{"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":"AVL","summary":{"name":"AVL","price":36.45,"total_oi":25151,"call_oi":14292,"put_oi":10859,"pc_ratio":0.76,"net_gex":-133582.81,"avg_iv":81.2,"iv_rank":0.0,"iv_52w_high":115.77,"iv_52w_low":81.2,"gamma_flip":null,"max_pain":35.0},"features":{"symbol":"AVL","price":36.45,"total_oi":25151,"analysis_coverage":1.0,"avg_iv_pct":81.2,"iv_rank":0.0,"iv_52w_high_pct":115.77,"iv_52w_low_pct":81.2,"front_dte":14,"front_atm_iv_pct":69.1355,"back_atm_iv_pct":72.0257,"term_premium_pp":-2.8902,"expected_move_front_pct":13.54,"straddle_front_pct":10.29,"straddle_30d_pct":10.29,"risk_reversal_front_pp":3.96,"risk_reversal_30d_pp":3.96,"butterfly_front_pp":4.65,"butterfly_30d_pp":4.65,"put_call_oi_ratio":0.76,"put_call_oi_front_ratio":1.723,"put_call_volume_front_ratio":0.541,"option_volume":2250,"volume_oi_ratio":0.08946,"net_delta_normalized":0.051144,"dealer_delta_normalized":-0.05112,"gex_per_100k_oi":-531123.255537,"vanna_per_100k_oi":2381.615045,"charm_per_100k_oi":759564.232038,"weekend_delta_shift_per_100k_oi":2278696.672101,"iv_surface_range_pp":32.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-3.978052,"peak_call_distance_pct":-3.978052,"peak_put_distance_pct":-3.978052},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":219.39,"put_gex":-748.49,"net_gex":-529.1,"call_oi":36,"put_oi":104},{"strike":24.0,"call_gex":28.81,"put_gex":-275.35,"net_gex":-246.55,"call_oi":2,"put_oi":21},{"strike":25.0,"call_gex":1243.92,"put_gex":-2831.07,"net_gex":-1587.15,"call_oi":77,"put_oi":194},{"strike":26.0,"call_gex":0.0,"put_gex":-2212.57,"net_gex":-2212.57,"call_oi":0,"put_oi":111},{"strike":27.0,"call_gex":118.43,"put_gex":-4641.54,"net_gex":-4523.12,"call_oi":5,"put_oi":191},{"strike":28.0,"call_gex":170.09,"put_gex":-3051.97,"net_gex":-2881.89,"call_oi":6,"put_oi":108},{"strike":29.0,"call_gex":164.41,"put_gex":-617.5,"net_gex":-453.09,"call_oi":5,"put_oi":19},{"strike":30.0,"call_gex":6525.93,"put_gex":-44641.42,"net_gex":-38115.49,"call_oi":275,"put_oi":1225},{"strike":31.0,"call_gex":1933.56,"put_gex":-13183.79,"net_gex":-11250.23,"call_oi":42,"put_oi":284},{"strike":32.0,"call_gex":10020.14,"put_gex":-36527.12,"net_gex":-26506.98,"call_oi":180,"put_oi":612},{"strike":33.0,"call_gex":2151.26,"put_gex":-48978.25,"net_gex":-46826.99,"call_oi":32,"put_oi":655},{"strike":34.0,"call_gex":30845.06,"put_gex":-52683.87,"net_gex":-21838.81,"call_oi":400,"put_oi":617},{"strike":35.0,"call_gex":68699.64,"put_gex":-465807.4,"net_gex":-397107.76,"call_oi":731,"put_oi":4931},{"strike":36.0,"call_gex":25006.35,"put_gex":-49651.81,"net_gex":-24645.46,"call_oi":441,"put_oi":500},{"strike":37.0,"call_gex":31163.01,"put_gex":-48417.17,"net_gex":-17254.16,"call_oi":421,"put_oi":534},{"strike":38.0,"call_gex":28224.97,"put_gex":-12059.77,"net_gex":16165.2,"call_oi":360,"put_oi":151},{"strike":39.0,"call_gex":61336.5,"put_gex":-1894.37,"net_gex":59442.14,"call_oi":764,"put_oi":32},{"strike":40.0,"call_gex":101391.8,"put_gex":-7212.89,"net_gex":94178.91,"call_oi":1615,"put_oi":126},{"strike":41.0,"call_gex":81605.91,"put_gex":-2696.47,"net_gex":78909.44,"call_oi":1194,"put_oi":37},{"strike":42.0,"call_gex":19193.57,"put_gex":-1085.78,"net_gex":18107.79,"call_oi":316,"put_oi":21},{"strike":43.0,"call_gex":35479.83,"put_gex":-1546.57,"net_gex":33933.25,"call_oi":790,"put_oi":40},{"strike":44.0,"call_gex":7890.26,"put_gex":-212.33,"net_gex":7677.93,"call_oi":166,"put_oi":5},{"strike":45.0,"call_gex":33712.94,"put_gex":-2402.59,"net_gex":31310.35,"call_oi":912,"put_oi":61},{"strike":46.0,"call_gex":15674.25,"put_gex":-579.39,"net_gex":15094.85,"call_oi":446,"put_oi":14},{"strike":47.0,"call_gex":6615.68,"put_gex":-664.21,"net_gex":5951.47,"call_oi":194,"put_oi":22},{"strike":48.0,"call_gex":3637.0,"put_gex":-249.27,"net_gex":3387.72,"call_oi":102,"put_oi":7},{"strike":49.0,"call_gex":1645.34,"put_gex":-34.76,"net_gex":1610.58,"call_oi":51,"put_oi":1},{"strike":50.0,"call_gex":62338.05,"put_gex":-1695.41,"net_gex":60642.65,"call_oi":2120,"put_oi":59},{"strike":51.0,"call_gex":299.05,"put_gex":-30.74,"net_gex":268.31,"call_oi":12,"put_oi":1},{"strike":52.0,"call_gex":518.91,"put_gex":0.0,"net_gex":518.91,"call_oi":22,"put_oi":0},{"strike":53.0,"call_gex":3374.91,"put_gex":-108.43,"net_gex":3266.48,"call_oi":132,"put_oi":4},{"strike":54.0,"call_gex":615.54,"put_gex":-102.15,"net_gex":513.39,"call_oi":25,"put_oi":4},{"strike":55.0,"call_gex":4149.56,"put_gex":-735.45,"net_gex":3414.1,"call_oi":177,"put_oi":34},{"strike":56.0,"call_gex":254.58,"put_gex":-46.06,"net_gex":208.52,"call_oi":12,"put_oi":2},{"strike":57.0,"call_gex":1814.32,"put_gex":-23.53,"net_gex":1790.8,"call_oi":91,"put_oi":1},{"strike":58.0,"call_gex":136.46,"put_gex":-265.99,"net_gex":-129.54,"call_oi":6,"put_oi":13},{"strike":59.0,"call_gex":17.96,"put_gex":-384.61,"net_gex":-366.65,"call_oi":1,"put_oi":20},{"strike":60.0,"call_gex":12983.46,"put_gex":-1371.34,"net_gex":11612.12,"call_oi":665,"put_oi":70},{"strike":65.0,"call_gex":775.96,"put_gex":-243.69,"net_gex":532.28,"call_oi":52,"put_oi":17},{"strike":70.0,"call_gex":2208.44,"put_gex":-127.58,"net_gex":2080.86,"call_oi":188,"put_oi":10},{"strike":75.0,"call_gex":8673.64,"put_gex":-16.15,"net_gex":8657.49,"call_oi":915,"put_oi":1},{"strike":80.0,"call_gex":1093.43,"put_gex":0.0,"net_gex":1093.43,"call_oi":97,"put_oi":0},{"strike":85.0,"call_gex":309.22,"put_gex":0.0,"net_gex":309.22,"call_oi":38,"put_oi":0},{"strike":90.0,"call_gex":1716.14,"put_gex":0.0,"net_gex":1716.14,"call_oi":126,"put_oi":0},{"strike":95.0,"call_gex":13.98,"put_gex":0.0,"net_gex":13.98,"call_oi":2,"put_oi":0},{"strike":100.0,"call_gex":26.22,"put_gex":0.0,"net_gex":26.22,"call_oi":4,"put_oi":0},{"strike":105.0,"call_gex":10.84,"put_gex":0.0,"net_gex":10.84,"call_oi":1,"put_oi":0},{"strike":110.0,"call_gex":447.35,"put_gex":0.0,"net_gex":447.35,"call_oi":43,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":154601.0,"total_value":154601.0},{"strike":24.0,"call_value":144.0,"put_value":111581.0,"total_value":111725.0},{"strike":25.0,"call_value":182.0,"put_value":100847.0,"total_value":101029.0},{"strike":26.0,"call_value":297.0,"put_value":90307.0,"total_value":90604.0},{"strike":27.0,"call_value":412.0,"put_value":79878.0,"total_value":80290.0},{"strike":28.0,"call_value":532.0,"put_value":69640.0,"total_value":70172.0},{"strike":29.0,"call_value":658.0,"put_value":59510.0,"total_value":60168.0},{"strike":30.0,"call_value":789.0,"put_value":49399.0,"total_value":50188.0},{"strike":31.0,"call_value":1195.0,"put_value":40513.0,"total_value":41708.0},{"strike":32.0,"call_value":1643.0,"put_value":31911.0,"total_value":33554.0},{"strike":33.0,"call_value":2271.0,"put_value":23921.0,"total_value":26192.0},{"strike":34.0,"call_value":2931.0,"put_value":16586.0,"total_value":19517.0},{"strike":35.0,"call_value":3991.0,"put_value":9868.0,"total_value":13859.0},{"strike":36.0,"call_value":5782.0,"put_value":8081.0,"total_value":13863.0},{"strike":37.0,"call_value":8014.0,"put_value":6794.0,"total_value":14808.0},{"strike":38.0,"call_value":10667.0,"put_value":6041.0,"total_value":16708.0},{"strike":39.0,"call_value":13680.0,"put_value":5439.0,"total_value":19119.0},{"strike":40.0,"call_value":17457.0,"put_value":4869.0,"total_value":22326.0},{"strike":41.0,"call_value":22849.0,"put_value":4425.0,"total_value":27274.0},{"strike":42.0,"call_value":29435.0,"put_value":4018.0,"total_value":33453.0},{"strike":43.0,"call_value":36337.0,"put_value":3632.0,"total_value":39969.0},{"strike":44.0,"call_value":44029.0,"put_value":3286.0,"total_value":47315.0},{"strike":45.0,"call_value":51887.0,"put_value":2945.0,"total_value":54832.0},{"strike":46.0,"call_value":60657.0,"put_value":2665.0,"total_value":63322.0},{"strike":47.0,"call_value":69873.0,"put_value":2399.0,"total_value":72272.0},{"strike":48.0,"call_value":79283.0,"put_value":2155.0,"total_value":81438.0},{"strike":49.0,"call_value":88795.0,"put_value":1918.0,"total_value":90713.0},{"strike":50.0,"call_value":98358.0,"put_value":1682.0,"total_value":100040.0},{"strike":51.0,"call_value":110041.0,"put_value":1505.0,"total_value":111546.0},{"strike":52.0,"call_value":121736.0,"put_value":1329.0,"total_value":123065.0},{"strike":53.0,"call_value":133453.0,"put_value":1153.0,"total_value":134606.0},{"strike":54.0,"call_value":145302.0,"put_value":981.0,"total_value":146283.0},{"strike":55.0,"call_value":157176.0,"put_value":813.0,"total_value":157989.0},{"strike":56.0,"call_value":169227.0,"put_value":679.0,"total_value":169906.0},{"strike":57.0,"call_value":181290.0,"put_value":547.0,"total_value":181837.0},{"strike":58.0,"call_value":193444.0,"put_value":416.0,"total_value":193860.0},{"strike":59.0,"call_value":205604.0,"put_value":298.0,"total_value":205902.0},{"strike":60.0,"call_value":217765.0,"put_value":200.0,"total_value":217965.0},{"strike":65.0,"call_value":281895.0,"put_value":60.0,"total_value":281955.0},{"strike":70.0,"call_value":346285.0,"put_value":5.0,"total_value":346290.0},{"strike":75.0,"call_value":411615.0,"put_value":0.0,"total_value":411615.0},{"strike":80.0,"call_value":481520.0,"put_value":0.0,"total_value":481520.0},{"strike":85.0,"call_value":551910.0,"put_value":0.0,"total_value":551910.0},{"strike":90.0,"call_value":622490.0,"put_value":0.0,"total_value":622490.0},{"strike":95.0,"call_value":693700.0,"put_value":0.0,"total_value":693700.0},{"strike":100.0,"call_value":764920.0,"put_value":0.0,"total_value":764920.0},{"strike":105.0,"call_value":836160.0,"put_value":0.0,"total_value":836160.0},{"strike":110.0,"call_value":907405.0,"put_value":0,"total_value":907405.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":75.3,"strike":29.4},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":76.1,"strike":27.57},{"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":70.8,"strike":32.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":71.7,"strike":32.5},{"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":70.5,"strike":34.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":72.2,"strike":34.5},{"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":68.4,"strike":36.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":71.8,"strike":36.5},{"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":70.5,"strike":38.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":72.5,"strike":38.5},{"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":70.3,"strike":40.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":73.7,"strike":40.5},{"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":94.2,"strike":47.74},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":92.7,"strike":59.15},{"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":0.0,"contract_count":16,"total_oi":9260},{"expiration":"11/20/2026","dte":49,"iv":0.2111,"contract_count":16,"total_oi":1722},{"expiration":"02/19/2027","dte":140,"iv":0.7094,"contract_count":16,"total_oi":903},{"expiration":"05/21/2027","dte":231,"iv":1.0,"contract_count":12,"total_oi":425}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":13.54,"expected_move_2std":27.07,"contract_count":8},{"expiration":"11/20/2026","dte":49,"expected_move_1std":26.39,"expected_move_2std":52.79,"contract_count":8},{"expiration":"02/19/2027","dte":140,"expected_move_1std":48.58,"expected_move_2std":97.16,"contract_count":8},{"expiration":"05/21/2027","dte":231,"expected_move_1std":66.72,"expected_move_2std":133.45,"contract_count":8}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4832,"put_oi":8325,"total_oi":13157,"pc_ratio":1.723,"pc_ratio_volume":0.541,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":5217,"put_oi":1995,"total_oi":7212,"pc_ratio":0.382,"pc_ratio_volume":1.323,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":3782,"put_oi":451,"total_oi":4233,"pc_ratio":0.119,"pc_ratio_volume":0.872,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":461,"put_oi":88,"total_oi":549,"pc_ratio":0.191,"pc_ratio_volume":2.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":2582.0,"put_delta_oi":-398.0,"dealer_delta":-2184.0,"call_oi":27,"put_oi":104},{"strike":24.0,"call_delta_oi":171.0,"put_delta_oi":-335.0,"dealer_delta":164.0,"call_oi":2,"put_oi":21},{"strike":25.0,"call_delta_oi":6415.0,"put_delta_oi":-1721.0,"dealer_delta":-4694.0,"call_oi":74,"put_oi":194},{"strike":26.0,"call_delta_oi":0,"put_delta_oi":-1137.0,"dealer_delta":1137.0,"call_oi":0,"put_oi":111},{"strike":27.0,"call_delta_oi":454.0,"put_delta_oi":-2176.0,"dealer_delta":1722.0,"call_oi":5,"put_oi":191},{"strike":28.0,"call_delta_oi":527.0,"put_delta_oi":-1487.0,"dealer_delta":961.0,"call_oi":6,"put_oi":108},{"strike":29.0,"call_delta_oi":424.0,"put_delta_oi":-303.0,"dealer_delta":-121.0,"call_oi":5,"put_oi":19},{"strike":30.0,"call_delta_oi":21780.0,"put_delta_oi":-18420.0,"dealer_delta":-3360.0,"call_oi":275,"put_oi":1225},{"strike":31.0,"call_delta_oi":3812.0,"put_delta_oi":-3622.0,"dealer_delta":-190.0,"call_oi":42,"put_oi":284},{"strike":32.0,"call_delta_oi":14737.0,"put_delta_oi":-10563.0,"dealer_delta":-4174.0,"call_oi":180,"put_oi":612},{"strike":33.0,"call_delta_oi":2479.0,"put_delta_oi":-14000.0,"dealer_delta":11521.0,"call_oi":32,"put_oi":655},{"strike":34.0,"call_delta_oi":28233.0,"put_delta_oi":-17492.0,"dealer_delta":-10741.0,"call_oi":400,"put_oi":617},{"strike":35.0,"call_delta_oi":47676.0,"put_delta_oi":-175550.0,"dealer_delta":127874.0,"call_oi":731,"put_oi":4931},{"strike":36.0,"call_delta_oi":27188.0,"put_delta_oi":-21535.0,"dealer_delta":-5654.0,"call_oi":441,"put_oi":500},{"strike":37.0,"call_delta_oi":22759.0,"put_delta_oi":-26454.0,"dealer_delta":3695.0,"call_oi":421,"put_oi":534},{"strike":38.0,"call_delta_oi":16836.0,"put_delta_oi":-8173.0,"dealer_delta":-8663.0,"call_oi":360,"put_oi":151},{"strike":39.0,"call_delta_oi":30130.0,"put_delta_oi":-1729.0,"dealer_delta":-28401.0,"call_oi":764,"put_oi":32},{"strike":40.0,"call_delta_oi":62129.0,"put_delta_oi":-7445.0,"dealer_delta":-54683.0,"call_oi":1615,"put_oi":126},{"strike":41.0,"call_delta_oi":33298.0,"put_delta_oi":-2756.0,"dealer_delta":-30542.0,"call_oi":1194,"put_oi":37},{"strike":42.0,"call_delta_oi":7029.0,"put_delta_oi":-1385.0,"dealer_delta":-5643.0,"call_oi":316,"put_oi":21},{"strike":43.0,"call_delta_oi":21536.0,"put_delta_oi":-2420.0,"dealer_delta":-19116.0,"call_oi":790,"put_oi":40},{"strike":44.0,"call_delta_oi":3840.0,"put_delta_oi":-333.0,"dealer_delta":-3507.0,"call_oi":166,"put_oi":5},{"strike":45.0,"call_delta_oi":23203.0,"put_delta_oi":-4303.0,"dealer_delta":-18900.0,"call_oi":912,"put_oi":61},{"strike":46.0,"call_delta_oi":6120.0,"put_delta_oi":-1046.0,"dealer_delta":-5074.0,"call_oi":446,"put_oi":14},{"strike":47.0,"call_delta_oi":3897.0,"put_delta_oi":-1449.0,"dealer_delta":-2448.0,"call_oi":194,"put_oi":22},{"strike":48.0,"call_delta_oi":1760.0,"put_delta_oi":-535.0,"dealer_delta":-1225.0,"call_oi":102,"put_oi":7},{"strike":49.0,"call_delta_oi":760.0,"put_delta_oi":-81.0,"dealer_delta":-679.0,"call_oi":51,"put_oi":1},{"strike":50.0,"call_delta_oi":59511.0,"put_delta_oi":-4681.0,"dealer_delta":-54830.0,"call_oi":2120,"put_oi":59},{"strike":51.0,"call_delta_oi":125.0,"put_delta_oi":-83.0,"dealer_delta":-42.0,"call_oi":12,"put_oi":1},{"strike":52.0,"call_delta_oi":269.0,"put_delta_oi":0,"dealer_delta":-269.0,"call_oi":22,"put_oi":0},{"strike":53.0,"call_delta_oi":1626.0,"put_delta_oi":-344.0,"dealer_delta":-1282.0,"call_oi":132,"put_oi":4},{"strike":54.0,"call_delta_oi":306.0,"put_delta_oi":-347.0,"dealer_delta":41.0,"call_oi":25,"put_oi":4},{"strike":55.0,"call_delta_oi":3226.0,"put_delta_oi":-3053.0,"dealer_delta":-174.0,"call_oi":177,"put_oi":34},{"strike":56.0,"call_delta_oi":115.0,"put_delta_oi":-176.0,"dealer_delta":61.0,"call_oi":12,"put_oi":2},{"strike":57.0,"call_delta_oi":817.0,"put_delta_oi":-70.0,"dealer_delta":-746.0,"call_oi":91,"put_oi":1},{"strike":58.0,"call_delta_oi":130.0,"put_delta_oi":-1163.0,"dealer_delta":1033.0,"call_oi":6,"put_oi":13},{"strike":59.0,"call_delta_oi":8.0,"put_delta_oi":-1805.0,"dealer_delta":1797.0,"call_oi":1,"put_oi":20},{"strike":60.0,"call_delta_oi":9134.0,"put_delta_oi":-5983.0,"dealer_delta":-3151.0,"call_oi":665,"put_oi":70},{"strike":65.0,"call_delta_oi":487.0,"put_delta_oi":-1577.0,"dealer_delta":1090.0,"call_oi":52,"put_oi":17},{"strike":70.0,"call_delta_oi":1160.0,"put_delta_oi":-929.0,"dealer_delta":-231.0,"call_oi":188,"put_oi":10},{"strike":75.0,"call_delta_oi":5048.0,"put_delta_oi":-83.0,"dealer_delta":-4964.0,"call_oi":915,"put_oi":1},{"strike":80.0,"call_delta_oi":852.0,"put_delta_oi":0,"dealer_delta":-852.0,"call_oi":97,"put_oi":0},{"strike":85.0,"call_delta_oi":181.0,"put_delta_oi":0,"dealer_delta":-181.0,"call_oi":38,"put_oi":0},{"strike":90.0,"call_delta_oi":2361.0,"put_delta_oi":0,"dealer_delta":-2361.0,"call_oi":126,"put_oi":0},{"strike":95.0,"call_delta_oi":9.0,"put_delta_oi":0,"dealer_delta":-9.0,"call_oi":2,"put_oi":0},{"strike":100.0,"call_delta_oi":17.0,"put_delta_oi":0,"dealer_delta":-17.0,"call_oi":4,"put_oi":0},{"strike":105.0,"call_delta_oi":13.0,"put_delta_oi":0,"dealer_delta":-13.0,"call_oi":1,"put_oi":0},{"strike":110.0,"call_delta_oi":547.0,"put_delta_oi":0,"dealer_delta":-547.0,"call_oi":43,"put_oi":0}],"net_dealer_delta":-128572.0,"total_call_delta":475717.0,"total_put_delta":-347145.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":36.45000076293945,"strikes":[{"strike":30.0,"moneyness":0.823,"type":"call","iv":0.7493,"delta":0.7541,"oi":212},{"strike":30.0,"moneyness":0.823,"type":"put","iv":0.7959,"delta":-0.2498,"oi":125},{"strike":38.0,"moneyness":1.0425,"type":"call","iv":0.7447,"delta":0.5692,"oi":103},{"strike":39.0,"moneyness":1.07,"type":"call","iv":0.7471,"delta":0.5473,"oi":220},{"strike":40.0,"moneyness":1.0974,"type":"call","iv":0.7471,"delta":0.5255,"oi":258},{"strike":43.0,"moneyness":1.1797,"type":"call","iv":0.7455,"delta":0.4626,"oi":314},{"strike":45.0,"moneyness":1.2346,"type":"call","iv":0.7384,"delta":0.4211,"oi":328},{"strike":50.0,"moneyness":1.3717,"type":"call","iv":0.7608,"delta":0.3431,"oi":1448},{"strike":60.0,"moneyness":1.6461,"type":"call","iv":0.7955,"delta":0.2306,"oi":230},{"strike":75.0,"moneyness":2.0576,"type":"call","iv":0.8298,"delta":0.1311,"oi":174}]},{"expiration":"05/21/2027","underlying_price":36.45000076293945,"strikes":[{"strike":36.0,"moneyness":0.9877,"type":"call","iv":0.8024,"delta":0.648,"oi":252},{"strike":37.0,"moneyness":1.0151,"type":"call","iv":0.8006,"delta":0.6317,"oi":106}]},{"expiration":"10/16/2026","underlying_price":36.45000076293945,"strikes":[{"strike":30.0,"moneyness":0.823,"type":"put","iv":0.8645,"delta":-0.0995,"oi":630},{"strike":31.0,"moneyness":0.8505,"type":"put","iv":0.7368,"delta":-0.1065,"oi":237},{"strike":32.0,"moneyness":0.8779,"type":"call","iv":0.6834,"delta":0.8612,"oi":117},{"strike":32.0,"moneyness":0.8779,"type":"put","iv":0.7603,"delta":-0.1611,"oi":548},{"strike":33.0,"moneyness":0.9053,"type":"put","iv":0.7076,"delta":-0.2053,"oi":595},{"strike":34.0,"moneyness":0.9328,"type":"call","iv":0.7148,"delta":0.7239,"oi":279},{"strike":34.0,"moneyness":0.9328,"type":"put","iv":0.7154,"delta":-0.2762,"oi":546},{"strike":35.0,"moneyness":0.9602,"type":"call","iv":0.6504,"delta":0.6571,"oi":572},{"strike":35.0,"moneyness":0.9602,"type":"put","iv":0.7399,"delta":-0.3552,"oi":4682},{"strike":36.0,"moneyness":0.9877,"type":"call","iv":0.6374,"delta":0.5699,"oi":150},{"strike":36.0,"moneyness":0.9877,"type":"put","iv":0.7315,"delta":-0.4325,"oi":460},{"strike":37.0,"moneyness":1.0151,"type":"call","iv":0.6651,"delta":0.4823,"oi":210},{"strike":37.0,"moneyness":1.0151,"type":"put","iv":0.7038,"delta":-0.5139,"oi":359},{"strike":38.0,"moneyness":1.0425,"type":"call","iv":0.671,"delta":0.3999,"oi":199},{"strike":39.0,"moneyness":1.07,"type":"call","iv":0.6869,"delta":0.3281,"oi":527},{"strike":40.0,"moneyness":1.0974,"type":"call","iv":0.6758,"delta":0.2569,"oi":520},{"strike":41.0,"moneyness":1.1248,"type":"call","iv":0.6837,"delta":0.2017,"oi":685},{"strike":42.0,"moneyness":1.1523,"type":"call","iv":0.6807,"delta":0.1521,"oi":216},{"strike":43.0,"moneyness":1.1797,"type":"call","iv":0.6854,"delta":0.1148,"oi":400},{"strike":45.0,"moneyness":1.2346,"type":"call","iv":0.6954,"delta":0.0632,"oi":278},{"strike":46.0,"moneyness":1.262,"type":"call","iv":0.7184,"delta":0.0508,"oi":223},{"strike":47.0,"moneyness":1.2894,"type":"call","iv":0.9582,"delta":0.0956,"oi":103}]},{"expiration":"11/20/2026","underlying_price":36.45000076293945,"strikes":[{"strike":27.0,"moneyness":0.7407,"type":"put","iv":0.7893,"delta":-0.1129,"oi":189},{"strike":28.0,"moneyness":0.7682,"type":"put","iv":0.7829,"delta":-0.1377,"oi":108},{"strike":30.0,"moneyness":0.823,"type":"put","iv":0.7507,"delta":-0.1916,"oi":466},{"strike":35.0,"moneyness":0.9602,"type":"put","iv":0.7328,"delta":-0.3796,"oi":155},{"strike":37.0,"moneyness":1.0151,"type":"put","iv":0.7527,"delta":-0.4593,"oi":170},{"strike":40.0,"moneyness":1.0974,"type":"call","iv":0.7223,"delta":0.4197,"oi":832},{"strike":41.0,"moneyness":1.1248,"type":"call","iv":0.7129,"delta":0.3805,"oi":502},{"strike":45.0,"moneyness":1.2346,"type":"call","iv":0.7038,"delta":0.2495,"oi":306},{"strike":46.0,"moneyness":1.262,"type":"call","iv":0.6817,"delta":0.2133,"oi":211},{"strike":50.0,"moneyness":1.3717,"type":"call","iv":0.7415,"delta":0.1538,"oi":580},{"strike":53.0,"moneyness":1.454,"type":"call","iv":0.787,"delta":0.1252,"oi":111},{"strike":60.0,"moneyness":1.6461,"type":"call","iv":0.8968,"delta":0.0881,"oi":435},{"strike":70.0,"moneyness":1.9204,"type":"call","iv":1.0212,"delta":0.0592,"oi":183},{"strike":75.0,"moneyness":2.0576,"type":"call","iv":1.0049,"delta":0.0373,"oi":741},{"strike":90.0,"moneyness":2.4691,"type":"call","iv":1.9853,"delta":0.1873,"oi":126}]}],"greeks_heatmap":{"data":[{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0995,"call_gamma":0,"put_gamma":0.0294,"call_theta":0,"put_theta":-0.0395,"call_vega":0,"put_vega":0.012,"call_oi":0,"put_oi":630},{"strike":31.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1065,"call_gamma":0,"put_gamma":0.036257,"call_theta":0,"put_theta":-0.0353,"call_vega":0,"put_vega":0.0126,"call_oi":0,"put_oi":237},{"strike":32.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8612,"put_delta":-0.1611,"call_gamma":0.047067,"put_gamma":0.04674,"call_theta":-0.0431,"put_theta":-0.0484,"call_vega":0.0152,"put_vega":0.0168,"call_oi":117,"put_oi":548},{"strike":33.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2053,"call_gamma":0,"put_gamma":0.05843,"call_theta":0,"put_theta":-0.0523,"call_vega":0,"put_vega":0.0196,"call_oi":0,"put_oi":595},{"strike":34.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7239,"put_delta":-0.2762,"call_gamma":0.067994,"put_gamma":0.067951,"call_theta":-0.0659,"put_theta":-0.062,"call_vega":0.023,"put_vega":0.023,"call_oi":279,"put_oi":546},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6571,"put_delta":-0.3552,"call_gamma":0.082171,"put_gamma":0.073161,"call_theta":-0.0657,"put_theta":-0.0712,"call_vega":0.0253,"put_vega":0.0256,"call_oi":572,"put_oi":4682},{"strike":36.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5699,"put_delta":-0.4325,"call_gamma":0.089584,"put_gamma":0.07814,"call_theta":-0.0684,"put_theta":-0.0741,"call_vega":0.027,"put_vega":0.027,"call_oi":150,"put_oi":460},{"strike":37.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4823,"put_delta":-0.5139,"call_gamma":0.087107,"put_gamma":0.082355,"call_theta":-0.072,"put_theta":-0.0718,"call_vega":0.0274,"put_vega":0.0274,"call_oi":210,"put_oi":359},{"strike":38.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3999,"put_delta":-0.588,"call_gamma":0.083695,"put_gamma":0.077501,"call_theta":-0.0701,"put_theta":-0.0723,"call_vega":0.0266,"put_vega":0.0268,"call_oi":199,"put_oi":91},{"strike":39.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3281,"put_delta":0,"call_gamma":0.076469,"put_gamma":0,"call_theta":-0.0669,"put_theta":0,"call_vega":0.0249,"put_vega":0,"call_oi":527,"put_oi":0},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2569,"put_delta":0,"call_gamma":0.069333,"put_gamma":0,"call_theta":-0.0586,"put_theta":0,"call_vega":0.0222,"put_vega":0,"call_oi":520,"put_oi":0},{"strike":41.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2017,"put_delta":0,"call_gamma":0.059838,"put_gamma":0,"call_theta":-0.0517,"put_theta":0,"call_vega":0.0194,"put_vega":0,"call_oi":685,"put_oi":0},{"strike":42.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1521,"put_delta":0,"call_gamma":0.050268,"put_gamma":0,"call_theta":-0.043,"put_theta":0,"call_vega":0.0162,"put_vega":0,"call_oi":216,"put_oi":0},{"strike":43.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1148,"put_delta":0,"call_gamma":0.041125,"put_gamma":0,"call_theta":-0.0356,"put_theta":0,"call_vega":0.0133,"put_vega":0,"call_oi":400,"put_oi":0},{"strike":44.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1255,"put_delta":0,"call_gamma":0.037125,"put_gamma":0,"call_theta":-0.0446,"put_theta":0,"call_vega":0.0142,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0632,"put_delta":0,"call_gamma":0.025934,"put_gamma":0,"call_theta":-0.0231,"put_theta":0,"call_vega":0.0085,"put_vega":0,"call_oi":278,"put_oi":0},{"strike":46.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0508,"put_delta":0,"call_gamma":0.021127,"put_gamma":0,"call_theta":-0.02,"put_theta":0,"call_vega":0.0072,"put_vega":0,"call_oi":223,"put_oi":0},{"strike":47.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0956,"put_delta":0,"call_gamma":0.025763,"put_gamma":0,"call_theta":-0.0434,"put_theta":0,"call_vega":0.0117,"put_vega":0,"call_oi":103,"put_oi":0},{"strike":26.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0907,"call_gamma":0,"put_gamma":0.015557,"call_theta":0,"put_theta":-0.0174,"call_vega":0,"put_vega":0.0216,"call_oi":0,"put_oi":98},{"strike":27.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1129,"call_gamma":0,"put_gamma":0.018365,"call_theta":0,"put_theta":-0.0203,"call_vega":0,"put_vega":0.0253,"call_oi":0,"put_oi":189},{"strike":28.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1377,"call_gamma":0,"put_gamma":0.02127,"call_theta":0,"put_theta":-0.023,"call_vega":0,"put_vega":0.0291,"call_oi":0,"put_oi":108},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1916,"call_gamma":0,"put_gamma":0.027489,"call_theta":0,"put_theta":-0.0272,"call_vega":0,"put_vega":0.0361,"call_oi":0,"put_oi":466},{"strike":32.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7455,"put_delta":0,"call_gamma":0.034552,"put_gamma":0,"call_theta":-0.0335,"put_theta":0,"call_vega":0.0424,"put_vega":0,"call_oi":53,"put_oi":0},{"strike":33.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2944,"call_gamma":0,"put_gamma":0.037246,"call_theta":0,"put_theta":-0.0318,"call_vega":0,"put_vega":0.0456,"call_oi":0,"put_oi":52},{"strike":34.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6634,"put_delta":-0.3397,"call_gamma":0.039118,"put_gamma":0.037189,"call_theta":-0.0377,"put_theta":-0.0358,"call_vega":0.0482,"put_vega":0.0484,"call_oi":96,"put_oi":66},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6212,"put_delta":-0.3796,"call_gamma":0.040879,"put_gamma":0.039293,"call_theta":-0.039,"put_theta":-0.0364,"call_vega":0.0503,"put_vega":0.0503,"call_oi":71,"put_oi":155},{"strike":37.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.4593,"call_gamma":0,"put_gamma":0.039887,"call_theta":0,"put_theta":-0.0387,"call_vega":0,"put_vega":0.0525,"call_oi":0,"put_oi":170},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4197,"put_delta":-0.571,"call_gamma":0.040939,"put_gamma":0.039057,"call_theta":-0.0404,"put_theta":-0.038,"call_vega":0.0517,"put_vega":0.0519,"call_oi":832,"put_oi":69},{"strike":41.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3805,"put_delta":0,"call_gamma":0.040423,"put_gamma":0,"call_theta":-0.0388,"put_theta":0,"call_vega":0.0503,"put_vega":0,"call_oi":502,"put_oi":0},{"strike":42.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3503,"put_delta":0,"call_gamma":0.03855,"put_gamma":0,"call_theta":-0.0384,"put_theta":0,"call_vega":0.049,"put_vega":0,"call_oi":82,"put_oi":0},{"strike":43.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3154,"put_delta":0,"call_gamma":0.037329,"put_gamma":0,"call_theta":-0.0364,"put_theta":0,"call_vega":0.047,"put_vega":0,"call_oi":75,"put_oi":0},{"strike":44.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2726,"put_delta":0,"call_gamma":0.036432,"put_gamma":0,"call_theta":-0.0326,"put_theta":0,"call_vega":0.0439,"put_vega":0,"call_oi":97,"put_oi":0},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2495,"put_delta":0,"call_gamma":0.034121,"put_gamma":0,"call_theta":-0.0317,"put_theta":0,"call_vega":0.042,"put_vega":0,"call_oi":306,"put_oi":0},{"strike":46.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2133,"put_delta":0,"call_gamma":0.032275,"put_gamma":0,"call_theta":-0.0281,"put_theta":0,"call_vega":0.0384,"put_vega":0,"call_oi":211,"put_oi":0}],"strikes":[26.0,27.0,28.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":3.96,"put_25d_iv":71.54,"call_25d_iv":67.58,"put_25d_strike":34.0,"call_25d_strike":40.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-0.36,"put_25d_iv":70.02,"call_25d_iv":70.38,"put_25d_strike":33.0,"call_25d_strike":45.0,"skew":"neutral"},{"expiration":"02/19/2027","dte":140,"risk_reversal":0.05,"put_25d_iv":79.59,"call_25d_iv":79.55,"put_25d_strike":30.0,"call_25d_strike":60.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":20.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":85},{"strike":25.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":127},{"strike":26.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":98},{"strike":27.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":189},{"strike":28.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":108},{"strike":30.0,"call_vanna":-21.0,"put_vanna":57.0,"net_vanna":36.0,"call_oi":212,"put_oi":1221},{"strike":31.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":237},{"strike":32.0,"call_vanna":-7.0,"put_vanna":17.0,"net_vanna":11.0,"call_oi":170,"put_oi":548},{"strike":33.0,"call_vanna":0,"put_vanna":21.0,"net_vanna":21.0,"call_oi":0,"put_oi":647},{"strike":34.0,"call_vanna":-12.0,"put_vanna":18.0,"net_vanna":6.0,"call_oi":375,"put_oi":612},{"strike":35.0,"call_vanna":-19.0,"put_vanna":106.0,"net_vanna":88.0,"call_oi":703,"put_oi":4929},{"strike":36.0,"call_vanna":-24.0,"put_vanna":5.0,"net_vanna":-19.0,"call_oi":402,"put_oi":460},{"strike":37.0,"call_vanna":-10.0,"put_vanna":1.0,"net_vanna":-9.0,"call_oi":373,"put_oi":529},{"strike":38.0,"call_vanna":-1.0,"put_vanna":-1.0,"net_vanna":-2.0,"call_oi":302,"put_oi":91},{"strike":39.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":747,"put_oi":0},{"strike":40.0,"call_vanna":31.0,"put_vanna":-1.0,"net_vanna":30.0,"call_oi":1610,"put_oi":69},{"strike":41.0,"call_vanna":38.0,"put_vanna":0,"net_vanna":38.0,"call_oi":1187,"put_oi":0},{"strike":42.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":298,"put_oi":0},{"strike":43.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":789,"put_oi":0},{"strike":44.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":157,"put_oi":0},{"strike":45.0,"call_vanna":36.0,"put_vanna":0,"net_vanna":36.0,"call_oi":912,"put_oi":0},{"strike":46.0,"call_vanna":17.0,"put_vanna":0,"net_vanna":17.0,"call_oi":434,"put_oi":0},{"strike":47.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":155,"put_oi":0},{"strike":48.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":81,"put_oi":0},{"strike":50.0,"call_vanna":140.0,"put_vanna":0,"net_vanna":140.0,"call_oi":2115,"put_oi":0},{"strike":53.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":111,"put_oi":0},{"strike":55.0,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":150,"put_oi":0},{"strike":57.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":91,"put_oi":0},{"strike":60.0,"call_vanna":44.0,"put_vanna":0,"net_vanna":44.0,"call_oi":665,"put_oi":0},{"strike":70.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":183,"put_oi":0},{"strike":75.0,"call_vanna":37.0,"put_vanna":0,"net_vanna":37.0,"call_oi":915,"put_oi":0},{"strike":90.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":126,"put_oi":0}],"net_vanna":599.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":20.0,"call_charm":0,"put_charm":14.0,"net_charm":14.0,"call_oi":0,"put_oi":85},{"strike":25.0,"call_charm":0,"put_charm":130.0,"net_charm":130.0,"call_oi":0,"put_oi":127},{"strike":26.0,"call_charm":0,"put_charm":115.0,"net_charm":115.0,"call_oi":0,"put_oi":98},{"strike":27.0,"call_charm":0,"put_charm":322.0,"net_charm":322.0,"call_oi":0,"put_oi":189},{"strike":28.0,"call_charm":0,"put_charm":255.0,"net_charm":255.0,"call_oi":0,"put_oi":108},{"strike":30.0,"call_charm":0,"put_charm":8272.0,"net_charm":8272.0,"call_oi":0,"put_oi":1096},{"strike":31.0,"call_charm":0,"put_charm":2327.0,"net_charm":2327.0,"call_oi":0,"put_oi":237},{"strike":32.0,"call_charm":-12306.0,"put_charm":11151.0,"net_charm":-1155.0,"call_oi":170,"put_oi":548},{"strike":33.0,"call_charm":0,"put_charm":17020.0,"net_charm":17020.0,"call_oi":0,"put_oi":647},{"strike":34.0,"call_charm":-36490.0,"put_charm":24985.0,"net_charm":-11505.0,"call_oi":375,"put_oi":612},{"strike":35.0,"call_charm":-65697.0,"put_charm":310411.0,"net_charm":244714.0,"call_oi":643,"put_oi":4837},{"strike":36.0,"call_charm":-15250.0,"put_charm":38420.0,"net_charm":23169.0,"call_oi":150,"put_oi":460},{"strike":37.0,"call_charm":-19009.0,"put_charm":36789.0,"net_charm":17780.0,"call_oi":210,"put_oi":529},{"strike":38.0,"call_charm":-14552.0,"put_charm":10092.0,"net_charm":-4460.0,"call_oi":199,"put_oi":91},{"strike":39.0,"call_charm":-30177.0,"put_charm":0,"net_charm":-30177.0,"call_oi":527,"put_oi":0},{"strike":40.0,"call_charm":-30923.0,"put_charm":1115.0,"net_charm":-29808.0,"call_oi":1352,"put_oi":69},{"strike":41.0,"call_charm":-24142.0,"put_charm":0,"net_charm":-24142.0,"call_oi":1187,"put_oi":0},{"strike":42.0,"call_charm":-4505.0,"put_charm":0,"net_charm":-4505.0,"call_oi":298,"put_oi":0},{"strike":43.0,"call_charm":-4906.0,"put_charm":0,"net_charm":-4906.0,"call_oi":475,"put_oi":0},{"strike":44.0,"call_charm":-1517.0,"put_charm":0,"net_charm":-1517.0,"call_oi":157,"put_oi":0},{"strike":45.0,"call_charm":-2859.0,"put_charm":0,"net_charm":-2859.0,"call_oi":584,"put_oi":0},{"strike":46.0,"call_charm":-1534.0,"put_charm":0,"net_charm":-1534.0,"call_oi":434,"put_oi":0},{"strike":47.0,"call_charm":-1115.0,"put_charm":0,"net_charm":-1115.0,"call_oi":103,"put_oi":0},{"strike":48.0,"call_charm":-289.0,"put_charm":0,"net_charm":-289.0,"call_oi":81,"put_oi":0},{"strike":50.0,"call_charm":-2422.0,"put_charm":0,"net_charm":-2422.0,"call_oi":667,"put_oi":0},{"strike":53.0,"call_charm":-236.0,"put_charm":0,"net_charm":-236.0,"call_oi":111,"put_oi":0},{"strike":55.0,"call_charm":-92.0,"put_charm":0,"net_charm":-92.0,"call_oi":62,"put_oi":0},{"strike":57.0,"call_charm":-113.0,"put_charm":0,"net_charm":-113.0,"call_oi":91,"put_oi":0},{"strike":60.0,"call_charm":-572.0,"put_charm":0,"net_charm":-572.0,"call_oi":435,"put_oi":0},{"strike":70.0,"call_charm":-135.0,"put_charm":0,"net_charm":-135.0,"call_oi":183,"put_oi":0},{"strike":75.0,"call_charm":-235.0,"put_charm":0,"net_charm":-235.0,"call_oi":741,"put_oi":0},{"strike":90.0,"call_charm":-1303.0,"put_charm":0,"net_charm":-1303.0,"call_oi":126,"put_oi":0}],"net_charm":191038.0,"weekend_delta_shift":573115.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":162133.0,"put_delta":-264002.0,"net_delta":-101870.0,"call_oi":4829,"put_oi":8325,"total_oi":13154,"total_volume":1555,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":126494.0,"put_delta":-65368.0,"net_delta":61126.0,"call_oi":5208,"put_oi":1995,"total_oi":7203,"total_volume":590,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":157082.0,"put_delta":-15956.0,"net_delta":141125.0,"call_oi":3782,"put_oi":451,"total_oi":4233,"total_volume":73,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":30008.0,"put_delta":-1818.0,"net_delta":28191.0,"call_oi":461,"put_oi":88,"total_oi":549,"total_volume":9,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":36.0,"straddle_price":3.75,"straddle_pct":10.29,"implied_move":10.29,"avg_iv":68.4},{"expiration":"11/20/2026","dte":49,"strike":36.0,"straddle_price":7.5,"straddle_pct":20.58,"implied_move":20.58,"avg_iv":71.8},{"expiration":"02/19/2027","dte":140,"strike":35.0,"straddle_price":13.3,"straddle_pct":36.49,"implied_move":36.49,"avg_iv":76.4}],"volume_profile":{"profile":[{"strike":20.0,"call_volume":6,"put_volume":2,"total_volume":8,"call_oi":36,"put_oi":104,"total_oi":140,"bias":"bullish"},{"strike":24.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":2,"put_oi":21,"total_oi":23,"bias":"bearish"},{"strike":25.0,"call_volume":11,"put_volume":4,"total_volume":15,"call_oi":77,"put_oi":194,"total_oi":271,"bias":"bullish"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":111,"total_oi":111,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":100,"total_volume":100,"call_oi":5,"put_oi":191,"total_oi":196,"bias":"bearish"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":108,"total_oi":114,"bias":"neutral"},{"strike":29.0,"call_volume":1,"put_volume":1,"total_volume":2,"call_oi":5,"put_oi":19,"total_oi":24,"bias":"neutral"},{"strike":30.0,"call_volume":19,"put_volume":131,"total_volume":150,"call_oi":275,"put_oi":1225,"total_oi":1500,"bias":"bearish"},{"strike":31.0,"call_volume":0,"put_volume":50,"total_volume":50,"call_oi":42,"put_oi":284,"total_oi":326,"bias":"bearish"},{"strike":32.0,"call_volume":0,"put_volume":7,"total_volume":7,"call_oi":180,"put_oi":612,"total_oi":792,"bias":"bearish"},{"strike":33.0,"call_volume":1,"put_volume":68,"total_volume":69,"call_oi":32,"put_oi":655,"total_oi":687,"bias":"bearish"},{"strike":34.0,"call_volume":44,"put_volume":91,"total_volume":135,"call_oi":400,"put_oi":617,"total_oi":1017,"bias":"bearish"},{"strike":35.0,"call_volume":282,"put_volume":407,"total_volume":689,"call_oi":731,"put_oi":4931,"total_oi":5662,"bias":"neutral"},{"strike":36.0,"call_volume":239,"put_volume":35,"total_volume":274,"call_oi":441,"put_oi":500,"total_oi":941,"bias":"bullish"},{"strike":37.0,"call_volume":24,"put_volume":8,"total_volume":32,"call_oi":421,"put_oi":534,"total_oi":955,"bias":"bullish"},{"strike":38.0,"call_volume":27,"put_volume":0,"total_volume":27,"call_oi":360,"put_oi":151,"total_oi":511,"bias":"bullish"},{"strike":39.0,"call_volume":120,"put_volume":0,"total_volume":120,"call_oi":764,"put_oi":32,"total_oi":796,"bias":"bullish"},{"strike":40.0,"call_volume":114,"put_volume":5,"total_volume":119,"call_oi":1615,"put_oi":126,"total_oi":1741,"bias":"bullish"},{"strike":41.0,"call_volume":40,"put_volume":2,"total_volume":42,"call_oi":1194,"put_oi":37,"total_oi":1231,"bias":"bullish"},{"strike":42.0,"call_volume":67,"put_volume":0,"total_volume":67,"call_oi":316,"put_oi":21,"total_oi":337,"bias":"bullish"},{"strike":43.0,"call_volume":26,"put_volume":0,"total_volume":26,"call_oi":790,"put_oi":40,"total_oi":830,"bias":"bullish"},{"strike":44.0,"call_volume":16,"put_volume":20,"total_volume":36,"call_oi":166,"put_oi":5,"total_oi":171,"bias":"neutral"},{"strike":45.0,"call_volume":197,"put_volume":3,"total_volume":200,"call_oi":912,"put_oi":61,"total_oi":973,"bias":"bullish"},{"strike":46.0,"call_volume":36,"put_volume":0,"total_volume":36,"call_oi":446,"put_oi":14,"total_oi":460,"bias":"bullish"},{"strike":47.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":194,"put_oi":22,"total_oi":216,"bias":"bullish"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":102,"put_oi":7,"total_oi":109,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":1,"total_oi":52,"bias":"neutral"},{"strike":50.0,"call_volume":25,"put_volume":2,"total_volume":27,"call_oi":2120,"put_oi":59,"total_oi":2179,"bias":"bullish"},{"strike":51.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":1,"total_oi":13,"bias":"neutral"},{"strike":52.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":53.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":132,"put_oi":4,"total_oi":136,"bias":"neutral"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":4,"total_oi":29,"bias":"neutral"},{"strike":55.0,"call_volume":5,"put_volume":1,"total_volume":6,"call_oi":177,"put_oi":34,"total_oi":211,"bias":"bullish"},{"strike":56.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":2,"total_oi":14,"bias":"neutral"},{"strike":57.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":91,"put_oi":1,"total_oi":92,"bias":"neutral"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":13,"total_oi":19,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":20,"total_oi":21,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":665,"put_oi":70,"total_oi":735,"bias":"neutral"},{"strike":65.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":52,"put_oi":17,"total_oi":69,"bias":"bullish"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":188,"put_oi":10,"total_oi":198,"bias":"neutral"},{"strike":75.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":915,"put_oi":1,"total_oi":916,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":97,"put_oi":0,"total_oi":97,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":0,"total_oi":38,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":126,"put_oi":0,"total_oi":126,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":0,"total_oi":43,"bias":"neutral"}],"underlying_price":36.45000076293945,"peak_call_strike":35.0,"peak_put_strike":35.0,"total_call_volume":1308,"total_put_volume":942,"volume_pc_ratio":0.72},"iv_contours":{"x":[0.71,0.74,0.77,0.8,0.82,0.85,0.88,0.91,0.93,0.96,0.99,1.01,1.04,1.07,1.1,1.12,1.15,1.18,1.21,1.24,1.26,1.29],"y":[14,49,140],"z":[[null,null,null,null,63.75,70.66,72.19,69.47,71.51,69.52,68.45,68.44,70.05,70.87,69.48,71.18,68.07,68.54,80.81,69.54,71.84,95.82],[79.41,78.93,78.29,75.15,72.71,74.61,72.9,70.02,72.55,71.84,71.78,71.88,72.62,69.62,74.14,71.29,73.82,74.03,68.99,73.58,72.88,76.47],[null,null,null,null,77.26,null,82.92,null,76.19,76.38,73.8,73.99,79.35,78.79,78.86,null,74.62,79.24,null,73.84,74.92,80.19]],"levels":[63.8,67.0,70.2,73.4,76.6,79.8,83.0,86.2,89.4,92.6,95.8],"min_iv":63.8,"max_iv":95.8},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":36.0,"atm_iv":63.74,"otm_strike":38.0,"otm_iv":67.1,"itm_strike":35.0,"itm_iv":65.04,"iv_butterfly":4.65,"price_butterfly":-0.18,"convexity":"high_convexity"},{"expiration":"11/20/2026","dte":49,"atm_strike":36.0,"atm_iv":70.33,"otm_strike":38.0,"otm_iv":69.67,"itm_strike":35.0,"itm_iv":70.4,"iv_butterfly":-0.59,"price_butterfly":-0.4,"convexity":"inverted"},{"expiration":"02/19/2027","dte":140,"atm_strike":36.0,"atm_iv":73.8,"otm_strike":38.0,"otm_iv":74.47,"itm_strike":35.0,"itm_iv":73.93,"iv_butterfly":0.79,"price_butterfly":-0.3,"convexity":"moderate_convexity"},{"expiration":"05/21/2027","dte":231,"atm_strike":36.0,"atm_iv":80.24,"otm_strike":38.0,"otm_iv":77.03,"itm_strike":35.0,"itm_iv":78.38,"iv_butterfly":-5.07,"price_butterfly":-0.9,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":108.53},{"date":"2026-09-15","iv":114.27},{"date":"2026-09-16","iv":115.77},{"date":"2026-09-17","iv":99.39},{"date":"2026-09-18","iv":90.49},{"date":"2026-09-21","iv":82.15},{"date":"2026-09-22","iv":81.7},{"date":"2026-09-23","iv":83.5},{"date":"2026-09-24","iv":81.8},{"date":"2026-09-25","iv":83.1},{"date":"2026-09-28","iv":85.0},{"date":"2026-09-29","iv":85.3},{"date":"2026-09-30","iv":87.0},{"date":"2026-10-01","iv":85.4},{"date":"2026-10-02","iv":81.2}]}}