{"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":"CHPY","summary":{"name":"CHPY","price":71.54,"total_oi":3659,"call_oi":2309,"put_oi":1350,"pc_ratio":0.585,"net_gex":704911.12,"avg_iv":57.6,"iv_rank":4.8,"iv_52w_high":122.56,"iv_52w_low":54.3,"gamma_flip":69.15,"max_pain":70.0},"features":{"symbol":"CHPY","price":71.54,"total_oi":3659,"analysis_coverage":1.0,"avg_iv_pct":57.6,"iv_rank":4.8,"iv_52w_high_pct":122.56,"iv_52w_low_pct":54.3,"front_dte":14,"front_atm_iv_pct":32.27,"back_atm_iv_pct":28.5756,"term_premium_pp":3.6944,"expected_move_front_pct":6.32,"straddle_front_pct":4.75,"straddle_30d_pct":4.75,"risk_reversal_front_pp":-62.39,"risk_reversal_30d_pp":-62.39,"butterfly_front_pp":7.43,"butterfly_30d_pp":7.43,"put_call_oi_ratio":0.585,"put_call_oi_front_ratio":0.535,"put_call_volume_front_ratio":4.833,"option_volume":325,"volume_oi_ratio":0.088822,"net_delta_normalized":0.225295,"dealer_delta_normalized":-0.209656,"gex_per_100k_oi":19265130.363487,"vanna_per_100k_oi":519.267559,"charm_per_100k_oi":-1624897.512982,"weekend_delta_shift_per_100k_oi":-4874692.538945,"iv_surface_range_pp":128.6,"gamma_flip_distance_pct":-3.340788,"max_pain_distance_pct":-2.152642,"peak_call_distance_pct":6.234275,"peak_put_distance_pct":-2.152642},"analyses":{"gamma_walls":[{"strike":40.0,"call_gex":0.0,"put_gex":-143.71,"net_gex":-143.71,"call_oi":0,"put_oi":7},{"strike":45.0,"call_gex":0.0,"put_gex":-541.63,"net_gex":-541.63,"call_oi":0,"put_oi":19},{"strike":50.0,"call_gex":0.0,"put_gex":-417.71,"net_gex":-417.71,"call_oi":0,"put_oi":11},{"strike":54.0,"call_gex":0.0,"put_gex":-497.14,"net_gex":-497.14,"call_oi":0,"put_oi":10},{"strike":55.0,"call_gex":0.0,"put_gex":-5372.47,"net_gex":-5372.47,"call_oi":0,"put_oi":118},{"strike":57.0,"call_gex":0.0,"put_gex":-991.25,"net_gex":-991.25,"call_oi":0,"put_oi":20},{"strike":58.0,"call_gex":0.0,"put_gex":-47.79,"net_gex":-47.79,"call_oi":0,"put_oi":1},{"strike":59.0,"call_gex":0.0,"put_gex":-299.15,"net_gex":-299.15,"call_oi":0,"put_oi":6},{"strike":60.0,"call_gex":0.0,"put_gex":-19859.69,"net_gex":-19859.69,"call_oi":109,"put_oi":280},{"strike":62.0,"call_gex":0.0,"put_gex":-158.65,"net_gex":-158.65,"call_oi":0,"put_oi":2},{"strike":63.0,"call_gex":0.0,"put_gex":-1934.71,"net_gex":-1934.71,"call_oi":0,"put_oi":17},{"strike":64.0,"call_gex":0.0,"put_gex":-1234.93,"net_gex":-1234.93,"call_oi":1,"put_oi":10},{"strike":65.0,"call_gex":2890.6,"put_gex":-59779.42,"net_gex":-56888.82,"call_oi":112,"put_oi":408},{"strike":66.0,"call_gex":872.84,"put_gex":-2391.83,"net_gex":-1518.99,"call_oi":5,"put_oi":18},{"strike":67.0,"call_gex":701.3,"put_gex":-929.84,"net_gex":-228.53,"call_oi":3,"put_oi":8},{"strike":68.0,"call_gex":3575.42,"put_gex":-1234.15,"net_gex":2341.27,"call_oi":64,"put_oi":9},{"strike":69.0,"call_gex":1183.46,"put_gex":-555.61,"net_gex":627.85,"call_oi":4,"put_oi":4},{"strike":70.0,"call_gex":646000.81,"put_gex":-69872.15,"net_gex":576128.66,"call_oi":1162,"put_oi":259},{"strike":71.0,"call_gex":960.63,"put_gex":-166.02,"net_gex":794.61,"call_oi":3,"put_oi":3},{"strike":72.0,"call_gex":22491.92,"put_gex":-218.33,"net_gex":22273.58,"call_oi":50,"put_oi":4},{"strike":73.0,"call_gex":10786.66,"put_gex":-329.4,"net_gex":10457.26,"call_oi":34,"put_oi":6},{"strike":74.0,"call_gex":9421.46,"put_gex":-485.84,"net_gex":8935.62,"call_oi":32,"put_oi":9},{"strike":75.0,"call_gex":151206.2,"put_gex":-7599.27,"net_gex":143606.94,"call_oi":411,"put_oi":41},{"strike":76.0,"call_gex":4370.09,"put_gex":-534.37,"net_gex":3835.72,"call_oi":15,"put_oi":10},{"strike":77.0,"call_gex":292.67,"put_gex":-635.92,"net_gex":-343.25,"call_oi":1,"put_oi":12},{"strike":78.0,"call_gex":173.81,"put_gex":-566.38,"net_gex":-392.57,"call_oi":1,"put_oi":11},{"strike":79.0,"call_gex":162.69,"put_gex":-628.14,"net_gex":-465.45,"call_oi":1,"put_oi":12},{"strike":80.0,"call_gex":8881.26,"put_gex":-912.59,"net_gex":7968.67,"call_oi":64,"put_oi":17},{"strike":81.0,"call_gex":0.0,"put_gex":-571.15,"net_gex":-571.15,"call_oi":0,"put_oi":11},{"strike":82.0,"call_gex":4284.19,"put_gex":0.0,"net_gex":4284.19,"call_oi":42,"put_oi":0},{"strike":83.0,"call_gex":1749.82,"put_gex":-68.08,"net_gex":1681.74,"call_oi":15,"put_oi":1},{"strike":84.0,"call_gex":1097.24,"put_gex":0.0,"net_gex":1097.24,"call_oi":9,"put_oi":0},{"strike":85.0,"call_gex":2775.92,"put_gex":-284.79,"net_gex":2491.12,"call_oi":32,"put_oi":3},{"strike":88.0,"call_gex":180.05,"put_gex":0.0,"net_gex":180.05,"call_oi":2,"put_oi":0},{"strike":89.0,"call_gex":0.0,"put_gex":-87.39,"net_gex":-87.39,"call_oi":0,"put_oi":1},{"strike":90.0,"call_gex":6877.82,"put_gex":0.0,"net_gex":6877.82,"call_oi":88,"put_oi":0},{"strike":91.0,"call_gex":882.84,"put_gex":0.0,"net_gex":882.84,"call_oi":11,"put_oi":0},{"strike":92.0,"call_gex":728.23,"put_gex":0.0,"net_gex":728.23,"call_oi":9,"put_oi":0},{"strike":93.0,"call_gex":380.47,"put_gex":0.0,"net_gex":380.47,"call_oi":5,"put_oi":0},{"strike":94.0,"call_gex":504.71,"put_gex":-54.83,"net_gex":449.88,"call_oi":7,"put_oi":1},{"strike":95.0,"call_gex":214.12,"put_gex":0.0,"net_gex":214.12,"call_oi":3,"put_oi":0},{"strike":100.0,"call_gex":233.71,"put_gex":0.0,"net_gex":233.71,"call_oi":4,"put_oi":0},{"strike":105.0,"call_gex":472.31,"put_gex":0.0,"net_gex":472.31,"call_oi":10,"put_oi":0},{"strike":125.0,"call_gex":0.0,"put_gex":-37.8,"net_gex":-37.8,"call_oi":0,"put_oi":1}],"pain_by_strike":[{"strike":40.0,"call_value":0,"put_value":33231.0,"total_value":33231.0},{"strike":45.0,"call_value":0.0,"put_value":26516.0,"total_value":26516.0},{"strike":50.0,"call_value":0.0,"put_value":19896.0,"total_value":19896.0},{"strike":54.0,"call_value":0.0,"put_value":14644.0,"total_value":14644.0},{"strike":55.0,"call_value":0.0,"put_value":13341.0,"total_value":13341.0},{"strike":57.0,"call_value":0.0,"put_value":10971.0,"total_value":10971.0},{"strike":58.0,"call_value":0.0,"put_value":9806.0,"total_value":9806.0},{"strike":59.0,"call_value":0.0,"put_value":8642.0,"total_value":8642.0},{"strike":60.0,"call_value":0.0,"put_value":7484.0,"total_value":7484.0},{"strike":62.0,"call_value":218.0,"put_value":5728.0,"total_value":5946.0},{"strike":63.0,"call_value":327.0,"put_value":4852.0,"total_value":5179.0},{"strike":64.0,"call_value":436.0,"put_value":3993.0,"total_value":4429.0},{"strike":65.0,"call_value":546.0,"put_value":3144.0,"total_value":3690.0},{"strike":66.0,"call_value":768.0,"put_value":2703.0,"total_value":3471.0},{"strike":67.0,"call_value":995.0,"put_value":2280.0,"total_value":3275.0},{"strike":68.0,"call_value":1225.0,"put_value":1865.0,"total_value":3090.0},{"strike":69.0,"call_value":1519.0,"put_value":1459.0,"total_value":2978.0},{"strike":70.0,"call_value":1817.0,"put_value":1057.0,"total_value":2874.0},{"strike":71.0,"call_value":3277.0,"put_value":914.0,"total_value":4191.0},{"strike":72.0,"call_value":4740.0,"put_value":774.0,"total_value":5514.0},{"strike":73.0,"call_value":6253.0,"put_value":638.0,"total_value":6891.0},{"strike":74.0,"call_value":7800.0,"put_value":508.0,"total_value":8308.0},{"strike":75.0,"call_value":9379.0,"put_value":387.0,"total_value":9766.0},{"strike":76.0,"call_value":11369.0,"put_value":307.0,"total_value":11676.0},{"strike":77.0,"call_value":13374.0,"put_value":237.0,"total_value":13611.0},{"strike":78.0,"call_value":15380.0,"put_value":179.0,"total_value":15559.0},{"strike":79.0,"call_value":17387.0,"put_value":132.0,"total_value":17519.0},{"strike":80.0,"call_value":19395.0,"put_value":97.0,"total_value":19492.0},{"strike":81.0,"call_value":21467.0,"put_value":79.0,"total_value":21546.0},{"strike":82.0,"call_value":23539.0,"put_value":72.0,"total_value":23611.0},{"strike":83.0,"call_value":25653.0,"put_value":65.0,"total_value":25718.0},{"strike":84.0,"call_value":27782.0,"put_value":59.0,"total_value":27841.0},{"strike":85.0,"call_value":29920.0,"put_value":53.0,"total_value":29973.0},{"strike":88.0,"call_value":36430.0,"put_value":44.0,"total_value":36474.0},{"strike":89.0,"call_value":38602.0,"put_value":41.0,"total_value":38643.0},{"strike":90.0,"call_value":40774.0,"put_value":39.0,"total_value":40813.0},{"strike":91.0,"call_value":43034.0,"put_value":37.0,"total_value":43071.0},{"strike":92.0,"call_value":45305.0,"put_value":35.0,"total_value":45340.0},{"strike":93.0,"call_value":47585.0,"put_value":33.0,"total_value":47618.0},{"strike":94.0,"call_value":49870.0,"put_value":31.0,"total_value":49901.0},{"strike":95.0,"call_value":52162.0,"put_value":30.0,"total_value":52192.0},{"strike":100.0,"call_value":63637.0,"put_value":25.0,"total_value":63662.0},{"strike":105.0,"call_value":75132.0,"put_value":20.0,"total_value":75152.0},{"strike":125.0,"call_value":121312.0,"put_value":0,"total_value":121312.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":156.3,"strike":50.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":71.9,"strike":57.75},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":79.1,"strike":50.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":45.2,"strike":65.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":37.0,"strike":64.83},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":64.0,"strike":65.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":34.0,"strike":68.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":29.1,"strike":70.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":26.2,"strike":71.2},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":37.0,"strike":70.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":35.4,"strike":75.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":22.1,"strike":75.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":38.7,"strike":75.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":100.8,"strike":80.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":47.5,"strike":80.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":100.3,"strike":89.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":59.2,"strike":92.07}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.3458,"contract_count":6,"total_oi":1550},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":18,"total_oi":446},{"expiration":"01/15/2027","dte":105,"iv":0.6659,"contract_count":5,"total_oi":418},{"expiration":"04/16/2027","dte":196,"iv":1.0,"contract_count":20,"total_oi":141}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.32,"expected_move_2std":12.63,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.47,"expected_move_2std":20.94,"contract_count":11},{"expiration":"01/15/2027","dte":105,"expected_move_1std":20.31,"expected_move_2std":40.63,"contract_count":4},{"expiration":"04/16/2027","dte":196,"expected_move_1std":36.59,"expected_move_2std":73.18,"contract_count":12}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1230,"put_oi":658,"total_oi":1888,"pc_ratio":0.535,"pc_ratio_volume":4.833,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":336,"put_oi":192,"total_oi":528,"pc_ratio":0.571,"pc_ratio_volume":0.163,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":501,"put_oi":289,"total_oi":790,"pc_ratio":0.577,"pc_ratio_volume":3.4,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":242,"put_oi":211,"total_oi":453,"pc_ratio":0.872,"pc_ratio_volume":6.667,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-64.0,"dealer_delta":64.0,"call_oi":0,"put_oi":7},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-221.0,"dealer_delta":221.0,"call_oi":0,"put_oi":19},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-125.0,"dealer_delta":125.0,"call_oi":0,"put_oi":11},{"strike":54.0,"call_delta_oi":0,"put_delta_oi":-160.0,"dealer_delta":160.0,"call_oi":0,"put_oi":10},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-1346.0,"dealer_delta":1346.0,"call_oi":0,"put_oi":118},{"strike":57.0,"call_delta_oi":0,"put_delta_oi":-418.0,"dealer_delta":418.0,"call_oi":0,"put_oi":20},{"strike":58.0,"call_delta_oi":0,"put_delta_oi":-23.0,"dealer_delta":23.0,"call_oi":0,"put_oi":1},{"strike":59.0,"call_delta_oi":0,"put_delta_oi":-144.0,"dealer_delta":144.0,"call_oi":0,"put_oi":6},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-3959.0,"dealer_delta":3959.0,"call_oi":0,"put_oi":280},{"strike":62.0,"call_delta_oi":0,"put_delta_oi":-44.0,"dealer_delta":44.0,"call_oi":0,"put_oi":2},{"strike":63.0,"call_delta_oi":0,"put_delta_oi":-323.0,"dealer_delta":323.0,"call_oi":0,"put_oi":17},{"strike":64.0,"call_delta_oi":0,"put_delta_oi":-222.0,"dealer_delta":222.0,"call_oi":0,"put_oi":10},{"strike":65.0,"call_delta_oi":1724.0,"put_delta_oi":-7212.0,"dealer_delta":5488.0,"call_oi":19,"put_oi":408},{"strike":66.0,"call_delta_oi":456.0,"put_delta_oi":-517.0,"dealer_delta":61.0,"call_oi":5,"put_oi":18},{"strike":67.0,"call_delta_oi":251.0,"put_delta_oi":-252.0,"dealer_delta":1.0,"call_oi":3,"put_oi":8},{"strike":68.0,"call_delta_oi":1012.0,"put_delta_oi":-309.0,"dealer_delta":-703.0,"call_oi":13,"put_oi":9},{"strike":69.0,"call_delta_oi":283.0,"put_delta_oi":-146.0,"dealer_delta":-137.0,"call_oi":4,"put_oi":4},{"strike":70.0,"call_delta_oi":84309.0,"put_delta_oi":-9577.0,"dealer_delta":-74732.0,"call_oi":1162,"put_oi":259},{"strike":71.0,"call_delta_oi":173.0,"put_delta_oi":-114.0,"dealer_delta":-59.0,"call_oi":3,"put_oi":3},{"strike":72.0,"call_delta_oi":2595.0,"put_delta_oi":-155.0,"dealer_delta":-2439.0,"call_oi":50,"put_oi":4},{"strike":73.0,"call_delta_oi":1539.0,"put_delta_oi":-239.0,"dealer_delta":-1300.0,"call_oi":34,"put_oi":6},{"strike":74.0,"call_delta_oi":1369.0,"put_delta_oi":-366.0,"dealer_delta":-1003.0,"call_oi":32,"put_oi":9},{"strike":75.0,"call_delta_oi":9080.0,"put_delta_oi":-2356.0,"dealer_delta":-6724.0,"call_oi":411,"put_oi":41},{"strike":76.0,"call_delta_oi":388.0,"put_delta_oi":-425.0,"dealer_delta":37.0,"call_oi":15,"put_oi":10},{"strike":77.0,"call_delta_oi":28.0,"put_delta_oi":-519.0,"dealer_delta":491.0,"call_oi":1,"put_oi":12},{"strike":78.0,"call_delta_oi":37.0,"put_delta_oi":-481.0,"dealer_delta":444.0,"call_oi":1,"put_oi":11},{"strike":79.0,"call_delta_oi":35.0,"put_delta_oi":-538.0,"dealer_delta":504.0,"call_oi":1,"put_oi":12},{"strike":80.0,"call_delta_oi":1981.0,"put_delta_oi":-785.0,"dealer_delta":-1196.0,"call_oi":64,"put_oi":17},{"strike":81.0,"call_delta_oi":0,"put_delta_oi":-511.0,"dealer_delta":511.0,"call_oi":0,"put_oi":11},{"strike":82.0,"call_delta_oi":738.0,"put_delta_oi":0,"dealer_delta":-738.0,"call_oi":42,"put_oi":0},{"strike":83.0,"call_delta_oi":161.0,"put_delta_oi":-55.0,"dealer_delta":-106.0,"call_oi":15,"put_oi":1},{"strike":84.0,"call_delta_oi":141.0,"put_delta_oi":0,"dealer_delta":-141.0,"call_oi":9,"put_oi":0},{"strike":85.0,"call_delta_oi":458.0,"put_delta_oi":-222.0,"dealer_delta":-237.0,"call_oi":32,"put_oi":3},{"strike":88.0,"call_delta_oi":51.0,"put_delta_oi":0,"dealer_delta":-51.0,"call_oi":2,"put_oi":0},{"strike":89.0,"call_delta_oi":0,"put_delta_oi":-85.0,"dealer_delta":85.0,"call_oi":0,"put_oi":1},{"strike":90.0,"call_delta_oi":1052.0,"put_delta_oi":0,"dealer_delta":-1052.0,"call_oi":88,"put_oi":0},{"strike":91.0,"call_delta_oi":224.0,"put_delta_oi":0,"dealer_delta":-224.0,"call_oi":11,"put_oi":0},{"strike":92.0,"call_delta_oi":170.0,"put_delta_oi":0,"dealer_delta":-170.0,"call_oi":9,"put_oi":0},{"strike":93.0,"call_delta_oi":118.0,"put_delta_oi":0,"dealer_delta":-118.0,"call_oi":5,"put_oi":0},{"strike":94.0,"call_delta_oi":141.0,"put_delta_oi":-61.0,"dealer_delta":-80.0,"call_oi":7,"put_oi":1},{"strike":95.0,"call_delta_oi":69.0,"put_delta_oi":0,"dealer_delta":-69.0,"call_oi":3,"put_oi":0},{"strike":100.0,"call_delta_oi":65.0,"put_delta_oi":0,"dealer_delta":-65.0,"call_oi":4,"put_oi":0},{"strike":105.0,"call_delta_oi":104.0,"put_delta_oi":0,"dealer_delta":-104.0,"call_oi":10,"put_oi":0},{"strike":125.0,"call_delta_oi":0,"put_delta_oi":-68.0,"dealer_delta":68.0,"call_oi":0,"put_oi":1}],"net_dealer_delta":-76713.0,"total_call_delta":108754.0,"total_put_delta":-32040.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":71.54000091552734,"strikes":[{"strike":70.0,"moneyness":0.9785,"type":"call","iv":0.1382,"delta":0.6901,"oi":163},{"strike":75.0,"moneyness":1.0484,"type":"call","iv":0.1344,"delta":0.3251,"oi":135}]},{"expiration":"10/16/2026","underlying_price":71.54000091552734,"strikes":[{"strike":60.0,"moneyness":0.8387,"type":"put","iv":0.6257,"delta":-0.0592,"oi":126},{"strike":65.0,"moneyness":0.9086,"type":"put","iv":0.4731,"delta":-0.1281,"oi":270},{"strike":70.0,"moneyness":0.9785,"type":"put","iv":0.3839,"delta":-0.3604,"oi":169},{"strike":70.0,"moneyness":0.9785,"type":"call","iv":0.198,"delta":0.7395,"oi":855},{"strike":75.0,"moneyness":1.0484,"type":"call","iv":0.2173,"delta":0.1369,"oi":222}]},{"expiration":"11/20/2026","underlying_price":71.54000091552734,"strikes":[{"strike":70.0,"moneyness":0.9785,"type":"call","iv":0.1707,"delta":0.6818,"oi":138}]}],"greeks_heatmap":{"data":[{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0592,"call_gamma":0,"put_gamma":0.013953,"call_theta":0,"put_theta":-0.0378,"call_vega":0,"put_vega":0.0159,"call_oi":0,"put_oi":126},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1281,"call_gamma":0,"put_gamma":0.032786,"call_theta":0,"put_theta":-0.0503,"call_vega":0,"put_vega":0.0283,"call_oi":0,"put_oi":270},{"strike":70.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7395,"put_delta":-0.3604,"call_gamma":0.121492,"put_gamma":0.072208,"call_theta":-0.0393,"put_theta":-0.0714,"call_vega":0.0438,"put_vega":0.0505,"call_oi":855,"put_oi":169},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1369,"put_delta":0,"call_gamma":0.074722,"put_gamma":0,"call_theta":-0.0259,"put_theta":0,"call_vega":0.0296,"put_vega":0,"call_oi":222,"put_oi":0},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0.314,"put_delta":0,"call_gamma":0.026072,"put_gamma":0,"call_theta":-0.188,"put_theta":0,"call_vega":0.0479,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2295,"call_gamma":0,"put_gamma":0.027745,"call_theta":0,"put_theta":-0.0324,"call_vega":0,"put_vega":0.0787,"call_oi":0,"put_oi":68},{"strike":70.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6818,"put_delta":0,"call_gamma":0.080559,"put_gamma":0,"call_theta":-0.0218,"put_theta":0,"call_vega":0.0926,"put_vega":0,"call_oi":138,"put_oi":0},{"strike":75.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3003,"put_delta":0,"call_gamma":0.065458,"put_gamma":0,"call_theta":-0.0216,"put_theta":0,"call_vega":0.0902,"put_vega":0,"call_oi":52,"put_oi":0}],"strikes":[60.0,65.0,70.0,75.0,80.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-62.39,"put_25d_iv":38.39,"call_25d_iv":100.78,"put_25d_strike":70.0,"call_25d_strike":80.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":21.65,"put_25d_iv":42.14,"call_25d_iv":20.48,"put_25d_strike":65.0,"call_25d_strike":75.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":41.56,"put_25d_iv":55.0,"call_25d_iv":13.44,"put_25d_strike":60.0,"call_25d_strike":75.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":55.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":62},{"strike":60.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":212},{"strike":65.0,"call_vanna":0,"put_vanna":16.0,"net_vanna":16.0,"call_oi":0,"put_oi":390},{"strike":70.0,"call_vanna":-43.0,"put_vanna":6.0,"net_vanna":-38.0,"call_oi":1156,"put_oi":222},{"strike":75.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":409,"put_oi":0},{"strike":80.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":51,"put_oi":0},{"strike":90.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":74,"put_oi":0}],"net_vanna":19.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":60.0,"call_charm":0,"put_charm":735.0,"net_charm":735.0,"call_oi":0,"put_oi":126},{"strike":65.0,"call_charm":0,"put_charm":4917.0,"net_charm":4917.0,"call_oi":0,"put_oi":338},{"strike":70.0,"call_charm":-66303.0,"put_charm":11344.0,"net_charm":-54959.0,"call_oi":993,"put_oi":169},{"strike":75.0,"call_charm":-2301.0,"put_charm":0,"net_charm":-2301.0,"call_oi":274,"put_oi":0},{"strike":80.0,"call_charm":-7847.0,"put_charm":0,"net_charm":-7847.0,"call_oi":51,"put_oi":0}],"net_charm":-59455.0,"weekend_delta_shift":-178365.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":69890.0,"put_delta":-12420.0,"net_delta":57470.0,"call_oi":1230,"put_oi":658,"total_oi":1888,"total_volume":105,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":18665.0,"put_delta":-4325.0,"net_delta":14340.0,"call_oi":336,"put_oi":192,"total_oi":528,"total_volume":171,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":18256.0,"put_delta":-7824.0,"net_delta":10431.0,"call_oi":449,"put_oi":289,"total_oi":738,"total_volume":22,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1943.0,"put_delta":-7471.0,"net_delta":-5528.0,"call_oi":40,"put_oi":211,"total_oi":251,"total_volume":21,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":70.0,"straddle_price":3.4,"straddle_pct":4.75,"implied_move":4.75,"avg_iv":29.1},{"expiration":"01/15/2027","dte":105,"strike":70.0,"straddle_price":11.33,"straddle_pct":15.83,"implied_move":15.83,"avg_iv":37.0}],"volume_profile":{"profile":[{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":19,"total_oi":19,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":11,"total_oi":11,"bias":"neutral"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":0,"put_oi":118,"total_oi":118,"bias":"bearish"},{"strike":57.0,"call_volume":0,"put_volume":7,"total_volume":7,"call_oi":0,"put_oi":20,"total_oi":20,"bias":"bearish"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":60.0,"call_volume":2,"put_volume":13,"total_volume":15,"call_oi":109,"put_oi":280,"total_oi":389,"bias":"bearish"},{"strike":62.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":63.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":17,"total_oi":17,"bias":"neutral"},{"strike":64.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":1,"put_oi":10,"total_oi":11,"bias":"bearish"},{"strike":65.0,"call_volume":0,"put_volume":17,"total_volume":17,"call_oi":112,"put_oi":408,"total_oi":520,"bias":"bearish"},{"strike":66.0,"call_volume":0,"put_volume":8,"total_volume":8,"call_oi":5,"put_oi":18,"total_oi":23,"bias":"bearish"},{"strike":67.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":3,"put_oi":8,"total_oi":11,"bias":"bearish"},{"strike":68.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":64,"put_oi":9,"total_oi":73,"bias":"bearish"},{"strike":69.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":4,"put_oi":4,"total_oi":8,"bias":"bullish"},{"strike":70.0,"call_volume":8,"put_volume":84,"total_volume":92,"call_oi":1162,"put_oi":259,"total_oi":1421,"bias":"bearish"},{"strike":71.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":3,"total_oi":6,"bias":"neutral"},{"strike":72.0,"call_volume":1,"put_volume":6,"total_volume":7,"call_oi":50,"put_oi":4,"total_oi":54,"bias":"bearish"},{"strike":73.0,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":34,"put_oi":6,"total_oi":40,"bias":"bullish"},{"strike":74.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":32,"put_oi":9,"total_oi":41,"bias":"bullish"},{"strike":75.0,"call_volume":35,"put_volume":4,"total_volume":39,"call_oi":411,"put_oi":41,"total_oi":452,"bias":"bullish"},{"strike":76.0,"call_volume":104,"put_volume":0,"total_volume":104,"call_oi":15,"put_oi":10,"total_oi":25,"bias":"bullish"},{"strike":77.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":12,"total_oi":13,"bias":"neutral"},{"strike":78.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":1,"put_oi":11,"total_oi":12,"bias":"bearish"},{"strike":79.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":1,"put_oi":12,"total_oi":13,"bias":"bearish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":64,"put_oi":17,"total_oi":81,"bias":"neutral"},{"strike":81.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":0,"put_oi":11,"total_oi":11,"bias":"bearish"},{"strike":82.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":0,"total_oi":42,"bias":"neutral"},{"strike":83.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":1,"total_oi":16,"bias":"neutral"},{"strike":84.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"bullish"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":3,"total_oi":35,"bias":"neutral"},{"strike":88.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":89.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":88,"put_oi":0,"total_oi":88,"bias":"neutral"},{"strike":91.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":92.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":93.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":94.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":1,"total_oi":8,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"}],"underlying_price":71.54000091552734,"peak_call_strike":76.0,"peak_put_strike":70.0,"total_call_volume":173,"total_put_volume":152,"volume_pc_ratio":0.879},"iv_contours":{"x":[0.77,0.84,0.88,0.91,0.92,0.95,0.98,1.01,1.02,1.03,1.05,1.06,1.12,1.15,1.16,1.19,1.26],"y":[14,49,105],"z":[[79.79,62.57,null,45.19,null,null,29.09,null,null,null,35.4,null,100.78,39.11,60.1,53.75,145.66],[null,53.68,44.56,42.14,50.59,21.32,17.07,17.19,24.63,24.74,20.48,21.04,null,null,null,null,null],[64.36,55.0,null,64.03,null,null,37.05,null,null,null,38.7,null,null,37.68,null,42.69,29.44]],"levels":[17.1,29.9,42.8,55.6,68.5,81.4,94.2,107.1,119.9,132.8,145.7],"min_iv":17.1,"max_iv":145.7},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":72.0,"atm_iv":17.19,"otm_strike":75.0,"otm_iv":20.48,"itm_strike":68.0,"itm_iv":21.32,"iv_butterfly":7.43,"price_butterfly":2.13,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":100.03},{"date":"2026-09-15","iv":121.04},{"date":"2026-09-16","iv":122.56},{"date":"2026-09-17","iv":88.16},{"date":"2026-09-18","iv":87.93},{"date":"2026-09-21","iv":62.61},{"date":"2026-09-22","iv":54.5},{"date":"2026-09-23","iv":54.3},{"date":"2026-09-24","iv":57.1},{"date":"2026-09-25","iv":56.2},{"date":"2026-09-28","iv":58.8},{"date":"2026-09-29","iv":56.0},{"date":"2026-09-30","iv":57.2},{"date":"2026-10-01","iv":57.4},{"date":"2026-10-02","iv":57.6}]}}