{"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":"COZX","summary":{"name":"COZX","price":7.28,"total_oi":1121,"call_oi":1089,"put_oi":32,"pc_ratio":0.029,"net_gex":8049.57,"avg_iv":181.3,"iv_rank":43.7,"iv_52w_high":210.49,"iv_52w_low":158.6,"gamma_flip":4.1,"max_pain":6.0},"features":{"symbol":"COZX","price":7.28,"total_oi":1121,"analysis_coverage":0.8333,"avg_iv_pct":181.3,"iv_rank":43.7,"iv_52w_high_pct":210.49,"iv_52w_low_pct":158.6,"front_dte":14,"front_atm_iv_pct":156.4484,"back_atm_iv_pct":137.7196,"term_premium_pp":18.7288,"expected_move_front_pct":30.64,"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":0.029,"put_call_oi_front_ratio":0.013,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.000892,"net_delta_normalized":0.31636,"dealer_delta_normalized":-0.316351,"gex_per_100k_oi":718070.472792,"vanna_per_100k_oi":2230.15165,"charm_per_100k_oi":-2800000.0,"weekend_delta_shift_per_100k_oi":-8399910.793934,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":-43.681319,"max_pain_distance_pct":-17.582418,"peak_call_distance_pct":null,"peak_put_distance_pct":-3.846154},"analyses":{"gamma_walls":[{"strike":3.0,"call_gex":0.0,"put_gex":-1.15,"net_gex":-1.15,"call_oi":0,"put_oi":1},{"strike":4.0,"call_gex":0.0,"put_gex":-4.1,"net_gex":-4.1,"call_oi":0,"put_oi":2},{"strike":5.0,"call_gex":53.21,"put_gex":-3.15,"net_gex":50.06,"call_oi":25,"put_oi":1},{"strike":6.0,"call_gex":0.0,"put_gex":-19.31,"net_gex":-19.31,"call_oi":0,"put_oi":3},{"strike":7.0,"call_gex":0.0,"put_gex":-54.52,"net_gex":-54.52,"call_oi":0,"put_oi":12},{"strike":8.0,"call_gex":0.0,"put_gex":-23.71,"net_gex":-23.71,"call_oi":0,"put_oi":2},{"strike":9.0,"call_gex":8130.14,"put_gex":-8.88,"net_gex":8121.26,"call_oi":1056,"put_oi":1},{"strike":10.0,"call_gex":0.0,"put_gex":-33.37,"net_gex":-33.37,"call_oi":0,"put_oi":7},{"strike":11.0,"call_gex":2.96,"put_gex":0.0,"net_gex":2.96,"call_oi":1,"put_oi":0},{"strike":16.0,"call_gex":3.11,"put_gex":0.0,"net_gex":3.11,"call_oi":1,"put_oi":0},{"strike":19.0,"call_gex":2.67,"put_gex":0.0,"net_gex":2.67,"call_oi":1,"put_oi":0},{"strike":22.0,"call_gex":2.43,"put_gex":0.0,"net_gex":2.43,"call_oi":1,"put_oi":0},{"strike":24.0,"call_gex":0.0,"put_gex":-5.5,"net_gex":-5.5,"call_oi":0,"put_oi":3},{"strike":25.0,"call_gex":8.72,"put_gex":0.0,"net_gex":8.72,"call_oi":4,"put_oi":0}],"pain_by_strike":[{"strike":3.0,"call_value":0,"put_value":189.0,"total_value":189.0},{"strike":4.0,"call_value":0.0,"put_value":158.0,"total_value":158.0},{"strike":5.0,"call_value":0.0,"put_value":129.0,"total_value":129.0},{"strike":6.0,"call_value":25.0,"put_value":101.0,"total_value":126.0},{"strike":7.0,"call_value":50.0,"put_value":76.0,"total_value":126.0},{"strike":8.0,"call_value":75.0,"put_value":63.0,"total_value":138.0},{"strike":9.0,"call_value":100.0,"put_value":52.0,"total_value":152.0},{"strike":10.0,"call_value":1181.0,"put_value":42.0,"total_value":1223.0},{"strike":11.0,"call_value":2262.0,"put_value":39.0,"total_value":2301.0},{"strike":16.0,"call_value":7672.0,"put_value":24.0,"total_value":7696.0},{"strike":19.0,"call_value":10921.0,"put_value":15.0,"total_value":10936.0},{"strike":22.0,"call_value":14173.0,"put_value":6.0,"total_value":14179.0},{"strike":24.0,"call_value":16343.0,"put_value":0.0,"total_value":16343.0},{"strike":25.0,"call_value":17428.0,"put_value":0,"total_value":17428.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":332.2,"strike":4.33},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":163.9,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"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":156.5,"strike":7.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":137.7,"strike":7.0},{"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":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":125.0,"strike":8.0},{"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":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":151.9,"strike":9.33},{"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":170.9,"strike":18.8}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.5582,"contract_count":2,"total_oi":5},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":1,"total_oi":1},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":1,"total_oi":8}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":30.64,"expected_move_2std":61.28,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":50.46,"expected_move_2std":100.91,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":97.08,"expected_move_2std":194.15,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1056,"put_oi":14,"total_oi":1070,"pc_ratio":0.013,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":2,"total_oi":2,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":5,"put_oi":8,"total_oi":13,"pc_ratio":1.6,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":28,"put_oi":8,"total_oi":36,"pc_ratio":0.286,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":3.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":1},{"strike":4.0,"call_delta_oi":0,"put_delta_oi":-21.0,"dealer_delta":21.0,"call_oi":0,"put_oi":2},{"strike":5.0,"call_delta_oi":2033.0,"put_delta_oi":-17.0,"dealer_delta":-2015.0,"call_oi":25,"put_oi":1},{"strike":6.0,"call_delta_oi":0,"put_delta_oi":-69.0,"dealer_delta":69.0,"call_oi":0,"put_oi":3},{"strike":7.0,"call_delta_oi":0,"put_delta_oi":-387.0,"dealer_delta":387.0,"call_oi":0,"put_oi":12},{"strike":8.0,"call_delta_oi":0,"put_delta_oi":-122.0,"dealer_delta":122.0,"call_oi":0,"put_oi":2},{"strike":9.0,"call_delta_oi":34625.0,"put_delta_oi":-75.0,"dealer_delta":-34549.0,"call_oi":1056,"put_oi":1},{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-443.0,"dealer_delta":443.0,"call_oi":0,"put_oi":7},{"strike":11.0,"call_delta_oi":53.0,"put_delta_oi":0,"dealer_delta":-53.0,"call_oi":1,"put_oi":0},{"strike":16.0,"call_delta_oi":25.0,"put_delta_oi":0,"dealer_delta":-25.0,"call_oi":1,"put_oi":0},{"strike":19.0,"call_delta_oi":23.0,"put_delta_oi":0,"dealer_delta":-23.0,"call_oi":1,"put_oi":0},{"strike":22.0,"call_delta_oi":30.0,"put_delta_oi":0,"dealer_delta":-30.0,"call_oi":1,"put_oi":0},{"strike":24.0,"call_delta_oi":0,"put_delta_oi":-268.0,"dealer_delta":268.0,"call_oi":0,"put_oi":3},{"strike":25.0,"call_delta_oi":84.0,"put_delta_oi":0,"dealer_delta":-84.0,"call_oi":4,"put_oi":0}],"net_dealer_delta":-35463.0,"total_call_delta":36873.0,"total_put_delta":-1410.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":7.28000020980835,"strikes":[{"strike":9.0,"moneyness":1.2363,"type":"call","iv":1.8098,"delta":0.3279,"oi":1056}]}],"greeks_heatmap":{"data":[{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3279,"put_delta":0,"call_gamma":0.145269,"put_gamma":0,"call_theta":-0.0348,"put_theta":0,"call_vega":0.005,"put_vega":0,"call_oi":1056,"put_oi":0}],"strikes":[9.0],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":9.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":1056,"put_oi":0}],"net_vanna":25.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":9.0,"call_charm":-31388.0,"put_charm":0,"net_charm":-31388.0,"call_oi":1056,"put_oi":0}],"net_charm":-31388.0,"weekend_delta_shift":-94163.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":34625.0,"put_delta":-583.0,"net_delta":34042.0,"call_oi":1056,"put_oi":14,"total_oi":1070,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-54.0,"net_delta":-54.0,"call_oi":0,"put_oi":2,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":104.0,"put_delta":-538.0,"net_delta":-434.0,"call_oi":5,"put_oi":8,"total_oi":13,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":2144.0,"put_delta":-234.0,"net_delta":1910.0,"call_oi":28,"put_oi":8,"total_oi":36,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":1,"total_oi":26,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"bearish"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1056,"put_oi":1,"total_oi":1057,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"}],"underlying_price":7.28000020980835,"peak_call_strike":null,"peak_put_strike":7.0,"total_call_volume":0,"total_put_volume":1,"volume_pc_ratio":0},"iv_contours":{"x":[1.24],"y":[14],"z":[[180.98]],"levels":[181.0,181.0,181.0,181.0,181.0,181.0,181.0,181.0,181.0,181.0,181.0],"min_iv":181.0,"max_iv":181.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":198.92},{"date":"2026-09-15","iv":166.68},{"date":"2026-09-16","iv":210.49},{"date":"2026-09-17","iv":162.61},{"date":"2026-09-18","iv":182.42},{"date":"2026-09-21","iv":166.46},{"date":"2026-09-22","iv":159.1},{"date":"2026-09-23","iv":158.6},{"date":"2026-09-24","iv":161.7},{"date":"2026-09-25","iv":163.0},{"date":"2026-09-28","iv":166.6},{"date":"2026-09-29","iv":198.8},{"date":"2026-09-30","iv":184.7},{"date":"2026-10-01","iv":180.7},{"date":"2026-10-02","iv":181.3}]}}