3,"put_oi":0},{"strike":35.0,"call_delta_oi":1383.0,"put_delta_oi":0,"dealer_delta":-1383.0,"call_oi":270,"put_oi":0}],"net_dealer_delta":-13480.0,"total_call_delta":16786.0,"total_put_delta":-3306.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":24.200000762939453,"strikes":[{"strike":33.0,"moneyness":1.3636,"type":"call","iv":0.3114,"delta":0.1012,"oi":232}]},{"expiration":"12/18/2026","underlying_price":24.200000762939453,"strikes":[{"strike":31.0,"moneyness":1.281,"type":"call","iv":0.4646,"delta":0.1538,"oi":102},{"strike":35.0,"moneyness":1.4463,"type":"call","iv":0.4544,"delta":0.0512,"oi":270}]}],"greeks_heatmap":{"data":[{"strike":31.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1538,"put_delta":0,"call_gamma":0.046204,"put_gamma":0,"call_theta":-0.0084,"put_theta":0,"call_vega":0.0262,"put_vega":0,"call_oi":102,"put_oi":0}],"strikes":[31.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":31.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":102,"put_oi":0},{"strike":33.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":232,"put_oi":0},{"strike":35.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":270,"put_oi":0}],"net_vanna":41.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":3017.0,"put_delta":-1009.0,"net_delta":2008.0,"call_oi":101,"put_oi":20,"total_oi":121,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":776.0,"put_delta":0,"net_delta":776.0,"call_oi":27,"put_oi":0,"total_oi":27,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":7656.0,"put_delta":-935.0,"net_delta":6721.0,"call_oi":529,"put_oi":16,"total_oi":545,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5336.0,"put_delta":-1362.0,"net_delta":3974.0,"call_oi":314,"put_oi":35,"total_oi":349,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":20,"total_oi":23,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":17,"total_oi":19,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":20,"total_oi":51,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":79,"put_oi":11,"total_oi":90,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":0,"total_oi":31,"bias":"neutral"},{"strike":28.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":62,"put_oi":1,"total_oi":63,"bias":"bullish"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":2,"total_oi":48,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":84,"put_oi":0,"total_oi":84,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":110,"put_oi":0,"total_oi":110,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":233,"put_oi":0,"total_oi":233,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":270,"put_oi":0,"total_oi":270,"bias":"neutral"}],"underlying_price":24.200000762939453,"peak_call_strike":28.0,"peak_put_strike":null,"total_call_volume":2,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.95,0.99,1.03,1.07,1.12,1.16,1.2,1.24,1.28],"y":[14,49,77,168],"z":[[null,30.9,null,null,null,81.61,226.31,56.75,null],[null,null,null,29.07,null,null,null,null,null],[null,null,26.77,38.52,26.53,28.39,null,42.2,46.46],[32.03,null,40.25,31.17,51.06,27.82,null,26.91,null]],"levels":[26.5,46.5,66.5,86.5,106.4,126.4,146.4,166.4,186.4,206.3,226.3],"min_iv":26.5,"max_iv":226.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":115.65},{"date":"2026-09-15","iv":99.31},{"date":"2026-09-16","iv":115.14},{"date":"2026-09-17","iv":75.33},{"date":"2026-09-18","iv":84.93},{"date":"2026-09-21","iv":47.84},{"date":"2026-09-22","iv":40.3},{"date":"2026-09-23","iv":49.8},{"date":"2026-09-24","iv":54.8},{"date":"2026-09-25","iv":49.3},{"date":"2026-09-28","iv":51.9},{"date":"2026-09-29","iv":97.4},{"date":"2026-09-30","iv":55.8},{"date":"2026-10-01","iv":68.2},{"date":"2026-10-02","iv":57.2}]}}