{"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":"CWCO","summary":{"name":"CWCO","price":30.15,"total_oi":321,"call_oi":249,"put_oi":72,"pc_ratio":0.289,"net_gex":7499.6,"avg_iv":61.3,"iv_rank":11.3,"iv_52w_high":111.66,"iv_52w_low":54.9,"gamma_flip":30.08,"max_pain":30.0},"features":{"symbol":"CWCO","price":30.15,"total_oi":321,"analysis_coverage":0.7778,"avg_iv_pct":61.3,"iv_rank":11.3,"iv_52w_high_pct":111.66,"iv_52w_low_pct":54.9,"front_dte":14,"front_atm_iv_pct":66.3272,"back_atm_iv_pct":46.9164,"term_premium_pp":19.4108,"expected_move_front_pct":12.99,"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":0.289,"put_call_oi_front_ratio":0.5,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.003115,"net_delta_normalized":0.112773,"dealer_delta_normalized":-0.112773,"gex_per_100k_oi":2336323.987539,"vanna_per_100k_oi":1557.632399,"charm_per_100k_oi":-29283.489097,"weekend_delta_shift_per_100k_oi":-87850.46729,"iv_surface_range_pp":33.2,"gamma_flip_distance_pct":-0.232172,"max_pain_distance_pct":-0.497512,"peak_call_distance_pct":-0.497512,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":17.5,"call_gex":0.0,"put_gex":-63.04,"net_gex":-63.04,"call_oi":0,"put_oi":7},{"strike":20.0,"call_gex":25.69,"put_gex":-89.95,"net_gex":-64.27,"call_oi":2,"put_oi":7},{"strike":22.5,"call_gex":0.0,"put_gex":-349.75,"net_gex":-349.75,"call_oi":0,"put_oi":18},{"strike":25.0,"call_gex":95.98,"put_gex":-935.13,"net_gex":-839.15,"call_oi":3,"put_oi":30},{"strike":30.0,"call_gex":1749.46,"put_gex":-520.46,"net_gex":1229.0,"call_oi":27,"put_oi":10},{"strike":35.0,"call_gex":5313.93,"put_gex":0.0,"net_gex":5313.93,"call_oi":100,"put_oi":0},{"strike":40.0,"call_gex":777.86,"put_gex":0.0,"net_gex":777.86,"call_oi":26,"put_oi":0},{"strike":45.0,"call_gex":902.36,"put_gex":0.0,"net_gex":902.36,"call_oi":42,"put_oi":0},{"strike":50.0,"call_gex":592.66,"put_gex":0.0,"net_gex":592.66,"call_oi":49,"put_oi":0}],"pain_by_strike":[{"strike":17.5,"call_value":0,"put_value":457.5,"total_value":457.5},{"strike":20.0,"call_value":0.0,"put_value":295.0,"total_value":295.0},{"strike":22.5,"call_value":5.0,"put_value":150.0,"total_value":155.0},{"strike":25.0,"call_value":10.0,"put_value":50.0,"total_value":60.0},{"strike":30.0,"call_value":35.0,"put_value":0.0,"total_value":35.0},{"strike":35.0,"call_value":195.0,"put_value":0.0,"total_value":195.0},{"strike":40.0,"call_value":855.0,"put_value":0.0,"total_value":855.0},{"strike":45.0,"call_value":1645.0,"put_value":0.0,"total_value":1645.0},{"strike":50.0,"call_value":2645.0,"put_value":0,"total_value":2645.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":120.0,"strike":25.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":78.0,"strike":23.12},{"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":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":66.4,"strike":30.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":46.9,"strike":30.0},{"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":70.3,"strike":42.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":2},{"expiration":"11/20/2026","dte":49,"iv":0.3217,"contract_count":2,"total_oi":17},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":2,"total_oi":18}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.99,"expected_move_2std":25.99,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":17.19,"expected_move_2std":34.39,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":23.36,"expected_move_2std":46.71,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":1,"total_oi":3,"pc_ratio":0.5,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":225,"put_oi":24,"total_oi":249,"pc_ratio":0.107,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":22,"put_oi":27,"total_oi":49,"pc_ratio":1.227,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":0,"put_oi":20,"total_oi":20,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-53.0,"dealer_delta":53.0,"call_oi":0,"put_oi":7},{"strike":20.0,"call_delta_oi":186.0,"put_delta_oi":-91.0,"dealer_delta":-95.0,"call_oi":2,"put_oi":7},{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-266.0,"dealer_delta":266.0,"call_oi":0,"put_oi":18},{"strike":25.0,"call_delta_oi":246.0,"put_delta_oi":-559.0,"dealer_delta":312.0,"call_oi":3,"put_oi":30},{"strike":30.0,"call_delta_oi":1529.0,"put_delta_oi":-422.0,"dealer_delta":-1107.0,"call_oi":27,"put_oi":10},{"strike":35.0,"call_delta_oi":1643.0,"put_delta_oi":0,"dealer_delta":-1643.0,"call_oi":100,"put_oi":0},{"strike":40.0,"call_delta_oi":471.0,"put_delta_oi":0,"dealer_delta":-471.0,"call_oi":26,"put_oi":0},{"strike":45.0,"call_delta_oi":647.0,"put_delta_oi":0,"dealer_delta":-647.0,"call_oi":42,"put_oi":0},{"strike":50.0,"call_delta_oi":288.0,"put_delta_oi":0,"dealer_delta":-288.0,"call_oi":49,"put_oi":0}],"net_dealer_delta":-3620.0,"total_call_delta":5010.0,"total_put_delta":-1390.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.146,"put_delta":0,"call_gamma":0.059135,"put_gamma":0,"call_theta":-0.0097,"put_theta":0,"call_vega":0.025,"put_vega":0,"call_oi":89,"put_oi":0}],"strikes":[35.0],"dtes":[49]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":35.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":89,"put_oi":0}],"net_vanna":5.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":35.0,"call_charm":-94.0,"put_charm":0,"net_charm":-94.0,"call_oi":89,"put_oi":0}],"net_charm":-94.0,"weekend_delta_shift":-282.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":109.0,"put_delta":-17.0,"net_delta":92.0,"call_oi":2,"put_oi":1,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":3893.0,"put_delta":-466.0,"net_delta":3427.0,"call_oi":225,"put_oi":24,"total_oi":249,"total_volume":1,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":1008.0,"put_delta":-656.0,"net_delta":352.0,"call_oi":22,"put_oi":27,"total_oi":49,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":0,"put_delta":-251.0,"net_delta":-251.0,"call_oi":0,"put_oi":20,"total_oi":20,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":7,"total_oi":9,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":18,"total_oi":18,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":30,"total_oi":33,"bias":"neutral"},{"strike":30.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":27,"put_oi":10,"total_oi":37,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":100,"put_oi":0,"total_oi":100,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":0,"total_oi":26,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":0,"total_oi":42,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":0,"total_oi":49,"bias":"neutral"}],"underlying_price":30.149999618530273,"peak_call_strike":30.0,"peak_put_strike":null,"total_call_volume":1,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.83,0.99,1.16],"y":[49,140],"z":[[68.57,48.75,35.41],[44.68,null,35.91]],"levels":[35.4,38.7,42.0,45.4,48.7,52.0,55.3,58.6,61.9,65.3,68.6],"min_iv":35.4,"max_iv":68.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":111.66},{"date":"2026-09-15","iv":72.35},{"date":"2026-09-16","iv":88.68},{"date":"2026-09-17","iv":64.68},{"date":"2026-09-18","iv":64.57},{"date":"2026-09-21","iv":62.56},{"date":"2026-09-22","iv":68.2},{"date":"2026-09-23","iv":56.3},{"date":"2026-09-24","iv":55.5},{"date":"2026-09-25","iv":56.1},{"date":"2026-09-28","iv":60.2},{"date":"2026-09-29","iv":57.1},{"date":"2026-09-30","iv":54.9},{"date":"2026-10-01","iv":56.6},{"date":"2026-10-02","iv":61.3}]}}