{"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":"EPI","summary":{"name":"EPI","price":40.53,"total_oi":1351,"call_oi":825,"put_oi":526,"pc_ratio":0.638,"net_gex":-18705.04,"avg_iv":40.1,"iv_rank":23.0,"iv_52w_high":83.01,"iv_52w_low":27.3,"gamma_flip":null,"max_pain":40.0},"features":{"symbol":"EPI","price":40.53,"total_oi":1351,"analysis_coverage":0.9444,"avg_iv_pct":40.1,"iv_rank":23.0,"iv_52w_high_pct":83.01,"iv_52w_low_pct":27.3,"front_dte":14,"front_atm_iv_pct":20.8326,"back_atm_iv_pct":19.4052,"term_premium_pp":1.4274,"expected_move_front_pct":4.08,"straddle_front_pct":3.7,"straddle_30d_pct":3.7,"risk_reversal_front_pp":-59.82,"risk_reversal_30d_pp":-59.82,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.638,"put_call_oi_front_ratio":0.306,"put_call_volume_front_ratio":0.0,"option_volume":18,"volume_oi_ratio":0.013323,"net_delta_normalized":0.137898,"dealer_delta_normalized":-0.137898,"gex_per_100k_oi":-1384532.938564,"vanna_per_100k_oi":-1184.30792,"charm_per_100k_oi":-1461287.934863,"weekend_delta_shift_per_100k_oi":-4383937.823834,"iv_surface_range_pp":66.1,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-1.307673,"peak_call_distance_pct":1.159635,"peak_put_distance_pct":3.626943},"analyses":{"gamma_walls":[{"strike":34.0,"call_gex":9517.04,"put_gex":0.0,"net_gex":9517.04,"call_oi":210,"put_oi":0},{"strike":35.0,"call_gex":4082.47,"put_gex":-799.97,"net_gex":3282.5,"call_oi":69,"put_oi":14},{"strike":36.0,"call_gex":8517.99,"put_gex":-421.63,"net_gex":8096.35,"call_oi":115,"put_oi":6},{"strike":37.0,"call_gex":0.0,"put_gex":-349.26,"net_gex":-349.26,"call_oi":0,"put_oi":4},{"strike":38.0,"call_gex":0.0,"put_gex":-9277.28,"net_gex":-9277.28,"call_oi":0,"put_oi":76},{"strike":39.0,"call_gex":123.31,"put_gex":-4012.03,"net_gex":-3888.72,"call_oi":1,"put_oi":25},{"strike":40.0,"call_gex":9562.92,"put_gex":-8338.43,"net_gex":1224.49,"call_oi":29,"put_oi":29},{"strike":41.0,"call_gex":1783.67,"put_gex":-42054.82,"net_gex":-40271.15,"call_oi":5,"put_oi":190},{"strike":42.0,"call_gex":28886.06,"put_gex":-30283.34,"net_gex":-1397.28,"call_oi":115,"put_oi":120},{"strike":43.0,"call_gex":2823.92,"put_gex":-8974.92,"net_gex":-6151.0,"call_oi":18,"put_oi":60},{"strike":44.0,"call_gex":1656.55,"put_gex":0.0,"net_gex":1656.55,"call_oi":14,"put_oi":0},{"strike":45.0,"call_gex":4322.34,"put_gex":-149.86,"net_gex":4172.48,"call_oi":47,"put_oi":2},{"strike":46.0,"call_gex":12123.62,"put_gex":0.0,"net_gex":12123.62,"call_oi":148,"put_oi":0},{"strike":47.0,"call_gex":626.57,"put_gex":0.0,"net_gex":626.57,"call_oi":9,"put_oi":0},{"strike":48.0,"call_gex":124.73,"put_gex":0.0,"net_gex":124.73,"call_oi":2,"put_oi":0},{"strike":49.0,"call_gex":1084.75,"put_gex":0.0,"net_gex":1084.75,"call_oi":20,"put_oi":0},{"strike":50.0,"call_gex":676.13,"put_gex":0.0,"net_gex":676.13,"call_oi":22,"put_oi":0},{"strike":51.0,"call_gex":44.44,"put_gex":0.0,"net_gex":44.44,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":34.0,"call_value":0,"put_value":3493.0,"total_value":3493.0},{"strike":35.0,"call_value":210.0,"put_value":2967.0,"total_value":3177.0},{"strike":36.0,"call_value":489.0,"put_value":2455.0,"total_value":2944.0},{"strike":37.0,"call_value":883.0,"put_value":1949.0,"total_value":2832.0},{"strike":38.0,"call_value":1277.0,"put_value":1447.0,"total_value":2724.0},{"strike":39.0,"call_value":1671.0,"put_value":1021.0,"total_value":2692.0},{"strike":40.0,"call_value":2066.0,"put_value":620.0,"total_value":2686.0},{"strike":41.0,"call_value":2490.0,"put_value":248.0,"total_value":2738.0},{"strike":42.0,"call_value":2919.0,"put_value":66.0,"total_value":2985.0},{"strike":43.0,"call_value":3463.0,"put_value":4.0,"total_value":3467.0},{"strike":44.0,"call_value":4025.0,"put_value":2.0,"total_value":4027.0},{"strike":45.0,"call_value":4601.0,"put_value":0.0,"total_value":4601.0},{"strike":46.0,"call_value":5224.0,"put_value":0.0,"total_value":5224.0},{"strike":47.0,"call_value":5995.0,"put_value":0.0,"total_value":5995.0},{"strike":48.0,"call_value":6775.0,"put_value":0.0,"total_value":6775.0},{"strike":49.0,"call_value":7557.0,"put_value":0.0,"total_value":7557.0},{"strike":50.0,"call_value":8359.0,"put_value":0.0,"total_value":8359.0},{"strike":51.0,"call_value":9183.0,"put_value":0,"total_value":9183.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":83.0,"strike":35.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":42.3,"strike":34.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":27.9,"strike":34.67},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":72.6,"strike":36.33},{"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":23.0,"strike":37.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":48.3,"strike":38.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":24.5,"strike":38.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":21.6,"strike":38.67},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":20.7,"strike":40.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":19.4,"strike":41.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":17.6,"strike":40.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":23.8,"strike":42.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":18.0,"strike":42.67},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":60.0,"strike":44.67},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":23.8,"strike":44.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":18.5,"strike":44.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":84.2,"strike":48.5},{"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":39.0,"strike":47.33}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":12,"total_oi":296},{"expiration":"11/20/2026","dte":49,"iv":0.3249,"contract_count":3,"total_oi":52},{"expiration":"01/15/2027","dte":105,"iv":0.1566,"contract_count":10,"total_oi":312},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":2,"total_oi":26}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.08,"expected_move_2std":8.16,"contract_count":7},{"expiration":"11/20/2026","dte":49,"expected_move_1std":7.11,"expected_move_2std":14.23,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":10.17,"expected_move_2std":20.34,"contract_count":5},{"expiration":"04/16/2027","dte":196,"expected_move_1std":12.18,"expected_move_2std":24.36,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":556,"put_oi":170,"total_oi":726,"pc_ratio":0.306,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":67,"put_oi":50,"total_oi":117,"pc_ratio":0.746,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":176,"put_oi":305,"total_oi":481,"pc_ratio":1.733,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"04/16/2027","dte":196,"call_oi":26,"put_oi":1,"total_oi":27,"pc_ratio":0.038,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":34.0,"call_delta_oi":19035.0,"put_delta_oi":0,"dealer_delta":-19035.0,"call_oi":210,"put_oi":0},{"strike":35.0,"call_delta_oi":6171.0,"put_delta_oi":-206.0,"dealer_delta":-5966.0,"call_oi":69,"put_oi":14},{"strike":36.0,"call_delta_oi":10280.0,"put_delta_oi":-126.0,"dealer_delta":-10154.0,"call_oi":115,"put_oi":6},{"strike":37.0,"call_delta_oi":0,"put_delta_oi":-84.0,"dealer_delta":84.0,"call_oi":0,"put_oi":4},{"strike":38.0,"call_delta_oi":0,"put_delta_oi":-1688.0,"dealer_delta":1688.0,"call_oi":0,"put_oi":76},{"strike":39.0,"call_delta_oi":69.0,"put_delta_oi":-703.0,"dealer_delta":634.0,"call_oi":1,"put_oi":25},{"strike":40.0,"call_delta_oi":1836.0,"put_delta_oi":-1058.0,"dealer_delta":-779.0,"call_oi":29,"put_oi":29},{"strike":41.0,"call_delta_oi":212.0,"put_delta_oi":-9432.0,"dealer_delta":9220.0,"call_oi":5,"put_oi":190},{"strike":42.0,"call_delta_oi":2358.0,"put_delta_oi":-9676.0,"dealer_delta":7318.0,"call_oi":115,"put_oi":120},{"strike":43.0,"call_delta_oi":524.0,"put_delta_oi":-4028.0,"dealer_delta":3504.0,"call_oi":18,"put_oi":60},{"strike":44.0,"call_delta_oi":374.0,"put_delta_oi":0,"dealer_delta":-374.0,"call_oi":14,"put_oi":0},{"strike":45.0,"call_delta_oi":1214.0,"put_delta_oi":-188.0,"dealer_delta":-1027.0,"call_oi":47,"put_oi":2},{"strike":46.0,"call_delta_oi":3114.0,"put_delta_oi":0,"dealer_delta":-3114.0,"call_oi":148,"put_oi":0},{"strike":47.0,"call_delta_oi":227.0,"put_delta_oi":0,"dealer_delta":-227.0,"call_oi":9,"put_oi":0},{"strike":48.0,"call_delta_oi":43.0,"put_delta_oi":0,"dealer_delta":-43.0,"call_oi":2,"put_oi":0},{"strike":49.0,"call_delta_oi":258.0,"put_delta_oi":0,"dealer_delta":-258.0,"call_oi":20,"put_oi":0},{"strike":50.0,"call_delta_oi":90.0,"put_delta_oi":0,"dealer_delta":-90.0,"call_oi":22,"put_oi":0},{"strike":51.0,"call_delta_oi":12.0,"put_delta_oi":0,"dealer_delta":-12.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-18630.0,"total_call_delta":45819.0,"total_put_delta":-27189.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":40.529998779296875,"strikes":[{"strike":34.0,"moneyness":0.8389,"type":"call","iv":0.276,"delta":0.9112,"oi":145},{"strike":41.0,"moneyness":1.0116,"type":"put","iv":0.1666,"delta":-0.4797,"oi":170}]},{"expiration":"10/16/2026","underlying_price":40.529998779296875,"strikes":[{"strike":36.0,"moneyness":0.8882,"type":"call","iv":0.5311,"delta":0.8939,"oi":115},{"strike":46.0,"moneyness":1.135,"type":"call","iv":0.7473,"delta":0.2071,"oi":143}]}],"greeks_heatmap":{"data":[{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.895,"put_delta":0,"call_gamma":0.036065,"put_gamma":0,"call_theta":-0.0388,"put_theta":0,"call_vega":0.0139,"put_vega":0,"call_oi":67,"put_oi":0},{"strike":36.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8939,"put_delta":0,"call_gamma":0.045091,"put_gamma":0,"call_theta":-0.0323,"put_theta":0,"call_vega":0.014,"put_vega":0,"call_oi":115,"put_oi":0},{"strike":42.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1272,"put_delta":-0.8845,"call_gamma":0.174001,"put_gamma":0.170652,"call_theta":-0.0102,"put_theta":-0.0042,"call_vega":0.0159,"put_vega":0.0149,"call_oi":90,"put_oi":89},{"strike":46.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2071,"put_delta":0,"call_gamma":0.050012,"put_gamma":0,"call_theta":-0.0638,"put_theta":0,"call_vega":0.0219,"put_vega":0,"call_oi":143,"put_oi":0},{"strike":34.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8958,"put_delta":0,"call_gamma":0.029074,"put_gamma":0,"call_theta":-0.0151,"put_theta":0,"call_vega":0.0266,"put_vega":0,"call_oi":65,"put_oi":0}],"strikes":[34.0,35.0,36.0,42.0,46.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-59.82,"put_25d_iv":14.92,"call_25d_iv":74.73,"put_25d_strike":42.0,"call_25d_strike":46.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-10.95,"put_25d_iv":16.66,"call_25d_iv":27.6,"put_25d_strike":41.0,"call_25d_strike":34.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":34.0,"call_vanna":-14.0,"put_vanna":0,"net_vanna":-14.0,"call_oi":210,"put_oi":0},{"strike":35.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":67,"put_oi":0},{"strike":36.0,"call_vanna":-3.0,"put_vanna":0,"net_vanna":-3.0,"call_oi":115,"put_oi":0},{"strike":41.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":170},{"strike":42.0,"call_vanna":3.0,"put_vanna":-3.0,"net_vanna":0.0,"call_oi":90,"put_oi":89},{"strike":43.0,"call_vanna":0,"put_vanna":-4.0,"net_vanna":-4.0,"call_oi":0,"put_oi":58},{"strike":46.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":143,"put_oi":0}],"net_vanna":-16.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":34.0,"call_charm":-656.0,"put_charm":0,"net_charm":-656.0,"call_oi":65,"put_oi":0},{"strike":35.0,"call_charm":-6067.0,"put_charm":0,"net_charm":-6067.0,"call_oi":67,"put_oi":0},{"strike":36.0,"call_charm":-8652.0,"put_charm":0,"net_charm":-8652.0,"call_oi":115,"put_oi":0},{"strike":42.0,"call_charm":-304.0,"put_charm":861.0,"net_charm":557.0,"call_oi":90,"put_oi":89},{"strike":46.0,"call_charm":-4924.0,"put_charm":0,"net_charm":-4924.0,"call_oi":143,"put_oi":0}],"net_charm":-19742.0,"weekend_delta_shift":-59227.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":24420.0,"put_delta":-11123.0,"net_delta":13298.0,"call_oi":556,"put_oi":170,"total_oi":726,"total_volume":5,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":5891.0,"put_delta":-1011.0,"net_delta":4880.0,"call_oi":67,"put_oi":50,"total_oi":117,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":14268.0,"put_delta":-15003.0,"net_delta":-735.0,"call_oi":176,"put_oi":305,"total_oi":481,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1239.0,"put_delta":-52.0,"net_delta":1187.0,"call_oi":26,"put_oi":1,"total_oi":27,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":40.0,"straddle_price":1.5,"straddle_pct":3.7,"implied_move":3.7,"avg_iv":23.5}],"volume_profile":{"profile":[{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":210,"put_oi":0,"total_oi":210,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":69,"put_oi":14,"total_oi":83,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":115,"put_oi":6,"total_oi":121,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":76,"total_oi":76,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":25,"total_oi":26,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":29,"total_oi":58,"bias":"neutral"},{"strike":41.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":5,"put_oi":190,"total_oi":195,"bias":"bullish"},{"strike":42.0,"call_volume":2,"put_volume":12,"total_volume":14,"call_oi":115,"put_oi":120,"total_oi":235,"bias":"bearish"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":60,"total_oi":78,"bias":"neutral"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":0,"total_oi":14,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":47,"put_oi":2,"total_oi":49,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":148,"put_oi":0,"total_oi":148,"bias":"neutral"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":50.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"bullish"},{"strike":51.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":40.529998779296875,"peak_call_strike":41.0,"peak_put_strike":42.0,"total_call_volume":6,"total_put_volume":12,"volume_pc_ratio":2.0},"iv_contours":{"x":[0.84,0.86,0.89,0.94,0.96,0.99,1.01,1.04,1.06,1.11,1.14,1.21,1.23],"y":[14,49,105],"z":[[null,65.92,53.11,64.19,null,23.48,14.39,15.29,null,77.18,74.73,80.54,61.48],[42.32,null,null,24.47,null,null,null,null,null,null,null,null,null],[27.6,null,null,null,20.75,null,16.66,17.11,18.45,null,null,null,null]],"levels":[14.4,21.0,27.6,34.2,40.9,47.5,54.1,60.7,67.3,73.9,80.5],"min_iv":14.4,"max_iv":80.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":57.47},{"date":"2026-09-15","iv":67.91},{"date":"2026-09-16","iv":83.01},{"date":"2026-09-17","iv":53.87},{"date":"2026-09-18","iv":50.83},{"date":"2026-09-21","iv":50.49},{"date":"2026-09-22","iv":27.3},{"date":"2026-09-23","iv":32.7},{"date":"2026-09-24","iv":44.0},{"date":"2026-09-25","iv":47.4},{"date":"2026-09-28","iv":36.0},{"date":"2026-09-29","iv":35.6},{"date":"2026-09-30","iv":42.3},{"date":"2026-10-01","iv":39.1},{"date":"2026-10-02","iv":40.1}]}}