{"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":"APPS","summary":{"name":"APPS","price":11.17,"total_oi":88310,"call_oi":68106,"put_oi":20204,"pc_ratio":0.297,"net_gex":435877.2,"avg_iv":145.6,"iv_rank":100.0,"iv_52w_high":145.6,"iv_52w_low":89.2,"gamma_flip":9.48,"max_pain":8.0},"features":{"symbol":"APPS","price":11.17,"total_oi":88310,"analysis_coverage":0.9444,"avg_iv_pct":145.6,"iv_rank":100.0,"iv_52w_high_pct":145.6,"iv_52w_low_pct":89.2,"front_dte":14,"front_atm_iv_pct":88.0788,"back_atm_iv_pct":107.6156,"term_premium_pp":-19.5368,"expected_move_front_pct":17.25,"straddle_front_pct":13.21,"straddle_30d_pct":13.21,"risk_reversal_front_pp":-5.99,"risk_reversal_30d_pp":-5.99,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.297,"put_call_oi_front_ratio":0.275,"put_call_volume_front_ratio":0.195,"option_volume":1343,"volume_oi_ratio":0.015208,"net_delta_normalized":0.375516,"dealer_delta_normalized":-0.3741,"gex_per_100k_oi":493576.265429,"vanna_per_100k_oi":-33.971238,"charm_per_100k_oi":-264796.738761,"weekend_delta_shift_per_100k_oi":-794391.348658,"iv_surface_range_pp":101.9,"gamma_flip_distance_pct":-15.129812,"max_pain_distance_pct":-28.379588,"peak_call_distance_pct":7.430618,"peak_put_distance_pct":-1.521934},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":11.82,"put_gex":0.0,"net_gex":11.82,"call_oi":163,"put_oi":5},{"strike":1.0,"call_gex":76.81,"put_gex":-0.08,"net_gex":76.73,"call_oi":404,"put_oi":40},{"strike":1.5,"call_gex":65.85,"put_gex":-3.75,"net_gex":62.1,"call_oi":220,"put_oi":221},{"strike":2.0,"call_gex":107.77,"put_gex":-35.62,"net_gex":72.15,"call_oi":239,"put_oi":321},{"strike":2.5,"call_gex":56.58,"put_gex":-154.17,"net_gex":-97.59,"call_oi":152,"put_oi":444},{"strike":3.0,"call_gex":1117.37,"put_gex":-311.53,"net_gex":805.84,"call_oi":1627,"put_oi":481},{"strike":3.5,"call_gex":340.14,"put_gex":-158.66,"net_gex":181.49,"call_oi":321,"put_oi":248},{"strike":4.0,"call_gex":2004.14,"put_gex":-244.74,"net_gex":1759.4,"call_oi":1474,"put_oi":295},{"strike":4.5,"call_gex":1367.7,"put_gex":-561.6,"net_gex":806.1,"call_oi":856,"put_oi":376},{"strike":5.0,"call_gex":3838.82,"put_gex":-1436.08,"net_gex":2402.74,"call_oi":2027,"put_oi":852},{"strike":5.5,"call_gex":3001.24,"put_gex":-456.58,"net_gex":2544.66,"call_oi":1263,"put_oi":205},{"strike":6.0,"call_gex":272.82,"put_gex":-118.43,"net_gex":154.39,"call_oi":92,"put_oi":41},{"strike":7.0,"call_gex":10234.91,"put_gex":-19854.48,"net_gex":-9619.57,"call_oi":2850,"put_oi":4739},{"strike":8.0,"call_gex":843.65,"put_gex":-4761.12,"net_gex":-3917.47,"call_oi":176,"put_oi":756},{"strike":9.0,"call_gex":2130.55,"put_gex":-11089.48,"net_gex":-8958.93,"call_oi":297,"put_oi":1359},{"strike":10.0,"call_gex":84744.58,"put_gex":-56209.29,"net_gex":28535.28,"call_oi":11201,"put_oi":5237},{"strike":11.0,"call_gex":127466.17,"put_gex":-27400.12,"net_gex":100066.05,"call_oi":8467,"put_oi":2006},{"strike":12.0,"call_gex":132563.03,"put_gex":-11555.26,"net_gex":121007.77,"call_oi":9792,"put_oi":823},{"strike":13.0,"call_gex":36594.98,"put_gex":-5544.74,"net_gex":31050.24,"call_oi":3070,"put_oi":541},{"strike":14.0,"call_gex":17567.05,"put_gex":-3113.12,"net_gex":14453.92,"call_oi":1655,"put_oi":350},{"strike":15.0,"call_gex":107095.28,"put_gex":-1657.09,"net_gex":105438.18,"call_oi":13369,"put_oi":191},{"strike":16.0,"call_gex":23139.15,"put_gex":-2100.83,"net_gex":21038.33,"call_oi":2806,"put_oi":257},{"strike":17.0,"call_gex":3999.36,"put_gex":-893.18,"net_gex":3106.17,"call_oi":586,"put_oi":116},{"strike":18.0,"call_gex":2624.88,"put_gex":-390.01,"net_gex":2234.87,"call_oi":386,"put_oi":55},{"strike":19.0,"call_gex":1077.04,"put_gex":-644.91,"net_gex":432.13,"call_oi":173,"put_oi":99},{"strike":20.0,"call_gex":13465.33,"put_gex":-538.39,"net_gex":12926.94,"call_oi":2456,"put_oi":112},{"strike":21.0,"call_gex":4201.79,"put_gex":-170.33,"net_gex":4031.46,"call_oi":760,"put_oi":30},{"strike":22.0,"call_gex":252.55,"put_gex":-14.52,"net_gex":238.03,"call_oi":58,"put_oi":3},{"strike":23.0,"call_gex":508.31,"put_gex":0.0,"net_gex":508.31,"call_oi":111,"put_oi":0},{"strike":24.0,"call_gex":423.7,"put_gex":0.0,"net_gex":423.7,"call_oi":102,"put_oi":0},{"strike":25.0,"call_gex":4106.04,"put_gex":-4.09,"net_gex":4101.95,"call_oi":953,"put_oi":1}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":165318.5,"total_value":165318.5},{"strike":1.0,"call_value":81.5,"put_value":155219.0,"total_value":155300.5},{"strike":1.5,"call_value":365.0,"put_value":145139.5,"total_value":145504.5},{"strike":2.0,"call_value":758.5,"put_value":135170.5,"total_value":135929.0},{"strike":2.5,"call_value":1271.5,"put_value":125362.0,"total_value":126633.5},{"strike":3.0,"call_value":1860.5,"put_value":115775.5,"total_value":117636.0},{"strike":3.5,"call_value":3263.0,"put_value":106429.5,"total_value":109692.5},{"strike":4.0,"call_value":4826.0,"put_value":97207.5,"total_value":102033.5},{"strike":4.5,"call_value":7126.0,"put_value":88133.0,"total_value":95259.0},{"strike":5.0,"call_value":9854.0,"put_value":79246.5,"total_value":89100.5},{"strike":5.5,"call_value":13595.5,"put_value":70786.0,"total_value":84381.5},{"strike":6.0,"call_value":17968.5,"put_value":62428.0,"total_value":80396.5},{"strike":7.0,"call_value":26806.5,"put_value":45753.0,"total_value":72559.5},{"strike":8.0,"call_value":38494.5,"put_value":33817.0,"total_value":72311.5},{"strike":9.0,"call_value":50358.5,"put_value":22637.0,"total_value":72995.5},{"strike":10.0,"call_value":62519.5,"put_value":12816.0,"total_value":75335.5},{"strike":11.0,"call_value":85881.5,"put_value":8232.0,"total_value":94113.5},{"strike":12.0,"call_value":117710.5,"put_value":5654.0,"total_value":123364.5},{"strike":13.0,"call_value":159331.5,"put_value":3899.0,"total_value":163230.5},{"strike":14.0,"call_value":204022.5,"put_value":2685.0,"total_value":206707.5},{"strike":15.0,"call_value":250368.5,"put_value":1821.0,"total_value":252189.5},{"strike":16.0,"call_value":310083.5,"put_value":1148.0,"total_value":311231.5},{"strike":17.0,"call_value":372604.5,"put_value":732.0,"total_value":373336.5},{"strike":18.0,"call_value":435711.5,"put_value":432.0,"total_value":436143.5},{"strike":19.0,"call_value":499204.5,"put_value":187.0,"total_value":499391.5},{"strike":20.0,"call_value":562870.5,"put_value":41.0,"total_value":562911.5},{"strike":21.0,"call_value":628992.5,"put_value":7.0,"total_value":628999.5},{"strike":22.0,"call_value":695874.5,"put_value":3.0,"total_value":695877.5},{"strike":23.0,"call_value":762814.5,"put_value":2.0,"total_value":762816.5},{"strike":24.0,"call_value":829865.5,"put_value":1.0,"total_value":829866.5},{"strike":25.0,"call_value":897018.5,"put_value":0,"total_value":897018.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":227.1,"strike":7.38},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":128.2,"strike":7.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":195.9,"strike":4.99},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":95.2,"strike":10.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":109.9,"strike":10.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":98.6,"strike":10.0},{"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":88.1,"strike":11.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":107.6,"strike":11.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":98.9,"strike":11.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":85.3,"strike":12.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":108.4,"strike":12.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":96.2,"strike":12.0},{"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":148.4,"strike":15.4},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":108.7,"strike":15.9},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":99.5,"strike":18.2}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":6768},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":547},{"expiration":"12/18/2026","dte":77,"iv":0.616,"contract_count":4,"total_oi":7808},{"expiration":"01/15/2027","dte":105,"iv":0.3998,"contract_count":4,"total_oi":4937},{"expiration":"03/19/2027","dte":168,"iv":0.5467,"contract_count":4,"total_oi":417},{"expiration":"01/21/2028","dte":476,"iv":0.0771,"contract_count":2,"total_oi":582},{"expiration":"01/19/2029","dte":840,"iv":0.7888,"contract_count":1,"total_oi":29}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":17.25,"expected_move_2std":34.5,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":39.43,"expected_move_2std":78.85,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":46.35,"expected_move_2std":92.7,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":51.93,"expected_move_2std":103.86,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":66.67,"expected_move_2std":133.35,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":9676,"put_oi":2657,"total_oi":12333,"pc_ratio":0.275,"pc_ratio_volume":0.195,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3254,"put_oi":1008,"total_oi":4262,"pc_ratio":0.31,"pc_ratio_volume":0.196,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":11791,"put_oi":3467,"total_oi":15258,"pc_ratio":0.294,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":35337,"put_oi":11135,"total_oi":46472,"pc_ratio":0.315,"pc_ratio_volume":0.436,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":2569,"put_oi":872,"total_oi":3441,"pc_ratio":0.339,"pc_ratio_volume":0.246,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":5261,"put_oi":913,"total_oi":6174,"pc_ratio":0.174,"pc_ratio_volume":0.047,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":218,"put_oi":152,"total_oi":370,"pc_ratio":0.697,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":16228.0,"put_delta_oi":0,"dealer_delta":-16228.0,"call_oi":163,"put_oi":0},{"strike":1.0,"call_delta_oi":39854.0,"put_delta_oi":-1.0,"dealer_delta":-39853.0,"call_oi":404,"put_oi":1},{"strike":1.5,"call_delta_oi":21696.0,"put_delta_oi":-23.0,"dealer_delta":-21672.0,"call_oi":220,"put_oi":12},{"strike":2.0,"call_delta_oi":23319.0,"put_delta_oi":-220.0,"dealer_delta":-23099.0,"call_oi":239,"put_oi":310},{"strike":2.5,"call_delta_oi":8205.0,"put_delta_oi":-1074.0,"dealer_delta":-7131.0,"call_oi":85,"put_oi":442},{"strike":3.0,"call_delta_oi":159178.0,"put_delta_oi":-1879.0,"dealer_delta":-157299.0,"call_oi":1627,"put_oi":481},{"strike":3.5,"call_delta_oi":30700.0,"put_delta_oi":-1206.0,"dealer_delta":-29493.0,"call_oi":321,"put_oi":248},{"strike":4.0,"call_delta_oi":139191.0,"put_delta_oi":-1896.0,"dealer_delta":-137295.0,"call_oi":1474,"put_oi":295},{"strike":4.5,"call_delta_oi":79721.0,"put_delta_oi":-1939.0,"dealer_delta":-77783.0,"call_oi":856,"put_oi":376},{"strike":5.0,"call_delta_oi":190643.0,"put_delta_oi":-3856.0,"dealer_delta":-186786.0,"call_oi":2027,"put_oi":852},{"strike":5.5,"call_delta_oi":116525.0,"put_delta_oi":-1442.0,"dealer_delta":-115082.0,"call_oi":1263,"put_oi":205},{"strike":6.0,"call_delta_oi":8302.0,"put_delta_oi":-287.0,"dealer_delta":-8016.0,"call_oi":92,"put_oi":41},{"strike":7.0,"call_delta_oi":247639.0,"put_delta_oi":-56416.0,"dealer_delta":-191223.0,"call_oi":2850,"put_oi":4739},{"strike":8.0,"call_delta_oi":14296.0,"put_delta_oi":-9884.0,"dealer_delta":-4412.0,"call_oi":176,"put_oi":756},{"strike":9.0,"call_delta_oi":22852.0,"put_delta_oi":-29369.0,"dealer_delta":6517.0,"call_oi":297,"put_oi":1359},{"strike":10.0,"call_delta_oi":779443.0,"put_delta_oi":-152212.0,"dealer_delta":-627231.0,"call_oi":11201,"put_oi":5237},{"strike":11.0,"call_delta_oi":507145.0,"put_delta_oi":-79366.0,"dealer_delta":-427779.0,"call_oi":8467,"put_oi":2006},{"strike":12.0,"call_delta_oi":492093.0,"put_delta_oi":-41884.0,"dealer_delta":-450209.0,"call_oi":9792,"put_oi":823},{"strike":13.0,"call_delta_oi":125720.0,"put_delta_oi":-29784.0,"dealer_delta":-95936.0,"call_oi":3070,"put_oi":541},{"strike":14.0,"call_delta_oi":48420.0,"put_delta_oi":-21510.0,"dealer_delta":-26910.0,"call_oi":1655,"put_oi":350},{"strike":15.0,"call_delta_oi":495043.0,"put_delta_oi":-12342.0,"dealer_delta":-482701.0,"call_oi":13369,"put_oi":191},{"strike":16.0,"call_delta_oi":81957.0,"put_delta_oi":-17470.0,"dealer_delta":-64488.0,"call_oi":2806,"put_oi":257},{"strike":17.0,"call_delta_oi":19315.0,"put_delta_oi":-8508.0,"dealer_delta":-10807.0,"call_oi":586,"put_oi":116},{"strike":18.0,"call_delta_oi":9663.0,"put_delta_oi":-4198.0,"dealer_delta":-5465.0,"call_oi":386,"put_oi":55},{"strike":19.0,"call_delta_oi":3719.0,"put_delta_oi":-7787.0,"dealer_delta":4068.0,"call_oi":173,"put_oi":99},{"strike":20.0,"call_delta_oi":68697.0,"put_delta_oi":-7472.0,"dealer_delta":-61225.0,"call_oi":2456,"put_oi":112},{"strike":21.0,"call_delta_oi":13003.0,"put_delta_oi":-2348.0,"dealer_delta":-10654.0,"call_oi":760,"put_oi":30},{"strike":22.0,"call_delta_oi":2158.0,"put_delta_oi":-262.0,"dealer_delta":-1897.0,"call_oi":58,"put_oi":3},{"strike":23.0,"call_delta_oi":1445.0,"put_delta_oi":0,"dealer_delta":-1445.0,"call_oi":111,"put_oi":0},{"strike":24.0,"call_delta_oi":1152.0,"put_delta_oi":0,"dealer_delta":-1152.0,"call_oi":102,"put_oi":0},{"strike":25.0,"call_delta_oi":31046.0,"put_delta_oi":-56.0,"dealer_delta":-30989.0,"call_oi":953,"put_oi":1}],"net_dealer_delta":-3303676.0,"total_call_delta":3798368.0,"total_put_delta":-494692.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":11.170000076293945,"strikes":[{"strike":1.5,"moneyness":0.1343,"type":"call","iv":2.4088,"delta":0.9866,"oi":207},{"strike":2.0,"moneyness":0.1791,"type":"call","iv":2.7993,"delta":0.9717,"oi":178},{"strike":3.0,"moneyness":0.2686,"type":"call","iv":1.5199,"delta":0.9794,"oi":1566},{"strike":3.5,"moneyness":0.3133,"type":"call","iv":1.871,"delta":0.9529,"oi":253},{"strike":4.0,"moneyness":0.3581,"type":"call","iv":1.7425,"delta":0.9432,"oi":1360},{"strike":4.5,"moneyness":0.4029,"type":"call","iv":1.5601,"delta":0.9361,"oi":566},{"strike":4.5,"moneyness":0.4029,"type":"put","iv":1.2537,"delta":-0.0435,"oi":292},{"strike":5.0,"moneyness":0.4476,"type":"call","iv":1.1981,"delta":0.9447,"oi":1420},{"strike":5.0,"moneyness":0.4476,"type":"put","iv":1.1275,"delta":-0.0488,"oi":544},{"strike":5.5,"moneyness":0.4924,"type":"call","iv":1.1985,"delta":0.9259,"oi":1090},{"strike":7.0,"moneyness":0.6267,"type":"call","iv":1.0674,"delta":0.87,"oi":1415},{"strike":7.0,"moneyness":0.6267,"type":"put","iv":0.9471,"delta":-0.1148,"oi":3901},{"strike":8.0,"moneyness":0.7162,"type":"put","iv":0.9571,"delta":-0.1755,"oi":126},{"strike":9.0,"moneyness":0.8057,"type":"put","iv":0.943,"delta":-0.2404,"oi":247},{"strike":10.0,"moneyness":0.8953,"type":"put","iv":0.9398,"delta":-0.3101,"oi":3134},{"strike":10.0,"moneyness":0.8953,"type":"call","iv":0.9681,"delta":0.69,"oi":9629},{"strike":11.0,"moneyness":0.9848,"type":"put","iv":0.9467,"delta":-0.3794,"oi":694},{"strike":11.0,"moneyness":0.9848,"type":"call","iv":0.9898,"delta":0.624,"oi":332},{"strike":12.0,"moneyness":1.0743,"type":"put","iv":0.9234,"delta":-0.45,"oi":152},{"strike":12.0,"moneyness":1.0743,"type":"call","iv":0.9491,"delta":0.554,"oi":3759},{"strike":13.0,"moneyness":1.1638,"type":"put","iv":0.917,"delta":-0.5161,"oi":135},{"strike":13.0,"moneyness":1.1638,"type":"call","iv":0.9479,"delta":0.4909,"oi":759},{"strike":14.0,"moneyness":1.2534,"type":"call","iv":0.9565,"delta":0.4352,"oi":116},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":0.9461,"delta":0.3793,"oi":8342},{"strike":16.0,"moneyness":1.4324,"type":"put","iv":0.9233,"delta":-0.6766,"oi":236},{"strike":16.0,"moneyness":1.4324,"type":"call","iv":0.9056,"delta":0.3168,"oi":1917},{"strike":17.0,"moneyness":1.5219,"type":"call","iv":0.9063,"delta":0.2739,"oi":147},{"strike":18.0,"moneyness":1.6115,"type":"call","iv":0.9463,"delta":0.2521,"oi":175},{"strike":20.0,"moneyness":1.7905,"type":"call","iv":0.9458,"delta":0.1901,"oi":467},{"strike":21.0,"moneyness":1.88,"type":"call","iv":0.9628,"delta":0.1716,"oi":749},{"strike":25.0,"moneyness":2.2381,"type":"call","iv":1.0121,"delta":0.1153,"oi":154}]},{"expiration":"01/19/2029","underlying_price":11.170000076293945,"strikes":[{"strike":3.0,"moneyness":0.2686,"type":"put","iv":0.9126,"delta":-0.0434,"oi":150},{"strike":5.0,"moneyness":0.4476,"type":"call","iv":1.1851,"delta":0.9193,"oi":101}]},{"expiration":"01/21/2028","underlying_price":11.170000076293945,"strikes":[{"strike":0.5,"moneyness":0.0448,"type":"call","iv":1.6076,"delta":0.9959,"oi":133},{"strike":2.5,"moneyness":0.2238,"type":"put","iv":1.1347,"delta":-0.0324,"oi":180},{"strike":3.0,"moneyness":0.2686,"type":"put","iv":1.2376,"delta":-0.0468,"oi":104},{"strike":4.5,"moneyness":0.4029,"type":"call","iv":1.1554,"delta":0.9179,"oi":176},{"strike":5.0,"moneyness":0.4476,"type":"call","iv":0.8167,"delta":0.9174,"oi":175},{"strike":5.5,"moneyness":0.4924,"type":"call","iv":1.0797,"delta":0.8918,"oi":120},{"strike":7.0,"moneyness":0.6267,"type":"call","iv":1.1151,"delta":0.8524,"oi":803},{"strike":10.0,"moneyness":0.8953,"type":"call","iv":0.9878,"delta":0.7614,"oi":713},{"strike":12.0,"moneyness":1.0743,"type":"call","iv":0.7793,"delta":0.665,"oi":570},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":0.9752,"delta":0.6334,"oi":1344},{"strike":17.0,"moneyness":1.5219,"type":"call","iv":1.0128,"delta":0.6033,"oi":102},{"strike":20.0,"moneyness":1.7905,"type":"call","iv":0.993,"delta":0.5402,"oi":372},{"strike":25.0,"moneyness":2.2381,"type":"call","iv":0.9303,"delta":0.43,"oi":378}]},{"expiration":"03/19/2027","underlying_price":11.170000076293945,"strikes":[{"strike":7.0,"moneyness":0.6267,"type":"put","iv":0.9753,"delta":-0.1428,"oi":621},{"strike":11.0,"moneyness":0.9848,"type":"call","iv":1.0173,"delta":0.6534,"oi":240},{"strike":12.0,"moneyness":1.0743,"type":"call","iv":0.9841,"delta":0.6004,"oi":170},{"strike":13.0,"moneyness":1.1638,"type":"call","iv":0.9966,"delta":0.556,"oi":206},{"strike":14.0,"moneyness":1.2534,"type":"put","iv":0.9592,"delta":-0.4975,"oi":115},{"strike":14.0,"moneyness":1.2534,"type":"call","iv":1.0042,"delta":0.5143,"oi":213},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":0.9839,"delta":0.4677,"oi":509},{"strike":20.0,"moneyness":1.7905,"type":"call","iv":1.01,"delta":0.3147,"oi":730}]},{"expiration":"10/16/2026","underlying_price":11.170000076293945,"strikes":[{"strike":8.0,"moneyness":0.7162,"type":"put","iv":1.5591,"delta":-0.0991,"oi":396},{"strike":9.0,"moneyness":0.8057,"type":"put","iv":1.0825,"delta":-0.1216,"oi":217},{"strike":10.0,"moneyness":0.8953,"type":"put","iv":0.9025,"delta":-0.2285,"oi":1215},{"strike":10.0,"moneyness":0.8953,"type":"call","iv":1.0021,"delta":0.7542,"oi":223},{"strike":11.0,"moneyness":0.9848,"type":"put","iv":0.8576,"delta":-0.4266,"oi":522},{"strike":11.0,"moneyness":0.9848,"type":"call","iv":0.904,"delta":0.573,"oi":3024},{"strike":12.0,"moneyness":1.0743,"type":"put","iv":0.7984,"delta":-0.6518,"oi":190},{"strike":12.0,"moneyness":1.0743,"type":"call","iv":0.9085,"delta":0.3732,"oi":3032},{"strike":13.0,"moneyness":1.1638,"type":"call","iv":0.9624,"delta":0.2308,"oi":803},{"strike":14.0,"moneyness":1.2534,"type":"call","iv":0.978,"delta":0.1307,"oi":765},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":1.0397,"delta":0.0813,"oi":1410},{"strike":16.0,"moneyness":1.4324,"type":"call","iv":1.2855,"delta":0.0879,"oi":166}]},{"expiration":"11/20/2026","underlying_price":11.170000076293945,"strikes":[{"strike":5.0,"moneyness":0.4476,"type":"put","iv":1.1146,"delta":-0.0137,"oi":157},{"strike":7.0,"moneyness":0.6267,"type":"call","iv":1.3036,"delta":0.8919,"oi":501},{"strike":9.0,"moneyness":0.8057,"type":"put","iv":1.1285,"delta":-0.2278,"oi":392},{"strike":11.0,"moneyness":0.9848,"type":"call","iv":1.0741,"delta":0.5981,"oi":285},{"strike":12.0,"moneyness":1.0743,"type":"call","iv":1.1035,"delta":0.5139,"oi":117},{"strike":13.0,"moneyness":1.1638,"type":"call","iv":1.0997,"delta":0.4337,"oi":781},{"strike":14.0,"moneyness":1.2534,"type":"call","iv":1.1348,"delta":0.3709,"oi":136},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":1.0843,"delta":0.295,"oi":601},{"strike":16.0,"moneyness":1.4324,"type":"call","iv":1.0878,"delta":0.2421,"oi":531}]},{"expiration":"12/18/2026","underlying_price":11.170000076293945,"strikes":[{"strike":4.5,"moneyness":0.4029,"type":"call","iv":1.9907,"delta":0.9285,"oi":114},{"strike":5.0,"moneyness":0.4476,"type":"call","iv":1.3353,"delta":0.9493,"oi":175},{"strike":7.0,"moneyness":0.6267,"type":"call","iv":1.217,"delta":0.8718,"oi":105},{"strike":8.0,"moneyness":0.7162,"type":"put","iv":1.0166,"delta":-0.1659,"oi":125},{"strike":9.0,"moneyness":0.8057,"type":"put","iv":1.0005,"delta":-0.2355,"oi":490},{"strike":9.0,"moneyness":0.8057,"type":"call","iv":1.1584,"delta":0.7548,"oi":104},{"strike":10.0,"moneyness":0.8953,"type":"put","iv":0.9795,"delta":-0.3118,"oi":680},{"strike":10.0,"moneyness":0.8953,"type":"call","iv":1.0582,"delta":0.6875,"oi":550},{"strike":11.0,"moneyness":0.9848,"type":"put","iv":1.0071,"delta":-0.3888,"oi":737},{"strike":11.0,"moneyness":0.9848,"type":"call","iv":1.0112,"delta":0.6115,"oi":4586},{"strike":12.0,"moneyness":1.0743,"type":"put","iv":0.9444,"delta":-0.4722,"oi":370},{"strike":12.0,"moneyness":1.0743,"type":"call","iv":1.0304,"delta":0.5404,"oi":2115},{"strike":13.0,"moneyness":1.1638,"type":"call","iv":1.0289,"delta":0.4723,"oi":521},{"strike":13.0,"moneyness":1.1638,"type":"put","iv":0.9719,"delta":-0.54,"oi":289},{"strike":14.0,"moneyness":1.2534,"type":"call","iv":1.0242,"delta":0.4088,"oi":425},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":0.9807,"delta":0.339,"oi":1136},{"strike":16.0,"moneyness":1.4324,"type":"call","iv":1.0083,"delta":0.2974,"oi":102},{"strike":17.0,"moneyness":1.5219,"type":"call","iv":0.9891,"delta":0.2466,"oi":179},{"strike":20.0,"moneyness":1.7905,"type":"call","iv":1.0145,"delta":0.1568,"oi":828},{"strike":25.0,"moneyness":2.2381,"type":"call","iv":1.9026,"delta":0.3143,"oi":403}]}],"greeks_heatmap":{"data":[{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0991,"call_gamma":0,"put_gamma":0.053046,"call_theta":0,"put_theta":-0.0219,"call_vega":0,"put_vega":0.0037,"call_oi":0,"put_oi":396},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8333,"put_delta":-0.1216,"call_gamma":0.086119,"put_gamma":0.088496,"call_theta":-0.0287,"put_theta":-0.0175,"call_vega":0.0053,"put_vega":0.0043,"call_oi":54,"put_oi":217},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7542,"put_delta":-0.2285,"call_gamma":0.149091,"put_gamma":0.159033,"call_theta":-0.0264,"put_theta":-0.0218,"call_vega":0.0066,"put_vega":0.0064,"call_oi":223,"put_oi":1215},{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0.573,"put_delta":-0.4266,"call_gamma":0.205819,"put_gamma":0.216915,"call_theta":-0.0294,"put_theta":-0.0266,"call_vega":0.0083,"put_vega":0.0083,"call_oi":3024,"put_oi":522},{"strike":12.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3732,"put_delta":-0.6518,"call_gamma":0.197694,"put_gamma":0.219641,"call_theta":-0.0283,"put_theta":-0.0229,"call_vega":0.008,"put_vega":0.0078,"call_oi":3032,"put_oi":190},{"strike":13.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2308,"put_delta":0,"call_gamma":0.149966,"put_gamma":0,"call_theta":-0.024,"put_theta":0,"call_vega":0.0064,"put_vega":0,"call_oi":803,"put_oi":0},{"strike":14.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1307,"put_delta":-0.9125,"call_gamma":0.102996,"put_gamma":0.091023,"call_theta":-0.017,"put_theta":-0.0092,"call_vega":0.0045,"put_vega":0.0034,"call_oi":765,"put_oi":57},{"strike":8.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1492,"call_gamma":0,"put_gamma":0.051304,"call_theta":0,"put_theta":-0.0107,"call_vega":0,"put_vega":0.0094,"call_oi":0,"put_oi":98},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2278,"call_gamma":0,"put_gamma":0.066068,"call_theta":0,"put_theta":-0.014,"call_vega":0,"put_vega":0.0122,"call_oi":0,"put_oi":392},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3106,"call_gamma":0,"put_gamma":0.081869,"call_theta":0,"put_theta":-0.0153,"call_vega":0,"put_vega":0.0143,"call_oi":0,"put_oi":84},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5981,"put_delta":0,"call_gamma":0.088909,"put_gamma":0,"call_theta":-0.0181,"put_theta":0,"call_vega":0.0157,"put_vega":0,"call_oi":285,"put_oi":0},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5139,"put_delta":-0.4913,"call_gamma":0.089193,"put_gamma":0.092502,"call_theta":-0.0191,"put_theta":-0.017,"call_vega":0.0161,"put_vega":0.0162,"call_oi":117,"put_oi":96},{"strike":13.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4337,"put_delta":-0.5771,"call_gamma":0.088318,"put_gamma":0.092234,"call_theta":-0.0187,"put_theta":-0.0162,"call_vega":0.0159,"put_vega":0.0159,"call_oi":781,"put_oi":70},{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3709,"put_delta":0,"call_gamma":0.082204,"put_gamma":0,"call_theta":-0.0185,"put_theta":0,"call_vega":0.0153,"put_vega":0,"call_oi":136,"put_oi":0},{"strike":8.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8162,"put_delta":-0.1659,"call_gamma":0.043651,"put_gamma":0.048072,"call_theta":-0.0112,"put_theta":-0.0082,"call_vega":0.0135,"put_vega":0.0127,"call_oi":61,"put_oi":125},{"strike":9.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7548,"put_delta":-0.2355,"call_gamma":0.053265,"put_gamma":0.060334,"call_theta":-0.0128,"put_theta":-0.0099,"call_vega":0.016,"put_vega":0.0157,"call_oi":104,"put_oi":490},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6875,"put_delta":-0.3118,"call_gamma":0.065635,"put_gamma":0.07084,"call_theta":-0.0131,"put_theta":-0.0111,"call_vega":0.018,"put_vega":0.018,"call_oi":550,"put_oi":680},{"strike":11.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6115,"put_delta":-0.3888,"call_gamma":0.074359,"put_gamma":0.07468,"call_theta":-0.0135,"put_theta":-0.0122,"call_vega":0.0195,"put_vega":0.0195,"call_oi":4586,"put_oi":737},{"strike":12.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5404,"put_delta":-0.4722,"call_gamma":0.075571,"put_gamma":0.082679,"call_theta":-0.0142,"put_theta":-0.0117,"call_vega":0.0202,"put_vega":0.0203,"call_oi":2115,"put_oi":370},{"strike":13.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4723,"put_delta":-0.54,"call_gamma":0.07589,"put_gamma":0.08013,"call_theta":-0.0142,"put_theta":-0.0119,"call_vega":0.0203,"put_vega":0.0202,"call_oi":521,"put_oi":289},{"strike":14.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4088,"put_delta":-0.5989,"call_gamma":0.074413,"put_gamma":0.076191,"call_theta":-0.0137,"put_theta":-0.0117,"call_vega":0.0198,"put_vega":0.0197,"call_oi":425,"put_oi":75}],"strikes":[8.0,9.0,10.0,11.0,12.0,13.0,14.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-5.99,"put_25d_iv":90.25,"call_25d_iv":96.24,"put_25d_strike":10.0,"call_25d_strike":13.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":4.07,"put_25d_iv":112.85,"call_25d_iv":108.78,"put_25d_strike":9.0,"call_25d_strike":16.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":1.14,"put_25d_iv":100.05,"call_25d_iv":98.91,"put_25d_strike":9.0,"call_25d_strike":17.0,"skew":"neutral"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-0.34,"put_25d_iv":94.3,"call_25d_iv":94.63,"put_25d_strike":9.0,"call_25d_strike":18.0,"skew":"neutral"},{"expiration":"03/19/2027","dte":168,"risk_reversal":-4.63,"put_25d_iv":96.37,"call_25d_iv":101.0,"put_25d_strike":10.0,"call_25d_strike":20.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":4.09,"put_25d_iv":97.12,"call_25d_iv":93.03,"put_25d_strike":7.0,"call_25d_strike":25.0,"skew":"put_skew"},{"expiration":"01/19/2029","dte":840,"risk_reversal":-9.91,"put_25d_iv":91.26,"call_25d_iv":101.18,"put_25d_strike":3.0,"call_25d_strike":20.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":133,"put_oi":0},{"strike":1.0,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":375,"put_oi":0},{"strike":1.5,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":207,"put_oi":0},{"strike":2.0,"call_vanna":-8.0,"put_vanna":5.0,"net_vanna":-3.0,"call_oi":238,"put_oi":310},{"strike":2.5,"call_vanna":-3.0,"put_vanna":20.0,"net_vanna":17.0,"call_oi":84,"put_oi":442},{"strike":3.0,"call_vanna":-46.0,"put_vanna":37.0,"net_vanna":-8.0,"call_oi":1622,"put_oi":481},{"strike":3.5,"call_vanna":-12.0,"put_vanna":15.0,"net_vanna":3.0,"call_oi":253,"put_oi":208},{"strike":4.0,"call_vanna":-80.0,"put_vanna":21.0,"net_vanna":-59.0,"call_oi":1434,"put_oi":284},{"strike":4.5,"call_vanna":-65.0,"put_vanna":24.0,"net_vanna":-40.0,"call_oi":856,"put_oi":370},{"strike":5.0,"call_vanna":-130.0,"put_vanna":42.0,"net_vanna":-88.0,"call_oi":1992,"put_oi":850},{"strike":5.5,"call_vanna":-92.0,"put_vanna":8.0,"net_vanna":-84.0,"call_oi":1263,"put_oi":156},{"strike":6.0,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":78,"put_oi":0},{"strike":7.0,"call_vanna":-301.0,"put_vanna":400.0,"net_vanna":99.0,"call_oi":2824,"put_oi":4680},{"strike":8.0,"call_vanna":-15.0,"put_vanna":37.0,"net_vanna":22.0,"call_oi":153,"put_oi":745},{"strike":9.0,"call_vanna":-16.0,"put_vanna":87.0,"net_vanna":72.0,"call_oi":233,"put_oi":1346},{"strike":10.0,"call_vanna":-868.0,"put_vanna":314.0,"net_vanna":-554.0,"call_oi":11190,"put_oi":5190},{"strike":11.0,"call_vanna":-254.0,"put_vanna":68.0,"net_vanna":-186.0,"call_oi":8467,"put_oi":1953},{"strike":12.0,"call_vanna":-149.0,"put_vanna":3.0,"net_vanna":-146.0,"call_oi":9763,"put_oi":808},{"strike":13.0,"call_vanna":42.0,"put_vanna":-7.0,"net_vanna":35.0,"call_oi":3070,"put_oi":494},{"strike":14.0,"call_vanna":43.0,"put_vanna":-7.0,"net_vanna":36.0,"call_oi":1655,"put_oi":332},{"strike":15.0,"call_vanna":389.0,"put_vanna":-10.0,"net_vanna":380.0,"call_oi":13342,"put_oi":185},{"strike":16.0,"call_vanna":179.0,"put_vanna":-16.0,"net_vanna":163.0,"call_oi":2806,"put_oi":236},{"strike":17.0,"call_vanna":21.0,"put_vanna":-6.0,"net_vanna":16.0,"call_oi":518,"put_oi":71},{"strike":18.0,"call_vanna":26.0,"put_vanna":0,"net_vanna":26.0,"call_oi":346,"put_oi":0},{"strike":19.0,"call_vanna":9.0,"put_vanna":-4.0,"net_vanna":5.0,"call_oi":126,"put_oi":53},{"strike":20.0,"call_vanna":146.0,"put_vanna":2.0,"net_vanna":147.0,"call_oi":2449,"put_oi":56},{"strike":21.0,"call_vanna":67.0,"put_vanna":0,"net_vanna":67.0,"call_oi":749,"put_oi":0},{"strike":23.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":63,"put_oi":0},{"strike":24.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":56,"put_oi":0},{"strike":25.0,"call_vanna":60.0,"put_vanna":0,"net_vanna":60.0,"call_oi":935,"put_oi":0}],"net_vanna":-30.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-11852.0,"put_charm":3.0,"net_charm":-11849.0,"call_oi":121,"put_oi":157},{"strike":7.0,"call_charm":-3610.0,"put_charm":0,"net_charm":-3610.0,"call_oi":501,"put_oi":0},{"strike":8.0,"call_charm":0,"put_charm":2356.0,"net_charm":2356.0,"call_oi":0,"put_oi":494},{"strike":9.0,"call_charm":-3366.0,"put_charm":2139.0,"net_charm":-1227.0,"call_oi":54,"put_oi":609},{"strike":10.0,"call_charm":-11572.0,"put_charm":16087.0,"net_charm":4516.0,"call_oi":223,"put_oi":1299},{"strike":11.0,"call_charm":-135104.0,"put_charm":15468.0,"net_charm":-119636.0,"call_oi":3309,"put_oi":522},{"strike":12.0,"call_charm":-84392.0,"put_charm":8008.0,"net_charm":-76384.0,"call_oi":3149,"put_oi":286},{"strike":13.0,"call_charm":-16317.0,"put_charm":488.0,"net_charm":-15828.0,"call_oi":1584,"put_oi":70},{"strike":14.0,"call_charm":-5123.0,"put_charm":1241.0,"net_charm":-3882.0,"call_oi":901,"put_oi":57},{"strike":15.0,"call_charm":-5941.0,"put_charm":0,"net_charm":-5941.0,"call_oi":2011,"put_oi":0},{"strike":16.0,"call_charm":-2034.0,"put_charm":0,"net_charm":-2034.0,"call_oi":697,"put_oi":0},{"strike":17.0,"call_charm":-155.0,"put_charm":0,"net_charm":-155.0,"call_oi":90,"put_oi":0},{"strike":18.0,"call_charm":-94.0,"put_charm":0,"net_charm":-94.0,"call_oi":83,"put_oi":0},{"strike":19.0,"call_charm":-75.0,"put_charm":0,"net_charm":-75.0,"call_oi":67,"put_oi":0}],"net_charm":-233842.0,"weekend_delta_shift":-701527.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":365616.0,"put_delta":-77130.0,"net_delta":288486.0,"call_oi":9676,"put_oi":2657,"total_oi":12333,"total_volume":477,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":146066.0,"put_delta":-25475.0,"net_delta":120591.0,"call_oi":3254,"put_oi":1008,"total_oi":4262,"total_volume":299,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":617578.0,"put_delta":-121440.0,"net_delta":496138.0,"call_oi":11791,"put_oi":3424,"total_oi":15215,"total_volume":265,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":2155826.0,"put_delta":-241801.0,"net_delta":1914025.0,"call_oi":35337,"put_oi":10915,"total_oi":46252,"total_volume":79,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":122998.0,"put_delta":-18732.0,"net_delta":104267.0,"call_oi":2569,"put_oi":872,"total_oi":3441,"total_volume":177,"bias":"bullish"},{"expiration":"01/21/2028","dte":476,"call_delta":372469.0,"put_delta":-9428.0,"net_delta":363041.0,"call_oi":5194,"put_oi":910,"total_oi":6104,"total_volume":45,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":17815.0,"put_delta":-688.0,"net_delta":17127.0,"call_oi":218,"put_oi":152,"total_oi":370,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":11.0,"straddle_price":1.48,"straddle_pct":13.21,"implied_move":13.21,"avg_iv":88.1},{"expiration":"11/20/2026","dte":49,"strike":11.0,"straddle_price":3.42,"straddle_pct":30.66,"implied_move":30.66,"avg_iv":107.6},{"expiration":"12/18/2026","dte":77,"strike":11.0,"straddle_price":4.03,"straddle_pct":36.03,"implied_move":36.03,"avg_iv":100.9},{"expiration":"01/15/2027","dte":105,"strike":11.0,"straddle_price":4.5,"straddle_pct":40.29,"implied_move":40.29,"avg_iv":96.8}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":163,"put_oi":5,"total_oi":168,"bias":"neutral"},{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":404,"put_oi":40,"total_oi":444,"bias":"neutral"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":220,"put_oi":221,"total_oi":441,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":239,"put_oi":321,"total_oi":560,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":152,"put_oi":444,"total_oi":596,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1627,"put_oi":481,"total_oi":2108,"bias":"neutral"},{"strike":3.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":321,"put_oi":248,"total_oi":569,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1474,"put_oi":295,"total_oi":1769,"bias":"neutral"},{"strike":4.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":856,"put_oi":376,"total_oi":1232,"bias":"neutral"},{"strike":5.0,"call_volume":251,"put_volume":0,"total_volume":251,"call_oi":2027,"put_oi":852,"total_oi":2879,"bias":"bullish"},{"strike":5.5,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":1263,"put_oi":205,"total_oi":1468,"bias":"bullish"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":92,"put_oi":41,"total_oi":133,"bias":"neutral"},{"strike":7.0,"call_volume":2,"put_volume":1,"total_volume":3,"call_oi":2850,"put_oi":4739,"total_oi":7589,"bias":"bullish"},{"strike":8.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":176,"put_oi":756,"total_oi":932,"bias":"bullish"},{"strike":9.0,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":297,"put_oi":1359,"total_oi":1656,"bias":"bearish"},{"strike":10.0,"call_volume":20,"put_volume":46,"total_volume":66,"call_oi":11201,"put_oi":5237,"total_oi":16438,"bias":"bearish"},{"strike":11.0,"call_volume":65,"put_volume":80,"total_volume":145,"call_oi":8467,"put_oi":2006,"total_oi":10473,"bias":"neutral"},{"strike":12.0,"call_volume":310,"put_volume":21,"total_volume":331,"call_oi":9792,"put_oi":823,"total_oi":10615,"bias":"bullish"},{"strike":13.0,"call_volume":130,"put_volume":0,"total_volume":130,"call_oi":3070,"put_oi":541,"total_oi":3611,"bias":"bullish"},{"strike":14.0,"call_volume":116,"put_volume":34,"total_volume":150,"call_oi":1655,"put_oi":350,"total_oi":2005,"bias":"bullish"},{"strike":15.0,"call_volume":92,"put_volume":0,"total_volume":92,"call_oi":13369,"put_oi":191,"total_oi":13560,"bias":"bullish"},{"strike":16.0,"call_volume":99,"put_volume":0,"total_volume":99,"call_oi":2806,"put_oi":257,"total_oi":3063,"bias":"bullish"},{"strike":17.0,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":586,"put_oi":116,"total_oi":702,"bias":"bullish"},{"strike":18.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":386,"put_oi":55,"total_oi":441,"bias":"bullish"},{"strike":19.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":173,"put_oi":99,"total_oi":272,"bias":"bullish"},{"strike":20.0,"call_volume":24,"put_volume":0,"total_volume":24,"call_oi":2456,"put_oi":112,"total_oi":2568,"bias":"bullish"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":760,"put_oi":30,"total_oi":790,"bias":"neutral"},{"strike":22.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":58,"put_oi":3,"total_oi":61,"bias":"bullish"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":111,"put_oi":0,"total_oi":111,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":102,"put_oi":0,"total_oi":102,"bias":"neutral"},{"strike":25.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":953,"put_oi":1,"total_oi":954,"bias":"bullish"}],"underlying_price":11.170000076293945,"peak_call_strike":12.0,"peak_put_strike":11.0,"total_call_volume":1155,"total_put_volume":188,"volume_pc_ratio":0.163},"iv_contours":{"x":[0.72,0.81,0.9,0.98,1.07,1.16,1.25],"y":[14,49,77,105,168],"z":[[183.78,122.95,95.23,88.08,85.34,81.86,90.32],[111.81,119.1,106.48,107.61,108.4,107.38,108.46],[110.57,107.94,101.88,100.91,98.74,100.04,100.99],[95.71,100.23,95.4,96.83,93.62,93.25,93.27],[101.82,102.64,100.91,101.73,98.41,97.07,98.17]],"levels":[81.9,92.1,102.2,112.4,122.6,132.8,143.0,153.2,163.4,173.6,183.8],"min_iv":81.9,"max_iv":183.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":118.3},{"date":"2026-09-15","iv":135.97},{"date":"2026-09-16","iv":125.37},{"date":"2026-09-17","iv":121.87},{"date":"2026-09-18","iv":118.64},{"date":"2026-09-21","iv":111.62},{"date":"2026-09-22","iv":89.2},{"date":"2026-09-23","iv":140.6},{"date":"2026-09-24","iv":112.8},{"date":"2026-09-25","iv":131.4},{"date":"2026-09-28","iv":117.8},{"date":"2026-09-29","iv":116.0},{"date":"2026-09-30","iv":140.0},{"date":"2026-10-01","iv":133.1},{"date":"2026-10-02","iv":145.6}]}}