{"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":"CVLG","summary":{"name":"CVLG","price":33.76,"total_oi":1569,"call_oi":340,"put_oi":1229,"pc_ratio":3.615,"net_gex":-82764.09,"avg_iv":66.8,"iv_rank":15.6,"iv_52w_high":100.26,"iv_52w_low":60.6,"gamma_flip":null,"max_pain":35.0},"features":{"symbol":"CVLG","price":33.76,"total_oi":1569,"analysis_coverage":0.9444,"avg_iv_pct":66.8,"iv_rank":15.6,"iv_52w_high_pct":100.26,"iv_52w_low_pct":60.6,"front_dte":14,"front_atm_iv_pct":39.8269,"back_atm_iv_pct":59.0617,"term_premium_pp":-19.2348,"expected_move_front_pct":7.8,"straddle_front_pct":16.81,"straddle_30d_pct":16.81,"risk_reversal_front_pp":1.35,"risk_reversal_30d_pp":1.35,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":3.615,"put_call_oi_front_ratio":296.0,"put_call_volume_front_ratio":0.0,"option_volume":33,"volume_oi_ratio":0.021033,"net_delta_normalized":-0.205322,"dealer_delta_normalized":0.205322,"gex_per_100k_oi":-5274957.93499,"vanna_per_100k_oi":2804.333971,"charm_per_100k_oi":1324537.922243,"weekend_delta_shift_per_100k_oi":3973677.501593,"iv_surface_range_pp":27.6,"gamma_flip_distance_pct":null,"max_pain_distance_pct":3.672986,"peak_call_distance_pct":18.483412,"peak_put_distance_pct":-33.353081},"analyses":{"gamma_walls":[{"strike":17.5,"call_gex":0.0,"put_gex":-16.53,"net_gex":-16.53,"call_oi":0,"put_oi":2},{"strike":20.0,"call_gex":0.0,"put_gex":-512.24,"net_gex":-512.24,"call_oi":0,"put_oi":46},{"strike":22.5,"call_gex":192.59,"put_gex":-1189.47,"net_gex":-996.88,"call_oi":13,"put_oi":86},{"strike":25.0,"call_gex":859.15,"put_gex":-2563.77,"net_gex":-1704.61,"call_oi":40,"put_oi":147},{"strike":30.0,"call_gex":285.19,"put_gex":-23000.06,"net_gex":-22714.87,"call_oi":6,"put_oi":423},{"strike":35.0,"call_gex":2470.62,"put_gex":-68062.82,"net_gex":-65592.2,"call_oi":41,"put_oi":455},{"strike":40.0,"call_gex":11007.09,"put_gex":-2509.67,"net_gex":8497.42,"call_oi":212,"put_oi":58},{"strike":45.0,"call_gex":422.31,"put_gex":-378.24,"net_gex":44.07,"call_oi":13,"put_oi":12},{"strike":50.0,"call_gex":71.26,"put_gex":0.0,"net_gex":71.26,"call_oi":3,"put_oi":0},{"strike":55.0,"call_gex":42.1,"put_gex":0.0,"net_gex":42.1,"call_oi":2,"put_oi":0},{"strike":70.0,"call_gex":118.4,"put_gex":0.0,"net_gex":118.4,"call_oi":10,"put_oi":0}],"pain_by_strike":[{"strike":17.5,"call_value":0,"put_value":16532.5,"total_value":16532.5},{"strike":20.0,"call_value":0.0,"put_value":13465.0,"total_value":13465.0},{"strike":22.5,"call_value":0.0,"put_value":10512.5,"total_value":10512.5},{"strike":25.0,"call_value":32.5,"put_value":7775.0,"total_value":7807.5},{"strike":30.0,"call_value":297.5,"put_value":3035.0,"total_value":3332.5},{"strike":35.0,"call_value":592.5,"put_value":410.0,"total_value":1002.5},{"strike":40.0,"call_value":1092.5,"put_value":60.0,"total_value":1152.5},{"strike":45.0,"call_value":2652.5,"put_value":0.0,"total_value":2652.5},{"strike":50.0,"call_value":4277.5,"put_value":0.0,"total_value":4277.5},{"strike":55.0,"call_value":5917.5,"put_value":0.0,"total_value":5917.5},{"strike":70.0,"call_value":10867.5,"put_value":0,"total_value":10867.5}],"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":106.7,"strike":22.08},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":50.3,"strike":30.0},{"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":46.8,"strike":30.0},{"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":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":39.8,"strike":35.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":59.0,"strike":35.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":45.2,"strike":35.0},{"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":133.9,"strike":40.0},{"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":72.5,"strike":45.83}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":371},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":1,"total_oi":20},{"expiration":"12/18/2026","dte":77,"iv":0.2805,"contract_count":2,"total_oi":43},{"expiration":"03/19/2027","dte":168,"iv":0.4704,"contract_count":2,"total_oi":62}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.8,"expected_move_2std":15.61,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":21.64,"expected_move_2std":43.27,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":20.77,"expected_move_2std":41.55,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":33.16,"expected_move_2std":66.32,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":592,"total_oi":594,"pc_ratio":296.0,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":20,"total_oi":20,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":249,"put_oi":280,"total_oi":529,"pc_ratio":1.124,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"03/19/2027","dte":168,"call_oi":89,"put_oi":337,"total_oi":426,"pc_ratio":3.787,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":2},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-534.0,"dealer_delta":534.0,"call_oi":0,"put_oi":46},{"strike":22.5,"call_delta_oi":1189.0,"put_delta_oi":-955.0,"dealer_delta":-234.0,"call_oi":13,"put_oi":86},{"strike":25.0,"call_delta_oi":3482.0,"put_delta_oi":-2837.0,"dealer_delta":-645.0,"call_oi":40,"put_oi":147},{"strike":30.0,"call_delta_oi":450.0,"put_delta_oi":-6978.0,"dealer_delta":6528.0,"call_oi":6,"put_oi":423},{"strike":35.0,"call_delta_oi":2070.0,"put_delta_oi":-29083.0,"dealer_delta":27013.0,"call_oi":41,"put_oi":455},{"strike":40.0,"call_delta_oi":5217.0,"put_delta_oi":-3753.0,"dealer_delta":-1464.0,"call_oi":212,"put_oi":58},{"strike":45.0,"call_delta_oi":344.0,"put_delta_oi":-1025.0,"dealer_delta":681.0,"call_oi":13,"put_oi":12},{"strike":50.0,"call_delta_oi":89.0,"put_delta_oi":0,"dealer_delta":-89.0,"call_oi":3,"put_oi":0},{"strike":55.0,"call_delta_oi":41.0,"put_delta_oi":0,"dealer_delta":-41.0,"call_oi":2,"put_oi":0},{"strike":70.0,"call_delta_oi":86.0,"put_delta_oi":0,"dealer_delta":-86.0,"call_oi":10,"put_oi":0}],"net_dealer_delta":32215.0,"total_call_delta":12968.0,"total_put_delta":-45183.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":33.7599983215332,"strikes":[{"strike":25.0,"moneyness":0.7405,"type":"put","iv":0.786,"delta":-0.1929,"oi":137}]},{"expiration":"10/16/2026","underlying_price":33.7599983215332,"strikes":[{"strike":30.0,"moneyness":0.8886,"type":"put","iv":0.5035,"delta":-0.0958,"oi":222},{"strike":35.0,"moneyness":1.0367,"type":"put","iv":0.3743,"delta":-0.675,"oi":370}]},{"expiration":"12/18/2026","underlying_price":33.7599983215332,"strikes":[{"strike":30.0,"moneyness":0.8886,"type":"put","iv":0.4421,"delta":-0.2327,"oi":136},{"strike":40.0,"moneyness":1.1848,"type":"call","iv":0.4286,"delta":0.2345,"oi":195}]}],"greeks_heatmap":{"data":[{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0958,"call_gamma":0,"put_gamma":0.052996,"call_theta":0,"put_theta":-0.0206,"call_vega":0,"put_vega":0.0108,"call_oi":0,"put_oi":222},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.675,"call_gamma":0,"put_gamma":0.150906,"call_theta":0,"put_theta":-0.0302,"call_vega":0,"put_vega":0.0229,"call_oi":0,"put_oi":370},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2327,"call_gamma":0,"put_gamma":0.044874,"call_theta":0,"put_theta":-0.0127,"call_vega":0,"put_vega":0.0471,"call_oi":0,"put_oi":136},{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2345,"put_delta":0,"call_gamma":0.046485,"put_gamma":0,"call_theta":-0.0142,"put_theta":0,"call_vega":0.0473,"put_vega":0,"call_oi":195,"put_oi":0}],"strikes":[30.0,35.0,40.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":1.35,"put_25d_iv":44.21,"call_25d_iv":42.86,"put_25d_strike":30.0,"call_25d_strike":40.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":22.5,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":54},{"strike":25.0,"call_vanna":0,"put_vanna":16.0,"net_vanna":16.0,"call_oi":0,"put_oi":137},{"strike":30.0,"call_vanna":0,"put_vanna":23.0,"net_vanna":23.0,"call_oi":0,"put_oi":423},{"strike":35.0,"call_vanna":0,"put_vanna":-9.0,"net_vanna":-9.0,"call_oi":0,"put_oi":370},{"strike":40.0,"call_vanna":15.0,"put_vanna":-4.0,"net_vanna":11.0,"call_oi":195,"put_oi":55}],"net_vanna":44.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":30.0,"call_charm":0,"put_charm":1141.0,"net_charm":1141.0,"call_oi":0,"put_oi":222},{"strike":35.0,"call_charm":0,"put_charm":19642.0,"net_charm":19642.0,"call_oi":0,"put_oi":370}],"net_charm":20782.0,"weekend_delta_shift":62347.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":64.0,"put_delta":-27102.0,"net_delta":-27038.0,"call_oi":2,"put_oi":592,"total_oi":594,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-1028.0,"net_delta":-1028.0,"call_oi":0,"put_oi":20,"total_oi":20,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":7858.0,"put_delta":-6767.0,"net_delta":1091.0,"call_oi":249,"put_oi":280,"total_oi":529,"total_volume":2,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5046.0,"put_delta":-10286.0,"net_delta":-5240.0,"call_oi":89,"put_oi":337,"total_oi":426,"total_volume":30,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":35.0,"straddle_price":5.68,"straddle_pct":16.81,"implied_move":16.81,"avg_iv":45.2},{"expiration":"03/19/2027","dte":168,"strike":35.0,"straddle_price":8.95,"straddle_pct":26.51,"implied_move":26.51,"avg_iv":48.9}],"volume_profile":{"profile":[{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":46,"total_oi":46,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":15,"total_volume":15,"call_oi":13,"put_oi":86,"total_oi":99,"bias":"bearish"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":147,"total_oi":187,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":14,"total_volume":14,"call_oi":6,"put_oi":423,"total_oi":429,"bias":"bearish"},{"strike":35.0,"call_volume":1,"put_volume":1,"total_volume":2,"call_oi":41,"put_oi":455,"total_oi":496,"bias":"neutral"},{"strike":40.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":212,"put_oi":58,"total_oi":270,"bias":"bullish"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":12,"total_oi":25,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"}],"underlying_price":33.7599983215332,"peak_call_strike":40.0,"peak_put_strike":22.5,"total_call_volume":3,"total_put_volume":30,"volume_pc_ratio":10.0},"iv_contours":{"x":[0.74,0.89,1.04,1.19],"y":[14,49,77,168],"z":[[null,50.35,37.43,null],[null,null,59.05,null],[null,44.21,45.23,42.86],[64.99,39.9,48.88,46.02]],"levels":[37.4,40.2,42.9,45.7,48.5,51.2,54.0,56.7,59.5,62.2,65.0],"min_iv":37.4,"max_iv":65.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":92.0},{"date":"2026-09-15","iv":100.26},{"date":"2026-09-16","iv":82.62},{"date":"2026-09-17","iv":92.06},{"date":"2026-09-18","iv":75.11},{"date":"2026-09-21","iv":71.12},{"date":"2026-09-22","iv":61.8},{"date":"2026-09-23","iv":68.1},{"date":"2026-09-24","iv":87.3},{"date":"2026-09-25","iv":62.4},{"date":"2026-09-28","iv":69.9},{"date":"2026-09-29","iv":87.8},{"date":"2026-09-30","iv":72.3},{"date":"2026-10-01","iv":60.6},{"date":"2026-10-02","iv":66.8}]}}