{"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":"NECB","summary":{"name":"NECB","price":26.65,"total_oi":113,"call_oi":110,"put_oi":3,"pc_ratio":0.027,"net_gex":3839.25,"avg_iv":33.4,"iv_rank":0.1,"iv_52w_high":109.11,"iv_52w_low":33.3,"gamma_flip":22.76,"max_pain":20.0},"features":{"symbol":"NECB","price":26.65,"total_oi":113,"analysis_coverage":0.6667,"avg_iv_pct":33.4,"iv_rank":0.1,"iv_52w_high_pct":109.11,"iv_52w_low_pct":33.3,"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":0.027,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.357826,"dealer_delta_normalized":-0.291239,"gex_per_100k_oi":3397566.371681,"vanna_per_100k_oi":2654.867257,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":7.1,"gamma_flip_distance_pct":-14.596623,"max_pain_distance_pct":-24.953096,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":12,"put_oi":0},{"strike":22.5,"call_gex":0.0,"put_gex":-68.2,"net_gex":-68.2,"call_oi":0,"put_oi":2},{"strike":25.0,"call_gex":735.03,"put_gex":-75.25,"net_gex":659.78,"call_oi":18,"put_oi":1},{"strike":30.0,"call_gex":2818.57,"put_gex":0.0,"net_gex":2818.57,"call_oi":64,"put_oi":0},{"strike":35.0,"call_gex":429.11,"put_gex":0.0,"net_gex":429.11,"call_oi":16,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":10.0,"total_value":10.0},{"strike":22.5,"call_value":30.0,"put_value":2.5,"total_value":32.5},{"strike":25.0,"call_value":60.0,"put_value":0.0,"total_value":60.0},{"strike":30.0,"call_value":210.0,"put_value":0.0,"total_value":210.0},{"strike":35.0,"call_value":680.0,"put_value":0,"total_value":680.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":101.4,"strike":22.5},{"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":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":31.1,"strike":25.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":15.0,"strike":25.0},{"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":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":39.3,"strike":32.5}],"term_structure":[{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":1,"total_oi":1},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":1,"total_oi":8},{"expiration":"03/19/2027","dte":168,"iv":0.5774,"contract_count":1,"total_oi":1}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":0,"put_oi":2,"total_oi":2,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":9,"put_oi":1,"total_oi":10,"pc_ratio":0.111,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":46,"put_oi":0,"total_oi":46,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":55,"put_oi":0,"total_oi":55,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-32.0,"dealer_delta":32.0,"call_oi":0,"put_oi":2},{"strike":25.0,"call_delta_oi":763.0,"put_delta_oi":-25.0,"dealer_delta":-738.0,"call_oi":9,"put_oi":1},{"strike":30.0,"call_delta_oi":2340.0,"put_delta_oi":0,"dealer_delta":-2340.0,"call_oi":64,"put_oi":0},{"strike":35.0,"call_delta_oi":245.0,"put_delta_oi":0,"dealer_delta":-245.0,"call_oi":16,"put_oi":0}],"net_dealer_delta":-3291.0,"total_call_delta":3348.0,"total_put_delta":-57.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[],"strikes":[],"dtes":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":30.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":52,"put_oi":0}],"net_vanna":3.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":0,"put_delta":-32.0,"net_delta":-32.0,"call_oi":0,"put_oi":2,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-25.0,"net_delta":-25.0,"call_oi":0,"put_oi":1,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1167.0,"put_delta":0,"net_delta":1167.0,"call_oi":34,"put_oi":0,"total_oi":34,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":2182.0,"put_delta":0,"net_delta":2182.0,"call_oi":55,"put_oi":0,"total_oi":55,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":1,"total_oi":19,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":64,"put_oi":0,"total_oi":64,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"neutral"}],"underlying_price":26.649999618530273,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.13],"y":[77,168],"z":[[30.34],[37.43]],"levels":[30.3,31.0,31.8,32.5,33.2,33.9,34.6,35.3,36.0,36.7,37.4],"min_iv":30.3,"max_iv":37.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":93.97},{"date":"2026-09-15","iv":109.11},{"date":"2026-09-16","iv":108.18},{"date":"2026-09-17","iv":57.0},{"date":"2026-09-18","iv":34.11},{"date":"2026-09-21","iv":36.45},{"date":"2026-09-22","iv":35.7},{"date":"2026-09-23","iv":39.4},{"date":"2026-09-24","iv":53.7},{"date":"2026-09-25","iv":47.7},{"date":"2026-09-28","iv":33.3},{"date":"2026-09-29","iv":37.4},{"date":"2026-09-30","iv":43.5},{"date":"2026-10-01","iv":33.8},{"date":"2026-10-02","iv":33.4}]}}