{"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":"CMPS","summary":{"name":"CMPS","price":11.9,"total_oi":112174,"call_oi":88897,"put_oi":23277,"pc_ratio":0.262,"net_gex":505667.79,"avg_iv":104.9,"iv_rank":42.8,"iv_52w_high":122.96,"iv_52w_low":91.4,"gamma_flip":4.25,"max_pain":10.0},"features":{"symbol":"CMPS","price":11.9,"total_oi":112174,"analysis_coverage":1.0,"avg_iv_pct":104.9,"iv_rank":42.8,"iv_52w_high_pct":122.96,"iv_52w_low_pct":91.4,"front_dte":14,"front_atm_iv_pct":73.6799,"back_atm_iv_pct":74.9188,"term_premium_pp":-1.2389,"expected_move_front_pct":14.43,"straddle_front_pct":11.13,"straddle_30d_pct":11.13,"risk_reversal_front_pp":1.26,"risk_reversal_30d_pp":1.26,"butterfly_front_pp":-15.03,"butterfly_30d_pp":-15.03,"put_call_oi_ratio":0.262,"put_call_oi_front_ratio":0.515,"put_call_volume_front_ratio":0.292,"option_volume":1753,"volume_oi_ratio":0.015628,"net_delta_normalized":0.250563,"dealer_delta_normalized":-0.249913,"gex_per_100k_oi":450788.765668,"vanna_per_100k_oi":1474.494981,"charm_per_100k_oi":-8947.706242,"weekend_delta_shift_per_100k_oi":-26842.227254,"iv_surface_range_pp":97.6,"gamma_flip_distance_pct":-64.285714,"max_pain_distance_pct":-15.966387,"peak_call_distance_pct":68.067227,"peak_put_distance_pct":-24.369748},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":33,"put_oi":0},{"strike":2.0,"call_gex":0.0,"put_gex":-0.48,"net_gex":-0.48,"call_oi":19,"put_oi":1},{"strike":3.0,"call_gex":1.33,"put_gex":-220.54,"net_gex":-219.2,"call_oi":199,"put_oi":281},{"strike":4.0,"call_gex":19.7,"put_gex":-46.45,"net_gex":-26.74,"call_oi":17,"put_oi":35},{"strike":5.0,"call_gex":1495.04,"put_gex":-528.56,"net_gex":966.48,"call_oi":875,"put_oi":568},{"strike":6.0,"call_gex":459.85,"put_gex":-1116.75,"net_gex":-656.9,"call_oi":171,"put_oi":515},{"strike":7.0,"call_gex":14423.04,"put_gex":-2275.28,"net_gex":12147.76,"call_oi":4631,"put_oi":683},{"strike":8.0,"call_gex":123.41,"put_gex":-1233.05,"net_gex":-1109.64,"call_oi":22,"put_oi":218},{"strike":9.0,"call_gex":5942.02,"put_gex":-4189.14,"net_gex":1752.88,"call_oi":732,"put_oi":558},{"strike":10.0,"call_gex":53056.31,"put_gex":-52374.58,"net_gex":681.74,"call_oi":6768,"put_oi":7911},{"strike":11.0,"call_gex":2952.46,"put_gex":-12314.45,"net_gex":-9362.0,"call_oi":247,"put_oi":767},{"strike":12.0,"call_gex":146236.73,"put_gex":-28772.56,"net_gex":117464.17,"call_oi":15265,"put_oi":2180},{"strike":13.0,"call_gex":95653.29,"put_gex":-129122.69,"net_gex":-33469.4,"call_oi":5592,"put_oi":5400},{"strike":14.0,"call_gex":84802.97,"put_gex":-23980.49,"net_gex":60822.48,"call_oi":5546,"put_oi":1425},{"strike":15.0,"call_gex":112886.84,"put_gex":-19778.87,"net_gex":93107.97,"call_oi":11677,"put_oi":1962},{"strike":16.0,"call_gex":44731.74,"put_gex":-940.24,"net_gex":43791.5,"call_oi":4358,"put_oi":87},{"strike":17.0,"call_gex":63419.96,"put_gex":-3384.77,"net_gex":60035.19,"call_oi":6810,"put_oi":475},{"strike":18.0,"call_gex":20148.03,"put_gex":-482.3,"net_gex":19665.73,"call_oi":2537,"put_oi":70},{"strike":19.0,"call_gex":2359.96,"put_gex":-5.8,"net_gex":2354.16,"call_oi":329,"put_oi":1},{"strike":20.0,"call_gex":106394.29,"put_gex":-966.4,"net_gex":105427.88,"call_oi":16605,"put_oi":139},{"strike":21.0,"call_gex":737.02,"put_gex":0.0,"net_gex":737.02,"call_oi":118,"put_oi":0},{"strike":22.0,"call_gex":8241.14,"put_gex":0.0,"net_gex":8241.14,"call_oi":1580,"put_oi":0},{"strike":23.0,"call_gex":2203.72,"put_gex":0.0,"net_gex":2203.72,"call_oi":399,"put_oi":0},{"strike":24.0,"call_gex":1561.1,"put_gex":0.0,"net_gex":1561.1,"call_oi":299,"put_oi":0},{"strike":25.0,"call_gex":15988.6,"put_gex":-3.91,"net_gex":15984.69,"call_oi":3296,"put_oi":1},{"strike":26.0,"call_gex":950.66,"put_gex":0.0,"net_gex":950.66,"call_oi":186,"put_oi":0},{"strike":27.0,"call_gex":1552.3,"put_gex":0.0,"net_gex":1552.3,"call_oi":332,"put_oi":0},{"strike":28.0,"call_gex":795.19,"put_gex":0.0,"net_gex":795.19,"call_oi":182,"put_oi":0},{"strike":30.0,"call_gex":268.4,"put_gex":0.0,"net_gex":268.4,"call_oi":72,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":242023.0,"total_value":242023.0},{"strike":2.0,"call_value":33.0,"put_value":218746.0,"total_value":218779.0},{"strike":3.0,"call_value":85.0,"put_value":195470.0,"total_value":195555.0},{"strike":4.0,"call_value":336.0,"put_value":172475.0,"total_value":172811.0},{"strike":5.0,"call_value":604.0,"put_value":149515.0,"total_value":150119.0},{"strike":6.0,"call_value":1747.0,"put_value":127123.0,"total_value":128870.0},{"strike":7.0,"call_value":3061.0,"put_value":105246.0,"total_value":108307.0},{"strike":8.0,"call_value":9006.0,"put_value":84052.0,"total_value":93058.0},{"strike":9.0,"call_value":14973.0,"put_value":63076.0,"total_value":78049.0},{"strike":10.0,"call_value":21672.0,"put_value":42658.0,"total_value":64330.0},{"strike":11.0,"call_value":35139.0,"put_value":30151.0,"total_value":65290.0},{"strike":12.0,"call_value":48853.0,"put_value":18411.0,"total_value":67264.0},{"strike":13.0,"call_value":77832.0,"put_value":8851.0,"total_value":86683.0},{"strike":14.0,"call_value":112403.0,"put_value":4691.0,"total_value":117094.0},{"strike":15.0,"call_value":152520.0,"put_value":1956.0,"total_value":154476.0},{"strike":16.0,"call_value":204314.0,"put_value":1183.0,"total_value":205497.0},{"strike":17.0,"call_value":260466.0,"put_value":497.0,"total_value":260963.0},{"strike":18.0,"call_value":323428.0,"put_value":286.0,"total_value":323714.0},{"strike":19.0,"call_value":388927.0,"put_value":145.0,"total_value":389072.0},{"strike":20.0,"call_value":454755.0,"put_value":5.0,"total_value":454760.0},{"strike":21.0,"call_value":537188.0,"put_value":4.0,"total_value":537192.0},{"strike":22.0,"call_value":619739.0,"put_value":3.0,"total_value":619742.0},{"strike":23.0,"call_value":703870.0,"put_value":2.0,"total_value":703872.0},{"strike":24.0,"call_value":788400.0,"put_value":1.0,"total_value":788401.0},{"strike":25.0,"call_value":873229.0,"put_value":0.0,"total_value":873229.0},{"strike":26.0,"call_value":961354.0,"put_value":0.0,"total_value":961354.0},{"strike":27.0,"call_value":1049665.0,"put_value":0.0,"total_value":1049665.0},{"strike":28.0,"call_value":1138308.0,"put_value":0.0,"total_value":1138308.0},{"strike":30.0,"call_value":1315958.0,"put_value":0,"total_value":1315958.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":179.3,"strike":8.43},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":151.6,"strike":7.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":141.2,"strike":6.93},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":73.8,"strike":11.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":73.8,"strike":11.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":84.1,"strike":11.0},{"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":null,"strike":null},{"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":73.7,"strike":12.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":74.9,"strike":12.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":81.2,"strike":12.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":60.7,"strike":13.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":79.9,"strike":13.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":83.0,"strike":13.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":139.2,"strike":17.46},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":106.2,"strike":19.71},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":97.5,"strike":20.23}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":6,"total_oi":3407},{"expiration":"11/20/2026","dte":49,"iv":0.4122,"contract_count":6,"total_oi":9139},{"expiration":"01/15/2027","dte":105,"iv":0.8078,"contract_count":6,"total_oi":12036},{"expiration":"02/19/2027","dte":140,"iv":1.0,"contract_count":6,"total_oi":469},{"expiration":"05/21/2027","dte":231,"iv":0.9481,"contract_count":3,"total_oi":110},{"expiration":"01/21/2028","dte":476,"iv":0.8378,"contract_count":2,"total_oi":4281},{"expiration":"01/19/2029","dte":840,"iv":0.9035,"contract_count":2,"total_oi":9}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":14.43,"expected_move_2std":28.85,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":27.45,"expected_move_2std":54.89,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":43.54,"expected_move_2std":87.08,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":56.48,"expected_move_2std":112.95,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":57.94,"expected_move_2std":115.88,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":95.08,"expected_move_2std":190.15,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":127.95,"expected_move_2std":255.9,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":9136,"put_oi":4705,"total_oi":13841,"pc_ratio":0.515,"pc_ratio_volume":0.292,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":20000,"put_oi":7487,"total_oi":27487,"pc_ratio":0.374,"pc_ratio_volume":0.027,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":37818,"put_oi":2893,"total_oi":40711,"pc_ratio":0.076,"pc_ratio_volume":0.069,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":4550,"put_oi":508,"total_oi":5058,"pc_ratio":0.112,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":690,"put_oi":13,"total_oi":703,"pc_ratio":0.019,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":16611,"put_oi":7651,"total_oi":24262,"pc_ratio":0.461,"pc_ratio_volume":0.127,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":92,"put_oi":20,"total_oi":112,"pc_ratio":0.217,"pc_ratio_volume":0.5,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.0,"call_delta_oi":0,"put_delta_oi":-3.0,"dealer_delta":3.0,"call_oi":0,"put_oi":1},{"strike":3.0,"call_delta_oi":196.0,"put_delta_oi":-945.0,"dealer_delta":749.0,"call_oi":2,"put_oi":281},{"strike":4.0,"call_delta_oi":1644.0,"put_delta_oi":-181.0,"dealer_delta":-1463.0,"call_oi":17,"put_oi":35},{"strike":5.0,"call_delta_oi":77356.0,"put_delta_oi":-4272.0,"dealer_delta":-73084.0,"call_oi":833,"put_oi":568},{"strike":6.0,"call_delta_oi":15930.0,"put_delta_oi":-4809.0,"dealer_delta":-11121.0,"call_oi":171,"put_oi":515},{"strike":7.0,"call_delta_oi":409816.0,"put_delta_oi":-7333.0,"dealer_delta":-402483.0,"call_oi":4631,"put_oi":683},{"strike":8.0,"call_delta_oi":1933.0,"put_delta_oi":-2172.0,"dealer_delta":239.0,"call_oi":22,"put_oi":218},{"strike":9.0,"call_delta_oi":61969.0,"put_delta_oi":-9980.0,"dealer_delta":-51989.0,"call_oi":732,"put_oi":558},{"strike":10.0,"call_delta_oi":506310.0,"put_delta_oi":-186151.0,"dealer_delta":-320159.0,"call_oi":6768,"put_oi":7911},{"strike":11.0,"call_delta_oi":16646.0,"put_delta_oi":-24772.0,"dealer_delta":8126.0,"call_oi":247,"put_oi":767},{"strike":12.0,"call_delta_oi":936260.0,"put_delta_oi":-85165.0,"dealer_delta":-851095.0,"call_oi":15265,"put_oi":2180},{"strike":13.0,"call_delta_oi":243202.0,"put_delta_oi":-354599.0,"dealer_delta":111397.0,"call_oi":5592,"put_oi":5400},{"strike":14.0,"call_delta_oi":183941.0,"put_delta_oi":-104402.0,"dealer_delta":-79539.0,"call_oi":5546,"put_oi":1425},{"strike":15.0,"call_delta_oi":426390.0,"put_delta_oi":-124670.0,"dealer_delta":-301720.0,"call_oi":11677,"put_oi":1962},{"strike":16.0,"call_delta_oi":109263.0,"put_delta_oi":-7422.0,"dealer_delta":-101841.0,"call_oi":4358,"put_oi":87},{"strike":17.0,"call_delta_oi":143022.0,"put_delta_oi":-31593.0,"dealer_delta":-111429.0,"call_oi":6810,"put_oi":475},{"strike":18.0,"call_delta_oi":56920.0,"put_delta_oi":-6258.0,"dealer_delta":-50662.0,"call_oi":2537,"put_oi":70},{"strike":19.0,"call_delta_oi":5026.0,"put_delta_oi":-92.0,"dealer_delta":-4933.0,"call_oi":329,"put_oi":1},{"strike":20.0,"call_delta_oi":388812.0,"put_delta_oi":-11180.0,"dealer_delta":-377632.0,"call_oi":16605,"put_oi":139},{"strike":21.0,"call_delta_oi":1814.0,"put_delta_oi":0,"dealer_delta":-1814.0,"call_oi":118,"put_oi":0},{"strike":22.0,"call_delta_oi":53661.0,"put_delta_oi":0,"dealer_delta":-53661.0,"call_oi":1580,"put_oi":0},{"strike":23.0,"call_delta_oi":6348.0,"put_delta_oi":0,"dealer_delta":-6348.0,"call_oi":399,"put_oi":0},{"strike":24.0,"call_delta_oi":5035.0,"put_delta_oi":0,"dealer_delta":-5035.0,"call_oi":299,"put_oi":0},{"strike":25.0,"call_delta_oi":97329.0,"put_delta_oi":-48.0,"dealer_delta":-97281.0,"call_oi":3296,"put_oi":1},{"strike":26.0,"call_delta_oi":4593.0,"put_delta_oi":0,"dealer_delta":-4593.0,"call_oi":186,"put_oi":0},{"strike":27.0,"call_delta_oi":9960.0,"put_delta_oi":0,"dealer_delta":-9960.0,"call_oi":332,"put_oi":0},{"strike":28.0,"call_delta_oi":2617.0,"put_delta_oi":0,"dealer_delta":-2617.0,"call_oi":182,"put_oi":0},{"strike":30.0,"call_delta_oi":3431.0,"put_delta_oi":0,"dealer_delta":-3431.0,"call_oi":72,"put_oi":0}],"net_dealer_delta":-2803376.0,"total_call_delta":3769426.0,"total_put_delta":-966049.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":11.899999618530273,"strikes":[{"strike":5.0,"moneyness":0.4202,"type":"call","iv":1.3571,"delta":0.9425,"oi":247},{"strike":6.0,"moneyness":0.5042,"type":"put","iv":2.9821,"delta":-0.1087,"oi":229},{"strike":7.0,"moneyness":0.5882,"type":"put","iv":0.8727,"delta":-0.0811,"oi":330},{"strike":7.0,"moneyness":0.5882,"type":"call","iv":0.8357,"delta":0.925,"oi":1647},{"strike":9.0,"moneyness":0.7563,"type":"put","iv":0.8215,"delta":-0.1884,"oi":471},{"strike":9.0,"moneyness":0.7563,"type":"call","iv":0.9447,"delta":0.7967,"oi":201},{"strike":10.0,"moneyness":0.8403,"type":"call","iv":0.8145,"delta":0.7406,"oi":4555},{"strike":10.0,"moneyness":0.8403,"type":"put","iv":0.8122,"delta":-0.2592,"oi":215},{"strike":11.0,"moneyness":0.9244,"type":"call","iv":0.8395,"delta":0.6652,"oi":146},{"strike":12.0,"moneyness":1.0084,"type":"put","iv":0.8056,"delta":-0.4115,"oi":382},{"strike":12.0,"moneyness":1.0084,"type":"call","iv":0.818,"delta":0.5897,"oi":10939},{"strike":13.0,"moneyness":1.0924,"type":"put","iv":0.8508,"delta":-0.4764,"oi":222},{"strike":13.0,"moneyness":1.0924,"type":"call","iv":0.8088,"delta":0.5156,"oi":261},{"strike":14.0,"moneyness":1.1765,"type":"put","iv":0.8904,"delta":-0.5314,"oi":185},{"strike":14.0,"moneyness":1.1765,"type":"call","iv":0.8335,"delta":0.454,"oi":200},{"strike":15.0,"moneyness":1.2605,"type":"put","iv":0.8393,"delta":-0.6048,"oi":146},{"strike":15.0,"moneyness":1.2605,"type":"call","iv":0.8165,"delta":0.3876,"oi":5038},{"strike":16.0,"moneyness":1.3445,"type":"call","iv":0.8639,"delta":0.3501,"oi":1211},{"strike":17.0,"moneyness":1.4286,"type":"call","iv":0.8315,"delta":0.2896,"oi":504},{"strike":18.0,"moneyness":1.5126,"type":"call","iv":0.8276,"delta":0.2456,"oi":199},{"strike":19.0,"moneyness":1.5966,"type":"call","iv":0.836,"delta":0.2124,"oi":117},{"strike":20.0,"moneyness":1.6807,"type":"put","iv":0.8716,"delta":-0.8043,"oi":133},{"strike":20.0,"moneyness":1.6807,"type":"call","iv":0.8626,"delta":0.1919,"oi":11454},{"strike":25.0,"moneyness":2.1008,"type":"call","iv":0.9419,"delta":0.1149,"oi":361},{"strike":26.0,"moneyness":2.1849,"type":"call","iv":1.3834,"delta":0.2506,"oi":180},{"strike":28.0,"moneyness":2.3529,"type":"call","iv":1.1719,"delta":0.1502,"oi":117}]},{"expiration":"01/21/2028","underlying_price":11.899999618530273,"strikes":[{"strike":3.0,"moneyness":0.2521,"type":"put","iv":0.9789,"delta":-0.0328,"oi":255},{"strike":5.0,"moneyness":0.4202,"type":"call","iv":0.8823,"delta":0.9221,"oi":470},{"strike":7.0,"moneyness":0.5882,"type":"put","iv":0.8236,"delta":-0.1371,"oi":322},{"strike":7.0,"moneyness":0.5882,"type":"call","iv":0.8398,"delta":0.8623,"oi":2945},{"strike":10.0,"moneyness":0.8403,"type":"put","iv":0.8004,"delta":-0.2396,"oi":5256},{"strike":10.0,"moneyness":0.8403,"type":"call","iv":0.827,"delta":0.7626,"oi":1460},{"strike":12.0,"moneyness":1.0084,"type":"put","iv":0.8162,"delta":-0.3029,"oi":814},{"strike":12.0,"moneyness":1.0084,"type":"call","iv":0.8489,"delta":0.7029,"oi":3467},{"strike":15.0,"moneyness":1.2605,"type":"put","iv":0.923,"delta":-0.3598,"oi":695},{"strike":15.0,"moneyness":1.2605,"type":"call","iv":0.8436,"delta":0.6172,"oi":1946},{"strike":17.0,"moneyness":1.4286,"type":"put","iv":0.8352,"delta":-0.4364,"oi":209},{"strike":17.0,"moneyness":1.4286,"type":"call","iv":0.8371,"delta":0.5643,"oi":206},{"strike":20.0,"moneyness":1.6807,"type":"call","iv":0.8765,"delta":0.5143,"oi":2860},{"strike":22.0,"moneyness":1.8487,"type":"call","iv":0.8848,"delta":0.4803,"oi":885},{"strike":25.0,"moneyness":2.1008,"type":"call","iv":0.8226,"delta":0.3963,"oi":2045},{"strike":27.0,"moneyness":2.2689,"type":"call","iv":0.8619,"delta":0.3877,"oi":171}]},{"expiration":"02/19/2027","underlying_price":11.899999618530273,"strikes":[{"strike":5.0,"moneyness":0.4202,"type":"call","iv":1.422,"delta":0.9258,"oi":111},{"strike":10.0,"moneyness":0.8403,"type":"call","iv":0.924,"delta":0.7319,"oi":267},{"strike":12.0,"moneyness":1.0084,"type":"put","iv":0.7947,"delta":-0.397,"oi":108},{"strike":13.0,"moneyness":1.0924,"type":"put","iv":0.722,"delta":-0.4758,"oi":233},{"strike":14.0,"moneyness":1.1765,"type":"call","iv":0.7839,"delta":0.4758,"oi":119},{"strike":15.0,"moneyness":1.2605,"type":"call","iv":0.8497,"delta":0.441,"oi":1321},{"strike":16.0,"moneyness":1.3445,"type":"call","iv":0.9295,"delta":0.4203,"oi":319},{"strike":18.0,"moneyness":1.5126,"type":"call","iv":0.8728,"delta":0.3195,"oi":1068},{"strike":20.0,"moneyness":1.6807,"type":"call","iv":0.8577,"delta":0.2464,"oi":328},{"strike":25.0,"moneyness":2.1008,"type":"call","iv":0.8611,"delta":0.1355,"oi":811}]},{"expiration":"05/21/2027","underlying_price":11.899999618530273,"strikes":[{"strike":10.0,"moneyness":0.8403,"type":"call","iv":1.0426,"delta":0.7442,"oi":120},{"strike":14.0,"moneyness":1.1765,"type":"call","iv":0.8306,"delta":0.5493,"oi":106},{"strike":15.0,"moneyness":1.2605,"type":"call","iv":0.996,"delta":0.5542,"oi":104},{"strike":16.0,"moneyness":1.3445,"type":"call","iv":0.9262,"delta":0.5005,"oi":166}]},{"expiration":"10/16/2026","underlying_price":11.899999618530273,"strikes":[{"strike":10.0,"moneyness":0.8403,"type":"call","iv":0.9316,"delta":0.8612,"oi":101},{"strike":12.0,"moneyness":1.0084,"type":"put","iv":0.677,"delta":-0.4959,"oi":222},{"strike":12.0,"moneyness":1.0084,"type":"call","iv":0.7963,"delta":0.5118,"oi":125},{"strike":13.0,"moneyness":1.0924,"type":"put","iv":0.5494,"delta":-0.7841,"oi":2572},{"strike":13.0,"moneyness":1.0924,"type":"call","iv":0.6643,"delta":0.2642,"oi":428},{"strike":14.0,"moneyness":1.1765,"type":"call","iv":0.7174,"delta":0.131,"oi":474},{"strike":14.0,"moneyness":1.1765,"type":"put","iv":0.8506,"delta":-0.8219,"oi":799},{"strike":15.0,"moneyness":1.2605,"type":"call","iv":0.7807,"delta":0.0685,"oi":1957},{"strike":15.0,"moneyness":1.2605,"type":"put","iv":1.1645,"delta":-0.8255,"oi":1030},{"strike":16.0,"moneyness":1.3445,"type":"call","iv":1.162,"delta":0.1087,"oi":560},{"strike":17.0,"moneyness":1.4286,"type":"call","iv":1.816,"delta":0.1935,"oi":4797},{"strike":18.0,"moneyness":1.5126,"type":"call","iv":1.4787,"delta":0.0905,"oi":366},{"strike":20.0,"moneyness":1.6807,"type":"call","iv":1.3107,"delta":0.0245,"oi":106}]},{"expiration":"11/20/2026","underlying_price":11.899999618530273,"strikes":[{"strike":6.0,"moneyness":0.5042,"type":"put","iv":1.7675,"delta":-0.0811,"oi":285},{"strike":8.0,"moneyness":0.6723,"type":"put","iv":0.987,"delta":-0.0961,"oi":194},{"strike":9.0,"moneyness":0.7563,"type":"call","iv":0.82,"delta":0.8658,"oi":480},{"strike":10.0,"moneyness":0.8403,"type":"call","iv":0.8432,"delta":0.7704,"oi":259},{"strike":10.0,"moneyness":0.8403,"type":"put","iv":0.8091,"delta":-0.224,"oi":2322},{"strike":11.0,"moneyness":0.9244,"type":"put","iv":0.7256,"delta":-0.3258,"oi":630},{"strike":12.0,"moneyness":1.0084,"type":"call","iv":0.7807,"delta":0.5524,"oi":676},{"strike":12.0,"moneyness":1.0084,"type":"put","iv":0.7174,"delta":-0.4525,"oi":648},{"strike":13.0,"moneyness":1.0924,"type":"call","iv":0.7851,"delta":0.4409,"oi":4765},{"strike":13.0,"moneyness":1.0924,"type":"put","iv":0.8129,"delta":-0.5531,"oi":2373},{"strike":14.0,"moneyness":1.1765,"type":"call","iv":0.7756,"delta":0.3382,"oi":4647},{"strike":14.0,"moneyness":1.1765,"type":"put","iv":0.7933,"delta":-0.656,"oi":438},{"strike":15.0,"moneyness":1.2605,"type":"call","iv":0.779,"delta":0.2551,"oi":1308},{"strike":16.0,"moneyness":1.3445,"type":"call","iv":0.7748,"delta":0.1858,"oi":2102},{"strike":17.0,"moneyness":1.4286,"type":"put","iv":0.7686,"delta":-0.8687,"oi":252},{"strike":17.0,"moneyness":1.4286,"type":"call","iv":0.8496,"delta":0.1622,"oi":1215},{"strike":18.0,"moneyness":1.5126,"type":"call","iv":0.9616,"delta":0.1595,"oi":896},{"strike":19.0,"moneyness":1.5966,"type":"call","iv":0.9351,"delta":0.1163,"oi":142},{"strike":20.0,"moneyness":1.6807,"type":"call","iv":0.862,"delta":0.0685,"oi":1823},{"strike":22.0,"moneyness":1.8487,"type":"call","iv":1.3291,"delta":0.1533,"oi":537},{"strike":23.0,"moneyness":1.9328,"type":"call","iv":1.3916,"delta":0.1486,"oi":337},{"strike":24.0,"moneyness":2.0168,"type":"call","iv":1.4504,"delta":0.1445,"oi":241}]}],"greeks_heatmap":{"data":[{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.862,"put_delta":0,"call_gamma":0.061992,"put_gamma":0,"call_theta":-0.031,"put_theta":0,"call_vega":0.005,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8612,"put_delta":0,"call_gamma":0.10574,"put_gamma":0,"call_theta":-0.0188,"put_theta":0,"call_vega":0.005,"put_vega":0,"call_oi":101,"put_oi":0},{"strike":12.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5118,"put_delta":-0.4959,"call_gamma":0.222996,"put_gamma":0.262389,"call_theta":-0.0281,"put_theta":-0.0226,"call_vega":0.009,"put_vega":0.009,"call_oi":125,"put_oi":222},{"strike":13.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2642,"put_delta":-0.7841,"call_gamma":0.219207,"put_gamma":0.23736,"call_theta":-0.0191,"put_theta":-0.0127,"call_vega":0.0073,"put_vega":0.0066,"call_oi":428,"put_oi":2572},{"strike":14.0,"dte":14,"expiration":"10/16/2026","call_delta":0.131,"put_delta":-0.8219,"call_gamma":0.132025,"put_gamma":0.136438,"call_theta":-0.0134,"put_theta":-0.0177,"call_vega":0.0048,"put_vega":0.0059,"call_oi":474,"put_oi":799},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0685,"put_delta":-0.8255,"call_gamma":0.075284,"put_gamma":0.098376,"call_theta":-0.009,"put_theta":-0.0244,"call_vega":0.003,"put_vega":0.0058,"call_oi":1957,"put_oi":1030},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8658,"put_delta":-0.1218,"call_gamma":0.061105,"put_gamma":0.061257,"call_theta":-0.0088,"put_theta":-0.0068,"call_vega":0.0093,"put_vega":0.0087,"call_oi":480,"put_oi":79},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7704,"put_delta":-0.224,"call_gamma":0.083375,"put_gamma":0.085685,"call_theta":-0.0123,"put_theta":-0.0105,"call_vega":0.0131,"put_vega":0.0129,"call_oi":259,"put_oi":2322},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3258,"call_gamma":0,"put_gamma":0.115047,"call_theta":0,"put_theta":-0.0112,"call_vega":0,"put_vega":0.0155,"call_oi":0,"put_oi":630},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5524,"put_delta":-0.4525,"call_gamma":0.117386,"put_gamma":0.127941,"call_theta":-0.0145,"put_theta":-0.012,"call_vega":0.0171,"put_vega":0.0171,"call_oi":676,"put_oi":648},{"strike":13.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4409,"put_delta":-0.5531,"call_gamma":0.116464,"put_gamma":0.112714,"call_theta":-0.0144,"put_theta":-0.0134,"call_vega":0.017,"put_vega":0.0171,"call_oi":4765,"put_oi":2373},{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3382,"put_delta":-0.656,"call_gamma":0.109258,"put_gamma":0.107506,"call_theta":-0.0131,"put_theta":-0.0119,"call_vega":0.0158,"put_vega":0.0159,"call_oi":4647,"put_oi":438},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2551,"put_delta":0,"call_gamma":0.095541,"put_gamma":0,"call_theta":-0.0115,"put_theta":0,"call_vega":0.0139,"put_vega":0,"call_oi":1308,"put_oi":0}],"strikes":[9.0,10.0,11.0,12.0,13.0,14.0,15.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":1.26,"put_25d_iv":67.7,"call_25d_iv":66.43,"put_25d_strike":12.0,"call_25d_strike":13.0,"skew":"neutral"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.01,"put_25d_iv":80.91,"call_25d_iv":77.9,"put_25d_strike":10.0,"call_25d_strike":15.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-57.12,"put_25d_iv":81.22,"call_25d_iv":138.34,"put_25d_strike":10.0,"call_25d_strike":26.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-2.25,"put_25d_iv":83.51,"call_25d_iv":85.77,"put_25d_strike":10.0,"call_25d_strike":20.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-6.15,"put_25d_iv":80.04,"call_25d_iv":86.19,"put_25d_strike":10.0,"call_25d_strike":27.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":3.0,"call_vanna":0,"put_vanna":20.0,"net_vanna":20.0,"call_oi":0,"put_oi":255},{"strike":5.0,"call_vanna":-88.0,"put_vanna":41.0,"net_vanna":-46.0,"call_oi":828,"put_oi":529},{"strike":6.0,"call_vanna":-7.0,"put_vanna":31.0,"net_vanna":24.0,"call_oi":146,"put_oi":514},{"strike":7.0,"call_vanna":-642.0,"put_vanna":81.0,"net_vanna":-561.0,"call_oi":4592,"put_oi":652},{"strike":8.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":194},{"strike":9.0,"call_vanna":-47.0,"put_vanna":47.0,"net_vanna":-0.0,"call_oi":732,"put_oi":550},{"strike":10.0,"call_vanna":-708.0,"put_vanna":1135.0,"net_vanna":427.0,"call_oi":6762,"put_oi":7883},{"strike":11.0,"call_vanna":-9.0,"put_vanna":34.0,"net_vanna":25.0,"call_oi":146,"put_oi":716},{"strike":12.0,"call_vanna":-977.0,"put_vanna":156.0,"net_vanna":-820.0,"call_oi":15260,"put_oi":2174},{"strike":13.0,"call_vanna":84.0,"put_vanna":-112.0,"net_vanna":-28.0,"call_oi":5551,"put_oi":5400},{"strike":14.0,"call_vanna":215.0,"put_vanna":-46.0,"net_vanna":169.0,"call_oi":5546,"put_oi":1422},{"strike":15.0,"call_vanna":184.0,"put_vanna":44.0,"net_vanna":228.0,"call_oi":11674,"put_oi":1871},{"strike":16.0,"call_vanna":228.0,"put_vanna":-4.0,"net_vanna":223.0,"call_oi":4358,"put_oi":72},{"strike":17.0,"call_vanna":252.0,"put_vanna":-2.0,"net_vanna":250.0,"call_oi":6722,"put_oi":461},{"strike":18.0,"call_vanna":165.0,"put_vanna":-3.0,"net_vanna":162.0,"call_oi":2529,"put_oi":59},{"strike":19.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":324,"put_oi":0},{"strike":20.0,"call_vanna":1100.0,"put_vanna":-12.0,"net_vanna":1088.0,"call_oi":16571,"put_oi":133},{"strike":21.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":94,"put_oi":0},{"strike":22.0,"call_vanna":57.0,"put_vanna":0,"net_vanna":57.0,"call_oi":1568,"put_oi":0},{"strike":23.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":399,"put_oi":0},{"strike":24.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":299,"put_oi":0},{"strike":25.0,"call_vanna":299.0,"put_vanna":0,"net_vanna":299.0,"call_oi":3295,"put_oi":0},{"strike":26.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":180,"put_oi":0},{"strike":27.0,"call_vanna":28.0,"put_vanna":0,"net_vanna":28.0,"call_oi":332,"put_oi":0},{"strike":28.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":182,"put_oi":0}],"net_vanna":1654.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":6.0,"call_charm":-454.0,"put_charm":203.0,"net_charm":-251.0,"call_oi":74,"put_oi":285},{"strike":8.0,"call_charm":0,"put_charm":103.0,"net_charm":103.0,"call_oi":0,"put_oi":194},{"strike":9.0,"call_charm":-6272.0,"put_charm":48.0,"net_charm":-6224.0,"call_oi":531,"put_oi":79},{"strike":10.0,"call_charm":-6077.0,"put_charm":4073.0,"net_charm":-2004.0,"call_oi":360,"put_oi":2322},{"strike":11.0,"call_charm":0,"put_charm":1714.0,"net_charm":1714.0,"call_oi":0,"put_oi":630},{"strike":12.0,"call_charm":-8710.0,"put_charm":9098.0,"net_charm":387.0,"call_oi":801,"put_oi":870},{"strike":13.0,"call_charm":-28209.0,"put_charm":79764.0,"net_charm":51555.0,"call_oi":5193,"put_oi":4945},{"strike":14.0,"call_charm":-17547.0,"put_charm":32936.0,"net_charm":15389.0,"call_oi":5121,"put_oi":1237},{"strike":15.0,"call_charm":-6012.0,"put_charm":53984.0,"net_charm":47972.0,"call_oi":3265,"put_oi":1030},{"strike":16.0,"call_charm":-5769.0,"put_charm":234.0,"net_charm":-5535.0,"call_oi":2662,"put_oi":72},{"strike":17.0,"call_charm":-106153.0,"put_charm":905.0,"net_charm":-105248.0,"call_oi":6012,"put_oi":252},{"strike":18.0,"call_charm":-2944.0,"put_charm":113.0,"net_charm":-2831.0,"call_oi":1262,"put_oi":59},{"strike":19.0,"call_charm":-703.0,"put_charm":0,"net_charm":-703.0,"call_oi":207,"put_oi":0},{"strike":20.0,"call_charm":-528.0,"put_charm":0,"net_charm":-528.0,"call_oi":1929,"put_oi":0},{"strike":21.0,"call_charm":-155.0,"put_charm":0,"net_charm":-155.0,"call_oi":94,"put_oi":0},{"strike":22.0,"call_charm":-2403.0,"put_charm":0,"net_charm":-2403.0,"call_oi":610,"put_oi":0},{"strike":23.0,"call_charm":-547.0,"put_charm":0,"net_charm":-547.0,"call_oi":337,"put_oi":0},{"strike":24.0,"call_charm":-389.0,"put_charm":0,"net_charm":-389.0,"call_oi":241,"put_oi":0},{"strike":25.0,"call_charm":-125.0,"put_charm":0,"net_charm":-125.0,"call_oi":78,"put_oi":0},{"strike":27.0,"call_charm":-111.0,"put_charm":0,"net_charm":-111.0,"call_oi":70,"put_oi":0},{"strike":28.0,"call_charm":-103.0,"put_charm":0,"net_charm":-103.0,"call_oi":65,"put_oi":0}],"net_charm":-10037.0,"weekend_delta_shift":-30110.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":157240.0,"put_delta":-365859.0,"net_delta":-208619.0,"call_oi":9136,"put_oi":4705,"total_oi":13841,"total_volume":274,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":621801.0,"put_delta":-304585.0,"net_delta":317216.0,"call_oi":19904,"put_oi":7487,"total_oi":27391,"total_volume":382,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":1712049.0,"put_delta":-83074.0,"net_delta":1628975.0,"call_oi":37778,"put_oi":2893,"total_oi":40671,"total_volume":761,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":172439.0,"put_delta":-20592.0,"net_delta":151848.0,"call_oi":4550,"put_oi":508,"total_oi":5058,"total_volume":195,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":38745.0,"put_delta":-646.0,"net_delta":38099.0,"call_oi":690,"put_oi":13,"total_oi":703,"total_volume":52,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":1061344.0,"put_delta":-190718.0,"net_delta":870627.0,"call_oi":16456,"put_oi":7651,"total_oi":24107,"total_volume":80,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":5808.0,"put_delta":-577.0,"net_delta":5231.0,"call_oi":92,"put_oi":20,"total_oi":112,"total_volume":6,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":12.0,"straddle_price":1.32,"straddle_pct":11.13,"implied_move":11.13,"avg_iv":73.7},{"expiration":"11/20/2026","dte":49,"strike":12.0,"straddle_price":2.58,"straddle_pct":21.64,"implied_move":21.64,"avg_iv":74.9},{"expiration":"01/15/2027","dte":105,"strike":12.0,"straddle_price":4.08,"straddle_pct":34.24,"implied_move":34.24,"avg_iv":81.2},{"expiration":"02/19/2027","dte":140,"strike":12.0,"straddle_price":5.25,"straddle_pct":44.12,"implied_move":44.12,"avg_iv":91.2},{"expiration":"01/21/2028","dte":476,"strike":12.0,"straddle_price":8.5,"straddle_pct":71.43,"implied_move":71.43,"avg_iv":83.3}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":0,"total_oi":33,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":1,"total_oi":20,"bias":"neutral"},{"strike":3.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":199,"put_oi":281,"total_oi":480,"bias":"bullish"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":35,"total_oi":52,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":875,"put_oi":568,"total_oi":1443,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":171,"put_oi":515,"total_oi":686,"bias":"neutral"},{"strike":7.0,"call_volume":2,"put_volume":5,"total_volume":7,"call_oi":4631,"put_oi":683,"total_oi":5314,"bias":"bearish"},{"strike":8.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":22,"put_oi":218,"total_oi":240,"bias":"bearish"},{"strike":9.0,"call_volume":0,"put_volume":47,"total_volume":47,"call_oi":732,"put_oi":558,"total_oi":1290,"bias":"bearish"},{"strike":10.0,"call_volume":78,"put_volume":5,"total_volume":83,"call_oi":6768,"put_oi":7911,"total_oi":14679,"bias":"bullish"},{"strike":11.0,"call_volume":3,"put_volume":30,"total_volume":33,"call_oi":247,"put_oi":767,"total_oi":1014,"bias":"bearish"},{"strike":12.0,"call_volume":52,"put_volume":10,"total_volume":62,"call_oi":15265,"put_oi":2180,"total_oi":17445,"bias":"bullish"},{"strike":13.0,"call_volume":112,"put_volume":1,"total_volume":113,"call_oi":5592,"put_oi":5400,"total_oi":10992,"bias":"bullish"},{"strike":14.0,"call_volume":92,"put_volume":27,"total_volume":119,"call_oi":5546,"put_oi":1425,"total_oi":6971,"bias":"bullish"},{"strike":15.0,"call_volume":486,"put_volume":6,"total_volume":492,"call_oi":11677,"put_oi":1962,"total_oi":13639,"bias":"bullish"},{"strike":16.0,"call_volume":69,"put_volume":0,"total_volume":69,"call_oi":4358,"put_oi":87,"total_oi":4445,"bias":"bullish"},{"strike":17.0,"call_volume":59,"put_volume":0,"total_volume":59,"call_oi":6810,"put_oi":475,"total_oi":7285,"bias":"bullish"},{"strike":18.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":2537,"put_oi":70,"total_oi":2607,"bias":"bullish"},{"strike":19.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":329,"put_oi":1,"total_oi":330,"bias":"bullish"},{"strike":20.0,"call_volume":538,"put_volume":0,"total_volume":538,"call_oi":16605,"put_oi":139,"total_oi":16744,"bias":"bullish"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":118,"put_oi":0,"total_oi":118,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1580,"put_oi":0,"total_oi":1580,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":399,"put_oi":0,"total_oi":399,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":299,"put_oi":0,"total_oi":299,"bias":"neutral"},{"strike":25.0,"call_volume":122,"put_volume":0,"total_volume":122,"call_oi":3296,"put_oi":1,"total_oi":3297,"bias":"bullish"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":186,"put_oi":0,"total_oi":186,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":332,"put_oi":0,"total_oi":332,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":182,"put_oi":0,"total_oi":182,"bias":"neutral"},{"strike":30.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":72,"put_oi":0,"total_oi":72,"bias":"bullish"}],"underlying_price":11.899999618530273,"peak_call_strike":20.0,"peak_put_strike":9.0,"total_call_volume":1621,"total_put_volume":132,"volume_pc_ratio":0.081},"iv_contours":{"x":[0.76,0.84,0.92,1.01,1.09,1.18,1.26],"y":[14,49,105,140],"z":[[158.34,79.78,73.78,73.66,60.69,78.4,97.26],[79.24,82.61,73.81,74.91,79.9,78.44,80.85],[88.31,81.34,84.11,81.18,82.98,86.19,82.79],[null,87.96,86.87,91.19,79.77,78.39,85.67]],"levels":[60.7,70.5,80.2,90.0,99.8,109.5,119.3,129.0,138.8,148.6,158.3],"min_iv":60.7,"max_iv":158.3},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":12.0,"atm_iv":79.63,"otm_strike":13.0,"otm_iv":66.43,"itm_strike":11.0,"itm_iv":77.79,"iv_butterfly":-15.03,"price_butterfly":0.1,"convexity":"inverted"},{"expiration":"11/20/2026","dte":49,"atm_strike":12.0,"atm_iv":78.07,"otm_strike":13.0,"otm_iv":78.51,"itm_strike":11.0,"itm_iv":75.05,"iv_butterfly":-2.59,"price_butterfly":0.07,"convexity":"inverted"},{"expiration":"01/15/2027","dte":105,"atm_strike":12.0,"atm_iv":81.8,"otm_strike":13.0,"otm_iv":80.88,"itm_strike":11.0,"itm_iv":83.95,"iv_butterfly":1.23,"price_butterfly":0.1,"convexity":"moderate_convexity"},{"expiration":"02/19/2027","dte":140,"atm_strike":12.0,"atm_iv":102.91,"otm_strike":13.0,"otm_iv":87.34,"itm_strike":11.0,"itm_iv":91.55,"iv_butterfly":-26.93,"price_butterfly":-0.7,"convexity":"inverted"},{"expiration":"05/21/2027","dte":231,"atm_strike":11.0,"atm_iv":83.01,"otm_strike":13.0,"otm_iv":99.41,"itm_strike":11.0,"itm_iv":83.01,"iv_butterfly":16.4,"price_butterfly":-0.15,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":117.07},{"date":"2026-09-15","iv":122.96},{"date":"2026-09-16","iv":121.51},{"date":"2026-09-17","iv":102.39},{"date":"2026-09-18","iv":103.43},{"date":"2026-09-21","iv":105.92},{"date":"2026-09-22","iv":100.1},{"date":"2026-09-23","iv":114.8},{"date":"2026-09-24","iv":106.9},{"date":"2026-09-25","iv":121.9},{"date":"2026-09-28","iv":91.4},{"date":"2026-09-29","iv":105.6},{"date":"2026-09-30","iv":114.8},{"date":"2026-10-01","iv":113.9},{"date":"2026-10-02","iv":104.9}]}}