{"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":"ACHR","summary":{"name":"ACHR","price":4.89,"total_oi":733798,"call_oi":615855,"put_oi":117943,"pc_ratio":0.192,"net_gex":904125.39,"avg_iv":699.7,"iv_rank":53.0,"iv_52w_high":1207.7,"iv_52w_low":126.25,"gamma_flip":1.68,"max_pain":5.0},"features":{"symbol":"ACHR","price":4.89,"total_oi":733798,"analysis_coverage":0.9444,"avg_iv_pct":699.7,"iv_rank":53.0,"iv_52w_high_pct":1207.7,"iv_52w_low_pct":126.25,"front_dte":7,"front_atm_iv_pct":57.9124,"back_atm_iv_pct":72.2441,"term_premium_pp":-14.3317,"expected_move_front_pct":8.02,"straddle_front_pct":6.24,"straddle_30d_pct":14.42,"risk_reversal_front_pp":-211.17,"risk_reversal_30d_pp":-3.14,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.192,"put_call_oi_front_ratio":0.202,"put_call_volume_front_ratio":0.656,"option_volume":46225,"volume_oi_ratio":0.062994,"net_delta_normalized":0.106073,"dealer_delta_normalized":-0.10548,"gex_per_100k_oi":123211.754461,"vanna_per_100k_oi":3737.268295,"charm_per_100k_oi":18956.034222,"weekend_delta_shift_per_100k_oi":56868.238943,"iv_surface_range_pp":111.1,"gamma_flip_distance_pct":-65.644172,"max_pain_distance_pct":2.249489,"peak_call_distance_pct":2.249489,"peak_put_distance_pct":2.249489},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":0.0,"put_gex":-0.19,"net_gex":-0.19,"call_oi":333,"put_oi":5},{"strike":1.0,"call_gex":126.0,"put_gex":-573.96,"net_gex":-447.96,"call_oi":2750,"put_oi":3487},{"strike":1.5,"call_gex":112.36,"put_gex":-3.37,"net_gex":108.99,"call_oi":891,"put_oi":8},{"strike":2.0,"call_gex":2453.26,"put_gex":-1491.27,"net_gex":961.99,"call_oi":4217,"put_oi":2460},{"strike":2.5,"call_gex":11.06,"put_gex":-24.04,"net_gex":-12.99,"call_oi":317,"put_oi":40},{"strike":3.0,"call_gex":14545.38,"put_gex":-16221.01,"net_gex":-1675.64,"call_oi":10074,"put_oi":10526},{"strike":3.5,"call_gex":27.06,"put_gex":-60.29,"net_gex":-33.23,"call_oi":56,"put_oi":24},{"strike":4.0,"call_gex":27564.57,"put_gex":-54132.45,"net_gex":-26567.88,"call_oi":9917,"put_oi":14013},{"strike":4.5,"call_gex":4274.09,"put_gex":-34933.69,"net_gex":-30659.6,"call_oi":465,"put_oi":3179},{"strike":5.0,"call_gex":378393.02,"put_gex":-514360.97,"net_gex":-135967.95,"call_oi":48968,"put_oi":40238},{"strike":5.5,"call_gex":103708.16,"put_gex":-20528.58,"net_gex":83179.58,"call_oi":12871,"put_oi":2008},{"strike":6.0,"call_gex":263618.01,"put_gex":-81279.21,"net_gex":182338.81,"call_oi":50562,"put_oi":14263},{"strike":6.5,"call_gex":44977.94,"put_gex":-876.31,"net_gex":44101.63,"call_oi":14683,"put_oi":220},{"strike":7.0,"call_gex":385259.62,"put_gex":-57902.53,"net_gex":327357.08,"call_oi":118037,"put_oi":16919},{"strike":7.5,"call_gex":9499.76,"put_gex":-21.55,"net_gex":9478.22,"call_oi":3326,"put_oi":10},{"strike":8.0,"call_gex":77133.53,"put_gex":-4639.79,"net_gex":72493.74,"call_oi":33895,"put_oi":1847},{"strike":8.5,"call_gex":349.95,"put_gex":-22.76,"net_gex":327.19,"call_oi":164,"put_oi":11},{"strike":9.0,"call_gex":41666.23,"put_gex":-1273.59,"net_gex":40392.64,"call_oi":22738,"put_oi":579},{"strike":9.5,"call_gex":191.07,"put_gex":-5.59,"net_gex":185.47,"call_oi":91,"put_oi":5},{"strike":10.0,"call_gex":156870.92,"put_gex":-12747.74,"net_gex":144123.18,"call_oi":83707,"put_oi":6157},{"strike":10.5,"call_gex":108.03,"put_gex":-6.55,"net_gex":101.48,"call_oi":62,"put_oi":6},{"strike":11.0,"call_gex":11335.93,"put_gex":-571.75,"net_gex":10764.18,"call_oi":8530,"put_oi":313},{"strike":12.0,"call_gex":46060.03,"put_gex":-1994.5,"net_gex":44065.54,"call_oi":39688,"put_oi":1127},{"strike":13.0,"call_gex":11929.6,"put_gex":-3.09,"net_gex":11926.5,"call_oi":8828,"put_oi":2},{"strike":15.0,"call_gex":46518.71,"put_gex":-607.19,"net_gex":45911.52,"call_oi":36793,"put_oi":392},{"strike":17.0,"call_gex":11392.2,"put_gex":-141.29,"net_gex":11250.91,"call_oi":10941,"put_oi":96},{"strike":20.0,"call_gex":31105.48,"put_gex":-1.33,"net_gex":31104.15,"call_oi":36348,"put_oi":1},{"strike":22.0,"call_gex":5874.16,"put_gex":0.0,"net_gex":5874.16,"call_oi":8734,"put_oi":0},{"strike":25.0,"call_gex":13208.45,"put_gex":-8.12,"net_gex":13200.33,"call_oi":25035,"put_oi":7},{"strike":27.0,"call_gex":20243.55,"put_gex":0.0,"net_gex":20243.55,"call_oi":22834,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":575780.5,"total_value":575780.5},{"strike":1.0,"call_value":166.5,"put_value":516811.5,"total_value":516978.0},{"strike":1.5,"call_value":1708.0,"put_value":459586.0,"total_value":461294.0},{"strike":2.0,"call_value":3695.0,"put_value":402364.5,"total_value":406059.5},{"strike":2.5,"call_value":7790.5,"put_value":346373.0,"total_value":354163.5},{"strike":3.0,"call_value":12044.5,"put_value":290401.5,"total_value":302446.0},{"strike":3.5,"call_value":21335.5,"put_value":239693.0,"total_value":261028.5},{"strike":4.0,"call_value":30654.5,"put_value":188996.5,"total_value":219651.0},{"strike":4.5,"call_value":44932.0,"put_value":145306.5,"total_value":190238.5},{"strike":5.0,"call_value":59442.0,"put_value":103206.0,"total_value":162648.0},{"strike":5.5,"call_value":98436.0,"put_value":81224.5,"total_value":179660.5},{"strike":6.0,"call_value":143865.5,"put_value":60247.0,"total_value":204112.5},{"strike":6.5,"call_value":214576.0,"put_value":46401.0,"total_value":260977.0},{"strike":7.0,"call_value":292628.0,"put_value":32665.0,"total_value":325293.0},{"strike":7.5,"call_value":429698.5,"put_value":27388.5,"total_value":457087.0},{"strike":8.0,"call_value":568432.0,"put_value":22117.0,"total_value":590549.0},{"strike":8.5,"call_value":724113.0,"put_value":17769.0,"total_value":741882.0},{"strike":9.0,"call_value":879876.0,"put_value":13426.5,"total_value":893302.5},{"strike":9.5,"call_value":1047008.0,"put_value":9373.5,"total_value":1056381.5},{"strike":10.0,"call_value":1214185.5,"put_value":5323.0,"total_value":1219508.5},{"strike":10.5,"call_value":1423216.5,"put_value":4351.0,"total_value":1427567.5},{"strike":11.0,"call_value":1632278.5,"put_value":3382.0,"total_value":1635660.5},{"strike":12.0,"call_value":2058932.5,"put_value":1757.0,"total_value":2060689.5},{"strike":13.0,"call_value":2525274.5,"put_value":1259.0,"total_value":2526533.5},{"strike":15.0,"call_value":3475614.5,"put_value":267.0,"total_value":3475881.5},{"strike":17.0,"call_value":4499540.5,"put_value":59.0,"total_value":4499599.5},{"strike":20.0,"call_value":6068252.5,"put_value":35.0,"total_value":6068287.5},{"strike":22.0,"call_value":7186756.5,"put_value":21.0,"total_value":7186777.5},{"strike":25.0,"call_value":8890714.5,"put_value":0.0,"total_value":8890714.5},{"strike":27.0,"call_value":10076756.5,"put_value":0,"total_value":10076756.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":311.8,"strike":2.67},{"moneyness":0.85,"dte":14,"iv":192.5,"strike":2.93},{"moneyness":0.85,"dte":21,"iv":182.7,"strike":2.88},{"moneyness":0.85,"dte":30,"iv":160.2,"strike":3.0},{"moneyness":0.85,"dte":45,"iv":136.6,"strike":2.8},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":113.3,"strike":2.5},{"moneyness":0.9,"dte":7,"iv":56.5,"strike":4.5},{"moneyness":0.9,"dte":14,"iv":58.6,"strike":4.5},{"moneyness":0.9,"dte":21,"iv":60.1,"strike":4.5},{"moneyness":0.9,"dte":30,"iv":67.1,"strike":4.5},{"moneyness":0.9,"dte":45,"iv":71.2,"strike":4.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"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":57.9,"strike":5.0},{"moneyness":1.0,"dte":14,"iv":64.3,"strike":5.0},{"moneyness":1.0,"dte":21,"iv":58.0,"strike":5.0},{"moneyness":1.0,"dte":30,"iv":67.9,"strike":5.0},{"moneyness":1.0,"dte":45,"iv":72.3,"strike":5.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":71.3,"strike":5.0},{"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":84.8,"strike":5.5},{"moneyness":1.1,"dte":14,"iv":73.7,"strike":5.5},{"moneyness":1.1,"dte":21,"iv":62.0,"strike":5.5},{"moneyness":1.1,"dte":30,"iv":67.0,"strike":5.5},{"moneyness":1.1,"dte":45,"iv":70.6,"strike":5.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":237.6,"strike":8.18},{"moneyness":1.15,"dte":14,"iv":169.6,"strike":8.76},{"moneyness":1.15,"dte":21,"iv":119.3,"strike":7.5},{"moneyness":1.15,"dte":30,"iv":101.8,"strike":7.5},{"moneyness":1.15,"dte":45,"iv":90.1,"strike":7.67},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":105.6,"strike":12.83}],"term_structure":[{"expiration":"10/02/2026","dte":0,"iv":1.0,"contract_count":1,"total_oi":3212},{"expiration":"10/09/2026","dte":7,"iv":0.0,"contract_count":4,"total_oi":2249},{"expiration":"10/16/2026","dte":14,"iv":0.0337,"contract_count":4,"total_oi":13698},{"expiration":"10/23/2026","dte":21,"iv":0.0145,"contract_count":4,"total_oi":1165},{"expiration":"10/30/2026","dte":28,"iv":0.056,"contract_count":4,"total_oi":1695},{"expiration":"11/06/2026","dte":35,"iv":0.1066,"contract_count":4,"total_oi":602},{"expiration":"11/13/2026","dte":42,"iv":0.1102,"contract_count":1,"total_oi":2},{"expiration":"11/20/2026","dte":49,"iv":0.1189,"contract_count":2,"total_oi":2843},{"expiration":"01/15/2027","dte":105,"iv":0.1117,"contract_count":2,"total_oi":35602},{"expiration":"04/16/2027","dte":196,"iv":0.1285,"contract_count":2,"total_oi":1446},{"expiration":"01/21/2028","dte":476,"iv":0.1806,"contract_count":2,"total_oi":24164},{"expiration":"01/19/2029","dte":840,"iv":0.2022,"contract_count":2,"total_oi":839}],"expected_move":[{"expiration":"10/09/2026","dte":7,"expected_move_1std":8.02,"expected_move_2std":16.04,"contract_count":2},{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.59,"expected_move_2std":25.18,"contract_count":2},{"expiration":"10/23/2026","dte":21,"expected_move_1std":13.9,"expected_move_2std":27.8,"contract_count":2},{"expiration":"10/30/2026","dte":28,"expected_move_1std":18.15,"expected_move_2std":36.29,"contract_count":2},{"expiration":"11/06/2026","dte":35,"expected_move_1std":21.74,"expected_move_2std":43.47,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":26.47,"expected_move_2std":52.95,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":38.27,"expected_move_2std":76.53,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":53.84,"expected_move_2std":107.69,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":91.44,"expected_move_2std":182.89,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":125.63,"expected_move_2std":251.26,"contract_count":2}],"pc_skew":[{"expiration":"10/02/2026","dte":0,"call_oi":23501,"put_oi":6125,"total_oi":29626,"pc_ratio":0.261,"pc_ratio_volume":0.539,"sentiment":"bullish"},{"expiration":"10/09/2026","dte":7,"call_oi":17079,"put_oi":3449,"total_oi":20528,"pc_ratio":0.202,"pc_ratio_volume":0.656,"sentiment":"bullish"},{"expiration":"10/16/2026","dte":14,"call_oi":96191,"put_oi":24731,"total_oi":120922,"pc_ratio":0.257,"pc_ratio_volume":0.293,"sentiment":"bullish"},{"expiration":"10/23/2026","dte":21,"call_oi":6210,"put_oi":1513,"total_oi":7723,"pc_ratio":0.244,"pc_ratio_volume":0.145,"sentiment":"bullish"},{"expiration":"10/30/2026","dte":28,"call_oi":3865,"put_oi":2661,"total_oi":6526,"pc_ratio":0.688,"pc_ratio_volume":0.06,"sentiment":"bullish"},{"expiration":"11/06/2026","dte":35,"call_oi":858,"put_oi":759,"total_oi":1617,"pc_ratio":0.885,"pc_ratio_volume":3.078,"sentiment":"neutral"},{"expiration":"11/13/2026","dte":42,"call_oi":9,"put_oi":20,"total_oi":29,"pc_ratio":2.222,"pc_ratio_volume":0.055,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":11714,"put_oi":2763,"total_oi":14477,"pc_ratio":0.236,"pc_ratio_volume":0.239,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":325121,"put_oi":54870,"total_oi":379991,"pc_ratio":0.169,"pc_ratio_volume":0.107,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":6492,"put_oi":3363,"total_oi":9855,"pc_ratio":0.518,"pc_ratio_volume":0.169,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":121711,"put_oi":16964,"total_oi":138675,"pc_ratio":0.139,"pc_ratio_volume":0.033,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":3104,"put_oi":725,"total_oi":3829,"pc_ratio":0.234,"pc_ratio_volume":0.139,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":0,"put_delta_oi":-1.0,"dealer_delta":1.0,"call_oi":0,"put_oi":5},{"strike":1.0,"call_delta_oi":57311.0,"put_delta_oi":-3929.0,"dealer_delta":-53381.0,"call_oi":584,"put_oi":3476},{"strike":1.5,"call_delta_oi":50801.0,"put_delta_oi":-34.0,"dealer_delta":-50767.0,"call_oi":515,"put_oi":8},{"strike":2.0,"call_delta_oi":336655.0,"put_delta_oi":-9777.0,"dealer_delta":-326879.0,"call_oi":3595,"put_oi":2460},{"strike":2.5,"call_delta_oi":1463.0,"put_delta_oi":-444.0,"dealer_delta":-1019.0,"call_oi":15,"put_oi":40},{"strike":3.0,"call_delta_oi":884869.0,"put_delta_oi":-110443.0,"dealer_delta":-774425.0,"call_oi":9926,"put_oi":10526},{"strike":3.5,"call_delta_oi":1131.0,"put_delta_oi":-400.0,"dealer_delta":-731.0,"call_oi":12,"put_oi":24},{"strike":4.0,"call_delta_oi":781705.0,"put_delta_oi":-241150.0,"dealer_delta":-540555.0,"call_oi":9891,"put_oi":14013},{"strike":4.5,"call_delta_oi":29696.0,"put_delta_oi":-59703.0,"dealer_delta":30007.0,"call_oi":395,"put_oi":3179},{"strike":5.0,"call_delta_oi":2836671.0,"put_delta_oi":-1967230.0,"dealer_delta":-869441.0,"call_oi":48968,"put_oi":40238},{"strike":5.5,"call_delta_oi":134917.0,"put_delta_oi":-155744.0,"dealer_delta":20827.0,"call_oi":12871,"put_oi":2008},{"strike":6.0,"call_delta_oi":865707.0,"put_delta_oi":-1092108.0,"dealer_delta":226402.0,"call_oi":50562,"put_oi":14263},{"strike":6.5,"call_delta_oi":79016.0,"put_delta_oi":-19725.0,"dealer_delta":-59291.0,"call_oi":14683,"put_oi":220},{"strike":7.0,"call_delta_oi":3138951.0,"put_delta_oi":-1143519.0,"dealer_delta":-1995432.0,"call_oi":118037,"put_oi":16919},{"strike":7.5,"call_delta_oi":71952.0,"put_delta_oi":-947.0,"dealer_delta":-71006.0,"call_oi":3326,"put_oi":10},{"strike":8.0,"call_delta_oi":370909.0,"put_delta_oi":-150742.0,"dealer_delta":-220167.0,"call_oi":33895,"put_oi":1847},{"strike":8.5,"call_delta_oi":1778.0,"put_delta_oi":-1012.0,"dealer_delta":-765.0,"call_oi":164,"put_oi":11},{"strike":9.0,"call_delta_oi":244213.0,"put_delta_oi":-49341.0,"dealer_delta":-194873.0,"call_oi":22738,"put_oi":579},{"strike":9.5,"call_delta_oi":1162.0,"put_delta_oi":-482.0,"dealer_delta":-681.0,"call_oi":91,"put_oi":5},{"strike":10.0,"call_delta_oi":1578612.0,"put_delta_oi":-455827.0,"dealer_delta":-1122785.0,"call_oi":83707,"put_oi":6157},{"strike":10.5,"call_delta_oi":641.0,"put_delta_oi":-575.0,"dealer_delta":-65.0,"call_oi":62,"put_oi":6},{"strike":11.0,"call_delta_oi":61666.0,"put_delta_oi":-27080.0,"dealer_delta":-34586.0,"call_oi":8530,"put_oi":313},{"strike":12.0,"call_delta_oi":376873.0,"put_delta_oi":-71291.0,"dealer_delta":-305582.0,"call_oi":39688,"put_oi":1127},{"strike":13.0,"call_delta_oi":91004.0,"put_delta_oi":-175.0,"dealer_delta":-90829.0,"call_oi":8828,"put_oi":2},{"strike":15.0,"call_delta_oi":539545.0,"put_delta_oi":-23778.0,"dealer_delta":-515767.0,"call_oi":36793,"put_oi":392},{"strike":17.0,"call_delta_oi":101068.0,"put_delta_oi":-6041.0,"dealer_delta":-95028.0,"call_oi":10941,"put_oi":96},{"strike":20.0,"call_delta_oi":290579.0,"put_delta_oi":-59.0,"dealer_delta":-290520.0,"call_oi":36348,"put_oi":1},{"strike":22.0,"call_delta_oi":50377.0,"put_delta_oi":0,"dealer_delta":-50377.0,"call_oi":8734,"put_oi":0},{"strike":25.0,"call_delta_oi":103331.0,"put_delta_oi":-380.0,"dealer_delta":-102951.0,"call_oi":25035,"put_oi":7},{"strike":27.0,"call_delta_oi":249468.0,"put_delta_oi":0,"dealer_delta":-249468.0,"call_oi":22834,"put_oi":0}],"net_dealer_delta":-7740132.0,"total_call_delta":13332070.0,"total_put_delta":-5591939.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.889999866485596,"strikes":[{"strike":1.0,"moneyness":0.2045,"type":"call","iv":1.8845,"delta":0.9818,"oi":466},{"strike":1.0,"moneyness":0.2045,"type":"put","iv":1.5896,"delta":-0.0105,"oi":3063},{"strike":2.0,"moneyness":0.409,"type":"call","iv":1.5272,"delta":0.9356,"oi":2056},{"strike":2.0,"moneyness":0.409,"type":"put","iv":1.0625,"delta":-0.03,"oi":1855},{"strike":3.0,"moneyness":0.6135,"type":"call","iv":0.758,"delta":0.925,"oi":5216},{"strike":3.0,"moneyness":0.6135,"type":"put","iv":0.7743,"delta":-0.0781,"oi":5614},{"strike":4.0,"moneyness":0.818,"type":"put","iv":0.7342,"delta":-0.2298,"oi":6823},{"strike":4.0,"moneyness":0.818,"type":"call","iv":0.7365,"delta":0.7699,"oi":4807},{"strike":5.0,"moneyness":1.0225,"type":"put","iv":0.7208,"delta":-0.4341,"oi":15778},{"strike":5.0,"moneyness":1.0225,"type":"call","iv":0.7061,"delta":0.5642,"oi":19824},{"strike":6.0,"moneyness":1.227,"type":"put","iv":0.697,"delta":-0.6298,"oi":4185},{"strike":6.0,"moneyness":1.227,"type":"call","iv":0.7099,"delta":0.3751,"oi":8202},{"strike":7.0,"moneyness":1.4315,"type":"put","iv":0.7893,"delta":-0.7297,"oi":12310},{"strike":7.0,"moneyness":1.4315,"type":"call","iv":0.7609,"delta":0.2578,"oi":67457},{"strike":8.0,"moneyness":1.636,"type":"put","iv":0.8219,"delta":-0.8092,"oi":590},{"strike":8.0,"moneyness":1.636,"type":"call","iv":0.7913,"delta":0.1773,"oi":16069},{"strike":9.0,"moneyness":1.8405,"type":"put","iv":0.9225,"delta":-0.8335,"oi":409},{"strike":9.0,"moneyness":1.8405,"type":"call","iv":0.8521,"delta":0.1385,"oi":15898},{"strike":10.0,"moneyness":2.045,"type":"put","iv":1.0429,"delta":-0.8377,"oi":3943},{"strike":10.0,"moneyness":2.045,"type":"call","iv":0.902,"delta":0.1112,"oi":54200},{"strike":11.0,"moneyness":2.2495,"type":"put","iv":1.1105,"delta":-0.8533,"oi":212},{"strike":11.0,"moneyness":2.2495,"type":"call","iv":0.9956,"delta":0.108,"oi":3858},{"strike":12.0,"moneyness":2.454,"type":"call","iv":0.9873,"delta":0.0783,"oi":26072},{"strike":13.0,"moneyness":2.6585,"type":"call","iv":1.008,"delta":0.0635,"oi":4971},{"strike":15.0,"moneyness":3.0675,"type":"call","iv":1.1323,"delta":0.0627,"oi":22114},{"strike":17.0,"moneyness":3.4765,"type":"call","iv":1.2707,"delta":0.0694,"oi":9414},{"strike":20.0,"moneyness":4.09,"type":"call","iv":1.306,"delta":0.049,"oi":27894},{"strike":22.0,"moneyness":4.499,"type":"call","iv":1.3077,"delta":0.0369,"oi":7326},{"strike":25.0,"moneyness":5.1125,"type":"call","iv":1.3663,"delta":0.0317,"oi":23157},{"strike":27.0,"moneyness":5.5215,"type":"call","iv":1.4157,"delta":0.0309,"oi":6120}]},{"expiration":"01/19/2029","underlying_price":4.889999866485596,"strikes":[{"strike":2.0,"moneyness":0.409,"type":"put","iv":0.8484,"delta":-0.0787,"oi":116},{"strike":3.0,"moneyness":0.6135,"type":"call","iv":0.8532,"delta":0.8643,"oi":142},{"strike":5.0,"moneyness":1.0225,"type":"put","iv":0.8196,"delta":-0.2476,"oi":268},{"strike":5.0,"moneyness":1.0225,"type":"call","iv":0.8366,"delta":0.7561,"oi":571},{"strike":7.0,"moneyness":1.4315,"type":"put","iv":0.8304,"delta":-0.3365,"oi":179},{"strike":7.0,"moneyness":1.4315,"type":"call","iv":0.8151,"delta":0.6579,"oi":470},{"strike":10.0,"moneyness":2.045,"type":"call","iv":0.812,"delta":0.5453,"oi":1733},{"strike":10.0,"moneyness":2.045,"type":"put","iv":0.8808,"delta":-0.4187,"oi":131}]},{"expiration":"01/21/2028","underlying_price":4.889999866485596,"strikes":[{"strike":1.0,"moneyness":0.2045,"type":"put","iv":0.8932,"delta":-0.0169,"oi":381},{"strike":2.0,"moneyness":0.409,"type":"call","iv":0.9632,"delta":0.9212,"oi":1047},{"strike":2.0,"moneyness":0.409,"type":"put","iv":0.8268,"delta":-0.0697,"oi":442},{"strike":3.0,"moneyness":0.6135,"type":"put","iv":0.8381,"delta":-0.1476,"oi":3662},{"strike":3.0,"moneyness":0.6135,"type":"call","iv":0.8215,"delta":0.8529,"oi":4492},{"strike":4.0,"moneyness":0.818,"type":"put","iv":0.7978,"delta":-0.2307,"oi":1490},{"strike":4.0,"moneyness":0.818,"type":"call","iv":0.9838,"delta":0.7851,"oi":3933},{"strike":5.0,"moneyness":1.0225,"type":"put","iv":0.8005,"delta":-0.3111,"oi":4084},{"strike":5.0,"moneyness":1.0225,"type":"call","iv":0.801,"delta":0.689,"oi":20080},{"strike":7.0,"moneyness":1.4315,"type":"put","iv":0.8252,"delta":-0.441,"oi":3414},{"strike":7.0,"moneyness":1.4315,"type":"call","iv":0.7972,"delta":0.5482,"oi":20739},{"strike":10.0,"moneyness":2.045,"type":"put","iv":0.8688,"delta":-0.5677,"oi":2002},{"strike":10.0,"moneyness":2.045,"type":"call","iv":0.8123,"delta":0.4017,"oi":20989},{"strike":12.0,"moneyness":2.454,"type":"put","iv":0.9305,"delta":-0.6036,"oi":996},{"strike":12.0,"moneyness":2.454,"type":"call","iv":0.84,"delta":0.3446,"oi":4845},{"strike":15.0,"moneyness":3.0675,"type":"put","iv":1.0644,"delta":-0.6066,"oi":392},{"strike":15.0,"moneyness":3.0675,"type":"call","iv":0.8556,"delta":0.2731,"oi":14679},{"strike":17.0,"moneyness":3.4765,"type":"call","iv":0.8585,"delta":0.2338,"oi":1527},{"strike":20.0,"moneyness":4.09,"type":"call","iv":0.8514,"delta":0.182,"oi":8454},{"strike":22.0,"moneyness":4.499,"type":"call","iv":0.8668,"delta":0.1659,"oi":1408},{"strike":25.0,"moneyness":5.1125,"type":"call","iv":0.9104,"delta":0.159,"oi":1878},{"strike":27.0,"moneyness":5.5215,"type":"call","iv":0.9031,"delta":0.1379,"oi":16714}]},{"expiration":"04/16/2027","underlying_price":4.889999866485596,"strikes":[{"strike":3.0,"moneyness":0.6135,"type":"put","iv":0.7474,"delta":-0.1133,"oi":439},{"strike":4.0,"moneyness":0.818,"type":"put","iv":0.7002,"delta":-0.2442,"oi":341},{"strike":4.0,"moneyness":0.818,"type":"call","iv":0.7933,"delta":0.7503,"oi":200},{"strike":5.0,"moneyness":1.0225,"type":"put","iv":0.7356,"delta":-0.3937,"oi":820},{"strike":5.0,"moneyness":1.0225,"type":"call","iv":0.7339,"delta":0.6061,"oi":626},{"strike":6.0,"moneyness":1.227,"type":"put","iv":0.7811,"delta":-0.5132,"oi":812},{"strike":6.0,"moneyness":1.227,"type":"call","iv":0.7462,"delta":0.4758,"oi":1543},{"strike":7.0,"moneyness":1.4315,"type":"call","iv":0.7514,"delta":0.368,"oi":1728},{"strike":8.0,"moneyness":1.636,"type":"put","iv":0.7984,"delta":-0.696,"oi":665},{"strike":8.0,"moneyness":1.636,"type":"call","iv":0.7704,"delta":0.2904,"oi":446},{"strike":9.0,"moneyness":1.8405,"type":"call","iv":0.774,"delta":0.225,"oi":694},{"strike":10.0,"moneyness":2.045,"type":"call","iv":0.7974,"delta":0.1849,"oi":769},{"strike":11.0,"moneyness":2.2495,"type":"call","iv":0.8071,"delta":0.149,"oi":259},{"strike":12.0,"moneyness":2.454,"type":"call","iv":0.8185,"delta":0.1223,"oi":173}]},{"expiration":"10/02/2026","underlying_price":4.889999866485596,"strikes":[{"strike":5.0,"moneyness":1.0225,"type":"call","iv":1.8386,"delta":0.115,"oi":3212}]},{"expiration":"10/09/2026","underlying_price":4.889999866485596,"strikes":[{"strike":4.0,"moneyness":0.818,"type":"put","iv":0.9328,"delta":-0.0405,"oi":151},{"strike":4.5,"moneyness":0.9202,"type":"put","iv":0.598,"delta":-0.1289,"oi":542},{"strike":5.0,"moneyness":1.0225,"type":"put","iv":0.576,"delta":-0.6006,"oi":1410},{"strike":5.0,"moneyness":1.0225,"type":"call","iv":0.5822,"delta":0.4008,"oi":289},{"strike":5.5,"moneyness":1.1247,"type":"call","iv":0.7333,"delta":0.1159,"oi":2108},{"strike":5.5,"moneyness":1.1247,"type":"put","iv":0.9625,"delta":-0.812,"oi":751},{"strike":6.0,"moneyness":1.227,"type":"call","iv":0.9804,"delta":0.0595,"oi":2808},{"strike":6.0,"moneyness":1.227,"type":"put","iv":1.1851,"delta":-0.8972,"oi":475},{"strike":6.5,"moneyness":1.3292,"type":"call","iv":1.2693,"delta":0.0481,"oi":8689},{"strike":7.0,"moneyness":1.4315,"type":"call","iv":1.4234,"delta":0.0307,"oi":421},{"strike":7.5,"moneyness":1.5337,"type":"call","iv":2.7098,"delta":0.1456,"oi":1315}]},{"expiration":"10/16/2026","underlying_price":4.889999866485596,"strikes":[{"strike":3.0,"moneyness":0.6135,"type":"put","iv":2.3271,"delta":-0.0909,"oi":711},{"strike":4.0,"moneyness":0.818,"type":"call","iv":0.7287,"delta":0.9383,"oi":826},{"strike":4.0,"moneyness":0.818,"type":"put","iv":0.7788,"delta":-0.0735,"oi":4666},{"strike":4.5,"moneyness":0.9202,"type":"put","iv":0.6374,"delta":-0.2225,"oi":957},{"strike":5.0,"moneyness":1.0225,"type":"call","iv":0.612,"delta":0.4516,"oi":3172},{"strike":5.0,"moneyness":1.0225,"type":"put","iv":0.6737,"delta":-0.5396,"oi":9534},{"strike":5.5,"moneyness":1.1247,"type":"call","iv":0.6946,"delta":0.2062,"oi":1883},{"strike":5.5,"moneyness":1.1247,"type":"put","iv":0.7795,"delta":-0.7628,"oi":393},{"strike":6.0,"moneyness":1.227,"type":"call","iv":0.8077,"delta":0.1046,"oi":22646},{"strike":6.0,"moneyness":1.227,"type":"put","iv":0.9585,"delta":-0.849,"oi":7055},{"strike":6.5,"moneyness":1.3292,"type":"call","iv":0.9534,"delta":0.069,"oi":1942},{"strike":7.0,"moneyness":1.4315,"type":"call","iv":1.0897,"delta":0.0511,"oi":20421},{"strike":7.0,"moneyness":1.4315,"type":"put","iv":1.296,"delta":-0.9096,"oi":635},{"strike":7.5,"moneyness":1.5337,"type":"call","iv":1.9078,"delta":0.1578,"oi":1173},{"strike":8.0,"moneyness":1.636,"type":"call","iv":1.3312,"delta":0.0338,"oi":15498},{"strike":8.0,"moneyness":1.636,"type":"put","iv":1.2865,"delta":-0.9713,"oi":482},{"strike":9.0,"moneyness":1.8405,"type":"call","iv":1.142,"delta":0.0033,"oi":5629},{"strike":10.0,"moneyness":2.045,"type":"call","iv":1.798,"delta":0.0265,"oi":5724},{"strike":11.0,"moneyness":2.2495,"type":"call","iv":2.1469,"delta":0.0364,"oi":4411},{"strike":12.0,"moneyness":2.454,"type":"call","iv":1.603,"delta":0.0025,"oi":8429}]},{"expiration":"10/23/2026","underlying_price":4.889999866485596,"strikes":[{"strike":4.5,"moneyness":0.9202,"type":"call","iv":0.5867,"delta":0.7552,"oi":235},{"strike":4.5,"moneyness":0.9202,"type":"put","iv":0.6155,"delta":-0.253,"oi":190},{"strike":5.0,"moneyness":1.0225,"type":"put","iv":0.5484,"delta":-0.5362,"oi":682},{"strike":5.5,"moneyness":1.1247,"type":"call","iv":0.6447,"delta":0.2457,"oi":1095},{"strike":5.5,"moneyness":1.1247,"type":"put","iv":0.5958,"delta":-0.7753,"oi":323},{"strike":6.0,"moneyness":1.227,"type":"call","iv":0.7553,"delta":0.1456,"oi":981},{"strike":6.0,"moneyness":1.227,"type":"put","iv":0.5915,"delta":-0.918,"oi":261},{"strike":6.5,"moneyness":1.3292,"type":"call","iv":0.8537,"delta":0.0947,"oi":683},{"strike":7.0,"moneyness":1.4315,"type":"call","iv":0.9508,"delta":0.0681,"oi":1848},{"strike":8.0,"moneyness":1.636,"type":"call","iv":1.6657,"delta":0.1442,"oi":406}]}],"greeks_heatmap":{"data":[{"strike":4.0,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.0976,"call_gamma":0,"put_gamma":0.212802,"call_theta":0,"put_theta":-1.9143,"call_vega":0,"put_vega":0.0001,"call_oi":0,"put_oi":225},{"strike":4.5,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.0478,"call_gamma":0,"put_gamma":0.401606,"call_theta":0,"put_theta":-0.3372,"call_vega":0,"put_vega":0.0,"call_oi":70,"put_oi":661},{"strike":5.0,"dte":0,"expiration":"10/02/2026","call_delta":0.115,"put_delta":-0.7226,"call_gamma":2.158565,"put_gamma":1.876052,"call_theta":-0.2391,"put_theta":-0.8194,"call_vega":0.0001,"put_vega":0.0002,"call_oi":3212,"put_oi":4602},{"strike":5.5,"dte":0,"expiration":"10/02/2026","call_delta":0.0395,"put_delta":-0.8712,"call_gamma":0.265662,"put_gamma":0.43216,"call_theta":-0.3758,"put_theta":-1.4003,"call_vega":0.0,"put_vega":0.0001,"call_oi":7231,"put_oi":114},{"strike":6.0,"dte":0,"expiration":"10/02/2026","call_delta":0.0269,"put_delta":-0.9161,"call_gamma":0.122939,"put_gamma":0.22331,"call_theta":-0.4297,"put_theta":-1.4551,"call_vega":0.0,"put_vega":0.0001,"call_oi":6553,"put_oi":396},{"strike":4.0,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.0405,"call_gamma":0,"put_gamma":0.148708,"call_theta":0,"put_theta":-0.0042,"call_vega":0,"put_vega":0.0005,"call_oi":0,"put_oi":151},{"strike":4.5,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.1289,"call_gamma":0,"put_gamma":0.561006,"call_theta":0,"put_theta":-0.0065,"call_vega":0,"put_vega":0.0013,"call_oi":0,"put_oi":542},{"strike":5.0,"dte":7,"expiration":"10/09/2026","call_delta":0.4008,"put_delta":-0.6006,"call_gamma":1.058991,"put_gamma":1.069486,"call_theta":-0.012,"put_theta":-0.0113,"call_vega":0.0024,"put_vega":0.0024,"call_oi":289,"put_oi":1410},{"strike":5.5,"dte":7,"expiration":"10/09/2026","call_delta":0.1159,"put_delta":-0.812,"call_gamma":0.424436,"put_gamma":0.446788,"call_theta":-0.0075,"put_theta":-0.013,"call_vega":0.0012,"put_vega":0.0017,"call_oi":2108,"put_oi":751},{"strike":6.0,"dte":7,"expiration":"10/09/2026","call_delta":0.0595,"put_delta":-0.8972,"call_gamma":0.192525,"put_gamma":0.241005,"call_theta":-0.0061,"put_theta":-0.0104,"call_vega":0.0007,"put_vega":0.0011,"call_oi":2808,"put_oi":475},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9383,"put_delta":-0.0735,"call_gamma":0.181055,"put_gamma":0.193827,"call_theta":-0.0036,"put_theta":-0.0038,"call_vega":0.0011,"put_vega":0.0013,"call_oi":826,"put_oi":4666},{"strike":4.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2225,"call_gamma":0,"put_gamma":0.506672,"call_theta":0,"put_theta":-0.0066,"call_vega":0,"put_vega":0.0028,"call_oi":0,"put_oi":957},{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4516,"put_delta":-0.5396,"call_gamma":0.701094,"put_gamma":0.638497,"call_theta":-0.0088,"put_theta":-0.0091,"call_vega":0.0037,"put_vega":0.0037,"call_oi":3172,"put_oi":9534},{"strike":5.5,"dte":14,"expiration":"10/16/2026","call_delta":0.2062,"put_delta":-0.7628,"call_gamma":0.444777,"put_gamma":0.4294,"call_theta":-0.0071,"put_theta":-0.008,"call_vega":0.0026,"put_vega":0.0029,"call_oi":1883,"put_oi":393},{"strike":6.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1046,"put_delta":-0.849,"call_gamma":0.243239,"put_gamma":0.26478,"call_theta":-0.0053,"put_theta":-0.0073,"call_vega":0.0017,"put_vega":0.0022,"call_oi":22646,"put_oi":7055},{"strike":4.5,"dte":21,"expiration":"10/23/2026","call_delta":0.7552,"put_delta":-0.253,"call_gamma":0.467957,"put_gamma":0.453895,"call_theta":-0.0056,"put_theta":-0.0055,"call_vega":0.0036,"put_vega":0.0037,"call_oi":235,"put_oi":190},{"strike":5.0,"dte":21,"expiration":"10/23/2026","call_delta":0.473,"put_delta":-0.5362,"call_gamma":0.569347,"put_gamma":0.632883,"call_theta":-0.0072,"put_theta":-0.0059,"call_vega":0.0046,"put_vega":0.0045,"call_oi":58,"put_oi":682},{"strike":5.5,"dte":21,"expiration":"10/23/2026","call_delta":0.2457,"put_delta":-0.7753,"call_gamma":0.426641,"put_gamma":0.439404,"call_theta":-0.0059,"put_theta":-0.0046,"call_vega":0.0036,"put_vega":0.0034,"call_oi":1095,"put_oi":323},{"strike":6.0,"dte":21,"expiration":"10/23/2026","call_delta":0.1456,"put_delta":-0.918,"call_gamma":0.264373,"put_gamma":0.223802,"call_theta":-0.005,"put_theta":-0.0019,"call_vega":0.0026,"put_vega":0.0017,"call_oi":981,"put_oi":261},{"strike":4.0,"dte":28,"expiration":"10/30/2026","call_delta":0,"put_delta":-0.0895,"call_gamma":0,"put_gamma":0.204689,"call_theta":0,"put_theta":-0.0023,"call_vega":0,"put_vega":0.0021,"call_oi":0,"put_oi":74},{"strike":4.5,"dte":28,"expiration":"10/30/2026","call_delta":0.7181,"put_delta":-0.274,"call_gamma":0.391563,"put_gamma":0.408587,"call_theta":-0.0057,"put_theta":-0.0049,"call_vega":0.0045,"put_vega":0.0044,"call_oi":112,"put_oi":542},{"strike":5.0,"dte":28,"expiration":"10/30/2026","call_delta":0.4927,"put_delta":-0.5071,"call_gamma":0.458242,"put_gamma":0.457331,"call_theta":-0.0067,"put_theta":-0.0061,"call_vega":0.0053,"put_vega":0.0053,"call_oi":180,"put_oi":861},{"strike":5.5,"dte":28,"expiration":"10/30/2026","call_delta":0.2859,"put_delta":-0.7079,"call_gamma":0.396818,"put_gamma":0.391105,"call_theta":-0.0055,"put_theta":-0.0051,"call_vega":0.0045,"put_vega":0.0046,"call_oi":484,"put_oi":323},{"strike":6.0,"dte":28,"expiration":"10/30/2026","call_delta":0.1596,"put_delta":-0.8233,"call_gamma":0.268472,"put_gamma":0.270205,"call_theta":-0.0042,"put_theta":-0.004,"call_vega":0.0032,"put_vega":0.0034,"call_oi":1061,"put_oi":645},{"strike":4.5,"dte":35,"expiration":"11/06/2026","call_delta":0,"put_delta":-0.2998,"call_gamma":0,"put_gamma":0.344303,"call_theta":0,"put_theta":-0.005,"call_vega":0,"put_vega":0.0052,"call_oi":0,"put_oi":287},{"strike":5.0,"dte":35,"expiration":"11/06/2026","call_delta":0,"put_delta":-0.4927,"call_gamma":0,"put_gamma":0.387837,"call_theta":0,"put_theta":-0.0057,"call_vega":0,"put_vega":0.006,"call_oi":0,"put_oi":272},{"strike":5.5,"dte":35,"expiration":"11/06/2026","call_delta":0.3308,"put_delta":-0.6681,"call_gamma":0.353958,"put_gamma":0.352779,"call_theta":-0.0056,"put_theta":-0.005,"call_vega":0.0054,"put_vega":0.0054,"call_oi":64,"put_oi":104},{"strike":6.0,"dte":35,"expiration":"11/06/2026","call_delta":0.2099,"put_delta":-0.7774,"call_gamma":0.2691,"put_gamma":0.266718,"call_theta":-0.0046,"put_theta":-0.0043,"call_vega":0.0043,"put_vega":0.0044,"call_oi":135,"put_oi":59},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1673,"call_gamma":0,"put_gamma":0.20894,"call_theta":0,"put_theta":-0.003,"call_vega":0,"put_vega":0.0044,"call_oi":0,"put_oi":210},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5263,"put_delta":-0.4725,"call_gamma":0.313108,"put_gamma":0.308252,"call_theta":-0.0055,"put_theta":-0.005,"call_vega":0.0071,"put_vega":0.0071,"call_oi":916,"put_oi":1927},{"strike":6.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2705,"put_delta":-0.7305,"call_gamma":0.253346,"put_gamma":0.253769,"call_theta":-0.0046,"put_theta":-0.0039,"call_vega":0.0059,"put_vega":0.0059,"call_oi":6632,"put_oi":355}],"strikes":[4.0,4.5,5.0,5.5,6.0],"dtes":[0,7,14,21,28,35,49]},"risk_reversal":[{"expiration":"10/09/2026","dte":7,"risk_reversal":-211.17,"put_25d_iv":59.8,"call_25d_iv":270.98,"put_25d_strike":4.5,"call_25d_strike":7.5,"skew":"call_skew"},{"expiration":"10/16/2026","dte":14,"risk_reversal":-5.72,"put_25d_iv":63.74,"call_25d_iv":69.46,"put_25d_strike":4.5,"call_25d_strike":5.5,"skew":"call_skew"},{"expiration":"10/23/2026","dte":21,"risk_reversal":-2.92,"put_25d_iv":61.55,"call_25d_iv":64.47,"put_25d_strike":4.5,"call_25d_strike":5.5,"skew":"call_skew"},{"expiration":"10/30/2026","dte":28,"risk_reversal":-3.14,"put_25d_iv":61.29,"call_25d_iv":64.43,"put_25d_strike":4.5,"call_25d_strike":5.5,"skew":"call_skew"},{"expiration":"11/06/2026","dte":35,"risk_reversal":-4.11,"put_25d_iv":67.64,"call_25d_iv":71.75,"put_25d_strike":4.5,"call_25d_strike":6.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-6.07,"put_25d_iv":67.6,"call_25d_iv":73.67,"put_25d_strike":4.0,"call_25d_strike":6.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-2.68,"put_25d_iv":73.42,"call_25d_iv":76.09,"put_25d_strike":4.0,"call_25d_strike":7.0,"skew":"call_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":-7.38,"put_25d_iv":70.02,"call_25d_iv":77.4,"put_25d_strike":4.0,"call_25d_strike":9.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-6.07,"put_25d_iv":79.78,"call_25d_iv":85.85,"put_25d_strike":4.0,"call_25d_strike":17.0,"skew":"call_skew"},{"expiration":"01/19/2029","dte":840,"risk_reversal":0.76,"put_25d_iv":81.96,"call_25d_iv":81.2,"put_25d_strike":5.0,"call_25d_strike":10.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":1.0,"call_vanna":-11.0,"put_vanna":62.0,"net_vanna":51.0,"call_oi":524,"put_oi":3444},{"strike":1.5,"call_vanna":-3.0,"put_vanna":0,"net_vanna":-3.0,"call_oi":501,"put_oi":0},{"strike":2.0,"call_vanna":-286.0,"put_vanna":143.0,"net_vanna":-142.0,"call_oi":3569,"put_oi":2413},{"strike":3.0,"call_vanna":-1201.0,"put_vanna":1114.0,"net_vanna":-88.0,"call_oi":9850,"put_oi":10426},{"strike":4.0,"call_vanna":-1229.0,"put_vanna":1038.0,"net_vanna":-192.0,"call_oi":9850,"put_oi":13980},{"strike":4.5,"call_vanna":-13.0,"put_vanna":83.0,"net_vanna":69.0,"call_oi":347,"put_oi":3179},{"strike":5.0,"call_vanna":-3746.0,"put_vanna":1105.0,"net_vanna":-2641.0,"call_oi":48928,"put_oi":40238},{"strike":5.5,"call_vanna":168.0,"put_vanna":-57.0,"net_vanna":111.0,"call_oi":12865,"put_oi":2008},{"strike":6.0,"call_vanna":1548.0,"put_vanna":-512.0,"net_vanna":1036.0,"call_oi":50561,"put_oi":14243},{"strike":6.5,"call_vanna":213.0,"put_vanna":-5.0,"net_vanna":208.0,"call_oi":14683,"put_oi":119},{"strike":7.0,"call_vanna":5389.0,"put_vanna":-817.0,"net_vanna":4573.0,"call_oi":117998,"put_oi":16847},{"strike":7.5,"call_vanna":72.0,"put_vanna":0,"net_vanna":72.0,"call_oi":3307,"put_oi":0},{"strike":8.0,"call_vanna":1742.0,"put_vanna":-130.0,"net_vanna":1612.0,"call_oi":33894,"put_oi":1826},{"strike":8.5,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":52,"put_oi":0},{"strike":9.0,"call_vanna":1463.0,"put_vanna":-44.0,"net_vanna":1419.0,"call_oi":22669,"put_oi":566},{"strike":9.5,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":62,"put_oi":0},{"strike":10.0,"call_vanna":6148.0,"put_vanna":-466.0,"net_vanna":5682.0,"call_oi":83652,"put_oi":6146},{"strike":10.5,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":62,"put_oi":0},{"strike":11.0,"call_vanna":392.0,"put_vanna":-21.0,"net_vanna":371.0,"call_oi":8528,"put_oi":302},{"strike":12.0,"call_vanna":2381.0,"put_vanna":-98.0,"net_vanna":2283.0,"call_oi":39684,"put_oi":1079},{"strike":13.0,"call_vanna":408.0,"put_vanna":0,"net_vanna":408.0,"call_oi":8828,"put_oi":0},{"strike":15.0,"call_vanna":3800.0,"put_vanna":-37.0,"net_vanna":3764.0,"call_oi":36793,"put_oi":392},{"strike":17.0,"call_vanna":862.0,"put_vanna":-10.0,"net_vanna":852.0,"call_oi":10941,"put_oi":93},{"strike":20.0,"call_vanna":2984.0,"put_vanna":0,"net_vanna":2984.0,"call_oi":36348,"put_oi":0},{"strike":22.0,"call_vanna":560.0,"put_vanna":0,"net_vanna":560.0,"call_oi":8734,"put_oi":0},{"strike":25.0,"call_vanna":1179.0,"put_vanna":0,"net_vanna":1179.0,"call_oi":25035,"put_oi":0},{"strike":27.0,"call_vanna":3256.0,"put_vanna":0,"net_vanna":3256.0,"call_oi":22834,"put_oi":0}],"net_vanna":27424.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.0,"call_charm":-233.0,"put_charm":0,"net_charm":-233.0,"call_oi":58,"put_oi":0},{"strike":1.5,"call_charm":-13248.0,"put_charm":0,"net_charm":-13248.0,"call_oi":501,"put_oi":0},{"strike":2.0,"call_charm":-8158.0,"put_charm":0,"net_charm":-8158.0,"call_oi":388,"put_oi":0},{"strike":3.0,"call_charm":0,"put_charm":2264.0,"net_charm":2264.0,"call_oi":0,"put_oi":711},{"strike":4.0,"call_charm":-7227.0,"put_charm":3634.0,"net_charm":-3593.0,"call_oi":826,"put_oi":5101},{"strike":4.5,"call_charm":-2343.0,"put_charm":7878.0,"net_charm":5535.0,"call_oi":347,"put_oi":2518},{"strike":5.0,"call_charm":-43334.0,"put_charm":183852.0,"net_charm":140518.0,"call_oi":4615,"put_oi":14686},{"strike":5.5,"call_charm":-20726.0,"put_charm":51553.0,"net_charm":30826.0,"call_oi":5634,"put_oi":1894},{"strike":6.0,"call_charm":-46240.0,"put_charm":142504.0,"net_charm":96264.0,"call_oi":34263,"put_oi":8850},{"strike":6.5,"call_charm":-17061.0,"put_charm":520.0,"net_charm":-16541.0,"call_oi":12452,"put_oi":119},{"strike":7.0,"call_charm":-13537.0,"put_charm":13783.0,"net_charm":247.0,"call_oi":26422,"put_oi":864},{"strike":7.5,"call_charm":-40373.0,"put_charm":0,"net_charm":-40373.0,"call_oi":3073,"put_oi":0},{"strike":8.0,"call_charm":-7880.0,"put_charm":2696.0,"net_charm":-5184.0,"call_oi":16789,"put_oi":571},{"strike":8.5,"call_charm":-16.0,"put_charm":0,"net_charm":-16.0,"call_oi":52,"put_oi":0},{"strike":9.0,"call_charm":-50.0,"put_charm":621.0,"net_charm":571.0,"call_oi":5991,"put_oi":100},{"strike":10.0,"call_charm":-1563.0,"put_charm":0,"net_charm":-1563.0,"call_oi":5805,"put_oi":0},{"strike":11.0,"call_charm":-2548.0,"put_charm":3568.0,"net_charm":1020.0,"call_oi":4411,"put_oi":90},{"strike":12.0,"call_charm":-24.0,"put_charm":0,"net_charm":-24.0,"call_oi":8429,"put_oi":0},{"strike":13.0,"call_charm":-49215.0,"put_charm":0,"net_charm":-49215.0,"call_oi":3857,"put_oi":0}],"net_charm":139099.0,"weekend_delta_shift":417298.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/02/2026","dte":0,"call_delta":106136.0,"put_delta":-390840.0,"net_delta":-284704.0,"call_oi":21816,"put_oi":6125,"total_oi":27941,"total_volume":4916,"bias":"bearish"},{"expiration":"10/09/2026","dte":7,"call_delta":192228.0,"put_delta":-205870.0,"net_delta":-13642.0,"call_oi":16533,"put_oi":3449,"total_oi":19982,"total_volume":5058,"bias":"neutral"},{"expiration":"10/16/2026","dte":14,"call_delta":785479.0,"put_delta":-1333405.0,"net_delta":-547926.0,"call_oi":95739,"put_oi":24731,"total_oi":120470,"total_volume":4070,"bias":"bearish"},{"expiration":"10/23/2026","dte":21,"call_delta":127370.0,"put_delta":-93032.0,"net_delta":34338.0,"call_oi":5754,"put_oi":1513,"total_oi":7267,"total_volume":1686,"bias":"neutral"},{"expiration":"10/30/2026","dte":28,"call_delta":86008.0,"put_delta":-148718.0,"net_delta":-62710.0,"call_oi":3865,"put_oi":2650,"total_oi":6515,"total_volume":1598,"bias":"neutral"},{"expiration":"11/06/2026","dte":35,"call_delta":16449.0,"put_delta":-36540.0,"net_delta":-20090.0,"call_oi":841,"put_oi":759,"total_oi":1600,"total_volume":417,"bias":"neutral"},{"expiration":"11/13/2026","dte":42,"call_delta":379.0,"put_delta":-1442.0,"net_delta":-1063.0,"call_oi":9,"put_oi":20,"total_oi":29,"total_volume":229,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":283221.0,"put_delta":-142621.0,"net_delta":140600.0,"call_oi":11710,"put_oi":2763,"total_oi":14473,"total_volume":2188,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":6101014.0,"put_delta":-2494016.0,"net_delta":3606998.0,"call_oi":325121,"put_oi":54870,"total_oi":379991,"total_volume":10858,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":243457.0,"put_delta":-152433.0,"net_delta":91024.0,"call_oi":6491,"put_oi":3363,"total_oi":9854,"total_volume":948,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":5192963.0,"put_delta":-573536.0,"net_delta":4619426.0,"call_oi":120785,"put_oi":16964,"total_oi":137749,"total_volume":13141,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":197366.0,"put_delta":-19486.0,"net_delta":177880.0,"call_oi":3104,"put_oi":725,"total_oi":3829,"total_volume":787,"bias":"bullish"}],"straddle_pricing":[{"expiration":"10/09/2026","dte":7,"strike":5.0,"straddle_price":0.3,"straddle_pct":6.24,"implied_move":6.24,"avg_iv":57.9},{"expiration":"10/16/2026","dte":14,"strike":5.0,"straddle_price":0.49,"straddle_pct":9.92,"implied_move":9.92,"avg_iv":64.3},{"expiration":"10/23/2026","dte":21,"strike":5.0,"straddle_price":0.54,"straddle_pct":11.04,"implied_move":11.04,"avg_iv":58.0},{"expiration":"10/30/2026","dte":28,"strike":5.0,"straddle_price":0.7,"straddle_pct":14.42,"implied_move":14.42,"avg_iv":65.5},{"expiration":"11/06/2026","dte":35,"strike":5.0,"straddle_price":0.84,"straddle_pct":17.28,"implied_move":17.28,"avg_iv":70.2},{"expiration":"11/20/2026","dte":49,"strike":5.0,"straddle_price":1.03,"straddle_pct":21.06,"implied_move":21.06,"avg_iv":72.3},{"expiration":"01/15/2027","dte":105,"strike":5.0,"straddle_price":1.49,"straddle_pct":30.37,"implied_move":30.37,"avg_iv":71.3},{"expiration":"04/16/2027","dte":196,"strike":5.0,"straddle_price":2.07,"straddle_pct":42.33,"implied_move":42.33,"avg_iv":73.5},{"expiration":"01/21/2028","dte":476,"strike":5.0,"straddle_price":3.39,"straddle_pct":69.33,"implied_move":69.33,"avg_iv":80.1},{"expiration":"01/19/2029","dte":840,"strike":5.0,"straddle_price":4.43,"straddle_pct":90.7,"implied_move":90.7,"avg_iv":82.8}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":333,"put_oi":5,"total_oi":338,"bias":"bullish"},{"strike":1.0,"call_volume":117,"put_volume":8,"total_volume":125,"call_oi":2750,"put_oi":3487,"total_oi":6237,"bias":"bullish"},{"strike":1.5,"call_volume":21,"put_volume":4,"total_volume":25,"call_oi":891,"put_oi":8,"total_oi":899,"bias":"bullish"},{"strike":2.0,"call_volume":46,"put_volume":18,"total_volume":64,"call_oi":4217,"put_oi":2460,"total_oi":6677,"bias":"bullish"},{"strike":2.5,"call_volume":23,"put_volume":0,"total_volume":23,"call_oi":317,"put_oi":40,"total_oi":357,"bias":"bullish"},{"strike":3.0,"call_volume":125,"put_volume":127,"total_volume":252,"call_oi":10074,"put_oi":10526,"total_oi":20600,"bias":"neutral"},{"strike":3.5,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":56,"put_oi":24,"total_oi":80,"bias":"bullish"},{"strike":4.0,"call_volume":271,"put_volume":800,"total_volume":1071,"call_oi":9917,"put_oi":14013,"total_oi":23930,"bias":"bearish"},{"strike":4.5,"call_volume":297,"put_volume":708,"total_volume":1005,"call_oi":465,"put_oi":3179,"total_oi":3644,"bias":"bearish"},{"strike":5.0,"call_volume":18935,"put_volume":4270,"total_volume":23205,"call_oi":48968,"put_oi":40238,"total_oi":89206,"bias":"bullish"},{"strike":5.5,"call_volume":3756,"put_volume":105,"total_volume":3861,"call_oi":12871,"put_oi":2008,"total_oi":14879,"bias":"bullish"},{"strike":6.0,"call_volume":3900,"put_volume":695,"total_volume":4595,"call_oi":50562,"put_oi":14263,"total_oi":64825,"bias":"bullish"},{"strike":6.5,"call_volume":137,"put_volume":41,"total_volume":178,"call_oi":14683,"put_oi":220,"total_oi":14903,"bias":"bullish"},{"strike":7.0,"call_volume":7029,"put_volume":325,"total_volume":7354,"call_oi":118037,"put_oi":16919,"total_oi":134956,"bias":"bullish"},{"strike":7.5,"call_volume":230,"put_volume":32,"total_volume":262,"call_oi":3326,"put_oi":10,"total_oi":3336,"bias":"bullish"},{"strike":8.0,"call_volume":867,"put_volume":24,"total_volume":891,"call_oi":33895,"put_oi":1847,"total_oi":35742,"bias":"bullish"},{"strike":8.5,"call_volume":3,"put_volume":8,"total_volume":11,"call_oi":164,"put_oi":11,"total_oi":175,"bias":"bearish"},{"strike":9.0,"call_volume":255,"put_volume":27,"total_volume":282,"call_oi":22738,"put_oi":579,"total_oi":23317,"bias":"bullish"},{"strike":9.5,"call_volume":0,"put_volume":9,"total_volume":9,"call_oi":91,"put_oi":5,"total_oi":96,"bias":"bearish"},{"strike":10.0,"call_volume":1417,"put_volume":228,"total_volume":1645,"call_oi":83707,"put_oi":6157,"total_oi":89864,"bias":"bullish"},{"strike":10.5,"call_volume":4,"put_volume":8,"total_volume":12,"call_oi":62,"put_oi":6,"total_oi":68,"bias":"bearish"},{"strike":11.0,"call_volume":13,"put_volume":39,"total_volume":52,"call_oi":8530,"put_oi":313,"total_oi":8843,"bias":"bearish"},{"strike":12.0,"call_volume":77,"put_volume":39,"total_volume":116,"call_oi":39688,"put_oi":1127,"total_oi":40815,"bias":"bullish"},{"strike":13.0,"call_volume":40,"put_volume":0,"total_volume":40,"call_oi":8828,"put_oi":2,"total_oi":8830,"bias":"bullish"},{"strike":15.0,"call_volume":596,"put_volume":25,"total_volume":621,"call_oi":36793,"put_oi":392,"total_oi":37185,"bias":"bullish"},{"strike":17.0,"call_volume":157,"put_volume":0,"total_volume":157,"call_oi":10941,"put_oi":96,"total_oi":11037,"bias":"bullish"},{"strike":20.0,"call_volume":257,"put_volume":0,"total_volume":257,"call_oi":36348,"put_oi":1,"total_oi":36349,"bias":"bullish"},{"strike":22.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":8734,"put_oi":0,"total_oi":8734,"bias":"bullish"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25035,"put_oi":7,"total_oi":25042,"bias":"neutral"},{"strike":27.0,"call_volume":88,"put_volume":0,"total_volume":88,"call_oi":22834,"put_oi":0,"total_oi":22834,"bias":"bullish"}],"underlying_price":4.889999866485596,"peak_call_strike":5.0,"peak_put_strike":5.0,"total_call_volume":38685,"total_put_volume":7540,"volume_pc_ratio":0.195},"iv_contours":{"x":[0.72,0.82,0.92,1.02,1.12,1.23],"y":[7,14,21,28,35,42,49,105],"z":[[null,93.28,59.8,57.91,84.79,108.28],[null,75.38,58.64,64.28,73.7,88.31],[null,67.38,60.11,57.95,62.02,67.34],[159.27,59.38,63.07,65.52,65.23,70.09],[null,48.22,67.64,70.19,68.78,73.31],[null,null,null,null,null,82.36],[null,69.56,null,72.25,null,73.53],[null,73.53,null,71.34,null,70.34]],"levels":[48.2,59.3,70.4,81.5,92.6,103.7,114.8,126.0,137.1,148.2,159.3],"min_iv":48.2,"max_iv":159.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":134.34},{"date":"2026-09-15","iv":135.66},{"date":"2026-09-16","iv":130.91},{"date":"2026-09-17","iv":126.98},{"date":"2026-09-18","iv":127.36},{"date":"2026-09-21","iv":126.25},{"date":"2026-09-22","iv":232.2},{"date":"2026-09-23","iv":375.7},{"date":"2026-09-24","iv":629.1},{"date":"2026-09-25","iv":1207.7},{"date":"2026-09-28","iv":168.6},{"date":"2026-09-29","iv":196.3},{"date":"2026-09-30","iv":326.1},{"date":"2026-10-01","iv":703.3},{"date":"2026-10-02","iv":699.7}]}}