{"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":"COMP","summary":{"name":"COMP","price":9.22,"total_oi":102635,"call_oi":75128,"put_oi":27507,"pc_ratio":0.366,"net_gex":340475.07,"avg_iv":111.5,"iv_rank":100.0,"iv_52w_high":111.5,"iv_52w_low":82.7,"gamma_flip":9.53,"max_pain":8.0},"features":{"symbol":"COMP","price":9.22,"total_oi":102635,"analysis_coverage":0.9444,"avg_iv_pct":111.5,"iv_rank":100.0,"iv_52w_high_pct":111.5,"iv_52w_low_pct":82.7,"front_dte":14,"front_atm_iv_pct":71.6885,"back_atm_iv_pct":73.9635,"term_premium_pp":-2.275,"expected_move_front_pct":14.04,"straddle_front_pct":10.85,"straddle_30d_pct":10.85,"risk_reversal_front_pp":9.35,"risk_reversal_30d_pp":9.35,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.366,"put_call_oi_front_ratio":1.961,"put_call_volume_front_ratio":0.052,"option_volume":1531,"volume_oi_ratio":0.014917,"net_delta_normalized":0.198354,"dealer_delta_normalized":-0.198354,"gex_per_100k_oi":331733.882204,"vanna_per_100k_oi":3444.244166,"charm_per_100k_oi":-44903.785258,"weekend_delta_shift_per_100k_oi":-134711.355775,"iv_surface_range_pp":30.0,"gamma_flip_distance_pct":3.362256,"max_pain_distance_pct":-13.232104,"peak_call_distance_pct":-2.386117,"peak_put_distance_pct":8.45987},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":7.51,"put_gex":-0.54,"net_gex":6.96,"call_oi":39,"put_oi":3},{"strike":2.0,"call_gex":10.34,"put_gex":0.0,"net_gex":10.34,"call_oi":21,"put_oi":0},{"strike":3.0,"call_gex":34.59,"put_gex":-4.82,"net_gex":29.77,"call_oi":39,"put_oi":21},{"strike":4.0,"call_gex":99.57,"put_gex":-24.0,"net_gex":75.56,"call_oi":66,"put_oi":16},{"strike":5.0,"call_gex":3159.73,"put_gex":-1123.27,"net_gex":2036.46,"call_oi":1435,"put_oi":481},{"strike":6.0,"call_gex":27.51,"put_gex":-150.72,"net_gex":-123.2,"call_oi":7,"put_oi":57},{"strike":7.0,"call_gex":35155.47,"put_gex":-72142.12,"net_gex":-36986.64,"call_oi":5785,"put_oi":12467},{"strike":8.0,"call_gex":15695.25,"put_gex":-88704.49,"net_gex":-73009.25,"call_oi":1909,"put_oi":6816},{"strike":9.0,"call_gex":31155.07,"put_gex":-18399.23,"net_gex":12755.84,"call_oi":2435,"put_oi":1039},{"strike":10.0,"call_gex":243500.66,"put_gex":-62810.19,"net_gex":180690.47,"call_oi":20975,"put_oi":5489},{"strike":11.0,"call_gex":20655.11,"put_gex":-2273.94,"net_gex":18381.17,"call_oi":1778,"put_oi":236},{"strike":12.0,"call_gex":93239.86,"put_gex":-2928.93,"net_gex":90310.93,"call_oi":9933,"put_oi":338},{"strike":13.0,"call_gex":23178.84,"put_gex":-455.22,"net_gex":22723.63,"call_oi":3211,"put_oi":71},{"strike":14.0,"call_gex":16733.39,"put_gex":-268.81,"net_gex":16464.58,"call_oi":2678,"put_oi":52},{"strike":15.0,"call_gex":62510.88,"put_gex":-875.76,"net_gex":61635.12,"call_oi":11736,"put_oi":185},{"strike":16.0,"call_gex":10812.89,"put_gex":-12.25,"net_gex":10800.64,"call_oi":2662,"put_oi":3},{"strike":17.0,"call_gex":27310.36,"put_gex":-1028.41,"net_gex":26281.95,"call_oi":7961,"put_oi":229},{"strike":18.0,"call_gex":942.31,"put_gex":-3.59,"net_gex":938.72,"call_oi":215,"put_oi":2},{"strike":20.0,"call_gex":4742.05,"put_gex":-8.02,"net_gex":4734.03,"call_oi":1402,"put_oi":2},{"strike":22.0,"call_gex":1028.76,"put_gex":0.0,"net_gex":1028.76,"call_oi":291,"put_oi":0},{"strike":25.0,"call_gex":1689.24,"put_gex":0.0,"net_gex":1689.24,"call_oi":550,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":196503.0,"total_value":196503.0},{"strike":2.0,"call_value":39.0,"put_value":168999.0,"total_value":169038.0},{"strike":3.0,"call_value":99.0,"put_value":141495.0,"total_value":141594.0},{"strike":4.0,"call_value":198.0,"put_value":114012.0,"total_value":114210.0},{"strike":5.0,"call_value":363.0,"put_value":86545.0,"total_value":86908.0},{"strike":6.0,"call_value":1963.0,"put_value":59559.0,"total_value":61522.0},{"strike":7.0,"call_value":3570.0,"put_value":32630.0,"total_value":36200.0},{"strike":8.0,"call_value":10962.0,"put_value":18168.0,"total_value":29130.0},{"strike":9.0,"call_value":20263.0,"put_value":10522.0,"total_value":30785.0},{"strike":10.0,"call_value":31999.0,"put_value":3915.0,"total_value":35914.0},{"strike":11.0,"call_value":64710.0,"put_value":2797.0,"total_value":67507.0},{"strike":12.0,"call_value":99199.0,"put_value":1915.0,"total_value":101114.0},{"strike":13.0,"call_value":143621.0,"put_value":1371.0,"total_value":144992.0},{"strike":14.0,"call_value":191254.0,"put_value":898.0,"total_value":192152.0},{"strike":15.0,"call_value":241565.0,"put_value":477.0,"total_value":242042.0},{"strike":16.0,"call_value":303612.0,"put_value":241.0,"total_value":303853.0},{"strike":17.0,"call_value":368321.0,"put_value":8.0,"total_value":368329.0},{"strike":18.0,"call_value":440991.0,"put_value":4.0,"total_value":440995.0},{"strike":20.0,"call_value":586761.0,"put_value":0.0,"total_value":586761.0},{"strike":22.0,"call_value":735335.0,"put_value":0.0,"total_value":735335.0},{"strike":25.0,"call_value":959069.0,"put_value":0,"total_value":959069.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":154.4,"strike":6.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":218.9,"strike":5.08},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":120.1,"strike":5.08},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":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":71.7,"strike":9.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":74.0,"strike":9.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":65.5,"strike":9.0},{"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":64.4,"strike":10.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":70.2,"strike":10.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":63.5,"strike":10.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":113.3,"strike":13.82},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":139.4,"strike":15.07},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":85.9,"strike":15.33}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.4422,"contract_count":4,"total_oi":1710},{"expiration":"11/20/2026","dte":49,"iv":0.9377,"contract_count":4,"total_oi":5637},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":4,"total_oi":21015},{"expiration":"02/19/2027","dte":140,"iv":0.2328,"contract_count":4,"total_oi":292},{"expiration":"05/21/2027","dte":231,"iv":0.5217,"contract_count":2,"total_oi":100},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":2,"total_oi":1161},{"expiration":"01/19/2029","dte":840,"iv":0.4293,"contract_count":1,"total_oi":23}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":14.04,"expected_move_2std":28.08,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":27.1,"expected_move_2std":54.19,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":35.11,"expected_move_2std":70.21,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":42.22,"expected_move_2std":84.44,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":55.05,"expected_move_2std":110.1,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2601,"put_oi":5101,"total_oi":7702,"pc_ratio":1.961,"pc_ratio_volume":0.052,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":16748,"put_oi":3468,"total_oi":20216,"pc_ratio":0.207,"pc_ratio_volume":0.025,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":46819,"put_oi":6435,"total_oi":53254,"pc_ratio":0.137,"pc_ratio_volume":0.287,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":681,"put_oi":11461,"total_oi":12142,"pc_ratio":16.83,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":91,"put_oi":10,"total_oi":101,"pc_ratio":0.11,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":8096,"put_oi":1025,"total_oi":9121,"pc_ratio":0.127,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":92,"put_oi":7,"total_oi":99,"pc_ratio":0.076,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":3852.0,"put_delta_oi":-3.0,"dealer_delta":-3849.0,"call_oi":39,"put_oi":3},{"strike":2.0,"call_delta_oi":2047.0,"put_delta_oi":0,"dealer_delta":-2047.0,"call_oi":21,"put_oi":0},{"strike":3.0,"call_delta_oi":3756.0,"put_delta_oi":-68.0,"dealer_delta":-3688.0,"call_oi":39,"put_oi":21},{"strike":4.0,"call_delta_oi":6171.0,"put_delta_oi":-114.0,"dealer_delta":-6056.0,"call_oi":66,"put_oi":16},{"strike":5.0,"call_delta_oi":130053.0,"put_delta_oi":-4197.0,"dealer_delta":-125856.0,"call_oi":1435,"put_oi":481},{"strike":6.0,"call_delta_oi":617.0,"put_delta_oi":-811.0,"dealer_delta":194.0,"call_oi":7,"put_oi":57},{"strike":7.0,"call_delta_oi":479701.0,"put_delta_oi":-227084.0,"dealer_delta":-252617.0,"call_oi":5785,"put_oi":12467},{"strike":8.0,"call_delta_oi":139256.0,"put_delta_oi":-112706.0,"dealer_delta":-26550.0,"call_oi":1909,"put_oi":6816},{"strike":9.0,"call_delta_oi":146856.0,"put_delta_oi":-40498.0,"dealer_delta":-106358.0,"call_oi":2435,"put_oi":1039},{"strike":10.0,"call_delta_oi":1001740.0,"put_delta_oi":-285883.0,"dealer_delta":-715857.0,"call_oi":20975,"put_oi":5489},{"strike":11.0,"call_delta_oi":39257.0,"put_delta_oi":-20003.0,"dealer_delta":-19254.0,"call_oi":1778,"put_oi":236},{"strike":12.0,"call_delta_oi":229711.0,"put_delta_oi":-26694.0,"dealer_delta":-203016.0,"call_oi":9933,"put_oi":338},{"strike":13.0,"call_delta_oi":50692.0,"put_delta_oi":-6388.0,"dealer_delta":-44304.0,"call_oi":3211,"put_oi":71},{"strike":14.0,"call_delta_oi":37629.0,"put_delta_oi":-4762.0,"dealer_delta":-32867.0,"call_oi":2678,"put_oi":52},{"strike":15.0,"call_delta_oi":219464.0,"put_delta_oi":-11030.0,"dealer_delta":-208434.0,"call_oi":11736,"put_oi":185},{"strike":16.0,"call_delta_oi":93430.0,"put_delta_oi":-267.0,"dealer_delta":-93162.0,"call_oi":2662,"put_oi":3},{"strike":17.0,"call_delta_oi":122783.0,"put_delta_oi":-14550.0,"dealer_delta":-108233.0,"call_oi":7961,"put_oi":229},{"strike":18.0,"call_delta_oi":4568.0,"put_delta_oi":-195.0,"dealer_delta":-4373.0,"call_oi":215,"put_oi":2},{"strike":20.0,"call_delta_oi":60077.0,"put_delta_oi":-135.0,"dealer_delta":-59941.0,"call_oi":1402,"put_oi":2},{"strike":22.0,"call_delta_oi":8955.0,"put_delta_oi":0,"dealer_delta":-8955.0,"call_oi":291,"put_oi":0},{"strike":25.0,"call_delta_oi":10585.0,"put_delta_oi":0,"dealer_delta":-10585.0,"call_oi":550,"put_oi":0}],"net_dealer_delta":-2035809.0,"total_call_delta":2791197.0,"total_put_delta":-755388.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":9.220000267028809,"strikes":[{"strike":5.0,"moneyness":0.5423,"type":"call","iv":0.9399,"delta":0.9325,"oi":649},{"strike":5.0,"moneyness":0.5423,"type":"put","iv":1.0549,"delta":-0.0823,"oi":407},{"strike":7.0,"moneyness":0.7592,"type":"call","iv":0.697,"delta":0.8312,"oi":5407},{"strike":7.0,"moneyness":0.7592,"type":"put","iv":0.7005,"delta":-0.1695,"oi":928},{"strike":8.0,"moneyness":0.8677,"type":"call","iv":0.6805,"delta":0.7276,"oi":1794},{"strike":9.0,"moneyness":0.9761,"type":"call","iv":0.6669,"delta":0.6102,"oi":1133},{"strike":9.0,"moneyness":0.9761,"type":"put","iv":0.6422,"delta":-0.3908,"oi":264},{"strike":10.0,"moneyness":1.0846,"type":"put","iv":0.6267,"delta":-0.5157,"oi":4497},{"strike":10.0,"moneyness":1.0846,"type":"call","iv":0.6443,"delta":0.4884,"oi":15121},{"strike":11.0,"moneyness":1.1931,"type":"call","iv":0.6179,"delta":0.3693,"oi":508},{"strike":12.0,"moneyness":1.3015,"type":"put","iv":0.5387,"delta":-0.7675,"oi":208},{"strike":12.0,"moneyness":1.3015,"type":"call","iv":0.6244,"delta":0.2784,"oi":3724},{"strike":13.0,"moneyness":1.41,"type":"call","iv":0.6745,"delta":0.2294,"oi":1221},{"strike":14.0,"moneyness":1.5184,"type":"call","iv":0.6226,"delta":0.1459,"oi":1429},{"strike":15.0,"moneyness":1.6269,"type":"call","iv":0.6673,"delta":0.1242,"oi":7816},{"strike":16.0,"moneyness":1.7354,"type":"call","iv":0.6725,"delta":0.093,"oi":544},{"strike":17.0,"moneyness":1.8438,"type":"call","iv":0.6537,"delta":0.0613,"oi":5913},{"strike":20.0,"moneyness":2.1692,"type":"call","iv":2.049,"delta":0.4404,"oi":1258},{"strike":22.0,"moneyness":2.3861,"type":"call","iv":2.1507,"delta":0.4313,"oi":119},{"strike":25.0,"moneyness":2.7115,"type":"call","iv":1.1125,"delta":0.0865,"oi":109}]},{"expiration":"01/21/2028","underlying_price":9.220000267028809,"strikes":[{"strike":5.0,"moneyness":0.5423,"type":"call","iv":0.7715,"delta":0.8846,"oi":785},{"strike":7.0,"moneyness":0.7592,"type":"put","iv":0.6735,"delta":-0.2076,"oi":391},{"strike":7.0,"moneyness":0.7592,"type":"call","iv":0.7493,"delta":0.7923,"oi":310},{"strike":10.0,"moneyness":1.0846,"type":"put","iv":0.6947,"delta":-0.3581,"oi":164},{"strike":10.0,"moneyness":1.0846,"type":"call","iv":0.7567,"delta":0.656,"oi":997},{"strike":12.0,"moneyness":1.3015,"type":"call","iv":0.7418,"delta":0.5703,"oi":250},{"strike":15.0,"moneyness":1.6269,"type":"put","iv":0.6758,"delta":-0.5691,"oi":169},{"strike":15.0,"moneyness":1.6269,"type":"call","iv":0.5579,"delta":0.3596,"oi":3133},{"strike":17.0,"moneyness":1.8438,"type":"put","iv":0.6747,"delta":-0.6324,"oi":227},{"strike":17.0,"moneyness":1.8438,"type":"call","iv":0.765,"delta":0.4202,"oi":1907},{"strike":20.0,"moneyness":2.1692,"type":"call","iv":0.7045,"delta":0.3111,"oi":112},{"strike":22.0,"moneyness":2.3861,"type":"call","iv":0.6339,"delta":0.2222,"oi":172},{"strike":25.0,"moneyness":2.7115,"type":"call","iv":0.6387,"delta":0.1765,"oi":365}]},{"expiration":"02/19/2027","underlying_price":9.220000267028809,"strikes":[{"strike":7.0,"moneyness":0.7592,"type":"put","iv":0.6794,"delta":-0.1827,"oi":11036},{"strike":9.0,"moneyness":0.9761,"type":"put","iv":0.6793,"delta":-0.3799,"oi":213},{"strike":15.0,"moneyness":1.6269,"type":"call","iv":0.685,"delta":0.1836,"oi":123},{"strike":16.0,"moneyness":1.7354,"type":"call","iv":0.7071,"delta":0.1567,"oi":332}]},{"expiration":"10/16/2026","underlying_price":9.220000267028809,"strikes":[{"strike":8.0,"moneyness":0.8677,"type":"put","iv":0.6862,"delta":-0.1205,"oi":4441},{"strike":9.0,"moneyness":0.9761,"type":"put","iv":0.593,"delta":-0.3877,"oi":344},{"strike":9.0,"moneyness":0.9761,"type":"call","iv":0.8409,"delta":0.5952,"oi":366},{"strike":10.0,"moneyness":1.0846,"type":"put","iv":0.6962,"delta":-0.7057,"oi":101},{"strike":10.0,"moneyness":1.0846,"type":"call","iv":0.5927,"delta":0.2557,"oi":899},{"strike":11.0,"moneyness":1.1931,"type":"put","iv":0.5322,"delta":-0.9547,"oi":150},{"strike":11.0,"moneyness":1.1931,"type":"call","iv":0.676,"delta":0.0954,"oi":911},{"strike":12.0,"moneyness":1.3015,"type":"call","iv":0.911,"delta":0.0752,"oi":251},{"strike":13.0,"moneyness":1.41,"type":"call","iv":0.9773,"delta":0.039,"oi":152}]},{"expiration":"11/20/2026","underlying_price":9.220000267028809,"strikes":[{"strike":7.0,"moneyness":0.7592,"type":"put","iv":0.8619,"delta":-0.1456,"oi":110},{"strike":8.0,"moneyness":0.8677,"type":"put","iv":0.7463,"delta":-0.2481,"oi":2252},{"strike":9.0,"moneyness":0.9761,"type":"call","iv":0.7897,"delta":0.5976,"oi":935},{"strike":9.0,"moneyness":0.9761,"type":"put","iv":0.6894,"delta":-0.4036,"oi":208},{"strike":10.0,"moneyness":1.0846,"type":"put","iv":0.683,"delta":-0.572,"oi":654},{"strike":10.0,"moneyness":1.0846,"type":"call","iv":0.7205,"delta":0.4369,"oi":3840},{"strike":11.0,"moneyness":1.1931,"type":"call","iv":0.7394,"delta":0.3073,"oi":290},{"strike":12.0,"moneyness":1.3015,"type":"call","iv":0.7121,"delta":0.1922,"oi":5697},{"strike":13.0,"moneyness":1.41,"type":"call","iv":0.7117,"delta":0.1189,"oi":1824},{"strike":14.0,"moneyness":1.5184,"type":"call","iv":0.8924,"delta":0.1332,"oi":1212},{"strike":15.0,"moneyness":1.6269,"type":"call","iv":0.9536,"delta":0.1115,"oi":663},{"strike":16.0,"moneyness":1.7354,"type":"call","iv":2.6527,"delta":0.4657,"oi":1786},{"strike":17.0,"moneyness":1.8438,"type":"call","iv":2.758,"delta":0.4578,"oi":140},{"strike":18.0,"moneyness":1.9523,"type":"call","iv":1.6977,"delta":0.2207,"oi":202}]}],"greeks_heatmap":{"data":[{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1205,"call_gamma":0,"put_gamma":0.168038,"call_theta":0,"put_theta":-0.0091,"call_vega":0,"put_vega":0.0035,"call_oi":0,"put_oi":4441},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5952,"put_delta":-0.3877,"call_gamma":0.264858,"put_gamma":0.371245,"call_theta":-0.0224,"put_theta":-0.0147,"call_vega":0.0067,"put_vega":0.0067,"call_oi":366,"put_oi":344},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2557,"put_delta":-0.7057,"call_gamma":0.311823,"put_gamma":0.284511,"call_theta":-0.013,"put_theta":-0.0152,"call_vega":0.0056,"put_vega":0.006,"call_oi":899,"put_oi":101},{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0954,"put_delta":-0.9547,"call_gamma":0.144176,"put_gamma":0.102906,"call_theta":-0.0078,"put_theta":-0.0022,"call_vega":0.003,"put_vega":0.0017,"call_oi":911,"put_oi":150},{"strike":7.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8392,"put_delta":-0.1456,"call_gamma":0.077224,"put_gamma":0.079311,"call_theta":-0.0086,"put_theta":-0.0067,"call_vega":0.0082,"put_vega":0.0076,"call_oi":68,"put_oi":110},{"strike":8.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2481,"call_gamma":0,"put_gamma":0.126841,"call_theta":0,"put_theta":-0.0079,"call_vega":0,"put_vega":0.0106,"call_oi":0,"put_oi":2252},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5976,"put_delta":-0.4036,"call_gamma":0.146553,"put_gamma":0.168004,"call_theta":-0.0111,"put_theta":-0.0088,"call_vega":0.0129,"put_vega":0.0129,"call_oi":935,"put_oi":208},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4369,"put_delta":-0.572,"call_gamma":0.16353,"put_gamma":0.171838,"call_theta":-0.0103,"put_theta":-0.0086,"call_vega":0.0132,"put_vega":0.0131,"call_oi":3840,"put_oi":654},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3073,"put_delta":0,"call_gamma":0.14217,"put_gamma":0,"call_theta":-0.0093,"put_theta":0,"call_vega":0.0118,"put_vega":0,"call_oi":290,"put_oi":0}],"strikes":[7.0,8.0,9.0,10.0,11.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":9.35,"put_25d_iv":68.62,"call_25d_iv":59.27,"put_25d_strike":8.0,"call_25d_strike":10.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-95.14,"put_25d_iv":74.63,"call_25d_iv":169.77,"put_25d_strike":8.0,"call_25d_strike":18.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":2.6,"put_25d_iv":70.05,"call_25d_iv":67.45,"put_25d_strike":7.0,"call_25d_strike":13.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-6.76,"put_25d_iv":61.74,"call_25d_iv":68.5,"put_25d_strike":8.0,"call_25d_strike":15.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":3.97,"put_25d_iv":67.35,"call_25d_iv":63.39,"put_25d_strike":7.0,"call_25d_strike":22.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-173.0,"put_vanna":28.0,"net_vanna":-146.0,"call_oi":1434,"put_oi":407},{"strike":7.0,"call_vanna":-545.0,"put_vanna":1309.0,"net_vanna":764.0,"call_oi":5785,"put_oi":12465},{"strike":8.0,"call_vanna":-162.0,"put_vanna":266.0,"net_vanna":105.0,"call_oi":1861,"put_oi":6782},{"strike":9.0,"call_vanna":-82.0,"put_vanna":35.0,"net_vanna":-47.0,"call_oi":2434,"put_oi":1029},{"strike":10.0,"call_vanna":36.0,"put_vanna":-26.0,"net_vanna":10.0,"call_oi":20947,"put_oi":5489},{"strike":11.0,"call_vanna":67.0,"put_vanna":-2.0,"net_vanna":65.0,"call_oi":1778,"put_oi":150},{"strike":12.0,"call_vanna":633.0,"put_vanna":-19.0,"net_vanna":614.0,"call_oi":9922,"put_oi":262},{"strike":13.0,"call_vanna":209.0,"put_vanna":-3.0,"net_vanna":207.0,"call_oi":3197,"put_oi":56},{"strike":14.0,"call_vanna":193.0,"put_vanna":0,"net_vanna":193.0,"call_oi":2641,"put_oi":0},{"strike":15.0,"call_vanna":1066.0,"put_vanna":-10.0,"net_vanna":1056.0,"call_oi":11735,"put_oi":169},{"strike":16.0,"call_vanna":91.0,"put_vanna":0,"net_vanna":91.0,"call_oi":2662,"put_oi":0},{"strike":17.0,"call_vanna":473.0,"put_vanna":-26.0,"net_vanna":447.0,"call_oi":7960,"put_oi":227},{"strike":18.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":202,"put_oi":0},{"strike":20.0,"call_vanna":49.0,"put_vanna":0,"net_vanna":49.0,"call_oi":1370,"put_oi":0},{"strike":22.0,"call_vanna":36.0,"put_vanna":0,"net_vanna":36.0,"call_oi":291,"put_oi":0},{"strike":25.0,"call_vanna":80.0,"put_vanna":0,"net_vanna":80.0,"call_oi":541,"put_oi":0}],"net_vanna":3535.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.0,"call_charm":-367.0,"put_charm":80.0,"net_charm":-288.0,"call_oi":68,"put_oi":110},{"strike":8.0,"call_charm":0,"put_charm":15955.0,"net_charm":15955.0,"call_oi":0,"put_oi":6693},{"strike":9.0,"call_charm":-17342.0,"put_charm":5677.0,"net_charm":-11665.0,"call_oi":1301,"put_oi":552},{"strike":10.0,"call_charm":-20643.0,"put_charm":5209.0,"net_charm":-15434.0,"call_oi":4739,"put_oi":755},{"strike":11.0,"call_charm":-2380.0,"put_charm":807.0,"net_charm":-1573.0,"call_oi":1201,"put_oi":150},{"strike":12.0,"call_charm":-6107.0,"put_charm":362.0,"net_charm":-5745.0,"call_oi":5948,"put_oi":54},{"strike":13.0,"call_charm":-900.0,"put_charm":73.0,"net_charm":-828.0,"call_oi":1976,"put_oi":56},{"strike":14.0,"call_charm":-818.0,"put_charm":0,"net_charm":-818.0,"call_oi":1212,"put_oi":0},{"strike":15.0,"call_charm":-353.0,"put_charm":0,"net_charm":-353.0,"call_oi":663,"put_oi":0},{"strike":16.0,"call_charm":-22918.0,"put_charm":0,"net_charm":-22918.0,"call_oi":1786,"put_oi":0},{"strike":17.0,"call_charm":-1832.0,"put_charm":0,"net_charm":-1832.0,"call_oi":140,"put_oi":0},{"strike":18.0,"call_charm":-588.0,"put_charm":0,"net_charm":-588.0,"call_oi":202,"put_oi":0}],"net_charm":-46087.0,"weekend_delta_shift":-138261.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":56324.0,"put_delta":-94421.0,"net_delta":-38097.0,"call_oi":2601,"put_oi":5101,"total_oi":7702,"total_volume":382,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":493419.0,"put_delta":-120250.0,"net_delta":373169.0,"call_oi":16748,"put_oi":3468,"total_oi":20216,"total_volume":836,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":1826401.0,"put_delta":-282404.0,"net_delta":1543997.0,"call_oi":46819,"put_oi":6435,"total_oi":53254,"total_volume":251,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":16514.0,"put_delta":-218247.0,"net_delta":-201733.0,"call_oi":681,"put_oi":11461,"total_oi":12142,"total_volume":2,"bias":"bearish"},{"expiration":"05/21/2027","dte":231,"call_delta":5144.0,"put_delta":-357.0,"net_delta":4788.0,"call_oi":91,"put_oi":10,"total_oi":101,"total_volume":1,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":386415.0,"put_delta":-39595.0,"net_delta":346819.0,"call_oi":8096,"put_oi":1025,"total_oi":9121,"total_volume":5,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":6979.0,"put_delta":-114.0,"net_delta":6865.0,"call_oi":92,"put_oi":7,"total_oi":99,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":9.0,"straddle_price":1.0,"straddle_pct":10.85,"implied_move":10.85,"avg_iv":71.7},{"expiration":"11/20/2026","dte":49,"strike":9.0,"straddle_price":1.95,"straddle_pct":21.15,"implied_move":21.15,"avg_iv":74.0},{"expiration":"01/15/2027","dte":105,"strike":9.0,"straddle_price":2.53,"straddle_pct":27.39,"implied_move":27.39,"avg_iv":65.5}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":3,"total_oi":42,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":21,"total_oi":60,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":66,"put_oi":16,"total_oi":82,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1435,"put_oi":481,"total_oi":1916,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":57,"total_oi":64,"bias":"neutral"},{"strike":7.0,"call_volume":107,"put_volume":0,"total_volume":107,"call_oi":5785,"put_oi":12467,"total_oi":18252,"bias":"bullish"},{"strike":8.0,"call_volume":40,"put_volume":39,"total_volume":79,"call_oi":1909,"put_oi":6816,"total_oi":8725,"bias":"neutral"},{"strike":9.0,"call_volume":509,"put_volume":2,"total_volume":511,"call_oi":2435,"put_oi":1039,"total_oi":3474,"bias":"bullish"},{"strike":10.0,"call_volume":219,"put_volume":57,"total_volume":276,"call_oi":20975,"put_oi":5489,"total_oi":26464,"bias":"bullish"},{"strike":11.0,"call_volume":414,"put_volume":10,"total_volume":424,"call_oi":1778,"put_oi":236,"total_oi":2014,"bias":"bullish"},{"strike":12.0,"call_volume":118,"put_volume":0,"total_volume":118,"call_oi":9933,"put_oi":338,"total_oi":10271,"bias":"bullish"},{"strike":13.0,"call_volume":11,"put_volume":2,"total_volume":13,"call_oi":3211,"put_oi":71,"total_oi":3282,"bias":"bullish"},{"strike":14.0,"call_volume":1,"put_volume":2,"total_volume":3,"call_oi":2678,"put_oi":52,"total_oi":2730,"bias":"bearish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11736,"put_oi":185,"total_oi":11921,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2662,"put_oi":3,"total_oi":2665,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7961,"put_oi":229,"total_oi":8190,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":215,"put_oi":2,"total_oi":217,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1402,"put_oi":2,"total_oi":1404,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":291,"put_oi":0,"total_oi":291,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":550,"put_oi":0,"total_oi":550,"bias":"neutral"}],"underlying_price":9.220000267028809,"peak_call_strike":9.0,"peak_put_strike":10.0,"total_call_volume":1419,"total_put_volume":112,"volume_pc_ratio":0.079},"iv_contours":{"x":[0.76,0.87,0.98,1.08,1.19],"y":[14,49,105,140],"z":[[null,68.62,71.69,64.45,60.41],[90.36,78.61,73.95,70.17,68.72],[69.88,66.25,65.45,63.55,64.52],[67.94,67.67,67.93,63.05,64.25]],"levels":[60.4,63.4,66.4,69.4,72.4,75.4,78.4,81.4,84.4,87.4,90.4],"min_iv":60.4,"max_iv":90.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":102.95},{"date":"2026-09-15","iv":97.72},{"date":"2026-09-16","iv":99.8},{"date":"2026-09-17","iv":99.21},{"date":"2026-09-18","iv":96.13},{"date":"2026-09-21","iv":92.87},{"date":"2026-09-22","iv":103.4},{"date":"2026-09-23","iv":92.4},{"date":"2026-09-24","iv":82.7},{"date":"2026-09-25","iv":88.8},{"date":"2026-09-28","iv":102.4},{"date":"2026-09-29","iv":103.8},{"date":"2026-09-30","iv":106.2},{"date":"2026-10-01","iv":88.7},{"date":"2026-10-02","iv":111.5}]}}