{"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":"BHF","summary":{"name":"BHF","price":50.02,"total_oi":84526,"call_oi":63106,"put_oi":21420,"pc_ratio":0.339,"net_gex":2650863.84,"avg_iv":52.0,"iv_rank":15.9,"iv_52w_high":70.56,"iv_52w_low":48.5,"gamma_flip":53.67,"max_pain":52.5},"features":{"symbol":"BHF","price":50.02,"total_oi":84526,"analysis_coverage":0.9444,"avg_iv_pct":52.0,"iv_rank":15.9,"iv_52w_high_pct":70.56,"iv_52w_low_pct":48.5,"front_dte":14,"front_atm_iv_pct":54.1749,"back_atm_iv_pct":55.7592,"term_premium_pp":-1.5843,"expected_move_front_pct":10.61,"straddle_front_pct":8.6,"straddle_30d_pct":8.6,"risk_reversal_front_pp":141.84,"risk_reversal_30d_pp":141.84,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.339,"put_call_oi_front_ratio":0.069,"put_call_volume_front_ratio":0.028,"option_volume":974,"volume_oi_ratio":0.011523,"net_delta_normalized":0.07128,"dealer_delta_normalized":-0.071038,"gex_per_100k_oi":3136152.000568,"vanna_per_100k_oi":4919.19646,"charm_per_100k_oi":-93633.911459,"weekend_delta_shift_per_100k_oi":-280900.55131,"iv_surface_range_pp":146.1,"gamma_flip_distance_pct":7.297081,"max_pain_distance_pct":4.958017,"peak_call_distance_pct":9.956018,"peak_put_distance_pct":-10.035986},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":185.39,"put_gex":-4143.83,"net_gex":-3958.44,"call_oi":157,"put_oi":406},{"strike":30.0,"call_gex":109.4,"put_gex":-5246.27,"net_gex":-5136.87,"call_oi":159,"put_oi":346},{"strike":35.0,"call_gex":2169.16,"put_gex":-278740.86,"net_gex":-276571.69,"call_oi":105,"put_oi":10459},{"strike":40.0,"call_gex":13766.47,"put_gex":-57154.0,"net_gex":-43387.53,"call_oi":413,"put_oi":1627},{"strike":45.0,"call_gex":55062.67,"put_gex":-124229.46,"net_gex":-69166.79,"call_oi":1227,"put_oi":2290},{"strike":47.5,"call_gex":0.0,"put_gex":-3216.51,"net_gex":-3216.51,"call_oi":0,"put_oi":41},{"strike":50.0,"call_gex":82247.8,"put_gex":-215640.28,"net_gex":-133392.48,"call_oi":1191,"put_oi":2905},{"strike":52.5,"call_gex":2443.67,"put_gex":-15441.02,"net_gex":-12997.35,"call_oi":17,"put_oi":84},{"strike":55.0,"call_gex":1219477.81,"put_gex":-48543.92,"net_gex":1170933.89,"call_oi":9995,"put_oi":673},{"strike":57.5,"call_gex":7761.03,"put_gex":0.0,"net_gex":7761.03,"call_oi":93,"put_oi":0},{"strike":60.0,"call_gex":332644.87,"put_gex":-81735.34,"net_gex":250909.53,"call_oi":5605,"put_oi":1337},{"strike":62.5,"call_gex":6988.6,"put_gex":0.0,"net_gex":6988.6,"call_oi":116,"put_oi":0},{"strike":65.0,"call_gex":1481573.08,"put_gex":-61010.15,"net_gex":1420562.93,"call_oi":32349,"put_oi":1222},{"strike":70.0,"call_gex":321310.49,"put_gex":-1059.69,"net_gex":320250.8,"call_oi":11056,"put_oi":28},{"strike":75.0,"call_gex":9401.19,"put_gex":0.0,"net_gex":9401.19,"call_oi":239,"put_oi":0},{"strike":80.0,"call_gex":7158.42,"put_gex":-61.96,"net_gex":7096.46,"call_oi":221,"put_oi":2},{"strike":85.0,"call_gex":4758.4,"put_gex":0.0,"net_gex":4758.4,"call_oi":162,"put_oi":0},{"strike":90.0,"call_gex":28.68,"put_gex":0.0,"net_gex":28.68,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":369617.5,"total_value":369617.5},{"strike":30.0,"call_value":785.0,"put_value":264547.5,"total_value":265332.5},{"strike":35.0,"call_value":2365.0,"put_value":161207.5,"total_value":163572.5},{"strike":40.0,"call_value":4470.0,"put_value":110162.5,"total_value":114632.5},{"strike":45.0,"call_value":8640.0,"put_value":67252.5,"total_value":75892.5},{"strike":47.5,"call_value":13792.5,"put_value":51522.5,"total_value":65315.0},{"strike":50.0,"call_value":18945.0,"put_value":35895.0,"total_value":54840.0},{"strike":52.5,"call_value":27075.0,"put_value":27530.0,"total_value":54605.0},{"strike":55.0,"call_value":35247.5,"put_value":19375.0,"total_value":54622.5},{"strike":57.5,"call_value":68407.5,"put_value":12902.5,"total_value":81310.0},{"strike":60.0,"call_value":101800.0,"put_value":6430.0,"total_value":108230.0},{"strike":62.5,"call_value":149205.0,"put_value":3300.0,"total_value":152505.0},{"strike":65.0,"call_value":196900.0,"put_value":170.0,"total_value":197070.0},{"strike":70.0,"call_value":454035.0,"put_value":20.0,"total_value":454055.0},{"strike":75.0,"call_value":766450.0,"put_value":10.0,"total_value":766460.0},{"strike":80.0,"call_value":1080060.0,"put_value":0.0,"total_value":1080060.0},{"strike":85.0,"call_value":1394775.0,"put_value":0.0,"total_value":1394775.0},{"strike":90.0,"call_value":1710300.0,"put_value":0,"total_value":1710300.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":202.7,"strike":35.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":95.1,"strike":35.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":74.8,"strike":33.57},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":53.6,"strike":45.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":63.4,"strike":45.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":64.9,"strike":45.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":51.7,"strike":47.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":68.2,"strike":47.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":57.2,"strike":50.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":56.6,"strike":50.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":61.7,"strike":50.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":51.2,"strike":52.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":54.2,"strike":52.5},{"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":59.2,"strike":55.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":61.2,"strike":55.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":64.4,"strike":55.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":84.9,"strike":64.64},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":61.0,"strike":62.86},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":64.6,"strike":68.97}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.6878,"contract_count":7,"total_oi":8715},{"expiration":"11/20/2026","dte":49,"iv":0.7588,"contract_count":5,"total_oi":301},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":5,"total_oi":3025},{"expiration":"01/15/2027","dte":105,"iv":0.7916,"contract_count":4,"total_oi":945},{"expiration":"02/19/2027","dte":140,"iv":0.7074,"contract_count":5,"total_oi":215},{"expiration":"03/19/2027","dte":168,"iv":0.5351,"contract_count":3,"total_oi":6},{"expiration":"06/17/2027","dte":258,"iv":0.3243,"contract_count":3,"total_oi":53},{"expiration":"12/17/2027","dte":441,"iv":0.1527,"contract_count":4,"total_oi":256},{"expiration":"01/21/2028","dte":476,"iv":0.1144,"contract_count":4,"total_oi":1297},{"expiration":"02/18/2028","dte":504,"iv":0.1106,"contract_count":4,"total_oi":44},{"expiration":"12/15/2028","dte":805,"iv":0.0,"contract_count":4,"total_oi":49}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.61,"expected_move_2std":21.22,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":20.43,"expected_move_2std":40.86,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":31.4,"expected_move_2std":62.81,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":29.47,"expected_move_2std":58.93,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":35.39,"expected_move_2std":70.77,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":34.42,"expected_move_2std":68.84,"contract_count":1},{"expiration":"06/17/2027","dte":258,"expected_move_1std":39.11,"expected_move_2std":78.22,"contract_count":1},{"expiration":"12/17/2027","dte":441,"expected_move_1std":41.15,"expected_move_2std":82.29,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":41.17,"expected_move_2std":82.35,"contract_count":2},{"expiration":"02/18/2028","dte":504,"expected_move_1std":41.19,"expected_move_2std":82.39,"contract_count":2},{"expiration":"12/15/2028","dte":805,"expected_move_1std":45.38,"expected_move_2std":90.76,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":17948,"put_oi":1233,"total_oi":19181,"pc_ratio":0.069,"pc_ratio_volume":0.028,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3015,"put_oi":402,"total_oi":3417,"pc_ratio":0.133,"pc_ratio_volume":0.024,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":12514,"put_oi":12839,"total_oi":25353,"pc_ratio":1.026,"pc_ratio_volume":53.0,"sentiment":"neutral"},{"expiration":"01/15/2027","dte":105,"call_oi":17355,"put_oi":2829,"total_oi":20184,"pc_ratio":0.163,"pc_ratio_volume":0.8,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":6262,"put_oi":993,"total_oi":7255,"pc_ratio":0.159,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":262,"put_oi":107,"total_oi":369,"pc_ratio":0.408,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":16,"put_oi":1,"total_oi":17,"pc_ratio":0.062,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":131,"put_oi":4,"total_oi":135,"pc_ratio":0.031,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":239,"put_oi":659,"total_oi":898,"pc_ratio":2.757,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"09/17/2027","dte":350,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":186,"put_oi":445,"total_oi":631,"pc_ratio":2.392,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":3998,"put_oi":966,"total_oi":4964,"pc_ratio":0.242,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/18/2028","dte":504,"call_oi":150,"put_oi":137,"total_oi":287,"pc_ratio":0.913,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"06/16/2028","dte":623,"call_oi":284,"put_oi":117,"total_oi":401,"pc_ratio":0.412,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/15/2028","dte":805,"call_oi":745,"put_oi":688,"total_oi":1433,"pc_ratio":0.923,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":25.0,"call_delta_oi":2128.0,"put_delta_oi":-3707.0,"dealer_delta":1580.0,"call_oi":22,"put_oi":406},{"strike":30.0,"call_delta_oi":657.0,"put_delta_oi":-3282.0,"dealer_delta":2625.0,"call_oi":7,"put_oi":346},{"strike":35.0,"call_delta_oi":9798.0,"put_delta_oi":-103073.0,"dealer_delta":93276.0,"call_oi":105,"put_oi":10459},{"strike":40.0,"call_delta_oi":34930.0,"put_delta_oi":-32455.0,"dealer_delta":-2475.0,"call_oi":413,"put_oi":1627},{"strike":45.0,"call_delta_oi":88991.0,"put_delta_oi":-61179.0,"dealer_delta":-27812.0,"call_oi":1227,"put_oi":2290},{"strike":47.5,"call_delta_oi":0,"put_delta_oi":-1425.0,"dealer_delta":1425.0,"call_oi":0,"put_oi":41},{"strike":50.0,"call_delta_oi":71312.0,"put_delta_oi":-124590.0,"dealer_delta":53278.0,"call_oi":1191,"put_oi":2905},{"strike":52.5,"call_delta_oi":667.0,"put_delta_oi":-5575.0,"dealer_delta":4907.0,"call_oi":17,"put_oi":84},{"strike":55.0,"call_delta_oi":211102.0,"put_delta_oi":-37878.0,"dealer_delta":-173224.0,"call_oi":9995,"put_oi":673},{"strike":57.5,"call_delta_oi":2010.0,"put_delta_oi":0,"dealer_delta":-2010.0,"call_oi":93,"put_oi":0},{"strike":60.0,"call_delta_oi":145564.0,"put_delta_oi":-89387.0,"dealer_delta":-56177.0,"call_oi":5605,"put_oi":1337},{"strike":62.5,"call_delta_oi":1689.0,"put_delta_oi":0,"dealer_delta":-1689.0,"call_oi":116,"put_oi":0},{"strike":65.0,"call_delta_oi":454385.0,"put_delta_oi":-91396.0,"dealer_delta":-362988.0,"call_oi":32349,"put_oi":1222},{"strike":70.0,"call_delta_oi":119496.0,"put_delta_oi":-1748.0,"dealer_delta":-117748.0,"call_oi":11056,"put_oi":28},{"strike":75.0,"call_delta_oi":5106.0,"put_delta_oi":0,"dealer_delta":-5106.0,"call_oi":239,"put_oi":0},{"strike":80.0,"call_delta_oi":4979.0,"put_delta_oi":-171.0,"dealer_delta":-4808.0,"call_oi":221,"put_oi":2},{"strike":85.0,"call_delta_oi":3484.0,"put_delta_oi":0,"dealer_delta":-3484.0,"call_oi":162,"put_oi":0},{"strike":90.0,"call_delta_oi":22.0,"put_delta_oi":0,"dealer_delta":-22.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-600452.0,"total_call_delta":1156319.0,"total_put_delta":-555867.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":50.02000045776367,"strikes":[{"strike":35.0,"moneyness":0.6997,"type":"put","iv":0.9162,"delta":-0.1588,"oi":129},{"strike":40.0,"moneyness":0.7997,"type":"put","iv":0.6277,"delta":-0.1919,"oi":367},{"strike":45.0,"moneyness":0.8996,"type":"call","iv":0.6011,"delta":0.7012,"oi":246},{"strike":45.0,"moneyness":0.8996,"type":"put","iv":0.6293,"delta":-0.3019,"oi":442},{"strike":50.0,"moneyness":0.9996,"type":"call","iv":0.5866,"delta":0.5779,"oi":160},{"strike":50.0,"moneyness":0.9996,"type":"put","iv":0.5122,"delta":-0.4276,"oi":317},{"strike":55.0,"moneyness":1.0996,"type":"call","iv":0.6567,"delta":0.4757,"oi":257},{"strike":55.0,"moneyness":1.0996,"type":"put","iv":0.6126,"delta":-0.5357,"oi":211},{"strike":60.0,"moneyness":1.1995,"type":"call","iv":0.5576,"delta":0.3366,"oi":320},{"strike":60.0,"moneyness":1.1995,"type":"put","iv":0.5516,"delta":-0.6662,"oi":1039},{"strike":65.0,"moneyness":1.2995,"type":"call","iv":0.4648,"delta":0.1886,"oi":8538},{"strike":65.0,"moneyness":1.2995,"type":"put","iv":0.5178,"delta":-0.7781,"oi":231},{"strike":70.0,"moneyness":1.3994,"type":"call","iv":0.3262,"delta":0.0381,"oi":7416},{"strike":80.0,"moneyness":1.5994,"type":"call","iv":0.8687,"delta":0.2252,"oi":219},{"strike":85.0,"moneyness":1.6993,"type":"call","iv":0.9343,"delta":0.2149,"oi":155}]},{"expiration":"01/21/2028","underlying_price":50.02000045776367,"strikes":[{"strike":25.0,"moneyness":0.4998,"type":"put","iv":0.7081,"delta":-0.0916,"oi":399},{"strike":40.0,"moneyness":0.7997,"type":"put","iv":0.416,"delta":-0.2047,"oi":196},{"strike":45.0,"moneyness":0.8996,"type":"call","iv":0.3434,"delta":0.7281,"oi":784},{"strike":50.0,"moneyness":0.9996,"type":"call","iv":0.3207,"delta":0.6313,"oi":489},{"strike":55.0,"moneyness":1.0996,"type":"call","iv":0.2574,"delta":0.5048,"oi":755},{"strike":60.0,"moneyness":1.1995,"type":"call","iv":0.238,"delta":0.3704,"oi":365},{"strike":65.0,"moneyness":1.2995,"type":"call","iv":0.2677,"delta":0.3001,"oi":726},{"strike":65.0,"moneyness":1.2995,"type":"put","iv":0.3638,"delta":-0.6143,"oi":181},{"strike":70.0,"moneyness":1.3994,"type":"call","iv":0.4346,"delta":0.3751,"oi":469},{"strike":75.0,"moneyness":1.4994,"type":"call","iv":0.3519,"delta":0.2512,"oi":165}]},{"expiration":"02/19/2027","underlying_price":50.02000045776367,"strikes":[{"strike":40.0,"moneyness":0.7997,"type":"put","iv":0.6269,"delta":-0.2081,"oi":115},{"strike":45.0,"moneyness":0.8996,"type":"put","iv":0.5818,"delta":-0.3018,"oi":680},{"strike":50.0,"moneyness":0.9996,"type":"call","iv":0.5621,"delta":0.5876,"oi":179},{"strike":60.0,"moneyness":1.1995,"type":"call","iv":0.5274,"delta":0.3645,"oi":1340},{"strike":65.0,"moneyness":1.2995,"type":"call","iv":0.4126,"delta":0.201,"oi":4077},{"strike":70.0,"moneyness":1.3994,"type":"call","iv":0.6195,"delta":0.2593,"oi":573}]},{"expiration":"03/19/2027","underlying_price":50.02000045776367,"strikes":[{"strike":45.0,"moneyness":0.8996,"type":"put","iv":0.5552,"delta":-0.3011,"oi":101},{"strike":65.0,"moneyness":1.2995,"type":"call","iv":0.416,"delta":0.2354,"oi":149}]},{"expiration":"06/17/2027","underlying_price":50.02000045776367,"strikes":[{"strike":40.0,"moneyness":0.7997,"type":"put","iv":0.5156,"delta":-0.2112,"oi":208},{"strike":65.0,"moneyness":1.2995,"type":"call","iv":0.3115,"delta":0.2245,"oi":118},{"strike":65.0,"moneyness":1.2995,"type":"put","iv":0.3948,"delta":-0.7036,"oi":376},{"strike":70.0,"moneyness":1.3994,"type":"call","iv":0.445,"delta":0.2633,"oi":107}]},{"expiration":"10/16/2026","underlying_price":50.02000045776367,"strikes":[{"strike":40.0,"moneyness":0.7997,"type":"put","iv":1.8774,"delta":-0.2083,"oi":203},{"strike":45.0,"moneyness":0.8996,"type":"put","iv":0.5575,"delta":-0.1418,"oi":353},{"strike":50.0,"moneyness":0.9996,"type":"put","iv":0.7109,"delta":-0.4676,"oi":369},{"strike":55.0,"moneyness":1.0996,"type":"call","iv":0.459,"delta":0.1504,"oi":8124},{"strike":60.0,"moneyness":1.1995,"type":"call","iv":0.6033,"delta":0.0633,"oi":1693},{"strike":65.0,"moneyness":1.2995,"type":"call","iv":0.6661,"delta":0.0223,"oi":7699},{"strike":65.0,"moneyness":1.2995,"type":"put","iv":0.7429,"delta":-0.9631,"oi":101},{"strike":70.0,"moneyness":1.3994,"type":"call","iv":0.912,"delta":0.0316,"oi":286}]},{"expiration":"11/20/2026","underlying_price":50.02000045776367,"strikes":[{"strike":55.0,"moneyness":1.0996,"type":"put","iv":0.5567,"delta":-0.6336,"oi":200},{"strike":60.0,"moneyness":1.1995,"type":"call","iv":0.5313,"delta":0.2064,"oi":250},{"strike":62.5,"moneyness":1.2495,"type":"call","iv":0.5142,"delta":0.142,"oi":113},{"strike":65.0,"moneyness":1.2995,"type":"call","iv":0.4478,"delta":0.0671,"oi":1164},{"strike":70.0,"moneyness":1.3994,"type":"call","iv":1.0731,"delta":0.2563,"oi":1424}]},{"expiration":"12/15/2028","underlying_price":50.02000045776367,"strikes":[{"strike":40.0,"moneyness":0.7997,"type":"call","iv":0.2319,"delta":0.8629,"oi":253},{"strike":40.0,"moneyness":0.7997,"type":"put","iv":0.3812,"delta":-0.1995,"oi":160},{"strike":45.0,"moneyness":0.8996,"type":"put","iv":0.3722,"delta":-0.262,"oi":450},{"strike":60.0,"moneyness":1.1995,"type":"call","iv":0.2142,"delta":0.4527,"oi":102}]}],"greeks_heatmap":{"data":[{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2083,"call_gamma":0,"put_gamma":0.016184,"call_theta":0,"put_theta":-0.194,"call_vega":0,"put_vega":0.0271,"call_oi":0,"put_oi":203},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1418,"call_gamma":0,"put_gamma":0.042664,"call_theta":0,"put_theta":-0.0446,"call_vega":0,"put_vega":0.0212,"call_oi":0,"put_oi":353},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5256,"put_delta":-0.4676,"call_gamma":0.097515,"put_gamma":0.059254,"call_theta":-0.0654,"put_theta":-0.0996,"call_vega":0.0376,"put_vega":0.0375,"call_oi":80,"put_oi":369},{"strike":52.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.6637,"call_gamma":0,"put_gamma":0.07347,"call_theta":0,"put_theta":-0.0654,"call_vega":0,"put_vega":0.0344,"call_oi":0,"put_oi":84},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1504,"put_delta":0,"call_gamma":0.053898,"put_gamma":0,"call_theta":-0.0398,"put_theta":0,"call_vega":0.022,"put_vega":0,"call_oi":8124,"put_oi":0},{"strike":57.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1277,"put_delta":0,"call_gamma":0.036212,"put_gamma":0,"call_theta":-0.0471,"put_theta":0,"call_vega":0.0197,"put_vega":0,"call_oi":56,"put_oi":0},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0633,"put_delta":0,"call_gamma":0.021809,"put_gamma":0,"call_theta":-0.0276,"put_theta":0,"call_vega":0.0117,"put_vega":0,"call_oi":1693,"put_oi":0},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0223,"put_delta":-0.9631,"call_gamma":0.008435,"put_gamma":0.011512,"call_theta":-0.013,"put_theta":-0.0144,"call_vega":0.005,"put_vega":0.0076,"call_oi":7699,"put_oi":101},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2746,"call_gamma":0,"put_gamma":0.028972,"call_theta":0,"put_theta":-0.0381,"call_vega":0,"put_vega":0.0605,"call_oi":0,"put_oi":68},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.4481,"call_gamma":0,"put_gamma":0.039292,"call_theta":0,"put_theta":-0.0384,"call_vega":0,"put_vega":0.0718,"call_oi":0,"put_oi":54},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.6336,"call_gamma":0,"put_gamma":0.037269,"call_theta":0,"put_theta":-0.0351,"call_vega":0,"put_vega":0.0683,"call_oi":0,"put_oi":200},{"strike":60.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2064,"put_delta":0,"call_gamma":0.029604,"put_gamma":0,"call_theta":-0.0297,"put_theta":0,"call_vega":0.0518,"put_vega":0,"call_oi":250,"put_oi":0},{"strike":62.5,"dte":49,"expiration":"11/20/2026","call_delta":0.142,"put_delta":0,"call_gamma":0.024095,"put_gamma":0,"call_theta":-0.0226,"put_theta":0,"call_vega":0.0408,"put_vega":0,"call_oi":113,"put_oi":0},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0671,"put_delta":0,"call_gamma":0.016002,"put_gamma":0,"call_theta":-0.0114,"put_theta":0,"call_vega":0.0236,"put_vega":0,"call_oi":1164,"put_oi":0},{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1575,"call_gamma":0,"put_gamma":0.018053,"call_theta":0,"put_theta":-0.0201,"call_vega":0,"put_vega":0.055,"call_oi":0,"put_oi":104},{"strike":50.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5736,"put_delta":-0.4263,"call_gamma":0.025148,"put_gamma":0.025104,"call_theta":-0.0428,"put_theta":-0.0371,"call_vega":0.0895,"put_vega":0.0895,"call_oi":232,"put_oi":2028},{"strike":55.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4415,"put_delta":0,"call_gamma":0.026922,"put_gamma":0,"call_theta":-0.0402,"put_theta":0,"call_vega":0.0901,"put_vega":0,"call_oi":696,"put_oi":0},{"strike":60.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3372,"put_delta":0,"call_gamma":0.024111,"put_gamma":0,"call_theta":-0.038,"put_theta":0,"call_vega":0.0834,"put_vega":0,"call_oi":1433,"put_oi":0},{"strike":65.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1578,"put_delta":-0.7958,"call_gamma":0.021269,"put_gamma":0.021465,"call_theta":-0.0188,"put_theta":-0.0182,"call_vega":0.055,"put_vega":0.0647,"call_oi":9705,"put_oi":293}],"strikes":[40.0,45.0,50.0,52.5,55.0,57.5,60.0,62.5,65.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":141.84,"put_25d_iv":187.74,"call_25d_iv":45.9,"put_25d_strike":40.0,"call_25d_strike":55.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-43.86,"put_25d_iv":63.44,"call_25d_iv":107.31,"put_25d_strike":45.0,"call_25d_strike":70.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-26.37,"put_25d_iv":58.45,"call_25d_iv":84.82,"put_25d_strike":40.0,"call_25d_strike":70.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-23.94,"put_25d_iv":62.93,"call_25d_iv":86.87,"put_25d_strike":45.0,"call_25d_strike":80.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":0.73,"put_25d_iv":62.69,"call_25d_iv":61.95,"put_25d_strike":40.0,"call_25d_strike":70.0,"skew":"neutral"},{"expiration":"03/19/2027","dte":168,"risk_reversal":13.93,"put_25d_iv":55.52,"call_25d_iv":41.6,"put_25d_strike":45.0,"call_25d_strike":65.0,"skew":"put_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":7.06,"put_25d_iv":51.56,"call_25d_iv":44.5,"put_25d_strike":40.0,"call_25d_strike":70.0,"skew":"put_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":15.95,"put_25d_iv":43.07,"call_25d_iv":27.12,"put_25d_strike":45.0,"call_25d_strike":55.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":6.41,"put_25d_iv":41.6,"call_25d_iv":35.19,"put_25d_strike":40.0,"call_25d_strike":75.0,"skew":"put_skew"},{"expiration":"02/18/2028","dte":504,"risk_reversal":-1.02,"put_25d_iv":41.01,"call_25d_iv":42.03,"put_25d_strike":45.0,"call_25d_strike":70.0,"skew":"neutral"},{"expiration":"06/16/2028","dte":623,"risk_reversal":21.58,"put_25d_iv":40.34,"call_25d_iv":18.76,"put_25d_strike":40.0,"call_25d_strike":70.0,"skew":"put_skew"},{"expiration":"12/15/2028","dte":805,"risk_reversal":20.09,"put_25d_iv":37.22,"call_25d_iv":17.14,"put_25d_strike":45.0,"call_25d_strike":70.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":0,"put_vanna":61.0,"net_vanna":61.0,"call_oi":0,"put_oi":399},{"strike":30.0,"call_vanna":0,"put_vanna":26.0,"net_vanna":26.0,"call_oi":0,"put_oi":255},{"strike":35.0,"call_vanna":-7.0,"put_vanna":669.0,"net_vanna":662.0,"call_oi":53,"put_oi":10389},{"strike":40.0,"call_vanna":-77.0,"put_vanna":216.0,"net_vanna":139.0,"call_oi":332,"put_oi":1613},{"strike":45.0,"call_vanna":-189.0,"put_vanna":237.0,"net_vanna":48.0,"call_oi":1190,"put_oi":2210},{"strike":50.0,"call_vanna":-74.0,"put_vanna":73.0,"net_vanna":-1.0,"call_oi":1140,"put_oi":2835},{"strike":52.5,"call_vanna":0,"put_vanna":-2.0,"net_vanna":-2.0,"call_oi":0,"put_oi":84},{"strike":55.0,"call_vanna":264.0,"put_vanna":-8.0,"net_vanna":256.0,"call_oi":9922,"put_oi":474},{"strike":57.5,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":56,"put_oi":0},{"strike":60.0,"call_vanna":283.0,"put_vanna":-76.0,"net_vanna":207.0,"call_oi":5562,"put_oi":1196},{"strike":62.5,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":113,"put_oi":0},{"strike":65.0,"call_vanna":2201.0,"put_vanna":-107.0,"net_vanna":2094.0,"call_oi":32257,"put_oi":1182},{"strike":70.0,"call_vanna":585.0,"put_vanna":0,"net_vanna":585.0,"call_oi":10988,"put_oi":0},{"strike":75.0,"call_vanna":41.0,"put_vanna":0,"net_vanna":41.0,"call_oi":216,"put_oi":0},{"strike":80.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":219,"put_oi":0},{"strike":85.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":155,"put_oi":0}],"net_vanna":4158.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":40.0,"call_charm":0,"put_charm":21387.0,"net_charm":21387.0,"call_oi":0,"put_oi":203},{"strike":45.0,"call_charm":0,"put_charm":6349.0,"net_charm":6349.0,"call_oi":0,"put_oi":421},{"strike":50.0,"call_charm":-7168.0,"put_charm":45494.0,"net_charm":38327.0,"call_oi":80,"put_oi":423},{"strike":52.5,"call_charm":0,"put_charm":9510.0,"net_charm":9510.0,"call_oi":0,"put_oi":84},{"strike":55.0,"call_charm":-126611.0,"put_charm":3312.0,"net_charm":-123299.0,"call_oi":8124,"put_oi":200},{"strike":57.5,"call_charm":-878.0,"put_charm":0,"net_charm":-878.0,"call_oi":56,"put_oi":0},{"strike":60.0,"call_charm":-8840.0,"put_charm":0,"net_charm":-8840.0,"call_oi":1943,"put_oi":0},{"strike":62.5,"call_charm":-270.0,"put_charm":0,"net_charm":-270.0,"call_oi":113,"put_oi":0},{"strike":65.0,"call_charm":-6452.0,"put_charm":3658.0,"net_charm":-2795.0,"call_oi":8863,"put_oi":101},{"strike":70.0,"call_charm":-18637.0,"put_charm":0,"net_charm":-18637.0,"call_oi":1710,"put_oi":0}],"net_charm":-79145.0,"weekend_delta_shift":-237434.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":156205.0,"put_delta":-48849.0,"net_delta":107356.0,"call_oi":17948,"put_oi":1233,"total_oi":19181,"total_volume":650,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":53614.0,"put_delta":-21088.0,"net_delta":32525.0,"call_oi":3015,"put_oi":402,"total_oi":3417,"total_volume":42,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":258184.0,"put_delta":-218026.0,"net_delta":40158.0,"call_oi":12514,"put_oi":12839,"total_oi":25353,"total_volume":108,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":250882.0,"put_delta":-135340.0,"net_delta":115542.0,"call_oi":17355,"put_oi":2829,"total_oi":20184,"total_volume":45,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":161672.0,"put_delta":-32209.0,"net_delta":129463.0,"call_oi":6262,"put_oi":993,"total_oi":7255,"total_volume":78,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":8064.0,"put_delta":-3249.0,"net_delta":4815.0,"call_oi":262,"put_oi":107,"total_oi":369,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":386.0,"put_delta":-9.0,"net_delta":377.0,"call_oi":16,"put_oi":1,"total_oi":17,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":2064.0,"put_delta":-38.0,"net_delta":2026.0,"call_oi":131,"put_oi":4,"total_oi":135,"total_volume":0,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":5992.0,"put_delta":-34617.0,"net_delta":-28626.0,"call_oi":239,"put_oi":659,"total_oi":898,"total_volume":0,"bias":"neutral"},{"expiration":"09/17/2027","dte":350,"call_delta":37.0,"put_delta":0,"net_delta":37.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":8792.0,"put_delta":-11811.0,"net_delta":-3018.0,"call_oi":186,"put_oi":445,"total_oi":631,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":188465.0,"put_delta":-26879.0,"net_delta":161586.0,"call_oi":3818,"put_oi":966,"total_oi":4784,"total_volume":0,"bias":"bullish"},{"expiration":"02/18/2028","dte":504,"call_delta":6192.0,"put_delta":-3865.0,"net_delta":2327.0,"call_oi":144,"put_oi":137,"total_oi":281,"total_volume":0,"bias":"neutral"},{"expiration":"06/16/2028","dte":623,"call_delta":15718.0,"put_delta":-1973.0,"net_delta":13746.0,"call_oi":276,"put_oi":117,"total_oi":393,"total_volume":0,"bias":"neutral"},{"expiration":"12/15/2028","dte":805,"call_delta":40051.0,"put_delta":-17913.0,"net_delta":22138.0,"call_oi":652,"put_oi":688,"total_oi":1340,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":50.0,"straddle_price":4.3,"straddle_pct":8.6,"implied_move":8.6,"avg_iv":57.2},{"expiration":"12/18/2026","dte":77,"strike":50.0,"straddle_price":12.35,"straddle_pct":24.69,"implied_move":24.69,"avg_iv":68.4},{"expiration":"01/15/2027","dte":105,"strike":50.0,"straddle_price":11.6,"straddle_pct":23.19,"implied_move":23.19,"avg_iv":54.9},{"expiration":"12/17/2027","dte":441,"strike":50.0,"straddle_price":16.0,"straddle_pct":31.99,"implied_move":31.99,"avg_iv":37.4},{"expiration":"01/21/2028","dte":476,"strike":50.0,"straddle_price":16.0,"straddle_pct":31.99,"implied_move":31.99,"avg_iv":36.1}],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":157,"put_oi":406,"total_oi":563,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":159,"put_oi":346,"total_oi":505,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":105,"put_oi":10459,"total_oi":10564,"bias":"bearish"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":413,"put_oi":1627,"total_oi":2040,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":120,"total_volume":120,"call_oi":1227,"put_oi":2290,"total_oi":3517,"bias":"bearish"},{"strike":47.5,"call_volume":0,"put_volume":61,"total_volume":61,"call_oi":0,"put_oi":41,"total_oi":41,"bias":"bearish"},{"strike":50.0,"call_volume":1,"put_volume":9,"total_volume":10,"call_oi":1191,"put_oi":2905,"total_oi":4096,"bias":"bearish"},{"strike":52.5,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":17,"put_oi":84,"total_oi":101,"bias":"bullish"},{"strike":55.0,"call_volume":520,"put_volume":0,"total_volume":520,"call_oi":9995,"put_oi":673,"total_oi":10668,"bias":"bullish"},{"strike":57.5,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":93,"put_oi":0,"total_oi":93,"bias":"bullish"},{"strike":60.0,"call_volume":18,"put_volume":0,"total_volume":18,"call_oi":5605,"put_oi":1337,"total_oi":6942,"bias":"bullish"},{"strike":62.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":116,"put_oi":0,"total_oi":116,"bias":"neutral"},{"strike":65.0,"call_volume":181,"put_volume":0,"total_volume":181,"call_oi":32349,"put_oi":1222,"total_oi":33571,"bias":"bullish"},{"strike":70.0,"call_volume":44,"put_volume":0,"total_volume":44,"call_oi":11056,"put_oi":28,"total_oi":11084,"bias":"bullish"},{"strike":75.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":239,"put_oi":0,"total_oi":239,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":221,"put_oi":2,"total_oi":223,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":162,"put_oi":0,"total_oi":162,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":50.02000045776367,"peak_call_strike":55.0,"peak_put_strike":45.0,"total_call_volume":778,"total_put_volume":196,"volume_pc_ratio":0.252},"iv_contours":{"x":[0.8,0.9,0.95,1.0,1.05,1.1,1.15,1.2,1.25,1.3],"y":[14,49,77,105,140,168],"z":[[187.74,55.75,null,57.17,52.61,59.19,61.12,60.78,null,70.45],[59.94,63.44,null,55.5,null,61.25,58.27,53.89,51.42,44.78],[58.45,68.76,68.24,68.38,null,65.35,null,62.7,null,53.76],[61.38,61.52,null,54.94,null,63.47,null,55.46,null,49.13],[59.0,57.17,null,56.21,null,55.8,null,50.82,null,44.97],[55.39,55.52,null,null,null,null,null,44.57,null,41.6]],"levels":[41.6,56.2,70.8,85.4,100.1,114.7,129.3,143.9,158.5,173.1,187.7],"min_iv":41.6,"max_iv":187.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":70.56},{"date":"2026-09-15","iv":70.34},{"date":"2026-09-16","iv":70.13},{"date":"2026-09-17","iv":58.34},{"date":"2026-09-18","iv":65.94},{"date":"2026-09-21","iv":54.54},{"date":"2026-09-22","iv":53.8},{"date":"2026-09-23","iv":48.7},{"date":"2026-09-24","iv":48.5},{"date":"2026-09-25","iv":49.0},{"date":"2026-09-28","iv":49.9},{"date":"2026-09-29","iv":51.2},{"date":"2026-09-30","iv":53.5},{"date":"2026-10-01","iv":51.7},{"date":"2026-10-02","iv":52.0}]}}