{"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":"WFG","summary":{"name":"WFG","price":66.5,"total_oi":374,"call_oi":238,"put_oi":136,"pc_ratio":0.571,"net_gex":14388.0,"avg_iv":53.9,"iv_rank":55.1,"iv_52w_high":61.0,"iv_52w_low":45.2,"gamma_flip":70.64,"max_pain":70.0},"features":{"symbol":"WFG","price":66.5,"total_oi":374,"analysis_coverage":0.7222,"avg_iv_pct":53.9,"iv_rank":55.1,"iv_52w_high_pct":61.0,"iv_52w_low_pct":45.2,"front_dte":14,"front_atm_iv_pct":35.589,"back_atm_iv_pct":36.9545,"term_premium_pp":-1.3655,"expected_move_front_pct":6.97,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.571,"put_call_oi_front_ratio":0.311,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.047219,"dealer_delta_normalized":-0.047246,"gex_per_100k_oi":3847058.823529,"vanna_per_100k_oi":1336.898396,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":13.5,"gamma_flip_distance_pct":6.225564,"max_pain_distance_pct":5.263158,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":35.0,"call_gex":0.0,"put_gex":-47.3,"net_gex":-47.3,"call_oi":0,"put_oi":3},{"strike":40.0,"call_gex":0.0,"put_gex":-17.12,"net_gex":-17.12,"call_oi":0,"put_oi":1},{"strike":45.0,"call_gex":11.56,"put_gex":-83.64,"net_gex":-72.08,"call_oi":1,"put_oi":3},{"strike":50.0,"call_gex":261.75,"put_gex":-268.79,"net_gex":-7.04,"call_oi":7,"put_oi":6},{"strike":55.0,"call_gex":0.0,"put_gex":-350.14,"net_gex":-350.14,"call_oi":0,"put_oi":5},{"strike":60.0,"call_gex":1695.73,"put_gex":-2843.16,"net_gex":-1147.43,"call_oi":15,"put_oi":28},{"strike":65.0,"call_gex":499.73,"put_gex":-11598.63,"net_gex":-11098.9,"call_oi":3,"put_oi":60},{"strike":70.0,"call_gex":17004.66,"put_gex":-4978.24,"net_gex":12026.42,"call_oi":60,"put_oi":27},{"strike":75.0,"call_gex":5937.71,"put_gex":-383.32,"net_gex":5554.39,"call_oi":46,"put_oi":3},{"strike":80.0,"call_gex":7155.59,"put_gex":0.0,"net_gex":7155.59,"call_oi":73,"put_oi":0},{"strike":85.0,"call_gex":2230.92,"put_gex":0.0,"net_gex":2230.92,"call_oi":30,"put_oi":0},{"strike":90.0,"call_gex":116.94,"put_gex":0.0,"net_gex":116.94,"call_oi":2,"put_oi":0},{"strike":95.0,"call_gex":43.76,"put_gex":0.0,"net_gex":43.76,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":35.0,"call_value":0,"put_value":3790.0,"total_value":3790.0},{"strike":40.0,"call_value":0.0,"put_value":3125.0,"total_value":3125.0},{"strike":45.0,"call_value":0.0,"put_value":2465.0,"total_value":2465.0},{"strike":50.0,"call_value":5.0,"put_value":1820.0,"total_value":1825.0},{"strike":55.0,"call_value":45.0,"put_value":1205.0,"total_value":1250.0},{"strike":60.0,"call_value":85.0,"put_value":615.0,"total_value":700.0},{"strike":65.0,"call_value":200.0,"put_value":165.0,"total_value":365.0},{"strike":70.0,"call_value":330.0,"put_value":15.0,"total_value":345.0},{"strike":75.0,"call_value":760.0,"put_value":0.0,"total_value":760.0},{"strike":80.0,"call_value":1420.0,"put_value":0.0,"total_value":1420.0},{"strike":85.0,"call_value":2445.0,"put_value":0.0,"total_value":2445.0},{"strike":90.0,"call_value":3620.0,"put_value":0.0,"total_value":3620.0},{"strike":95.0,"call_value":4805.0,"put_value":0,"total_value":4805.0}],"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":93.0,"strike":45.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":69.5,"strike":46.11},{"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":43.5,"strike":60.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":39.6,"strike":60.0},{"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":35.6,"strike":65.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":37.0,"strike":65.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":32.1,"strike":65.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":33.8,"strike":70.0},{"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":32.4,"strike":70.0},{"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":127.3,"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":55.7,"strike":77.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":49.6,"strike":83.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0002,"contract_count":3,"total_oi":66},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":16},{"expiration":"12/18/2026","dte":77,"iv":0.1103,"contract_count":6,"total_oi":23},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":6,"total_oi":67},{"expiration":"02/19/2027","dte":140,"iv":0.2968,"contract_count":4,"total_oi":21}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.97,"expected_move_2std":13.94,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":13.54,"expected_move_2std":27.08,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":14.7,"expected_move_2std":29.4,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":17.3,"expected_move_2std":34.59,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":22.15,"expected_move_2std":44.31,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":61,"put_oi":19,"total_oi":80,"pc_ratio":0.311,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":8,"put_oi":19,"total_oi":27,"pc_ratio":2.375,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":45,"put_oi":9,"total_oi":54,"pc_ratio":0.2,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":112,"put_oi":76,"total_oi":188,"pc_ratio":0.679,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":12,"put_oi":13,"total_oi":25,"pc_ratio":1.083,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-31.0,"dealer_delta":31.0,"call_oi":0,"put_oi":3},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-4.0,"dealer_delta":4.0,"call_oi":0,"put_oi":1},{"strike":45.0,"call_delta_oi":99.0,"put_delta_oi":-18.0,"dealer_delta":-81.0,"call_oi":1,"put_oi":3},{"strike":50.0,"call_delta_oi":660.0,"put_delta_oi":-70.0,"dealer_delta":-590.0,"call_oi":7,"put_oi":6},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-82.0,"dealer_delta":82.0,"call_oi":0,"put_oi":5},{"strike":60.0,"call_delta_oi":1145.0,"put_delta_oi":-728.0,"dealer_delta":-417.0,"call_oi":15,"put_oi":28},{"strike":65.0,"call_delta_oi":184.0,"put_delta_oi":-2281.0,"dealer_delta":2097.0,"call_oi":3,"put_oi":60},{"strike":70.0,"call_delta_oi":1587.0,"put_delta_oi":-1622.0,"dealer_delta":35.0,"call_oi":60,"put_oi":27},{"strike":75.0,"call_delta_oi":1003.0,"put_delta_oi":-207.0,"dealer_delta":-795.0,"call_oi":46,"put_oi":3},{"strike":80.0,"call_delta_oi":1584.0,"put_delta_oi":0,"dealer_delta":-1584.0,"call_oi":73,"put_oi":0},{"strike":85.0,"call_delta_oi":478.0,"put_delta_oi":0,"dealer_delta":-478.0,"call_oi":30,"put_oi":0},{"strike":90.0,"call_delta_oi":32.0,"put_delta_oi":0,"dealer_delta":-32.0,"call_oi":2,"put_oi":0},{"strike":95.0,"call_delta_oi":38.0,"put_delta_oi":0,"dealer_delta":-38.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-1767.0,"total_call_delta":6810.0,"total_put_delta":-5043.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[],"strikes":[],"dtes":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":80.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":55,"put_oi":0}],"net_vanna":5.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1126.0,"put_delta":-948.0,"net_delta":178.0,"call_oi":61,"put_oi":19,"total_oi":80,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":355.0,"put_delta":-581.0,"net_delta":-226.0,"call_oi":8,"put_oi":19,"total_oi":27,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1824.0,"put_delta":-292.0,"net_delta":1532.0,"call_oi":45,"put_oi":9,"total_oi":54,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":2794.0,"put_delta":-2638.0,"net_delta":156.0,"call_oi":112,"put_oi":76,"total_oi":188,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":710.0,"put_delta":-584.0,"net_delta":126.0,"call_oi":12,"put_oi":13,"total_oi":25,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":3,"total_oi":4,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":6,"total_oi":13,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":28,"total_oi":43,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":60,"total_oi":63,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":60,"put_oi":27,"total_oi":87,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":3,"total_oi":49,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":73,"put_oi":0,"total_oi":73,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":66.5,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.9,0.98,1.05,1.13,1.2,1.28],"y":[14,49,77,105],"z":[[null,35.59,32.03,37.79,null,null],[null,36.95,null,null,null,null],[37.07,null,null,34.92,null,null],[42.68,34.21,34.02,29.19,35.03,39.35]],"levels":[29.2,30.5,31.9,33.2,34.6,35.9,37.3,38.6,40.0,41.3,42.7],"min_iv":29.2,"max_iv":42.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":53.49},{"date":"2026-09-15","iv":53.24},{"date":"2026-09-16","iv":58.96},{"date":"2026-09-17","iv":59.66},{"date":"2026-09-18","iv":52.57},{"date":"2026-09-21","iv":47.63},{"date":"2026-09-22","iv":45.2},{"date":"2026-09-23","iv":47.5},{"date":"2026-09-24","iv":46.4},{"date":"2026-09-25","iv":46.6},{"date":"2026-09-28","iv":51.0},{"date":"2026-09-29","iv":53.8},{"date":"2026-09-30","iv":61.0},{"date":"2026-10-01","iv":58.2},{"date":"2026-10-02","iv":53.9}]}}