{"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":"ESNT","summary":{"name":"ESNT","price":60.22,"total_oi":1838,"call_oi":389,"put_oi":1449,"pc_ratio":3.725,"net_gex":-283632.67,"avg_iv":62.2,"iv_rank":3.1,"iv_52w_high":96.21,"iv_52w_low":61.1,"gamma_flip":null,"max_pain":60.0},"features":{"symbol":"ESNT","price":60.22,"total_oi":1838,"analysis_coverage":0.9444,"avg_iv_pct":62.2,"iv_rank":3.1,"iv_52w_high_pct":96.21,"iv_52w_low_pct":61.1,"front_dte":14,"front_atm_iv_pct":30.8404,"back_atm_iv_pct":31.6597,"term_premium_pp":-0.8193,"expected_move_front_pct":6.04,"straddle_front_pct":11.29,"straddle_30d_pct":11.29,"risk_reversal_front_pp":-23.72,"risk_reversal_30d_pp":-23.72,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":3.725,"put_call_oi_front_ratio":2.269,"put_call_volume_front_ratio":1.0,"option_volume":23,"volume_oi_ratio":0.012514,"net_delta_normalized":-0.254072,"dealer_delta_normalized":0.253934,"gex_per_100k_oi":-15431592.491839,"vanna_per_100k_oi":3645.266594,"charm_per_100k_oi":2827257.88901,"weekend_delta_shift_per_100k_oi":8481719.260065,"iv_surface_range_pp":38.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-0.365327,"peak_call_distance_pct":-16.971106,"peak_put_distance_pct":-8.668217},"analyses":{"gamma_walls":[{"strike":35.0,"call_gex":0.0,"put_gex":-65.68,"net_gex":-65.68,"call_oi":0,"put_oi":4},{"strike":40.0,"call_gex":9.31,"put_gex":-185.36,"net_gex":-176.05,"call_oi":1,"put_oi":7},{"strike":45.0,"call_gex":0.0,"put_gex":-153.51,"net_gex":-153.51,"call_oi":0,"put_oi":4},{"strike":50.0,"call_gex":0.0,"put_gex":-311.5,"net_gex":-311.5,"call_oi":1,"put_oi":5},{"strike":55.0,"call_gex":0.0,"put_gex":-69239.92,"net_gex":-69239.92,"call_oi":0,"put_oi":627},{"strike":60.0,"call_gex":2420.78,"put_gex":-252492.9,"net_gex":-250072.11,"call_oi":12,"put_oi":794},{"strike":65.0,"call_gex":3634.16,"put_gex":-1061.96,"net_gex":2572.2,"call_oi":23,"put_oi":8},{"strike":70.0,"call_gex":32030.88,"put_gex":0.0,"net_gex":32030.88,"call_oi":325,"put_oi":0},{"strike":75.0,"call_gex":1457.01,"put_gex":0.0,"net_gex":1457.01,"call_oi":19,"put_oi":0},{"strike":80.0,"call_gex":49.45,"put_gex":0.0,"net_gex":49.45,"call_oi":1,"put_oi":0},{"strike":85.0,"call_gex":175.45,"put_gex":0.0,"net_gex":175.45,"call_oi":4,"put_oi":0},{"strike":90.0,"call_gex":101.12,"put_gex":0.0,"net_gex":101.12,"call_oi":3,"put_oi":0}],"pain_by_strike":[{"strike":35.0,"call_value":0,"put_value":32780.0,"total_value":32780.0},{"strike":40.0,"call_value":0.0,"put_value":25555.0,"total_value":25555.0},{"strike":45.0,"call_value":5.0,"put_value":18365.0,"total_value":18370.0},{"strike":50.0,"call_value":10.0,"put_value":11195.0,"total_value":11205.0},{"strike":55.0,"call_value":20.0,"put_value":4050.0,"total_value":4070.0},{"strike":60.0,"call_value":30.0,"put_value":40.0,"total_value":70.0},{"strike":65.0,"call_value":100.0,"put_value":0.0,"total_value":100.0},{"strike":70.0,"call_value":285.0,"put_value":0.0,"total_value":285.0},{"strike":75.0,"call_value":2095.0,"put_value":0.0,"total_value":2095.0},{"strike":80.0,"call_value":4000.0,"put_value":0.0,"total_value":4000.0},{"strike":85.0,"call_value":5910.0,"put_value":0.0,"total_value":5910.0},{"strike":90.0,"call_value":7840.0,"put_value":0,"total_value":7840.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":120.4,"strike":42.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":71.7,"strike":50.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":64.1,"strike":42.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":55.4,"strike":55.0},{"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":32.3,"strike":55.0},{"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":30.8,"strike":60.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":31.7,"strike":60.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":26.6,"strike":60.0},{"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":93.6,"strike":65.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":44.4,"strike":65.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":28.3,"strike":65.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":105.8,"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":40.5,"strike":80.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":760},{"expiration":"11/20/2026","dte":49,"iv":0.3955,"contract_count":2,"total_oi":2},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":5,"total_oi":702}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.04,"expected_move_2std":12.08,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":11.6,"expected_move_2std":23.19,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":14.26,"expected_move_2std":28.51,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":335,"put_oi":760,"total_oi":1095,"pc_ratio":2.269,"pc_ratio_volume":1.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":2,"total_oi":3,"pc_ratio":2.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":53,"put_oi":687,"total_oi":740,"pc_ratio":12.962,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-27.0,"dealer_delta":27.0,"call_oi":0,"put_oi":4},{"strike":40.0,"call_delta_oi":99.0,"put_delta_oi":-64.0,"dealer_delta":-35.0,"call_oi":1,"put_oi":7},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-41.0,"dealer_delta":41.0,"call_oi":0,"put_oi":4},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-78.0,"dealer_delta":78.0,"call_oi":0,"put_oi":5},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-15518.0,"dealer_delta":15518.0,"call_oi":0,"put_oi":627},{"strike":60.0,"call_delta_oi":685.0,"put_delta_oi":-36183.0,"dealer_delta":35497.0,"call_oi":12,"put_oi":794},{"strike":65.0,"call_delta_oi":787.0,"put_delta_oi":-489.0,"dealer_delta":-298.0,"call_oi":23,"put_oi":8},{"strike":70.0,"call_delta_oi":3766.0,"put_delta_oi":0,"dealer_delta":-3766.0,"call_oi":325,"put_oi":0},{"strike":75.0,"call_delta_oi":317.0,"put_delta_oi":0,"dealer_delta":-317.0,"call_oi":19,"put_oi":0},{"strike":80.0,"call_delta_oi":8.0,"put_delta_oi":0,"dealer_delta":-8.0,"call_oi":1,"put_oi":0},{"strike":85.0,"call_delta_oi":41.0,"put_delta_oi":0,"dealer_delta":-41.0,"call_oi":4,"put_oi":0},{"strike":90.0,"call_delta_oi":23.0,"put_delta_oi":0,"dealer_delta":-23.0,"call_oi":3,"put_oi":0}],"net_dealer_delta":46673.0,"total_call_delta":5726.0,"total_put_delta":-52399.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":60.220001220703125,"strikes":[{"strike":55.0,"moneyness":0.9133,"type":"put","iv":0.3234,"delta":-0.2477,"oi":625}]},{"expiration":"10/16/2026","underlying_price":60.220001220703125,"strikes":[{"strike":60.0,"moneyness":0.9963,"type":"put","iv":0.3873,"delta":-0.4573,"oi":751},{"strike":70.0,"moneyness":1.1624,"type":"call","iv":0.6244,"delta":0.1141,"oi":322}]}],"greeks_heatmap":{"data":[{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.4573,"call_gamma":0,"put_gamma":0.090119,"call_theta":0,"put_theta":-0.0638,"call_vega":0,"put_vega":0.0451,"call_oi":0,"put_oi":751},{"strike":70.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1141,"put_delta":0,"call_gamma":0.027191,"put_gamma":0,"call_theta":-0.0534,"put_theta":0,"call_vega":0.0219,"put_vega":0,"call_oi":322,"put_oi":0}],"strikes":[60.0,70.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-23.72,"put_25d_iv":38.73,"call_25d_iv":62.44,"put_25d_strike":60.0,"call_25d_strike":70.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":55.0,"call_vanna":0,"put_vanna":53.0,"net_vanna":53.0,"call_oi":0,"put_oi":625},{"strike":60.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":751},{"strike":70.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":322,"put_oi":0}],"net_vanna":67.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":60.0,"call_charm":0,"put_charm":57080.0,"net_charm":57080.0,"call_oi":0,"put_oi":751},{"strike":70.0,"call_charm":-5115.0,"put_charm":0,"net_charm":-5115.0,"call_oi":322,"put_oi":0}],"net_charm":51965.0,"weekend_delta_shift":155894.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":3999.0,"put_delta":-34419.0,"net_delta":-30419.0,"call_oi":334,"put_oi":760,"total_oi":1094,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":36.0,"put_delta":-64.0,"net_delta":-28.0,"call_oi":1,"put_oi":2,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1691.0,"put_delta":-17917.0,"net_delta":-16226.0,"call_oi":53,"put_oi":687,"total_oi":740,"total_volume":20,"bias":"neutral"}],"straddle_pricing":[{"expiration":"01/15/2027","dte":105,"strike":60.0,"straddle_price":6.8,"straddle_pct":11.29,"implied_move":11.29,"avg_iv":26.6}],"volume_profile":{"profile":[{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":7,"total_oi":8,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":50.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"bullish"},{"strike":55.0,"call_volume":1,"put_volume":21,"total_volume":22,"call_oi":0,"put_oi":627,"total_oi":627,"bias":"bearish"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":794,"total_oi":806,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":8,"total_oi":31,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":325,"put_oi":0,"total_oi":325,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":0,"total_oi":19,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"}],"underlying_price":60.220001220703125,"peak_call_strike":50.0,"peak_put_strike":55.0,"total_call_volume":2,"total_put_volume":21,"volume_pc_ratio":10.5},"iv_contours":{"x":[0.91,1.0,1.08,1.16,1.25],"y":[14,105],"z":[[null,38.73,null,62.44,null],[32.34,26.58,24.04,null,37.06]],"levels":[24.0,27.9,31.7,35.6,39.4,43.2,47.1,50.9,54.8,58.6,62.4],"min_iv":24.0,"max_iv":62.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":75.95},{"date":"2026-09-15","iv":77.03},{"date":"2026-09-16","iv":95.6},{"date":"2026-09-17","iv":96.21},{"date":"2026-09-18","iv":78.26},{"date":"2026-09-21","iv":65.22},{"date":"2026-09-22","iv":77.0},{"date":"2026-09-23","iv":73.8},{"date":"2026-09-24","iv":61.1},{"date":"2026-09-25","iv":66.2},{"date":"2026-09-28","iv":69.0},{"date":"2026-09-29","iv":87.6},{"date":"2026-09-30","iv":67.5},{"date":"2026-10-01","iv":70.6},{"date":"2026-10-02","iv":62.2}]}}