{"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":"EFC","summary":{"name":"EFC","price":11.59,"total_oi":12631,"call_oi":8662,"put_oi":3969,"pc_ratio":0.458,"net_gex":141051.15,"avg_iv":167.9,"iv_rank":100.0,"iv_52w_high":167.9,"iv_52w_low":87.35,"gamma_flip":10.56,"max_pain":12.5},"features":{"symbol":"EFC","price":11.59,"total_oi":12631,"analysis_coverage":0.8333,"avg_iv_pct":167.9,"iv_rank":100.0,"iv_52w_high_pct":167.9,"iv_52w_low_pct":87.35,"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":-7.87,"risk_reversal_30d_pp":-7.87,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.458,"put_call_oi_front_ratio":0.273,"put_call_volume_front_ratio":8.0,"option_volume":80,"volume_oi_ratio":0.006334,"net_delta_normalized":0.014229,"dealer_delta_normalized":-0.014064,"gex_per_100k_oi":1116706.119864,"vanna_per_100k_oi":4037.685061,"charm_per_100k_oi":-8669.147336,"weekend_delta_shift_per_100k_oi":-25999.524978,"iv_surface_range_pp":47.7,"gamma_flip_distance_pct":-8.886972,"max_pain_distance_pct":7.851596,"peak_call_distance_pct":7.851596,"peak_put_distance_pct":-78.429681},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.0,"put_gex":-15.72,"net_gex":-15.72,"call_oi":0,"put_oi":30},{"strike":5.0,"call_gex":3.28,"put_gex":-43.51,"net_gex":-40.23,"call_oi":2,"put_oi":34},{"strike":7.5,"call_gex":4.75,"put_gex":0.0,"net_gex":4.75,"call_oi":1,"put_oi":32},{"strike":10.0,"call_gex":84.31,"put_gex":-33124.9,"net_gex":-33040.59,"call_oi":75,"put_oi":2094},{"strike":12.5,"call_gex":189446.3,"put_gex":-42315.55,"net_gex":147130.74,"call_oi":4886,"put_oi":1483},{"strike":15.0,"call_gex":29683.35,"put_gex":-2495.89,"net_gex":27187.46,"call_oi":3269,"put_oi":215},{"strike":17.5,"call_gex":226.0,"put_gex":-161.34,"net_gex":64.66,"call_oi":415,"put_oi":22},{"strike":20.0,"call_gex":6.99,"put_gex":-11.13,"net_gex":-4.15,"call_oi":14,"put_oi":2},{"strike":22.5,"call_gex":0.0,"put_gex":-16.06,"net_gex":-16.06,"call_oi":0,"put_oi":3},{"strike":25.0,"call_gex":0.0,"put_gex":-219.72,"net_gex":-219.72,"call_oi":0,"put_oi":54}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":35107.5,"total_value":35107.5},{"strike":5.0,"call_value":0.0,"put_value":25260.0,"total_value":25260.0},{"strike":7.5,"call_value":5.0,"put_value":15497.5,"total_value":15502.5},{"strike":10.0,"call_value":12.5,"put_value":5815.0,"total_value":5827.5},{"strike":12.5,"call_value":207.5,"put_value":1367.5,"total_value":1575.0},{"strike":15.0,"call_value":12617.5,"put_value":627.5,"total_value":13245.0},{"strike":17.5,"call_value":33200.0,"put_value":425.0,"total_value":33625.0},{"strike":20.0,"call_value":54820.0,"put_value":277.5,"total_value":55097.5},{"strike":22.5,"call_value":76475.0,"put_value":135.0,"total_value":76610.0},{"strike":25.0,"call_value":98130.0,"put_value":0,"total_value":98130.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":242.3,"strike":6.25},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":148.3,"strike":7.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":155.8,"strike":5.62},{"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":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":30.6,"strike":12.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":26.2,"strike":12.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":28.0,"strike":12.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":85.9,"strike":15.83},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":72.5,"strike":17.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":71.3,"strike":18.89}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":562},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":2063},{"expiration":"12/18/2026","dte":77,"iv":0.4784,"contract_count":2,"total_oi":3420},{"expiration":"01/15/2027","dte":105,"iv":0.3448,"contract_count":2,"total_oi":185},{"expiration":"04/16/2027","dte":196,"iv":0.3654,"contract_count":2,"total_oi":139}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1001,"put_oi":273,"total_oi":1274,"pc_ratio":0.273,"pc_ratio_volume":8.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2048,"put_oi":21,"total_oi":2069,"pc_ratio":0.01,"pc_ratio_volume":0.909,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":5158,"put_oi":3527,"total_oi":8685,"pc_ratio":0.684,"pc_ratio_volume":0.188,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":310,"put_oi":75,"total_oi":385,"pc_ratio":0.242,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":145,"put_oi":73,"total_oi":218,"pc_ratio":0.503,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-75.0,"dealer_delta":75.0,"call_oi":0,"put_oi":28},{"strike":5.0,"call_delta_oi":193.0,"put_delta_oi":-151.0,"dealer_delta":-42.0,"call_oi":2,"put_oi":22},{"strike":7.5,"call_delta_oi":86.0,"put_delta_oi":0,"dealer_delta":-86.0,"call_oi":1,"put_oi":0},{"strike":10.0,"call_delta_oi":411.0,"put_delta_oi":-36351.0,"dealer_delta":35941.0,"call_oi":5,"put_oi":2064},{"strike":12.5,"call_delta_oi":116567.0,"put_delta_oi":-100768.0,"dealer_delta":-15799.0,"call_oi":4886,"put_oi":1483},{"strike":15.0,"call_delta_oi":24365.0,"put_delta_oi":-18830.0,"dealer_delta":-5534.0,"call_oi":3269,"put_oi":215},{"strike":17.5,"call_delta_oi":38241.0,"put_delta_oi":-1917.0,"dealer_delta":-36324.0,"call_oi":415,"put_oi":22},{"strike":20.0,"call_delta_oi":1297.0,"put_delta_oi":-180.0,"dealer_delta":-1117.0,"call_oi":14,"put_oi":2},{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-253.0,"dealer_delta":253.0,"call_oi":0,"put_oi":3},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-4868.0,"dealer_delta":4868.0,"call_oi":0,"put_oi":54}],"net_dealer_delta":-17764.0,"total_call_delta":181159.0,"total_put_delta":-163395.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":11.59000015258789,"strikes":[{"strike":12.5,"moneyness":1.0785,"type":"call","iv":0.1919,"delta":0.2848,"oi":128},{"strike":15.0,"moneyness":1.2942,"type":"call","iv":0.4016,"delta":0.1493,"oi":176}]},{"expiration":"04/16/2027","underlying_price":11.59000015258789,"strikes":[{"strike":12.5,"moneyness":1.0785,"type":"call","iv":0.1692,"delta":0.3573,"oi":108}]},{"expiration":"10/16/2026","underlying_price":11.59000015258789,"strikes":[{"strike":12.5,"moneyness":1.0785,"type":"put","iv":0.2667,"delta":-0.926,"oi":222},{"strike":12.5,"moneyness":1.0785,"type":"call","iv":0.3453,"delta":0.1348,"oi":340},{"strike":15.0,"moneyness":1.2942,"type":"call","iv":0.7457,"delta":0.0399,"oi":654}]},{"expiration":"11/20/2026","underlying_price":11.59000015258789,"strikes":[{"strike":12.5,"moneyness":1.0785,"type":"call","iv":0.2198,"delta":0.201,"oi":2047}]},{"expiration":"12/18/2026","underlying_price":11.59000015258789,"strikes":[{"strike":10.0,"moneyness":0.8628,"type":"put","iv":0.4096,"delta":-0.1761,"oi":2064},{"strike":12.5,"moneyness":1.0785,"type":"put","iv":0.3356,"delta":-0.6403,"oi":1157},{"strike":12.5,"moneyness":1.0785,"type":"call","iv":0.2301,"delta":0.2799,"oi":2263},{"strike":15.0,"moneyness":1.2942,"type":"put","iv":0.4369,"delta":-0.8748,"oi":194},{"strike":15.0,"moneyness":1.2942,"type":"call","iv":0.345,"delta":0.0664,"oi":2405}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1348,"put_delta":-0.926,"call_gamma":0.287156,"put_gamma":0.240205,"call_theta":-0.0065,"put_theta":-0.0018,"call_vega":0.0047,"put_vega":0.0031,"call_oi":340,"put_oi":222},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0399,"put_delta":0,"call_gamma":0.052757,"put_gamma":0,"call_theta":-0.0054,"put_theta":0,"call_vega":0.0019,"put_vega":0,"call_oi":654,"put_oi":0},{"strike":12.5,"dte":49,"expiration":"11/20/2026","call_delta":0.201,"put_delta":0,"call_gamma":0.303877,"put_gamma":0,"call_theta":-0.003,"put_theta":0,"call_vega":0.0118,"put_vega":0,"call_oi":2047,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1761,"call_gamma":0,"put_gamma":0.119475,"call_theta":0,"put_theta":-0.0034,"call_vega":0,"put_vega":0.0137,"call_oi":65,"put_oi":2064},{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0.2799,"put_delta":-0.6403,"call_gamma":0.276598,"put_gamma":0.21072,"call_theta":-0.003,"put_theta":-0.0034,"call_vega":0.0178,"put_vega":0.0198,"call_oi":2263,"put_oi":1157},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0664,"put_delta":-0.8748,"call_gamma":0.070636,"put_gamma":0.08917,"call_theta":-0.0016,"put_theta":-0.0016,"call_vega":0.0068,"put_vega":0.0109,"call_oi":2405,"put_oi":194}],"strikes":[10.0,12.5,15.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-7.87,"put_25d_iv":26.67,"call_25d_iv":34.53,"put_25d_strike":12.5,"call_25d_strike":12.5,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":17.95,"put_25d_iv":40.96,"call_25d_iv":23.01,"put_25d_strike":10.0,"call_25d_strike":12.5,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":17.0,"put_25d_iv":36.19,"call_25d_iv":19.19,"put_25d_strike":12.5,"call_25d_strike":12.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":0,"put_vanna":158.0,"net_vanna":158.0,"call_oi":0,"put_oi":2064},{"strike":12.5,"call_vanna":306.0,"put_vanna":-63.0,"net_vanna":244.0,"call_oi":4886,"put_oi":1436},{"strike":15.0,"call_vanna":148.0,"put_vanna":-14.0,"net_vanna":134.0,"call_oi":3235,"put_oi":194},{"strike":17.5,"call_vanna":-22.0,"put_vanna":0,"net_vanna":-22.0,"call_oi":409,"put_oi":0},{"strike":25.0,"call_vanna":0,"put_vanna":-3.0,"net_vanna":-3.0,"call_oi":0,"put_oi":54}],"net_vanna":510.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":12.5,"call_charm":-1682.0,"put_charm":958.0,"net_charm":-724.0,"call_oi":2387,"put_oi":222},{"strike":15.0,"call_charm":-371.0,"put_charm":0,"net_charm":-371.0,"call_oi":654,"put_oi":0}],"net_charm":-1095.0,"weekend_delta_shift":-3284.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":7791.0,"put_delta":-22103.0,"net_delta":-14312.0,"call_oi":1001,"put_oi":245,"total_oi":1246,"total_volume":9,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":41228.0,"put_delta":-1612.0,"net_delta":39616.0,"call_oi":2048,"put_oi":21,"total_oi":2069,"total_volume":21,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":118736.0,"put_delta":-133480.0,"net_delta":-14744.0,"call_oi":5093,"put_oi":3503,"total_oi":8596,"total_volume":11,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":6366.0,"put_delta":-3715.0,"net_delta":2652.0,"call_oi":305,"put_oi":61,"total_oi":366,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":7038.0,"put_delta":-2485.0,"net_delta":4553.0,"call_oi":145,"put_oi":63,"total_oi":208,"total_volume":25,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":25,"total_volume":25,"call_oi":0,"put_oi":30,"total_oi":30,"bias":"bearish"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":34,"total_oi":36,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":32,"total_oi":33,"bias":"neutral"},{"strike":10.0,"call_volume":13,"put_volume":1,"total_volume":14,"call_oi":75,"put_oi":2094,"total_oi":2169,"bias":"bullish"},{"strike":12.5,"call_volume":20,"put_volume":21,"total_volume":41,"call_oi":4886,"put_oi":1483,"total_oi":6369,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3269,"put_oi":215,"total_oi":3484,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":415,"put_oi":22,"total_oi":437,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":2,"total_oi":16,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":54,"total_oi":54,"bias":"neutral"}],"underlying_price":11.59000015258789,"peak_call_strike":12.5,"peak_put_strike":2.5,"total_call_volume":33,"total_put_volume":47,"volume_pc_ratio":1.424},"iv_contours":{"x":[0.86,1.08,1.29],"y":[14,49,77,105],"z":[[null,30.6,73.94],[null,26.16,null],[40.96,28.29,39.09],[null,27.69,40.16]],"levels":[26.2,30.9,35.7,40.5,45.3,50.0,54.8,59.6,64.4,69.2,73.9],"min_iv":26.2,"max_iv":73.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":89.9},{"date":"2026-09-15","iv":89.02},{"date":"2026-09-16","iv":94.74},{"date":"2026-09-17","iv":91.27},{"date":"2026-09-18","iv":87.35},{"date":"2026-09-21","iv":110.75},{"date":"2026-09-22","iv":105.5},{"date":"2026-09-23","iv":154.3},{"date":"2026-09-24","iv":132.4},{"date":"2026-09-25","iv":123.4},{"date":"2026-09-28","iv":115.1},{"date":"2026-09-29","iv":149.7},{"date":"2026-09-30","iv":142.9},{"date":"2026-10-01","iv":159.7},{"date":"2026-10-02","iv":167.9}]}}