{"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":"CHPT","summary":{"name":"CHPT","price":9.29,"total_oi":32143,"call_oi":18314,"put_oi":13829,"pc_ratio":0.755,"net_gex":58523.71,"avg_iv":174.3,"iv_rank":100.0,"iv_52w_high":174.3,"iv_52w_low":98.9,"gamma_flip":11.47,"max_pain":9.0},"features":{"symbol":"CHPT","price":9.29,"total_oi":32143,"analysis_coverage":1.0,"avg_iv_pct":174.3,"iv_rank":100.0,"iv_52w_high_pct":174.3,"iv_52w_low_pct":98.9,"front_dte":14,"front_atm_iv_pct":81.7474,"back_atm_iv_pct":86.9276,"term_premium_pp":-5.1802,"expected_move_front_pct":16.01,"straddle_front_pct":12.38,"straddle_30d_pct":12.38,"risk_reversal_front_pp":5.16,"risk_reversal_30d_pp":5.16,"butterfly_front_pp":10.32,"butterfly_30d_pp":10.32,"put_call_oi_ratio":0.755,"put_call_oi_front_ratio":1.088,"put_call_volume_front_ratio":0.186,"option_volume":2227,"volume_oi_ratio":0.069284,"net_delta_normalized":0.121658,"dealer_delta_normalized":-0.121279,"gex_per_100k_oi":182072.955231,"vanna_per_100k_oi":3241.76337,"charm_per_100k_oi":248449.118004,"weekend_delta_shift_per_100k_oi":745350.465109,"iv_surface_range_pp":60.8,"gamma_flip_distance_pct":23.466093,"max_pain_distance_pct":-3.121636,"peak_call_distance_pct":7.642626,"peak_put_distance_pct":-3.121636},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.24,"put_gex":0.0,"net_gex":0.24,"call_oi":2,"put_oi":0},{"strike":2.0,"call_gex":0.5,"put_gex":-0.5,"net_gex":0.0,"call_oi":1,"put_oi":38},{"strike":3.0,"call_gex":71.45,"put_gex":-425.47,"net_gex":-354.03,"call_oi":96,"put_oi":987},{"strike":4.0,"call_gex":86.42,"put_gex":-812.6,"net_gex":-726.18,"call_oi":57,"put_oi":876},{"strike":5.0,"call_gex":1180.1,"put_gex":-3502.74,"net_gex":-2322.64,"call_oi":558,"put_oi":1852},{"strike":6.0,"call_gex":413.68,"put_gex":-8517.12,"net_gex":-8103.44,"call_oi":213,"put_oi":3122},{"strike":7.0,"call_gex":1424.74,"put_gex":-8017.76,"net_gex":-6593.02,"call_oi":236,"put_oi":1378},{"strike":8.0,"call_gex":10674.53,"put_gex":-15617.02,"net_gex":-4942.5,"call_oi":1444,"put_oi":1845},{"strike":9.0,"call_gex":16062.99,"put_gex":-21881.94,"net_gex":-5818.94,"call_oi":1080,"put_oi":1174},{"strike":10.0,"call_gex":22834.08,"put_gex":-21519.52,"net_gex":1314.56,"call_oi":1827,"put_oi":2126},{"strike":11.0,"call_gex":18852.43,"put_gex":-2780.03,"net_gex":16072.4,"call_oi":1673,"put_oi":282},{"strike":12.0,"call_gex":24600.7,"put_gex":-440.15,"net_gex":24160.55,"call_oi":2994,"put_oi":80},{"strike":13.0,"call_gex":20742.0,"put_gex":-78.85,"net_gex":20663.15,"call_oi":2996,"put_oi":16},{"strike":14.0,"call_gex":1781.88,"put_gex":0.0,"net_gex":1781.88,"call_oi":342,"put_oi":0},{"strike":15.0,"call_gex":12682.4,"put_gex":-167.58,"net_gex":12514.82,"call_oi":2284,"put_oi":38},{"strike":16.0,"call_gex":5628.73,"put_gex":-15.13,"net_gex":5613.59,"call_oi":1051,"put_oi":4},{"strike":17.0,"call_gex":136.86,"put_gex":0.0,"net_gex":136.86,"call_oi":34,"put_oi":0},{"strike":18.0,"call_gex":493.27,"put_gex":0.0,"net_gex":493.27,"call_oi":138,"put_oi":0},{"strike":20.0,"call_gex":4672.34,"put_gex":-39.19,"net_gex":4633.15,"call_oi":1288,"put_oi":11}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":82060.0,"total_value":82060.0},{"strike":2.0,"call_value":2.0,"put_value":68231.0,"total_value":68233.0},{"strike":3.0,"call_value":5.0,"put_value":54440.0,"total_value":54445.0},{"strike":4.0,"call_value":104.0,"put_value":41636.0,"total_value":41740.0},{"strike":5.0,"call_value":260.0,"put_value":29708.0,"total_value":29968.0},{"strike":6.0,"call_value":974.0,"put_value":19632.0,"total_value":20606.0},{"strike":7.0,"call_value":1901.0,"put_value":12678.0,"total_value":14579.0},{"strike":8.0,"call_value":3064.0,"put_value":7102.0,"total_value":10166.0},{"strike":9.0,"call_value":5671.0,"put_value":3371.0,"total_value":9042.0},{"strike":10.0,"call_value":9358.0,"put_value":814.0,"total_value":10172.0},{"strike":11.0,"call_value":14872.0,"put_value":383.0,"total_value":15255.0},{"strike":12.0,"call_value":22059.0,"put_value":234.0,"total_value":22293.0},{"strike":13.0,"call_value":32240.0,"put_value":165.0,"total_value":32405.0},{"strike":14.0,"call_value":45417.0,"put_value":112.0,"total_value":45529.0},{"strike":15.0,"call_value":58936.0,"put_value":59.0,"total_value":58995.0},{"strike":16.0,"call_value":74739.0,"put_value":44.0,"total_value":74783.0},{"strike":17.0,"call_value":91593.0,"put_value":33.0,"total_value":91626.0},{"strike":18.0,"call_value":108481.0,"put_value":22.0,"total_value":108503.0},{"strike":20.0,"call_value":142533.0,"put_value":0,"total_value":142533.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":222.7,"strike":6.71},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":123.5,"strike":6.25},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":200.5,"strike":4.93},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":81.8,"strike":9.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":86.9,"strike":9.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":88.9,"strike":9.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"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":105.2,"strike":10.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":92.0,"strike":10.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":87.0,"strike":10.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":122.7,"strike":13.2},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":118.2,"strike":13.82},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":95.3,"strike":14.3}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.9792,"contract_count":4,"total_oi":2299},{"expiration":"11/20/2026","dte":49,"iv":0.2795,"contract_count":4,"total_oi":1846},{"expiration":"01/15/2027","dte":105,"iv":0.0196,"contract_count":4,"total_oi":1300},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":4,"total_oi":184},{"expiration":"05/21/2027","dte":231,"iv":1.0,"contract_count":4,"total_oi":311},{"expiration":"01/21/2028","dte":476,"iv":0.2546,"contract_count":2,"total_oi":267}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":16.01,"expected_move_2std":32.03,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":31.85,"expected_move_2std":63.69,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":47.69,"expected_move_2std":95.39,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":53.47,"expected_move_2std":106.95,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":77.93,"expected_move_2std":155.85,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4640,"put_oi":5048,"total_oi":9688,"pc_ratio":1.088,"pc_ratio_volume":0.186,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":2503,"put_oi":3545,"total_oi":6048,"pc_ratio":1.416,"pc_ratio_volume":1.114,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":7006,"put_oi":3169,"total_oi":10175,"pc_ratio":0.452,"pc_ratio_volume":0.037,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":2176,"put_oi":470,"total_oi":2646,"pc_ratio":0.216,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":354,"put_oi":392,"total_oi":746,"pc_ratio":1.107,"pc_ratio_volume":0.615,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":1635,"put_oi":1205,"total_oi":2840,"pc_ratio":0.737,"pc_ratio_volume":4.417,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":197.0,"put_delta_oi":0,"dealer_delta":-197.0,"call_oi":2,"put_oi":0},{"strike":2.0,"call_delta_oi":96.0,"put_delta_oi":-8.0,"dealer_delta":-88.0,"call_oi":1,"put_oi":38},{"strike":3.0,"call_delta_oi":9037.0,"put_delta_oi":-4321.0,"dealer_delta":-4716.0,"call_oi":96,"put_oi":987},{"strike":4.0,"call_delta_oi":5237.0,"put_delta_oi":-7163.0,"dealer_delta":1926.0,"call_oi":57,"put_oi":876},{"strike":5.0,"call_delta_oi":49391.0,"put_delta_oi":-19662.0,"dealer_delta":-29729.0,"call_oi":558,"put_oi":1852},{"strike":6.0,"call_delta_oi":9757.0,"put_delta_oi":-48956.0,"dealer_delta":39199.0,"call_oi":113,"put_oi":3122},{"strike":7.0,"call_delta_oi":19944.0,"put_delta_oi":-22240.0,"dealer_delta":2296.0,"call_oi":236,"put_oi":1378},{"strike":8.0,"call_delta_oi":107203.0,"put_delta_oi":-44458.0,"dealer_delta":-62746.0,"call_oi":1444,"put_oi":1845},{"strike":9.0,"call_delta_oi":67060.0,"put_delta_oi":-45316.0,"dealer_delta":-21744.0,"call_oi":1080,"put_oi":1174},{"strike":10.0,"call_delta_oi":88034.0,"put_delta_oi":-103496.0,"dealer_delta":15462.0,"call_oi":1827,"put_oi":2126},{"strike":11.0,"call_delta_oi":56097.0,"put_delta_oi":-17225.0,"dealer_delta":-38873.0,"call_oi":1673,"put_oi":282},{"strike":12.0,"call_delta_oi":69000.0,"put_delta_oi":-4248.0,"dealer_delta":-64752.0,"call_oi":2994,"put_oi":80},{"strike":13.0,"call_delta_oi":98151.0,"put_delta_oi":-1485.0,"dealer_delta":-96666.0,"call_oi":2996,"put_oi":16},{"strike":14.0,"call_delta_oi":8483.0,"put_delta_oi":0,"dealer_delta":-8483.0,"call_oi":342,"put_oi":0},{"strike":15.0,"call_delta_oi":65247.0,"put_delta_oi":-2271.0,"dealer_delta":-62977.0,"call_oi":2284,"put_oi":38},{"strike":16.0,"call_delta_oi":24346.0,"put_delta_oi":-339.0,"dealer_delta":-24007.0,"call_oi":1051,"put_oi":4},{"strike":17.0,"call_delta_oi":1316.0,"put_delta_oi":0,"dealer_delta":-1316.0,"call_oi":34,"put_oi":0},{"strike":18.0,"call_delta_oi":6205.0,"put_delta_oi":0,"dealer_delta":-6205.0,"call_oi":138,"put_oi":0},{"strike":20.0,"call_delta_oi":27086.0,"put_delta_oi":-874.0,"dealer_delta":-26212.0,"call_oi":1288,"put_oi":11}],"net_dealer_delta":-389828.0,"total_call_delta":711889.0,"total_put_delta":-322061.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":9.289999961853027,"strikes":[{"strike":5.0,"moneyness":0.5382,"type":"call","iv":1.4119,"delta":0.8878,"oi":153},{"strike":5.0,"moneyness":0.5382,"type":"put","iv":1.0284,"delta":-0.0771,"oi":445},{"strike":6.0,"moneyness":0.6459,"type":"put","iv":2.2394,"delta":-0.1651,"oi":294},{"strike":7.0,"moneyness":0.7535,"type":"call","iv":0.8456,"delta":0.8104,"oi":119},{"strike":7.0,"moneyness":0.7535,"type":"put","iv":0.9003,"delta":-0.1964,"oi":233},{"strike":8.0,"moneyness":0.8611,"type":"call","iv":0.8913,"delta":0.7182,"oi":595},{"strike":8.0,"moneyness":0.8611,"type":"put","iv":0.9725,"delta":-0.284,"oi":540},{"strike":9.0,"moneyness":0.9688,"type":"call","iv":0.8563,"delta":0.6272,"oi":227},{"strike":9.0,"moneyness":0.9688,"type":"put","iv":0.9221,"delta":-0.3688,"oi":116},{"strike":10.0,"moneyness":1.0764,"type":"call","iv":0.8673,"delta":0.5393,"oi":653},{"strike":10.0,"moneyness":1.0764,"type":"put","iv":0.8726,"delta":-0.4599,"oi":304},{"strike":11.0,"moneyness":1.1841,"type":"put","iv":0.9755,"delta":-0.5163,"oi":129},{"strike":12.0,"moneyness":1.2917,"type":"call","iv":1.0058,"delta":0.4263,"oi":158},{"strike":13.0,"moneyness":1.3994,"type":"call","iv":0.9573,"delta":0.3526,"oi":2467},{"strike":15.0,"moneyness":1.6146,"type":"call","iv":0.9727,"delta":0.2611,"oi":1545},{"strike":20.0,"moneyness":2.1529,"type":"call","iv":0.9992,"delta":0.1254,"oi":893}]},{"expiration":"01/21/2028","underlying_price":9.289999961853027,"strikes":[{"strike":3.0,"moneyness":0.3229,"type":"put","iv":0.8786,"delta":-0.0461,"oi":156},{"strike":5.0,"moneyness":0.5382,"type":"put","iv":0.9482,"delta":-0.1221,"oi":568},{"strike":5.0,"moneyness":0.5382,"type":"call","iv":0.8855,"delta":0.8796,"oi":266},{"strike":8.0,"moneyness":0.8611,"type":"put","iv":0.9286,"delta":-0.2348,"oi":293},{"strike":8.0,"moneyness":0.8611,"type":"call","iv":0.8314,"delta":0.7549,"oi":214},{"strike":10.0,"moneyness":1.0764,"type":"put","iv":0.9635,"delta":-0.297,"oi":119},{"strike":10.0,"moneyness":1.0764,"type":"call","iv":0.8226,"delta":0.6735,"oi":148},{"strike":12.0,"moneyness":1.2917,"type":"call","iv":0.8414,"delta":0.6067,"oi":244},{"strike":15.0,"moneyness":1.6146,"type":"call","iv":0.787,"delta":0.4907,"oi":288},{"strike":20.0,"moneyness":2.1529,"type":"call","iv":0.8508,"delta":0.4021,"oi":395}]},{"expiration":"02/19/2027","underlying_price":9.289999961853027,"strikes":[{"strike":4.0,"moneyness":0.4306,"type":"put","iv":1.1104,"delta":-0.0553,"oi":117},{"strike":7.0,"moneyness":0.7535,"type":"put","iv":0.8008,"delta":-0.1969,"oi":191},{"strike":8.0,"moneyness":0.8611,"type":"call","iv":0.9945,"delta":0.718,"oi":147},{"strike":9.0,"moneyness":0.9688,"type":"call","iv":0.9777,"delta":0.6484,"oi":114},{"strike":11.0,"moneyness":1.1841,"type":"call","iv":0.894,"delta":0.4996,"oi":171},{"strike":12.0,"moneyness":1.2917,"type":"call","iv":1.0411,"delta":0.4793,"oi":169},{"strike":14.0,"moneyness":1.507,"type":"call","iv":1.0219,"delta":0.3785,"oi":175},{"strike":15.0,"moneyness":1.6146,"type":"call","iv":1.0254,"delta":0.339,"oi":190},{"strike":16.0,"moneyness":1.7223,"type":"call","iv":0.8577,"delta":0.2321,"oi":1040}]},{"expiration":"05/21/2027","underlying_price":9.289999961853027,"strikes":[{"strike":10.0,"moneyness":1.0764,"type":"put","iv":0.9327,"delta":-0.3795,"oi":299},{"strike":11.0,"moneyness":1.1841,"type":"call","iv":0.9574,"delta":0.5765,"oi":113},{"strike":12.0,"moneyness":1.2917,"type":"call","iv":0.952,"delta":0.5297,"oi":200}]},{"expiration":"10/16/2026","underlying_price":9.289999961853027,"strikes":[{"strike":7.0,"moneyness":0.7535,"type":"put","iv":1.0316,"delta":-0.0595,"oi":228},{"strike":8.0,"moneyness":0.8611,"type":"put","iv":1.0109,"delta":-0.1876,"oi":563},{"strike":8.0,"moneyness":0.8611,"type":"call","iv":0.8961,"delta":0.8358,"oi":155},{"strike":9.0,"moneyness":0.9688,"type":"put","iv":0.8577,"delta":-0.3874,"oi":858},{"strike":9.0,"moneyness":0.9688,"type":"call","iv":0.7777,"delta":0.6178,"oi":414},{"strike":10.0,"moneyness":1.0764,"type":"put","iv":1.2222,"delta":-0.5782,"oi":431},{"strike":10.0,"moneyness":1.0764,"type":"call","iv":0.8809,"delta":0.3629,"oi":596},{"strike":11.0,"moneyness":1.1841,"type":"call","iv":0.9593,"delta":0.202,"oi":615},{"strike":12.0,"moneyness":1.2917,"type":"call","iv":1.0554,"delta":0.1194,"oi":2089},{"strike":13.0,"moneyness":1.3994,"type":"call","iv":1.6059,"delta":0.1705,"oi":239},{"strike":15.0,"moneyness":1.6146,"type":"call","iv":2.1441,"delta":0.164,"oi":216}]},{"expiration":"11/20/2026","underlying_price":9.289999961853027,"strikes":[{"strike":5.0,"moneyness":0.5382,"type":"put","iv":1.5994,"delta":-0.0857,"oi":279},{"strike":6.0,"moneyness":0.6459,"type":"put","iv":0.9069,"delta":-0.0654,"oi":463},{"strike":7.0,"moneyness":0.7535,"type":"put","iv":1.0593,"delta":-0.1727,"oi":725},{"strike":8.0,"moneyness":0.8611,"type":"call","iv":0.8472,"delta":0.7449,"oi":333},{"strike":8.0,"moneyness":0.8611,"type":"put","iv":0.879,"delta":-0.2592,"oi":424},{"strike":9.0,"moneyness":0.9688,"type":"call","iv":0.8537,"delta":0.6085,"oi":315},{"strike":9.0,"moneyness":0.9688,"type":"put","iv":0.8847,"delta":-0.391,"oi":194},{"strike":10.0,"moneyness":1.0764,"type":"call","iv":0.9028,"delta":0.4824,"oi":384},{"strike":10.0,"moneyness":1.0764,"type":"put","iv":0.9368,"delta":-0.5122,"oi":953},{"strike":11.0,"moneyness":1.1841,"type":"call","iv":0.8637,"delta":0.3576,"oi":703},{"strike":12.0,"moneyness":1.2917,"type":"call","iv":0.9361,"delta":0.2851,"oi":134},{"strike":13.0,"moneyness":1.3994,"type":"call","iv":0.9882,"delta":0.2288,"oi":266}]}],"greeks_heatmap":{"data":[{"strike":7.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0595,"call_gamma":0,"put_gamma":0.065447,"call_theta":0,"put_theta":-0.0082,"call_vega":0,"put_vega":0.0021,"call_oi":0,"put_oi":228},{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8358,"put_delta":-0.1876,"call_gamma":0.157479,"put_gamma":0.151892,"call_theta":-0.0157,"put_theta":-0.0181,"call_vega":0.0043,"put_vega":0.0047,"call_oi":155,"put_oi":563},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6178,"put_delta":-0.3874,"call_gamma":0.279737,"put_gamma":0.254653,"call_theta":-0.0206,"put_theta":-0.0217,"call_vega":0.0067,"put_vega":0.0067,"call_oi":414,"put_oi":858},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3629,"put_delta":-0.5782,"call_gamma":0.242903,"put_gamma":0.182587,"call_theta":-0.0226,"put_theta":-0.0315,"call_vega":0.0066,"put_vega":0.0069,"call_oi":596,"put_oi":431},{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0.202,"put_delta":-0.767,"call_gamma":0.167473,"put_gamma":0.163172,"call_theta":-0.0184,"put_theta":-0.021,"call_vega":0.0049,"put_vega":0.0054,"call_oi":615,"put_oi":67},{"strike":12.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1194,"put_delta":0,"call_gamma":0.107735,"put_gamma":0,"call_theta":-0.0143,"put_theta":0,"call_vega":0.0035,"put_vega":0,"call_oi":2089,"put_oi":0},{"strike":7.0,"dte":49,"expiration":"11/20/2026","call_delta":0.9006,"put_delta":-0.1727,"call_gamma":0.075639,"put_gamma":0.071637,"call_theta":-0.0049,"put_theta":-0.0093,"call_vega":0.0059,"put_vega":0.0086,"call_oi":77,"put_oi":725},{"strike":8.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7449,"put_delta":-0.2592,"call_gamma":0.112538,"put_gamma":0.109351,"call_theta":-0.0101,"put_theta":-0.0096,"call_vega":0.0108,"put_vega":0.0109,"call_oi":333,"put_oi":424},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6085,"put_delta":-0.391,"call_gamma":0.133559,"put_gamma":0.128823,"call_theta":-0.012,"put_theta":-0.0114,"call_vega":0.0129,"put_vega":0.0129,"call_oi":315,"put_oi":194},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4824,"put_delta":-0.5122,"call_gamma":0.131045,"put_gamma":0.126346,"call_theta":-0.013,"put_theta":-0.0124,"call_vega":0.0134,"put_vega":0.0134,"call_oi":384,"put_oi":953},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3576,"put_delta":-0.6309,"call_gamma":0.128266,"put_gamma":0.123835,"call_theta":-0.0116,"put_theta":-0.011,"call_vega":0.0126,"put_vega":0.0127,"call_oi":703,"put_oi":86},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2851,"put_delta":0,"call_gamma":0.107668,"put_gamma":0,"call_theta":-0.0114,"put_theta":0,"call_vega":0.0114,"put_vega":0,"call_oi":134,"put_oi":0}],"strikes":[7.0,8.0,9.0,10.0,11.0,12.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":5.16,"put_25d_iv":101.09,"call_25d_iv":95.93,"put_25d_strike":8.0,"call_25d_strike":11.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-10.92,"put_25d_iv":87.9,"call_25d_iv":98.82,"put_25d_strike":8.0,"call_25d_strike":13.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-0.02,"put_25d_iv":97.25,"call_25d_iv":97.27,"put_25d_strike":8.0,"call_25d_strike":15.0,"skew":"neutral"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-5.69,"put_25d_iv":80.08,"call_25d_iv":85.77,"put_25d_strike":7.0,"call_25d_strike":16.0,"skew":"call_skew"},{"expiration":"05/21/2027","dte":231,"risk_reversal":-1.93,"put_25d_iv":93.27,"call_25d_iv":95.2,"put_25d_strike":10.0,"call_25d_strike":12.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":7.79,"put_25d_iv":92.86,"call_25d_iv":85.08,"put_25d_strike":8.0,"call_25d_strike":20.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":3.0,"call_vanna":-7.0,"put_vanna":52.0,"net_vanna":44.0,"call_oi":61,"put_oi":965},{"strike":4.0,"call_vanna":0,"put_vanna":52.0,"net_vanna":52.0,"call_oi":0,"put_oi":876},{"strike":5.0,"call_vanna":-58.0,"put_vanna":161.0,"net_vanna":103.0,"call_oi":419,"put_oi":1849},{"strike":6.0,"call_vanna":-4.0,"put_vanna":118.0,"net_vanna":114.0,"call_oi":53,"put_oi":3079},{"strike":7.0,"call_vanna":-15.0,"put_vanna":89.0,"net_vanna":75.0,"call_oi":196,"put_oi":1377},{"strike":8.0,"call_vanna":-123.0,"put_vanna":139.0,"net_vanna":15.0,"call_oi":1444,"put_oi":1820},{"strike":9.0,"call_vanna":-36.0,"put_vanna":26.0,"net_vanna":-10.0,"call_oi":1070,"put_oi":1168},{"strike":10.0,"call_vanna":-18.0,"put_vanna":38.0,"net_vanna":19.0,"call_oi":1781,"put_oi":2106},{"strike":11.0,"call_vanna":42.0,"put_vanna":-6.0,"net_vanna":36.0,"call_oi":1673,"put_oi":282},{"strike":12.0,"call_vanna":47.0,"put_vanna":0,"net_vanna":47.0,"call_oi":2994,"put_oi":0},{"strike":13.0,"call_vanna":168.0,"put_vanna":0,"net_vanna":168.0,"call_oi":2972,"put_oi":0},{"strike":14.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":327,"put_oi":0},{"strike":15.0,"call_vanna":151.0,"put_vanna":0,"net_vanna":151.0,"call_oi":2239,"put_oi":0},{"strike":16.0,"call_vanna":105.0,"put_vanna":0,"net_vanna":105.0,"call_oi":1040,"put_oi":0},{"strike":18.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":113,"put_oi":0},{"strike":20.0,"call_vanna":108.0,"put_vanna":0,"net_vanna":108.0,"call_oi":1288,"put_oi":0}],"net_vanna":1042.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":4.0,"call_charm":0,"put_charm":1887.0,"net_charm":1887.0,"call_oi":0,"put_oi":423},{"strike":5.0,"call_charm":0,"put_charm":17255.0,"net_charm":17255.0,"call_oi":0,"put_oi":776},{"strike":6.0,"call_charm":0,"put_charm":87519.0,"net_charm":87519.0,"call_oi":0,"put_oi":2785},{"strike":7.0,"call_charm":-253.0,"put_charm":1154.0,"net_charm":901.0,"call_oi":77,"put_oi":953},{"strike":8.0,"call_charm":-7172.0,"put_charm":5780.0,"net_charm":-1392.0,"call_oi":488,"put_oi":987},{"strike":9.0,"call_charm":-15445.0,"put_charm":19425.0,"net_charm":3980.0,"call_oi":729,"put_oi":1052},{"strike":10.0,"call_charm":-14562.0,"put_charm":24943.0,"net_charm":10381.0,"call_oi":980,"put_oi":1384},{"strike":11.0,"call_charm":-8145.0,"put_charm":3258.0,"net_charm":-4886.0,"call_oi":1318,"put_oi":153},{"strike":12.0,"call_charm":-9628.0,"put_charm":0,"net_charm":-9628.0,"call_oi":2223,"put_oi":0},{"strike":13.0,"call_charm":-3419.0,"put_charm":0,"net_charm":-3419.0,"call_oi":505,"put_oi":0},{"strike":14.0,"call_charm":-115.0,"put_charm":0,"net_charm":-115.0,"call_oi":152,"put_oi":0},{"strike":15.0,"call_charm":-3317.0,"put_charm":0,"net_charm":-3317.0,"call_oi":216,"put_oi":0},{"strike":18.0,"call_charm":-19307.0,"put_charm":0,"net_charm":-19307.0,"call_oi":113,"put_oi":0}],"net_charm":79859.0,"weekend_delta_shift":239578.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":120513.0,"put_delta":-124448.0,"net_delta":-3934.0,"call_oi":4640,"put_oi":5048,"total_oi":9688,"total_volume":1368,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":111183.0,"put_delta":-94337.0,"net_delta":16846.0,"call_oi":2403,"put_oi":3545,"total_oi":5948,"total_volume":290,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":274574.0,"put_delta":-61786.0,"net_delta":212787.0,"call_oi":7006,"put_oi":3169,"total_oi":10175,"total_volume":475,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":84551.0,"put_delta":-7928.0,"net_delta":76623.0,"call_oi":2176,"put_oi":470,"total_oi":2646,"total_volume":1,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":20036.0,"put_delta":-12437.0,"net_delta":7598.0,"call_oi":354,"put_oi":392,"total_oi":746,"total_volume":21,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":101033.0,"put_delta":-21125.0,"net_delta":79908.0,"call_oi":1635,"put_oi":1205,"total_oi":2840,"total_volume":65,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":9.0,"straddle_price":1.15,"straddle_pct":12.38,"implied_move":12.38,"avg_iv":81.8},{"expiration":"11/20/2026","dte":49,"strike":9.0,"straddle_price":2.3,"straddle_pct":24.76,"implied_move":24.76,"avg_iv":86.9},{"expiration":"01/15/2027","dte":105,"strike":9.0,"straddle_price":3.42,"straddle_pct":36.87,"implied_move":36.87,"avg_iv":88.9}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"bullish"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":38,"total_oi":39,"bias":"neutral"},{"strike":3.0,"call_volume":1,"put_volume":51,"total_volume":52,"call_oi":96,"put_oi":987,"total_oi":1083,"bias":"bearish"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":57,"put_oi":876,"total_oi":933,"bias":"neutral"},{"strike":5.0,"call_volume":3,"put_volume":2,"total_volume":5,"call_oi":558,"put_oi":1852,"total_oi":2410,"bias":"neutral"},{"strike":6.0,"call_volume":7,"put_volume":44,"total_volume":51,"call_oi":213,"put_oi":3122,"total_oi":3335,"bias":"bearish"},{"strike":7.0,"call_volume":7,"put_volume":1,"total_volume":8,"call_oi":236,"put_oi":1378,"total_oi":1614,"bias":"bullish"},{"strike":8.0,"call_volume":84,"put_volume":97,"total_volume":181,"call_oi":1444,"put_oi":1845,"total_oi":3289,"bias":"neutral"},{"strike":9.0,"call_volume":208,"put_volume":164,"total_volume":372,"call_oi":1080,"put_oi":1174,"total_oi":2254,"bias":"neutral"},{"strike":10.0,"call_volume":520,"put_volume":59,"total_volume":579,"call_oi":1827,"put_oi":2126,"total_oi":3953,"bias":"bullish"},{"strike":11.0,"call_volume":220,"put_volume":19,"total_volume":239,"call_oi":1673,"put_oi":282,"total_oi":1955,"bias":"bullish"},{"strike":12.0,"call_volume":341,"put_volume":8,"total_volume":349,"call_oi":2994,"put_oi":80,"total_oi":3074,"bias":"bullish"},{"strike":13.0,"call_volume":10,"put_volume":4,"total_volume":14,"call_oi":2996,"put_oi":16,"total_oi":3012,"bias":"bullish"},{"strike":14.0,"call_volume":353,"put_volume":0,"total_volume":353,"call_oi":342,"put_oi":0,"total_oi":342,"bias":"bullish"},{"strike":15.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":2284,"put_oi":38,"total_oi":2322,"bias":"bullish"},{"strike":16.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":1051,"put_oi":4,"total_oi":1055,"bias":"bearish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":34,"put_oi":0,"total_oi":34,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":138,"put_oi":0,"total_oi":138,"bias":"neutral"},{"strike":20.0,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":1288,"put_oi":11,"total_oi":1299,"bias":"bullish"}],"underlying_price":9.289999961853027,"peak_call_strike":10.0,"peak_put_strike":9.0,"total_call_volume":1777,"total_put_volume":450,"volume_pc_ratio":0.253},"iv_contours":{"x":[0.75,0.86,0.97,1.08,1.18,1.29],"y":[14,49,105,140],"z":[[140.9,95.35,81.77,105.16,101.42,105.54],[87.25,86.31,86.92,91.98,88.4,93.61],[87.3,93.19,88.92,87.0,98.88,95.64],[80.08,85.69,97.77,89.35,89.4,104.11]],"levels":[80.1,86.2,92.2,98.3,104.4,110.5,116.6,122.7,128.7,134.8,140.9],"min_iv":80.1,"max_iv":140.9},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":9.0,"atm_iv":77.77,"otm_strike":10.0,"otm_iv":88.09,"itm_strike":9.0,"itm_iv":77.77,"iv_butterfly":10.32,"price_butterfly":-0.35,"convexity":"high_convexity"},{"expiration":"11/20/2026","dte":49,"atm_strike":9.0,"atm_iv":85.37,"otm_strike":10.0,"otm_iv":90.28,"itm_strike":9.0,"itm_iv":85.37,"iv_butterfly":4.91,"price_butterfly":-0.35,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":9.0,"atm_iv":85.63,"otm_strike":10.0,"otm_iv":86.73,"itm_strike":9.0,"itm_iv":85.63,"iv_butterfly":1.1,"price_butterfly":-0.37,"convexity":"moderate_convexity"},{"expiration":"02/19/2027","dte":140,"atm_strike":9.0,"atm_iv":97.77,"otm_strike":10.0,"otm_iv":100.99,"itm_strike":9.0,"itm_iv":97.77,"iv_butterfly":3.22,"price_butterfly":-0.3,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":114.71},{"date":"2026-09-15","iv":132.79},{"date":"2026-09-16","iv":126.85},{"date":"2026-09-17","iv":103.69},{"date":"2026-09-18","iv":117.65},{"date":"2026-09-21","iv":125.21},{"date":"2026-09-22","iv":98.9},{"date":"2026-09-23","iv":114.3},{"date":"2026-09-24","iv":134.7},{"date":"2026-09-25","iv":141.7},{"date":"2026-09-28","iv":122.8},{"date":"2026-09-29","iv":138.0},{"date":"2026-09-30","iv":124.0},{"date":"2026-10-01","iv":136.0},{"date":"2026-10-02","iv":174.3}]}}