{"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":"ALMS","summary":{"name":"ALMS","price":6.85,"total_oi":62045,"call_oi":49522,"put_oi":12523,"pc_ratio":0.253,"net_gex":52500.78,"avg_iv":436.1,"iv_rank":81.0,"iv_52w_high":506.8,"iv_52w_low":133.73,"gamma_flip":14.08,"max_pain":7.0},"features":{"symbol":"ALMS","price":6.85,"total_oi":62045,"analysis_coverage":0.9444,"avg_iv_pct":436.1,"iv_rank":81.0,"iv_52w_high_pct":506.8,"iv_52w_low_pct":133.73,"front_dte":14,"front_atm_iv_pct":90.6318,"back_atm_iv_pct":84.0346,"term_premium_pp":6.5972,"expected_move_front_pct":17.75,"straddle_front_pct":40.15,"straddle_30d_pct":40.15,"risk_reversal_front_pp":3.29,"risk_reversal_30d_pp":3.29,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.253,"put_call_oi_front_ratio":0.523,"put_call_volume_front_ratio":1.848,"option_volume":4665,"volume_oi_ratio":0.075187,"net_delta_normalized":0.10578,"dealer_delta_normalized":-0.105747,"gex_per_100k_oi":84617.261665,"vanna_per_100k_oi":2241.921186,"charm_per_100k_oi":-827305.98759,"weekend_delta_shift_per_100k_oi":-2481917.962769,"iv_surface_range_pp":63.1,"gamma_flip_distance_pct":105.547445,"max_pain_distance_pct":2.189781,"peak_call_distance_pct":483.941606,"peak_put_distance_pct":45.985401},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":7.49,"put_gex":0.0,"net_gex":7.49,"call_oi":41,"put_oi":10},{"strike":2.0,"call_gex":2.22,"put_gex":0.0,"net_gex":2.22,"call_oi":4,"put_oi":8},{"strike":3.0,"call_gex":50.2,"put_gex":0.0,"net_gex":50.2,"call_oi":60,"put_oi":0},{"strike":4.0,"call_gex":11.71,"put_gex":0.0,"net_gex":11.71,"call_oi":6,"put_oi":0},{"strike":5.0,"call_gex":921.71,"put_gex":-21.23,"net_gex":900.48,"call_oi":318,"put_oi":21},{"strike":6.0,"call_gex":31.72,"put_gex":-295.56,"net_gex":-263.84,"call_oi":11,"put_oi":43},{"strike":7.0,"call_gex":44981.36,"put_gex":-36528.16,"net_gex":8453.2,"call_oi":10873,"put_oi":4527},{"strike":8.0,"call_gex":7446.02,"put_gex":-28544.5,"net_gex":-21098.48,"call_oi":835,"put_oi":2775},{"strike":9.0,"call_gex":6406.67,"put_gex":-6743.39,"net_gex":-336.72,"call_oi":1046,"put_oi":1473},{"strike":10.0,"call_gex":8723.52,"put_gex":-6830.65,"net_gex":1892.87,"call_oi":2098,"put_oi":2476},{"strike":11.0,"call_gex":906.81,"put_gex":-151.93,"net_gex":754.88,"call_oi":230,"put_oi":75},{"strike":12.0,"call_gex":1863.11,"put_gex":-646.67,"net_gex":1216.43,"call_oi":512,"put_oi":216},{"strike":13.0,"call_gex":7171.43,"put_gex":-37.96,"net_gex":7133.48,"call_oi":2161,"put_oi":11},{"strike":14.0,"call_gex":253.82,"put_gex":-59.61,"net_gex":194.21,"call_oi":140,"put_oi":23},{"strike":15.0,"call_gex":14062.13,"put_gex":-174.24,"net_gex":13887.89,"call_oi":5554,"put_oi":76},{"strike":16.0,"call_gex":40.1,"put_gex":-32.74,"net_gex":7.36,"call_oi":20,"put_oi":15},{"strike":17.0,"call_gex":6901.93,"put_gex":-1241.42,"net_gex":5660.52,"call_oi":2626,"put_oi":569},{"strike":18.0,"call_gex":3.42,"put_gex":-2.48,"net_gex":0.94,"call_oi":2,"put_oi":1},{"strike":19.0,"call_gex":1.68,"put_gex":-13.23,"net_gex":-11.55,"call_oi":5,"put_oi":8},{"strike":20.0,"call_gex":20267.18,"put_gex":-124.68,"net_gex":20142.5,"call_oi":11796,"put_oi":62},{"strike":21.0,"call_gex":8.15,"put_gex":0.0,"net_gex":8.15,"call_oi":5,"put_oi":0},{"strike":22.0,"call_gex":90.62,"put_gex":-15.74,"net_gex":74.88,"call_oi":344,"put_oi":9},{"strike":23.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":43,"put_oi":0},{"strike":24.0,"call_gex":518.59,"put_gex":0.0,"net_gex":518.59,"call_oi":377,"put_oi":0},{"strike":25.0,"call_gex":6585.15,"put_gex":0.0,"net_gex":6585.15,"call_oi":6078,"put_oi":0},{"strike":26.0,"call_gex":35.82,"put_gex":0.0,"net_gex":35.82,"call_oi":22,"put_oi":0},{"strike":27.0,"call_gex":411.04,"put_gex":0.0,"net_gex":411.04,"call_oi":272,"put_oi":0},{"strike":28.0,"call_gex":869.19,"put_gex":0.0,"net_gex":869.19,"call_oi":472,"put_oi":0},{"strike":29.0,"call_gex":53.18,"put_gex":0.0,"net_gex":53.18,"call_oi":41,"put_oi":0},{"strike":30.0,"call_gex":455.07,"put_gex":0.0,"net_gex":455.07,"call_oi":343,"put_oi":0},{"strike":31.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":37,"put_oi":0},{"strike":32.0,"call_gex":8.07,"put_gex":0.0,"net_gex":8.07,"call_oi":55,"put_oi":0},{"strike":33.0,"call_gex":98.64,"put_gex":0.0,"net_gex":98.64,"call_oi":68,"put_oi":0},{"strike":34.0,"call_gex":119.46,"put_gex":0.0,"net_gex":119.46,"call_oi":83,"put_oi":0},{"strike":35.0,"call_gex":588.2,"put_gex":-86.44,"net_gex":501.76,"call_oi":353,"put_oi":125},{"strike":36.0,"call_gex":205.98,"put_gex":0.0,"net_gex":205.98,"call_oi":145,"put_oi":0},{"strike":37.0,"call_gex":78.03,"put_gex":0.0,"net_gex":78.03,"call_oi":54,"put_oi":0},{"strike":40.0,"call_gex":3754.29,"put_gex":0.0,"net_gex":3754.29,"call_oi":2294,"put_oi":0},{"strike":45.0,"call_gex":117.68,"put_gex":0.0,"net_gex":117.68,"call_oi":98,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":100690.0,"total_value":100690.0},{"strike":2.0,"call_value":41.0,"put_value":88177.0,"total_value":88218.0},{"strike":3.0,"call_value":86.0,"put_value":75672.0,"total_value":75758.0},{"strike":4.0,"call_value":191.0,"put_value":63167.0,"total_value":63358.0},{"strike":5.0,"call_value":302.0,"put_value":50662.0,"total_value":50964.0},{"strike":6.0,"call_value":731.0,"put_value":38178.0,"total_value":38909.0},{"strike":7.0,"call_value":1171.0,"put_value":25737.0,"total_value":26908.0},{"strike":8.0,"call_value":12484.0,"put_value":17823.0,"total_value":30307.0},{"strike":9.0,"call_value":24632.0,"put_value":12684.0,"total_value":37316.0},{"strike":10.0,"call_value":37826.0,"put_value":9018.0,"total_value":46844.0},{"strike":11.0,"call_value":53118.0,"put_value":7828.0,"total_value":60946.0},{"strike":12.0,"call_value":68640.0,"put_value":6713.0,"total_value":75353.0},{"strike":13.0,"call_value":84674.0,"put_value":5814.0,"total_value":90488.0},{"strike":14.0,"call_value":102869.0,"put_value":4926.0,"total_value":107795.0},{"strike":15.0,"call_value":121204.0,"put_value":4061.0,"total_value":125265.0},{"strike":16.0,"call_value":145093.0,"put_value":3272.0,"total_value":148365.0},{"strike":17.0,"call_value":169002.0,"put_value":2498.0,"total_value":171500.0},{"strike":18.0,"call_value":195537.0,"put_value":2293.0,"total_value":197830.0},{"strike":19.0,"call_value":222074.0,"put_value":2089.0,"total_value":224163.0},{"strike":20.0,"call_value":248616.0,"put_value":1893.0,"total_value":250509.0},{"strike":21.0,"call_value":286954.0,"put_value":1759.0,"total_value":288713.0},{"strike":22.0,"call_value":325297.0,"put_value":1625.0,"total_value":326922.0},{"strike":23.0,"call_value":363984.0,"put_value":1500.0,"total_value":365484.0},{"strike":24.0,"call_value":402714.0,"put_value":1375.0,"total_value":404089.0},{"strike":25.0,"call_value":441821.0,"put_value":1250.0,"total_value":443071.0},{"strike":26.0,"call_value":487006.0,"put_value":1125.0,"total_value":488131.0},{"strike":27.0,"call_value":532213.0,"put_value":1000.0,"total_value":533213.0},{"strike":28.0,"call_value":577692.0,"put_value":875.0,"total_value":578567.0},{"strike":29.0,"call_value":623643.0,"put_value":750.0,"total_value":624393.0},{"strike":30.0,"call_value":669635.0,"put_value":625.0,"total_value":670260.0},{"strike":31.0,"call_value":715970.0,"put_value":500.0,"total_value":716470.0},{"strike":32.0,"call_value":762342.0,"put_value":375.0,"total_value":762717.0},{"strike":33.0,"call_value":808769.0,"put_value":250.0,"total_value":809019.0},{"strike":34.0,"call_value":855264.0,"put_value":125.0,"total_value":855389.0},{"strike":35.0,"call_value":901842.0,"put_value":0.0,"total_value":901842.0},{"strike":36.0,"call_value":948773.0,"put_value":0.0,"total_value":948773.0},{"strike":37.0,"call_value":995849.0,"put_value":0.0,"total_value":995849.0},{"strike":40.0,"call_value":1137239.0,"put_value":0.0,"total_value":1137239.0},{"strike":45.0,"call_value":1384359.0,"put_value":0,"total_value":1384359.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":450.7,"strike":2.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":210.5,"strike":3.5},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":401.9,"strike":6.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":150.9,"strike":6.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":151.7,"strike":6.0},{"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":90.6,"strike":7.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":84.0,"strike":7.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":120.2,"strike":7.0},{"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":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":184.6,"strike":14.12},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":90.8,"strike":8.8},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":150.0,"strike":18.81}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.156,"contract_count":2,"total_oi":767},{"expiration":"11/20/2026","dte":49,"iv":0.054,"contract_count":2,"total_oi":27},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":2,"total_oi":1421},{"expiration":"01/15/2027","dte":105,"iv":0.2228,"contract_count":2,"total_oi":13142},{"expiration":"04/16/2027","dte":196,"iv":0.9064,"contract_count":2,"total_oi":26},{"expiration":"01/21/2028","dte":476,"iv":0.0,"contract_count":1,"total_oi":15},{"expiration":"01/19/2029","dte":840,"iv":0.1036,"contract_count":1,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":17.75,"expected_move_2std":35.51,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":30.79,"expected_move_2std":61.58,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":66.75,"expected_move_2std":133.5,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":50.94,"expected_move_2std":101.89,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":102.05,"expected_move_2std":204.11,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":91.98,"expected_move_2std":183.96,"contract_count":1},{"expiration":"01/19/2029","dte":840,"expected_move_1std":132.37,"expected_move_2std":264.73,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":12635,"put_oi":6610,"total_oi":19245,"pc_ratio":0.523,"pc_ratio_volume":1.848,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":290,"put_oi":213,"total_oi":503,"pc_ratio":0.734,"pc_ratio_volume":38.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":7287,"put_oi":2003,"total_oi":9290,"pc_ratio":0.275,"pc_ratio_volume":5.545,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":23625,"put_oi":3481,"total_oi":27106,"pc_ratio":0.147,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":5618,"put_oi":216,"total_oi":5834,"pc_ratio":0.038,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":24,"put_oi":0,"total_oi":24,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":43,"put_oi":0,"total_oi":43,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":4002.0,"put_delta_oi":0,"dealer_delta":-4002.0,"call_oi":41,"put_oi":0},{"strike":2.0,"call_delta_oi":388.0,"put_delta_oi":0,"dealer_delta":-388.0,"call_oi":4,"put_oi":0},{"strike":3.0,"call_delta_oi":5493.0,"put_delta_oi":0,"dealer_delta":-5493.0,"call_oi":60,"put_oi":0},{"strike":4.0,"call_delta_oi":521.0,"put_delta_oi":0,"dealer_delta":-521.0,"call_oi":6,"put_oi":0},{"strike":5.0,"call_delta_oi":25412.0,"put_delta_oi":-322.0,"dealer_delta":-25089.0,"call_oi":318,"put_oi":20},{"strike":6.0,"call_delta_oi":790.0,"put_delta_oi":-1179.0,"dealer_delta":389.0,"call_oi":11,"put_oi":43},{"strike":7.0,"call_delta_oi":675158.0,"put_delta_oi":-201376.0,"dealer_delta":-473783.0,"call_oi":10873,"put_oi":4527},{"strike":8.0,"call_delta_oi":28559.0,"put_delta_oi":-241600.0,"dealer_delta":213042.0,"call_oi":835,"put_oi":2775},{"strike":9.0,"call_delta_oi":28248.0,"put_delta_oi":-123771.0,"dealer_delta":95523.0,"call_oi":1046,"put_oi":1473},{"strike":10.0,"call_delta_oi":64044.0,"put_delta_oi":-235379.0,"dealer_delta":171335.0,"call_oi":2098,"put_oi":2476},{"strike":11.0,"call_delta_oi":4090.0,"put_delta_oi":-7219.0,"dealer_delta":3129.0,"call_oi":230,"put_oi":75},{"strike":12.0,"call_delta_oi":10437.0,"put_delta_oi":-18880.0,"dealer_delta":8443.0,"call_oi":512,"put_oi":216},{"strike":13.0,"call_delta_oi":35764.0,"put_delta_oi":-867.0,"dealer_delta":-34897.0,"call_oi":2161,"put_oi":11},{"strike":14.0,"call_delta_oi":8350.0,"put_delta_oi":-2067.0,"dealer_delta":-6283.0,"call_oi":140,"put_oi":23},{"strike":15.0,"call_delta_oi":105340.0,"put_delta_oi":-6847.0,"dealer_delta":-98494.0,"call_oi":5554,"put_oi":76},{"strike":16.0,"call_delta_oi":1039.0,"put_delta_oi":-1344.0,"dealer_delta":305.0,"call_oi":20,"put_oi":15},{"strike":17.0,"call_delta_oi":56769.0,"put_delta_oi":-50559.0,"dealer_delta":-6210.0,"call_oi":2626,"put_oi":569},{"strike":18.0,"call_delta_oi":114.0,"put_delta_oi":-81.0,"dealer_delta":-33.0,"call_oi":2,"put_oi":1},{"strike":19.0,"call_delta_oi":457.0,"put_delta_oi":-728.0,"dealer_delta":271.0,"call_oi":5,"put_oi":8},{"strike":20.0,"call_delta_oi":289336.0,"put_delta_oi":-5405.0,"dealer_delta":-283930.0,"call_oi":11796,"put_oi":62},{"strike":21.0,"call_delta_oi":280.0,"put_delta_oi":0,"dealer_delta":-280.0,"call_oi":5,"put_oi":0},{"strike":22.0,"call_delta_oi":30749.0,"put_delta_oi":-804.0,"dealer_delta":-29945.0,"call_oi":344,"put_oi":9},{"strike":23.0,"call_delta_oi":4300.0,"put_delta_oi":0,"dealer_delta":-4300.0,"call_oi":43,"put_oi":0},{"strike":24.0,"call_delta_oi":17352.0,"put_delta_oi":0,"dealer_delta":-17352.0,"call_oi":377,"put_oi":0},{"strike":25.0,"call_delta_oi":31562.0,"put_delta_oi":0,"dealer_delta":-31562.0,"call_oi":6078,"put_oi":0},{"strike":26.0,"call_delta_oi":789.0,"put_delta_oi":0,"dealer_delta":-789.0,"call_oi":22,"put_oi":0},{"strike":27.0,"call_delta_oi":14484.0,"put_delta_oi":0,"dealer_delta":-14484.0,"call_oi":272,"put_oi":0},{"strike":28.0,"call_delta_oi":9673.0,"put_delta_oi":0,"dealer_delta":-9673.0,"call_oi":472,"put_oi":0},{"strike":29.0,"call_delta_oi":2488.0,"put_delta_oi":0,"dealer_delta":-2488.0,"call_oi":41,"put_oi":0},{"strike":30.0,"call_delta_oi":14768.0,"put_delta_oi":0,"dealer_delta":-14768.0,"call_oi":343,"put_oi":0},{"strike":31.0,"call_delta_oi":3700.0,"put_delta_oi":0,"dealer_delta":-3700.0,"call_oi":37,"put_oi":0},{"strike":32.0,"call_delta_oi":5077.0,"put_delta_oi":0,"dealer_delta":-5077.0,"call_oi":55,"put_oi":0},{"strike":33.0,"call_delta_oi":3674.0,"put_delta_oi":0,"dealer_delta":-3674.0,"call_oi":68,"put_oi":0},{"strike":34.0,"call_delta_oi":4473.0,"put_delta_oi":0,"dealer_delta":-4473.0,"call_oi":83,"put_oi":0},{"strike":35.0,"call_delta_oi":7128.0,"put_delta_oi":-12080.0,"dealer_delta":4952.0,"call_oi":353,"put_oi":125},{"strike":36.0,"call_delta_oi":7784.0,"put_delta_oi":0,"dealer_delta":-7784.0,"call_oi":145,"put_oi":0},{"strike":37.0,"call_delta_oi":2003.0,"put_delta_oi":0,"dealer_delta":-2003.0,"call_oi":54,"put_oi":0},{"strike":40.0,"call_delta_oi":58206.0,"put_delta_oi":0,"dealer_delta":-58206.0,"call_oi":2294,"put_oi":0},{"strike":45.0,"call_delta_oi":3814.0,"put_delta_oi":0,"dealer_delta":-3814.0,"call_oi":98,"put_oi":0}],"net_dealer_delta":-656108.0,"total_call_delta":1566615.0,"total_put_delta":-910507.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":6.849999904632568,"strikes":[{"strike":5.0,"moneyness":0.7299,"type":"call","iv":1.2323,"delta":0.7956,"oi":139},{"strike":7.0,"moneyness":1.0219,"type":"put","iv":0.7151,"delta":-0.4341,"oi":3002},{"strike":7.0,"moneyness":1.0219,"type":"call","iv":1.1845,"delta":0.6183,"oi":10140},{"strike":10.0,"moneyness":1.4599,"type":"call","iv":1.1248,"delta":0.3784,"oi":501},{"strike":13.0,"moneyness":1.8978,"type":"call","iv":0.9604,"delta":0.1661,"oi":2047},{"strike":17.0,"moneyness":2.4818,"type":"put","iv":1.1511,"delta":-0.8754,"oi":252},{"strike":20.0,"moneyness":2.9197,"type":"call","iv":1.3162,"delta":0.1237,"oi":10127},{"strike":24.0,"moneyness":3.5036,"type":"call","iv":1.7775,"delta":0.2021,"oi":255}]},{"expiration":"04/16/2027","underlying_price":6.849999904632568,"strikes":[{"strike":10.0,"moneyness":1.4599,"type":"call","iv":1.2919,"delta":0.538,"oi":528},{"strike":15.0,"moneyness":2.1898,"type":"call","iv":1.5087,"delta":0.4448,"oi":122},{"strike":17.0,"moneyness":2.4818,"type":"call","iv":1.0298,"delta":0.2115,"oi":2507}]},{"expiration":"10/16/2026","underlying_price":6.849999904632568,"strikes":[{"strike":7.0,"moneyness":1.0219,"type":"put","iv":1.0623,"delta":-0.5001,"oi":696},{"strike":8.0,"moneyness":1.1679,"type":"call","iv":1.0294,"delta":0.2439,"oi":474},{"strike":8.0,"moneyness":1.1679,"type":"put","iv":0.6151,"delta":-0.8972,"oi":2529},{"strike":9.0,"moneyness":1.3139,"type":"call","iv":1.2017,"delta":0.1393,"oi":406},{"strike":9.0,"moneyness":1.3139,"type":"put","iv":0.7695,"delta":-0.9638,"oi":887},{"strike":10.0,"moneyness":1.4599,"type":"put","iv":1.0205,"delta":-0.9686,"oi":2205},{"strike":10.0,"moneyness":1.4599,"type":"call","iv":1.5038,"delta":0.1178,"oi":910},{"strike":11.0,"moneyness":1.6058,"type":"call","iv":1.761,"delta":0.1048,"oi":134},{"strike":12.0,"moneyness":1.7518,"type":"call","iv":2.1903,"delta":0.1259,"oi":152}]},{"expiration":"11/20/2026","underlying_price":6.849999904632568,"strikes":[{"strike":8.0,"moneyness":1.1679,"type":"put","iv":0.8092,"delta":-0.6417,"oi":124},{"strike":8.0,"moneyness":1.1679,"type":"call","iv":0.9473,"delta":0.396,"oi":231}]},{"expiration":"12/18/2026","underlying_price":6.849999904632568,"strikes":[{"strike":7.0,"moneyness":1.0219,"type":"put","iv":0.8461,"delta":-0.4365,"oi":803},{"strike":7.0,"moneyness":1.0219,"type":"call","iv":2.0606,"delta":0.676,"oi":618},{"strike":9.0,"moneyness":1.3139,"type":"call","iv":0.834,"delta":0.3072,"oi":502},{"strike":9.0,"moneyness":1.3139,"type":"put","iv":0.9049,"delta":-0.6676,"oi":500},{"strike":10.0,"moneyness":1.4599,"type":"call","iv":1.2784,"delta":0.3663,"oi":154},{"strike":10.0,"moneyness":1.4599,"type":"put","iv":0.5938,"delta":-0.8903,"oi":151},{"strike":12.0,"moneyness":1.7518,"type":"call","iv":1.1228,"delta":0.2059,"oi":288},{"strike":12.0,"moneyness":1.7518,"type":"put","iv":0.824,"delta":-0.8996,"oi":102},{"strike":15.0,"moneyness":2.1898,"type":"call","iv":1.214,"delta":0.131,"oi":4775},{"strike":17.0,"moneyness":2.4818,"type":"call","iv":1.9438,"delta":0.2839,"oi":114},{"strike":17.0,"moneyness":2.4818,"type":"put","iv":1.2578,"delta":-0.9,"oi":310},{"strike":30.0,"moneyness":4.3796,"type":"call","iv":2.2706,"delta":0.1844,"oi":202},{"strike":40.0,"moneyness":5.8394,"type":"call","iv":2.4031,"delta":0.1462,"oi":199}]}],"greeks_heatmap":{"data":[{"strike":7.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4715,"put_delta":-0.5001,"call_gamma":0.410043,"put_gamma":0.2905,"call_theta":-0.0152,"put_theta":-0.0206,"call_vega":0.0051,"put_vega":0.0052,"call_oi":71,"put_oi":696},{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2439,"put_delta":-0.8972,"call_gamma":0.23564,"put_gamma":0.225161,"call_theta":-0.0162,"put_theta":-0.0046,"call_vega":0.0041,"put_vega":0.0023,"call_oi":474,"put_oi":2529},{"strike":8.0,"dte":49,"expiration":"11/20/2026","call_delta":0.396,"put_delta":-0.6417,"call_gamma":0.163734,"put_gamma":0.185815,"call_theta":-0.0097,"put_theta":-0.0071,"call_vega":0.0096,"put_vega":0.0093,"call_oi":231,"put_oi":124},{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8068,"put_delta":0,"call_gamma":0.07339,"put_gamma":0,"call_theta":-0.0071,"put_theta":0,"call_vega":0.0086,"put_vega":0,"call_oi":99,"put_oi":0},{"strike":7.0,"dte":77,"expiration":"12/18/2026","call_delta":0.676,"put_delta":-0.4365,"call_gamma":0.055809,"put_gamma":0.14894,"call_theta":-0.0155,"put_theta":-0.0064,"call_vega":0.0112,"put_vega":0.0123,"call_oi":618,"put_oi":803},{"strike":8.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6732,"put_delta":0,"call_gamma":0.045725,"put_gamma":0,"call_theta":-0.0189,"put_theta":0,"call_vega":0.0113,"put_vega":0,"call_oi":68,"put_oi":0}],"strikes":[5.0,7.0,8.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":3.29,"put_25d_iv":106.23,"call_25d_iv":102.94,"put_25d_strike":7.0,"call_25d_strike":8.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-21.77,"put_25d_iv":80.92,"call_25d_iv":102.68,"put_25d_strike":8.0,"call_25d_strike":9.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-109.77,"put_25d_iv":84.61,"call_25d_iv":194.38,"put_25d_strike":7.0,"call_25d_strike":17.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-23.67,"put_25d_iv":71.51,"call_25d_iv":95.18,"put_25d_strike":7.0,"call_25d_strike":11.0,"skew":"call_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":-54.99,"put_25d_iv":92.3,"call_25d_iv":147.29,"put_25d_strike":9.0,"call_25d_strike":28.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-30.0,"put_vanna":0,"net_vanna":-30.0,"call_oi":317,"put_oi":0},{"strike":7.0,"call_vanna":-524.0,"put_vanna":101.0,"net_vanna":-422.0,"call_oi":10829,"put_oi":4501},{"strike":8.0,"call_vanna":17.0,"put_vanna":-71.0,"net_vanna":-54.0,"call_oi":826,"put_oi":2743},{"strike":9.0,"call_vanna":41.0,"put_vanna":-41.0,"net_vanna":1.0,"call_oi":1012,"put_oi":1449},{"strike":10.0,"call_vanna":46.0,"put_vanna":-42.0,"net_vanna":4.0,"call_oi":2093,"put_oi":2426},{"strike":11.0,"call_vanna":10.0,"put_vanna":-1.0,"net_vanna":10.0,"call_oi":215,"put_oi":72},{"strike":12.0,"call_vanna":30.0,"put_vanna":-14.0,"net_vanna":16.0,"call_oi":493,"put_oi":214},{"strike":13.0,"call_vanna":184.0,"put_vanna":0,"net_vanna":184.0,"call_oi":2127,"put_oi":0},{"strike":14.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":130,"put_oi":0},{"strike":15.0,"call_vanna":338.0,"put_vanna":0,"net_vanna":338.0,"call_oi":5521,"put_oi":0},{"strike":17.0,"call_vanna":314.0,"put_vanna":-41.0,"net_vanna":273.0,"call_oi":2621,"put_oi":562},{"strike":20.0,"call_vanna":831.0,"put_vanna":-4.0,"net_vanna":827.0,"call_oi":11751,"put_oi":51},{"strike":22.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":300,"put_oi":0},{"strike":24.0,"call_vanna":23.0,"put_vanna":0,"net_vanna":23.0,"call_oi":366,"put_oi":0},{"strike":25.0,"call_vanna":110.0,"put_vanna":0,"net_vanna":110.0,"call_oi":6072,"put_oi":0},{"strike":27.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":250,"put_oi":0},{"strike":28.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":462,"put_oi":0},{"strike":30.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":332,"put_oi":0},{"strike":33.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":57,"put_oi":0},{"strike":34.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":83,"put_oi":0},{"strike":35.0,"call_vanna":9.0,"put_vanna":-2.0,"net_vanna":8.0,"call_oi":298,"put_oi":125},{"strike":36.0,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":143,"put_oi":0},{"strike":40.0,"call_vanna":76.0,"put_vanna":0,"net_vanna":76.0,"call_oi":2281,"put_oi":0},{"strike":45.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":64,"put_oi":0}],"net_vanna":1391.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.0,"call_charm":-1326.0,"put_charm":18694.0,"net_charm":17368.0,"call_oi":71,"put_oi":696},{"strike":8.0,"call_charm":-5550.0,"put_charm":27770.0,"net_charm":22219.0,"call_oi":705,"put_oi":2653},{"strike":9.0,"call_charm":-2078.0,"put_charm":4503.0,"net_charm":2425.0,"call_oi":459,"put_oi":887},{"strike":10.0,"call_charm":-4151.0,"put_charm":13632.0,"net_charm":9480.0,"call_oi":910,"put_oi":2205},{"strike":11.0,"call_charm":-585.0,"put_charm":517.0,"net_charm":-68.0,"call_oi":134,"put_oi":72},{"strike":12.0,"call_charm":-1128.0,"put_charm":431.0,"net_charm":-697.0,"call_oi":152,"put_oi":53},{"strike":13.0,"call_charm":-583.0,"put_charm":0,"net_charm":-583.0,"call_oi":80,"put_oi":0},{"strike":14.0,"call_charm":-29297.0,"put_charm":0,"net_charm":-29297.0,"call_oi":130,"put_oi":0},{"strike":15.0,"call_charm":-146561.0,"put_charm":0,"net_charm":-146561.0,"call_oi":624,"put_oi":0},{"strike":25.0,"call_charm":-13974.0,"put_charm":0,"net_charm":-13974.0,"call_oi":6017,"put_oi":0},{"strike":27.0,"call_charm":-66497.0,"put_charm":0,"net_charm":-66497.0,"call_oi":250,"put_oi":0},{"strike":28.0,"call_charm":-15395.0,"put_charm":0,"net_charm":-15395.0,"call_oi":411,"put_oi":0},{"strike":30.0,"call_charm":-18195.0,"put_charm":0,"net_charm":-18195.0,"call_oi":67,"put_oi":0},{"strike":33.0,"call_charm":-15757.0,"put_charm":0,"net_charm":-15757.0,"call_oi":57,"put_oi":0},{"strike":34.0,"call_charm":-23069.0,"put_charm":0,"net_charm":-23069.0,"call_oi":83,"put_oi":0},{"strike":35.0,"call_charm":-14536.0,"put_charm":3319.0,"net_charm":-11217.0,"call_oi":298,"put_oi":125},{"strike":36.0,"call_charm":-40151.0,"put_charm":0,"net_charm":-40151.0,"call_oi":143,"put_oi":0},{"strike":40.0,"call_charm":-164684.0,"put_charm":0,"net_charm":-164684.0,"call_oi":2082,"put_oi":0},{"strike":45.0,"call_charm":-18649.0,"put_charm":0,"net_charm":-18649.0,"call_oi":64,"put_oi":0}],"net_charm":-513302.0,"weekend_delta_shift":-1539906.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":228310.0,"put_delta":-587084.0,"net_delta":-358774.0,"call_oi":12635,"put_oi":6610,"total_oi":19245,"total_volume":4392,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":11119.0,"put_delta":-12184.0,"net_delta":-1066.0,"call_oi":290,"put_oi":213,"total_oi":503,"total_volume":117,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":160967.0,"put_delta":-129403.0,"net_delta":31564.0,"call_oi":7287,"put_oi":1984,"total_oi":9271,"total_volume":72,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":843230.0,"put_delta":-168136.0,"net_delta":675094.0,"call_oi":23625,"put_oi":3481,"total_oi":27106,"total_volume":30,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":317570.0,"put_delta":-13700.0,"net_delta":303870.0,"call_oi":5618,"put_oi":216,"total_oi":5834,"total_volume":47,"bias":"bullish"},{"expiration":"01/21/2028","dte":476,"call_delta":1679.0,"put_delta":0,"net_delta":1679.0,"call_oi":24,"put_oi":0,"total_oi":24,"total_volume":3,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":3741.0,"put_delta":0,"net_delta":3741.0,"call_oi":43,"put_oi":0,"total_oi":43,"total_volume":4,"bias":"neutral"}],"straddle_pricing":[{"expiration":"01/15/2027","dte":105,"strike":7.0,"straddle_price":2.75,"straddle_pct":40.15,"implied_move":40.15,"avg_iv":95.0}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":10,"total_oi":51,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":8,"total_oi":12,"bias":"neutral"},{"strike":3.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":60,"put_oi":0,"total_oi":60,"bias":"bullish"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":5.0,"call_volume":17,"put_volume":0,"total_volume":17,"call_oi":318,"put_oi":21,"total_oi":339,"bias":"bullish"},{"strike":6.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":11,"put_oi":43,"total_oi":54,"bias":"bearish"},{"strike":7.0,"call_volume":12,"put_volume":221,"total_volume":233,"call_oi":10873,"put_oi":4527,"total_oi":15400,"bias":"bearish"},{"strike":8.0,"call_volume":13,"put_volume":782,"total_volume":795,"call_oi":835,"put_oi":2775,"total_oi":3610,"bias":"bearish"},{"strike":9.0,"call_volume":21,"put_volume":280,"total_volume":301,"call_oi":1046,"put_oi":1473,"total_oi":2519,"bias":"bearish"},{"strike":10.0,"call_volume":500,"put_volume":1740,"total_volume":2240,"call_oi":2098,"put_oi":2476,"total_oi":4574,"bias":"bearish"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":230,"put_oi":75,"total_oi":305,"bias":"neutral"},{"strike":12.0,"call_volume":30,"put_volume":0,"total_volume":30,"call_oi":512,"put_oi":216,"total_oi":728,"bias":"bullish"},{"strike":13.0,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":2161,"put_oi":11,"total_oi":2172,"bias":"bullish"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":140,"put_oi":23,"total_oi":163,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5554,"put_oi":76,"total_oi":5630,"bias":"neutral"},{"strike":16.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":20,"put_oi":15,"total_oi":35,"bias":"bullish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2626,"put_oi":569,"total_oi":3195,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":1,"total_oi":3,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":8,"total_oi":13,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11796,"put_oi":62,"total_oi":11858,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":344,"put_oi":9,"total_oi":353,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":0,"total_oi":43,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":377,"put_oi":0,"total_oi":377,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6078,"put_oi":0,"total_oi":6078,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":272,"put_oi":0,"total_oi":272,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":472,"put_oi":0,"total_oi":472,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":0,"total_oi":41,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":343,"put_oi":0,"total_oi":343,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":0,"total_oi":37,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":55,"put_oi":0,"total_oi":55,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":68,"put_oi":0,"total_oi":68,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":83,"put_oi":0,"total_oi":83,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":353,"put_oi":125,"total_oi":478,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":145,"put_oi":0,"total_oi":145,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":54,"put_oi":0,"total_oi":54,"bias":"neutral"},{"strike":40.0,"call_volume":1000,"put_volume":0,"total_volume":1000,"call_oi":2294,"put_oi":0,"total_oi":2294,"bias":"bullish"},{"strike":45.0,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":98,"put_oi":0,"total_oi":98,"bias":"bullish"}],"underlying_price":6.849999904632568,"peak_call_strike":40.0,"peak_put_strike":10.0,"total_call_volume":1640,"total_put_volume":3025,"volume_pc_ratio":1.845},"iv_contours":{"x":[0.73,0.88,1.02,1.17],"y":[14,49,77,105],"z":[[null,null,90.65,82.22],[null,82.59,82.22,87.83],[119.51,null,145.34,141.0],[123.23,null,94.98,112.43]],"levels":[82.2,88.5,94.8,101.2,107.5,113.8,120.1,126.4,132.7,139.0,145.3],"min_iv":82.2,"max_iv":145.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":179.72},{"date":"2026-09-15","iv":178.51},{"date":"2026-09-16","iv":172.8},{"date":"2026-09-17","iv":160.38},{"date":"2026-09-18","iv":133.73},{"date":"2026-09-21","iv":162.62},{"date":"2026-09-22","iv":153.7},{"date":"2026-09-23","iv":506.8},{"date":"2026-09-24","iv":215.0},{"date":"2026-09-25","iv":169.3},{"date":"2026-09-28","iv":211.9},{"date":"2026-09-29","iv":253.3},{"date":"2026-09-30","iv":219.1},{"date":"2026-10-01","iv":220.7},{"date":"2026-10-02","iv":436.1}]}}