{"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":"NWN","summary":{"name":"NWN","price":47.38,"total_oi":442,"call_oi":324,"put_oi":118,"pc_ratio":0.364,"net_gex":24238.88,"avg_iv":24.9,"iv_rank":0.0,"iv_52w_high":84.23,"iv_52w_low":24.9,"gamma_flip":45.46,"max_pain":45.0},"features":{"symbol":"NWN","price":47.38,"total_oi":442,"analysis_coverage":0.7778,"avg_iv_pct":24.9,"iv_rank":0.0,"iv_52w_high_pct":84.23,"iv_52w_low_pct":24.9,"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":0.364,"put_call_oi_front_ratio":0.231,"put_call_volume_front_ratio":0.0,"option_volume":3,"volume_oi_ratio":0.006787,"net_delta_normalized":0.113767,"dealer_delta_normalized":-0.112738,"gex_per_100k_oi":5483909.502262,"vanna_per_100k_oi":2941.176471,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":31.0,"gamma_flip_distance_pct":-4.052343,"max_pain_distance_pct":-5.023217,"peak_call_distance_pct":5.529759,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":0.0,"put_gex":-94.4,"net_gex":-94.4,"call_oi":2,"put_oi":5},{"strike":40.0,"call_gex":0.0,"put_gex":-642.74,"net_gex":-642.74,"call_oi":1,"put_oi":11},{"strike":45.0,"call_gex":6313.95,"put_gex":-6714.49,"net_gex":-400.54,"call_oi":45,"put_oi":57},{"strike":50.0,"call_gex":18541.28,"put_gex":-6168.12,"net_gex":12373.16,"call_oi":127,"put_oi":45},{"strike":55.0,"call_gex":12771.88,"put_gex":0.0,"net_gex":12771.88,"call_oi":145,"put_oi":0},{"strike":60.0,"call_gex":231.52,"put_gex":0.0,"net_gex":231.52,"call_oi":4,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":1865.0,"total_value":1865.0},{"strike":40.0,"call_value":20.0,"put_value":735.0,"total_value":755.0},{"strike":45.0,"call_value":35.0,"put_value":225.0,"total_value":260.0},{"strike":50.0,"call_value":275.0,"put_value":0.0,"total_value":275.0},{"strike":55.0,"call_value":1150.0,"put_value":0.0,"total_value":1150.0},{"strike":60.0,"call_value":2750.0,"put_value":0,"total_value":2750.0}],"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":67.0,"strike":35.0},{"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":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":22.0,"strike":45.0},{"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":15.4,"strike":50.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":31.0,"strike":50.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":24.7,"strike":50.0},{"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":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":40.0,"strike":57.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":31},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":1,"total_oi":6},{"expiration":"12/18/2026","dte":77,"iv":0.5112,"contract_count":4,"total_oi":77},{"expiration":"03/19/2027","dte":168,"iv":0.2395,"contract_count":4,"total_oi":159}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":26,"put_oi":6,"total_oi":32,"pc_ratio":0.231,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":6,"put_oi":0,"total_oi":6,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":179,"put_oi":44,"total_oi":223,"pc_ratio":0.246,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":113,"put_oi":68,"total_oi":181,"pc_ratio":0.602,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-47.0,"dealer_delta":47.0,"call_oi":0,"put_oi":5},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-164.0,"dealer_delta":164.0,"call_oi":0,"put_oi":11},{"strike":45.0,"call_delta_oi":3397.0,"put_delta_oi":-1665.0,"dealer_delta":-1732.0,"call_oi":44,"put_oi":57},{"strike":50.0,"call_delta_oi":3794.0,"put_delta_oi":-2758.0,"dealer_delta":-1036.0,"call_oi":127,"put_oi":45},{"strike":55.0,"call_delta_oi":2347.0,"put_delta_oi":0,"dealer_delta":-2347.0,"call_oi":145,"put_oi":0},{"strike":60.0,"call_delta_oi":79.0,"put_delta_oi":0,"dealer_delta":-79.0,"call_oi":4,"put_oi":0}],"net_dealer_delta":-4983.0,"total_call_delta":9617.0,"total_put_delta":-4635.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":47.380001068115234,"strikes":[{"strike":55.0,"moneyness":1.1608,"type":"call","iv":0.2903,"delta":0.1604,"oi":126}]}],"greeks_heatmap":{"data":[{"strike":55.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1604,"put_delta":0,"call_gamma":0.038832,"put_gamma":0,"call_theta":-0.0109,"put_theta":0,"call_vega":0.0527,"put_vega":0,"call_oi":126,"put_oi":0}],"strikes":[55.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":50.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":53,"put_oi":0},{"strike":55.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":126,"put_oi":0}],"net_vanna":13.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":9.0,"put_delta":-546.0,"net_delta":-537.0,"call_oi":25,"put_oi":6,"total_oi":31,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":213.0,"put_delta":0,"net_delta":213.0,"call_oi":6,"put_oi":0,"total_oi":6,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":4116.0,"put_delta":-1075.0,"net_delta":3041.0,"call_oi":176,"put_oi":44,"total_oi":220,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5279.0,"put_delta":-3013.0,"net_delta":2266.0,"call_oi":113,"put_oi":68,"total_oi":181,"total_volume":2,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":5,"total_oi":7,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":11,"total_oi":12,"bias":"neutral"},{"strike":45.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":45,"put_oi":57,"total_oi":102,"bias":"bullish"},{"strike":50.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":127,"put_oi":45,"total_oi":172,"bias":"bullish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":145,"put_oi":0,"total_oi":145,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"}],"underlying_price":47.380001068115234,"peak_call_strike":50.0,"peak_put_strike":null,"total_call_volume":3,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.84,0.95,1.05,1.16],"y":[14,77,168],"z":[[null,null,10.27,null],[41.26,23.4,26.42,29.03],[null,20.39,17.79,18.92]],"levels":[10.3,13.4,16.5,19.6,22.7,25.8,28.9,32.0,35.1,38.2,41.3],"min_iv":10.3,"max_iv":41.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":75.32},{"date":"2026-09-15","iv":84.23},{"date":"2026-09-16","iv":73.9},{"date":"2026-09-17","iv":52.01},{"date":"2026-09-18","iv":46.12},{"date":"2026-09-21","iv":30.23},{"date":"2026-09-22","iv":29.2},{"date":"2026-09-23","iv":29.5},{"date":"2026-09-24","iv":31.7},{"date":"2026-09-25","iv":28.5},{"date":"2026-09-28","iv":29.1},{"date":"2026-09-29","iv":28.3},{"date":"2026-09-30","iv":31.8},{"date":"2026-10-01","iv":31.4},{"date":"2026-10-02","iv":24.9}]}}