{"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":"ARW","summary":{"name":"ARW","price":242.01,"total_oi":3385,"call_oi":2063,"put_oi":1322,"pc_ratio":0.641,"net_gex":552873.92,"avg_iv":48.3,"iv_rank":6.0,"iv_52w_high":102.91,"iv_52w_low":44.8,"gamma_flip":224.3,"max_pain":220.0},"features":{"symbol":"ARW","price":242.01,"total_oi":3385,"analysis_coverage":1.0,"avg_iv_pct":48.3,"iv_rank":6.0,"iv_52w_high_pct":102.91,"iv_52w_low_pct":44.8,"front_dte":14,"front_atm_iv_pct":41.3588,"back_atm_iv_pct":45.9884,"term_premium_pp":-4.6296,"expected_move_front_pct":8.1,"straddle_front_pct":15.64,"straddle_30d_pct":15.64,"risk_reversal_front_pp":5.55,"risk_reversal_30d_pp":5.55,"butterfly_front_pp":0.69,"butterfly_30d_pp":0.69,"put_call_oi_ratio":0.641,"put_call_oi_front_ratio":0.62,"put_call_volume_front_ratio":0.019,"option_volume":1196,"volume_oi_ratio":0.353323,"net_delta_normalized":0.297985,"dealer_delta_normalized":-0.297542,"gex_per_100k_oi":16333055.243722,"vanna_per_100k_oi":-295.420975,"charm_per_100k_oi":-2853441.654357,"weekend_delta_shift_per_100k_oi":-8560295.420975,"iv_surface_range_pp":15.7,"gamma_flip_distance_pct":-7.317879,"max_pain_distance_pct":-9.094666,"peak_call_distance_pct":11.565638,"peak_put_distance_pct":7.433577},"analyses":{"gamma_walls":[{"strike":100.0,"call_gex":0.0,"put_gex":-23.95,"net_gex":-23.95,"call_oi":1,"put_oi":1},{"strike":105.0,"call_gex":0.0,"put_gex":-24.23,"net_gex":-24.23,"call_oi":0,"put_oi":1},{"strike":110.0,"call_gex":0.0,"put_gex":-176.43,"net_gex":-176.43,"call_oi":1,"put_oi":8},{"strike":115.0,"call_gex":0.0,"put_gex":-102.34,"net_gex":-102.34,"call_oi":0,"put_oi":3},{"strike":120.0,"call_gex":0.0,"put_gex":-202.0,"net_gex":-202.0,"call_oi":0,"put_oi":6},{"strike":125.0,"call_gex":0.0,"put_gex":-192.88,"net_gex":-192.88,"call_oi":2,"put_oi":7},{"strike":130.0,"call_gex":32.24,"put_gex":-475.71,"net_gex":-443.47,"call_oi":1,"put_oi":12},{"strike":135.0,"call_gex":0.0,"put_gex":-441.42,"net_gex":-441.42,"call_oi":0,"put_oi":10},{"strike":140.0,"call_gex":79.19,"put_gex":-2265.7,"net_gex":-2186.5,"call_oi":3,"put_oi":40},{"strike":145.0,"call_gex":0.0,"put_gex":-310.18,"net_gex":-310.18,"call_oi":0,"put_oi":7},{"strike":150.0,"call_gex":139.12,"put_gex":-1179.02,"net_gex":-1039.91,"call_oi":4,"put_oi":17},{"strike":155.0,"call_gex":174.84,"put_gex":-186.75,"net_gex":-11.91,"call_oi":3,"put_oi":3},{"strike":160.0,"call_gex":476.96,"put_gex":-2816.71,"net_gex":-2339.75,"call_oi":21,"put_oi":31},{"strike":165.0,"call_gex":169.05,"put_gex":-359.48,"net_gex":-190.43,"call_oi":2,"put_oi":4},{"strike":170.0,"call_gex":332.21,"put_gex":-1408.64,"net_gex":-1076.43,"call_oi":3,"put_oi":13},{"strike":175.0,"call_gex":631.02,"put_gex":-2931.74,"net_gex":-2300.72,"call_oi":7,"put_oi":26},{"strike":180.0,"call_gex":382.76,"put_gex":-1232.35,"net_gex":-849.59,"call_oi":3,"put_oi":9},{"strike":185.0,"call_gex":1253.81,"put_gex":-491.17,"net_gex":762.65,"call_oi":8,"put_oi":3},{"strike":190.0,"call_gex":3634.25,"put_gex":-2352.95,"net_gex":1281.3,"call_oi":19,"put_oi":13},{"strike":195.0,"call_gex":683.65,"put_gex":-2093.67,"net_gex":-1410.02,"call_oi":3,"put_oi":10},{"strike":200.0,"call_gex":6511.83,"put_gex":-34935.88,"net_gex":-28424.05,"call_oi":25,"put_oi":147},{"strike":210.0,"call_gex":48607.06,"put_gex":-142030.94,"net_gex":-93423.88,"call_oi":176,"put_oi":446},{"strike":220.0,"call_gex":75648.48,"put_gex":-80024.89,"net_gex":-4376.41,"call_oi":157,"put_oi":190},{"strike":230.0,"call_gex":383586.98,"put_gex":-63763.2,"net_gex":319823.78,"call_oi":733,"put_oi":138},{"strike":240.0,"call_gex":262482.97,"put_gex":-55218.76,"net_gex":207264.21,"call_oi":524,"put_oi":114},{"strike":250.0,"call_gex":96092.96,"put_gex":-9671.8,"net_gex":86421.16,"call_oi":125,"put_oi":20},{"strike":260.0,"call_gex":28797.55,"put_gex":-6132.0,"net_gex":22665.56,"call_oi":52,"put_oi":15},{"strike":270.0,"call_gex":20341.91,"put_gex":-7963.15,"net_gex":12378.75,"call_oi":45,"put_oi":18},{"strike":280.0,"call_gex":14926.65,"put_gex":-1589.84,"net_gex":13336.81,"call_oi":38,"put_oi":4},{"strike":290.0,"call_gex":7764.73,"put_gex":-354.66,"net_gex":7410.07,"call_oi":23,"put_oi":1},{"strike":300.0,"call_gex":13277.78,"put_gex":-624.83,"net_gex":12652.95,"call_oi":43,"put_oi":2},{"strike":310.0,"call_gex":3689.86,"put_gex":-261.03,"net_gex":3428.83,"call_oi":14,"put_oi":1},{"strike":320.0,"call_gex":2196.3,"put_gex":-240.91,"net_gex":1955.39,"call_oi":9,"put_oi":1},{"strike":330.0,"call_gex":2091.47,"put_gex":-226.47,"net_gex":1864.99,"call_oi":10,"put_oi":1},{"strike":340.0,"call_gex":1173.99,"put_gex":0.0,"net_gex":1173.99,"call_oi":8,"put_oi":0}],"pain_by_strike":[{"strike":100.0,"call_value":0,"put_value":143030.0,"total_value":143030.0},{"strike":105.0,"call_value":5.0,"put_value":136425.0,"total_value":136430.0},{"strike":110.0,"call_value":10.0,"put_value":129825.0,"total_value":129835.0},{"strike":115.0,"call_value":20.0,"put_value":123265.0,"total_value":123285.0},{"strike":120.0,"call_value":30.0,"put_value":116720.0,"total_value":116750.0},{"strike":125.0,"call_value":40.0,"put_value":110205.0,"total_value":110245.0},{"strike":130.0,"call_value":60.0,"put_value":103725.0,"total_value":103785.0},{"strike":135.0,"call_value":85.0,"put_value":97305.0,"total_value":97390.0},{"strike":140.0,"call_value":110.0,"put_value":90935.0,"total_value":91045.0},{"strike":145.0,"call_value":150.0,"put_value":84765.0,"total_value":84915.0},{"strike":150.0,"call_value":190.0,"put_value":78630.0,"total_value":78820.0},{"strike":155.0,"call_value":250.0,"put_value":72580.0,"total_value":72830.0},{"strike":160.0,"call_value":325.0,"put_value":66545.0,"total_value":66870.0},{"strike":165.0,"call_value":505.0,"put_value":60665.0,"total_value":61170.0},{"strike":170.0,"call_value":695.0,"put_value":54805.0,"total_value":55500.0},{"strike":175.0,"call_value":900.0,"put_value":49010.0,"total_value":49910.0},{"strike":180.0,"call_value":1140.0,"put_value":43345.0,"total_value":44485.0},{"strike":185.0,"call_value":1395.0,"put_value":37725.0,"total_value":39120.0},{"strike":190.0,"call_value":1690.0,"put_value":32120.0,"total_value":33810.0},{"strike":195.0,"call_value":2080.0,"put_value":26580.0,"total_value":28660.0},{"strike":200.0,"call_value":2485.0,"put_value":21090.0,"total_value":23575.0},{"strike":210.0,"call_value":3545.0,"put_value":11580.0,"total_value":15125.0},{"strike":220.0,"call_value":6365.0,"put_value":6530.0,"total_value":12895.0},{"strike":230.0,"call_value":10755.0,"put_value":3380.0,"total_value":14135.0},{"strike":240.0,"call_value":22475.0,"put_value":1610.0,"total_value":24085.0},{"strike":250.0,"call_value":39435.0,"put_value":980.0,"total_value":40415.0},{"strike":260.0,"call_value":57645.0,"put_value":550.0,"total_value":58195.0},{"strike":270.0,"call_value":76375.0,"put_value":270.0,"total_value":76645.0},{"strike":280.0,"call_value":95555.0,"put_value":170.0,"total_value":95725.0},{"strike":290.0,"call_value":115115.0,"put_value":110.0,"total_value":115225.0},{"strike":300.0,"call_value":134905.0,"put_value":60.0,"total_value":134965.0},{"strike":310.0,"call_value":155125.0,"put_value":30.0,"total_value":155155.0},{"strike":320.0,"call_value":175485.0,"put_value":10.0,"total_value":175495.0},{"strike":330.0,"call_value":195935.0,"put_value":0.0,"total_value":195935.0},{"strike":340.0,"call_value":216485.0,"put_value":0,"total_value":216485.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":66.5,"strike":190.71},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":47.0,"strike":190.56},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":58.4,"strike":161.82},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":44.9,"strike":220.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":45.2,"strike":220.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":43.3,"strike":220.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":40.7,"strike":230.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":46.1,"strike":230.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":43.3,"strike":230.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":41.4,"strike":240.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":45.8,"strike":240.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":43.2,"strike":240.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":41.2,"strike":255.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":46.0,"strike":255.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":43.3,"strike":255.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":45.0,"strike":270.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":45.7,"strike":270.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":43.8,"strike":270.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":null,"strike":null},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":46.5,"strike":295.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":45.2,"strike":305.45}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":7,"total_oi":292},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":8,"total_oi":37},{"expiration":"12/18/2026","dte":77,"iv":0.3142,"contract_count":10,"total_oi":1698},{"expiration":"03/19/2027","dte":168,"iv":0.139,"contract_count":7,"total_oi":41}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.1,"expected_move_2std":16.2,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":16.85,"expected_move_2std":33.69,"contract_count":5},{"expiration":"12/18/2026","dte":77,"expected_move_1std":19.86,"expected_move_2std":39.71,"contract_count":6},{"expiration":"03/19/2027","dte":168,"expected_move_1std":29.0,"expected_move_2std":58.0,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":334,"put_oi":207,"total_oi":541,"pc_ratio":0.62,"pc_ratio_volume":0.019,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":66,"put_oi":25,"total_oi":91,"pc_ratio":0.379,"pc_ratio_volume":0.91,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1561,"put_oi":988,"total_oi":2549,"pc_ratio":0.633,"pc_ratio_volume":0.512,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":102,"put_oi":102,"total_oi":204,"pc_ratio":1.0,"pc_ratio_volume":6.8,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":100.0,"call_delta_oi":0,"put_delta_oi":-2.0,"dealer_delta":2.0,"call_oi":0,"put_oi":1},{"strike":105.0,"call_delta_oi":0,"put_delta_oi":-2.0,"dealer_delta":2.0,"call_oi":0,"put_oi":1},{"strike":110.0,"call_delta_oi":0,"put_delta_oi":-12.0,"dealer_delta":12.0,"call_oi":0,"put_oi":8},{"strike":115.0,"call_delta_oi":0,"put_delta_oi":-8.0,"dealer_delta":8.0,"call_oi":0,"put_oi":3},{"strike":120.0,"call_delta_oi":0,"put_delta_oi":-14.0,"dealer_delta":14.0,"call_oi":0,"put_oi":6},{"strike":125.0,"call_delta_oi":0,"put_delta_oi":-11.0,"dealer_delta":11.0,"call_oi":0,"put_oi":7},{"strike":130.0,"call_delta_oi":98.0,"put_delta_oi":-31.0,"dealer_delta":-68.0,"call_oi":1,"put_oi":12},{"strike":135.0,"call_delta_oi":0,"put_delta_oi":-27.0,"dealer_delta":27.0,"call_oi":0,"put_oi":10},{"strike":140.0,"call_delta_oi":196.0,"put_delta_oi":-151.0,"dealer_delta":-45.0,"call_oi":2,"put_oi":40},{"strike":145.0,"call_delta_oi":0,"put_delta_oi":-15.0,"dealer_delta":15.0,"call_oi":0,"put_oi":7},{"strike":150.0,"call_delta_oi":395.0,"put_delta_oi":-70.0,"dealer_delta":-324.0,"call_oi":4,"put_oi":17},{"strike":155.0,"call_delta_oi":291.0,"put_delta_oi":-10.0,"dealer_delta":-281.0,"call_oi":3,"put_oi":3},{"strike":160.0,"call_delta_oi":2088.0,"put_delta_oi":-179.0,"dealer_delta":-1909.0,"call_oi":21,"put_oi":31},{"strike":165.0,"call_delta_oi":191.0,"put_delta_oi":-20.0,"dealer_delta":-171.0,"call_oi":2,"put_oi":4},{"strike":170.0,"call_delta_oi":280.0,"put_delta_oi":-81.0,"dealer_delta":-199.0,"call_oi":3,"put_oi":13},{"strike":175.0,"call_delta_oi":676.0,"put_delta_oi":-128.0,"dealer_delta":-548.0,"call_oi":7,"put_oi":26},{"strike":180.0,"call_delta_oi":285.0,"put_delta_oi":-58.0,"dealer_delta":-227.0,"call_oi":3,"put_oi":9},{"strike":185.0,"call_delta_oi":748.0,"put_delta_oi":-22.0,"dealer_delta":-726.0,"call_oi":8,"put_oi":3},{"strike":190.0,"call_delta_oi":1699.0,"put_delta_oi":-112.0,"dealer_delta":-1587.0,"call_oi":19,"put_oi":13},{"strike":195.0,"call_delta_oi":267.0,"put_delta_oi":-83.0,"dealer_delta":-184.0,"call_oi":3,"put_oi":10},{"strike":200.0,"call_delta_oi":2171.0,"put_delta_oi":-1743.0,"dealer_delta":-428.0,"call_oi":25,"put_oi":147},{"strike":210.0,"call_delta_oi":15047.0,"put_delta_oi":-6695.0,"dealer_delta":-8351.0,"call_oi":176,"put_oi":446},{"strike":220.0,"call_delta_oi":12779.0,"put_delta_oi":-4767.0,"dealer_delta":-8012.0,"call_oi":157,"put_oi":190},{"strike":230.0,"call_delta_oi":49191.0,"put_delta_oi":-4719.0,"dealer_delta":-44471.0,"call_oi":733,"put_oi":138},{"strike":240.0,"call_delta_oi":30048.0,"put_delta_oi":-4857.0,"dealer_delta":-25191.0,"call_oi":524,"put_oi":114},{"strike":250.0,"call_delta_oi":5488.0,"put_delta_oi":-1015.0,"dealer_delta":-4473.0,"call_oi":125,"put_oi":20},{"strike":260.0,"call_delta_oi":1911.0,"put_delta_oi":-829.0,"dealer_delta":-1082.0,"call_oi":52,"put_oi":15},{"strike":270.0,"call_delta_oi":1352.0,"put_delta_oi":-1179.0,"dealer_delta":-174.0,"call_oi":45,"put_oi":18},{"strike":280.0,"call_delta_oi":1099.0,"put_delta_oi":-284.0,"dealer_delta":-816.0,"call_oi":38,"put_oi":4},{"strike":290.0,"call_delta_oi":616.0,"put_delta_oi":-76.0,"dealer_delta":-540.0,"call_oi":23,"put_oi":1},{"strike":300.0,"call_delta_oi":813.0,"put_delta_oi":-160.0,"dealer_delta":-653.0,"call_oi":43,"put_oi":2},{"strike":310.0,"call_delta_oi":200.0,"put_delta_oi":-71.0,"dealer_delta":-129.0,"call_oi":14,"put_oi":1},{"strike":320.0,"call_delta_oi":182.0,"put_delta_oi":-85.0,"dealer_delta":-97.0,"call_oi":9,"put_oi":1},{"strike":330.0,"call_delta_oi":152.0,"put_delta_oi":-76.0,"dealer_delta":-76.0,"call_oi":10,"put_oi":1},{"strike":340.0,"call_delta_oi":50.0,"put_delta_oi":0,"dealer_delta":-50.0,"call_oi":8,"put_oi":0}],"net_dealer_delta":-100718.0,"total_call_delta":128312.0,"total_put_delta":-27593.0,"bias":"bearish"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":242.00999450683594,"strikes":[{"strike":210.0,"moneyness":0.8677,"type":"put","iv":0.4814,"delta":-0.0522,"oi":145},{"strike":230.0,"moneyness":0.9504,"type":"call","iv":0.409,"delta":0.7635,"oi":106}]},{"expiration":"12/18/2026","underlying_price":242.00999450683594,"strikes":[{"strike":200.0,"moneyness":0.8264,"type":"put","iv":0.4504,"delta":-0.1415,"oi":101},{"strike":210.0,"moneyness":0.8677,"type":"call","iv":0.4352,"delta":0.8046,"oi":125},{"strike":210.0,"moneyness":0.8677,"type":"put","iv":0.4404,"delta":-0.1975,"oi":298},{"strike":220.0,"moneyness":0.9091,"type":"put","iv":0.4281,"delta":-0.264,"oi":168},{"strike":230.0,"moneyness":0.9504,"type":"call","iv":0.4355,"delta":0.6554,"oi":620},{"strike":230.0,"moneyness":0.9504,"type":"put","iv":0.4303,"delta":-0.3437,"oi":134},{"strike":240.0,"moneyness":0.9917,"type":"call","iv":0.4372,"delta":0.5737,"oi":496},{"strike":240.0,"moneyness":0.9917,"type":"put","iv":0.4274,"delta":-0.4264,"oi":111}]}],"greeks_heatmap":{"data":[{"strike":210.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0522,"call_gamma":0,"put_gamma":0.004855,"call_theta":0,"put_theta":-0.0887,"call_vega":0,"put_vega":0.0488,"call_oi":0,"put_oi":145},{"strike":220.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8889,"put_delta":0,"call_gamma":0.00953,"put_gamma":0,"call_theta":-0.1671,"put_theta":0,"call_vega":0.0865,"put_vega":0,"call_oi":81,"put_oi":0},{"strike":230.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7635,"put_delta":0,"call_gamma":0.016509,"put_gamma":0,"call_theta":-0.2413,"put_theta":0,"call_vega":0.1408,"put_vega":0,"call_oi":106,"put_oi":0},{"strike":250.0,"dte":14,"expiration":"10/16/2026","call_delta":0.365,"put_delta":0,"call_gamma":0.019327,"put_gamma":0,"call_theta":-0.2909,"put_theta":0,"call_vega":0.1717,"put_vega":0,"call_oi":58,"put_oi":0},{"strike":200.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1415,"call_gamma":0,"put_gamma":0.004508,"call_theta":0,"put_theta":-0.0689,"call_vega":0,"put_vega":0.2476,"call_oi":0,"put_oi":101},{"strike":210.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8046,"put_delta":-0.1975,"call_gamma":0.005743,"put_gamma":0.005713,"call_theta":-0.1053,"put_theta":-0.0827,"call_vega":0.3048,"put_vega":0.3069,"call_oi":125,"put_oi":298},{"strike":220.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7329,"put_delta":-0.264,"call_gamma":0.006803,"put_gamma":0.006915,"call_theta":-0.1214,"put_theta":-0.0932,"call_vega":0.3632,"put_vega":0.361,"call_oi":68,"put_oi":168},{"strike":230.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6554,"put_delta":-0.3437,"call_gamma":0.007657,"put_gamma":0.007743,"call_theta":-0.1319,"put_theta":-0.1039,"call_vega":0.4067,"put_vega":0.4063,"call_oi":620,"put_oi":134},{"strike":240.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5737,"put_delta":-0.4264,"call_gamma":0.008121,"put_gamma":0.008308,"call_theta":-0.1383,"put_theta":-0.1078,"call_vega":0.433,"put_vega":0.433,"call_oi":496,"put_oi":111}],"strikes":[200.0,210.0,220.0,230.0,240.0,250.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":5.55,"put_25d_iv":48.14,"call_25d_iv":42.58,"put_25d_strike":210.0,"call_25d_strike":250.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-0.92,"put_25d_iv":42.81,"call_25d_iv":43.72,"put_25d_strike":220.0,"call_25d_strike":240.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":200.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":101},{"strike":210.0,"call_vanna":-10.0,"put_vanna":25.0,"net_vanna":16.0,"call_oi":125,"put_oi":443},{"strike":220.0,"call_vanna":-7.0,"put_vanna":12.0,"net_vanna":5.0,"call_oi":149,"put_oi":168},{"strike":230.0,"call_vanna":-36.0,"put_vanna":7.0,"net_vanna":-29.0,"call_oi":726,"put_oi":134},{"strike":240.0,"call_vanna":-13.0,"put_vanna":3.0,"net_vanna":-10.0,"call_oi":496,"put_oi":111},{"strike":250.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":58,"put_oi":0}],"net_vanna":-10.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":210.0,"call_charm":0,"put_charm":1751.0,"net_charm":1751.0,"call_oi":0,"put_oi":145},{"strike":220.0,"call_charm":-31370.0,"put_charm":0,"net_charm":-31370.0,"call_oi":81,"put_oi":0},{"strike":230.0,"call_charm":-50916.0,"put_charm":0,"net_charm":-50916.0,"call_oi":106,"put_oi":0},{"strike":250.0,"call_charm":-16054.0,"put_charm":0,"net_charm":-16054.0,"call_oi":58,"put_oi":0}],"net_charm":-96589.0,"weekend_delta_shift":-289766.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":23621.0,"put_delta":-1141.0,"net_delta":22480.0,"call_oi":333,"put_oi":207,"total_oi":540,"total_volume":877,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":3041.0,"put_delta":-412.0,"net_delta":2629.0,"call_oi":66,"put_oi":25,"total_oi":91,"total_volume":128,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":96566.0,"put_delta":-24887.0,"net_delta":71679.0,"call_oi":1557,"put_oi":988,"total_oi":2545,"total_volume":65,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5084.0,"put_delta":-1154.0,"net_delta":3931.0,"call_oi":102,"put_oi":102,"total_oi":204,"total_volume":117,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":240.0,"straddle_price":37.85,"straddle_pct":15.64,"implied_move":15.64,"avg_iv":43.2}],"volume_profile":{"profile":[{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":8,"total_oi":9,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":7,"total_oi":9,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":12,"total_oi":13,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":40,"total_oi":43,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":17,"total_oi":21,"bias":"neutral"},{"strike":155.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":3,"put_oi":3,"total_oi":6,"bias":"bullish"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":31,"total_oi":52,"bias":"neutral"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":4,"total_oi":6,"bias":"neutral"},{"strike":170.0,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":3,"put_oi":13,"total_oi":16,"bias":"bearish"},{"strike":175.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":26,"total_oi":33,"bias":"neutral"},{"strike":180.0,"call_volume":0,"put_volume":11,"total_volume":11,"call_oi":3,"put_oi":9,"total_oi":12,"bias":"bearish"},{"strike":185.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":3,"total_oi":11,"bias":"neutral"},{"strike":190.0,"call_volume":2,"put_volume":2,"total_volume":4,"call_oi":19,"put_oi":13,"total_oi":32,"bias":"neutral"},{"strike":195.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":3,"put_oi":10,"total_oi":13,"bias":"bearish"},{"strike":200.0,"call_volume":3,"put_volume":38,"total_volume":41,"call_oi":25,"put_oi":147,"total_oi":172,"bias":"bearish"},{"strike":210.0,"call_volume":25,"put_volume":19,"total_volume":44,"call_oi":176,"put_oi":446,"total_oi":622,"bias":"neutral"},{"strike":220.0,"call_volume":14,"put_volume":16,"total_volume":30,"call_oi":157,"put_oi":190,"total_oi":347,"bias":"neutral"},{"strike":230.0,"call_volume":14,"put_volume":1,"total_volume":15,"call_oi":733,"put_oi":138,"total_oi":871,"bias":"bullish"},{"strike":240.0,"call_volume":37,"put_volume":10,"total_volume":47,"call_oi":524,"put_oi":114,"total_oi":638,"bias":"bullish"},{"strike":250.0,"call_volume":25,"put_volume":3,"total_volume":28,"call_oi":125,"put_oi":20,"total_oi":145,"bias":"bullish"},{"strike":260.0,"call_volume":102,"put_volume":97,"total_volume":199,"call_oi":52,"put_oi":15,"total_oi":67,"bias":"neutral"},{"strike":270.0,"call_volume":719,"put_volume":3,"total_volume":722,"call_oi":45,"put_oi":18,"total_oi":63,"bias":"bullish"},{"strike":280.0,"call_volume":31,"put_volume":0,"total_volume":31,"call_oi":38,"put_oi":4,"total_oi":42,"bias":"bullish"},{"strike":290.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":23,"put_oi":1,"total_oi":24,"bias":"bullish"},{"strike":300.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":43,"put_oi":2,"total_oi":45,"bias":"bullish"},{"strike":310.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":1,"total_oi":15,"bias":"neutral"},{"strike":320.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":9,"put_oi":1,"total_oi":10,"bias":"bullish"},{"strike":330.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":1,"total_oi":11,"bias":"neutral"},{"strike":340.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"}],"underlying_price":242.00999450683594,"peak_call_strike":270.0,"peak_put_strike":260.0,"total_call_volume":988,"total_put_volume":208,"volume_pc_ratio":0.211},"iv_contours":{"x":[0.72,0.79,0.83,0.87,0.91,0.95,0.99,1.03,1.07,1.12,1.16,1.24,1.28],"y":[14,49,77,168],"z":[[null,null,55.48,41.36,44.87,40.9,41.4,42.58,39.81,null,null,null,null],[null,null,null,null,null,null,null,null,null,45.67,45.49,null,null],[49.65,44.01,44.27,43.78,43.3,43.29,43.23,43.16,42.96,43.77,42.95,43.45,43.88],[null,null,null,null,null,null,null,42.45,null,42.63,42.65,null,null]],"levels":[39.8,41.4,42.9,44.5,46.1,47.6,49.2,50.8,52.3,53.9,55.5],"min_iv":39.8,"max_iv":55.5},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":240.0,"atm_iv":41.4,"otm_strike":250.0,"otm_iv":42.58,"itm_strike":230.0,"itm_iv":40.9,"iv_butterfly":0.69,"price_butterfly":2.2,"convexity":"moderate_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":240.0,"atm_iv":43.72,"otm_strike":250.0,"otm_iv":42.58,"itm_strike":230.0,"itm_iv":43.55,"iv_butterfly":-1.31,"price_butterfly":0.25,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":99.45},{"date":"2026-09-15","iv":98.13},{"date":"2026-09-16","iv":102.91},{"date":"2026-09-17","iv":64.59},{"date":"2026-09-18","iv":63.55},{"date":"2026-09-21","iv":46.94},{"date":"2026-09-22","iv":44.8},{"date":"2026-09-23","iv":46.3},{"date":"2026-09-24","iv":46.4},{"date":"2026-09-25","iv":46.5},{"date":"2026-09-28","iv":49.5},{"date":"2026-09-29","iv":50.0},{"date":"2026-09-30","iv":51.4},{"date":"2026-10-01","iv":49.9},{"date":"2026-10-02","iv":48.3}]}}