{"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":"CM","summary":{"name":"CM","price":111.02,"total_oi":20569,"call_oi":11035,"put_oi":9534,"pc_ratio":0.864,"net_gex":282329.29,"avg_iv":38.7,"iv_rank":28.2,"iv_52w_high":66.4,"iv_52w_low":27.8,"gamma_flip":123.11,"max_pain":110.0},"features":{"symbol":"CM","price":111.02,"total_oi":20569,"analysis_coverage":1.0,"avg_iv_pct":38.7,"iv_rank":28.2,"iv_52w_high_pct":66.4,"iv_52w_low_pct":27.8,"front_dte":14,"front_atm_iv_pct":22.1601,"back_atm_iv_pct":22.8168,"term_premium_pp":-0.6567,"expected_move_front_pct":4.34,"straddle_front_pct":3.36,"straddle_30d_pct":3.36,"risk_reversal_front_pp":6.48,"risk_reversal_30d_pp":6.48,"butterfly_front_pp":2.91,"butterfly_30d_pp":2.91,"put_call_oi_ratio":0.864,"put_call_oi_front_ratio":0.968,"put_call_volume_front_ratio":1.054,"option_volume":295,"volume_oi_ratio":0.014342,"net_delta_normalized":-0.011819,"dealer_delta_normalized":0.011226,"gex_per_100k_oi":1372596.091205,"vanna_per_100k_oi":2046.76941,"charm_per_100k_oi":51290.777383,"weekend_delta_shift_per_100k_oi":153872.33215,"iv_surface_range_pp":178.1,"gamma_flip_distance_pct":10.88993,"max_pain_distance_pct":-0.918753,"peak_call_distance_pct":3.58494,"peak_put_distance_pct":3.58494},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":0.0,"put_gex":-39.9,"net_gex":-39.9,"call_oi":0,"put_oi":16},{"strike":35.0,"call_gex":0.0,"put_gex":-152.25,"net_gex":-152.25,"call_oi":0,"put_oi":18},{"strike":40.0,"call_gex":0.0,"put_gex":-144.71,"net_gex":-144.71,"call_oi":0,"put_oi":12},{"strike":45.0,"call_gex":0.0,"put_gex":-247.77,"net_gex":-247.77,"call_oi":0,"put_oi":18},{"strike":50.0,"call_gex":0.0,"put_gex":-2364.65,"net_gex":-2364.65,"call_oi":0,"put_oi":213},{"strike":55.0,"call_gex":0.0,"put_gex":-256.22,"net_gex":-256.22,"call_oi":0,"put_oi":12},{"strike":57.5,"call_gex":0.0,"put_gex":-511.55,"net_gex":-511.55,"call_oi":0,"put_oi":22},{"strike":60.0,"call_gex":0.0,"put_gex":-1688.28,"net_gex":-1688.28,"call_oi":5,"put_oi":79},{"strike":62.5,"call_gex":0.0,"put_gex":-1095.32,"net_gex":-1095.32,"call_oi":0,"put_oi":34},{"strike":65.0,"call_gex":0.0,"put_gex":-1388.02,"net_gex":-1388.02,"call_oi":39,"put_oi":41},{"strike":67.5,"call_gex":0.0,"put_gex":-197.26,"net_gex":-197.26,"call_oi":32,"put_oi":6},{"strike":70.0,"call_gex":0.0,"put_gex":-791.03,"net_gex":-791.03,"call_oi":57,"put_oi":22},{"strike":72.5,"call_gex":0.0,"put_gex":-3465.52,"net_gex":-3465.52,"call_oi":19,"put_oi":89},{"strike":75.0,"call_gex":0.0,"put_gex":-408.26,"net_gex":-408.26,"call_oi":447,"put_oi":9},{"strike":77.5,"call_gex":0.0,"put_gex":-79.51,"net_gex":-79.51,"call_oi":72,"put_oi":2},{"strike":80.0,"call_gex":0.0,"put_gex":-14213.69,"net_gex":-14213.69,"call_oi":148,"put_oi":297},{"strike":82.5,"call_gex":0.0,"put_gex":-2299.32,"net_gex":-2299.32,"call_oi":54,"put_oi":42},{"strike":85.0,"call_gex":0.0,"put_gex":-654.17,"net_gex":-654.17,"call_oi":49,"put_oi":11},{"strike":87.5,"call_gex":0.0,"put_gex":-1026.85,"net_gex":-1026.85,"call_oi":49,"put_oi":13},{"strike":90.0,"call_gex":937.74,"put_gex":-26842.76,"net_gex":-25905.02,"call_oi":36,"put_oi":304},{"strike":92.5,"call_gex":803.34,"put_gex":-3792.69,"net_gex":-2989.35,"call_oi":51,"put_oi":35},{"strike":95.0,"call_gex":8803.5,"put_gex":-24185.81,"net_gex":-15382.31,"call_oi":70,"put_oi":168},{"strike":97.5,"call_gex":9228.66,"put_gex":-3219.3,"net_gex":6009.36,"call_oi":64,"put_oi":19},{"strike":100.0,"call_gex":9778.64,"put_gex":-113155.54,"net_gex":-103376.9,"call_oi":52,"put_oi":518},{"strike":105.0,"call_gex":124722.85,"put_gex":-559415.06,"net_gex":-434692.21,"call_oi":403,"put_oi":1899},{"strike":110.0,"call_gex":1478929.43,"put_gex":-1649298.8,"net_gex":-170369.36,"call_oi":1762,"put_oi":2506},{"strike":115.0,"call_gex":1882989.62,"put_gex":-1621138.33,"net_gex":261851.29,"call_oi":3303,"put_oi":2599},{"strike":120.0,"call_gex":321708.18,"put_gex":-49431.8,"net_gex":272276.38,"call_oi":1243,"put_oi":224},{"strike":125.0,"call_gex":408063.53,"put_gex":-16194.51,"net_gex":391869.02,"call_oi":1872,"put_oi":77},{"strike":130.0,"call_gex":101585.15,"put_gex":-37831.51,"net_gex":63753.64,"call_oi":617,"put_oi":217},{"strike":135.0,"call_gex":49299.52,"put_gex":-1152.56,"net_gex":48146.96,"call_oi":410,"put_oi":9},{"strike":140.0,"call_gex":8681.83,"put_gex":-233.1,"net_gex":8448.72,"call_oi":61,"put_oi":2},{"strike":145.0,"call_gex":1536.99,"put_gex":-108.08,"net_gex":1428.92,"call_oi":12,"put_oi":1},{"strike":150.0,"call_gex":9522.85,"put_gex":0.0,"net_gex":9522.85,"call_oi":79,"put_oi":0},{"strike":155.0,"call_gex":675.75,"put_gex":0.0,"net_gex":675.75,"call_oi":7,"put_oi":0},{"strike":160.0,"call_gex":2007.22,"put_gex":0.0,"net_gex":2007.22,"call_oi":21,"put_oi":0},{"strike":170.0,"call_gex":78.63,"put_gex":0.0,"net_gex":78.63,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":717515.0,"total_value":717515.0},{"strike":35.0,"call_value":0.0,"put_value":669925.0,"total_value":669925.0},{"strike":40.0,"call_value":0.0,"put_value":622425.0,"total_value":622425.0},{"strike":45.0,"call_value":0.0,"put_value":574985.0,"total_value":574985.0},{"strike":50.0,"call_value":0.0,"put_value":527635.0,"total_value":527635.0},{"strike":55.0,"call_value":0.0,"put_value":481350.0,"total_value":481350.0},{"strike":57.5,"call_value":0.0,"put_value":458237.5,"total_value":458237.5},{"strike":60.0,"call_value":0.0,"put_value":435180.0,"total_value":435180.0},{"strike":62.5,"call_value":12.5,"put_value":412320.0,"total_value":412332.5},{"strike":65.0,"call_value":25.0,"put_value":389545.0,"total_value":389570.0},{"strike":67.5,"call_value":135.0,"put_value":366872.5,"total_value":367007.5},{"strike":70.0,"call_value":325.0,"put_value":344215.0,"total_value":344540.0},{"strike":72.5,"call_value":657.5,"put_value":321612.5,"total_value":322270.0},{"strike":75.0,"call_value":1037.5,"put_value":299232.5,"total_value":300270.0},{"strike":77.5,"call_value":2535.0,"put_value":276875.0,"total_value":279410.0},{"strike":80.0,"call_value":4212.5,"put_value":254522.5,"total_value":258735.0},{"strike":82.5,"call_value":6260.0,"put_value":232912.5,"total_value":239172.5},{"strike":85.0,"call_value":8442.5,"put_value":211407.5,"total_value":219850.0},{"strike":87.5,"call_value":10747.5,"put_value":189930.0,"total_value":200677.5},{"strike":90.0,"call_value":13175.0,"put_value":168485.0,"total_value":181660.0},{"strike":92.5,"call_value":15692.5,"put_value":147800.0,"total_value":163492.5},{"strike":95.0,"call_value":18337.5,"put_value":127202.5,"total_value":145540.0},{"strike":97.5,"call_value":21157.5,"put_value":107025.0,"total_value":128182.5},{"strike":100.0,"call_value":24137.5,"put_value":86895.0,"total_value":111032.5},{"strike":105.0,"call_value":30357.5,"put_value":49225.0,"total_value":79582.5},{"strike":110.0,"call_value":38592.5,"put_value":21050.0,"total_value":59642.5},{"strike":115.0,"call_value":55637.5,"put_value":5405.0,"total_value":61042.5},{"strike":120.0,"call_value":89197.5,"put_value":2755.0,"total_value":91952.5},{"strike":125.0,"call_value":128972.5,"put_value":1225.0,"total_value":130197.5},{"strike":130.0,"call_value":178107.5,"put_value":80.0,"total_value":178187.5},{"strike":135.0,"call_value":230327.5,"put_value":20.0,"total_value":230347.5},{"strike":140.0,"call_value":284597.5,"put_value":5.0,"total_value":284602.5},{"strike":145.0,"call_value":339172.5,"put_value":0.0,"total_value":339172.5},{"strike":150.0,"call_value":393807.5,"put_value":0.0,"total_value":393807.5},{"strike":155.0,"call_value":448837.5,"put_value":0.0,"total_value":448837.5},{"strike":160.0,"call_value":503902.5,"put_value":0.0,"total_value":503902.5},{"strike":170.0,"call_value":614242.5,"put_value":0,"total_value":614242.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":110.6,"strike":75.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":92.3,"strike":70.86},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":45.6,"strike":100.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":23.2,"strike":100.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":24.4,"strike":98.75},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":26.8,"strike":105.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":24.8,"strike":105.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":24.1,"strike":105.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":21.7,"strike":110.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":22.2,"strike":110.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":23.6,"strike":110.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":22.7,"strike":115.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":23.4,"strike":115.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":23.5,"strike":115.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":30.9,"strike":120.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":24.3,"strike":120.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":24.6,"strike":120.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":91.1,"strike":128.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":23.1,"strike":125.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":53.2,"strike":137.67}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":8,"total_oi":6501},{"expiration":"11/20/2026","dte":49,"iv":0.0863,"contract_count":10,"total_oi":670},{"expiration":"12/18/2026","dte":77,"iv":0.2491,"contract_count":10,"total_oi":2763},{"expiration":"01/15/2027","dte":105,"iv":0.1323,"contract_count":10,"total_oi":2013},{"expiration":"03/19/2027","dte":168,"iv":0.1578,"contract_count":8,"total_oi":177},{"expiration":"01/21/2028","dte":476,"iv":0.0,"contract_count":10,"total_oi":2384}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.34,"expected_move_2std":8.68,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.36,"expected_move_2std":16.72,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":10.91,"expected_move_2std":21.82,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":12.5,"expected_move_2std":25.01,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":15.84,"expected_move_2std":31.68,"contract_count":4},{"expiration":"01/21/2028","dte":476,"expected_move_1std":26.41,"expected_move_2std":52.82,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3500,"put_oi":3389,"total_oi":6889,"pc_ratio":0.968,"pc_ratio_volume":1.054,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":1170,"put_oi":293,"total_oi":1463,"pc_ratio":0.25,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1621,"put_oi":2045,"total_oi":3666,"pc_ratio":1.262,"pc_ratio_volume":0.913,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":2084,"put_oi":2495,"total_oi":4579,"pc_ratio":1.197,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"03/19/2027","dte":168,"call_oi":203,"put_oi":62,"total_oi":265,"pc_ratio":0.305,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":2457,"put_oi":1250,"total_oi":3707,"pc_ratio":0.509,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":16},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-41.0,"dealer_delta":41.0,"call_oi":0,"put_oi":18},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-42.0,"dealer_delta":42.0,"call_oi":0,"put_oi":12},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-59.0,"dealer_delta":59.0,"call_oi":0,"put_oi":18},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-410.0,"dealer_delta":410.0,"call_oi":0,"put_oi":213},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-107.0,"dealer_delta":107.0,"call_oi":0,"put_oi":12},{"strike":57.5,"call_delta_oi":0,"put_delta_oi":-262.0,"dealer_delta":262.0,"call_oi":0,"put_oi":22},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-261.0,"dealer_delta":261.0,"call_oi":0,"put_oi":79},{"strike":62.5,"call_delta_oi":0,"put_delta_oi":-368.0,"dealer_delta":368.0,"call_oi":0,"put_oi":34},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-501.0,"dealer_delta":501.0,"call_oi":0,"put_oi":41},{"strike":67.5,"call_delta_oi":0,"put_delta_oi":-89.0,"dealer_delta":89.0,"call_oi":0,"put_oi":6},{"strike":70.0,"call_delta_oi":0,"put_delta_oi":-254.0,"dealer_delta":254.0,"call_oi":0,"put_oi":22},{"strike":72.5,"call_delta_oi":0,"put_delta_oi":-1472.0,"dealer_delta":1472.0,"call_oi":0,"put_oi":89},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-53.0,"dealer_delta":53.0,"call_oi":0,"put_oi":9},{"strike":77.5,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":2},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-1949.0,"dealer_delta":1949.0,"call_oi":0,"put_oi":297},{"strike":82.5,"call_delta_oi":0,"put_delta_oi":-200.0,"dealer_delta":200.0,"call_oi":0,"put_oi":42},{"strike":85.0,"call_delta_oi":0,"put_delta_oi":-156.0,"dealer_delta":156.0,"call_oi":0,"put_oi":11},{"strike":87.5,"call_delta_oi":0,"put_delta_oi":-139.0,"dealer_delta":139.0,"call_oi":0,"put_oi":13},{"strike":90.0,"call_delta_oi":1642.0,"put_delta_oi":-1973.0,"dealer_delta":331.0,"call_oi":17,"put_oi":304},{"strike":92.5,"call_delta_oi":833.0,"put_delta_oi":-447.0,"dealer_delta":-385.0,"call_oi":9,"put_oi":35},{"strike":95.0,"call_delta_oi":6223.0,"put_delta_oi":-2092.0,"dealer_delta":-4132.0,"call_oi":70,"put_oi":168},{"strike":97.5,"call_delta_oi":5732.0,"put_delta_oi":-295.0,"dealer_delta":-5436.0,"call_oi":64,"put_oi":19},{"strike":100.0,"call_delta_oi":4382.0,"put_delta_oi":-8459.0,"dealer_delta":4077.0,"call_oi":52,"put_oi":518},{"strike":105.0,"call_delta_oi":29988.0,"put_delta_oi":-51510.0,"dealer_delta":21522.0,"call_oi":402,"put_oi":1899},{"strike":110.0,"call_delta_oi":107126.0,"put_delta_oi":-97316.0,"dealer_delta":-9810.0,"call_oi":1762,"put_oi":2506},{"strike":115.0,"call_delta_oi":110575.0,"put_delta_oi":-179815.0,"dealer_delta":69240.0,"call_oi":3303,"put_oi":2599},{"strike":120.0,"call_delta_oi":44500.0,"put_delta_oi":-13056.0,"dealer_delta":-31444.0,"call_oi":1243,"put_oi":224},{"strike":125.0,"call_delta_oi":32490.0,"put_delta_oi":-5266.0,"dealer_delta":-27224.0,"call_oi":1872,"put_oi":77},{"strike":130.0,"call_delta_oi":9737.0,"put_delta_oi":-15779.0,"dealer_delta":6042.0,"call_oi":617,"put_oi":217},{"strike":135.0,"call_delta_oi":3130.0,"put_delta_oi":-539.0,"dealer_delta":-2591.0,"call_oi":410,"put_oi":9},{"strike":140.0,"call_delta_oi":1706.0,"put_delta_oi":-124.0,"dealer_delta":-1582.0,"call_oi":61,"put_oi":2},{"strike":145.0,"call_delta_oi":287.0,"put_delta_oi":-64.0,"dealer_delta":-223.0,"call_oi":12,"put_oi":1},{"strike":150.0,"call_delta_oi":1210.0,"put_delta_oi":0,"dealer_delta":-1210.0,"call_oi":79,"put_oi":0},{"strike":155.0,"call_delta_oi":162.0,"put_delta_oi":0,"dealer_delta":-162.0,"call_oi":7,"put_oi":0},{"strike":160.0,"call_delta_oi":284.0,"put_delta_oi":0,"dealer_delta":-284.0,"call_oi":21,"put_oi":0},{"strike":170.0,"call_delta_oi":12.0,"put_delta_oi":0,"dealer_delta":-12.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":23090.0,"total_call_delta":360021.0,"total_put_delta":-383111.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":111.0199966430664,"strikes":[{"strike":80.0,"moneyness":0.7206,"type":"put","iv":0.3815,"delta":-0.0383,"oi":191},{"strike":95.0,"moneyness":0.8557,"type":"put","iv":0.2908,"delta":-0.1231,"oi":141},{"strike":105.0,"moneyness":0.9458,"type":"put","iv":0.2616,"delta":-0.2892,"oi":1422},{"strike":110.0,"moneyness":0.9908,"type":"put","iv":0.2502,"delta":-0.4104,"oi":132},{"strike":115.0,"moneyness":1.0358,"type":"call","iv":0.2216,"delta":0.4458,"oi":122},{"strike":120.0,"moneyness":1.0809,"type":"call","iv":0.2236,"delta":0.3119,"oi":125},{"strike":125.0,"moneyness":1.1259,"type":"call","iv":0.2052,"delta":0.1794,"oi":446},{"strike":130.0,"moneyness":1.171,"type":"call","iv":0.2021,"delta":0.0973,"oi":437},{"strike":135.0,"moneyness":1.216,"type":"call","iv":0.2248,"delta":0.0709,"oi":166}]},{"expiration":"01/21/2028","underlying_price":111.0199966430664,"strikes":[{"strike":50.0,"moneyness":0.4504,"type":"put","iv":0.3882,"delta":-0.0159,"oi":176},{"strike":110.0,"moneyness":0.9908,"type":"put","iv":0.2577,"delta":-0.357,"oi":582},{"strike":115.0,"moneyness":1.0358,"type":"call","iv":0.2005,"delta":0.5801,"oi":749},{"strike":115.0,"moneyness":1.0358,"type":"put","iv":0.2684,"delta":-0.4134,"oi":151},{"strike":120.0,"moneyness":1.0809,"type":"call","iv":0.2013,"delta":0.5068,"oi":586},{"strike":120.0,"moneyness":1.0809,"type":"put","iv":0.2712,"delta":-0.4673,"oi":129},{"strike":125.0,"moneyness":1.1259,"type":"call","iv":0.2024,"delta":0.4369,"oi":334}]},{"expiration":"10/16/2026","underlying_price":111.0199966430664,"strikes":[{"strike":105.0,"moneyness":0.9458,"type":"put","iv":0.2677,"delta":-0.1233,"oi":141},{"strike":110.0,"moneyness":0.9908,"type":"call","iv":0.2128,"delta":0.6132,"oi":1175},{"strike":110.0,"moneyness":0.9908,"type":"put","iv":0.2204,"delta":-0.3901,"oi":1282},{"strike":115.0,"moneyness":1.0358,"type":"call","iv":0.2029,"delta":0.1946,"oi":1801},{"strike":115.0,"moneyness":1.0358,"type":"put","iv":0.2502,"delta":-0.755,"oi":1819},{"strike":120.0,"moneyness":1.0809,"type":"call","iv":0.2403,"delta":0.0486,"oi":160},{"strike":125.0,"moneyness":1.1259,"type":"call","iv":0.3028,"delta":0.0217,"oi":183},{"strike":130.0,"moneyness":1.171,"type":"call","iv":1.9834,"delta":0.4089,"oi":115}]},{"expiration":"11/20/2026","underlying_price":111.0199966430664,"strikes":[{"strike":105.0,"moneyness":0.9458,"type":"call","iv":0.2455,"delta":0.7684,"oi":125},{"strike":105.0,"moneyness":0.9458,"type":"put","iv":0.25,"delta":-0.2352,"oi":145},{"strike":110.0,"moneyness":0.9908,"type":"put","iv":0.2264,"delta":-0.4123,"oi":121},{"strike":110.0,"moneyness":0.9908,"type":"call","iv":0.2179,"delta":0.5898,"oi":109},{"strike":120.0,"moneyness":1.0809,"type":"call","iv":0.2142,"delta":0.1866,"oi":108},{"strike":125.0,"moneyness":1.1259,"type":"call","iv":0.2306,"delta":0.0951,"oi":793}]},{"expiration":"12/18/2026","underlying_price":111.0199966430664,"strikes":[{"strike":90.0,"moneyness":0.8107,"type":"put","iv":0.3197,"delta":-0.0579,"oi":276},{"strike":100.0,"moneyness":0.9007,"type":"put","iv":0.2819,"delta":-0.1721,"oi":343},{"strike":105.0,"moneyness":0.9458,"type":"call","iv":0.2362,"delta":0.7432,"oi":153},{"strike":105.0,"moneyness":0.9458,"type":"put","iv":0.2541,"delta":-0.2692,"oi":160},{"strike":110.0,"moneyness":0.9908,"type":"call","iv":0.2317,"delta":0.5886,"oi":352},{"strike":110.0,"moneyness":0.9908,"type":"put","iv":0.2489,"delta":-0.4145,"oi":388},{"strike":115.0,"moneyness":1.0358,"type":"put","iv":0.2331,"delta":-0.5772,"oi":566},{"strike":115.0,"moneyness":1.0358,"type":"call","iv":0.2364,"delta":0.4245,"oi":589},{"strike":120.0,"moneyness":1.0809,"type":"call","iv":0.2224,"delta":0.2649,"oi":166},{"strike":125.0,"moneyness":1.1259,"type":"call","iv":0.2289,"delta":0.159,"oi":106},{"strike":130.0,"moneyness":1.171,"type":"put","iv":0.3509,"delta":-0.8024,"oi":150},{"strike":135.0,"moneyness":1.216,"type":"call","iv":0.2369,"delta":0.0471,"oi":162}]}],"greeks_heatmap":{"data":[{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1011,"call_gamma":0,"put_gamma":0.018513,"call_theta":0,"put_theta":-0.0636,"call_vega":0,"put_vega":0.0371,"call_oi":0,"put_oi":87},{"strike":105.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1233,"call_gamma":0,"put_gamma":0.03635,"call_theta":0,"put_theta":-0.0424,"call_vega":0,"put_vega":0.0427,"call_oi":0,"put_oi":141},{"strike":110.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6132,"put_delta":-0.3901,"call_gamma":0.085862,"put_gamma":0.083086,"call_theta":-0.0733,"put_theta":-0.063,"call_vega":0.0802,"put_vega":0.0804,"call_oi":1175,"put_oi":1282},{"strike":115.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1946,"put_delta":-0.755,"call_gamma":0.06477,"put_gamma":0.059969,"call_theta":-0.0475,"put_theta":-0.0531,"call_vega":0.0577,"put_vega":0.0659,"call_oi":1801,"put_oi":1819},{"strike":120.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0486,"put_delta":0,"call_gamma":0.020011,"put_gamma":0,"call_theta":-0.0201,"put_theta":0,"call_vega":0.0211,"put_vega":0,"call_oi":160,"put_oi":0},{"strike":125.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0217,"put_delta":0,"call_gamma":0.008166,"put_gamma":0,"call_theta":-0.0129,"put_theta":0,"call_vega":0.0109,"put_vega":0,"call_oi":183,"put_oi":0},{"strike":130.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4089,"put_delta":0,"call_gamma":0.009348,"put_gamma":0,"call_theta":-0.6251,"put_theta":0,"call_vega":0.0814,"put_vega":0,"call_oi":115,"put_oi":0},{"strike":135.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1139,"put_delta":0,"call_gamma":0.01147,"put_gamma":0,"call_theta":-0.126,"put_theta":0,"call_vega":0.0404,"put_vega":0,"call_oi":65,"put_oi":0},{"strike":105.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7684,"put_delta":-0.2352,"call_gamma":0.030841,"put_gamma":0.030544,"call_theta":-0.0404,"put_theta":-0.029,"call_vega":0.1227,"put_vega":0.1238,"call_oi":125,"put_oi":145},{"strike":110.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5898,"put_delta":-0.4123,"call_gamma":0.044325,"put_gamma":0.042714,"call_theta":-0.0426,"put_theta":-0.0313,"call_vega":0.1565,"put_vega":0.1567,"call_oi":109,"put_oi":121},{"strike":120.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1866,"put_delta":0,"call_gamma":0.031117,"put_gamma":0,"call_theta":-0.0264,"put_theta":0,"call_vega":0.108,"put_vega":0,"call_oi":108,"put_oi":0},{"strike":125.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0951,"put_delta":0,"call_gamma":0.018225,"put_gamma":0,"call_theta":-0.0175,"put_theta":0,"call_vega":0.0681,"put_vega":0,"call_oi":793,"put_oi":0},{"strike":90.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0579,"call_gamma":0,"put_gamma":0.007154,"call_theta":0,"put_theta":-0.0115,"call_vega":0,"put_vega":0.0587,"call_oi":0,"put_oi":276},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1721,"call_gamma":0,"put_gamma":0.017861,"call_theta":0,"put_theta":-0.0216,"call_vega":0,"put_vega":0.1292,"call_oi":0,"put_oi":343},{"strike":105.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7432,"put_delta":-0.2692,"call_gamma":0.026933,"put_gamma":0.025652,"call_theta":-0.0339,"put_theta":-0.0242,"call_vega":0.1633,"put_vega":0.1673,"call_oi":153,"put_oi":160},{"strike":110.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5886,"put_delta":-0.4145,"call_gamma":0.033152,"put_gamma":0.030916,"call_theta":-0.037,"put_theta":-0.0265,"call_vega":0.1971,"put_vega":0.1974,"call_oi":352,"put_oi":388},{"strike":115.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4245,"put_delta":-0.5772,"call_gamma":0.03271,"put_gamma":0.033155,"call_theta":-0.0359,"put_theta":-0.0222,"call_vega":0.1985,"put_vega":0.1983,"call_oi":589,"put_oi":566},{"strike":120.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2649,"put_delta":0,"call_gamma":0.02906,"put_gamma":0,"call_theta":-0.0275,"put_theta":0,"call_vega":0.1659,"put_vega":0,"call_oi":166,"put_oi":0},{"strike":125.0,"dte":77,"expiration":"12/18/2026","call_delta":0.159,"put_delta":0,"call_gamma":0.020897,"put_gamma":0,"call_theta":-0.0204,"put_theta":0,"call_vega":0.1228,"put_vega":0,"call_oi":106,"put_oi":0},{"strike":130.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0806,"put_delta":-0.8024,"call_gamma":0.013128,"put_gamma":0.015633,"call_theta":-0.0122,"put_theta":-0.0198,"call_vega":0.0757,"put_vega":0.1408,"call_oi":52,"put_oi":150},{"strike":135.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0471,"put_delta":0,"call_gamma":0.008197,"put_gamma":0,"call_theta":-0.0083,"put_theta":0,"call_vega":0.0498,"put_vega":0,"call_oi":162,"put_oi":0}],"strikes":[90.0,100.0,105.0,110.0,115.0,120.0,125.0,130.0,135.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":6.48,"put_25d_iv":26.77,"call_25d_iv":20.29,"put_25d_strike":105.0,"call_25d_strike":115.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.58,"put_25d_iv":25.0,"call_25d_iv":21.42,"put_25d_strike":105.0,"call_25d_strike":120.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":3.16,"put_25d_iv":25.41,"call_25d_iv":22.24,"put_25d_strike":105.0,"call_25d_strike":120.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":3.8,"put_25d_iv":26.16,"call_25d_iv":22.36,"put_25d_strike":105.0,"call_25d_strike":120.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":6.83,"put_25d_iv":25.77,"call_25d_iv":18.95,"put_25d_strike":110.0,"call_25d_strike":150.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":50.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":176},{"strike":60.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":77},{"strike":72.5,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":89},{"strike":80.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":191},{"strike":90.0,"call_vanna":0,"put_vanna":13.0,"net_vanna":13.0,"call_oi":0,"put_oi":276},{"strike":95.0,"call_vanna":0,"put_vanna":12.0,"net_vanna":12.0,"call_oi":0,"put_oi":141},{"strike":100.0,"call_vanna":0,"put_vanna":35.0,"net_vanna":35.0,"call_oi":0,"put_oi":506},{"strike":105.0,"call_vanna":-30.0,"put_vanna":133.0,"net_vanna":103.0,"call_oi":347,"put_oi":1868},{"strike":110.0,"call_vanna":-42.0,"put_vanna":111.0,"net_vanna":69.0,"call_oi":1703,"put_oi":2505},{"strike":115.0,"call_vanna":22.0,"put_vanna":-59.0,"net_vanna":-37.0,"call_oi":3261,"put_oi":2536},{"strike":120.0,"call_vanna":32.0,"put_vanna":4.0,"net_vanna":36.0,"call_oi":1243,"put_oi":129},{"strike":125.0,"call_vanna":108.0,"put_vanna":0,"net_vanna":108.0,"call_oi":1862,"put_oi":0},{"strike":130.0,"call_vanna":37.0,"put_vanna":-15.0,"net_vanna":22.0,"call_oi":604,"put_oi":217},{"strike":135.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":393,"put_oi":0},{"strike":150.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":78,"put_oi":0}],"net_vanna":421.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":100.0,"call_charm":0,"put_charm":1458.0,"net_charm":1458.0,"call_oi":0,"put_oi":87},{"strike":105.0,"call_charm":-2890.0,"put_charm":2657.0,"net_charm":-232.0,"call_oi":125,"put_oi":286},{"strike":110.0,"call_charm":-139686.0,"put_charm":83253.0,"net_charm":-56433.0,"call_oi":1284,"put_oi":1403},{"strike":115.0,"call_charm":-43376.0,"put_charm":190117.0,"net_charm":146741.0,"call_oi":1801,"put_oi":1819},{"strike":120.0,"call_charm":-804.0,"put_charm":0,"net_charm":-804.0,"call_oi":268,"put_oi":0},{"strike":125.0,"call_charm":-1119.0,"put_charm":0,"net_charm":-1119.0,"call_oi":976,"put_oi":0},{"strike":130.0,"call_charm":-76628.0,"put_charm":0,"net_charm":-76628.0,"call_oi":115,"put_oi":0},{"strike":135.0,"call_charm":-2433.0,"put_charm":0,"net_charm":-2433.0,"call_oi":65,"put_oi":0}],"net_charm":10550.0,"weekend_delta_shift":31650.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":113706.0,"put_delta":-193239.0,"net_delta":-79532.0,"call_oi":3499,"put_oi":3389,"total_oi":6888,"total_volume":230,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":26943.0,"put_delta":-9966.0,"net_delta":16977.0,"call_oi":1170,"put_oi":293,"total_oi":1463,"total_volume":1,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":67483.0,"put_delta":-79941.0,"net_delta":-12457.0,"call_oi":1621,"put_oi":2045,"total_oi":3666,"total_volume":44,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":32907.0,"put_delta":-58086.0,"net_delta":-25178.0,"call_oi":1434,"put_oi":2495,"total_oi":3929,"total_volume":5,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":9201.0,"put_delta":-835.0,"net_delta":8366.0,"call_oi":193,"put_oi":62,"total_oi":255,"total_volume":5,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":109780.0,"put_delta":-41044.0,"net_delta":68735.0,"call_oi":2085,"put_oi":1250,"total_oi":3335,"total_volume":10,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":110.0,"straddle_price":3.72,"straddle_pct":3.36,"implied_move":3.36,"avg_iv":21.7},{"expiration":"11/20/2026","dte":49,"strike":110.0,"straddle_price":7.2,"straddle_pct":6.49,"implied_move":6.49,"avg_iv":22.2},{"expiration":"12/18/2026","dte":77,"strike":110.0,"straddle_price":9.75,"straddle_pct":8.78,"implied_move":8.78,"avg_iv":24.0},{"expiration":"01/15/2027","dte":105,"strike":110.0,"straddle_price":11.0,"straddle_pct":9.91,"implied_move":9.91,"avg_iv":23.2},{"expiration":"01/21/2028","dte":476,"strike":110.0,"straddle_price":22.95,"straddle_pct":20.67,"implied_move":20.67,"avg_iv":22.8}],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":16,"total_oi":16,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":18,"total_oi":18,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":18,"total_oi":18,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":213,"total_oi":213,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":57.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":22,"total_oi":22,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":79,"total_oi":84,"bias":"neutral"},{"strike":62.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":34,"total_oi":34,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":41,"total_oi":80,"bias":"neutral"},{"strike":67.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":6,"total_oi":38,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":57,"put_oi":22,"total_oi":79,"bias":"neutral"},{"strike":72.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":89,"total_oi":108,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":447,"put_oi":9,"total_oi":456,"bias":"neutral"},{"strike":77.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":72,"put_oi":2,"total_oi":74,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":148,"put_oi":297,"total_oi":445,"bias":"neutral"},{"strike":82.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":54,"put_oi":42,"total_oi":96,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":11,"total_oi":60,"bias":"neutral"},{"strike":87.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":13,"total_oi":62,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":36,"put_oi":304,"total_oi":340,"bias":"neutral"},{"strike":92.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":35,"total_oi":86,"bias":"neutral"},{"strike":95.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":70,"put_oi":168,"total_oi":238,"bias":"bullish"},{"strike":97.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":64,"put_oi":19,"total_oi":83,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":518,"total_oi":570,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":12,"total_volume":12,"call_oi":403,"put_oi":1899,"total_oi":2302,"bias":"bearish"},{"strike":110.0,"call_volume":5,"put_volume":19,"total_volume":24,"call_oi":1762,"put_oi":2506,"total_oi":4268,"bias":"bearish"},{"strike":115.0,"call_volume":129,"put_volume":108,"total_volume":237,"call_oi":3303,"put_oi":2599,"total_oi":5902,"bias":"neutral"},{"strike":120.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1243,"put_oi":224,"total_oi":1467,"bias":"bullish"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1872,"put_oi":77,"total_oi":1949,"bias":"neutral"},{"strike":130.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":617,"put_oi":217,"total_oi":834,"bias":"bullish"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":410,"put_oi":9,"total_oi":419,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":61,"put_oi":2,"total_oi":63,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":1,"total_oi":13,"bias":"neutral"},{"strike":150.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":79,"put_oi":0,"total_oi":79,"bias":"bullish"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":170.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":111.0199966430664,"peak_call_strike":115.0,"peak_put_strike":115.0,"total_call_volume":156,"total_put_volume":139,"volume_pc_ratio":0.891},"iv_contours":{"x":[0.72,0.74,0.81,0.83,0.86,0.88,0.9,0.95,0.99,1.04,1.08,1.13,1.17,1.22],"y":[14,49,77,105,168],"z":[[127.08,null,null,null,null,null,45.59,26.77,21.66,22.66,30.94,30.28,198.34,80.23],[null,null,null,null,null,null,null,24.77,22.21,23.44,21.42,23.06,null,null],[132.37,null,31.97,null,29.39,20.9,25.19,24.52,24.03,23.48,24.56,26.45,28.79,23.69],[38.15,36.17,null,29.5,28.49,23.85,24.09,23.59,23.19,23.45,24.71,20.52,20.21,22.48],[32.52,null,null,null,null,null,null,23.14,21.89,null,22.49,null,null,null]],"levels":[20.2,38.0,55.8,73.6,91.5,109.3,127.1,144.9,162.7,180.5,198.3],"min_iv":20.2,"max_iv":198.3},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":110.0,"atm_iv":21.79,"otm_strike":115.0,"otm_iv":21.93,"itm_strike":105.0,"itm_iv":24.55,"iv_butterfly":2.91,"price_butterfly":1.45,"convexity":"high_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":110.0,"atm_iv":23.17,"otm_strike":115.0,"otm_iv":23.64,"itm_strike":105.0,"itm_iv":23.62,"iv_butterfly":0.93,"price_butterfly":1.0,"convexity":"moderate_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":110.0,"atm_iv":21.35,"otm_strike":115.0,"otm_iv":22.16,"itm_strike":105.0,"itm_iv":21.03,"iv_butterfly":0.5,"price_butterfly":0.9,"convexity":"moderate_convexity"},{"expiration":"01/21/2028","dte":476,"atm_strike":110.0,"atm_iv":19.84,"otm_strike":115.0,"otm_iv":20.05,"itm_strike":105.0,"itm_iv":19.9,"iv_butterfly":0.27,"price_butterfly":0.5,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":53.3},{"date":"2026-09-15","iv":51.59},{"date":"2026-09-16","iv":66.4},{"date":"2026-09-17","iv":39.06},{"date":"2026-09-18","iv":42.23},{"date":"2026-09-21","iv":35.63},{"date":"2026-09-22","iv":29.0},{"date":"2026-09-23","iv":30.7},{"date":"2026-09-24","iv":30.6},{"date":"2026-09-25","iv":27.8},{"date":"2026-09-28","iv":31.2},{"date":"2026-09-29","iv":31.9},{"date":"2026-09-30","iv":33.3},{"date":"2026-10-01","iv":31.8},{"date":"2026-10-02","iv":38.7}]}}