{"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":"NEOG","summary":{"name":"NEOG","price":12.15,"total_oi":33482,"call_oi":25889,"put_oi":7593,"pc_ratio":0.293,"net_gex":458676.12,"avg_iv":128.5,"iv_rank":85.3,"iv_52w_high":137.7,"iv_52w_low":75.1,"gamma_flip":10.18,"max_pain":10.0},"features":{"symbol":"NEOG","price":12.15,"total_oi":33482,"analysis_coverage":0.9444,"avg_iv_pct":128.5,"iv_rank":85.3,"iv_52w_high_pct":137.7,"iv_52w_low_pct":75.1,"front_dte":14,"front_atm_iv_pct":96.1463,"back_atm_iv_pct":58.1064,"term_premium_pp":38.0399,"expected_move_front_pct":18.83,"straddle_front_pct":14.81,"straddle_30d_pct":14.81,"risk_reversal_front_pp":8.89,"risk_reversal_30d_pp":8.89,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.293,"put_call_oi_front_ratio":0.746,"put_call_volume_front_ratio":0.767,"option_volume":1097,"volume_oi_ratio":0.032764,"net_delta_normalized":0.304272,"dealer_delta_normalized":-0.304272,"gex_per_100k_oi":1369918.523386,"vanna_per_100k_oi":2180.275969,"charm_per_100k_oi":-319571.710173,"weekend_delta_shift_per_100k_oi":-958715.130518,"iv_surface_range_pp":42.7,"gamma_flip_distance_pct":-16.213992,"max_pain_distance_pct":-17.695473,"peak_call_distance_pct":2.880658,"peak_put_distance_pct":2.880658},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":3.6,"put_gex":-3.36,"net_gex":0.24,"call_oi":6,"put_oi":10},{"strike":5.0,"call_gex":10.21,"put_gex":-350.04,"net_gex":-339.83,"call_oi":8,"put_oi":240},{"strike":7.5,"call_gex":2204.91,"put_gex":-27506.36,"net_gex":-25301.45,"call_oi":509,"put_oi":6560},{"strike":10.0,"call_gex":1399.41,"put_gex":-2225.03,"net_gex":-825.62,"call_oi":123,"put_oi":181},{"strike":12.5,"call_gex":382106.88,"put_gex":-14643.89,"net_gex":367462.99,"call_oi":16694,"put_oi":589},{"strike":15.0,"call_gex":117129.2,"put_gex":-119.64,"net_gex":117009.56,"call_oi":8460,"put_oi":13},{"strike":17.5,"call_gex":399.29,"put_gex":0.0,"net_gex":399.29,"call_oi":48,"put_oi":0},{"strike":20.0,"call_gex":264.74,"put_gex":0.0,"net_gex":264.74,"call_oi":40,"put_oi":0},{"strike":22.5,"call_gex":6.19,"put_gex":0.0,"net_gex":6.19,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":40810.0,"total_value":40810.0},{"strike":5.0,"call_value":15.0,"put_value":21852.5,"total_value":21867.5},{"strike":7.5,"call_value":50.0,"put_value":3495.0,"total_value":3545.0},{"strike":10.0,"call_value":1357.5,"put_value":1537.5,"total_value":2895.0},{"strike":12.5,"call_value":2972.5,"put_value":32.5,"total_value":3005.0},{"strike":15.0,"call_value":46322.5,"put_value":0.0,"total_value":46322.5},{"strike":17.5,"call_value":110822.5,"put_value":0.0,"total_value":110822.5},{"strike":20.0,"call_value":175442.5,"put_value":0.0,"total_value":175442.5},{"strike":22.5,"call_value":240162.5,"put_value":0,"total_value":240162.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":251.9,"strike":8.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":97.0,"strike":7.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":119.4,"strike":7.12},{"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":96.1,"strike":12.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":58.1,"strike":12.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":57.6,"strike":12.5},{"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":168.6,"strike":18.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":68.0,"strike":15.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":98.3,"strike":17.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":7018},{"expiration":"11/20/2026","dte":49,"iv":0.1092,"contract_count":2,"total_oi":53},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":1,"total_oi":10057},{"expiration":"01/15/2027","dte":105,"iv":0.1438,"contract_count":2,"total_oi":129},{"expiration":"04/16/2027","dte":196,"iv":0.0083,"contract_count":2,"total_oi":26}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":18.83,"expected_move_2std":37.66,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":21.29,"expected_move_2std":42.59,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":24.55,"expected_move_2std":49.11,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":31.96,"expected_move_2std":63.93,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":39.44,"expected_move_2std":78.87,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":7678,"put_oi":5728,"total_oi":13406,"pc_ratio":0.746,"pc_ratio_volume":0.767,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":44,"put_oi":44,"total_oi":88,"pc_ratio":1.0,"pc_ratio_volume":0.28,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":11036,"put_oi":1664,"total_oi":12700,"pc_ratio":0.151,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":7097,"put_oi":146,"total_oi":7243,"pc_ratio":0.021,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":34,"put_oi":11,"total_oi":45,"pc_ratio":0.324,"pc_ratio_volume":0.5,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":586.0,"put_delta_oi":-30.0,"dealer_delta":-556.0,"call_oi":6,"put_oi":10},{"strike":5.0,"call_delta_oi":781.0,"put_delta_oi":-2012.0,"dealer_delta":1231.0,"call_oi":8,"put_oi":240},{"strike":7.5,"call_delta_oi":47112.0,"put_delta_oi":-89618.0,"dealer_delta":42506.0,"call_oi":509,"put_oi":6560},{"strike":10.0,"call_delta_oi":10149.0,"put_delta_oi":-3107.0,"dealer_delta":-7042.0,"call_oi":123,"put_oi":181},{"strike":12.5,"call_delta_oi":834680.0,"put_delta_oi":-30265.0,"dealer_delta":-804415.0,"call_oi":16694,"put_oi":589},{"strike":15.0,"call_delta_oi":249477.0,"put_delta_oi":-1246.0,"dealer_delta":-248231.0,"call_oi":8460,"put_oi":13},{"strike":17.5,"call_delta_oi":828.0,"put_delta_oi":0,"dealer_delta":-828.0,"call_oi":48,"put_oi":0},{"strike":20.0,"call_delta_oi":1405.0,"put_delta_oi":0,"dealer_delta":-1405.0,"call_oi":40,"put_oi":0},{"strike":22.5,"call_delta_oi":25.0,"put_delta_oi":0,"dealer_delta":-25.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-1018765.0,"total_call_delta":1145044.0,"total_put_delta":-126279.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":12.149999618530273,"strikes":[{"strike":15.0,"moneyness":1.2346,"type":"call","iv":0.6015,"delta":0.3234,"oi":6930}]},{"expiration":"10/16/2026","underlying_price":12.149999618530273,"strikes":[{"strike":12.5,"moneyness":1.0288,"type":"call","iv":0.9237,"delta":0.4733,"oi":6509},{"strike":12.5,"moneyness":1.0288,"type":"put","iv":0.9992,"delta":-0.5193,"oi":509},{"strike":15.0,"moneyness":1.2346,"type":"call","iv":0.9102,"delta":0.1288,"oi":1071}]},{"expiration":"12/18/2026","underlying_price":12.149999618530273,"strikes":[{"strike":5.0,"moneyness":0.4115,"type":"put","iv":2.9832,"delta":-0.0902,"oi":213},{"strike":7.5,"moneyness":0.6173,"type":"call","iv":0.858,"delta":0.9265,"oi":483},{"strike":7.5,"moneyness":0.6173,"type":"put","iv":1.0195,"delta":-0.0988,"oi":1323},{"strike":10.0,"moneyness":0.823,"type":"put","iv":0.5337,"delta":-0.1691,"oi":118},{"strike":12.5,"moneyness":1.0288,"type":"call","iv":0.5346,"delta":0.5167,"oi":10057},{"strike":15.0,"moneyness":1.2346,"type":"call","iv":0.5497,"delta":0.2485,"oi":418}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8826,"put_delta":0,"call_gamma":0.090758,"put_gamma":0,"call_theta":-0.0174,"put_theta":0,"call_vega":0.0045,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.4733,"put_delta":-0.5193,"call_gamma":0.187928,"put_gamma":0.173925,"call_theta":-0.033,"put_theta":-0.0343,"call_vega":0.0091,"put_vega":0.0091,"call_oi":6509,"put_oi":509},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1288,"put_delta":0,"call_gamma":0.100719,"put_gamma":0,"call_theta":-0.017,"put_theta":0,"call_vega":0.0048,"put_vega":0,"call_oi":1071,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1691,"call_gamma":0,"put_gamma":0.08523,"call_theta":0,"put_theta":-0.0046,"call_vega":0,"put_vega":0.014,"call_oi":0,"put_oi":118},{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0.5167,"put_delta":0,"call_gamma":0.134484,"put_gamma":0,"call_theta":-0.0084,"put_theta":0,"call_vega":0.0221,"put_vega":0,"call_oi":10057,"put_oi":0},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2485,"put_delta":0,"call_gamma":0.103924,"put_gamma":0,"call_theta":-0.0067,"put_theta":0,"call_vega":0.0176,"put_vega":0,"call_oi":418,"put_oi":0}],"strikes":[10.0,12.5,15.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":8.89,"put_25d_iv":99.92,"call_25d_iv":91.02,"put_25d_strike":12.5,"call_25d_strike":15.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-1.6,"put_25d_iv":53.37,"call_25d_iv":54.97,"put_25d_strike":10.0,"call_25d_strike":15.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":0,"put_vanna":13.0,"net_vanna":13.0,"call_oi":0,"put_oi":213},{"strike":7.5,"call_vanna":-26.0,"put_vanna":243.0,"net_vanna":217.0,"call_oi":483,"put_oi":6505},{"strike":10.0,"call_vanna":-2.0,"put_vanna":9.0,"net_vanna":7.0,"call_oi":59,"put_oi":118},{"strike":12.5,"call_vanna":-37.0,"put_vanna":-1.0,"net_vanna":-38.0,"call_oi":16665,"put_oi":509},{"strike":15.0,"call_vanna":531.0,"put_vanna":0,"net_vanna":531.0,"call_oi":8419,"put_oi":0}],"net_vanna":730.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":0,"put_charm":143044.0,"net_charm":143044.0,"call_oi":0,"put_oi":5182},{"strike":10.0,"call_charm":-2364.0,"put_charm":0,"net_charm":-2364.0,"call_oi":59,"put_oi":0},{"strike":12.5,"call_charm":-265150.0,"put_charm":23601.0,"net_charm":-241548.0,"call_oi":6509,"put_oi":509},{"strike":15.0,"call_charm":-6130.0,"put_charm":0,"net_charm":-6130.0,"call_oi":1071,"put_oi":0}],"net_charm":-106999.0,"weekend_delta_shift":-320997.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":327931.0,"put_delta":-103741.0,"net_delta":224189.0,"call_oi":7678,"put_oi":5728,"total_oi":13406,"total_volume":1060,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":1422.0,"put_delta":-2002.0,"net_delta":-580.0,"call_oi":44,"put_oi":44,"total_oi":88,"total_volume":32,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":579804.0,"put_delta":-17014.0,"net_delta":562790.0,"call_oi":11036,"put_oi":1664,"total_oi":12700,"total_volume":2,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":234310.0,"put_delta":-3052.0,"net_delta":231258.0,"call_oi":7097,"put_oi":146,"total_oi":7243,"total_volume":0,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":1578.0,"put_delta":-471.0,"net_delta":1107.0,"call_oi":34,"put_oi":11,"total_oi":45,"total_volume":3,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":12.5,"straddle_price":1.8,"straddle_pct":14.81,"implied_move":14.81,"avg_iv":96.1},{"expiration":"11/20/2026","dte":49,"strike":12.5,"straddle_price":2.07,"straddle_pct":17.08,"implied_move":17.08,"avg_iv":58.1},{"expiration":"01/15/2027","dte":105,"strike":12.5,"straddle_price":3.1,"straddle_pct":25.51,"implied_move":25.51,"avg_iv":59.6},{"expiration":"04/16/2027","dte":196,"strike":12.5,"straddle_price":3.8,"straddle_pct":31.28,"implied_move":31.28,"avg_iv":53.8}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":10,"total_oi":16,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":240,"total_oi":248,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":509,"put_oi":6560,"total_oi":7069,"bias":"neutral"},{"strike":10.0,"call_volume":34,"put_volume":10,"total_volume":44,"call_oi":123,"put_oi":181,"total_oi":304,"bias":"bullish"},{"strike":12.5,"call_volume":561,"put_volume":458,"total_volume":1019,"call_oi":16694,"put_oi":589,"total_oi":17283,"bias":"neutral"},{"strike":15.0,"call_volume":33,"put_volume":0,"total_volume":33,"call_oi":8460,"put_oi":13,"total_oi":8473,"bias":"bullish"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":48,"put_oi":0,"total_oi":48,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":22.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"bullish"}],"underlying_price":12.149999618530273,"peak_call_strike":12.5,"peak_put_strike":12.5,"total_call_volume":629,"total_put_volume":468,"volume_pc_ratio":0.744},"iv_contours":{"x":[0.82,1.03,1.24],"y":[14,49,77,105],"z":[[93.51,96.15,76.38],[null,58.12,67.97],[58.83,53.46,54.97],[79.64,59.6,60.15]],"levels":[53.5,57.7,62.0,66.3,70.5,74.8,79.1,83.3,87.6,91.9,96.2],"min_iv":53.5,"max_iv":96.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":106.45},{"date":"2026-09-15","iv":103.15},{"date":"2026-09-16","iv":105.92},{"date":"2026-09-17","iv":125.58},{"date":"2026-09-18","iv":93.77},{"date":"2026-09-21","iv":107.39},{"date":"2026-09-22","iv":75.1},{"date":"2026-09-23","iv":104.4},{"date":"2026-09-24","iv":103.5},{"date":"2026-09-25","iv":109.5},{"date":"2026-09-28","iv":113.8},{"date":"2026-09-29","iv":137.7},{"date":"2026-09-30","iv":99.9},{"date":"2026-10-01","iv":134.5},{"date":"2026-10-02","iv":128.5}]}}