{"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":"AUGO","summary":{"name":"AUGO","price":81.95,"total_oi":6016,"call_oi":3960,"put_oi":2056,"pc_ratio":0.519,"net_gex":76726.13,"avg_iv":74.9,"iv_rank":2.4,"iv_52w_high":112.12,"iv_52w_low":74.0,"gamma_flip":41.88,"max_pain":85.0},"features":{"symbol":"AUGO","price":81.95,"total_oi":6016,"analysis_coverage":1.0,"avg_iv_pct":74.9,"iv_rank":2.4,"iv_52w_high_pct":112.12,"iv_52w_low_pct":74.0,"front_dte":14,"front_atm_iv_pct":71.3311,"back_atm_iv_pct":70.5792,"term_premium_pp":0.7519,"expected_move_front_pct":13.97,"straddle_front_pct":11.65,"straddle_30d_pct":11.65,"risk_reversal_front_pp":-0.29,"risk_reversal_30d_pp":-0.29,"butterfly_front_pp":-1.22,"butterfly_30d_pp":-1.22,"put_call_oi_ratio":0.519,"put_call_oi_front_ratio":1.183,"put_call_volume_front_ratio":0.429,"option_volume":149,"volume_oi_ratio":0.024767,"net_delta_normalized":0.077106,"dealer_delta_normalized":-0.07608,"gex_per_100k_oi":1275367.852394,"vanna_per_100k_oi":1429.521277,"charm_per_100k_oi":2973736.702128,"weekend_delta_shift_per_100k_oi":8921193.484043,"iv_surface_range_pp":22.4,"gamma_flip_distance_pct":-48.895668,"max_pain_distance_pct":3.721782,"peak_call_distance_pct":-45.088469,"peak_put_distance_pct":-14.582062},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":0.0,"put_gex":-9.61,"net_gex":-9.61,"call_oi":1,"put_oi":1},{"strike":35.0,"call_gex":0.0,"put_gex":-89.72,"net_gex":-89.72,"call_oi":31,"put_oi":8},{"strike":40.0,"call_gex":0.0,"put_gex":-191.53,"net_gex":-191.53,"call_oi":7,"put_oi":12},{"strike":45.0,"call_gex":1666.51,"put_gex":-893.57,"net_gex":772.95,"call_oi":88,"put_oi":41},{"strike":50.0,"call_gex":24.52,"put_gex":-1645.79,"net_gex":-1621.27,"call_oi":24,"put_oi":58},{"strike":55.0,"call_gex":1215.63,"put_gex":-759.42,"net_gex":456.21,"call_oi":44,"put_oi":20},{"strike":60.0,"call_gex":5457.88,"put_gex":-9175.34,"net_gex":-3717.46,"call_oi":115,"put_oi":178},{"strike":65.0,"call_gex":2039.79,"put_gex":-16502.83,"net_gex":-14463.04,"call_oi":33,"put_oi":247},{"strike":70.0,"call_gex":1701.37,"put_gex":-4957.82,"net_gex":-3256.45,"call_oi":21,"put_oi":50},{"strike":75.0,"call_gex":9589.4,"put_gex":-16749.85,"net_gex":-7160.45,"call_oi":112,"put_oi":123},{"strike":80.0,"call_gex":20684.49,"put_gex":-64650.35,"net_gex":-43965.86,"call_oi":177,"put_oi":254},{"strike":85.0,"call_gex":71908.16,"put_gex":-177399.98,"net_gex":-105491.82,"call_oi":534,"put_oi":792},{"strike":90.0,"call_gex":31904.12,"put_gex":-4432.33,"net_gex":27471.79,"call_oi":297,"put_oi":39},{"strike":95.0,"call_gex":119149.77,"put_gex":-905.41,"net_gex":118244.36,"call_oi":840,"put_oi":12},{"strike":100.0,"call_gex":45377.16,"put_gex":-542.89,"net_gex":44834.27,"call_oi":458,"put_oi":6},{"strike":105.0,"call_gex":2289.85,"put_gex":-609.73,"net_gex":1680.12,"call_oi":27,"put_oi":7},{"strike":110.0,"call_gex":59782.46,"put_gex":-661.96,"net_gex":59120.5,"call_oi":830,"put_oi":10},{"strike":115.0,"call_gex":1503.61,"put_gex":-514.1,"net_gex":989.51,"call_oi":23,"put_oi":9},{"strike":120.0,"call_gex":1161.56,"put_gex":-60.33,"net_gex":1101.22,"call_oi":20,"put_oi":1},{"strike":125.0,"call_gex":5665.36,"put_gex":-5463.23,"net_gex":202.13,"call_oi":110,"put_oi":107},{"strike":130.0,"call_gex":1120.3,"put_gex":-4318.75,"net_gex":-3198.45,"call_oi":22,"put_oi":80},{"strike":135.0,"call_gex":798.37,"put_gex":-44.3,"net_gex":754.07,"call_oi":19,"put_oi":1},{"strike":140.0,"call_gex":369.58,"put_gex":0.0,"net_gex":369.58,"call_oi":14,"put_oi":0},{"strike":145.0,"call_gex":3393.29,"put_gex":0.0,"net_gex":3393.29,"call_oi":95,"put_oi":0},{"strike":150.0,"call_gex":296.21,"put_gex":0.0,"net_gex":296.21,"call_oi":11,"put_oi":0},{"strike":155.0,"call_gex":56.47,"put_gex":0.0,"net_gex":56.47,"call_oi":2,"put_oi":0},{"strike":160.0,"call_gex":149.11,"put_gex":0.0,"net_gex":149.11,"call_oi":5,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":104205.0,"total_value":104205.0},{"strike":35.0,"call_value":5.0,"put_value":93930.0,"total_value":93935.0},{"strike":40.0,"call_value":165.0,"put_value":83695.0,"total_value":83860.0},{"strike":45.0,"call_value":360.0,"put_value":73520.0,"total_value":73880.0},{"strike":50.0,"call_value":995.0,"put_value":63550.0,"total_value":64545.0},{"strike":55.0,"call_value":1750.0,"put_value":53870.0,"total_value":55620.0},{"strike":60.0,"call_value":2725.0,"put_value":44290.0,"total_value":47015.0},{"strike":65.0,"call_value":4275.0,"put_value":35600.0,"total_value":39875.0},{"strike":70.0,"call_value":5990.0,"put_value":28145.0,"total_value":34135.0},{"strike":75.0,"call_value":7810.0,"put_value":20940.0,"total_value":28750.0},{"strike":80.0,"call_value":10190.0,"put_value":14350.0,"total_value":24540.0},{"strike":85.0,"call_value":13455.0,"put_value":9030.0,"total_value":22485.0},{"strike":90.0,"call_value":19390.0,"put_value":7670.0,"total_value":27060.0},{"strike":95.0,"call_value":26810.0,"put_value":6505.0,"total_value":33315.0},{"strike":100.0,"call_value":38430.0,"put_value":5400.0,"total_value":43830.0},{"strike":105.0,"call_value":52340.0,"put_value":4325.0,"total_value":56665.0},{"strike":110.0,"call_value":66385.0,"put_value":3285.0,"total_value":69670.0},{"strike":115.0,"call_value":84580.0,"put_value":2295.0,"total_value":86875.0},{"strike":120.0,"call_value":102890.0,"put_value":1350.0,"total_value":104240.0},{"strike":125.0,"call_value":121300.0,"put_value":410.0,"total_value":121710.0},{"strike":130.0,"call_value":140260.0,"put_value":5.0,"total_value":140265.0},{"strike":135.0,"call_value":159330.0,"put_value":0.0,"total_value":159330.0},{"strike":140.0,"call_value":178495.0,"put_value":0.0,"total_value":178495.0},{"strike":145.0,"call_value":197730.0,"put_value":0.0,"total_value":197730.0},{"strike":150.0,"call_value":217440.0,"put_value":0.0,"total_value":217440.0},{"strike":155.0,"call_value":237205.0,"put_value":0.0,"total_value":237205.0},{"strike":160.0,"call_value":256980.0,"put_value":0,"total_value":256980.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":85.3,"strike":66.25},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":103.4,"strike":53.75},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":69.7,"strike":75.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":68.2,"strike":75.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"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":68.9,"strike":80.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":68.4,"strike":80.0},{"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":73.8,"strike":85.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":72.8,"strike":85.0},{"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":72.0,"strike":90.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":72.6,"strike":90.0},{"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":105.8,"strike":110.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":84.0,"strike":123.25},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":8,"total_oi":1170},{"expiration":"11/20/2026","dte":49,"iv":0.5209,"contract_count":8,"total_oi":720},{"expiration":"02/19/2027","dte":140,"iv":0.8996,"contract_count":8,"total_oi":409},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":7,"total_oi":29}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":13.97,"expected_move_2std":27.94,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":25.86,"expected_move_2std":51.73,"contract_count":4},{"expiration":"02/19/2027","dte":140,"expected_move_1std":43.84,"expected_move_2std":87.67,"contract_count":4},{"expiration":"05/21/2027","dte":231,"expected_move_1std":56.28,"expected_move_2std":112.55,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1009,"put_oi":1194,"total_oi":2203,"pc_ratio":1.183,"pc_ratio_volume":0.429,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":1845,"put_oi":528,"total_oi":2373,"pc_ratio":0.286,"pc_ratio_volume":0.097,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":974,"put_oi":221,"total_oi":1195,"pc_ratio":0.227,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":132,"put_oi":113,"total_oi":245,"pc_ratio":0.856,"pc_ratio_volume":0.293,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-4.0,"dealer_delta":4.0,"call_oi":0,"put_oi":1},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-29.0,"dealer_delta":29.0,"call_oi":0,"put_oi":8},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-58.0,"dealer_delta":58.0,"call_oi":0,"put_oi":12},{"strike":45.0,"call_delta_oi":7723.0,"put_delta_oi":-271.0,"dealer_delta":-7452.0,"call_oi":82,"put_oi":41},{"strike":50.0,"call_delta_oi":95.0,"put_delta_oi":-427.0,"dealer_delta":332.0,"call_oi":1,"put_oi":58},{"strike":55.0,"call_delta_oi":2861.0,"put_delta_oi":-186.0,"dealer_delta":-2675.0,"call_oi":32,"put_oi":20},{"strike":60.0,"call_delta_oi":9978.0,"put_delta_oi":-2067.0,"dealer_delta":-7911.0,"call_oi":115,"put_oi":178},{"strike":65.0,"call_delta_oi":2683.0,"put_delta_oi":-3250.0,"dealer_delta":566.0,"call_oi":33,"put_oi":247},{"strike":70.0,"call_delta_oi":1613.0,"put_delta_oi":-910.0,"dealer_delta":-703.0,"call_oi":21,"put_oi":50},{"strike":75.0,"call_delta_oi":7672.0,"put_delta_oi":-3352.0,"dealer_delta":-4321.0,"call_oi":112,"put_oi":123},{"strike":80.0,"call_delta_oi":10695.0,"put_delta_oi":-9926.0,"dealer_delta":-768.0,"call_oi":177,"put_oi":254},{"strike":85.0,"call_delta_oi":26740.0,"put_delta_oi":-44969.0,"dealer_delta":18230.0,"call_oi":534,"put_oi":792},{"strike":90.0,"call_delta_oi":13410.0,"put_delta_oi":-2201.0,"dealer_delta":-11209.0,"call_oi":297,"put_oi":39},{"strike":95.0,"call_delta_oi":13740.0,"put_delta_oi":-644.0,"dealer_delta":-13096.0,"call_oi":840,"put_oi":12},{"strike":100.0,"call_delta_oi":10604.0,"put_delta_oi":-398.0,"dealer_delta":-10206.0,"call_oi":458,"put_oi":6},{"strike":105.0,"call_delta_oi":452.0,"put_delta_oi":-524.0,"dealer_delta":72.0,"call_oi":27,"put_oi":7},{"strike":110.0,"call_delta_oi":17871.0,"put_delta_oi":-646.0,"dealer_delta":-17226.0,"call_oi":830,"put_oi":10},{"strike":115.0,"call_delta_oi":410.0,"put_delta_oi":-734.0,"dealer_delta":324.0,"call_oi":23,"put_oi":9},{"strike":120.0,"call_delta_oi":249.0,"put_delta_oi":-85.0,"dealer_delta":-163.0,"call_oi":20,"put_oi":1},{"strike":125.0,"call_delta_oi":1250.0,"put_delta_oi":-6956.0,"dealer_delta":5706.0,"call_oi":110,"put_oi":107},{"strike":130.0,"call_delta_oi":344.0,"put_delta_oi":-6099.0,"dealer_delta":5755.0,"call_oi":22,"put_oi":80},{"strike":135.0,"call_delta_oi":187.0,"put_delta_oi":-89.0,"dealer_delta":-98.0,"call_oi":19,"put_oi":1},{"strike":140.0,"call_delta_oi":61.0,"put_delta_oi":0,"dealer_delta":-61.0,"call_oi":14,"put_oi":0},{"strike":145.0,"call_delta_oi":843.0,"put_delta_oi":0,"dealer_delta":-843.0,"call_oi":95,"put_oi":0},{"strike":150.0,"call_delta_oi":61.0,"put_delta_oi":0,"dealer_delta":-61.0,"call_oi":11,"put_oi":0},{"strike":155.0,"call_delta_oi":13.0,"put_delta_oi":0,"dealer_delta":-13.0,"call_oi":2,"put_oi":0},{"strike":160.0,"call_delta_oi":41.0,"put_delta_oi":0,"dealer_delta":-41.0,"call_oi":5,"put_oi":0}],"net_dealer_delta":-45770.0,"total_call_delta":129594.0,"total_put_delta":-83824.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":81.94999694824219,"strikes":[{"strike":90.0,"moneyness":1.0982,"type":"call","iv":0.6724,"delta":0.5082,"oi":179},{"strike":110.0,"moneyness":1.3423,"type":"call","iv":0.6669,"delta":0.3191,"oi":381}]},{"expiration":"05/21/2027","underlying_price":81.94999694824219,"strikes":[{"strike":125.0,"moneyness":1.5253,"type":"put","iv":0.7603,"delta":-0.6381,"oi":101}]},{"expiration":"10/16/2026","underlying_price":81.94999694824219,"strikes":[{"strike":80.0,"moneyness":0.9762,"type":"put","iv":0.6235,"delta":-0.3911,"oi":235},{"strike":85.0,"moneyness":1.0372,"type":"put","iv":0.7566,"delta":-0.569,"oi":782},{"strike":95.0,"moneyness":1.1592,"type":"call","iv":0.7036,"delta":0.1503,"oi":788},{"strike":100.0,"moneyness":1.2203,"type":"call","iv":0.6985,"delta":0.076,"oi":108}]},{"expiration":"11/20/2026","underlying_price":81.94999694824219,"strikes":[{"strike":60.0,"moneyness":0.7322,"type":"put","iv":0.8092,"delta":-0.1097,"oi":159},{"strike":65.0,"moneyness":0.7932,"type":"put","iv":0.7565,"delta":-0.1581,"oi":137},{"strike":80.0,"moneyness":0.9762,"type":"call","iv":0.6601,"delta":0.5962,"oi":118},{"strike":85.0,"moneyness":1.0372,"type":"call","iv":0.6679,"delta":0.4973,"oi":433},{"strike":100.0,"moneyness":1.2203,"type":"call","iv":0.7251,"delta":0.2728,"oi":335},{"strike":110.0,"moneyness":1.3423,"type":"call","iv":0.6204,"delta":0.1208,"oi":428},{"strike":125.0,"moneyness":1.5253,"type":"call","iv":0.8444,"delta":0.1136,"oi":110}]}],"greeks_heatmap":{"data":[{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.062,"call_gamma":0,"put_gamma":0.009325,"call_theta":0,"put_theta":-0.061,"call_vega":0,"put_vega":0.0189,"call_oi":0,"put_oi":85},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2273,"call_gamma":0,"put_gamma":0.027835,"call_theta":0,"put_theta":-0.1234,"call_vega":0,"put_vega":0.0467,"call_oi":0,"put_oi":62},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3911,"call_gamma":0,"put_gamma":0.039822,"call_theta":0,"put_theta":-0.1384,"call_vega":0,"put_vega":0.0594,"call_oi":0,"put_oi":235},{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.569,"call_gamma":0,"put_gamma":0.033581,"call_theta":0,"put_theta":-0.1707,"call_vega":0,"put_vega":0.0608,"call_oi":0,"put_oi":782},{"strike":95.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1503,"put_delta":0,"call_gamma":0.021458,"put_gamma":0,"call_theta":-0.0991,"put_theta":0,"call_vega":0.0361,"put_vega":0,"call_oi":788,"put_oi":0},{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0.076,"put_delta":0,"call_gamma":0.013233,"put_gamma":0,"call_theta":-0.0601,"put_theta":0,"call_vega":0.0221,"put_vega":0,"call_oi":108,"put_oi":0},{"strike":60.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1097,"call_gamma":0,"put_gamma":0.007803,"call_theta":0,"put_theta":-0.0458,"call_vega":0,"put_vega":0.0558,"call_oi":0,"put_oi":159},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1581,"call_gamma":0,"put_gamma":0.010739,"call_theta":0,"put_theta":-0.0548,"call_vega":0,"put_vega":0.0718,"call_oi":0,"put_oi":137},{"strike":80.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5962,"put_delta":0,"call_gamma":0.019742,"put_gamma":0,"call_theta":-0.0838,"put_theta":0,"call_vega":0.1151,"put_vega":0,"call_oi":118,"put_oi":0},{"strike":85.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4973,"put_delta":0,"call_gamma":0.020099,"put_gamma":0,"call_theta":-0.0864,"put_theta":0,"call_vega":0.1186,"put_vega":0,"call_oi":433,"put_oi":0},{"strike":90.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4118,"put_delta":0,"call_gamma":0.018816,"put_gamma":0,"call_theta":-0.0871,"put_theta":0,"call_vega":0.1156,"put_vega":0,"call_oi":58,"put_oi":0},{"strike":100.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2728,"put_delta":0,"call_gamma":0.015424,"put_gamma":0,"call_theta":-0.0768,"put_theta":0,"call_vega":0.0988,"put_vega":0,"call_oi":335,"put_oi":0}],"strikes":[60.0,65.0,75.0,80.0,85.0,90.0,95.0,100.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-0.29,"put_25d_iv":70.07,"call_25d_iv":70.36,"put_25d_strike":75.0,"call_25d_strike":95.0,"skew":"neutral"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.14,"put_25d_iv":75.65,"call_25d_iv":72.51,"put_25d_strike":65.0,"call_25d_strike":100.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":9.37,"put_25d_iv":76.06,"call_25d_iv":66.69,"put_25d_strike":130.0,"call_25d_strike":110.0,"skew":"put_skew"},{"expiration":"05/21/2027","dte":231,"risk_reversal":16.99,"put_25d_iv":76.03,"call_25d_iv":59.04,"put_25d_strike":125.0,"call_25d_strike":45.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":45.0,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":82,"put_oi":0},{"strike":50.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":52},{"strike":60.0,"call_vanna":-9.0,"put_vanna":8.0,"net_vanna":-0.0,"call_oi":84,"put_oi":159},{"strike":65.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":222},{"strike":75.0,"call_vanna":-6.0,"put_vanna":2.0,"net_vanna":-4.0,"call_oi":76,"put_oi":62},{"strike":80.0,"call_vanna":-3.0,"put_vanna":4.0,"net_vanna":1.0,"call_oi":118,"put_oi":235},{"strike":85.0,"call_vanna":-2.0,"put_vanna":-8.0,"net_vanna":-10.0,"call_oi":495,"put_oi":782},{"strike":90.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":237,"put_oi":0},{"strike":95.0,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":788,"put_oi":0},{"strike":100.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":443,"put_oi":0},{"strike":110.0,"call_vanna":54.0,"put_vanna":0,"net_vanna":54.0,"call_oi":809,"put_oi":0},{"strike":125.0,"call_vanna":6.0,"put_vanna":-8.0,"net_vanna":-2.0,"call_oi":110,"put_oi":101},{"strike":130.0,"call_vanna":0,"put_vanna":-8.0,"net_vanna":-8.0,"call_oi":0,"put_oi":80},{"strike":145.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":95,"put_oi":0}],"net_vanna":86.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":50.0,"call_charm":0,"put_charm":124.0,"net_charm":124.0,"call_oi":0,"put_oi":52},{"strike":60.0,"call_charm":0,"put_charm":595.0,"net_charm":595.0,"call_oi":0,"put_oi":159},{"strike":65.0,"call_charm":0,"put_charm":1722.0,"net_charm":1722.0,"call_oi":0,"put_oi":222},{"strike":75.0,"call_charm":0,"put_charm":4534.0,"net_charm":4534.0,"call_oi":0,"put_oi":62},{"strike":80.0,"call_charm":-4391.0,"put_charm":33154.0,"net_charm":28763.0,"call_oi":118,"put_oi":235},{"strike":85.0,"call_charm":-13865.0,"put_charm":198017.0,"net_charm":184152.0,"call_oi":433,"put_oi":782},{"strike":90.0,"call_charm":-1550.0,"put_charm":0,"net_charm":-1550.0,"call_oi":58,"put_oi":0},{"strike":95.0,"call_charm":-30599.0,"put_charm":0,"net_charm":-30599.0,"call_oi":788,"put_oi":0},{"strike":100.0,"call_charm":-6516.0,"put_charm":0,"net_charm":-6516.0,"call_oi":443,"put_oi":0},{"strike":110.0,"call_charm":-1526.0,"put_charm":0,"net_charm":-1526.0,"call_oi":428,"put_oi":0},{"strike":125.0,"call_charm":-477.0,"put_charm":0,"net_charm":-477.0,"call_oi":110,"put_oi":0},{"strike":145.0,"call_charm":-322.0,"put_charm":0,"net_charm":-322.0,"call_oi":95,"put_oi":0}],"net_charm":178900.0,"weekend_delta_shift":536699.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":16221.0,"put_delta":-56439.0,"net_delta":-40219.0,"call_oi":1009,"put_oi":1194,"total_oi":2203,"total_volume":40,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":56473.0,"put_delta":-10210.0,"net_delta":46264.0,"call_oi":1807,"put_oi":528,"total_oi":2335,"total_volume":34,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":46519.0,"put_delta":-10418.0,"net_delta":36101.0,"call_oi":932,"put_oi":221,"total_oi":1153,"total_volume":22,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":10381.0,"put_delta":-6757.0,"net_delta":3624.0,"call_oi":132,"put_oi":113,"total_oi":245,"total_volume":53,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":85.0,"straddle_price":9.55,"straddle_pct":11.65,"implied_move":11.65,"avg_iv":73.8}],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":8,"total_oi":39,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":12,"total_oi":19,"bias":"neutral"},{"strike":45.0,"call_volume":40,"put_volume":0,"total_volume":40,"call_oi":88,"put_oi":41,"total_oi":129,"bias":"bullish"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":58,"total_oi":82,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":20,"total_oi":64,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":115,"put_oi":178,"total_oi":293,"bias":"neutral"},{"strike":65.0,"call_volume":1,"put_volume":2,"total_volume":3,"call_oi":33,"put_oi":247,"total_oi":280,"bias":"bearish"},{"strike":70.0,"call_volume":2,"put_volume":10,"total_volume":12,"call_oi":21,"put_oi":50,"total_oi":71,"bias":"bearish"},{"strike":75.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":112,"put_oi":123,"total_oi":235,"bias":"bearish"},{"strike":80.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":177,"put_oi":254,"total_oi":431,"bias":"bullish"},{"strike":85.0,"call_volume":16,"put_volume":3,"total_volume":19,"call_oi":534,"put_oi":792,"total_oi":1326,"bias":"bullish"},{"strike":90.0,"call_volume":29,"put_volume":0,"total_volume":29,"call_oi":297,"put_oi":39,"total_oi":336,"bias":"bullish"},{"strike":95.0,"call_volume":21,"put_volume":0,"total_volume":21,"call_oi":840,"put_oi":12,"total_oi":852,"bias":"bullish"},{"strike":100.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":458,"put_oi":6,"total_oi":464,"bias":"bullish"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":7,"total_oi":34,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":830,"put_oi":10,"total_oi":840,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":9,"total_oi":32,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":1,"total_oi":21,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":110,"put_oi":107,"total_oi":217,"bias":"bearish"},{"strike":130.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":22,"put_oi":80,"total_oi":102,"bias":"bullish"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":1,"total_oi":20,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":0,"total_oi":14,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":95,"put_oi":0,"total_oi":95,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"}],"underlying_price":81.94999694824219,"peak_call_strike":45.0,"peak_put_strike":70.0,"total_call_volume":122,"total_put_volume":27,"volume_pc_ratio":0.221},"iv_contours":{"x":[0.73,0.79,0.85,0.92,0.98,1.04,1.1,1.16,1.22,1.28],"y":[14,49,140],"z":[[null,84.76,75.84,70.07,62.35,73.78,68.03,70.36,69.85,null],[71.54,75.65,74.48,68.17,66.01,66.79,72.61,65.31,72.51,66.7],[71.43,71.27,null,72.34,68.11,68.09,67.24,73.03,null,null]],"levels":[62.4,64.6,66.8,69.1,71.3,73.6,75.8,78.0,80.3,82.5,84.8],"min_iv":62.4,"max_iv":84.8},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":80.0,"atm_iv":66.01,"otm_strike":85.0,"otm_iv":66.79,"itm_strike":75.0,"itm_iv":64.01,"iv_butterfly":-1.22,"price_butterfly":0.4,"convexity":"inverted"},{"expiration":"02/19/2027","dte":140,"atm_strike":80.0,"atm_iv":68.11,"otm_strike":85.0,"otm_iv":68.09,"itm_strike":75.0,"itm_iv":70.13,"iv_butterfly":1.99,"price_butterfly":0.65,"convexity":"moderate_convexity"}],"iv_history":[{"date":"2026-09-14","iv":95.62},{"date":"2026-09-15","iv":97.37},{"date":"2026-09-16","iv":112.12},{"date":"2026-09-17","iv":85.47},{"date":"2026-09-18","iv":92.03},{"date":"2026-09-21","iv":80.16},{"date":"2026-09-22","iv":74.0},{"date":"2026-09-23","iv":79.2},{"date":"2026-09-24","iv":77.9},{"date":"2026-09-25","iv":77.3},{"date":"2026-09-28","iv":82.9},{"date":"2026-09-29","iv":80.6},{"date":"2026-09-30","iv":81.5},{"date":"2026-10-01","iv":79.9},{"date":"2026-10-02","iv":74.9}]}}