{"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":"CHRW","summary":{"name":"CHRW","price":157.72,"total_oi":43287,"call_oi":33429,"put_oi":9858,"pc_ratio":0.295,"net_gex":5901215.64,"avg_iv":42.0,"iv_rank":0.0,"iv_52w_high":56.71,"iv_52w_low":42.0,"gamma_flip":113.8,"max_pain":125.0},"features":{"symbol":"CHRW","price":157.72,"total_oi":43287,"analysis_coverage":1.0,"avg_iv_pct":42.0,"iv_rank":0.0,"iv_52w_high_pct":56.71,"iv_52w_low_pct":42.0,"front_dte":14,"front_atm_iv_pct":34.1593,"back_atm_iv_pct":41.8399,"term_premium_pp":-7.6806,"expected_move_front_pct":6.69,"straddle_front_pct":5.45,"straddle_30d_pct":5.45,"risk_reversal_front_pp":4.55,"risk_reversal_30d_pp":4.55,"butterfly_front_pp":5.06,"butterfly_30d_pp":5.06,"put_call_oi_ratio":0.295,"put_call_oi_front_ratio":0.581,"put_call_volume_front_ratio":0.538,"option_volume":233,"volume_oi_ratio":0.005383,"net_delta_normalized":0.329884,"dealer_delta_normalized":-0.308424,"gex_per_100k_oi":13632766.511886,"vanna_per_100k_oi":967.958047,"charm_per_100k_oi":-872881.003535,"weekend_delta_shift_per_100k_oi":-2618643.010604,"iv_surface_range_pp":71.5,"gamma_flip_distance_pct":-27.846817,"max_pain_distance_pct":-20.745625,"peak_call_distance_pct":39.4877,"peak_put_distance_pct":7.78595},"analyses":{"gamma_walls":[{"strike":50.0,"call_gex":0.0,"put_gex":-42.15,"net_gex":-42.15,"call_oi":0,"put_oi":3},{"strike":55.0,"call_gex":0.0,"put_gex":-50.76,"net_gex":-50.76,"call_oi":0,"put_oi":5},{"strike":60.0,"call_gex":0.0,"put_gex":-120.44,"net_gex":-120.44,"call_oi":0,"put_oi":10},{"strike":65.0,"call_gex":0.0,"put_gex":-242.49,"net_gex":-242.49,"call_oi":0,"put_oi":12},{"strike":70.0,"call_gex":0.0,"put_gex":-160.53,"net_gex":-160.53,"call_oi":0,"put_oi":7},{"strike":75.0,"call_gex":0.0,"put_gex":-30694.38,"net_gex":-30694.38,"call_oi":3,"put_oi":1135},{"strike":80.0,"call_gex":0.0,"put_gex":-190.3,"net_gex":-190.3,"call_oi":0,"put_oi":6},{"strike":85.0,"call_gex":0.0,"put_gex":-144.77,"net_gex":-144.77,"call_oi":4,"put_oi":4},{"strike":90.0,"call_gex":0.0,"put_gex":-1201.67,"net_gex":-1201.67,"call_oi":1,"put_oi":33},{"strike":92.5,"call_gex":0.0,"put_gex":-70.4,"net_gex":-70.4,"call_oi":21,"put_oi":2},{"strike":95.0,"call_gex":0.0,"put_gex":-3196.32,"net_gex":-3196.32,"call_oi":772,"put_oi":81},{"strike":97.5,"call_gex":0.0,"put_gex":-215.01,"net_gex":-215.01,"call_oi":106,"put_oi":5},{"strike":100.0,"call_gex":37.45,"put_gex":-50585.35,"net_gex":-50547.89,"call_oi":554,"put_oi":1085},{"strike":105.0,"call_gex":752.95,"put_gex":-3112.19,"net_gex":-2359.24,"call_oi":682,"put_oi":61},{"strike":110.0,"call_gex":37874.21,"put_gex":-6706.47,"net_gex":31167.75,"call_oi":611,"put_oi":90},{"strike":115.0,"call_gex":85101.68,"put_gex":-8726.22,"net_gex":76375.45,"call_oi":1689,"put_oi":102},{"strike":120.0,"call_gex":41574.57,"put_gex":-19046.3,"net_gex":22528.27,"call_oi":545,"put_oi":181},{"strike":125.0,"call_gex":258331.95,"put_gex":-132703.63,"net_gex":125628.32,"call_oi":2128,"put_oi":998},{"strike":130.0,"call_gex":113120.42,"put_gex":-245880.75,"net_gex":-132760.33,"call_oi":690,"put_oi":1454},{"strike":135.0,"call_gex":391393.8,"put_gex":-166850.13,"net_gex":224543.67,"call_oi":1933,"put_oi":856},{"strike":140.0,"call_gex":312570.74,"put_gex":-124179.92,"net_gex":188390.81,"call_oi":1259,"put_oi":678},{"strike":145.0,"call_gex":467631.42,"put_gex":-310817.51,"net_gex":156813.91,"call_oi":1499,"put_oi":846},{"strike":150.0,"call_gex":255990.48,"put_gex":-153954.9,"net_gex":102035.58,"call_oi":835,"put_oi":487},{"strike":155.0,"call_gex":792915.89,"put_gex":-177567.69,"net_gex":615348.2,"call_oi":1818,"put_oi":484},{"strike":160.0,"call_gex":751119.42,"put_gex":-76488.3,"net_gex":674631.12,"call_oi":1693,"put_oi":225},{"strike":165.0,"call_gex":927403.61,"put_gex":-28423.3,"net_gex":898980.31,"call_oi":1708,"put_oi":82},{"strike":170.0,"call_gex":1168631.04,"put_gex":-87485.22,"net_gex":1081145.82,"call_oi":3511,"put_oi":279},{"strike":175.0,"call_gex":539112.68,"put_gex":-8183.38,"net_gex":530929.31,"call_oi":1677,"put_oi":28},{"strike":180.0,"call_gex":295622.84,"put_gex":-16894.49,"net_gex":278728.35,"call_oi":1080,"put_oi":62},{"strike":185.0,"call_gex":182115.94,"put_gex":-37961.79,"net_gex":144154.15,"call_oi":755,"put_oi":186},{"strike":190.0,"call_gex":189551.96,"put_gex":-33208.08,"net_gex":156343.88,"call_oi":838,"put_oi":151},{"strike":195.0,"call_gex":64379.35,"put_gex":-3238.75,"net_gex":61140.6,"call_oi":323,"put_oi":17},{"strike":200.0,"call_gex":228839.16,"put_gex":-13178.56,"net_gex":215660.6,"call_oi":1403,"put_oi":96},{"strike":210.0,"call_gex":171720.75,"put_gex":-2429.4,"net_gex":169291.35,"call_oi":1167,"put_oi":19},{"strike":220.0,"call_gex":166464.55,"put_gex":-6952.27,"net_gex":159512.28,"call_oi":1578,"put_oi":57},{"strike":230.0,"call_gex":108367.64,"put_gex":-3565.63,"net_gex":104802.01,"call_oi":1383,"put_oi":31},{"strike":240.0,"call_gex":48058.56,"put_gex":0.0,"net_gex":48058.56,"call_oi":511,"put_oi":0},{"strike":250.0,"call_gex":32293.07,"put_gex":0.0,"net_gex":32293.07,"call_oi":319,"put_oi":0},{"strike":260.0,"call_gex":5390.16,"put_gex":0.0,"net_gex":5390.16,"call_oi":59,"put_oi":0},{"strike":270.0,"call_gex":1972.04,"put_gex":0.0,"net_gex":1972.04,"call_oi":31,"put_oi":0},{"strike":280.0,"call_gex":4797.91,"put_gex":0.0,"net_gex":4797.91,"call_oi":65,"put_oi":0},{"strike":290.0,"call_gex":11328.54,"put_gex":0.0,"net_gex":11328.54,"call_oi":156,"put_oi":0},{"strike":300.0,"call_gex":1220.3,"put_gex":0.0,"net_gex":1220.3,"call_oi":22,"put_oi":0}],"pain_by_strike":[{"strike":50.0,"call_value":0,"put_value":782217.5,"total_value":782217.5},{"strike":55.0,"call_value":0.0,"put_value":732942.5,"total_value":732942.5},{"strike":60.0,"call_value":0.0,"put_value":683692.5,"total_value":683692.5},{"strike":65.0,"call_value":0.0,"put_value":634492.5,"total_value":634492.5},{"strike":70.0,"call_value":0.0,"put_value":585352.5,"total_value":585352.5},{"strike":75.0,"call_value":0.0,"put_value":536247.5,"total_value":536247.5},{"strike":80.0,"call_value":15.0,"put_value":492817.5,"total_value":492832.5},{"strike":85.0,"call_value":30.0,"put_value":449417.5,"total_value":449447.5},{"strike":90.0,"call_value":65.0,"put_value":406037.5,"total_value":406102.5},{"strike":92.5,"call_value":85.0,"put_value":384430.0,"total_value":384515.0},{"strike":95.0,"call_value":157.5,"put_value":362827.5,"total_value":362985.0},{"strike":97.5,"call_value":2160.0,"put_value":341427.5,"total_value":343587.5},{"strike":100.0,"call_value":4427.5,"put_value":320040.0,"total_value":324467.5},{"strike":105.0,"call_value":11732.5,"put_value":282690.0,"total_value":294422.5},{"strike":110.0,"call_value":22447.5,"put_value":245645.0,"total_value":268092.5},{"strike":115.0,"call_value":36217.5,"put_value":209050.0,"total_value":245267.5},{"strike":120.0,"call_value":58432.5,"put_value":172965.0,"total_value":231397.5},{"strike":125.0,"call_value":83372.5,"put_value":137785.0,"total_value":221157.5},{"strike":130.0,"call_value":118952.5,"put_value":107595.0,"total_value":226547.5},{"strike":135.0,"call_value":157982.5,"put_value":84675.0,"total_value":242657.5},{"strike":140.0,"call_value":206677.5,"put_value":66035.0,"total_value":272712.5},{"strike":145.0,"call_value":261667.5,"put_value":50785.0,"total_value":312452.5},{"strike":150.0,"call_value":324152.5,"put_value":39765.0,"total_value":363917.5},{"strike":155.0,"call_value":390812.5,"put_value":31180.0,"total_value":421992.5},{"strike":160.0,"call_value":466562.5,"put_value":25015.0,"total_value":491577.5},{"strike":165.0,"call_value":550777.5,"put_value":19975.0,"total_value":570752.5},{"strike":170.0,"call_value":643532.5,"put_value":15345.0,"total_value":658877.5},{"strike":175.0,"call_value":753842.5,"put_value":12110.0,"total_value":765952.5},{"strike":180.0,"call_value":872537.5,"put_value":9015.0,"total_value":881552.5},{"strike":185.0,"call_value":996632.5,"put_value":6230.0,"total_value":1002862.5},{"strike":190.0,"call_value":1124502.5,"put_value":4375.0,"total_value":1128877.5},{"strike":195.0,"call_value":1256562.5,"put_value":3275.0,"total_value":1259837.5},{"strike":200.0,"call_value":1390237.5,"put_value":2260.0,"total_value":1392497.5},{"strike":210.0,"call_value":1671617.5,"put_value":1190.0,"total_value":1672807.5},{"strike":220.0,"call_value":1964667.5,"put_value":310.0,"total_value":1964977.5},{"strike":230.0,"call_value":2273497.5,"put_value":0.0,"total_value":2273497.5},{"strike":240.0,"call_value":2596157.5,"put_value":0.0,"total_value":2596157.5},{"strike":250.0,"call_value":2923927.5,"put_value":0.0,"total_value":2923927.5},{"strike":260.0,"call_value":3254887.5,"put_value":0.0,"total_value":3254887.5},{"strike":270.0,"call_value":3586437.5,"put_value":0.0,"total_value":3586437.5},{"strike":280.0,"call_value":3918297.5,"put_value":0.0,"total_value":3918297.5},{"strike":290.0,"call_value":4250807.5,"put_value":0.0,"total_value":4250807.5},{"strike":300.0,"call_value":4584877.5,"put_value":0,"total_value":4584877.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":100.8,"strike":124.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":56.5,"strike":115.77},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":62.6,"strike":99.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":37.2,"strike":142.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":42.7,"strike":142.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":37.8,"strike":142.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":34.7,"strike":150.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":42.0,"strike":150.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":38.6,"strike":150.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":34.3,"strike":157.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":41.9,"strike":157.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":37.0,"strike":157.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":32.4,"strike":165.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":41.6,"strike":165.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":36.7,"strike":165.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":39.7,"strike":171.67},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":41.5,"strike":172.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":36.9,"strike":172.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":50.5,"strike":180.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":54.2,"strike":215.28},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":43.7,"strike":222.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":11,"total_oi":2841},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":12,"total_oi":2760},{"expiration":"01/15/2027","dte":105,"iv":0.3298,"contract_count":12,"total_oi":5354},{"expiration":"02/19/2027","dte":140,"iv":0.6304,"contract_count":11,"total_oi":338},{"expiration":"04/16/2027","dte":196,"iv":0.2802,"contract_count":9,"total_oi":50},{"expiration":"07/16/2027","dte":287,"iv":0.6989,"contract_count":2,"total_oi":4},{"expiration":"10/15/2027","dte":378,"iv":0.0872,"contract_count":4,"total_oi":315},{"expiration":"01/21/2028","dte":476,"iv":0.2255,"contract_count":11,"total_oi":1804},{"expiration":"01/19/2029","dte":840,"iv":0.6865,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.69,"expected_move_2std":13.37,"contract_count":7},{"expiration":"11/20/2026","dte":49,"expected_move_1std":15.33,"expected_move_2std":30.65,"contract_count":8},{"expiration":"01/15/2027","dte":105,"expected_move_1std":20.02,"expected_move_2std":40.04,"contract_count":8},{"expiration":"02/19/2027","dte":140,"expected_move_1std":24.3,"expected_move_2std":48.61,"contract_count":7},{"expiration":"04/16/2027","dte":196,"expected_move_1std":26.93,"expected_move_2std":53.86,"contract_count":5},{"expiration":"07/16/2027","dte":287,"expected_move_1std":35.48,"expected_move_2std":70.97,"contract_count":1},{"expiration":"10/15/2027","dte":378,"expected_move_1std":36.41,"expected_move_2std":72.81,"contract_count":4},{"expiration":"01/21/2028","dte":476,"expected_move_1std":41.66,"expected_move_2std":83.32,"contract_count":7},{"expiration":"01/19/2029","dte":840,"expected_move_1std":60.14,"expected_move_2std":120.28,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2358,"put_oi":1371,"total_oi":3729,"pc_ratio":0.581,"pc_ratio_volume":0.538,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":5804,"put_oi":1135,"total_oi":6939,"pc_ratio":0.196,"pc_ratio_volume":11.636,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":17092,"put_oi":5164,"total_oi":22256,"pc_ratio":0.302,"pc_ratio_volume":5.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":1657,"put_oi":131,"total_oi":1788,"pc_ratio":0.079,"pc_ratio_volume":0.091,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":67,"put_oi":22,"total_oi":89,"pc_ratio":0.328,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"07/16/2027","dte":287,"call_oi":22,"put_oi":130,"total_oi":152,"pc_ratio":5.909,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"10/15/2027","dte":378,"call_oi":175,"put_oi":150,"total_oi":325,"pc_ratio":0.857,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":6249,"put_oi":1753,"total_oi":8002,"pc_ratio":0.281,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":5,"put_oi":2,"total_oi":7,"pc_ratio":0.4,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-9.0,"dealer_delta":9.0,"call_oi":0,"put_oi":3},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":5},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-16.0,"dealer_delta":16.0,"call_oi":0,"put_oi":10},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-43.0,"dealer_delta":43.0,"call_oi":0,"put_oi":12},{"strike":70.0,"call_delta_oi":0,"put_delta_oi":-30.0,"dealer_delta":30.0,"call_oi":0,"put_oi":7},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-5508.0,"dealer_delta":5508.0,"call_oi":0,"put_oi":1135},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-30.0,"dealer_delta":30.0,"call_oi":0,"put_oi":6},{"strike":85.0,"call_delta_oi":0,"put_delta_oi":-21.0,"dealer_delta":21.0,"call_oi":0,"put_oi":4},{"strike":90.0,"call_delta_oi":0,"put_delta_oi":-134.0,"dealer_delta":134.0,"call_oi":0,"put_oi":33},{"strike":92.5,"call_delta_oi":0,"put_delta_oi":-6.0,"dealer_delta":6.0,"call_oi":0,"put_oi":2},{"strike":95.0,"call_delta_oi":0,"put_delta_oi":-296.0,"dealer_delta":296.0,"call_oi":0,"put_oi":81},{"strike":97.5,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":5},{"strike":100.0,"call_delta_oi":97.0,"put_delta_oi":-4356.0,"dealer_delta":4260.0,"call_oi":1,"put_oi":1085},{"strike":105.0,"call_delta_oi":1417.0,"put_delta_oi":-255.0,"dealer_delta":-1162.0,"call_oi":15,"put_oi":61},{"strike":110.0,"call_delta_oi":55814.0,"put_delta_oi":-876.0,"dealer_delta":-54938.0,"call_oi":603,"put_oi":90},{"strike":115.0,"call_delta_oi":90821.0,"put_delta_oi":-702.0,"dealer_delta":-90119.0,"call_oi":1021,"put_oi":102},{"strike":120.0,"call_delta_oi":49240.0,"put_delta_oi":-1854.0,"dealer_delta":-47386.0,"call_oi":535,"put_oi":181},{"strike":125.0,"call_delta_oi":197116.0,"put_delta_oi":-10328.0,"dealer_delta":-186787.0,"call_oi":2125,"put_oi":998},{"strike":130.0,"call_delta_oi":61204.0,"put_delta_oi":-20308.0,"dealer_delta":-40896.0,"call_oi":690,"put_oi":1454},{"strike":135.0,"call_delta_oi":159725.0,"put_delta_oi":-14060.0,"dealer_delta":-145665.0,"call_oi":1933,"put_oi":856},{"strike":140.0,"call_delta_oi":99631.0,"put_delta_oi":-13310.0,"dealer_delta":-86321.0,"call_oi":1259,"put_oi":678},{"strike":145.0,"call_delta_oi":119239.0,"put_delta_oi":-14919.0,"dealer_delta":-104320.0,"call_oi":1499,"put_oi":846},{"strike":150.0,"call_delta_oi":56435.0,"put_delta_oi":-15247.0,"dealer_delta":-41188.0,"call_oi":835,"put_oi":487},{"strike":155.0,"call_delta_oi":115081.0,"put_delta_oi":-19484.0,"dealer_delta":-95597.0,"call_oi":1818,"put_oi":484},{"strike":160.0,"call_delta_oi":87472.0,"put_delta_oi":-10594.0,"dealer_delta":-76878.0,"call_oi":1693,"put_oi":225},{"strike":165.0,"call_delta_oi":64443.0,"put_delta_oi":-4440.0,"dealer_delta":-60003.0,"call_oi":1708,"put_oi":82},{"strike":170.0,"call_delta_oi":140124.0,"put_delta_oi":-16504.0,"dealer_delta":-123621.0,"call_oi":3511,"put_oi":279},{"strike":175.0,"call_delta_oi":51994.0,"put_delta_oi":-1799.0,"dealer_delta":-50195.0,"call_oi":1677,"put_oi":28},{"strike":180.0,"call_delta_oi":33798.0,"put_delta_oi":-4324.0,"dealer_delta":-29475.0,"call_oi":1080,"put_oi":62},{"strike":185.0,"call_delta_oi":22037.0,"put_delta_oi":-11763.0,"dealer_delta":-10274.0,"call_oi":755,"put_oi":186},{"strike":190.0,"call_delta_oi":17826.0,"put_delta_oi":-11450.0,"dealer_delta":-6377.0,"call_oi":838,"put_oi":151},{"strike":195.0,"call_delta_oi":6454.0,"put_delta_oi":-1238.0,"dealer_delta":-5216.0,"call_oi":323,"put_oi":17},{"strike":200.0,"call_delta_oi":30112.0,"put_delta_oi":-5596.0,"dealer_delta":-24516.0,"call_oi":1403,"put_oi":96},{"strike":210.0,"call_delta_oi":34183.0,"put_delta_oi":-1162.0,"dealer_delta":-33021.0,"call_oi":1167,"put_oi":19},{"strike":220.0,"call_delta_oi":16641.0,"put_delta_oi":-3569.0,"dealer_delta":-13073.0,"call_oi":1578,"put_oi":57},{"strike":230.0,"call_delta_oi":7457.0,"put_delta_oi":-2006.0,"dealer_delta":-5452.0,"call_oi":1383,"put_oi":31},{"strike":240.0,"call_delta_oi":4970.0,"put_delta_oi":0,"dealer_delta":-4970.0,"call_oi":511,"put_oi":0},{"strike":250.0,"call_delta_oi":4726.0,"put_delta_oi":0,"dealer_delta":-4726.0,"call_oi":319,"put_oi":0},{"strike":260.0,"call_delta_oi":762.0,"put_delta_oi":0,"dealer_delta":-762.0,"call_oi":59,"put_oi":0},{"strike":270.0,"call_delta_oi":227.0,"put_delta_oi":0,"dealer_delta":-227.0,"call_oi":31,"put_oi":0},{"strike":280.0,"call_delta_oi":618.0,"put_delta_oi":0,"dealer_delta":-618.0,"call_oi":65,"put_oi":0},{"strike":290.0,"call_delta_oi":1524.0,"put_delta_oi":0,"dealer_delta":-1524.0,"call_oi":156,"put_oi":0},{"strike":300.0,"call_delta_oi":148.0,"put_delta_oi":0,"dealer_delta":-148.0,"call_oi":22,"put_oi":0}],"net_dealer_delta":-1335074.0,"total_call_delta":1531338.0,"total_put_delta":-196264.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":157.72000122070312,"strikes":[{"strike":100.0,"moneyness":0.634,"type":"put","iv":0.5454,"delta":-0.0399,"oi":1067},{"strike":120.0,"moneyness":0.7608,"type":"call","iv":0.2833,"delta":0.9752,"oi":277},{"strike":120.0,"moneyness":0.7608,"type":"put","iv":0.4203,"delta":-0.0831,"oi":110},{"strike":125.0,"moneyness":0.7925,"type":"call","iv":0.3347,"delta":0.9276,"oi":2124},{"strike":125.0,"moneyness":0.7925,"type":"put","iv":0.4106,"delta":-0.1102,"oi":797},{"strike":130.0,"moneyness":0.8242,"type":"put","iv":0.4034,"delta":-0.1442,"oi":984},{"strike":130.0,"moneyness":0.8242,"type":"call","iv":0.3435,"delta":0.8872,"oi":672},{"strike":135.0,"moneyness":0.8559,"type":"call","iv":0.375,"delta":0.8258,"oi":1908},{"strike":135.0,"moneyness":0.8559,"type":"put","iv":0.4041,"delta":-0.188,"oi":576},{"strike":140.0,"moneyness":0.8876,"type":"put","iv":0.399,"delta":-0.2349,"oi":118},{"strike":140.0,"moneyness":0.8876,"type":"call","iv":0.3492,"delta":0.7874,"oi":1122},{"strike":145.0,"moneyness":0.9194,"type":"put","iv":0.4006,"delta":-0.2888,"oi":125},{"strike":150.0,"moneyness":0.9511,"type":"put","iv":0.3987,"delta":-0.3449,"oi":139},{"strike":150.0,"moneyness":0.9511,"type":"call","iv":0.3737,"delta":0.6598,"oi":104},{"strike":155.0,"moneyness":0.9828,"type":"call","iv":0.3453,"delta":0.5996,"oi":190},{"strike":155.0,"moneyness":0.9828,"type":"put","iv":0.3894,"delta":-0.4029,"oi":300},{"strike":160.0,"moneyness":1.0145,"type":"put","iv":0.3835,"delta":-0.4636,"oi":176},{"strike":160.0,"moneyness":1.0145,"type":"call","iv":0.3612,"delta":0.5338,"oi":1224},{"strike":165.0,"moneyness":1.0462,"type":"call","iv":0.3523,"delta":0.4675,"oi":246},{"strike":170.0,"moneyness":1.0779,"type":"put","iv":0.3817,"delta":-0.5819,"oi":212},{"strike":170.0,"moneyness":1.0779,"type":"call","iv":0.3491,"delta":0.4035,"oi":2529},{"strike":175.0,"moneyness":1.1096,"type":"call","iv":0.3494,"delta":0.3449,"oi":246},{"strike":180.0,"moneyness":1.1413,"type":"call","iv":0.3427,"delta":0.2861,"oi":377},{"strike":185.0,"moneyness":1.173,"type":"put","iv":0.3965,"delta":-0.7227,"oi":108},{"strike":185.0,"moneyness":1.173,"type":"call","iv":0.3658,"delta":0.2555,"oi":522},{"strike":190.0,"moneyness":1.2047,"type":"call","iv":0.3463,"delta":0.1979,"oi":604},{"strike":195.0,"moneyness":1.2364,"type":"call","iv":0.3447,"delta":0.1598,"oi":237},{"strike":200.0,"moneyness":1.2681,"type":"call","iv":0.3432,"delta":0.1274,"oi":620},{"strike":220.0,"moneyness":1.3949,"type":"call","iv":0.3836,"delta":0.0716,"oi":377},{"strike":230.0,"moneyness":1.4583,"type":"call","iv":0.4111,"delta":0.06,"oi":333},{"strike":240.0,"moneyness":1.5217,"type":"call","iv":0.5322,"delta":0.098,"oi":231}]},{"expiration":"01/21/2028","underlying_price":157.72000122070312,"strikes":[{"strike":75.0,"moneyness":0.4755,"type":"put","iv":0.5195,"delta":-0.0501,"oi":1074},{"strike":110.0,"moneyness":0.6974,"type":"call","iv":0.3088,"delta":0.9125,"oi":502},{"strike":115.0,"moneyness":0.7291,"type":"call","iv":0.3135,"delta":0.8882,"oi":1005},{"strike":120.0,"moneyness":0.7608,"type":"call","iv":0.3192,"delta":0.8609,"oi":255},{"strike":140.0,"moneyness":0.8876,"type":"put","iv":0.3973,"delta":-0.2704,"oi":285},{"strike":145.0,"moneyness":0.9194,"type":"call","iv":0.3382,"delta":0.7103,"oi":182},{"strike":150.0,"moneyness":0.9511,"type":"call","iv":0.3397,"delta":0.6794,"oi":112},{"strike":155.0,"moneyness":0.9828,"type":"call","iv":0.3402,"delta":0.6485,"oi":902},{"strike":165.0,"moneyness":1.0462,"type":"call","iv":0.3409,"delta":0.5873,"oi":281},{"strike":170.0,"moneyness":1.0779,"type":"call","iv":0.3441,"delta":0.5581,"oi":272},{"strike":185.0,"moneyness":1.173,"type":"call","iv":0.3389,"delta":0.4696,"oi":133},{"strike":200.0,"moneyness":1.2681,"type":"call","iv":0.3319,"delta":0.3852,"oi":525},{"strike":210.0,"moneyness":1.3315,"type":"call","iv":0.3317,"delta":0.3368,"oi":971},{"strike":220.0,"moneyness":1.3949,"type":"call","iv":0.3291,"delta":0.2907,"oi":300},{"strike":250.0,"moneyness":1.5851,"type":"call","iv":0.3245,"delta":0.1814,"oi":210},{"strike":290.0,"moneyness":1.8387,"type":"call","iv":0.3286,"delta":0.0985,"oi":154}]},{"expiration":"02/19/2027","underlying_price":157.72000122070312,"strikes":[{"strike":145.0,"moneyness":0.9194,"type":"call","iv":0.3756,"delta":0.7083,"oi":200},{"strike":175.0,"moneyness":1.1096,"type":"call","iv":0.3687,"delta":0.3928,"oi":419},{"strike":180.0,"moneyness":1.1413,"type":"call","iv":0.3649,"delta":0.3437,"oi":572},{"strike":240.0,"moneyness":1.5217,"type":"call","iv":0.401,"delta":0.0658,"oi":129}]},{"expiration":"10/15/2027","underlying_price":157.72000122070312,"strikes":[{"strike":150.0,"moneyness":0.9511,"type":"put","iv":0.3945,"delta":-0.3317,"oi":145},{"strike":150.0,"moneyness":0.9511,"type":"call","iv":0.3444,"delta":0.6714,"oi":148}]},{"expiration":"10/16/2026","underlying_price":157.72000122070312,"strikes":[{"strike":130.0,"moneyness":0.8242,"type":"put","iv":1.0143,"delta":-0.1328,"oi":408},{"strike":135.0,"moneyness":0.8559,"type":"put","iv":0.5092,"delta":-0.0463,"oi":104},{"strike":140.0,"moneyness":0.8876,"type":"put","iv":0.412,"delta":-0.0558,"oi":193},{"strike":145.0,"moneyness":0.9194,"type":"put","iv":0.3904,"delta":-0.1153,"oi":510},{"strike":145.0,"moneyness":0.9194,"type":"call","iv":0.3401,"delta":0.914,"oi":521},{"strike":155.0,"moneyness":0.9828,"type":"call","iv":0.3312,"delta":0.6307,"oi":560},{"strike":160.0,"moneyness":1.0145,"type":"call","iv":0.2993,"delta":0.4211,"oi":254},{"strike":165.0,"moneyness":1.0462,"type":"call","iv":0.3238,"delta":0.2473,"oi":765},{"strike":175.0,"moneyness":1.1096,"type":"call","iv":0.4364,"delta":0.1145,"oi":164}]},{"expiration":"11/20/2026","underlying_price":157.72000122070312,"strikes":[{"strike":125.0,"moneyness":0.7925,"type":"put","iv":0.476,"delta":-0.0714,"oi":188},{"strike":135.0,"moneyness":0.8559,"type":"put","iv":0.4617,"delta":-0.1478,"oi":160},{"strike":140.0,"moneyness":0.8876,"type":"call","iv":0.4122,"delta":0.8184,"oi":128},{"strike":145.0,"moneyness":0.9194,"type":"call","iv":0.4081,"delta":0.7517,"oi":503},{"strike":145.0,"moneyness":0.9194,"type":"put","iv":0.4206,"delta":-0.2533,"oi":194},{"strike":150.0,"moneyness":0.9511,"type":"call","iv":0.4172,"delta":0.6716,"oi":429},{"strike":155.0,"moneyness":0.9828,"type":"call","iv":0.4081,"delta":0.5907,"oi":115},{"strike":155.0,"moneyness":0.9828,"type":"put","iv":0.4388,"delta":-0.4114,"oi":128},{"strike":160.0,"moneyness":1.0145,"type":"call","iv":0.3898,"delta":0.5035,"oi":121},{"strike":165.0,"moneyness":1.0462,"type":"call","iv":0.3948,"delta":0.419,"oi":406},{"strike":170.0,"moneyness":1.0779,"type":"call","iv":0.3862,"delta":0.3353,"oi":649},{"strike":175.0,"moneyness":1.1096,"type":"call","iv":0.3943,"delta":0.2688,"oi":755},{"strike":190.0,"moneyness":1.2047,"type":"call","iv":0.3998,"delta":0.1203,"oi":131},{"strike":200.0,"moneyness":1.2681,"type":"call","iv":0.3817,"delta":0.0541,"oi":231},{"strike":210.0,"moneyness":1.3315,"type":"call","iv":0.4854,"delta":0.066,"oi":119},{"strike":220.0,"moneyness":1.3949,"type":"call","iv":0.5305,"delta":0.0543,"oi":829},{"strike":230.0,"moneyness":1.4583,"type":"call","iv":0.5771,"delta":0.0473,"oi":1008},{"strike":240.0,"moneyness":1.5217,"type":"call","iv":0.8311,"delta":0.1105,"oi":133}]}],"greeks_heatmap":{"data":[{"strike":130.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1328,"call_gamma":0,"put_gamma":0.00711,"call_theta":0,"put_theta":-0.2466,"call_vega":0,"put_vega":0.0639,"call_oi":0,"put_oi":408},{"strike":135.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0463,"call_gamma":0,"put_gamma":0.006393,"call_theta":0,"put_theta":-0.0556,"call_vega":0,"put_vega":0.0288,"call_oi":0,"put_oi":104},{"strike":140.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0558,"call_gamma":0,"put_gamma":0.009175,"call_theta":0,"put_theta":-0.052,"call_vega":0,"put_vega":0.0335,"call_oi":0,"put_oi":193},{"strike":145.0,"dte":14,"expiration":"10/16/2026","call_delta":0.914,"put_delta":-0.1153,"call_gamma":0.015507,"put_gamma":0.016738,"call_theta":-0.0763,"put_theta":-0.0847,"call_vega":0.0467,"put_vega":0.0579,"call_oi":521,"put_oi":510},{"strike":150.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2187,"call_gamma":0,"put_gamma":0.026842,"call_theta":0,"put_theta":-0.1206,"call_vega":0,"put_vega":0.0878,"call_oi":0,"put_oi":94},{"strike":155.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6307,"put_delta":0,"call_gamma":0.03827,"put_gamma":0,"call_theta":-0.154,"put_theta":0,"call_vega":0.1123,"put_vega":0,"call_oi":560,"put_oi":0},{"strike":160.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4211,"put_delta":0,"call_gamma":0.043897,"put_gamma":0,"call_theta":-0.1415,"put_theta":0,"call_vega":0.1164,"put_vega":0,"call_oi":254,"put_oi":0},{"strike":165.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2473,"put_delta":0,"call_gamma":0.032778,"put_gamma":0,"call_theta":-0.1215,"put_theta":0,"call_vega":0.094,"put_vega":0,"call_oi":765,"put_oi":0},{"strike":170.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1431,"put_delta":0,"call_gamma":0.021445,"put_gamma":0,"call_theta":-0.0941,"put_theta":0,"call_vega":0.0672,"put_vega":0,"call_oi":53,"put_oi":0},{"strike":175.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1145,"put_delta":0,"call_gamma":0.014899,"put_gamma":0,"call_theta":-0.0987,"put_theta":0,"call_vega":0.0576,"put_vega":0,"call_oi":164,"put_oi":0},{"strike":125.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0714,"call_gamma":0,"put_gamma":0.005006,"call_theta":0,"put_theta":-0.0372,"call_vega":0,"put_vega":0.078,"call_oi":0,"put_oi":188},{"strike":135.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1478,"call_gamma":0,"put_gamma":0.008741,"call_theta":0,"put_theta":-0.0605,"call_vega":0,"put_vega":0.132,"call_oi":0,"put_oi":160},{"strike":140.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8184,"put_delta":-0.2054,"call_gamma":0.01119,"put_gamma":0.010666,"call_theta":-0.0774,"put_theta":-0.0749,"call_vega":0.1509,"put_vega":0.1627,"call_oi":128,"put_oi":71},{"strike":145.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7517,"put_delta":-0.2533,"call_gamma":0.013565,"put_gamma":0.013301,"call_theta":-0.0888,"put_theta":-0.0751,"call_vega":0.1811,"put_vega":0.183,"call_oi":503,"put_oi":194},{"strike":150.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6716,"put_delta":-0.3297,"call_gamma":0.015149,"put_gamma":0.014988,"call_theta":-0.1005,"put_theta":-0.0844,"call_vega":0.2067,"put_vega":0.2071,"call_oi":429,"put_oi":74},{"strike":155.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5907,"put_delta":-0.4114,"call_gamma":0.016648,"put_gamma":0.0155,"call_theta":-0.104,"put_theta":-0.0932,"call_vega":0.2223,"put_vega":0.2225,"call_oi":115,"put_oi":128},{"strike":160.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5035,"put_delta":0,"call_gamma":0.017891,"put_gamma":0,"call_theta":-0.1009,"put_theta":0,"call_vega":0.2282,"put_vega":0,"call_oi":121,"put_oi":0},{"strike":165.0,"dte":49,"expiration":"11/20/2026","call_delta":0.419,"put_delta":-0.5677,"call_gamma":0.0173,"put_gamma":0.01574,"call_theta":-0.0989,"put_theta":-0.0903,"call_vega":0.2235,"put_vega":0.2249,"call_oi":406,"put_oi":51},{"strike":170.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3353,"put_delta":-0.6392,"call_gamma":0.016498,"put_gamma":0.01491,"call_theta":-0.0895,"put_theta":-0.0842,"call_vega":0.2084,"put_vega":0.2142,"call_oi":649,"put_oi":54},{"strike":175.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2688,"put_delta":0,"call_gamma":0.014627,"put_gamma":0,"call_theta":-0.082,"put_theta":0,"call_vega":0.1887,"put_vega":0,"call_oi":755,"put_oi":0},{"strike":180.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2047,"put_delta":0,"call_gamma":0.012738,"put_gamma":0,"call_theta":-0.0694,"put_theta":0,"call_vega":0.1624,"put_vega":0,"call_oi":96,"put_oi":0},{"strike":190.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1203,"put_delta":-0.8395,"call_gamma":0.008766,"put_gamma":0.009212,"call_theta":-0.0498,"put_theta":-0.0479,"call_vega":0.1146,"put_vega":0.1395,"call_oi":131,"put_oi":51},{"strike":200.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0541,"put_delta":0,"call_gamma":0.00503,"put_gamma":0,"call_theta":-0.0259,"put_theta":0,"call_vega":0.0628,"put_vega":0,"call_oi":231,"put_oi":0}],"strikes":[125.0,130.0,135.0,140.0,145.0,150.0,155.0,160.0,165.0,170.0,175.0,180.0,190.0,200.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":4.55,"put_25d_iv":36.93,"call_25d_iv":32.38,"put_25d_strike":150.0,"call_25d_strike":165.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":2.62,"put_25d_iv":42.06,"call_25d_iv":39.43,"put_25d_strike":145.0,"call_25d_strike":175.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":3.32,"put_25d_iv":39.9,"call_25d_iv":36.58,"put_25d_strike":140.0,"call_25d_strike":185.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":5.35,"put_25d_iv":42.31,"call_25d_iv":36.96,"put_25d_strike":190.0,"call_25d_strike":185.0,"skew":"put_skew"},{"expiration":"10/15/2027","dte":378,"risk_reversal":5.01,"put_25d_iv":39.45,"call_25d_iv":34.44,"put_25d_strike":150.0,"call_25d_strike":150.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":6.82,"put_25d_iv":39.73,"call_25d_iv":32.91,"put_25d_strike":140.0,"call_25d_strike":220.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":75.0,"call_vanna":0,"put_vanna":115.0,"net_vanna":115.0,"call_oi":0,"put_oi":1134},{"strike":95.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":63},{"strike":100.0,"call_vanna":0,"put_vanna":45.0,"net_vanna":45.0,"call_oi":0,"put_oi":1067},{"strike":110.0,"call_vanna":-76.0,"put_vanna":8.0,"net_vanna":-68.0,"call_oi":598,"put_oi":61},{"strike":115.0,"call_vanna":-169.0,"put_vanna":5.0,"net_vanna":-164.0,"call_oi":1005,"put_oi":84},{"strike":120.0,"call_vanna":-55.0,"put_vanna":15.0,"net_vanna":-40.0,"call_oi":532,"put_oi":161},{"strike":125.0,"call_vanna":-134.0,"put_vanna":70.0,"net_vanna":-63.0,"call_oi":2124,"put_oi":985},{"strike":130.0,"call_vanna":-53.0,"put_vanna":97.0,"net_vanna":44.0,"call_oi":672,"put_oi":1392},{"strike":135.0,"call_vanna":-171.0,"put_vanna":63.0,"net_vanna":-108.0,"call_oi":1908,"put_oi":840},{"strike":140.0,"call_vanna":-108.0,"put_vanna":68.0,"net_vanna":-40.0,"call_oi":1250,"put_oi":667},{"strike":145.0,"call_vanna":-96.0,"put_vanna":35.0,"net_vanna":-61.0,"call_oi":1490,"put_oi":829},{"strike":150.0,"call_vanna":-61.0,"put_vanna":33.0,"net_vanna":-28.0,"call_oi":793,"put_oi":452},{"strike":155.0,"call_vanna":-135.0,"put_vanna":15.0,"net_vanna":-119.0,"call_oi":1767,"put_oi":428},{"strike":160.0,"call_vanna":-16.0,"put_vanna":3.0,"net_vanna":-13.0,"call_oi":1654,"put_oi":176},{"strike":165.0,"call_vanna":14.0,"put_vanna":-1.0,"net_vanna":13.0,"call_oi":1698,"put_oi":51},{"strike":170.0,"call_vanna":116.0,"put_vanna":-9.0,"net_vanna":107.0,"call_oi":3503,"put_oi":266},{"strike":175.0,"call_vanna":81.0,"put_vanna":0,"net_vanna":81.0,"call_oi":1674,"put_oi":0},{"strike":180.0,"call_vanna":76.0,"put_vanna":0,"net_vanna":76.0,"call_oi":1045,"put_oi":0},{"strike":185.0,"call_vanna":52.0,"put_vanna":-9.0,"net_vanna":44.0,"call_oi":712,"put_oi":184},{"strike":190.0,"call_vanna":66.0,"put_vanna":-7.0,"net_vanna":59.0,"call_oi":824,"put_oi":102},{"strike":195.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":289,"put_oi":0},{"strike":200.0,"call_vanna":112.0,"put_vanna":-5.0,"net_vanna":107.0,"call_oi":1376,"put_oi":89},{"strike":210.0,"call_vanna":142.0,"put_vanna":0,"net_vanna":142.0,"call_oi":1161,"put_oi":0},{"strike":220.0,"call_vanna":108.0,"put_vanna":-6.0,"net_vanna":102.0,"call_oi":1575,"put_oi":57},{"strike":230.0,"call_vanna":51.0,"put_vanna":0,"net_vanna":51.0,"call_oi":1341,"put_oi":0},{"strike":240.0,"call_vanna":33.0,"put_vanna":0,"net_vanna":33.0,"call_oi":493,"put_oi":0},{"strike":250.0,"call_vanna":45.0,"put_vanna":0,"net_vanna":45.0,"call_oi":278,"put_oi":0},{"strike":280.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":53,"put_oi":0},{"strike":290.0,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":154,"put_oi":0}],"net_vanna":419.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":125.0,"call_charm":0,"put_charm":372.0,"net_charm":372.0,"call_oi":0,"put_oi":188},{"strike":130.0,"call_charm":0,"put_charm":34827.0,"net_charm":34827.0,"call_oi":0,"put_oi":408},{"strike":135.0,"call_charm":0,"put_charm":1763.0,"net_charm":1763.0,"call_oi":0,"put_oi":264},{"strike":140.0,"call_charm":-6038.0,"put_charm":2274.0,"net_charm":-3764.0,"call_oi":128,"put_oi":264},{"strike":145.0,"call_charm":-119788.0,"put_charm":15745.0,"net_charm":-104043.0,"call_oi":1024,"put_oi":704},{"strike":150.0,"call_charm":-21573.0,"put_charm":7997.0,"net_charm":-13576.0,"call_oi":429,"put_oi":168},{"strike":155.0,"call_charm":-147099.0,"put_charm":3656.0,"net_charm":-143443.0,"call_oi":675,"put_oi":128},{"strike":160.0,"call_charm":-44029.0,"put_charm":0,"net_charm":-44029.0,"call_oi":375,"put_oi":0},{"strike":165.0,"call_charm":-72452.0,"put_charm":1947.0,"net_charm":-70505.0,"call_oi":1171,"put_oi":51},{"strike":170.0,"call_charm":-16364.0,"put_charm":2165.0,"net_charm":-14199.0,"call_oi":702,"put_oi":54},{"strike":175.0,"call_charm":-17238.0,"put_charm":0,"net_charm":-17238.0,"call_oi":919,"put_oi":0},{"strike":180.0,"call_charm":-1016.0,"put_charm":0,"net_charm":-1016.0,"call_oi":96,"put_oi":0},{"strike":190.0,"call_charm":-585.0,"put_charm":1529.0,"net_charm":944.0,"call_oi":131,"put_oi":51},{"strike":200.0,"call_charm":-241.0,"put_charm":0,"net_charm":-241.0,"call_oi":231,"put_oi":0},{"strike":210.0,"call_charm":-223.0,"put_charm":0,"net_charm":-223.0,"call_oi":119,"put_oi":0},{"strike":220.0,"call_charm":-1198.0,"put_charm":0,"net_charm":-1198.0,"call_oi":829,"put_oi":0},{"strike":230.0,"call_charm":-1234.0,"put_charm":0,"net_charm":-1234.0,"call_oi":1008,"put_oi":0},{"strike":240.0,"call_charm":-1043.0,"put_charm":0,"net_charm":-1043.0,"call_oi":133,"put_oi":0}],"net_charm":-377844.0,"weekend_delta_shift":-1133532.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":118245.0,"put_delta":-17258.0,"net_delta":100987.0,"call_oi":2358,"put_oi":1371,"total_oi":3729,"total_volume":20,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":170328.0,"put_delta":-34331.0,"net_delta":135996.0,"call_oi":5782,"put_oi":1135,"total_oi":6917,"total_volume":139,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":807006.0,"put_delta":-100336.0,"net_delta":706669.0,"call_oi":14300,"put_oi":5164,"total_oi":19464,"total_volume":12,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":62446.0,"put_delta":-5235.0,"net_delta":57211.0,"call_oi":1657,"put_oi":131,"total_oi":1788,"total_volume":12,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":3099.0,"put_delta":-624.0,"net_delta":2475.0,"call_oi":67,"put_oi":22,"total_oi":89,"total_volume":50,"bias":"neutral"},{"expiration":"07/16/2027","dte":287,"call_delta":778.0,"put_delta":-1841.0,"net_delta":-1063.0,"call_oi":22,"put_oi":130,"total_oi":152,"total_volume":0,"bias":"neutral"},{"expiration":"10/15/2027","dte":378,"call_delta":11518.0,"put_delta":-4922.0,"net_delta":6596.0,"call_oi":175,"put_oi":150,"total_oi":325,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":357460.0,"put_delta":-31673.0,"net_delta":325787.0,"call_oi":6247,"put_oi":1753,"total_oi":8000,"total_volume":0,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":460.0,"put_delta":-43.0,"net_delta":416.0,"call_oi":5,"put_oi":2,"total_oi":7,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":155.0,"straddle_price":8.6,"straddle_pct":5.45,"implied_move":5.45,"avg_iv":35.1},{"expiration":"11/20/2026","dte":49,"strike":160.0,"straddle_price":19.0,"straddle_pct":12.05,"implied_move":12.05,"avg_iv":41.4},{"expiration":"01/15/2027","dte":105,"strike":160.0,"straddle_price":25.0,"straddle_pct":15.85,"implied_move":15.85,"avg_iv":37.2},{"expiration":"10/15/2027","dte":378,"strike":150.0,"straddle_price":46.25,"straddle_pct":29.32,"implied_move":29.32,"avg_iv":36.9},{"expiration":"01/21/2028","dte":476,"strike":150.0,"straddle_price":51.5,"straddle_pct":32.65,"implied_move":32.65,"avg_iv":36.9}],"volume_profile":{"profile":[{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":1135,"total_oi":1138,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":4,"total_oi":8,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":33,"total_oi":34,"bias":"neutral"},{"strike":92.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":2,"total_oi":23,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":772,"put_oi":81,"total_oi":853,"bias":"neutral"},{"strike":97.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":106,"put_oi":5,"total_oi":111,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":554,"put_oi":1085,"total_oi":1639,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":682,"put_oi":61,"total_oi":743,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":611,"put_oi":90,"total_oi":701,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1689,"put_oi":102,"total_oi":1791,"bias":"neutral"},{"strike":120.0,"call_volume":1,"put_volume":1,"total_volume":2,"call_oi":545,"put_oi":181,"total_oi":726,"bias":"neutral"},{"strike":125.0,"call_volume":1,"put_volume":4,"total_volume":5,"call_oi":2128,"put_oi":998,"total_oi":3126,"bias":"bearish"},{"strike":130.0,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":690,"put_oi":1454,"total_oi":2144,"bias":"bearish"},{"strike":135.0,"call_volume":0,"put_volume":11,"total_volume":11,"call_oi":1933,"put_oi":856,"total_oi":2789,"bias":"bearish"},{"strike":140.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":1259,"put_oi":678,"total_oi":1937,"bias":"bearish"},{"strike":145.0,"call_volume":3,"put_volume":8,"total_volume":11,"call_oi":1499,"put_oi":846,"total_oi":2345,"bias":"bearish"},{"strike":150.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":835,"put_oi":487,"total_oi":1322,"bias":"bearish"},{"strike":155.0,"call_volume":2,"put_volume":1,"total_volume":3,"call_oi":1818,"put_oi":484,"total_oi":2302,"bias":"bullish"},{"strike":160.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":1693,"put_oi":225,"total_oi":1918,"bias":"bullish"},{"strike":165.0,"call_volume":3,"put_volume":1,"total_volume":4,"call_oi":1708,"put_oi":82,"total_oi":1790,"bias":"bullish"},{"strike":170.0,"call_volume":0,"put_volume":110,"total_volume":110,"call_oi":3511,"put_oi":279,"total_oi":3790,"bias":"bearish"},{"strike":175.0,"call_volume":5,"put_volume":1,"total_volume":6,"call_oi":1677,"put_oi":28,"total_oi":1705,"bias":"bullish"},{"strike":180.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1080,"put_oi":62,"total_oi":1142,"bias":"bullish"},{"strike":185.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":755,"put_oi":186,"total_oi":941,"bias":"neutral"},{"strike":190.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":838,"put_oi":151,"total_oi":989,"bias":"bullish"},{"strike":195.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":323,"put_oi":17,"total_oi":340,"bias":"neutral"},{"strike":200.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1403,"put_oi":96,"total_oi":1499,"bias":"neutral"},{"strike":210.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1167,"put_oi":19,"total_oi":1186,"bias":"neutral"},{"strike":220.0,"call_volume":50,"put_volume":0,"total_volume":50,"call_oi":1578,"put_oi":57,"total_oi":1635,"bias":"bullish"},{"strike":230.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1383,"put_oi":31,"total_oi":1414,"bias":"neutral"},{"strike":240.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":511,"put_oi":0,"total_oi":511,"bias":"neutral"},{"strike":250.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":319,"put_oi":0,"total_oi":319,"bias":"neutral"},{"strike":260.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":59,"put_oi":0,"total_oi":59,"bias":"neutral"},{"strike":270.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":0,"total_oi":31,"bias":"neutral"},{"strike":280.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":65,"put_oi":0,"total_oi":65,"bias":"neutral"},{"strike":290.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":156,"put_oi":0,"total_oi":156,"bias":"neutral"},{"strike":300.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"}],"underlying_price":157.72000122070312,"peak_call_strike":220.0,"peak_put_strike":170.0,"total_call_volume":87,"total_put_volume":146,"volume_pc_ratio":1.678},"iv_contours":{"x":[0.73,0.76,0.79,0.82,0.86,0.89,0.92,0.95,0.98,1.01,1.05,1.08,1.11,1.14,1.17,1.21,1.24,1.27],"y":[14,49,105,140],"z":[[null,null,null,101.43,50.92,41.2,36.52,34.73,35.13,29.93,32.38,35.39,43.64,null,null,null,null,null],[42.51,52.11,47.6,42.02,42.47,43.92,41.44,41.97,42.34,41.42,41.58,41.27,41.75,41.95,38.9,43.13,40.75,38.17],[43.94,35.18,37.27,37.34,38.95,37.41,38.19,38.62,36.73,37.23,36.73,36.54,37.21,37.29,38.11,37.74,38.04,34.32],[null,null,null,null,null,null,37.56,null,37.39,38.25,null,null,36.87,36.49,36.96,40.09,36.45,null]],"levels":[29.9,37.1,44.2,51.4,58.5,65.7,72.8,80.0,87.1,94.3,101.4],"min_iv":29.9,"max_iv":101.4},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":160.0,"atm_iv":29.93,"otm_strike":165.0,"otm_iv":32.38,"itm_strike":150.0,"itm_iv":32.54,"iv_butterfly":5.06,"price_butterfly":5.07,"convexity":"high_convexity"},{"expiration":"11/20/2026","dte":49,"atm_strike":160.0,"atm_iv":38.98,"otm_strike":165.0,"otm_iv":39.48,"itm_strike":150.0,"itm_iv":41.72,"iv_butterfly":3.23,"price_butterfly":4.0,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":160.0,"atm_iv":36.12,"otm_strike":165.0,"otm_iv":35.23,"itm_strike":150.0,"itm_iv":37.37,"iv_butterfly":0.36,"price_butterfly":3.15,"convexity":"flat"},{"expiration":"01/21/2028","dte":476,"atm_strike":155.0,"atm_iv":34.02,"otm_strike":165.0,"otm_iv":34.09,"itm_strike":150.0,"itm_iv":33.97,"iv_butterfly":0.02,"price_butterfly":-1.95,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":51.72},{"date":"2026-09-15","iv":54.3},{"date":"2026-09-16","iv":56.71},{"date":"2026-09-17","iv":51.55},{"date":"2026-09-18","iv":48.28},{"date":"2026-09-21","iv":43.0},{"date":"2026-09-22","iv":43.0},{"date":"2026-09-23","iv":42.0},{"date":"2026-09-24","iv":42.9},{"date":"2026-09-25","iv":42.7},{"date":"2026-09-28","iv":43.7},{"date":"2026-09-29","iv":42.5},{"date":"2026-09-30","iv":44.1},{"date":"2026-10-01","iv":42.4},{"date":"2026-10-02","iv":42.0}]}}