{"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":"COLM","summary":{"name":"COLM","price":57.27,"total_oi":1263,"call_oi":931,"put_oi":332,"pc_ratio":0.357,"net_gex":61144.63,"avg_iv":67.8,"iv_rank":70.4,"iv_52w_high":75.38,"iv_52w_low":49.8,"gamma_flip":59.09,"max_pain":55.0},"features":{"symbol":"COLM","price":57.27,"total_oi":1263,"analysis_coverage":0.9444,"avg_iv_pct":67.8,"iv_rank":70.4,"iv_52w_high_pct":75.38,"iv_52w_low_pct":49.8,"front_dte":14,"front_atm_iv_pct":35.0783,"back_atm_iv_pct":40.0113,"term_premium_pp":-4.933,"expected_move_front_pct":6.87,"straddle_front_pct":15.76,"straddle_30d_pct":15.76,"risk_reversal_front_pp":5.21,"risk_reversal_30d_pp":5.21,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.357,"put_call_oi_front_ratio":0.372,"put_call_volume_front_ratio":0.0,"option_volume":7,"volume_oi_ratio":0.005542,"net_delta_normalized":0.230697,"dealer_delta_normalized":-0.230689,"gex_per_100k_oi":4841221.694378,"vanna_per_100k_oi":1108.471892,"charm_per_100k_oi":-6414410.1346,"weekend_delta_shift_per_100k_oi":-19243230.4038,"iv_surface_range_pp":87.6,"gamma_flip_distance_pct":3.177929,"max_pain_distance_pct":-3.963681,"peak_call_distance_pct":13.497468,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":20.39,"put_gex":-288.2,"net_gex":-267.81,"call_oi":3,"put_oi":21},{"strike":35.0,"call_gex":54.07,"put_gex":-1532.28,"net_gex":-1478.21,"call_oi":3,"put_oi":85},{"strike":40.0,"call_gex":279.82,"put_gex":-361.18,"net_gex":-81.36,"call_oi":10,"put_oi":13},{"strike":45.0,"call_gex":1082.72,"put_gex":-233.55,"net_gex":849.18,"call_oi":23,"put_oi":5},{"strike":50.0,"call_gex":252.05,"put_gex":-4270.1,"net_gex":-4018.05,"call_oi":3,"put_oi":48},{"strike":55.0,"call_gex":14379.8,"put_gex":-35197.29,"net_gex":-20817.5,"call_oi":122,"put_oi":140},{"strike":60.0,"call_gex":34427.39,"put_gex":-2902.19,"net_gex":31525.2,"call_oi":142,"put_oi":17},{"strike":65.0,"call_gex":52773.48,"put_gex":-172.68,"net_gex":52600.8,"call_oi":572,"put_oi":2},{"strike":70.0,"call_gex":1149.32,"put_gex":0.0,"net_gex":1149.32,"call_oi":15,"put_oi":0},{"strike":75.0,"call_gex":1060.48,"put_gex":-59.52,"net_gex":1000.96,"call_oi":19,"put_oi":1},{"strike":80.0,"call_gex":332.96,"put_gex":0.0,"net_gex":332.96,"call_oi":7,"put_oi":0},{"strike":85.0,"call_gex":72.32,"put_gex":0.0,"net_gex":72.32,"call_oi":2,"put_oi":0},{"strike":90.0,"call_gex":84.46,"put_gex":0.0,"net_gex":84.46,"call_oi":3,"put_oi":0},{"strike":95.0,"call_gex":192.37,"put_gex":0.0,"net_gex":192.37,"call_oi":7,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":5715.0,"total_value":5715.0},{"strike":35.0,"call_value":15.0,"put_value":4160.0,"total_value":4175.0},{"strike":40.0,"call_value":45.0,"put_value":3030.0,"total_value":3075.0},{"strike":45.0,"call_value":125.0,"put_value":1965.0,"total_value":2090.0},{"strike":50.0,"call_value":320.0,"put_value":925.0,"total_value":1245.0},{"strike":55.0,"call_value":530.0,"put_value":125.0,"total_value":655.0},{"strike":60.0,"call_value":1350.0,"put_value":25.0,"total_value":1375.0},{"strike":65.0,"call_value":2880.0,"put_value":10.0,"total_value":2890.0},{"strike":70.0,"call_value":7270.0,"put_value":5.0,"total_value":7275.0},{"strike":75.0,"call_value":11735.0,"put_value":0.0,"total_value":11735.0},{"strike":80.0,"call_value":16295.0,"put_value":0.0,"total_value":16295.0},{"strike":85.0,"call_value":20890.0,"put_value":0.0,"total_value":20890.0},{"strike":90.0,"call_value":25495.0,"put_value":0.0,"total_value":25495.0},{"strike":95.0,"call_value":30115.0,"put_value":0,"total_value":30115.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":110.8,"strike":43.57},{"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":63.1,"strike":40.0},{"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":37.8,"strike":55.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":40.8,"strike":55.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":37.7,"strike":55.0},{"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":32.4,"strike":60.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":39.2,"strike":60.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":35.8,"strike":60.0},{"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":119.9,"strike":78.12},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":42.5,"strike":70.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":38.7,"strike":71.25}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":242},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":11},{"expiration":"01/15/2027","dte":105,"iv":0.3446,"contract_count":4,"total_oi":168}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.87,"expected_move_2std":13.74,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":14.66,"expected_move_2std":29.32,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":19.72,"expected_move_2std":39.45,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":704,"put_oi":262,"total_oi":966,"pc_ratio":0.372,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":9,"put_oi":3,"total_oi":12,"pc_ratio":0.333,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":214,"put_oi":58,"total_oi":272,"pc_ratio":0.271,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":4,"put_oi":9,"total_oi":13,"pc_ratio":2.25,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":295.0,"put_delta_oi":-182.0,"dealer_delta":-113.0,"call_oi":3,"put_oi":21},{"strike":35.0,"call_delta_oi":283.0,"put_delta_oi":-478.0,"dealer_delta":194.0,"call_oi":3,"put_oi":85},{"strike":40.0,"call_delta_oi":932.0,"put_delta_oi":-88.0,"dealer_delta":-843.0,"call_oi":10,"put_oi":13},{"strike":45.0,"call_delta_oi":2092.0,"put_delta_oi":-53.0,"dealer_delta":-2039.0,"call_oi":23,"put_oi":5},{"strike":50.0,"call_delta_oi":262.0,"put_delta_oi":-620.0,"dealer_delta":358.0,"call_oi":3,"put_oi":48},{"strike":55.0,"call_delta_oi":7905.0,"put_delta_oi":-3824.0,"dealer_delta":-4081.0,"call_oi":122,"put_oi":140},{"strike":60.0,"call_delta_oi":4311.0,"put_delta_oi":-1022.0,"dealer_delta":-3289.0,"call_oi":142,"put_oi":17},{"strike":65.0,"call_delta_oi":18860.0,"put_delta_oi":-154.0,"dealer_delta":-18706.0,"call_oi":572,"put_oi":2},{"strike":70.0,"call_delta_oi":254.0,"put_delta_oi":0,"dealer_delta":-254.0,"call_oi":15,"put_oi":0},{"strike":75.0,"call_delta_oi":241.0,"put_delta_oi":-85.0,"dealer_delta":-156.0,"call_oi":19,"put_oi":1},{"strike":80.0,"call_delta_oi":104.0,"put_delta_oi":0,"dealer_delta":-104.0,"call_oi":7,"put_oi":0},{"strike":85.0,"call_delta_oi":20.0,"put_delta_oi":0,"dealer_delta":-20.0,"call_oi":2,"put_oi":0},{"strike":90.0,"call_delta_oi":22.0,"put_delta_oi":0,"dealer_delta":-22.0,"call_oi":3,"put_oi":0},{"strike":95.0,"call_delta_oi":61.0,"put_delta_oi":0,"dealer_delta":-61.0,"call_oi":7,"put_oi":0}],"net_dealer_delta":-29136.0,"total_call_delta":35642.0,"total_put_delta":-6505.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":57.27000045776367,"strikes":[{"strike":55.0,"moneyness":0.9604,"type":"call","iv":0.3823,"delta":0.6404,"oi":112}]},{"expiration":"10/16/2026","underlying_price":57.27000045776367,"strikes":[{"strike":55.0,"moneyness":0.9604,"type":"put","iv":0.3744,"delta":-0.2646,"oi":127},{"strike":65.0,"moneyness":1.135,"type":"call","iv":1.1985,"delta":0.33,"oi":532}]}],"greeks_heatmap":{"data":[{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2646,"call_gamma":0,"put_gamma":0.080882,"call_theta":0,"put_theta":-0.0491,"call_vega":0,"put_vega":0.0354,"call_oi":0,"put_oi":127},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2388,"put_delta":0,"call_gamma":0.088981,"put_gamma":0,"call_theta":-0.0431,"put_theta":0,"call_vega":0.0335,"put_vega":0,"call_oi":100,"put_oi":0},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.33,"put_delta":0,"call_gamma":0.027957,"put_gamma":0,"call_theta":-0.1823,"put_theta":0,"call_vega":0.0391,"put_vega":0,"call_oi":532,"put_oi":0}],"strikes":[55.0,60.0,65.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":5.21,"put_25d_iv":37.44,"call_25d_iv":32.24,"put_25d_strike":55.0,"call_25d_strike":60.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":35.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":78},{"strike":55.0,"call_vanna":-6.0,"put_vanna":4.0,"net_vanna":-3.0,"call_oi":112,"put_oi":127},{"strike":60.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":100,"put_oi":0},{"strike":65.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":532,"put_oi":0}],"net_vanna":14.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":35.0,"call_charm":0,"put_charm":811.0,"net_charm":811.0,"call_oi":0,"put_oi":78},{"strike":55.0,"call_charm":0,"put_charm":4303.0,"net_charm":4303.0,"call_oi":0,"put_oi":127},{"strike":60.0,"call_charm":-2683.0,"put_charm":0,"net_charm":-2683.0,"call_oi":100,"put_oi":0},{"strike":65.0,"call_charm":-83445.0,"put_charm":0,"net_charm":-83445.0,"call_oi":532,"put_oi":0}],"net_charm":-81014.0,"weekend_delta_shift":-243042.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":23631.0,"put_delta":-4743.0,"net_delta":18889.0,"call_oi":704,"put_oi":262,"total_oi":966,"total_volume":7,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":343.0,"put_delta":-105.0,"net_delta":238.0,"call_oi":9,"put_oi":3,"total_oi":12,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":11598.0,"put_delta":-1524.0,"net_delta":10075.0,"call_oi":214,"put_oi":58,"total_oi":272,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":69.0,"put_delta":-134.0,"net_delta":-65.0,"call_oi":4,"put_oi":9,"total_oi":13,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"01/15/2027","dte":105,"strike":60.0,"straddle_price":9.02,"straddle_pct":15.76,"implied_move":15.76,"avg_iv":35.8}],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":21,"total_oi":24,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":85,"total_oi":88,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":13,"total_oi":23,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":5,"total_oi":28,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":48,"total_oi":51,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":122,"put_oi":140,"total_oi":262,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":142,"put_oi":17,"total_oi":159,"bias":"neutral"},{"strike":65.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":572,"put_oi":2,"total_oi":574,"bias":"bullish"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":1,"total_oi":20,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"}],"underlying_price":57.27000045776367,"peak_call_strike":65.0,"peak_put_strike":null,"total_call_volume":7,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.79,0.87,0.96,1.05,1.14],"y":[14,105],"z":[[100.83,62.23,37.44,32.24,119.85],[null,null,38.23,35.84,38.76]],"levels":[32.2,41.0,49.8,58.5,67.3,76.0,84.8,93.6,102.3,111.1,119.8],"min_iv":32.2,"max_iv":119.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":66.99},{"date":"2026-09-15","iv":70.69},{"date":"2026-09-16","iv":75.38},{"date":"2026-09-17","iv":64.45},{"date":"2026-09-18","iv":53.32},{"date":"2026-09-21","iv":54.28},{"date":"2026-09-22","iv":57.4},{"date":"2026-09-23","iv":58.3},{"date":"2026-09-24","iv":63.1},{"date":"2026-09-25","iv":49.8},{"date":"2026-09-28","iv":55.9},{"date":"2026-09-29","iv":57.0},{"date":"2026-09-30","iv":60.4},{"date":"2026-10-01","iv":56.4},{"date":"2026-10-02","iv":67.8}]}}