{"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":"AIR","summary":{"name":"AIR","price":102.51,"total_oi":4403,"call_oi":2872,"put_oi":1531,"pc_ratio":0.533,"net_gex":41317.25,"avg_iv":59.8,"iv_rank":12.0,"iv_52w_high":83.98,"iv_52w_low":56.5,"gamma_flip":145.55,"max_pain":110.0},"features":{"symbol":"AIR","price":102.51,"total_oi":4403,"analysis_coverage":0.9444,"avg_iv_pct":59.8,"iv_rank":12.0,"iv_52w_high_pct":83.98,"iv_52w_low_pct":56.5,"front_dte":14,"front_atm_iv_pct":50.1922,"back_atm_iv_pct":47.0801,"term_premium_pp":3.1121,"expected_move_front_pct":9.83,"straddle_front_pct":7.49,"straddle_30d_pct":7.49,"risk_reversal_front_pp":6.05,"risk_reversal_30d_pp":6.05,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.533,"put_call_oi_front_ratio":0.364,"put_call_volume_front_ratio":0.112,"option_volume":220,"volume_oi_ratio":0.049966,"net_delta_normalized":-0.057036,"dealer_delta_normalized":0.057038,"gex_per_100k_oi":938388.598683,"vanna_per_100k_oi":1544.401544,"charm_per_100k_oi":549716.102657,"weekend_delta_shift_per_100k_oi":1649125.596184,"iv_surface_range_pp":75.2,"gamma_flip_distance_pct":41.986148,"max_pain_distance_pct":7.306604,"peak_call_distance_pct":2.429031,"peak_put_distance_pct":7.306604},"analyses":{"gamma_walls":[{"strike":45.0,"call_gex":16.12,"put_gex":0.0,"net_gex":16.12,"call_oi":3,"put_oi":0},{"strike":60.0,"call_gex":102.96,"put_gex":-293.83,"net_gex":-190.88,"call_oi":6,"put_oi":13},{"strike":65.0,"call_gex":0.0,"put_gex":-85.66,"net_gex":-85.66,"call_oi":0,"put_oi":3},{"strike":70.0,"call_gex":329.51,"put_gex":-3143.63,"net_gex":-2814.12,"call_oi":7,"put_oi":74},{"strike":75.0,"call_gex":333.52,"put_gex":-804.72,"net_gex":-471.2,"call_oi":6,"put_oi":13},{"strike":80.0,"call_gex":239.88,"put_gex":-3706.77,"net_gex":-3466.89,"call_oi":3,"put_oi":46},{"strike":85.0,"call_gex":2656.52,"put_gex":-7268.83,"net_gex":-4612.31,"call_oi":24,"put_oi":69},{"strike":90.0,"call_gex":4220.23,"put_gex":-35505.3,"net_gex":-31285.08,"call_oi":30,"put_oi":232},{"strike":95.0,"call_gex":1989.61,"put_gex":-37449.18,"net_gex":-35459.58,"call_oi":15,"put_oi":149},{"strike":100.0,"call_gex":9207.06,"put_gex":-68294.71,"net_gex":-59087.64,"call_oi":47,"put_oi":260},{"strike":105.0,"call_gex":52150.2,"put_gex":-42654.29,"net_gex":9495.91,"call_oi":156,"put_oi":102},{"strike":110.0,"call_gex":38753.37,"put_gex":-46764.38,"net_gex":-8011.0,"call_oi":138,"put_oi":170},{"strike":115.0,"call_gex":70747.38,"put_gex":-16003.65,"net_gex":54743.73,"call_oi":353,"put_oi":84},{"strike":120.0,"call_gex":46671.75,"put_gex":-9102.78,"net_gex":37568.97,"call_oi":400,"put_oi":55},{"strike":125.0,"call_gex":8897.64,"put_gex":-5277.48,"net_gex":3620.16,"call_oi":90,"put_oi":38},{"strike":130.0,"call_gex":40032.63,"put_gex":-20553.84,"net_gex":19478.79,"call_oi":353,"put_oi":192},{"strike":135.0,"call_gex":9755.21,"put_gex":-2439.77,"net_gex":7315.44,"call_oi":115,"put_oi":23},{"strike":140.0,"call_gex":10326.57,"put_gex":-260.47,"net_gex":10066.1,"call_oi":150,"put_oi":3},{"strike":145.0,"call_gex":2421.4,"put_gex":-86.7,"net_gex":2334.69,"call_oi":33,"put_oi":1},{"strike":150.0,"call_gex":7833.38,"put_gex":-159.52,"net_gex":7673.86,"call_oi":114,"put_oi":2},{"strike":155.0,"call_gex":1066.7,"put_gex":-145.95,"net_gex":920.75,"call_oi":16,"put_oi":2},{"strike":160.0,"call_gex":11603.06,"put_gex":0.0,"net_gex":11603.06,"call_oi":366,"put_oi":0},{"strike":165.0,"call_gex":2066.03,"put_gex":0.0,"net_gex":2066.03,"call_oi":38,"put_oi":0},{"strike":170.0,"call_gex":18392.7,"put_gex":0.0,"net_gex":18392.7,"call_oi":362,"put_oi":0},{"strike":175.0,"call_gex":215.19,"put_gex":0.0,"net_gex":215.19,"call_oi":6,"put_oi":0},{"strike":180.0,"call_gex":712.93,"put_gex":0.0,"net_gex":712.93,"call_oi":25,"put_oi":0},{"strike":185.0,"call_gex":49.04,"put_gex":0.0,"net_gex":49.04,"call_oi":1,"put_oi":0},{"strike":190.0,"call_gex":118.05,"put_gex":0.0,"net_gex":118.05,"call_oi":3,"put_oi":0},{"strike":200.0,"call_gex":177.35,"put_gex":0.0,"net_gex":177.35,"call_oi":7,"put_oi":0},{"strike":210.0,"call_gex":232.75,"put_gex":0.0,"net_gex":232.75,"call_oi":5,"put_oi":0}],"pain_by_strike":[{"strike":45.0,"call_value":0,"put_value":88475.0,"total_value":88475.0},{"strike":60.0,"call_value":45.0,"put_value":65510.0,"total_value":65555.0},{"strike":65.0,"call_value":90.0,"put_value":57920.0,"total_value":58010.0},{"strike":70.0,"call_value":135.0,"put_value":50345.0,"total_value":50480.0},{"strike":75.0,"call_value":215.0,"put_value":43140.0,"total_value":43355.0},{"strike":80.0,"call_value":325.0,"put_value":36000.0,"total_value":36325.0},{"strike":85.0,"call_value":450.0,"put_value":29090.0,"total_value":29540.0},{"strike":90.0,"call_value":695.0,"put_value":22525.0,"total_value":23220.0},{"strike":95.0,"call_value":1090.0,"put_value":17120.0,"total_value":18210.0},{"strike":100.0,"call_value":1560.0,"put_value":12460.0,"total_value":14020.0},{"strike":105.0,"call_value":2265.0,"put_value":9100.0,"total_value":11365.0},{"strike":110.0,"call_value":3750.0,"put_value":6250.0,"total_value":10000.0},{"strike":115.0,"call_value":5925.0,"put_value":4250.0,"total_value":10175.0},{"strike":120.0,"call_value":9865.0,"put_value":2670.0,"total_value":12535.0},{"strike":125.0,"call_value":15805.0,"put_value":1365.0,"total_value":17170.0},{"strike":130.0,"call_value":22195.0,"put_value":250.0,"total_value":22445.0},{"strike":135.0,"call_value":30350.0,"put_value":95.0,"total_value":30445.0},{"strike":140.0,"call_value":39080.0,"put_value":55.0,"total_value":39135.0},{"strike":145.0,"call_value":48560.0,"put_value":30.0,"total_value":48590.0},{"strike":150.0,"call_value":58205.0,"put_value":10.0,"total_value":58215.0},{"strike":155.0,"call_value":68420.0,"put_value":0.0,"total_value":68420.0},{"strike":160.0,"call_value":78715.0,"put_value":0.0,"total_value":78715.0},{"strike":165.0,"call_value":90840.0,"put_value":0.0,"total_value":90840.0},{"strike":170.0,"call_value":103155.0,"put_value":0.0,"total_value":103155.0},{"strike":175.0,"call_value":117280.0,"put_value":0.0,"total_value":117280.0},{"strike":180.0,"call_value":131435.0,"put_value":0.0,"total_value":131435.0},{"strike":185.0,"call_value":145715.0,"put_value":0.0,"total_value":145715.0},{"strike":190.0,"call_value":160000.0,"put_value":0.0,"total_value":160000.0},{"strike":200.0,"call_value":188600.0,"put_value":0.0,"total_value":188600.0},{"strike":210.0,"call_value":217270.0,"put_value":0,"total_value":217270.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":69.1,"strike":85.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":70.9,"strike":72.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":58.4,"strike":71.36},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":59.1,"strike":90.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":51.2,"strike":90.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":49.4,"strike":90.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":50.0,"strike":95.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":48.8,"strike":95.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":49.0,"strike":95.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":50.2,"strike":102.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":47.1,"strike":102.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":46.6,"strike":102.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":44.2,"strike":110.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":45.5,"strike":110.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":45.6,"strike":110.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":45.1,"strike":115.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":44.6,"strike":115.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":44.7,"strike":115.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":123.2,"strike":147.31},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":62.9,"strike":150.56},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":54.8,"strike":146.84}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":7,"total_oi":510},{"expiration":"11/20/2026","dte":49,"iv":0.0982,"contract_count":8,"total_oi":213},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":8,"total_oi":225},{"expiration":"02/19/2027","dte":140,"iv":0.3853,"contract_count":7,"total_oi":64},{"expiration":"05/21/2027","dte":231,"iv":0.4303,"contract_count":4,"total_oi":25}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.83,"expected_move_2std":19.66,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":17.25,"expected_move_2std":34.49,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":21.43,"expected_move_2std":42.85,"contract_count":4},{"expiration":"02/19/2027","dte":140,"expected_move_1std":29.36,"expected_move_2std":58.72,"contract_count":3},{"expiration":"05/21/2027","dte":231,"expected_move_1std":37.72,"expected_move_2std":75.44,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1297,"put_oi":472,"total_oi":1769,"pc_ratio":0.364,"pc_ratio_volume":0.112,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":672,"put_oi":487,"total_oi":1159,"pc_ratio":0.725,"pc_ratio_volume":0.194,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":691,"put_oi":445,"total_oi":1136,"pc_ratio":0.644,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":165,"put_oi":96,"total_oi":261,"pc_ratio":0.582,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":47,"put_oi":31,"total_oi":78,"pc_ratio":0.66,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":45.0,"call_delta_oi":298.0,"put_delta_oi":0,"dealer_delta":-298.0,"call_oi":3,"put_oi":0},{"strike":60.0,"call_delta_oi":586.0,"put_delta_oi":-43.0,"dealer_delta":-543.0,"call_oi":6,"put_oi":13},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-10.0,"dealer_delta":10.0,"call_oi":0,"put_oi":3},{"strike":70.0,"call_delta_oi":643.0,"put_delta_oi":-465.0,"dealer_delta":-178.0,"call_oi":7,"put_oi":74},{"strike":75.0,"call_delta_oi":563.0,"put_delta_oi":-133.0,"dealer_delta":-430.0,"call_oi":6,"put_oi":13},{"strike":80.0,"call_delta_oi":255.0,"put_delta_oi":-652.0,"dealer_delta":397.0,"call_oi":3,"put_oi":46},{"strike":85.0,"call_delta_oi":1992.0,"put_delta_oi":-981.0,"dealer_delta":-1011.0,"call_oi":24,"put_oi":69},{"strike":90.0,"call_delta_oi":2315.0,"put_delta_oi":-4139.0,"dealer_delta":1824.0,"call_oi":30,"put_oi":232},{"strike":95.0,"call_delta_oi":1020.0,"put_delta_oi":-3470.0,"dealer_delta":2449.0,"call_oi":15,"put_oi":149},{"strike":100.0,"call_delta_oi":2859.0,"put_delta_oi":-10105.0,"dealer_delta":7246.0,"call_oi":47,"put_oi":260},{"strike":105.0,"call_delta_oi":7185.0,"put_delta_oi":-5814.0,"dealer_delta":-1370.0,"call_oi":156,"put_oi":102},{"strike":110.0,"call_delta_oi":4347.0,"put_delta_oi":-11432.0,"dealer_delta":7085.0,"call_oi":138,"put_oi":170},{"strike":115.0,"call_delta_oi":4814.0,"put_delta_oi":-5808.0,"dealer_delta":994.0,"call_oi":353,"put_oi":84},{"strike":120.0,"call_delta_oi":3500.0,"put_delta_oi":-4442.0,"dealer_delta":943.0,"call_oi":400,"put_oi":55},{"strike":125.0,"call_delta_oi":608.0,"put_delta_oi":-3131.0,"dealer_delta":2523.0,"call_oi":90,"put_oi":38},{"strike":130.0,"call_delta_oi":4895.0,"put_delta_oi":-17109.0,"dealer_delta":12214.0,"call_oi":353,"put_oi":192},{"strike":135.0,"call_delta_oi":1177.0,"put_delta_oi":-1812.0,"dealer_delta":635.0,"call_oi":115,"put_oi":23},{"strike":140.0,"call_delta_oi":1094.0,"put_delta_oi":-265.0,"dealer_delta":-829.0,"call_oi":150,"put_oi":3},{"strike":145.0,"call_delta_oi":361.0,"put_delta_oi":-83.0,"dealer_delta":-278.0,"call_oi":33,"put_oi":1},{"strike":150.0,"call_delta_oi":1225.0,"put_delta_oi":-165.0,"dealer_delta":-1060.0,"call_oi":114,"put_oi":2},{"strike":155.0,"call_delta_oi":207.0,"put_delta_oi":-168.0,"dealer_delta":-38.0,"call_oi":16,"put_oi":2},{"strike":160.0,"call_delta_oi":1142.0,"put_delta_oi":0,"dealer_delta":-1142.0,"call_oi":366,"put_oi":0},{"strike":165.0,"call_delta_oi":361.0,"put_delta_oi":0,"dealer_delta":-361.0,"call_oi":38,"put_oi":0},{"strike":170.0,"call_delta_oi":3331.0,"put_delta_oi":0,"dealer_delta":-3331.0,"call_oi":362,"put_oi":0},{"strike":175.0,"call_delta_oi":33.0,"put_delta_oi":0,"dealer_delta":-33.0,"call_oi":6,"put_oi":0},{"strike":180.0,"call_delta_oi":91.0,"put_delta_oi":0,"dealer_delta":-91.0,"call_oi":25,"put_oi":0},{"strike":185.0,"call_delta_oi":12.0,"put_delta_oi":0,"dealer_delta":-12.0,"call_oi":1,"put_oi":0},{"strike":190.0,"call_delta_oi":26.0,"put_delta_oi":0,"dealer_delta":-26.0,"call_oi":3,"put_oi":0},{"strike":200.0,"call_delta_oi":30.0,"put_delta_oi":0,"dealer_delta":-30.0,"call_oi":7,"put_oi":0},{"strike":210.0,"call_delta_oi":145.0,"put_delta_oi":0,"dealer_delta":-145.0,"call_oi":5,"put_oi":0}],"net_dealer_delta":25114.0,"total_call_delta":45114.0,"total_put_delta":-70228.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":102.51000213623047,"strikes":[{"strike":100.0,"moneyness":0.9755,"type":"put","iv":0.5444,"delta":-0.3793,"oi":105},{"strike":115.0,"moneyness":1.1218,"type":"call","iv":0.4383,"delta":0.0917,"oi":287},{"strike":120.0,"moneyness":1.1706,"type":"call","iv":0.4669,"delta":0.0421,"oi":317},{"strike":160.0,"moneyness":1.5608,"type":"call","iv":1.1638,"delta":0.028,"oi":313}]},{"expiration":"11/20/2026","underlying_price":102.51000213623047,"strikes":[{"strike":110.0,"moneyness":1.0731,"type":"put","iv":0.4418,"delta":-0.6275,"oi":101},{"strike":130.0,"moneyness":1.2682,"type":"call","iv":0.5014,"delta":0.118,"oi":257},{"strike":130.0,"moneyness":1.2682,"type":"put","iv":0.4705,"delta":-0.8987,"oi":182},{"strike":140.0,"moneyness":1.3657,"type":"call","iv":0.4984,"delta":0.0545,"oi":104}]},{"expiration":"12/18/2026","underlying_price":102.51000213623047,"strikes":[{"strike":90.0,"moneyness":0.878,"type":"put","iv":0.4991,"delta":-0.2345,"oi":105},{"strike":100.0,"moneyness":0.9755,"type":"put","iv":0.4662,"delta":-0.3957,"oi":134},{"strike":170.0,"moneyness":1.6584,"type":"call","iv":0.7308,"delta":0.0928,"oi":351}]}],"greeks_heatmap":{"data":[{"strike":90.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1082,"call_gamma":0,"put_gamma":0.016252,"call_theta":0,"put_theta":-0.0804,"call_vega":0,"put_vega":0.036,"call_oi":0,"put_oi":100},{"strike":95.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1923,"call_gamma":0,"put_gamma":0.028258,"call_theta":0,"put_theta":-0.0993,"call_vega":0,"put_vega":0.0529,"call_oi":0,"put_oi":95},{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3793,"call_gamma":0,"put_gamma":0.036128,"call_theta":0,"put_theta":-0.1493,"call_vega":0,"put_vega":0.0736,"call_oi":0,"put_oi":105},{"strike":105.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4251,"put_delta":-0.5879,"call_gamma":0.040205,"put_gamma":0.044699,"call_theta":-0.1517,"put_theta":-0.1228,"call_vega":0.0758,"put_vega":0.0753,"call_oi":95,"put_oi":79},{"strike":110.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2147,"put_delta":-0.7826,"call_gamma":0.034326,"put_gamma":0.034211,"call_theta":-0.098,"put_theta":-0.0869,"call_vega":0.0565,"put_vega":0.0569,"call_oi":76,"put_oi":56},{"strike":115.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0917,"put_delta":0,"call_gamma":0.019422,"put_gamma":0,"call_theta":-0.0548,"put_theta":0,"call_vega":0.0319,"put_vega":0,"call_oi":287,"put_oi":0},{"strike":120.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0421,"put_delta":0,"call_gamma":0.00995,"put_gamma":0,"call_theta":-0.0317,"put_theta":0,"call_vega":0.0174,"put_vega":0,"call_oi":317,"put_oi":0},{"strike":125.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0554,"put_delta":0,"call_gamma":0.009175,"put_gamma":0,"call_theta":-0.0532,"put_theta":0,"call_vega":0.0217,"put_vega":0,"call_oi":83,"put_oi":0},{"strike":110.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.6275,"call_gamma":0,"put_gamma":0.023039,"call_theta":0,"put_theta":-0.056,"call_vega":0,"put_vega":0.1407,"call_oi":0,"put_oi":101},{"strike":130.0,"dte":49,"expiration":"11/20/2026","call_delta":0.118,"put_delta":-0.8987,"call_gamma":0.010607,"put_gamma":0.010127,"call_theta":-0.0397,"put_theta":-0.0183,"call_vega":0.0735,"put_vega":0.0658,"call_oi":257,"put_oi":182},{"strike":90.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2345,"call_gamma":0,"put_gamma":0.013146,"call_theta":0,"put_theta":-0.0439,"call_vega":0,"put_vega":0.1436,"call_oi":0,"put_oi":105},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3957,"call_gamma":0,"put_gamma":0.017666,"call_theta":0,"put_theta":-0.0497,"call_vega":0,"put_vega":0.1802,"call_oi":0,"put_oi":134}],"strikes":[90.0,95.0,100.0,105.0,110.0,115.0,120.0,125.0,130.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":6.05,"put_25d_iv":50.01,"call_25d_iv":43.97,"put_25d_strike":95.0,"call_25d_strike":110.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-5.96,"put_25d_iv":44.18,"call_25d_iv":50.14,"put_25d_strike":110.0,"call_25d_strike":130.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-23.17,"put_25d_iv":49.91,"call_25d_iv":73.08,"put_25d_strike":90.0,"call_25d_strike":170.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":90.0,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":205},{"strike":95.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":95},{"strike":100.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":239},{"strike":105.0,"call_vanna":1.0,"put_vanna":-1.0,"net_vanna":0.0,"call_oi":95,"put_oi":79},{"strike":110.0,"call_vanna":2.0,"put_vanna":-5.0,"net_vanna":-3.0,"call_oi":76,"put_oi":157},{"strike":115.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":287,"put_oi":0},{"strike":120.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":317,"put_oi":0},{"strike":125.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":83,"put_oi":0},{"strike":130.0,"call_vanna":14.0,"put_vanna":-9.0,"net_vanna":5.0,"call_oi":257,"put_oi":182},{"strike":135.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":70,"put_oi":0},{"strike":140.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":104,"put_oi":0},{"strike":160.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":313,"put_oi":0},{"strike":170.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":351,"put_oi":0}],"net_vanna":68.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":90.0,"call_charm":0,"put_charm":2269.0,"net_charm":2269.0,"call_oi":0,"put_oi":100},{"strike":95.0,"call_charm":0,"put_charm":4731.0,"net_charm":4731.0,"call_oi":0,"put_oi":95},{"strike":100.0,"call_charm":0,"put_charm":15500.0,"net_charm":15500.0,"call_oi":0,"put_oi":105},{"strike":105.0,"call_charm":-15966.0,"put_charm":14867.0,"net_charm":-1099.0,"call_oi":95,"put_oi":79},{"strike":110.0,"call_charm":-4167.0,"put_charm":12573.0,"net_charm":8406.0,"call_oi":76,"put_oi":157},{"strike":115.0,"call_charm":-3758.0,"put_charm":0,"net_charm":-3758.0,"call_oi":287,"put_oi":0},{"strike":120.0,"call_charm":-1104.0,"put_charm":0,"net_charm":-1104.0,"call_oi":317,"put_oi":0},{"strike":125.0,"call_charm":-638.0,"put_charm":0,"net_charm":-638.0,"call_oi":83,"put_oi":0},{"strike":130.0,"call_charm":-896.0,"put_charm":2234.0,"net_charm":1337.0,"call_oi":257,"put_oi":182},{"strike":135.0,"call_charm":-65.0,"put_charm":0,"net_charm":-65.0,"call_oi":70,"put_oi":0},{"strike":140.0,"call_charm":-92.0,"put_charm":0,"net_charm":-92.0,"call_oi":104,"put_oi":0},{"strike":160.0,"call_charm":-1282.0,"put_charm":0,"net_charm":-1282.0,"call_oi":313,"put_oi":0}],"net_charm":24204.0,"weekend_delta_shift":72611.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":12939.0,"put_delta":-17439.0,"net_delta":-4500.0,"call_oi":1297,"put_oi":472,"total_oi":1769,"total_volume":139,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":9982.0,"put_delta":-32610.0,"net_delta":-22628.0,"call_oi":672,"put_oi":487,"total_oi":1159,"total_volume":37,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":14635.0,"put_delta":-14874.0,"net_delta":-238.0,"call_oi":691,"put_oi":445,"total_oi":1136,"total_volume":1,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":5113.0,"put_delta":-4475.0,"net_delta":638.0,"call_oi":165,"put_oi":96,"total_oi":261,"total_volume":17,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":2444.0,"put_delta":-830.0,"net_delta":1615.0,"call_oi":47,"put_oi":31,"total_oi":78,"total_volume":5,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":105.0,"straddle_price":7.68,"straddle_pct":7.49,"implied_move":7.49,"avg_iv":47.7},{"expiration":"11/20/2026","dte":49,"strike":105.0,"straddle_price":13.95,"straddle_pct":13.61,"implied_move":13.61,"avg_iv":46.4},{"expiration":"12/18/2026","dte":77,"strike":100.0,"straddle_price":17.45,"straddle_pct":17.02,"implied_move":17.02,"avg_iv":47.1}],"volume_profile":{"profile":[{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":13,"total_oi":19,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":74,"total_oi":81,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":13,"total_oi":19,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":46,"total_oi":49,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":69,"total_oi":93,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":232,"total_oi":262,"bias":"neutral"},{"strike":95.0,"call_volume":1,"put_volume":3,"total_volume":4,"call_oi":15,"put_oi":149,"total_oi":164,"bias":"bearish"},{"strike":100.0,"call_volume":32,"put_volume":2,"total_volume":34,"call_oi":47,"put_oi":260,"total_oi":307,"bias":"bullish"},{"strike":105.0,"call_volume":55,"put_volume":7,"total_volume":62,"call_oi":156,"put_oi":102,"total_oi":258,"bias":"bullish"},{"strike":110.0,"call_volume":28,"put_volume":20,"total_volume":48,"call_oi":138,"put_oi":170,"total_oi":308,"bias":"neutral"},{"strike":115.0,"call_volume":25,"put_volume":0,"total_volume":25,"call_oi":353,"put_oi":84,"total_oi":437,"bias":"bullish"},{"strike":120.0,"call_volume":23,"put_volume":9,"total_volume":32,"call_oi":400,"put_oi":55,"total_oi":455,"bias":"bullish"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":90,"put_oi":38,"total_oi":128,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":353,"put_oi":192,"total_oi":545,"bias":"neutral"},{"strike":135.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":115,"put_oi":23,"total_oi":138,"bias":"bullish"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":150,"put_oi":3,"total_oi":153,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":1,"total_oi":34,"bias":"neutral"},{"strike":150.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":114,"put_oi":2,"total_oi":116,"bias":"bullish"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":2,"total_oi":18,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":366,"put_oi":0,"total_oi":366,"bias":"neutral"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":0,"total_oi":38,"bias":"neutral"},{"strike":170.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":362,"put_oi":0,"total_oi":362,"bias":"neutral"},{"strike":175.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":180.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":0,"total_oi":25,"bias":"neutral"},{"strike":185.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":190.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":200.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":210.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"}],"underlying_price":102.51000213623047,"peak_call_strike":105.0,"peak_put_strike":110.0,"total_call_volume":179,"total_put_volume":41,"volume_pc_ratio":0.229},"iv_contours":{"x":[0.78,0.83,0.88,0.93,0.98,1.02,1.07,1.12,1.17,1.22,1.27],"y":[14,49,77,140],"z":[[null,69.09,59.12,50.01,54.44,47.7,44.2,43.83,46.69,63.07,119.03],[null,null,51.87,47.63,null,46.38,45.52,44.61,45.3,46.63,48.59],[55.57,52.02,49.38,48.39,47.06,null,45.14,43.88,44.64,44.17,46.14],[null,null,null,null,48.08,46.13,45.42,null,null,null,45.15]],"levels":[43.8,51.4,58.9,66.4,73.9,81.4,89.0,96.5,104.0,111.5,119.0],"min_iv":43.8,"max_iv":119.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":78.91},{"date":"2026-09-15","iv":80.51},{"date":"2026-09-16","iv":83.98},{"date":"2026-09-17","iv":68.21},{"date":"2026-09-18","iv":65.08},{"date":"2026-09-21","iv":57.07},{"date":"2026-09-22","iv":58.6},{"date":"2026-09-23","iv":58.7},{"date":"2026-09-24","iv":56.5},{"date":"2026-09-25","iv":60.3},{"date":"2026-09-28","iv":63.1},{"date":"2026-09-29","iv":59.7},{"date":"2026-09-30","iv":71.4},{"date":"2026-10-01","iv":61.7},{"date":"2026-10-02","iv":59.8}]}}