{"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":"CSTE","summary":{"name":"CSTE","price":2.87,"total_oi":516,"call_oi":438,"put_oi":78,"pc_ratio":0.178,"net_gex":611.74,"avg_iv":659.2,"iv_rank":93.6,"iv_52w_high":696.6,"iv_52w_low":116.27,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"CSTE","price":2.87,"total_oi":516,"analysis_coverage":0.7222,"avg_iv_pct":659.2,"iv_rank":93.6,"iv_52w_high_pct":696.6,"iv_52w_low_pct":116.27,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"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":0.178,"put_call_oi_front_ratio":0.301,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.828493,"dealer_delta_normalized":-0.703256,"gex_per_100k_oi":118554.263566,"vanna_per_100k_oi":-4069.767442,"charm_per_100k_oi":-2369573.643411,"weekend_delta_shift_per_100k_oi":-7108527.131783,"iv_surface_range_pp":47.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-12.891986,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":0,"put_oi":14},{"strike":2.0,"call_gex":0.52,"put_gex":0.0,"net_gex":0.52,"call_oi":1,"put_oi":0},{"strike":2.5,"call_gex":587.1,"put_gex":0.0,"net_gex":587.1,"call_oi":227,"put_oi":64},{"strike":5.0,"call_gex":19.15,"put_gex":0.0,"net_gex":19.15,"call_oi":166,"put_oi":0},{"strike":7.5,"call_gex":4.96,"put_gex":0.0,"net_gex":4.96,"call_oi":44,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":128.0,"total_value":128.0},{"strike":2.0,"call_value":0.0,"put_value":32.0,"total_value":32.0},{"strike":2.5,"call_value":0.5,"put_value":0.0,"total_value":0.5},{"strike":5.0,"call_value":570.5,"put_value":0.0,"total_value":570.5},{"strike":7.5,"call_value":1555.5,"put_value":0,"total_value":1555.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":111.8,"strike":2.25},{"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":88.9,"strike":2.5},{"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":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":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":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":249,"put_oi":75,"total_oi":324,"pc_ratio":0.301,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":93,"put_oi":3,"total_oi":96,"pc_ratio":0.032,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":96,"put_oi":0,"total_oi":96,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.0,"call_delta_oi":99.0,"put_delta_oi":0,"dealer_delta":-99.0,"call_oi":1,"put_oi":0},{"strike":2.5,"call_delta_oi":16649.0,"put_delta_oi":0,"dealer_delta":-16649.0,"call_oi":227,"put_oi":0},{"strike":5.0,"call_delta_oi":15456.0,"put_delta_oi":0,"dealer_delta":-15456.0,"call_oi":166,"put_oi":0},{"strike":7.5,"call_delta_oi":4085.0,"put_delta_oi":0,"dealer_delta":-4085.0,"call_oi":44,"put_oi":0}],"net_dealer_delta":-36288.0,"total_call_delta":36288.0,"total_put_delta":0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":2.869999885559082,"strikes":[{"strike":2.5,"moneyness":0.8711,"type":"call","iv":1.3594,"delta":0.7493,"oi":118}]}],"greeks_heatmap":{"data":[{"strike":2.5,"dte":14,"expiration":"10/16/2026","call_delta":0.7493,"put_delta":0,"call_gamma":0.432253,"put_gamma":0,"call_theta":-0.0092,"put_theta":0,"call_vega":0.0017,"put_vega":0,"call_oi":118,"put_oi":64}],"strikes":[2.5],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-14.0,"put_vanna":0,"net_vanna":-14.0,"call_oi":214,"put_oi":0},{"strike":5.0,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":166,"put_oi":0}],"net_vanna":-21.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-2122.0,"put_charm":0,"net_charm":-2122.0,"call_oi":118,"put_oi":0},{"strike":5.0,"call_charm":-10105.0,"put_charm":0,"net_charm":-10105.0,"call_oi":86,"put_oi":0}],"net_charm":-12227.0,"weekend_delta_shift":-36680.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":21032.0,"put_delta":0,"net_delta":21032.0,"call_oi":249,"put_oi":0,"total_oi":249,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":8372.0,"put_delta":0,"net_delta":8372.0,"call_oi":93,"put_oi":0,"total_oi":93,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":6884.0,"put_delta":0,"net_delta":6884.0,"call_oi":96,"put_oi":0,"total_oi":96,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":14,"total_oi":14,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":227,"put_oi":64,"total_oi":291,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":166,"put_oi":0,"total_oi":166,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":0,"total_oi":44,"bias":"neutral"}],"underlying_price":2.869999885559082,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.87],"y":[14,105],"z":[[135.94],[88.87]],"levels":[88.9,93.6,98.3,103.0,107.7,112.4,117.1,121.8,126.5,131.2,135.9],"min_iv":88.9,"max_iv":135.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":246.8},{"date":"2026-09-15","iv":221.4},{"date":"2026-09-16","iv":188.02},{"date":"2026-09-17","iv":188.88},{"date":"2026-09-18","iv":116.27},{"date":"2026-09-21","iv":152.36},{"date":"2026-09-22","iv":487.7},{"date":"2026-09-23","iv":457.4},{"date":"2026-09-24","iv":273.9},{"date":"2026-09-25","iv":303.6},{"date":"2026-09-28","iv":488.8},{"date":"2026-09-29","iv":290.2},{"date":"2026-09-30","iv":631.3},{"date":"2026-10-01","iv":696.6},{"date":"2026-10-02","iv":659.2}]}}