{"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":"AOS","summary":{"name":"AOS","price":56.75,"total_oi":10120,"call_oi":4807,"put_oi":5313,"pc_ratio":1.105,"net_gex":-126201.64,"avg_iv":69.0,"iv_rank":82.7,"iv_52w_high":74.65,"iv_52w_low":41.9,"gamma_flip":51.49,"max_pain":60.0},"features":{"symbol":"AOS","price":56.75,"total_oi":10120,"analysis_coverage":1.0,"avg_iv_pct":69.0,"iv_rank":82.7,"iv_52w_high_pct":74.65,"iv_52w_low_pct":41.9,"front_dte":14,"front_atm_iv_pct":28.7979,"back_atm_iv_pct":30.0767,"term_premium_pp":-1.2788,"expected_move_front_pct":5.64,"straddle_front_pct":5.02,"straddle_30d_pct":5.02,"risk_reversal_front_pp":-94.48,"risk_reversal_30d_pp":-94.48,"butterfly_front_pp":1.03,"butterfly_30d_pp":1.03,"put_call_oi_ratio":1.105,"put_call_oi_front_ratio":0.799,"put_call_volume_front_ratio":0.714,"option_volume":114,"volume_oi_ratio":0.011265,"net_delta_normalized":-0.100363,"dealer_delta_normalized":0.100362,"gex_per_100k_oi":-1247051.778656,"vanna_per_100k_oi":1146.245059,"charm_per_100k_oi":-606590.909091,"weekend_delta_shift_per_100k_oi":-1819762.84585,"iv_surface_range_pp":145.9,"gamma_flip_distance_pct":-9.268722,"max_pain_distance_pct":5.726872,"peak_call_distance_pct":5.726872,"peak_put_distance_pct":-3.0837},"analyses":{"gamma_walls":[{"strike":40.0,"call_gex":109.73,"put_gex":-760.05,"net_gex":-650.32,"call_oi":4,"put_oi":90},{"strike":45.0,"call_gex":793.64,"put_gex":-9574.31,"net_gex":-8780.66,"call_oi":18,"put_oi":236},{"strike":50.0,"call_gex":2415.83,"put_gex":-50343.2,"net_gex":-47927.37,"call_oi":25,"put_oi":620},{"strike":55.0,"call_gex":551317.25,"put_gex":-359189.08,"net_gex":192128.17,"call_oi":1713,"put_oi":1771},{"strike":60.0,"call_gex":217607.77,"put_gex":-597013.56,"net_gex":-379405.79,"call_oi":910,"put_oi":2362},{"strike":65.0,"call_gex":77208.88,"put_gex":-11753.06,"net_gex":65455.82,"call_oi":1029,"put_oi":110},{"strike":70.0,"call_gex":33330.98,"put_gex":-1738.85,"net_gex":31592.13,"call_oi":578,"put_oi":24},{"strike":75.0,"call_gex":13777.46,"put_gex":0.0,"net_gex":13777.46,"call_oi":269,"put_oi":0},{"strike":80.0,"call_gex":7122.82,"put_gex":-2341.1,"net_gex":4781.73,"call_oi":173,"put_oi":100},{"strike":85.0,"call_gex":696.84,"put_gex":0.0,"net_gex":696.84,"call_oi":24,"put_oi":0},{"strike":90.0,"call_gex":2057.53,"put_gex":0.0,"net_gex":2057.53,"call_oi":61,"put_oi":0},{"strike":100.0,"call_gex":48.58,"put_gex":0.0,"net_gex":48.58,"call_oi":2,"put_oi":0},{"strike":105.0,"call_gex":24.26,"put_gex":0.0,"net_gex":24.26,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":40.0,"call_value":0,"put_value":88655.0,"total_value":88655.0},{"strike":45.0,"call_value":20.0,"put_value":62540.0,"total_value":62560.0},{"strike":50.0,"call_value":130.0,"put_value":37605.0,"total_value":37735.0},{"strike":55.0,"call_value":365.0,"put_value":15770.0,"total_value":16135.0},{"strike":60.0,"call_value":9165.0,"put_value":2790.0,"total_value":11955.0},{"strike":65.0,"call_value":22515.0,"put_value":1620.0,"total_value":24135.0},{"strike":70.0,"call_value":41010.0,"put_value":1000.0,"total_value":42010.0},{"strike":75.0,"call_value":62395.0,"put_value":500.0,"total_value":62895.0},{"strike":80.0,"call_value":85125.0,"put_value":0.0,"total_value":85125.0},{"strike":85.0,"call_value":108720.0,"put_value":0.0,"total_value":108720.0},{"strike":90.0,"call_value":132435.0,"put_value":0.0,"total_value":132435.0},{"strike":100.0,"call_value":180475.0,"put_value":0.0,"total_value":180475.0},{"strike":105.0,"call_value":204505.0,"put_value":0,"total_value":204505.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":139.5,"strike":42.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":40.4,"strike":43.33},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":75.1,"strike":42.5},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":59.8,"strike":50.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":31.6,"strike":50.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":32.4,"strike":50.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":28.8,"strike":55.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":30.1,"strike":55.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":27.6,"strike":55.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":28.5,"strike":60.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":29.3,"strike":60.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":28.2,"strike":60.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":132.8,"strike":80.62},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":125.2,"strike":76.88},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":75.7,"strike":72.86}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.5519,"contract_count":4,"total_oi":4694},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":1775},{"expiration":"01/15/2027","dte":105,"iv":0.2403,"contract_count":4,"total_oi":257},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":3,"total_oi":30}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.64,"expected_move_2std":11.28,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":11.02,"expected_move_2std":22.05,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":14.79,"expected_move_2std":29.59,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":20.12,"expected_move_2std":40.24,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3270,"put_oi":2612,"total_oi":5882,"pc_ratio":0.799,"pc_ratio_volume":0.714,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":979,"put_oi":1731,"total_oi":2710,"pc_ratio":1.768,"pc_ratio_volume":0.54,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":528,"put_oi":442,"total_oi":970,"pc_ratio":0.837,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"04/16/2027","dte":196,"call_oi":30,"put_oi":528,"total_oi":558,"pc_ratio":17.6,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":40.0,"call_delta_oi":375.0,"put_delta_oi":-93.0,"dealer_delta":-282.0,"call_oi":4,"put_oi":90},{"strike":45.0,"call_delta_oi":1671.0,"put_delta_oi":-2108.0,"dealer_delta":437.0,"call_oi":18,"put_oi":236},{"strike":50.0,"call_delta_oi":2145.0,"put_delta_oi":-11316.0,"dealer_delta":9171.0,"call_oi":25,"put_oi":620},{"strike":55.0,"call_delta_oi":123693.0,"put_delta_oi":-59999.0,"dealer_delta":-63694.0,"call_oi":1713,"put_oi":1771},{"strike":60.0,"call_delta_oi":19085.0,"put_delta_oi":-191079.0,"dealer_delta":171994.0,"call_oi":910,"put_oi":2362},{"strike":65.0,"call_delta_oi":9062.0,"put_delta_oi":-8191.0,"dealer_delta":-871.0,"call_oi":1029,"put_oi":110},{"strike":70.0,"call_delta_oi":15690.0,"put_delta_oi":-2027.0,"dealer_delta":-13663.0,"call_oi":578,"put_oi":24},{"strike":75.0,"call_delta_oi":4848.0,"put_delta_oi":0,"dealer_delta":-4848.0,"call_oi":269,"put_oi":0},{"strike":80.0,"call_delta_oi":4521.0,"put_delta_oi":-9673.0,"dealer_delta":5152.0,"call_oi":173,"put_oi":100},{"strike":85.0,"call_delta_oi":1003.0,"put_delta_oi":0,"dealer_delta":-1003.0,"call_oi":24,"put_oi":0},{"strike":90.0,"call_delta_oi":769.0,"put_delta_oi":0,"dealer_delta":-769.0,"call_oi":61,"put_oi":0},{"strike":100.0,"call_delta_oi":17.0,"put_delta_oi":0,"dealer_delta":-17.0,"call_oi":2,"put_oi":0},{"strike":105.0,"call_delta_oi":42.0,"put_delta_oi":0,"dealer_delta":-42.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":101566.0,"total_call_delta":182921.0,"total_put_delta":-284487.0,"bias":"bullish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":56.75,"strikes":[{"strike":50.0,"moneyness":0.8811,"type":"put","iv":0.283,"delta":-0.1601,"oi":110},{"strike":55.0,"moneyness":0.9692,"type":"put","iv":0.2808,"delta":-0.3577,"oi":160},{"strike":65.0,"moneyness":1.1454,"type":"call","iv":0.2624,"delta":0.2082,"oi":216},{"strike":70.0,"moneyness":1.2335,"type":"call","iv":0.2745,"delta":0.1009,"oi":226}]},{"expiration":"04/16/2027","underlying_price":56.75,"strikes":[{"strike":45.0,"moneyness":0.793,"type":"put","iv":0.318,"delta":-0.1128,"oi":124},{"strike":50.0,"moneyness":0.8811,"type":"put","iv":0.3104,"delta":-0.2202,"oi":376}]},{"expiration":"10/16/2026","underlying_price":56.75,"strikes":[{"strike":55.0,"moneyness":0.9692,"type":"put","iv":0.2712,"delta":-0.2523,"oi":287},{"strike":55.0,"moneyness":0.9692,"type":"call","iv":0.3046,"delta":0.7258,"oi":1615},{"strike":60.0,"moneyness":1.0573,"type":"put","iv":0.2973,"delta":-0.8258,"oi":2149},{"strike":60.0,"moneyness":1.0573,"type":"call","iv":0.2723,"delta":0.1519,"oi":643},{"strike":65.0,"moneyness":1.1454,"type":"call","iv":0.3385,"delta":0.0193,"oi":523},{"strike":70.0,"moneyness":1.2335,"type":"call","iv":1.2159,"delta":0.2139,"oi":140},{"strike":75.0,"moneyness":1.3216,"type":"call","iv":1.4448,"delta":0.1892,"oi":156},{"strike":80.0,"moneyness":1.4097,"type":"call","iv":1.6004,"delta":0.1633,"oi":115}]},{"expiration":"11/20/2026","underlying_price":56.75,"strikes":[{"strike":55.0,"moneyness":0.9692,"type":"put","iv":0.326,"delta":-0.3552,"oi":1302},{"strike":60.0,"moneyness":1.0573,"type":"call","iv":0.286,"delta":0.3332,"oi":212},{"strike":60.0,"moneyness":1.0573,"type":"put","iv":0.3006,"delta":-0.6573,"oi":168},{"strike":65.0,"moneyness":1.1454,"type":"call","iv":0.2824,"delta":0.1113,"oi":276},{"strike":70.0,"moneyness":1.2335,"type":"call","iv":1.7404,"delta":0.4968,"oi":208}]}],"greeks_heatmap":{"data":[{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1015,"call_gamma":0,"put_gamma":0.029773,"call_theta":0,"put_theta":-0.0399,"call_vega":0,"put_vega":0.019,"call_oi":0,"put_oi":66},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7258,"put_delta":-0.2523,"call_gamma":0.102157,"put_gamma":0.109954,"call_theta":-0.0463,"put_theta":-0.0339,"call_vega":0.0357,"put_vega":0.0342,"call_oi":1615,"put_oi":287},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1519,"put_delta":-0.8258,"call_gamma":0.080607,"put_gamma":0.080737,"call_theta":-0.0274,"put_theta":-0.0256,"call_vega":0.0252,"put_vega":0.0275,"call_oi":643,"put_oi":2149},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0193,"put_delta":0,"call_gamma":0.012941,"put_gamma":0,"call_theta":-0.0067,"put_theta":0,"call_vega":0.005,"put_vega":0,"call_oi":523,"put_oi":0},{"strike":70.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2139,"put_delta":0,"call_gamma":0.022368,"put_gamma":0,"call_theta":-0.1471,"put_theta":0,"call_vega":0.0312,"put_vega":0,"call_oi":140,"put_oi":0},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0083,"call_gamma":0,"put_gamma":0.002594,"call_theta":0,"put_theta":-0.002,"call_vega":0,"put_vega":0.0046,"call_oi":0,"put_oi":89},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0195,"call_gamma":0,"put_gamma":0.007049,"call_theta":0,"put_theta":-0.0032,"call_vega":0,"put_vega":0.0098,"call_oi":0,"put_oi":66},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0893,"call_gamma":0,"put_gamma":0.027841,"call_theta":0,"put_theta":-0.0091,"call_vega":0,"put_vega":0.0332,"call_oi":0,"put_oi":68},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6624,"put_delta":-0.3552,"call_gamma":0.064383,"put_gamma":0.055503,"call_theta":-0.0256,"put_theta":-0.0235,"call_vega":0.0752,"put_vega":0.0766,"call_oi":93,"put_oi":1302},{"strike":60.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3332,"put_delta":-0.6573,"call_gamma":0.061758,"put_gamma":0.059412,"call_theta":-0.0244,"put_theta":-0.0188,"call_vega":0.0748,"put_vega":0.0756,"call_oi":212,"put_oi":168},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1113,"put_delta":0,"call_gamma":0.032628,"put_gamma":0,"call_theta":-0.0122,"put_theta":0,"call_vega":0.039,"put_vega":0,"call_oi":276,"put_oi":0},{"strike":70.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4968,"put_delta":0,"call_gamma":0.011138,"put_gamma":0,"call_theta":-0.151,"put_theta":0,"call_vega":0.0821,"put_vega":0,"call_oi":208,"put_oi":0}],"strikes":[40.0,45.0,50.0,55.0,60.0,65.0,70.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-94.48,"put_25d_iv":27.12,"call_25d_iv":121.59,"put_25d_strike":55.0,"call_25d_strike":70.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":4.0,"put_25d_iv":32.6,"call_25d_iv":28.6,"put_25d_strike":55.0,"call_25d_strike":60.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":2.06,"put_25d_iv":28.3,"call_25d_iv":26.24,"put_25d_strike":50.0,"call_25d_strike":65.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":40.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":89},{"strike":45.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":190},{"strike":50.0,"call_vanna":0,"put_vanna":60.0,"net_vanna":60.0,"call_oi":0,"put_oi":620},{"strike":55.0,"call_vanna":-50.0,"put_vanna":69.0,"net_vanna":19.0,"call_oi":1708,"put_oi":1749},{"strike":60.0,"call_vanna":29.0,"put_vanna":-75.0,"net_vanna":-46.0,"call_oi":855,"put_oi":2317},{"strike":65.0,"call_vanna":39.0,"put_vanna":-6.0,"net_vanna":32.0,"call_oi":1015,"put_oi":79},{"strike":70.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":574,"put_oi":0},{"strike":75.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":245,"put_oi":0},{"strike":80.0,"call_vanna":4.0,"put_vanna":-1.0,"net_vanna":3.0,"call_oi":169,"put_oi":100},{"strike":90.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":61,"put_oi":0}],"net_vanna":116.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":40.0,"call_charm":0,"put_charm":1.0,"net_charm":1.0,"call_oi":0,"put_oi":89},{"strike":45.0,"call_charm":0,"put_charm":3.0,"net_charm":3.0,"call_oi":0,"put_oi":66},{"strike":50.0,"call_charm":0,"put_charm":738.0,"net_charm":738.0,"call_oi":0,"put_oi":134},{"strike":55.0,"call_charm":-142721.0,"put_charm":14496.0,"net_charm":-128225.0,"call_oi":1708,"put_oi":1589},{"strike":60.0,"call_charm":-8247.0,"put_charm":120071.0,"net_charm":111824.0,"call_oi":855,"put_oi":2317},{"strike":65.0,"call_charm":-454.0,"put_charm":0,"net_charm":-454.0,"call_oi":799,"put_oi":0},{"strike":70.0,"call_charm":-23106.0,"put_charm":0,"net_charm":-23106.0,"call_oi":348,"put_oi":0},{"strike":75.0,"call_charm":-12579.0,"put_charm":0,"net_charm":-12579.0,"call_oi":245,"put_oi":0},{"strike":80.0,"call_charm":-11240.0,"put_charm":4820.0,"net_charm":-6420.0,"call_oi":169,"put_oi":100},{"strike":90.0,"call_charm":-3169.0,"put_charm":0,"net_charm":-3169.0,"call_oi":61,"put_oi":0}],"net_charm":-61387.0,"weekend_delta_shift":-184160.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":137751.0,"put_delta":-195202.0,"net_delta":-57451.0,"call_oi":3270,"put_oi":2612,"total_oi":5882,"total_volume":12,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":33114.0,"put_delta":-61239.0,"net_delta":-28125.0,"call_oi":979,"put_oi":1731,"total_oi":2710,"total_volume":97,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":10812.0,"put_delta":-17148.0,"net_delta":-6337.0,"call_oi":528,"put_oi":442,"total_oi":970,"total_volume":2,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1244.0,"put_delta":-10898.0,"net_delta":-9654.0,"call_oi":30,"put_oi":528,"total_oi":558,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":55.0,"straddle_price":2.85,"straddle_pct":5.02,"implied_move":5.02,"avg_iv":28.8},{"expiration":"11/20/2026","dte":49,"strike":55.0,"straddle_price":5.12,"straddle_pct":9.03,"implied_move":9.03,"avg_iv":30.1}],"volume_profile":{"profile":[{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":90,"total_oi":94,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":236,"total_oi":254,"bias":"neutral"},{"strike":50.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":25,"put_oi":620,"total_oi":645,"bias":"bullish"},{"strike":55.0,"call_volume":22,"put_volume":39,"total_volume":61,"call_oi":1713,"put_oi":1771,"total_oi":3484,"bias":"bearish"},{"strike":60.0,"call_volume":38,"put_volume":4,"total_volume":42,"call_oi":910,"put_oi":2362,"total_oi":3272,"bias":"bullish"},{"strike":65.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":1029,"put_oi":110,"total_oi":1139,"bias":"bullish"},{"strike":70.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":578,"put_oi":24,"total_oi":602,"bias":"bullish"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":269,"put_oi":0,"total_oi":269,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":173,"put_oi":100,"total_oi":273,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":0,"total_oi":24,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":61,"put_oi":0,"total_oi":61,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":56.75,"peak_call_strike":60.0,"peak_put_strike":55.0,"total_call_volume":71,"total_put_volume":43,"volume_pc_ratio":0.606},"iv_contours":{"x":[0.7,0.79,0.88,0.97,1.06,1.15,1.23],"y":[14,49,105],"z":[[null,null,59.78,28.79,28.48,33.85,121.59],[42.22,39.48,31.63,30.09,29.33,33.48,174.04],[null,42.65,28.3,28.08,28.19,29.98,31.05]],"levels":[28.1,42.7,57.3,71.9,86.5,101.1,115.7,130.3,144.8,159.4,174.0],"min_iv":28.1,"max_iv":174.0},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":55.0,"atm_iv":27.58,"otm_strike":60.0,"otm_iv":28.6,"itm_strike":55.0,"itm_iv":27.58,"iv_butterfly":1.03,"price_butterfly":-2.18,"convexity":"moderate_convexity"}],"iv_history":[{"date":"2026-09-14","iv":62.75},{"date":"2026-09-15","iv":64.47},{"date":"2026-09-16","iv":74.65},{"date":"2026-09-17","iv":59.53},{"date":"2026-09-18","iv":52.64},{"date":"2026-09-21","iv":44.94},{"date":"2026-09-22","iv":41.9},{"date":"2026-09-23","iv":48.4},{"date":"2026-09-24","iv":45.4},{"date":"2026-09-25","iv":45.7},{"date":"2026-09-28","iv":51.4},{"date":"2026-09-29","iv":71.6},{"date":"2026-09-30","iv":63.3},{"date":"2026-10-01","iv":46.2},{"date":"2026-10-02","iv":69.0}]}}