{"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":"BTC","summary":{"name":"BTC","price":37.25,"total_oi":38390,"call_oi":30021,"put_oi":8369,"pc_ratio":0.279,"net_gex":1208290.22,"avg_iv":53.9,"iv_rank":19.0,"iv_52w_high":77.39,"iv_52w_low":48.4,"gamma_flip":31.22,"max_pain":31.0},"features":{"symbol":"BTC","price":37.25,"total_oi":38390,"analysis_coverage":1.0,"avg_iv_pct":53.9,"iv_rank":19.0,"iv_52w_high_pct":77.39,"iv_52w_low_pct":48.4,"front_dte":14,"front_atm_iv_pct":34.0061,"back_atm_iv_pct":38.8377,"term_premium_pp":-4.8316,"expected_move_front_pct":6.66,"straddle_front_pct":5.03,"straddle_30d_pct":5.03,"risk_reversal_front_pp":-13.88,"risk_reversal_30d_pp":-13.88,"butterfly_front_pp":6.04,"butterfly_30d_pp":6.04,"put_call_oi_ratio":0.279,"put_call_oi_front_ratio":0.772,"put_call_volume_front_ratio":1.32,"option_volume":631,"volume_oi_ratio":0.016437,"net_delta_normalized":0.272801,"dealer_delta_normalized":-0.272801,"gex_per_100k_oi":3147408.752279,"vanna_per_100k_oi":2526.699661,"charm_per_100k_oi":-304329.252409,"weekend_delta_shift_per_100k_oi":-912985.152383,"iv_surface_range_pp":88.3,"gamma_flip_distance_pct":-16.187919,"max_pain_distance_pct":-16.778523,"peak_call_distance_pct":2.013423,"peak_put_distance_pct":-6.040268},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":728.29,"put_gex":-587.03,"net_gex":141.25,"call_oi":168,"put_oi":123},{"strike":16.0,"call_gex":95.35,"put_gex":0.0,"net_gex":95.35,"call_oi":17,"put_oi":0},{"strike":17.0,"call_gex":30.84,"put_gex":-20.3,"net_gex":10.54,"call_oi":5,"put_oi":3},{"strike":18.0,"call_gex":34.17,"put_gex":-118.85,"net_gex":-84.68,"call_oi":5,"put_oi":29},{"strike":19.0,"call_gex":131.06,"put_gex":-22.36,"net_gex":108.7,"call_oi":17,"put_oi":3},{"strike":20.0,"call_gex":4644.41,"put_gex":-2709.81,"net_gex":1934.6,"call_oi":510,"put_oi":413},{"strike":21.0,"call_gex":70.3,"put_gex":-88.09,"net_gex":-17.79,"call_oi":7,"put_oi":8},{"strike":22.0,"call_gex":2714.85,"put_gex":-110.74,"net_gex":2604.1,"call_oi":244,"put_oi":10},{"strike":23.0,"call_gex":63.93,"put_gex":-1834.5,"net_gex":-1770.57,"call_oi":5,"put_oi":135},{"strike":24.0,"call_gex":189.34,"put_gex":-2259.51,"net_gex":-2070.18,"call_oi":14,"put_oi":186},{"strike":25.0,"call_gex":7726.73,"put_gex":-10633.67,"net_gex":-2906.95,"call_oi":511,"put_oi":721},{"strike":26.0,"call_gex":2326.2,"put_gex":-5015.26,"net_gex":-2689.06,"call_oi":140,"put_oi":267},{"strike":27.0,"call_gex":7089.38,"put_gex":-12394.52,"net_gex":-5305.13,"call_oi":368,"put_oi":582},{"strike":28.0,"call_gex":4431.8,"put_gex":-6724.32,"net_gex":-2292.52,"call_oi":193,"put_oi":328},{"strike":29.0,"call_gex":9048.98,"put_gex":-2513.35,"net_gex":6535.63,"call_oi":340,"put_oi":90},{"strike":30.0,"call_gex":30112.81,"put_gex":-40459.79,"net_gex":-10346.98,"call_oi":1033,"put_oi":1220},{"strike":31.0,"call_gex":22919.89,"put_gex":-11164.22,"net_gex":11755.67,"call_oi":637,"put_oi":340},{"strike":32.0,"call_gex":35657.82,"put_gex":-16474.77,"net_gex":19183.05,"call_oi":839,"put_oi":332},{"strike":33.0,"call_gex":22502.44,"put_gex":-26960.07,"net_gex":-4457.63,"call_oi":445,"put_oi":468},{"strike":34.0,"call_gex":33738.83,"put_gex":-26784.85,"net_gex":6953.98,"call_oi":593,"put_oi":359},{"strike":35.0,"call_gex":81167.29,"put_gex":-60814.21,"net_gex":20353.08,"call_oi":1175,"put_oi":698},{"strike":36.0,"call_gex":29680.51,"put_gex":-27696.55,"net_gex":1983.96,"call_oi":391,"put_oi":204},{"strike":37.0,"call_gex":154368.48,"put_gex":-39315.61,"net_gex":115052.88,"call_oi":1146,"put_oi":204},{"strike":38.0,"call_gex":70640.38,"put_gex":-113790.71,"net_gex":-43150.34,"call_oi":833,"put_oi":963},{"strike":39.0,"call_gex":27081.75,"put_gex":-3058.92,"net_gex":24022.83,"call_oi":257,"put_oi":35},{"strike":40.0,"call_gex":163786.23,"put_gex":-16726.95,"net_gex":147059.28,"call_oi":2082,"put_oi":239},{"strike":41.0,"call_gex":53148.14,"put_gex":-1216.71,"net_gex":51931.42,"call_oi":1110,"put_oi":17},{"strike":42.0,"call_gex":656130.42,"put_gex":-2497.46,"net_gex":653632.95,"call_oi":8367,"put_oi":47},{"strike":43.0,"call_gex":3639.72,"put_gex":-29.14,"net_gex":3610.57,"call_oi":78,"put_oi":1},{"strike":44.0,"call_gex":5688.88,"put_gex":-59.14,"net_gex":5629.74,"call_oi":107,"put_oi":2},{"strike":45.0,"call_gex":56024.18,"put_gex":-1326.22,"net_gex":54697.96,"call_oi":1177,"put_oi":34},{"strike":46.0,"call_gex":11826.52,"put_gex":-3719.98,"net_gex":8106.54,"call_oi":370,"put_oi":75},{"strike":47.0,"call_gex":2592.38,"put_gex":-901.03,"net_gex":1691.34,"call_oi":83,"put_oi":31},{"strike":48.0,"call_gex":3776.26,"put_gex":-57.81,"net_gex":3718.45,"call_oi":103,"put_oi":2},{"strike":49.0,"call_gex":3357.57,"put_gex":-1322.46,"net_gex":2035.11,"call_oi":93,"put_oi":46},{"strike":50.0,"call_gex":56545.43,"put_gex":-2760.15,"net_gex":53785.28,"call_oi":1691,"put_oi":93},{"strike":51.0,"call_gex":2530.9,"put_gex":-881.0,"net_gex":1649.89,"call_oi":82,"put_oi":31},{"strike":52.0,"call_gex":2783.39,"put_gex":-838.3,"net_gex":1945.09,"call_oi":94,"put_oi":30},{"strike":53.0,"call_gex":1377.49,"put_gex":0.0,"net_gex":1377.49,"call_oi":49,"put_oi":0},{"strike":54.0,"call_gex":937.32,"put_gex":0.0,"net_gex":937.32,"call_oi":35,"put_oi":0},{"strike":55.0,"call_gex":13612.27,"put_gex":0.0,"net_gex":13612.27,"call_oi":561,"put_oi":0},{"strike":56.0,"call_gex":2938.55,"put_gex":0.0,"net_gex":2938.55,"call_oi":123,"put_oi":0},{"strike":57.0,"call_gex":635.89,"put_gex":0.0,"net_gex":635.89,"call_oi":25,"put_oi":0},{"strike":58.0,"call_gex":696.44,"put_gex":0.0,"net_gex":696.44,"call_oi":27,"put_oi":0},{"strike":59.0,"call_gex":429.63,"put_gex":0.0,"net_gex":429.63,"call_oi":17,"put_oi":0},{"strike":60.0,"call_gex":8365.29,"put_gex":0.0,"net_gex":8365.29,"call_oi":478,"put_oi":0},{"strike":61.0,"call_gex":282.63,"put_gex":0.0,"net_gex":282.63,"call_oi":12,"put_oi":0},{"strike":62.0,"call_gex":352.87,"put_gex":0.0,"net_gex":352.87,"call_oi":17,"put_oi":0},{"strike":63.0,"call_gex":931.34,"put_gex":0.0,"net_gex":931.34,"call_oi":40,"put_oi":0},{"strike":64.0,"call_gex":42.28,"put_gex":0.0,"net_gex":42.28,"call_oi":2,"put_oi":0},{"strike":65.0,"call_gex":10736.07,"put_gex":0.0,"net_gex":10736.07,"call_oi":658,"put_oi":0},{"strike":66.0,"call_gex":120.57,"put_gex":0.0,"net_gex":120.57,"call_oi":6,"put_oi":0},{"strike":69.0,"call_gex":41.46,"put_gex":0.0,"net_gex":41.46,"call_oi":3,"put_oi":0},{"strike":70.0,"call_gex":9070.83,"put_gex":0.0,"net_gex":9070.83,"call_oi":478,"put_oi":0},{"strike":71.0,"call_gex":13.09,"put_gex":0.0,"net_gex":13.09,"call_oi":1,"put_oi":0},{"strike":72.0,"call_gex":9.96,"put_gex":0.0,"net_gex":9.96,"call_oi":1,"put_oi":0},{"strike":74.0,"call_gex":255.28,"put_gex":0.0,"net_gex":255.28,"call_oi":21,"put_oi":0},{"strike":75.0,"call_gex":6499.86,"put_gex":0.0,"net_gex":6499.86,"call_oi":384,"put_oi":0},{"strike":80.0,"call_gex":25803.66,"put_gex":0.0,"net_gex":25803.66,"call_oi":1753,"put_oi":0}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":137267.0,"total_value":137267.0},{"strike":16.0,"call_value":168.0,"put_value":129021.0,"total_value":129189.0},{"strike":17.0,"call_value":353.0,"put_value":120775.0,"total_value":121128.0},{"strike":18.0,"call_value":543.0,"put_value":112532.0,"total_value":113075.0},{"strike":19.0,"call_value":738.0,"put_value":104318.0,"total_value":105056.0},{"strike":20.0,"call_value":950.0,"put_value":96107.0,"total_value":97057.0},{"strike":21.0,"call_value":1672.0,"put_value":88309.0,"total_value":89981.0},{"strike":22.0,"call_value":2401.0,"put_value":80519.0,"total_value":82920.0},{"strike":23.0,"call_value":3374.0,"put_value":72739.0,"total_value":76113.0},{"strike":24.0,"call_value":4352.0,"put_value":65094.0,"total_value":69446.0},{"strike":25.0,"call_value":5344.0,"put_value":57635.0,"total_value":62979.0},{"strike":26.0,"call_value":6847.0,"put_value":50897.0,"total_value":57744.0},{"strike":27.0,"call_value":8490.0,"put_value":44426.0,"total_value":52916.0},{"strike":28.0,"call_value":10501.0,"put_value":38537.0,"total_value":49038.0},{"strike":29.0,"call_value":12705.0,"put_value":32976.0,"total_value":45681.0},{"strike":30.0,"call_value":15249.0,"put_value":27505.0,"total_value":42754.0},{"strike":31.0,"call_value":18826.0,"put_value":23254.0,"total_value":42080.0},{"strike":32.0,"call_value":23040.0,"put_value":19343.0,"total_value":42383.0},{"strike":33.0,"call_value":28093.0,"put_value":15764.0,"total_value":43857.0},{"strike":34.0,"call_value":33591.0,"put_value":12653.0,"total_value":46244.0},{"strike":35.0,"call_value":39682.0,"put_value":9901.0,"total_value":49583.0},{"strike":36.0,"call_value":46948.0,"put_value":7847.0,"total_value":54795.0},{"strike":37.0,"call_value":54605.0,"put_value":5997.0,"total_value":60602.0},{"strike":38.0,"call_value":63408.0,"put_value":4351.0,"total_value":67759.0},{"strike":39.0,"call_value":73044.0,"put_value":3668.0,"total_value":76712.0},{"strike":40.0,"call_value":82937.0,"put_value":3020.0,"total_value":85957.0},{"strike":41.0,"call_value":94912.0,"put_value":2611.0,"total_value":97523.0},{"strike":42.0,"call_value":107997.0,"put_value":2219.0,"total_value":110216.0},{"strike":43.0,"call_value":129449.0,"put_value":1874.0,"total_value":131323.0},{"strike":44.0,"call_value":150979.0,"put_value":1530.0,"total_value":152509.0},{"strike":45.0,"call_value":172616.0,"put_value":1188.0,"total_value":173804.0},{"strike":46.0,"call_value":195430.0,"put_value":880.0,"total_value":196310.0},{"strike":47.0,"call_value":218614.0,"put_value":647.0,"total_value":219261.0},{"strike":48.0,"call_value":241881.0,"put_value":445.0,"total_value":242326.0},{"strike":49.0,"call_value":265251.0,"put_value":245.0,"total_value":265496.0},{"strike":50.0,"call_value":288714.0,"put_value":91.0,"total_value":288805.0},{"strike":51.0,"call_value":313868.0,"put_value":30.0,"total_value":313898.0},{"strike":52.0,"call_value":339104.0,"put_value":0.0,"total_value":339104.0},{"strike":53.0,"call_value":364434.0,"put_value":0.0,"total_value":364434.0},{"strike":54.0,"call_value":389813.0,"put_value":0.0,"total_value":389813.0},{"strike":55.0,"call_value":415227.0,"put_value":0.0,"total_value":415227.0},{"strike":56.0,"call_value":441202.0,"put_value":0.0,"total_value":441202.0},{"strike":57.0,"call_value":467300.0,"put_value":0.0,"total_value":467300.0},{"strike":58.0,"call_value":493423.0,"put_value":0.0,"total_value":493423.0},{"strike":59.0,"call_value":519573.0,"put_value":0.0,"total_value":519573.0},{"strike":60.0,"call_value":545740.0,"put_value":0.0,"total_value":545740.0},{"strike":61.0,"call_value":572385.0,"put_value":0.0,"total_value":572385.0},{"strike":62.0,"call_value":599042.0,"put_value":0.0,"total_value":599042.0},{"strike":63.0,"call_value":625716.0,"put_value":0.0,"total_value":625716.0},{"strike":64.0,"call_value":652430.0,"put_value":0.0,"total_value":652430.0},{"strike":65.0,"call_value":679146.0,"put_value":0.0,"total_value":679146.0},{"strike":66.0,"call_value":706520.0,"put_value":0.0,"total_value":706520.0},{"strike":69.0,"call_value":788660.0,"put_value":0.0,"total_value":788660.0},{"strike":70.0,"call_value":816043.0,"put_value":0.0,"total_value":816043.0},{"strike":71.0,"call_value":843904.0,"put_value":0.0,"total_value":843904.0},{"strike":72.0,"call_value":871766.0,"put_value":0.0,"total_value":871766.0},{"strike":74.0,"call_value":927492.0,"put_value":0.0,"total_value":927492.0},{"strike":75.0,"call_value":955376.0,"put_value":0.0,"total_value":955376.0},{"strike":80.0,"call_value":1096716.0,"put_value":0,"total_value":1096716.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":121.5,"strike":28.27},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":48.9,"strike":31.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":70.6,"strike":25.26},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":52.6,"strike":33.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":44.9,"strike":33.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":43.8,"strike":33.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":37.7,"strike":35.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":40.9,"strike":35.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":41.0,"strike":35.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":33.1,"strike":37.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":38.3,"strike":37.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":39.2,"strike":37.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":32.7,"strike":39.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":36.9,"strike":39.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":38.6,"strike":39.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":45.2,"strike":41.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":41.2,"strike":41.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":38.0,"strike":41.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":null,"strike":null},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":42.6,"strike":43.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":55.5,"strike":55.27}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":14,"total_oi":2453},{"expiration":"11/20/2026","dte":49,"iv":0.2541,"contract_count":14,"total_oi":1149},{"expiration":"12/18/2026","dte":77,"iv":0.3132,"contract_count":14,"total_oi":694},{"expiration":"01/15/2027","dte":105,"iv":0.2992,"contract_count":14,"total_oi":3396},{"expiration":"03/19/2027","dte":168,"iv":0.4045,"contract_count":12,"total_oi":533},{"expiration":"01/21/2028","dte":476,"iv":0.6897,"contract_count":14,"total_oi":912},{"expiration":"01/19/2029","dte":840,"iv":1.0,"contract_count":8,"total_oi":42}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.66,"expected_move_2std":13.33,"contract_count":8},{"expiration":"11/20/2026","dte":49,"expected_move_1std":14.23,"expected_move_2std":28.46,"contract_count":8},{"expiration":"12/18/2026","dte":77,"expected_move_1std":17.83,"expected_move_2std":35.66,"contract_count":8},{"expiration":"01/15/2027","dte":105,"expected_move_1std":21.03,"expected_move_2std":42.07,"contract_count":8},{"expiration":"03/19/2027","dte":168,"expected_move_1std":28.35,"expected_move_2std":56.7,"contract_count":6},{"expiration":"01/21/2028","dte":476,"expected_move_1std":51.09,"expected_move_2std":102.17,"contract_count":8},{"expiration":"01/19/2029","dte":840,"expected_move_1std":73.52,"expected_move_2std":147.04,"contract_count":6}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2178,"put_oi":1682,"total_oi":3860,"pc_ratio":0.772,"pc_ratio_volume":1.32,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":8220,"put_oi":1002,"total_oi":9222,"pc_ratio":0.122,"pc_ratio_volume":0.778,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1800,"put_oi":1198,"total_oi":2998,"pc_ratio":0.666,"pc_ratio_volume":0.938,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":10416,"put_oi":2873,"total_oi":13289,"pc_ratio":0.276,"pc_ratio_volume":0.022,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":820,"put_oi":286,"total_oi":1106,"pc_ratio":0.349,"pc_ratio_volume":3.875,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":6426,"put_oi":1156,"total_oi":7582,"pc_ratio":0.18,"pc_ratio_volume":0.017,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":161,"put_oi":172,"total_oi":333,"pc_ratio":1.068,"pc_ratio_volume":1.923,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":16244.0,"put_delta_oi":-519.0,"dealer_delta":-15725.0,"call_oi":168,"put_oi":123},{"strike":16.0,"call_delta_oi":1611.0,"put_delta_oi":0,"dealer_delta":-1611.0,"call_oi":17,"put_oi":0},{"strike":17.0,"call_delta_oi":476.0,"put_delta_oi":-24.0,"dealer_delta":-453.0,"call_oi":5,"put_oi":3},{"strike":18.0,"call_delta_oi":475.0,"put_delta_oi":-49.0,"dealer_delta":-426.0,"call_oi":5,"put_oi":29},{"strike":19.0,"call_delta_oi":1600.0,"put_delta_oi":-13.0,"dealer_delta":-1587.0,"call_oi":17,"put_oi":3},{"strike":20.0,"call_delta_oi":47929.0,"put_delta_oi":-1706.0,"dealer_delta":-46222.0,"call_oi":510,"put_oi":413},{"strike":21.0,"call_delta_oi":639.0,"put_delta_oi":-79.0,"dealer_delta":-560.0,"call_oi":7,"put_oi":8},{"strike":22.0,"call_delta_oi":21995.0,"put_delta_oi":-108.0,"dealer_delta":-21887.0,"call_oi":244,"put_oi":10},{"strike":23.0,"call_delta_oi":455.0,"put_delta_oi":-1490.0,"dealer_delta":1034.0,"call_oi":5,"put_oi":135},{"strike":24.0,"call_delta_oi":1231.0,"put_delta_oi":-2000.0,"dealer_delta":769.0,"call_oi":14,"put_oi":186},{"strike":25.0,"call_delta_oi":45981.0,"put_delta_oi":-5663.0,"dealer_delta":-40318.0,"call_oi":511,"put_oi":721},{"strike":26.0,"call_delta_oi":12021.0,"put_delta_oi":-3360.0,"dealer_delta":-8661.0,"call_oi":140,"put_oi":267},{"strike":27.0,"call_delta_oi":31491.0,"put_delta_oi":-8193.0,"dealer_delta":-23298.0,"call_oi":368,"put_oi":582},{"strike":28.0,"call_delta_oi":16625.0,"put_delta_oi":-4936.0,"dealer_delta":-11689.0,"call_oi":193,"put_oi":328},{"strike":29.0,"call_delta_oi":28920.0,"put_delta_oi":-912.0,"dealer_delta":-28008.0,"call_oi":340,"put_oi":90},{"strike":30.0,"call_delta_oi":85092.0,"put_delta_oi":-16088.0,"dealer_delta":-69004.0,"call_oi":1033,"put_oi":1220},{"strike":31.0,"call_delta_oi":51884.0,"put_delta_oi":-2641.0,"dealer_delta":-49242.0,"call_oi":637,"put_oi":340},{"strike":32.0,"call_delta_oi":65409.0,"put_delta_oi":-4919.0,"dealer_delta":-60490.0,"call_oi":839,"put_oi":332},{"strike":33.0,"call_delta_oi":33707.0,"put_delta_oi":-4832.0,"dealer_delta":-28874.0,"call_oi":445,"put_oi":468},{"strike":34.0,"call_delta_oi":43263.0,"put_delta_oi":-6311.0,"dealer_delta":-36953.0,"call_oi":593,"put_oi":359},{"strike":35.0,"call_delta_oi":81661.0,"put_delta_oi":-18456.0,"dealer_delta":-63205.0,"call_oi":1175,"put_oi":698},{"strike":36.0,"call_delta_oi":25013.0,"put_delta_oi":-6169.0,"dealer_delta":-18844.0,"call_oi":391,"put_oi":204},{"strike":37.0,"call_delta_oi":65698.0,"put_delta_oi":-8579.0,"dealer_delta":-57119.0,"call_oi":1146,"put_oi":204},{"strike":38.0,"call_delta_oi":44447.0,"put_delta_oi":-50039.0,"dealer_delta":5591.0,"call_oi":833,"put_oi":963},{"strike":39.0,"call_delta_oi":10853.0,"put_delta_oi":-1870.0,"dealer_delta":-8983.0,"call_oi":257,"put_oi":35},{"strike":40.0,"call_delta_oi":82295.0,"put_delta_oi":-14060.0,"dealer_delta":-68235.0,"call_oi":2082,"put_oi":239},{"strike":41.0,"call_delta_oi":52167.0,"put_delta_oi":-1058.0,"dealer_delta":-51109.0,"call_oi":1110,"put_oi":17},{"strike":42.0,"call_delta_oi":200941.0,"put_delta_oi":-2777.0,"dealer_delta":-198164.0,"call_oi":8367,"put_oi":47},{"strike":43.0,"call_delta_oi":3115.0,"put_delta_oi":-47.0,"dealer_delta":-3068.0,"call_oi":78,"put_oi":1},{"strike":44.0,"call_delta_oi":3093.0,"put_delta_oi":-98.0,"dealer_delta":-2995.0,"call_oi":107,"put_oi":2},{"strike":45.0,"call_delta_oi":34103.0,"put_delta_oi":-2063.0,"dealer_delta":-32040.0,"call_oi":1177,"put_oi":34},{"strike":46.0,"call_delta_oi":16498.0,"put_delta_oi":-6270.0,"dealer_delta":-10228.0,"call_oi":370,"put_oi":75},{"strike":47.0,"call_delta_oi":3528.0,"put_delta_oi":-1666.0,"dealer_delta":-1862.0,"call_oi":83,"put_oi":31},{"strike":48.0,"call_delta_oi":2894.0,"put_delta_oi":-111.0,"dealer_delta":-2784.0,"call_oi":103,"put_oi":2},{"strike":49.0,"call_delta_oi":2067.0,"put_delta_oi":-2620.0,"dealer_delta":554.0,"call_oi":93,"put_oi":46},{"strike":50.0,"call_delta_oi":32675.0,"put_delta_oi":-5941.0,"dealer_delta":-26734.0,"call_oi":1691,"put_oi":93},{"strike":51.0,"call_delta_oi":2155.0,"put_delta_oi":-1867.0,"dealer_delta":-288.0,"call_oi":82,"put_oi":31},{"strike":52.0,"call_delta_oi":1552.0,"put_delta_oi":-1843.0,"dealer_delta":291.0,"call_oi":94,"put_oi":30},{"strike":53.0,"call_delta_oi":634.0,"put_delta_oi":0,"dealer_delta":-634.0,"call_oi":49,"put_oi":0},{"strike":54.0,"call_delta_oi":717.0,"put_delta_oi":0,"dealer_delta":-717.0,"call_oi":35,"put_oi":0},{"strike":55.0,"call_delta_oi":9052.0,"put_delta_oi":0,"dealer_delta":-9052.0,"call_oi":561,"put_oi":0},{"strike":56.0,"call_delta_oi":2023.0,"put_delta_oi":0,"dealer_delta":-2023.0,"call_oi":123,"put_oi":0},{"strike":57.0,"call_delta_oi":664.0,"put_delta_oi":0,"dealer_delta":-664.0,"call_oi":25,"put_oi":0},{"strike":58.0,"call_delta_oi":769.0,"put_delta_oi":0,"dealer_delta":-769.0,"call_oi":27,"put_oi":0},{"strike":59.0,"call_delta_oi":473.0,"put_delta_oi":0,"dealer_delta":-473.0,"call_oi":17,"put_oi":0},{"strike":60.0,"call_delta_oi":4718.0,"put_delta_oi":0,"dealer_delta":-4718.0,"call_oi":478,"put_oi":0},{"strike":61.0,"call_delta_oi":267.0,"put_delta_oi":0,"dealer_delta":-267.0,"call_oi":12,"put_oi":0},{"strike":62.0,"call_delta_oi":300.0,"put_delta_oi":0,"dealer_delta":-300.0,"call_oi":17,"put_oi":0},{"strike":63.0,"call_delta_oi":1023.0,"put_delta_oi":0,"dealer_delta":-1023.0,"call_oi":40,"put_oi":0},{"strike":64.0,"call_delta_oi":36.0,"put_delta_oi":0,"dealer_delta":-36.0,"call_oi":2,"put_oi":0},{"strike":65.0,"call_delta_oi":5837.0,"put_delta_oi":0,"dealer_delta":-5837.0,"call_oi":658,"put_oi":0},{"strike":66.0,"call_delta_oi":104.0,"put_delta_oi":0,"dealer_delta":-104.0,"call_oi":6,"put_oi":0},{"strike":69.0,"call_delta_oi":21.0,"put_delta_oi":0,"dealer_delta":-21.0,"call_oi":3,"put_oi":0},{"strike":70.0,"call_delta_oi":8750.0,"put_delta_oi":0,"dealer_delta":-8750.0,"call_oi":478,"put_oi":0},{"strike":71.0,"call_delta_oi":7.0,"put_delta_oi":0,"dealer_delta":-7.0,"call_oi":1,"put_oi":0},{"strike":72.0,"call_delta_oi":4.0,"put_delta_oi":0,"dealer_delta":-4.0,"call_oi":1,"put_oi":0},{"strike":74.0,"call_delta_oi":140.0,"put_delta_oi":0,"dealer_delta":-140.0,"call_oi":21,"put_oi":0},{"strike":75.0,"call_delta_oi":7021.0,"put_delta_oi":0,"dealer_delta":-7021.0,"call_oi":384,"put_oi":0},{"strike":80.0,"call_delta_oi":22296.0,"put_delta_oi":0,"dealer_delta":-22296.0,"call_oi":1753,"put_oi":0}],"net_dealer_delta":-1047283.0,"total_call_delta":1236658.0,"total_put_delta":-189376.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":37.25,"strikes":[{"strike":20.0,"moneyness":0.5369,"type":"call","iv":0.9007,"delta":0.9405,"oi":454},{"strike":25.0,"moneyness":0.6711,"type":"call","iv":0.5601,"delta":0.9362,"oi":259},{"strike":25.0,"moneyness":0.6711,"type":"put","iv":0.5049,"delta":-0.0485,"oi":293},{"strike":26.0,"moneyness":0.698,"type":"put","iv":0.7986,"delta":-0.139,"oi":223},{"strike":27.0,"moneyness":0.7248,"type":"call","iv":0.5885,"delta":0.8888,"oi":123},{"strike":27.0,"moneyness":0.7248,"type":"put","iv":0.7476,"delta":-0.15,"oi":472},{"strike":29.0,"moneyness":0.7785,"type":"call","iv":0.5013,"delta":0.8675,"oi":125},{"strike":30.0,"moneyness":0.8054,"type":"call","iv":0.5361,"delta":0.8268,"oi":613},{"strike":30.0,"moneyness":0.8054,"type":"put","iv":0.427,"delta":-0.132,"oi":846},{"strike":31.0,"moneyness":0.8322,"type":"call","iv":0.5212,"delta":0.8003,"oi":323},{"strike":32.0,"moneyness":0.8591,"type":"call","iv":0.4939,"delta":0.7746,"oi":708},{"strike":34.0,"moneyness":0.9128,"type":"call","iv":0.4613,"delta":0.7065,"oi":175},{"strike":34.0,"moneyness":0.9128,"type":"put","iv":0.3771,"delta":-0.2695,"oi":146},{"strike":35.0,"moneyness":0.9396,"type":"call","iv":0.4318,"delta":0.6693,"oi":628},{"strike":35.0,"moneyness":0.9396,"type":"put","iv":0.3999,"delta":-0.3244,"oi":262},{"strike":36.0,"moneyness":0.9664,"type":"call","iv":0.4452,"delta":0.623,"oi":167},{"strike":37.0,"moneyness":0.9933,"type":"call","iv":0.4518,"delta":0.5788,"oi":370},{"strike":38.0,"moneyness":1.0201,"type":"call","iv":0.4272,"delta":0.5318,"oi":335},{"strike":40.0,"moneyness":1.0738,"type":"put","iv":0.4164,"delta":-0.5615,"oi":108},{"strike":40.0,"moneyness":1.0738,"type":"call","iv":0.39,"delta":0.4286,"oi":1120},{"strike":42.0,"moneyness":1.1275,"type":"call","iv":0.4181,"delta":0.355,"oi":146},{"strike":45.0,"moneyness":1.2081,"type":"call","iv":0.3976,"delta":0.2335,"oi":585},{"strike":50.0,"moneyness":1.3423,"type":"call","iv":0.4259,"delta":0.1297,"oi":1052},{"strike":55.0,"moneyness":1.4765,"type":"call","iv":0.5004,"delta":0.1003,"oi":446},{"strike":60.0,"moneyness":1.6107,"type":"call","iv":0.5084,"delta":0.0575,"oi":389},{"strike":65.0,"moneyness":1.745,"type":"call","iv":0.6436,"delta":0.0788,"oi":618},{"strike":70.0,"moneyness":1.8792,"type":"call","iv":0.9438,"delta":0.1645,"oi":296},{"strike":80.0,"moneyness":2.1477,"type":"call","iv":0.8539,"delta":0.0774,"oi":541}]},{"expiration":"01/21/2028","underlying_price":37.25,"strikes":[{"strike":15.0,"moneyness":0.4027,"type":"call","iv":0.5561,"delta":0.967,"oi":164},{"strike":15.0,"moneyness":0.4027,"type":"put","iv":0.6089,"delta":-0.0412,"oi":118},{"strike":22.0,"moneyness":0.5906,"type":"call","iv":0.5238,"delta":0.8984,"oi":221},{"strike":25.0,"moneyness":0.6711,"type":"call","iv":0.5004,"delta":0.8601,"oi":239},{"strike":25.0,"moneyness":0.6711,"type":"put","iv":0.4893,"delta":-0.1373,"oi":106},{"strike":26.0,"moneyness":0.698,"type":"call","iv":0.5,"delta":0.8444,"oi":105},{"strike":27.0,"moneyness":0.7248,"type":"call","iv":0.4929,"delta":0.8294,"oi":209},{"strike":28.0,"moneyness":0.7517,"type":"put","iv":0.4541,"delta":-0.1796,"oi":222},{"strike":30.0,"moneyness":0.8054,"type":"put","iv":0.442,"delta":-0.2144,"oi":121},{"strike":30.0,"moneyness":0.8054,"type":"call","iv":0.4769,"delta":0.7798,"oi":241},{"strike":31.0,"moneyness":0.8322,"type":"call","iv":0.4728,"delta":0.762,"oi":114},{"strike":38.0,"moneyness":1.0201,"type":"call","iv":0.4606,"delta":0.6293,"oi":192},{"strike":40.0,"moneyness":1.0738,"type":"call","iv":0.4584,"delta":0.5914,"oi":224},{"strike":41.0,"moneyness":1.1007,"type":"call","iv":0.4318,"delta":0.5651,"oi":714},{"strike":42.0,"moneyness":1.1275,"type":"call","iv":0.4433,"delta":0.5497,"oi":200},{"strike":45.0,"moneyness":1.2081,"type":"call","iv":0.4655,"delta":0.5055,"oi":253},{"strike":46.0,"moneyness":1.2349,"type":"call","iv":0.4377,"delta":0.4752,"oi":326},{"strike":50.0,"moneyness":1.3423,"type":"call","iv":0.4336,"delta":0.4067,"oi":346},{"strike":70.0,"moneyness":1.8792,"type":"call","iv":0.4736,"delta":0.2132,"oi":182},{"strike":75.0,"moneyness":2.0134,"type":"call","iv":0.5209,"delta":0.2155,"oi":300},{"strike":80.0,"moneyness":2.1477,"type":"call","iv":0.4746,"delta":0.1494,"oi":1212}]},{"expiration":"03/19/2027","underlying_price":37.25,"strikes":[{"strike":25.0,"moneyness":0.6711,"type":"put","iv":0.5127,"delta":-0.0839,"oi":123},{"strike":34.0,"moneyness":0.9128,"type":"call","iv":0.4671,"delta":0.6944,"oi":197},{"strike":45.0,"moneyness":1.2081,"type":"call","iv":0.4209,"delta":0.3252,"oi":120}]},{"expiration":"10/16/2026","underlying_price":37.25,"strikes":[{"strike":30.0,"moneyness":0.8054,"type":"put","iv":0.8084,"delta":-0.0662,"oi":139},{"strike":31.0,"moneyness":0.8322,"type":"call","iv":0.864,"delta":0.8882,"oi":150},{"strike":31.0,"moneyness":0.8322,"type":"put","iv":0.5892,"delta":-0.0426,"oi":244},{"strike":32.0,"moneyness":0.8591,"type":"put","iv":0.6385,"delta":-0.0912,"oi":119},{"strike":33.0,"moneyness":0.8859,"type":"put","iv":0.4513,"delta":-0.0691,"oi":362},{"strike":34.0,"moneyness":0.9128,"type":"call","iv":0.5902,"delta":0.813,"oi":147},{"strike":34.0,"moneyness":0.9128,"type":"put","iv":0.3864,"delta":-0.0952,"oi":193},{"strike":35.0,"moneyness":0.9396,"type":"call","iv":0.4105,"delta":0.8058,"oi":207},{"strike":35.0,"moneyness":0.9396,"type":"put","iv":0.3719,"delta":-0.1725,"oi":263},{"strike":37.0,"moneyness":0.9933,"type":"call","iv":0.3814,"delta":0.5598,"oi":603},{"strike":37.0,"moneyness":0.9933,"type":"put","iv":0.2842,"delta":-0.4283,"oi":125},{"strike":38.0,"moneyness":1.0201,"type":"call","iv":0.3564,"delta":0.4051,"oi":158},{"strike":39.0,"moneyness":1.047,"type":"call","iv":0.4127,"delta":0.2977,"oi":112},{"strike":40.0,"moneyness":1.0738,"type":"call","iv":0.3839,"delta":0.1772,"oi":395},{"strike":41.0,"moneyness":1.1007,"type":"call","iv":0.4517,"delta":0.1435,"oi":110}]},{"expiration":"11/20/2026","underlying_price":37.25,"strikes":[{"strike":33.0,"moneyness":0.8859,"type":"call","iv":0.5027,"delta":0.7842,"oi":110},{"strike":38.0,"moneyness":1.0201,"type":"put","iv":0.3631,"delta":-0.5172,"oi":891},{"strike":42.0,"moneyness":1.1275,"type":"call","iv":0.3878,"delta":0.2286,"oi":7849}]},{"expiration":"12/18/2026","underlying_price":37.25,"strikes":[{"strike":20.0,"moneyness":0.5369,"type":"put","iv":0.7292,"delta":-0.0196,"oi":291},{"strike":23.0,"moneyness":0.6174,"type":"put","iv":1.1248,"delta":-0.1125,"oi":114},{"strike":25.0,"moneyness":0.6711,"type":"put","iv":0.663,"delta":-0.067,"oi":147},{"strike":32.0,"moneyness":0.8591,"type":"put","iv":0.4229,"delta":-0.1763,"oi":173},{"strike":33.0,"moneyness":0.8859,"type":"call","iv":0.4819,"delta":0.7584,"oi":178},{"strike":35.0,"moneyness":0.9396,"type":"call","iv":0.4752,"delta":0.6688,"oi":172},{"strike":40.0,"moneyness":1.0738,"type":"call","iv":0.4101,"delta":0.4053,"oi":197},{"strike":41.0,"moneyness":1.1007,"type":"call","iv":0.4075,"delta":0.3537,"oi":217},{"strike":42.0,"moneyness":1.1275,"type":"call","iv":0.4098,"delta":0.3082,"oi":172},{"strike":45.0,"moneyness":1.2081,"type":"call","iv":0.3811,"delta":0.1713,"oi":179},{"strike":50.0,"moneyness":1.3423,"type":"call","iv":0.4879,"delta":0.1208,"oi":181}]}],"greeks_heatmap":{"data":[{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9526,"put_delta":-0.0662,"call_gamma":0.019497,"put_gamma":0.02262,"call_theta":-0.0225,"put_theta":-0.0278,"call_vega":0.0069,"put_vega":0.009,"call_oi":71,"put_oi":139},{"strike":31.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8882,"put_delta":-0.0426,"call_gamma":0.031313,"put_gamma":0.021906,"call_theta":-0.0475,"put_theta":-0.0143,"call_vega":0.0134,"put_vega":0.0064,"call_oi":150,"put_oi":244},{"strike":32.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0912,"call_gamma":0,"put_gamma":0.036529,"call_theta":0,"put_theta":-0.0279,"call_vega":0,"put_vega":0.0115,"call_oi":0,"put_oi":119},{"strike":33.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0691,"call_gamma":0,"put_gamma":0.041886,"call_theta":0,"put_theta":-0.0159,"call_vega":0,"put_vega":0.0093,"call_oi":0,"put_oi":362},{"strike":34.0,"dte":14,"expiration":"10/16/2026","call_delta":0.813,"put_delta":-0.0952,"call_gamma":0.06477,"put_gamma":0.062339,"call_theta":-0.046,"put_theta":-0.0173,"call_vega":0.0189,"put_vega":0.0119,"call_oi":147,"put_oi":193},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8058,"put_delta":-0.1725,"call_gamma":0.095302,"put_gamma":0.097695,"call_theta":-0.0337,"put_theta":-0.0249,"call_vega":0.0193,"put_vega":0.018,"call_oi":207,"put_oi":263},{"strike":36.0,"dte":14,"expiration":"10/16/2026","call_delta":0.678,"put_delta":-0.2372,"call_gamma":0.113279,"put_gamma":0.160402,"call_theta":-0.0464,"put_theta":-0.0218,"call_vega":0.0252,"put_vega":0.0217,"call_oi":74,"put_oi":91},{"strike":37.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5598,"put_delta":-0.4283,"call_gamma":0.147113,"put_gamma":0.196466,"call_theta":-0.043,"put_theta":-0.0282,"call_vega":0.0277,"put_vega":0.0276,"call_oi":603,"put_oi":125},{"strike":38.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4051,"put_delta":0,"call_gamma":0.154692,"put_gamma":0,"call_theta":-0.039,"put_theta":0,"call_vega":0.0272,"put_vega":0,"call_oi":158,"put_oi":0},{"strike":39.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2977,"put_delta":0,"call_gamma":0.119419,"put_gamma":0,"call_theta":-0.0399,"put_theta":0,"call_vega":0.0244,"put_vega":0,"call_oi":112,"put_oi":0},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1772,"put_delta":0,"call_gamma":0.096281,"put_gamma":0,"call_theta":-0.0277,"put_theta":0,"call_vega":0.0183,"put_vega":0,"call_oi":395,"put_oi":0},{"strike":41.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1435,"put_delta":0,"call_gamma":0.071269,"put_gamma":0,"call_theta":-0.0282,"put_theta":0,"call_vega":0.0159,"put_vega":0,"call_oi":110,"put_oi":0},{"strike":33.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7842,"put_delta":0,"call_gamma":0.043124,"put_gamma":0,"call_theta":-0.0235,"put_theta":0,"call_vega":0.0396,"put_vega":0,"call_oi":110,"put_oi":0},{"strike":38.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.5172,"call_gamma":0,"put_gamma":0.08127,"call_theta":0,"put_theta":-0.0179,"call_vega":0,"put_vega":0.0538,"call_oi":0,"put_oi":891},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3483,"put_delta":0,"call_gamma":0.069717,"put_gamma":0,"call_theta":-0.0218,"put_theta":0,"call_vega":0.0499,"put_vega":0,"call_oi":76,"put_oi":0},{"strike":42.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2286,"put_delta":0,"call_gamma":0.05777,"put_gamma":0,"call_theta":-0.0174,"put_theta":0,"call_vega":0.0409,"put_vega":0,"call_oi":7849,"put_oi":0},{"strike":28.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0781,"call_gamma":0,"put_gamma":0.017382,"call_theta":0,"put_theta":-0.0077,"call_vega":0,"put_vega":0.0248,"call_oi":0,"put_oi":78},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8471,"put_delta":-0.109,"call_gamma":0.025288,"put_gamma":0.025207,"call_theta":-0.0172,"put_theta":-0.0086,"call_vega":0.0401,"put_vega":0.0318,"call_oi":56,"put_oi":70},{"strike":32.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1763,"call_gamma":0,"put_gamma":0.036027,"call_theta":0,"put_theta":-0.0114,"call_vega":0,"put_vega":0.044,"call_oi":0,"put_oi":173},{"strike":33.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7584,"put_delta":0,"call_gamma":0.03809,"put_gamma":0,"call_theta":-0.0194,"put_theta":0,"call_vega":0.053,"put_vega":0,"call_oi":178,"put_oi":0},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6688,"put_delta":0,"call_gamma":0.044898,"put_gamma":0,"call_theta":-0.0216,"put_theta":0,"call_vega":0.0616,"put_vega":0,"call_oi":172,"put_oi":0},{"strike":36.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6237,"put_delta":0,"call_gamma":0.051045,"put_gamma":0,"call_theta":-0.0208,"put_theta":0,"call_vega":0.0645,"put_vega":0,"call_oi":71,"put_oi":0},{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4053,"put_delta":0,"call_gamma":0.055604,"put_gamma":0,"call_theta":-0.0193,"put_theta":0,"call_vega":0.0659,"put_vega":0,"call_oi":197,"put_oi":0},{"strike":41.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3537,"put_delta":0,"call_gamma":0.053678,"put_gamma":0,"call_theta":-0.0183,"put_theta":0,"call_vega":0.0632,"put_vega":0,"call_oi":217,"put_oi":0},{"strike":42.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3082,"put_delta":0,"call_gamma":0.050522,"put_gamma":0,"call_theta":-0.0173,"put_theta":0,"call_vega":0.0598,"put_vega":0,"call_oi":172,"put_oi":0},{"strike":45.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1713,"put_delta":0,"call_gamma":0.039256,"put_gamma":0,"call_theta":-0.0115,"put_theta":0,"call_vega":0.0432,"put_vega":0,"call_oi":179,"put_oi":0}],"strikes":[28.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,45.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-13.88,"put_25d_iv":27.39,"call_25d_iv":41.27,"put_25d_strike":36.0,"call_25d_strike":39.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-2.48,"put_25d_iv":36.31,"call_25d_iv":38.78,"put_25d_strike":38.0,"call_25d_strike":42.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":1.32,"put_25d_iv":42.29,"call_25d_iv":40.98,"put_25d_strike":32.0,"call_25d_strike":42.0,"skew":"neutral"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-2.05,"put_25d_iv":37.71,"call_25d_iv":39.76,"put_25d_strike":34.0,"call_25d_strike":45.0,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":8.49,"put_25d_iv":51.27,"call_25d_iv":42.78,"put_25d_strike":25.0,"call_25d_strike":50.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":0.12,"put_25d_iv":44.2,"call_25d_iv":44.08,"put_25d_strike":30.0,"call_25d_strike":60.0,"skew":"neutral"},{"expiration":"01/19/2029","dte":840,"risk_reversal":1.0,"put_25d_iv":48.38,"call_25d_iv":47.37,"put_25d_strike":25.0,"call_25d_strike":55.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":15.0,"call_vanna":-13.0,"put_vanna":11.0,"net_vanna":-2.0,"call_oi":164,"put_oi":118},{"strike":20.0,"call_vanna":-32.0,"put_vanna":12.0,"net_vanna":-20.0,"call_oi":508,"put_oi":377},{"strike":22.0,"call_vanna":-36.0,"put_vanna":0,"net_vanna":-36.0,"call_oi":221,"put_oi":0},{"strike":23.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":114},{"strike":24.0,"call_vanna":0,"put_vanna":27.0,"net_vanna":27.0,"call_oi":0,"put_oi":160},{"strike":25.0,"call_vanna":-59.0,"put_vanna":64.0,"net_vanna":6.0,"call_oi":498,"put_oi":720},{"strike":26.0,"call_vanna":-20.0,"put_vanna":19.0,"net_vanna":-1.0,"call_oi":105,"put_oi":223},{"strike":27.0,"call_vanna":-50.0,"put_vanna":41.0,"net_vanna":-8.0,"call_oi":332,"put_oi":472},{"strike":28.0,"call_vanna":-13.0,"put_vanna":47.0,"net_vanna":34.0,"call_oi":69,"put_oi":300},{"strike":29.0,"call_vanna":-29.0,"put_vanna":0,"net_vanna":-29.0,"call_oi":220,"put_oi":0},{"strike":30.0,"call_vanna":-106.0,"put_vanna":102.0,"net_vanna":-4.0,"call_oi":981,"put_oi":1176},{"strike":31.0,"call_vanna":-54.0,"put_vanna":10.0,"net_vanna":-44.0,"call_oi":587,"put_oi":313},{"strike":32.0,"call_vanna":-62.0,"put_vanna":16.0,"net_vanna":-46.0,"call_oi":708,"put_oi":292},{"strike":33.0,"call_vanna":-28.0,"put_vanna":13.0,"net_vanna":-15.0,"call_oi":374,"put_oi":423},{"strike":34.0,"call_vanna":-36.0,"put_vanna":17.0,"net_vanna":-19.0,"call_oi":519,"put_oi":339},{"strike":35.0,"call_vanna":-77.0,"put_vanna":36.0,"net_vanna":-41.0,"call_oi":1163,"put_oi":593},{"strike":36.0,"call_vanna":-13.0,"put_vanna":3.0,"net_vanna":-10.0,"call_oi":312,"put_oi":91},{"strike":37.0,"call_vanna":-26.0,"put_vanna":1.0,"net_vanna":-25.0,"call_oi":1040,"put_oi":125},{"strike":38.0,"call_vanna":-25.0,"put_vanna":-4.0,"net_vanna":-30.0,"call_oi":738,"put_oi":891},{"strike":39.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":112,"put_oi":0},{"strike":40.0,"call_vanna":38.0,"put_vanna":-3.0,"net_vanna":35.0,"call_oi":2081,"put_oi":108},{"strike":41.0,"call_vanna":-25.0,"put_vanna":0,"net_vanna":-25.0,"call_oi":1099,"put_oi":0},{"strike":42.0,"call_vanna":478.0,"put_vanna":0,"net_vanna":478.0,"call_oi":8367,"put_oi":0},{"strike":44.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":57,"put_oi":0},{"strike":45.0,"call_vanna":74.0,"put_vanna":0,"net_vanna":74.0,"call_oi":1137,"put_oi":0},{"strike":46.0,"call_vanna":7.0,"put_vanna":-7.0,"net_vanna":1.0,"call_oi":326,"put_oi":75},{"strike":47.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":70,"put_oi":0},{"strike":48.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":63,"put_oi":0},{"strike":49.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":71,"put_oi":0},{"strike":50.0,"call_vanna":140.0,"put_vanna":-5.0,"net_vanna":135.0,"call_oi":1678,"put_oi":73},{"strike":52.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":77,"put_oi":0},{"strike":55.0,"call_vanna":35.0,"put_vanna":0,"net_vanna":35.0,"call_oi":508,"put_oi":0},{"strike":56.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":84,"put_oi":0},{"strike":60.0,"call_vanna":36.0,"put_vanna":0,"net_vanna":36.0,"call_oi":478,"put_oi":0},{"strike":65.0,"call_vanna":41.0,"put_vanna":0,"net_vanna":41.0,"call_oi":618,"put_oi":0},{"strike":70.0,"call_vanna":61.0,"put_vanna":0,"net_vanna":61.0,"call_oi":478,"put_oi":0},{"strike":75.0,"call_vanna":62.0,"put_vanna":0,"net_vanna":62.0,"call_oi":384,"put_oi":0},{"strike":80.0,"call_vanna":261.0,"put_vanna":0,"net_vanna":261.0,"call_oi":1753,"put_oi":0}],"net_vanna":970.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":30.0,"call_charm":-3969.0,"put_charm":666.0,"net_charm":-3303.0,"call_oi":71,"put_oi":139},{"strike":31.0,"call_charm":-16503.0,"put_charm":387.0,"net_charm":-16116.0,"call_oi":150,"put_oi":244},{"strike":32.0,"call_charm":0,"put_charm":789.0,"net_charm":789.0,"call_oi":0,"put_oi":119},{"strike":33.0,"call_charm":-1510.0,"put_charm":1036.0,"net_charm":-473.0,"call_oi":110,"put_oi":362},{"strike":34.0,"call_charm":-14326.0,"put_charm":827.0,"net_charm":-13499.0,"call_oi":147,"put_oi":193},{"strike":35.0,"call_charm":-14663.0,"put_charm":2947.0,"net_charm":-11716.0,"call_oi":207,"put_oi":263},{"strike":36.0,"call_charm":-6064.0,"put_charm":1227.0,"net_charm":-4836.0,"call_oi":74,"put_oi":91},{"strike":37.0,"call_charm":-37813.0,"put_charm":3940.0,"net_charm":-33873.0,"call_oi":603,"put_oi":125},{"strike":38.0,"call_charm":-6512.0,"put_charm":6129.0,"net_charm":-383.0,"call_oi":158,"put_oi":891},{"strike":39.0,"call_charm":-3468.0,"put_charm":0,"net_charm":-3468.0,"call_oi":112,"put_oi":0},{"strike":40.0,"call_charm":-5488.0,"put_charm":0,"net_charm":-5488.0,"call_oi":471,"put_oi":0},{"strike":41.0,"call_charm":-1162.0,"put_charm":0,"net_charm":-1162.0,"call_oi":110,"put_oi":0},{"strike":42.0,"call_charm":-23303.0,"put_charm":0,"net_charm":-23303.0,"call_oi":7849,"put_oi":0}],"net_charm":-116832.0,"weekend_delta_shift":-350495.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":119327.0,"put_delta":-26146.0,"net_delta":93180.0,"call_oi":2178,"put_oi":1682,"total_oi":3860,"total_volume":239,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":197477.0,"put_delta":-50450.0,"net_delta":147028.0,"call_oi":8220,"put_oi":1002,"total_oi":9222,"total_volume":32,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":87902.0,"put_delta":-13505.0,"net_delta":74397.0,"call_oi":1800,"put_oi":1198,"total_oi":2998,"total_volume":93,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":452697.0,"put_delta":-58702.0,"net_delta":393995.0,"call_oi":10416,"put_oi":2873,"total_oi":13289,"total_volume":91,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":45119.0,"put_delta":-6126.0,"net_delta":38992.0,"call_oi":820,"put_oi":286,"total_oi":1106,"total_volume":39,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":324164.0,"put_delta":-31997.0,"net_delta":292166.0,"call_oi":6426,"put_oi":1156,"total_oi":7582,"total_volume":60,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":9973.0,"put_delta":-2449.0,"net_delta":7524.0,"call_oi":161,"put_oi":172,"total_oi":333,"total_volume":76,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":37.0,"straddle_price":1.88,"straddle_pct":5.03,"implied_move":5.03,"avg_iv":33.3},{"expiration":"11/20/2026","dte":49,"strike":37.0,"straddle_price":4.2,"straddle_pct":11.28,"implied_move":11.28,"avg_iv":39.1},{"expiration":"12/18/2026","dte":77,"strike":36.0,"straddle_price":5.4,"straddle_pct":14.5,"implied_move":14.5,"avg_iv":39.6},{"expiration":"01/15/2027","dte":105,"strike":36.0,"straddle_price":6.42,"straddle_pct":17.25,"implied_move":17.25,"avg_iv":40.6},{"expiration":"03/19/2027","dte":168,"strike":37.0,"straddle_price":8.3,"straddle_pct":22.28,"implied_move":22.28,"avg_iv":41.8},{"expiration":"01/21/2028","dte":476,"strike":38.0,"straddle_price":14.85,"straddle_pct":39.87,"implied_move":39.87,"avg_iv":45.0}],"volume_profile":{"profile":[{"strike":15.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":168,"put_oi":123,"total_oi":291,"bias":"bullish"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":3,"total_oi":8,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":29,"total_oi":34,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":3,"total_oi":20,"bias":"neutral"},{"strike":20.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":510,"put_oi":413,"total_oi":923,"bias":"bullish"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":8,"total_oi":15,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":244,"put_oi":10,"total_oi":254,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":135,"total_oi":140,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":186,"total_oi":200,"bias":"neutral"},{"strike":25.0,"call_volume":2,"put_volume":50,"total_volume":52,"call_oi":511,"put_oi":721,"total_oi":1232,"bias":"bearish"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":140,"put_oi":267,"total_oi":407,"bias":"neutral"},{"strike":27.0,"call_volume":4,"put_volume":60,"total_volume":64,"call_oi":368,"put_oi":582,"total_oi":950,"bias":"bearish"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":193,"put_oi":328,"total_oi":521,"bias":"neutral"},{"strike":29.0,"call_volume":21,"put_volume":0,"total_volume":21,"call_oi":340,"put_oi":90,"total_oi":430,"bias":"bullish"},{"strike":30.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":1033,"put_oi":1220,"total_oi":2253,"bias":"bullish"},{"strike":31.0,"call_volume":6,"put_volume":11,"total_volume":17,"call_oi":637,"put_oi":340,"total_oi":977,"bias":"bearish"},{"strike":32.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":839,"put_oi":332,"total_oi":1171,"bias":"bullish"},{"strike":33.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":445,"put_oi":468,"total_oi":913,"bias":"bearish"},{"strike":34.0,"call_volume":2,"put_volume":1,"total_volume":3,"call_oi":593,"put_oi":359,"total_oi":952,"bias":"bullish"},{"strike":35.0,"call_volume":22,"put_volume":94,"total_volume":116,"call_oi":1175,"put_oi":698,"total_oi":1873,"bias":"bearish"},{"strike":36.0,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":391,"put_oi":204,"total_oi":595,"bias":"bearish"},{"strike":37.0,"call_volume":13,"put_volume":21,"total_volume":34,"call_oi":1146,"put_oi":204,"total_oi":1350,"bias":"bearish"},{"strike":38.0,"call_volume":111,"put_volume":25,"total_volume":136,"call_oi":833,"put_oi":963,"total_oi":1796,"bias":"bullish"},{"strike":39.0,"call_volume":15,"put_volume":0,"total_volume":15,"call_oi":257,"put_oi":35,"total_oi":292,"bias":"bullish"},{"strike":40.0,"call_volume":40,"put_volume":3,"total_volume":43,"call_oi":2082,"put_oi":239,"total_oi":2321,"bias":"bullish"},{"strike":41.0,"call_volume":41,"put_volume":0,"total_volume":41,"call_oi":1110,"put_oi":17,"total_oi":1127,"bias":"bullish"},{"strike":42.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":8367,"put_oi":47,"total_oi":8414,"bias":"bullish"},{"strike":43.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":78,"put_oi":1,"total_oi":79,"bias":"bullish"},{"strike":44.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":107,"put_oi":2,"total_oi":109,"bias":"bullish"},{"strike":45.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":1177,"put_oi":34,"total_oi":1211,"bias":"bullish"},{"strike":46.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":370,"put_oi":75,"total_oi":445,"bias":"bullish"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":83,"put_oi":31,"total_oi":114,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":103,"put_oi":2,"total_oi":105,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":93,"put_oi":46,"total_oi":139,"bias":"neutral"},{"strike":50.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":1691,"put_oi":93,"total_oi":1784,"bias":"bullish"},{"strike":51.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":82,"put_oi":31,"total_oi":113,"bias":"neutral"},{"strike":52.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":94,"put_oi":30,"total_oi":124,"bias":"neutral"},{"strike":53.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":0,"total_oi":49,"bias":"neutral"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":0,"total_oi":35,"bias":"neutral"},{"strike":55.0,"call_volume":24,"put_volume":1,"total_volume":25,"call_oi":561,"put_oi":0,"total_oi":561,"bias":"bullish"},{"strike":56.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":123,"put_oi":0,"total_oi":123,"bias":"neutral"},{"strike":57.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":0,"total_oi":25,"bias":"neutral"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":0,"total_oi":27,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":478,"put_oi":0,"total_oi":478,"bias":"neutral"},{"strike":61.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":62.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":63.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":64.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":658,"put_oi":0,"total_oi":658,"bias":"neutral"},{"strike":66.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":69.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":478,"put_oi":0,"total_oi":478,"bias":"neutral"},{"strike":71.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":72.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":74.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":384,"put_oi":0,"total_oi":384,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1753,"put_oi":0,"total_oi":1753,"bias":"neutral"}],"underlying_price":37.25,"peak_call_strike":38.0,"peak_put_strike":35.0,"total_call_volume":351,"total_put_volume":280,"volume_pc_ratio":0.798},"iv_contours":{"x":[0.72,0.75,0.78,0.81,0.83,0.86,0.89,0.91,0.94,0.97,0.99,1.02,1.05,1.07,1.1,1.13,1.15,1.18,1.21,1.24,1.26,1.29],"y":[14,49,77,105,168],"z":[[117.45,120.23,107.31,76.44,72.66,71.33,45.13,48.83,39.12,36.21,33.28,33.01,41.27,31.91,45.17,null,null,null,null,null,null,null],[null,null,null,52.28,null,null,50.27,null,39.84,38.22,39.09,37.59,null,36.95,41.24,38.78,39.23,45.36,47.02,null,null,null],[59.14,55.05,52.25,49.27,48.17,46.25,43.95,47.4,42.03,39.61,44.71,38.21,40.55,39.12,40.75,40.98,null,null,38.11,null,null,null],[66.81,51.67,46.98,48.16,47.11,44.66,43.94,41.92,41.59,40.59,45.18,42.72,38.47,40.32,36.6,41.34,41.89,42.24,39.76,39.07,43.38,43.01],[48.24,null,50.38,46.2,47.97,null,46.91,46.71,39.86,42.09,41.79,42.51,null,42.24,null,null,null,null,42.09,null,null,null]],"levels":[31.9,40.7,49.6,58.4,67.2,76.1,84.9,93.7,102.6,111.4,120.2],"min_iv":31.9,"max_iv":120.2},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":37.0,"atm_iv":38.14,"otm_strike":39.0,"otm_iv":41.27,"itm_strike":35.0,"itm_iv":41.05,"iv_butterfly":6.04,"price_butterfly":0.7,"convexity":"high_convexity"},{"expiration":"11/20/2026","dte":49,"atm_strike":37.0,"atm_iv":41.38,"otm_strike":40.0,"otm_iv":39.26,"itm_strike":35.0,"itm_iv":42.58,"iv_butterfly":-0.93,"price_butterfly":-0.1,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":37.0,"atm_iv":44.71,"otm_strike":39.0,"otm_iv":40.55,"itm_strike":35.0,"itm_iv":47.52,"iv_butterfly":-1.35,"price_butterfly":0.1,"convexity":"inverted"},{"expiration":"01/15/2027","dte":105,"atm_strike":37.0,"atm_iv":45.18,"otm_strike":39.0,"otm_iv":38.47,"itm_strike":35.0,"itm_iv":43.18,"iv_butterfly":-8.71,"price_butterfly":-0.5,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":37.0,"atm_iv":44.54,"otm_strike":40.0,"otm_iv":42.24,"itm_strike":35.0,"itm_iv":40.69,"iv_butterfly":-6.14,"price_butterfly":-0.82,"convexity":"inverted"},{"expiration":"01/21/2028","dte":476,"atm_strike":37.0,"atm_iv":46.01,"otm_strike":39.0,"otm_iv":46.01,"itm_strike":35.0,"itm_iv":46.16,"iv_butterfly":0.15,"price_butterfly":0.1,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":69.04},{"date":"2026-09-15","iv":77.39},{"date":"2026-09-16","iv":74.99},{"date":"2026-09-17","iv":59.32},{"date":"2026-09-18","iv":56.14},{"date":"2026-09-21","iv":53.09},{"date":"2026-09-22","iv":48.4},{"date":"2026-09-23","iv":53.9},{"date":"2026-09-24","iv":49.9},{"date":"2026-09-25","iv":50.3},{"date":"2026-09-28","iv":55.1},{"date":"2026-09-29","iv":51.7},{"date":"2026-09-30","iv":53.3},{"date":"2026-10-01","iv":48.6},{"date":"2026-10-02","iv":53.9}]}}