{"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":"NWE","summary":{"name":"NWE","price":69.27,"total_oi":258,"call_oi":223,"put_oi":35,"pc_ratio":0.157,"net_gex":26558.04,"avg_iv":40.6,"iv_rank":10.5,"iv_52w_high":81.41,"iv_52w_low":35.79,"gamma_flip":66.86,"max_pain":65.0},"features":{"symbol":"NWE","price":69.27,"total_oi":258,"analysis_coverage":0.7778,"avg_iv_pct":40.6,"iv_rank":10.5,"iv_52w_high_pct":81.41,"iv_52w_low_pct":35.79,"front_dte":14,"front_atm_iv_pct":41.9715,"back_atm_iv_pct":22.3528,"term_premium_pp":19.6187,"expected_move_front_pct":8.22,"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":0.157,"put_call_oi_front_ratio":0.048,"put_call_volume_front_ratio":0.0,"option_volume":39,"volume_oi_ratio":0.151163,"net_delta_normalized":0.212248,"dealer_delta_normalized":-0.212248,"gex_per_100k_oi":10293813.953488,"vanna_per_100k_oi":1937.984496,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":13.1,"gamma_flip_distance_pct":-3.47914,"max_pain_distance_pct":-6.164285,"peak_call_distance_pct":22.708243,"peak_put_distance_pct":-6.164285},"analyses":{"gamma_walls":[{"strike":45.0,"call_gex":0.0,"put_gex":-293.75,"net_gex":-293.75,"call_oi":0,"put_oi":10},{"strike":55.0,"call_gex":129.58,"put_gex":0.0,"net_gex":129.58,"call_oi":3,"put_oi":0},{"strike":65.0,"call_gex":0.0,"put_gex":-3370.18,"net_gex":-3370.18,"call_oi":0,"put_oi":22},{"strike":70.0,"call_gex":9839.36,"put_gex":-343.76,"net_gex":9495.61,"call_oi":51,"put_oi":1},{"strike":75.0,"call_gex":10951.15,"put_gex":-404.37,"net_gex":10546.78,"call_oi":59,"put_oi":2},{"strike":80.0,"call_gex":2472.0,"put_gex":0.0,"net_gex":2472.0,"call_oi":20,"put_oi":0},{"strike":85.0,"call_gex":7245.14,"put_gex":0.0,"net_gex":7245.14,"call_oi":85,"put_oi":0},{"strike":90.0,"call_gex":149.08,"put_gex":0.0,"net_gex":149.08,"call_oi":2,"put_oi":0},{"strike":95.0,"call_gex":127.64,"put_gex":0.0,"net_gex":127.64,"call_oi":2,"put_oi":0},{"strike":100.0,"call_gex":56.15,"put_gex":0.0,"net_gex":56.15,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":45.0,"call_value":0,"put_value":525.0,"total_value":525.0},{"strike":55.0,"call_value":0.0,"put_value":275.0,"total_value":275.0},{"strike":65.0,"call_value":30.0,"put_value":25.0,"total_value":55.0},{"strike":70.0,"call_value":45.0,"put_value":10.0,"total_value":55.0},{"strike":75.0,"call_value":315.0,"put_value":0.0,"total_value":315.0},{"strike":80.0,"call_value":880.0,"put_value":0.0,"total_value":880.0},{"strike":85.0,"call_value":1545.0,"put_value":0.0,"total_value":1545.0},{"strike":90.0,"call_value":2635.0,"put_value":0.0,"total_value":2635.0},{"strike":95.0,"call_value":3735.0,"put_value":0.0,"total_value":3735.0},{"strike":100.0,"call_value":4845.0,"put_value":0,"total_value":4845.0}],"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":91.2,"strike":45.0},{"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":69.6,"strike":65.0},{"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":33.5,"strike":65.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":42.0,"strike":70.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":22.4,"strike":70.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":21.5,"strike":70.0},{"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":71.6,"strike":75.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":24.7,"strike":75.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":30.4,"strike":75.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":69.9,"strike":80.0},{"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":48.4,"strike":87.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":3,"total_oi":12},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":4,"total_oi":7},{"expiration":"12/18/2026","dte":77,"iv":0.1444,"contract_count":4,"total_oi":49},{"expiration":"03/19/2027","dte":168,"iv":0.0058,"contract_count":3,"total_oi":67}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.22,"expected_move_2std":16.44,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.19,"expected_move_2std":16.39,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":9.85,"expected_move_2std":19.71,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":16.37,"expected_move_2std":32.73,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":21,"put_oi":1,"total_oi":22,"pc_ratio":0.048,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":5,"put_oi":2,"total_oi":7,"pc_ratio":0.4,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":126,"put_oi":24,"total_oi":150,"pc_ratio":0.19,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":71,"put_oi":8,"total_oi":79,"pc_ratio":0.113,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-104.0,"dealer_delta":104.0,"call_oi":0,"put_oi":10},{"strike":55.0,"call_delta_oi":286.0,"put_delta_oi":0,"dealer_delta":-286.0,"call_oi":3,"put_oi":0},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-640.0,"dealer_delta":640.0,"call_oi":0,"put_oi":22},{"strike":70.0,"call_delta_oi":2775.0,"put_delta_oi":-51.0,"dealer_delta":-2724.0,"call_oi":51,"put_oi":1},{"strike":75.0,"call_delta_oi":1943.0,"put_delta_oi":-144.0,"dealer_delta":-1799.0,"call_oi":59,"put_oi":2},{"strike":80.0,"call_delta_oi":421.0,"put_delta_oi":0,"dealer_delta":-421.0,"call_oi":20,"put_oi":0},{"strike":85.0,"call_delta_oi":896.0,"put_delta_oi":0,"dealer_delta":-896.0,"call_oi":85,"put_oi":0},{"strike":90.0,"call_delta_oi":40.0,"put_delta_oi":0,"dealer_delta":-40.0,"call_oi":2,"put_oi":0},{"strike":95.0,"call_delta_oi":37.0,"put_delta_oi":0,"dealer_delta":-37.0,"call_oi":2,"put_oi":0},{"strike":100.0,"call_delta_oi":17.0,"put_delta_oi":0,"dealer_delta":-17.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-5476.0,"total_call_delta":6414.0,"total_put_delta":-938.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":85.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1039,"put_delta":0,"call_gamma":0.017737,"put_gamma":0,"call_theta":-0.0129,"put_theta":0,"call_vega":0.057,"put_vega":0,"call_oi":84,"put_oi":0}],"strikes":[85.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":85.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":84,"put_oi":0}],"net_vanna":5.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":541.0,"put_delta":-29.0,"net_delta":512.0,"call_oi":21,"put_oi":1,"total_oi":22,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":128.0,"put_delta":-127.0,"net_delta":1.0,"call_oi":5,"put_oi":2,"total_oi":7,"total_volume":2,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":2259.0,"put_delta":-643.0,"net_delta":1617.0,"call_oi":126,"put_oi":24,"total_oi":150,"total_volume":34,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":3486.0,"put_delta":-140.0,"net_delta":3346.0,"call_oi":71,"put_oi":8,"total_oi":79,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":0,"put_oi":22,"total_oi":22,"bias":"bearish"},{"strike":70.0,"call_volume":1,"put_volume":1,"total_volume":2,"call_oi":51,"put_oi":1,"total_oi":52,"bias":"neutral"},{"strike":75.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":59,"put_oi":2,"total_oi":61,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":85.0,"call_volume":34,"put_volume":0,"total_volume":34,"call_oi":85,"put_oi":0,"total_oi":85,"bias":"bullish"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":69.2699966430664,"peak_call_strike":85.0,"peak_put_strike":65.0,"total_call_volume":37,"total_put_volume":2,"volume_pc_ratio":0.054},"iv_contours":{"x":[0.94,1.01,1.08,1.23],"y":[77,168],"z":[[33.5,null,30.93,32.19],[null,24.12,20.4,null]],"levels":[20.4,21.7,23.0,24.3,25.6,26.9,28.3,29.6,30.9,32.2,33.5],"min_iv":20.4,"max_iv":33.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":81.04},{"date":"2026-09-15","iv":81.41},{"date":"2026-09-16","iv":65.36},{"date":"2026-09-17","iv":50.74},{"date":"2026-09-18","iv":77.8},{"date":"2026-09-21","iv":35.79},{"date":"2026-09-22","iv":38.1},{"date":"2026-09-23","iv":38.8},{"date":"2026-09-24","iv":40.4},{"date":"2026-09-25","iv":37.1},{"date":"2026-09-28","iv":40.3},{"date":"2026-09-29","iv":41.2},{"date":"2026-09-30","iv":40.8},{"date":"2026-10-01","iv":41.8},{"date":"2026-10-02","iv":40.6}]}}