{"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":"BOTZ","summary":{"name":"BOTZ","price":36.03,"total_oi":9523,"call_oi":8532,"put_oi":991,"pc_ratio":0.116,"net_gex":417998.87,"avg_iv":32.6,"iv_rank":0.0,"iv_52w_high":57.66,"iv_52w_low":32.6,"gamma_flip":35.66,"max_pain":34.0},"features":{"symbol":"BOTZ","price":36.03,"total_oi":9523,"analysis_coverage":1.0,"avg_iv_pct":32.6,"iv_rank":0.0,"iv_52w_high_pct":57.66,"iv_52w_low_pct":32.6,"front_dte":14,"front_atm_iv_pct":24.56,"back_atm_iv_pct":23.8812,"term_premium_pp":0.6788,"expected_move_front_pct":4.81,"straddle_front_pct":9.44,"straddle_30d_pct":9.44,"risk_reversal_front_pp":12.39,"risk_reversal_30d_pp":12.39,"butterfly_front_pp":0.27,"butterfly_30d_pp":0.27,"put_call_oi_ratio":0.116,"put_call_oi_front_ratio":0.494,"put_call_volume_front_ratio":3.5,"option_volume":77,"volume_oi_ratio":0.008086,"net_delta_normalized":0.151211,"dealer_delta_normalized":-0.150782,"gex_per_100k_oi":4389361.230705,"vanna_per_100k_oi":4042.843642,"charm_per_100k_oi":-40543.946235,"weekend_delta_shift_per_100k_oi":-121621.337814,"iv_surface_range_pp":40.9,"gamma_flip_distance_pct":-1.026922,"max_pain_distance_pct":-5.634194,"peak_call_distance_pct":-2.858729,"peak_put_distance_pct":-8.409659},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":0.0,"put_gex":-155.24,"net_gex":-155.24,"call_oi":17,"put_oi":15},{"strike":25.0,"call_gex":35.14,"put_gex":-5210.59,"net_gex":-5175.45,"call_oi":11,"put_oi":293},{"strike":26.0,"call_gex":19.64,"put_gex":-3704.27,"net_gex":-3684.64,"call_oi":4,"put_oi":184},{"strike":28.0,"call_gex":365.61,"put_gex":-195.86,"net_gex":169.76,"call_oi":14,"put_oi":7},{"strike":29.0,"call_gex":61.82,"put_gex":-92.26,"net_gex":-30.44,"call_oi":2,"put_oi":3},{"strike":30.0,"call_gex":3144.64,"put_gex":-2231.7,"net_gex":912.94,"call_oi":86,"put_oi":61},{"strike":31.0,"call_gex":92.82,"put_gex":-804.17,"net_gex":-711.35,"call_oi":2,"put_oi":18},{"strike":32.0,"call_gex":677.38,"put_gex":-3273.23,"net_gex":-2595.85,"call_oi":14,"put_oi":55},{"strike":33.0,"call_gex":187.13,"put_gex":-11336.11,"net_gex":-11148.97,"call_oi":3,"put_oi":143},{"strike":34.0,"call_gex":3557.05,"put_gex":-4261.68,"net_gex":-704.63,"call_oi":52,"put_oi":40},{"strike":35.0,"call_gex":10543.43,"put_gex":-13743.85,"net_gex":-3200.41,"call_oi":74,"put_oi":91},{"strike":36.0,"call_gex":41651.93,"put_gex":-1885.57,"net_gex":39766.37,"call_oi":204,"put_oi":16},{"strike":37.0,"call_gex":166121.95,"put_gex":-2262.14,"net_gex":163859.81,"call_oi":1243,"put_oi":19},{"strike":38.0,"call_gex":30363.8,"put_gex":-757.33,"net_gex":29606.47,"call_oi":264,"put_oi":7},{"strike":39.0,"call_gex":18227.57,"put_gex":0.0,"net_gex":18227.57,"call_oi":159,"put_oi":0},{"strike":40.0,"call_gex":81169.22,"put_gex":-1593.07,"net_gex":79576.15,"call_oi":1041,"put_oi":20},{"strike":41.0,"call_gex":3973.12,"put_gex":-215.13,"net_gex":3757.99,"call_oi":52,"put_oi":3},{"strike":42.0,"call_gex":6803.1,"put_gex":-916.14,"net_gex":5886.95,"call_oi":118,"put_oi":16},{"strike":43.0,"call_gex":3771.69,"put_gex":0.0,"net_gex":3771.69,"call_oi":69,"put_oi":0},{"strike":44.0,"call_gex":1165.47,"put_gex":0.0,"net_gex":1165.47,"call_oi":24,"put_oi":0},{"strike":45.0,"call_gex":24515.66,"put_gex":0.0,"net_gex":24515.66,"call_oi":505,"put_oi":0},{"strike":46.0,"call_gex":311.75,"put_gex":0.0,"net_gex":311.75,"call_oi":8,"put_oi":0},{"strike":50.0,"call_gex":66852.71,"put_gex":0.0,"net_gex":66852.71,"call_oi":4112,"put_oi":0},{"strike":55.0,"call_gex":7024.58,"put_gex":0.0,"net_gex":7024.58,"call_oi":454,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":9424.0,"total_value":9424.0},{"strike":25.0,"call_value":85.0,"put_value":4544.0,"total_value":4629.0},{"strike":26.0,"call_value":113.0,"put_value":3861.0,"total_value":3974.0},{"strike":28.0,"call_value":177.0,"put_value":2863.0,"total_value":3040.0},{"strike":29.0,"call_value":223.0,"put_value":2371.0,"total_value":2594.0},{"strike":30.0,"call_value":271.0,"put_value":1882.0,"total_value":2153.0},{"strike":31.0,"call_value":405.0,"put_value":1454.0,"total_value":1859.0},{"strike":32.0,"call_value":541.0,"put_value":1044.0,"total_value":1585.0},{"strike":33.0,"call_value":691.0,"put_value":689.0,"total_value":1380.0},{"strike":34.0,"call_value":844.0,"put_value":477.0,"total_value":1321.0},{"strike":35.0,"call_value":1049.0,"put_value":305.0,"total_value":1354.0},{"strike":36.0,"call_value":1328.0,"put_value":224.0,"total_value":1552.0},{"strike":37.0,"call_value":1811.0,"put_value":159.0,"total_value":1970.0},{"strike":38.0,"call_value":3537.0,"put_value":113.0,"total_value":3650.0},{"strike":39.0,"call_value":5527.0,"put_value":74.0,"total_value":5601.0},{"strike":40.0,"call_value":7676.0,"put_value":35.0,"total_value":7711.0},{"strike":41.0,"call_value":10866.0,"put_value":16.0,"total_value":10882.0},{"strike":42.0,"call_value":14108.0,"put_value":0.0,"total_value":14108.0},{"strike":43.0,"call_value":17468.0,"put_value":0.0,"total_value":17468.0},{"strike":44.0,"call_value":20897.0,"put_value":0.0,"total_value":20897.0},{"strike":45.0,"call_value":24350.0,"put_value":0.0,"total_value":24350.0},{"strike":46.0,"call_value":28308.0,"put_value":0.0,"total_value":28308.0},{"strike":50.0,"call_value":44172.0,"put_value":0.0,"total_value":44172.0},{"strike":55.0,"call_value":84562.0,"put_value":0,"total_value":84562.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":116.3,"strike":29.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":55.0,"strike":30.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":53.4,"strike":27.56},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":44.9,"strike":32.33},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":32.5,"strike":32.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":28.7,"strike":32.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":31.6,"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":25.8,"strike":34.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":26.7,"strike":34.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":24.0,"strike":36.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":25.7,"strike":36.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":26.0,"strike":36.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":24.4,"strike":37.67},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":21.8,"strike":37.33},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":24.3,"strike":37.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":30.4,"strike":39.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":37.4,"strike":39.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":23.5,"strike":39.67},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":54.6,"strike":42.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":70.4,"strike":44.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":36.4,"strike":45.22}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":11,"total_oi":293},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":8,"total_oi":95},{"expiration":"12/18/2026","dte":77,"iv":0.2955,"contract_count":13,"total_oi":1589},{"expiration":"03/19/2027","dte":168,"iv":0.5025,"contract_count":9,"total_oi":54},{"expiration":"06/17/2027","dte":258,"iv":0.8258,"contract_count":12,"total_oi":284}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.81,"expected_move_2std":9.63,"contract_count":5},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.75,"expected_move_2std":17.51,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":12.05,"expected_move_2std":24.09,"contract_count":6},{"expiration":"03/19/2027","dte":168,"expected_move_1std":18.17,"expected_move_2std":36.34,"contract_count":4},{"expiration":"06/17/2027","dte":258,"expected_move_1std":23.15,"expected_move_2std":46.29,"contract_count":6}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":233,"put_oi":115,"total_oi":348,"pc_ratio":0.494,"pc_ratio_volume":3.5,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":197,"put_oi":17,"total_oi":214,"pc_ratio":0.086,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":6550,"put_oi":408,"total_oi":6958,"pc_ratio":0.062,"pc_ratio_volume":0.25,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":118,"put_oi":257,"total_oi":375,"pc_ratio":2.178,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"06/17/2027","dte":258,"call_oi":1434,"put_oi":194,"total_oi":1628,"pc_ratio":0.135,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-146.0,"dealer_delta":146.0,"call_oi":0,"put_oi":15},{"strike":25.0,"call_delta_oi":392.0,"put_delta_oi":-2712.0,"dealer_delta":2320.0,"call_oi":4,"put_oi":293},{"strike":26.0,"call_delta_oi":196.0,"put_delta_oi":-2575.0,"dealer_delta":2379.0,"call_oi":2,"put_oi":184},{"strike":28.0,"call_delta_oi":1251.0,"put_delta_oi":-66.0,"dealer_delta":-1185.0,"call_oi":14,"put_oi":7},{"strike":29.0,"call_delta_oi":176.0,"put_delta_oi":-52.0,"dealer_delta":-124.0,"call_oi":2,"put_oi":3},{"strike":30.0,"call_delta_oi":7372.0,"put_delta_oi":-1217.0,"dealer_delta":-6156.0,"call_oi":85,"put_oi":61},{"strike":31.0,"call_delta_oi":172.0,"put_delta_oi":-332.0,"dealer_delta":160.0,"call_oi":2,"put_oi":18},{"strike":32.0,"call_delta_oi":1210.0,"put_delta_oi":-966.0,"dealer_delta":-244.0,"call_oi":14,"put_oi":55},{"strike":33.0,"call_delta_oi":228.0,"put_delta_oi":-2443.0,"dealer_delta":2215.0,"call_oi":3,"put_oi":143},{"strike":34.0,"call_delta_oi":3681.0,"put_delta_oi":-1031.0,"dealer_delta":-2650.0,"call_oi":52,"put_oi":40},{"strike":35.0,"call_delta_oi":5013.0,"put_delta_oi":-2932.0,"dealer_delta":-2081.0,"call_oi":74,"put_oi":91},{"strike":36.0,"call_delta_oi":11243.0,"put_delta_oi":-700.0,"dealer_delta":-10543.0,"call_oi":204,"put_oi":16},{"strike":37.0,"call_delta_oi":56636.0,"put_delta_oi":-1014.0,"dealer_delta":-55622.0,"call_oi":1243,"put_oi":19},{"strike":38.0,"call_delta_oi":10068.0,"put_delta_oi":-438.0,"dealer_delta":-9631.0,"call_oi":264,"put_oi":7},{"strike":39.0,"call_delta_oi":4027.0,"put_delta_oi":0,"dealer_delta":-4027.0,"call_oi":159,"put_oi":0},{"strike":40.0,"call_delta_oi":29925.0,"put_delta_oi":-1402.0,"dealer_delta":-28523.0,"call_oi":1041,"put_oi":20},{"strike":41.0,"call_delta_oi":840.0,"put_delta_oi":-227.0,"dealer_delta":-613.0,"call_oi":52,"put_oi":3},{"strike":42.0,"call_delta_oi":2176.0,"put_delta_oi":-1101.0,"dealer_delta":-1076.0,"call_oi":118,"put_oi":16},{"strike":43.0,"call_delta_oi":926.0,"put_delta_oi":0,"dealer_delta":-926.0,"call_oi":69,"put_oi":0},{"strike":44.0,"call_delta_oi":349.0,"put_delta_oi":0,"dealer_delta":-349.0,"call_oi":24,"put_oi":0},{"strike":45.0,"call_delta_oi":10750.0,"put_delta_oi":0,"dealer_delta":-10750.0,"call_oi":505,"put_oi":0},{"strike":46.0,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":8,"put_oi":0},{"strike":50.0,"call_delta_oi":14055.0,"put_delta_oi":0,"dealer_delta":-14055.0,"call_oi":4112,"put_oi":0},{"strike":55.0,"call_delta_oi":2159.0,"put_delta_oi":0,"dealer_delta":-2159.0,"call_oi":454,"put_oi":0}],"net_dealer_delta":-143590.0,"total_call_delta":162944.0,"total_put_delta":-19354.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":36.029998779296875,"strikes":[{"strike":25.0,"moneyness":0.6939,"type":"put","iv":0.504,"delta":-0.0969,"oi":106},{"strike":26.0,"moneyness":0.7216,"type":"put","iv":0.6121,"delta":-0.1487,"oi":107}]},{"expiration":"06/17/2027","underlying_price":36.029998779296875,"strikes":[{"strike":40.0,"moneyness":1.1102,"type":"call","iv":0.2563,"delta":0.4054,"oi":417},{"strike":45.0,"moneyness":1.249,"type":"call","iv":0.2492,"delta":0.2074,"oi":444},{"strike":55.0,"moneyness":1.5265,"type":"call","iv":0.2867,"delta":0.0651,"oi":177}]},{"expiration":"11/20/2026","underlying_price":36.029998779296875,"strikes":[{"strike":40.0,"moneyness":1.1102,"type":"call","iv":0.5241,"delta":0.3352,"oi":116}]},{"expiration":"12/18/2026","underlying_price":36.029998779296875,"strikes":[{"strike":25.0,"moneyness":0.6939,"type":"put","iv":0.625,"delta":-0.0728,"oi":110},{"strike":37.0,"moneyness":1.0269,"type":"call","iv":0.2383,"delta":0.4568,"oi":1096},{"strike":39.0,"moneyness":1.0824,"type":"call","iv":0.2087,"delta":0.2447,"oi":120},{"strike":40.0,"moneyness":1.1102,"type":"call","iv":0.2268,"delta":0.1913,"oi":459},{"strike":50.0,"moneyness":1.3877,"type":"call","iv":0.3652,"delta":0.0336,"oi":4088},{"strike":55.0,"moneyness":1.5265,"type":"call","iv":0.4728,"delta":0.035,"oi":248}]}],"greeks_heatmap":{"data":[{"strike":33.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.087,"call_gamma":0,"put_gamma":0.065198,"call_theta":0,"put_theta":-0.0144,"call_vega":0,"put_vega":0.0108,"call_oi":0,"put_oi":54},{"strike":36.0,"dte":14,"expiration":"10/16/2026","call_delta":0.53,"put_delta":0,"call_gamma":0.250848,"put_gamma":0,"call_theta":-0.0264,"put_theta":0,"call_vega":0.0271,"put_vega":0,"call_oi":89,"put_oi":0},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3352,"put_delta":0,"call_gamma":0.053213,"put_gamma":0,"call_theta":-0.0272,"put_theta":0,"call_vega":0.0476,"put_vega":0,"call_oi":116,"put_oi":0},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2053,"call_gamma":0,"put_gamma":0.028035,"call_theta":0,"put_theta":-0.018,"call_vega":0,"put_vega":0.0468,"call_oi":0,"put_oi":56},{"strike":33.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2207,"call_gamma":0,"put_gamma":0.05967,"call_theta":0,"put_theta":-0.0087,"call_vega":0,"put_vega":0.0488,"call_oi":0,"put_oi":74},{"strike":36.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5567,"put_delta":0,"call_gamma":0.098222,"put_gamma":0,"call_theta":-0.0126,"put_theta":0,"call_vega":0.0649,"put_vega":0,"call_oi":78,"put_oi":0},{"strike":37.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4568,"put_delta":0,"call_gamma":0.101231,"put_gamma":0,"call_theta":-0.012,"put_theta":0,"call_vega":0.0652,"put_vega":0,"call_oi":1096,"put_oi":0},{"strike":38.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3442,"put_delta":0,"call_gamma":0.103657,"put_gamma":0,"call_theta":-0.01,"put_theta":0,"call_vega":0.0605,"put_vega":0,"call_oi":88,"put_oi":0},{"strike":39.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2447,"put_delta":0,"call_gamma":0.091559,"put_gamma":0,"call_theta":-0.0081,"put_theta":0,"call_vega":0.0517,"put_vega":0,"call_oi":120,"put_oi":0},{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1913,"put_delta":0,"call_gamma":0.073106,"put_gamma":0,"call_theta":-0.0074,"put_theta":0,"call_vega":0.0448,"put_vega":0,"call_oi":459,"put_oi":0},{"strike":41.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1586,"put_delta":0,"call_gamma":0.058969,"put_gamma":0,"call_theta":-0.0072,"put_theta":0,"call_vega":0.0398,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":42.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0994,"put_delta":0,"call_gamma":0.044952,"put_gamma":0,"call_theta":-0.0049,"put_theta":0,"call_vega":0.0287,"put_vega":0,"call_oi":72,"put_oi":0},{"strike":43.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1336,"put_delta":0,"call_gamma":0.04205,"put_gamma":0,"call_theta":-0.0078,"put_theta":0,"call_vega":0.0354,"put_vega":0,"call_oi":68,"put_oi":0},{"strike":45.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2545,"put_delta":0,"call_gamma":0.033144,"put_gamma":0,"call_theta":-0.0213,"put_theta":0,"call_vega":0.0527,"put_vega":0,"call_oi":60,"put_oi":0}],"strikes":[30.0,33.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,45.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":12.39,"put_25d_iv":35.71,"call_25d_iv":23.32,"put_25d_strike":33.0,"call_25d_strike":36.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-28.63,"put_25d_iv":30.24,"call_25d_iv":58.87,"put_25d_strike":33.0,"call_25d_strike":45.0,"skew":"call_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":19.78,"put_25d_iv":44.7,"call_25d_iv":24.92,"put_25d_strike":26.0,"call_25d_strike":45.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":0,"put_vanna":25.0,"net_vanna":25.0,"call_oi":0,"put_oi":293},{"strike":26.0,"call_vanna":0,"put_vanna":22.0,"net_vanna":22.0,"call_oi":0,"put_oi":184},{"strike":30.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":56},{"strike":33.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":128},{"strike":36.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":167,"put_oi":0},{"strike":37.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":1177,"put_oi":0},{"strike":38.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":186,"put_oi":0},{"strike":39.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":120,"put_oi":0},{"strike":40.0,"call_vanna":66.0,"put_vanna":0,"net_vanna":66.0,"call_oi":992,"put_oi":0},{"strike":41.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":51,"put_oi":0},{"strike":42.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":72,"put_oi":0},{"strike":43.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":68,"put_oi":0},{"strike":45.0,"call_vanna":67.0,"put_vanna":0,"net_vanna":67.0,"call_oi":504,"put_oi":0},{"strike":50.0,"call_vanna":130.0,"put_vanna":0,"net_vanna":130.0,"call_oi":4088,"put_oi":0},{"strike":55.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":425,"put_oi":0}],"net_vanna":385.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":33.0,"call_charm":0,"put_charm":176.0,"net_charm":176.0,"call_oi":0,"put_oi":54},{"strike":36.0,"call_charm":-3248.0,"put_charm":0,"net_charm":-3248.0,"call_oi":89,"put_oi":0},{"strike":40.0,"call_charm":-789.0,"put_charm":0,"net_charm":-789.0,"call_oi":116,"put_oi":0}],"net_charm":-3861.0,"weekend_delta_shift":-11582.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":8645.0,"put_delta":-2063.0,"net_delta":6582.0,"call_oi":232,"put_oi":115,"total_oi":347,"total_volume":9,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":6304.0,"put_delta":-454.0,"net_delta":5850.0,"call_oi":197,"put_oi":17,"total_oi":214,"total_volume":11,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":95416.0,"put_delta":-9107.0,"net_delta":86308.0,"call_oi":6549,"put_oi":408,"total_oi":6957,"total_volume":5,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":3958.0,"put_delta":-4468.0,"net_delta":-510.0,"call_oi":116,"put_oi":257,"total_oi":373,"total_volume":22,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":48622.0,"put_delta":-3262.0,"net_delta":45360.0,"call_oi":1411,"put_oi":194,"total_oi":1605,"total_volume":29,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":37.0,"straddle_price":3.4,"straddle_pct":9.44,"implied_move":9.44,"avg_iv":25.4},{"expiration":"06/17/2027","dte":258,"strike":35.0,"straddle_price":6.62,"straddle_pct":18.39,"implied_move":18.39,"avg_iv":27.4}],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":15,"total_oi":32,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":293,"total_oi":304,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":184,"total_oi":188,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":14,"put_oi":7,"total_oi":21,"bias":"bearish"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":3,"total_oi":5,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":86,"put_oi":61,"total_oi":147,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":18,"total_oi":20,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":55,"total_oi":69,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":3,"put_oi":143,"total_oi":146,"bias":"bearish"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":40,"total_oi":92,"bias":"neutral"},{"strike":35.0,"call_volume":23,"put_volume":2,"total_volume":25,"call_oi":74,"put_oi":91,"total_oi":165,"bias":"bullish"},{"strike":36.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":204,"put_oi":16,"total_oi":220,"bias":"bullish"},{"strike":37.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":1243,"put_oi":19,"total_oi":1262,"bias":"bullish"},{"strike":38.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":264,"put_oi":7,"total_oi":271,"bias":"bullish"},{"strike":39.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":159,"put_oi":0,"total_oi":159,"bias":"bullish"},{"strike":40.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":1041,"put_oi":20,"total_oi":1061,"bias":"bullish"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":3,"total_oi":55,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":118,"put_oi":16,"total_oi":134,"bias":"neutral"},{"strike":43.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":69,"put_oi":0,"total_oi":69,"bias":"bullish"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":0,"total_oi":24,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":505,"put_oi":0,"total_oi":505,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":50.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":4112,"put_oi":0,"total_oi":4112,"bias":"bullish"},{"strike":55.0,"call_volume":18,"put_volume":0,"total_volume":18,"call_oi":454,"put_oi":0,"total_oi":454,"bias":"bullish"}],"underlying_price":36.029998779296875,"peak_call_strike":35.0,"peak_put_strike":33.0,"total_call_volume":69,"total_put_volume":8,"volume_pc_ratio":0.116},"iv_contours":{"x":[0.72,0.83,0.86,0.89,0.92,0.94,0.97,1.0,1.03,1.05,1.08,1.11,1.14,1.17,1.19,1.22,1.25],"y":[14,49,77,168],"z":[[null,null,null,null,35.71,42.6,27.13,23.32,20.72,29.72,null,29.2,null,null,null,null,null],[null,null,null,null,null,null,null,null,22.66,20.33,22.36,52.41,null,null,null,null,null],[null,47.72,null,29.67,30.24,27.58,27.3,24.45,25.41,21.6,20.87,24.84,24.96,23.65,31.19,35.49,58.87],[61.21,null,33.78,null,null,null,null,25.19,null,21.11,null,null,null,30.74,null,null,null]],"levels":[20.3,24.4,28.5,32.6,36.7,40.8,44.9,48.9,53.0,57.1,61.2],"min_iv":20.3,"max_iv":61.2},"butterfly_spread":[{"expiration":"06/17/2027","dte":258,"atm_strike":36.0,"atm_iv":25.5,"otm_strike":38.0,"otm_iv":25.3,"itm_strike":34.0,"itm_iv":25.97,"iv_butterfly":0.27,"price_butterfly":0.23,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":46.49},{"date":"2026-09-15","iv":56.4},{"date":"2026-09-16","iv":57.66},{"date":"2026-09-17","iv":55.48},{"date":"2026-09-18","iv":49.05},{"date":"2026-09-21","iv":32.66},{"date":"2026-09-22","iv":34.5},{"date":"2026-09-23","iv":38.4},{"date":"2026-09-24","iv":35.5},{"date":"2026-09-25","iv":36.3},{"date":"2026-09-28","iv":38.3},{"date":"2026-09-29","iv":34.3},{"date":"2026-09-30","iv":36.5},{"date":"2026-10-01","iv":38.5},{"date":"2026-10-02","iv":32.6}]}}