{"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":"PFFA","summary":{"name":"PFFA","price":19.77,"total_oi":3030,"call_oi":1054,"put_oi":1976,"pc_ratio":1.875,"net_gex":-43536.58,"avg_iv":29.9,"iv_rank":7.8,"iv_52w_high":74.82,"iv_52w_low":26.1,"gamma_flip":null,"max_pain":21.0},"features":{"symbol":"PFFA","price":19.77,"total_oi":3030,"analysis_coverage":0.9444,"avg_iv_pct":29.9,"iv_rank":7.8,"iv_52w_high_pct":74.82,"iv_52w_low_pct":26.1,"front_dte":14,"front_atm_iv_pct":8.4249,"back_atm_iv_pct":38.6193,"term_premium_pp":-30.1944,"expected_move_front_pct":1.65,"straddle_front_pct":3.54,"straddle_30d_pct":3.54,"risk_reversal_front_pp":6.05,"risk_reversal_30d_pp":6.05,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":1.875,"put_call_oi_front_ratio":13.5,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.00033,"net_delta_normalized":-0.156254,"dealer_delta_normalized":0.156254,"gex_per_100k_oi":-1436850.825083,"vanna_per_100k_oi":6897.689769,"charm_per_100k_oi":4983.49835,"weekend_delta_shift_per_100k_oi":14983.49835,"iv_surface_range_pp":54.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":6.221548,"peak_call_distance_pct":null,"peak_put_distance_pct":1.163379},"analyses":{"gamma_walls":[{"strike":16.0,"call_gex":0.0,"put_gex":-5248.8,"net_gex":-5248.8,"call_oi":0,"put_oi":300},{"strike":17.0,"call_gex":0.0,"put_gex":-6181.5,"net_gex":-6181.5,"call_oi":0,"put_oi":300},{"strike":18.0,"call_gex":0.0,"put_gex":-876.93,"net_gex":-876.93,"call_oi":0,"put_oi":32},{"strike":19.0,"call_gex":167.96,"put_gex":-58892.1,"net_gex":-58724.15,"call_oi":2,"put_oi":924},{"strike":20.0,"call_gex":6053.79,"put_gex":-48631.12,"net_gex":-42577.34,"call_oi":19,"put_oi":325},{"strike":21.0,"call_gex":63023.38,"put_gex":-5187.15,"net_gex":57836.23,"call_oi":665,"put_oi":75},{"strike":22.0,"call_gex":9834.5,"put_gex":-419.03,"net_gex":9415.47,"call_oi":277,"put_oi":11},{"strike":23.0,"call_gex":2982.89,"put_gex":-136.82,"net_gex":2846.07,"call_oi":89,"put_oi":4},{"strike":24.0,"call_gex":43.01,"put_gex":0.0,"net_gex":43.01,"call_oi":2,"put_oi":0},{"strike":29.0,"call_gex":0.0,"put_gex":-68.65,"net_gex":-68.65,"call_oi":0,"put_oi":5}],"pain_by_strike":[{"strike":16.0,"call_value":0,"put_value":4970.0,"total_value":4970.0},{"strike":17.0,"call_value":0.0,"put_value":3294.0,"total_value":3294.0},{"strike":18.0,"call_value":0.0,"put_value":1918.0,"total_value":1918.0},{"strike":19.0,"call_value":0.0,"put_value":574.0,"total_value":574.0},{"strike":20.0,"call_value":2.0,"put_value":154.0,"total_value":156.0},{"strike":21.0,"call_value":23.0,"put_value":59.0,"total_value":82.0},{"strike":22.0,"call_value":709.0,"put_value":39.0,"total_value":748.0},{"strike":23.0,"call_value":1672.0,"put_value":30.0,"total_value":1702.0},{"strike":24.0,"call_value":2724.0,"put_value":25.0,"total_value":2749.0},{"strike":29.0,"call_value":7994.0,"put_value":0,"total_value":7994.0}],"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":null,"strike":null},{"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":39.5,"strike":18.0},{"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":62.8,"strike":19.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":13.3,"strike":19.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":8.4,"strike":20.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":14.4,"strike":20.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":9.7,"strike":20.0},{"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":23.1,"strike":21.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":14.3,"strike":21.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":35.2,"strike":22.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":21.0,"strike":22.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":179.5,"strike":24.0},{"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":40.1,"strike":25.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":1,"total_oi":23},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":3,"total_oi":154},{"expiration":"12/18/2026","dte":77,"iv":0.316,"contract_count":7,"total_oi":940},{"expiration":"03/19/2027","dte":168,"iv":0.4055,"contract_count":7,"total_oi":925}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":1.65,"expected_move_2std":3.29,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":14.15,"expected_move_2std":28.3,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":5.28,"expected_move_2std":10.56,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":10.13,"expected_move_2std":20.26,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":27,"total_oi":29,"pc_ratio":13.5,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":154,"total_oi":154,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":860,"put_oi":393,"total_oi":1253,"pc_ratio":0.457,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":192,"put_oi":1402,"total_oi":1594,"pc_ratio":7.302,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":16.0,"call_delta_oi":0,"put_delta_oi":-2793.0,"dealer_delta":2793.0,"call_oi":0,"put_oi":300},{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-7012.0,"dealer_delta":7012.0,"call_oi":0,"put_oi":300},{"strike":18.0,"call_delta_oi":0,"put_delta_oi":-893.0,"dealer_delta":893.0,"call_oi":0,"put_oi":32},{"strike":19.0,"call_delta_oi":175.0,"put_delta_oi":-25211.0,"dealer_delta":25036.0,"call_oi":2,"put_oi":924},{"strike":20.0,"call_delta_oi":918.0,"put_delta_oi":-17238.0,"dealer_delta":16320.0,"call_oi":19,"put_oi":325},{"strike":21.0,"call_delta_oi":7671.0,"put_delta_oi":-5039.0,"dealer_delta":-2632.0,"call_oi":665,"put_oi":75},{"strike":22.0,"call_delta_oi":1439.0,"put_delta_oi":-839.0,"dealer_delta":-600.0,"call_oi":277,"put_oi":11},{"strike":23.0,"call_delta_oi":2157.0,"put_delta_oi":-306.0,"dealer_delta":-1851.0,"call_oi":89,"put_oi":4},{"strike":24.0,"call_delta_oi":69.0,"put_delta_oi":0,"dealer_delta":-69.0,"call_oi":2,"put_oi":0},{"strike":29.0,"call_delta_oi":0,"put_delta_oi":-443.0,"dealer_delta":443.0,"call_oi":0,"put_oi":5}],"net_dealer_delta":47345.0,"total_call_delta":12428.0,"total_put_delta":-59773.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":19.770000457763672,"strikes":[{"strike":16.0,"moneyness":0.8093,"type":"put","iv":0.2782,"delta":-0.0931,"oi":300},{"strike":17.0,"moneyness":0.8599,"type":"put","iv":0.4346,"delta":-0.2337,"oi":300},{"strike":19.0,"moneyness":0.9611,"type":"put","iv":0.1642,"delta":-0.2781,"oi":740},{"strike":21.0,"moneyness":1.0622,"type":"call","iv":0.0448,"delta":0.0909,"oi":124}]},{"expiration":"11/20/2026","underlying_price":19.770000457763672,"strikes":[{"strike":20.0,"moneyness":1.0116,"type":"put","iv":0.144,"delta":-0.5352,"oi":127}]},{"expiration":"12/18/2026","underlying_price":19.770000457763672,"strikes":[{"strike":19.0,"moneyness":0.9611,"type":"put","iv":0.1552,"delta":-0.2354,"oi":163},{"strike":20.0,"moneyness":1.0116,"type":"put","iv":0.1451,"delta":-0.5032,"oi":166},{"strike":21.0,"moneyness":1.0622,"type":"call","iv":0.0947,"delta":0.1209,"oi":541},{"strike":22.0,"moneyness":1.1128,"type":"call","iv":0.1297,"delta":0.0519,"oi":277}]}],"greeks_heatmap":{"data":[{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.5352,"call_gamma":0,"put_gamma":0.384939,"call_theta":0,"put_theta":-0.003,"call_vega":0,"put_vega":0.0285,"call_oi":0,"put_oi":127},{"strike":19.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2354,"call_gamma":0,"put_gamma":0.219635,"call_theta":0,"put_theta":-0.0023,"call_vega":0,"put_vega":0.0277,"call_oi":0,"put_oi":163},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.5032,"call_gamma":0,"put_gamma":0.304857,"call_theta":0,"put_theta":-0.0022,"call_vega":0,"put_vega":0.036,"call_oi":0,"put_oi":166},{"strike":21.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1209,"put_delta":-0.707,"call_gamma":0.235437,"put_gamma":0.198754,"call_theta":-0.0014,"put_theta":-0.0021,"call_vega":0.0181,"put_vega":0.031,"call_oi":541,"put_oi":52},{"strike":22.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0519,"put_delta":0,"call_gamma":0.090836,"put_gamma":0,"call_theta":-0.0009,"put_theta":0,"call_vega":0.0096,"put_vega":0,"call_oi":277,"put_oi":0}],"strikes":[19.0,20.0,21.0,22.0],"dtes":[49,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":6.05,"put_25d_iv":15.52,"call_25d_iv":9.47,"put_25d_strike":19.0,"call_25d_strike":21.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":13.22,"put_25d_iv":43.46,"call_25d_iv":30.24,"put_25d_strike":17.0,"call_25d_strike":23.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":16.0,"call_vanna":0,"put_vanna":27.0,"net_vanna":27.0,"call_oi":0,"put_oi":300},{"strike":17.0,"call_vanna":0,"put_vanna":33.0,"net_vanna":33.0,"call_oi":0,"put_oi":300},{"strike":19.0,"call_vanna":0,"put_vanna":87.0,"net_vanna":87.0,"call_oi":0,"put_oi":903},{"strike":20.0,"call_vanna":0,"put_vanna":-1.0,"net_vanna":-1.0,"call_oi":0,"put_oi":293},{"strike":21.0,"call_vanna":49.0,"put_vanna":-3.0,"net_vanna":45.0,"call_oi":665,"put_oi":52},{"strike":22.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":277,"put_oi":0},{"strike":23.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":63,"put_oi":0}],"net_vanna":209.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":20.0,"call_charm":0,"put_charm":151.0,"net_charm":151.0,"call_oi":0,"put_oi":127}],"net_charm":151.0,"weekend_delta_shift":454.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":69.0,"put_delta":-2065.0,"net_delta":-1996.0,"call_oi":2,"put_oi":27,"total_oi":29,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-8027.0,"net_delta":-8027.0,"call_oi":0,"put_oi":154,"total_oi":154,"total_volume":1,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":9056.0,"put_delta":-16750.0,"net_delta":-7694.0,"call_oi":860,"put_oi":393,"total_oi":1253,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":3303.0,"put_delta":-32931.0,"net_delta":-29628.0,"call_oi":192,"put_oi":1402,"total_oi":1594,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":20.0,"straddle_price":0.7,"straddle_pct":3.54,"implied_move":3.54,"avg_iv":9.7}],"volume_profile":{"profile":[{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":300,"total_oi":300,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":300,"total_oi":300,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":32,"total_oi":32,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":924,"total_oi":926,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":19,"put_oi":325,"total_oi":344,"bias":"bearish"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":665,"put_oi":75,"total_oi":740,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":277,"put_oi":11,"total_oi":288,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":89,"put_oi":4,"total_oi":93,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"}],"underlying_price":19.770000457763672,"peak_call_strike":null,"peak_put_strike":20.0,"total_call_volume":0,"total_put_volume":1,"volume_pc_ratio":0},"iv_contours":{"x":[0.81,0.86,0.91,0.96,1.01,1.06,1.11,1.16],"y":[14,49,77,168],"z":[[null,null,null,null,8.4,null,null,null],[null,null,null,62.83,14.4,null,null,null],[null,null,null,15.52,9.69,14.32,12.97,25.13],[27.82,43.46,36.64,16.42,null,16.75,null,30.24]],"levels":[8.4,13.8,19.3,24.7,30.2,35.6,41.1,46.5,51.9,57.4,62.8],"min_iv":8.4,"max_iv":62.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":46.75},{"date":"2026-09-15","iv":50.32},{"date":"2026-09-16","iv":63.98},{"date":"2026-09-17","iv":74.82},{"date":"2026-09-18","iv":63.09},{"date":"2026-09-21","iv":29.37},{"date":"2026-09-22","iv":26.1},{"date":"2026-09-23","iv":28.4},{"date":"2026-09-24","iv":30.6},{"date":"2026-09-25","iv":28.4},{"date":"2026-09-28","iv":33.3},{"date":"2026-09-29","iv":31.4},{"date":"2026-09-30","iv":28.0},{"date":"2026-10-01","iv":32.1},{"date":"2026-10-02","iv":29.9}]}}