{"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":"KEP","summary":{"name":"KEP","price":11.08,"total_oi":1730,"call_oi":915,"put_oi":815,"pc_ratio":0.891,"net_gex":509.41,"avg_iv":84.4,"iv_rank":26.7,"iv_52w_high":121.96,"iv_52w_low":70.7,"gamma_flip":14.82,"max_pain":10.0},"features":{"symbol":"KEP","price":11.08,"total_oi":1730,"analysis_coverage":0.8333,"avg_iv_pct":84.4,"iv_rank":26.7,"iv_52w_high_pct":121.96,"iv_52w_low_pct":70.7,"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":-15.9,"risk_reversal_30d_pp":-15.9,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.891,"put_call_oi_front_ratio":0.047,"put_call_volume_front_ratio":0.0,"option_volume":14,"volume_oi_ratio":0.008092,"net_delta_normalized":0.059749,"dealer_delta_normalized":-0.059058,"gex_per_100k_oi":29445.66474,"vanna_per_100k_oi":3583.815029,"charm_per_100k_oi":-1109075.144509,"weekend_delta_shift_per_100k_oi":-3327167.630058,"iv_surface_range_pp":122.2,"gamma_flip_distance_pct":33.754513,"max_pain_distance_pct":-9.747292,"peak_call_distance_pct":12.815884,"peak_put_distance_pct":12.815884},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.64,"put_gex":0.0,"net_gex":0.64,"call_oi":1,"put_oi":0},{"strike":5.0,"call_gex":1.91,"put_gex":-5.6,"net_gex":-3.69,"call_oi":21,"put_oi":3},{"strike":7.5,"call_gex":217.09,"put_gex":-816.91,"net_gex":-599.82,"call_oi":45,"put_oi":166},{"strike":10.0,"call_gex":2285.63,"put_gex":-7617.92,"net_gex":-5332.29,"call_oi":131,"put_oi":494},{"strike":12.5,"call_gex":6194.63,"put_gex":-2432.17,"net_gex":3762.46,"call_oi":406,"put_oi":136},{"strike":15.0,"call_gex":2415.75,"put_gex":-75.26,"net_gex":2340.49,"call_oi":233,"put_oi":8},{"strike":17.5,"call_gex":76.86,"put_gex":0.0,"net_gex":76.86,"call_oi":11,"put_oi":0},{"strike":20.0,"call_gex":308.14,"put_gex":-48.0,"net_gex":260.13,"call_oi":66,"put_oi":8},{"strike":25.0,"call_gex":4.62,"put_gex":0.0,"net_gex":4.62,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":6142.5,"total_value":6142.5},{"strike":5.0,"call_value":2.5,"put_value":4105.0,"total_value":4107.5},{"strike":7.5,"call_value":57.5,"put_value":2075.0,"total_value":2132.5},{"strike":10.0,"call_value":225.0,"put_value":460.0,"total_value":685.0},{"strike":12.5,"call_value":720.0,"put_value":80.0,"total_value":800.0},{"strike":15.0,"call_value":2230.0,"put_value":40.0,"total_value":2270.0},{"strike":17.5,"call_value":4322.5,"put_value":20.0,"total_value":4342.5},{"strike":20.0,"call_value":6442.5,"put_value":0.0,"total_value":6442.5},{"strike":25.0,"call_value":11012.5,"put_value":0,"total_value":11012.5}],"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":282.7,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":149.8,"strike":5.62},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":64.3,"strike":10.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":54.1,"strike":10.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":57.2,"strike":10.0},{"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":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":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":117.0,"strike":13.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":61.1,"strike":13.33},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":83.0,"strike":16.79}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":73},{"expiration":"11/20/2026","dte":49,"iv":0.4857,"contract_count":1,"total_oi":11},{"expiration":"12/18/2026","dte":77,"iv":0.6405,"contract_count":2,"total_oi":388},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":2,"total_oi":153}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":425,"put_oi":20,"total_oi":445,"pc_ratio":0.047,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":13,"put_oi":16,"total_oi":29,"pc_ratio":1.231,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":355,"put_oi":504,"total_oi":859,"pc_ratio":1.42,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":122,"put_oi":275,"total_oi":397,"pc_ratio":2.254,"pc_ratio_volume":1.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":97.0,"put_delta_oi":0,"dealer_delta":-97.0,"call_oi":1,"put_oi":0},{"strike":5.0,"call_delta_oi":95.0,"put_delta_oi":-29.0,"dealer_delta":-66.0,"call_oi":1,"put_oi":3},{"strike":7.5,"call_delta_oi":4039.0,"put_delta_oi":-1804.0,"dealer_delta":-2235.0,"call_oi":45,"put_oi":166},{"strike":10.0,"call_delta_oi":9797.0,"put_delta_oi":-13595.0,"dealer_delta":3798.0,"call_oi":131,"put_oi":494},{"strike":12.5,"call_delta_oi":15901.0,"put_delta_oi":-8816.0,"dealer_delta":-7085.0,"call_oi":406,"put_oi":136},{"strike":15.0,"call_delta_oi":4901.0,"put_delta_oi":-703.0,"dealer_delta":-4198.0,"call_oi":233,"put_oi":8},{"strike":17.5,"call_delta_oi":318.0,"put_delta_oi":0,"dealer_delta":-318.0,"call_oi":11,"put_oi":0},{"strike":20.0,"call_delta_oi":605.0,"put_delta_oi":-613.0,"dealer_delta":8.0,"call_oi":66,"put_oi":8},{"strike":25.0,"call_delta_oi":25.0,"put_delta_oi":0,"dealer_delta":-25.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-10217.0,"total_call_delta":35777.0,"total_put_delta":-25560.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":11.079999923706055,"strikes":[{"strike":7.5,"moneyness":0.6769,"type":"put","iv":0.5079,"delta":-0.0863,"oi":122},{"strike":10.0,"moneyness":0.9025,"type":"put","iv":0.4398,"delta":-0.2881,"oi":116}]},{"expiration":"10/16/2026","underlying_price":11.079999923706055,"strikes":[{"strike":12.5,"moneyness":1.1282,"type":"call","iv":1.6668,"delta":0.4125,"oi":260},{"strike":15.0,"moneyness":1.3538,"type":"call","iv":1.6872,"delta":0.2155,"oi":106}]},{"expiration":"12/18/2026","underlying_price":11.079999923706055,"strikes":[{"strike":10.0,"moneyness":0.9025,"type":"put","iv":0.5118,"delta":-0.2763,"oi":353},{"strike":12.5,"moneyness":1.1282,"type":"call","iv":0.4944,"delta":0.3511,"oi":140}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7989,"put_delta":0,"call_gamma":0.187584,"put_gamma":0,"call_theta":-0.0171,"put_theta":0,"call_vega":0.0059,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.4125,"put_delta":0,"call_gamma":0.111693,"put_gamma":0,"call_theta":-0.0526,"put_theta":0,"call_vega":0.0081,"put_vega":0,"call_oi":260,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2763,"call_gamma":0,"put_gamma":0.129248,"call_theta":0,"put_theta":-0.0053,"call_vega":0,"put_vega":0.0169,"call_oi":0,"put_oi":353},{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0.3511,"put_delta":-0.6643,"call_gamma":0.148339,"put_gamma":0.156016,"call_theta":-0.0065,"put_theta":-0.0045,"call_vega":0.0187,"put_vega":0.0184,"call_oi":140,"put_oi":100}],"strikes":[10.0,12.5],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":-15.9,"put_25d_iv":51.18,"call_25d_iv":67.08,"put_25d_strike":10.0,"call_25d_strike":15.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":122},{"strike":10.0,"call_vanna":-2.0,"put_vanna":35.0,"net_vanna":34.0,"call_oi":59,"put_oi":469},{"strike":12.5,"call_vanna":10.0,"put_vanna":-5.0,"net_vanna":5.0,"call_oi":400,"put_oi":100},{"strike":15.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":182,"put_oi":0},{"strike":20.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":56,"put_oi":0}],"net_vanna":62.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":-2097.0,"put_charm":0,"net_charm":-2097.0,"call_oi":59,"put_oi":0},{"strike":12.5,"call_charm":-14711.0,"put_charm":0,"net_charm":-14711.0,"call_oi":260,"put_oi":0},{"strike":15.0,"call_charm":-2379.0,"put_charm":0,"net_charm":-2379.0,"call_oi":106,"put_oi":0}],"net_charm":-19187.0,"weekend_delta_shift":-57560.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":17722.0,"put_delta":-759.0,"net_delta":16963.0,"call_oi":425,"put_oi":20,"total_oi":445,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":288.0,"put_delta":-456.0,"net_delta":-168.0,"call_oi":13,"put_oi":16,"total_oi":29,"total_volume":11,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":12982.0,"put_delta":-17756.0,"net_delta":-4774.0,"call_oi":355,"put_oi":504,"total_oi":859,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":4786.0,"put_delta":-6590.0,"net_delta":-1804.0,"call_oi":102,"put_oi":275,"total_oi":377,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":5.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":21,"put_oi":3,"total_oi":24,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":166,"total_oi":211,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":131,"put_oi":494,"total_oi":625,"bias":"neutral"},{"strike":12.5,"call_volume":11,"put_volume":1,"total_volume":12,"call_oi":406,"put_oi":136,"total_oi":542,"bias":"bullish"},{"strike":15.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":233,"put_oi":8,"total_oi":241,"bias":"bearish"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":66,"put_oi":8,"total_oi":74,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":11.079999923706055,"peak_call_strike":12.5,"peak_put_strike":12.5,"total_call_volume":12,"total_put_volume":2,"volume_pc_ratio":0.167},"iv_contours":{"x":[0.9,1.13],"y":[14,49,77,168],"z":[[64.3,166.68],[54.12,null],[57.18,47.83],[44.52,51.67]],"levels":[44.5,56.7,69.0,81.2,93.4,105.6,117.8,130.0,142.2,154.5,166.7],"min_iv":44.5,"max_iv":166.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":121.96},{"date":"2026-09-15","iv":115.02},{"date":"2026-09-16","iv":117.96},{"date":"2026-09-17","iv":78.17},{"date":"2026-09-18","iv":85.33},{"date":"2026-09-21","iv":79.49},{"date":"2026-09-22","iv":70.7},{"date":"2026-09-23","iv":83.9},{"date":"2026-09-24","iv":88.3},{"date":"2026-09-25","iv":80.8},{"date":"2026-09-28","iv":95.4},{"date":"2026-09-29","iv":83.9},{"date":"2026-09-30","iv":86.1},{"date":"2026-10-01","iv":102.9},{"date":"2026-10-02","iv":84.4}]}}