{"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":"CP","summary":{"name":"CP","price":85.94,"total_oi":23761,"call_oi":16553,"put_oi":7208,"pc_ratio":0.435,"net_gex":2348847.43,"avg_iv":31.4,"iv_rank":18.2,"iv_52w_high":52.97,"iv_52w_low":26.6,"gamma_flip":84.57,"max_pain":82.5},"features":{"symbol":"CP","price":85.94,"total_oi":23761,"analysis_coverage":1.0,"avg_iv_pct":31.4,"iv_rank":18.2,"iv_52w_high_pct":52.97,"iv_52w_low_pct":26.6,"front_dte":14,"front_atm_iv_pct":24.4068,"back_atm_iv_pct":24.1269,"term_premium_pp":0.2799,"expected_move_front_pct":4.78,"straddle_front_pct":3.37,"straddle_30d_pct":3.37,"risk_reversal_front_pp":-67.25,"risk_reversal_30d_pp":-67.25,"butterfly_front_pp":-3.03,"butterfly_30d_pp":-3.03,"put_call_oi_ratio":0.435,"put_call_oi_front_ratio":0.108,"put_call_volume_front_ratio":3.154,"option_volume":369,"volume_oi_ratio":0.01553,"net_delta_normalized":0.16155,"dealer_delta_normalized":-0.159469,"gex_per_100k_oi":9885305.458524,"vanna_per_100k_oi":3295.315854,"charm_per_100k_oi":-392092.083667,"weekend_delta_shift_per_100k_oi":-1176272.042422,"iv_surface_range_pp":78.8,"gamma_flip_distance_pct":-1.594135,"max_pain_distance_pct":-4.002793,"peak_call_distance_pct":7.633232,"peak_put_distance_pct":7.633232},"analyses":{"gamma_walls":[{"strike":37.5,"call_gex":26.28,"put_gex":-3633.35,"net_gex":-3607.07,"call_oi":8,"put_oi":245},{"strike":40.0,"call_gex":1968.41,"put_gex":-1229.29,"net_gex":739.12,"call_oi":299,"put_oi":122},{"strike":42.5,"call_gex":0.0,"put_gex":-180.38,"net_gex":-180.38,"call_oi":0,"put_oi":60},{"strike":45.0,"call_gex":1131.94,"put_gex":-1210.02,"net_gex":-78.08,"call_oi":181,"put_oi":141},{"strike":47.5,"call_gex":15.63,"put_gex":-2296.37,"net_gex":-2280.74,"call_oi":3,"put_oi":105},{"strike":50.0,"call_gex":32.0,"put_gex":-52.37,"net_gex":-20.37,"call_oi":3,"put_oi":2},{"strike":55.0,"call_gex":9.48,"put_gex":-988.61,"net_gex":-979.13,"call_oi":1,"put_oi":29},{"strike":60.0,"call_gex":10472.61,"put_gex":-6751.42,"net_gex":3721.19,"call_oi":889,"put_oi":242},{"strike":62.5,"call_gex":267.63,"put_gex":-1324.01,"net_gex":-1056.38,"call_oi":11,"put_oi":40},{"strike":65.0,"call_gex":465.72,"put_gex":-5404.23,"net_gex":-4938.51,"call_oi":103,"put_oi":99},{"strike":67.5,"call_gex":98.53,"put_gex":-18433.16,"net_gex":-18334.64,"call_oi":4,"put_oi":412},{"strike":70.0,"call_gex":1924.68,"put_gex":-27401.92,"net_gex":-25477.24,"call_oi":195,"put_oi":362},{"strike":72.5,"call_gex":80.32,"put_gex":-20012.39,"net_gex":-19932.07,"call_oi":29,"put_oi":193},{"strike":75.0,"call_gex":12906.08,"put_gex":-84746.45,"net_gex":-71840.37,"call_oi":594,"put_oi":759},{"strike":77.5,"call_gex":34120.83,"put_gex":-59201.15,"net_gex":-25080.33,"call_oi":208,"put_oi":342},{"strike":80.0,"call_gex":73684.26,"put_gex":-179114.76,"net_gex":-105430.5,"call_oi":365,"put_oi":907},{"strike":82.5,"call_gex":74780.59,"put_gex":-85307.13,"net_gex":-10526.54,"call_oi":241,"put_oi":285},{"strike":85.0,"call_gex":525843.06,"put_gex":-180845.34,"net_gex":344997.72,"call_oi":1345,"put_oi":452},{"strike":87.5,"call_gex":506735.45,"put_gex":-231712.23,"net_gex":275023.22,"call_oi":902,"put_oi":691},{"strike":90.0,"call_gex":405297.36,"put_gex":-252984.47,"net_gex":152312.89,"call_oi":1298,"put_oi":832},{"strike":92.5,"call_gex":576053.21,"put_gex":-91602.34,"net_gex":484450.87,"call_oi":2379,"put_oi":363},{"strike":95.0,"call_gex":1087657.14,"put_gex":-112801.33,"net_gex":974855.81,"call_oi":4796,"put_oi":519},{"strike":97.5,"call_gex":218925.11,"put_gex":-1060.03,"net_gex":217865.08,"call_oi":1233,"put_oi":6},{"strike":100.0,"call_gex":106560.57,"put_gex":0.0,"net_gex":106560.57,"call_oi":697,"put_oi":0},{"strike":105.0,"call_gex":24834.01,"put_gex":0.0,"net_gex":24834.01,"call_oi":248,"put_oi":0},{"strike":110.0,"call_gex":45635.21,"put_gex":0.0,"net_gex":45635.21,"call_oi":421,"put_oi":0},{"strike":115.0,"call_gex":4063.75,"put_gex":0.0,"net_gex":4063.75,"call_oi":49,"put_oi":0},{"strike":120.0,"call_gex":2047.12,"put_gex":0.0,"net_gex":2047.12,"call_oi":28,"put_oi":0},{"strike":125.0,"call_gex":707.25,"put_gex":0.0,"net_gex":707.25,"call_oi":10,"put_oi":0},{"strike":130.0,"call_gex":795.96,"put_gex":0.0,"net_gex":795.96,"call_oi":13,"put_oi":0}],"pain_by_strike":[{"strike":37.5,"call_value":0,"put_value":286675.0,"total_value":286675.0},{"strike":40.0,"call_value":20.0,"put_value":269267.5,"total_value":269287.5},{"strike":42.5,"call_value":787.5,"put_value":252165.0,"total_value":252952.5},{"strike":45.0,"call_value":1555.0,"put_value":235212.5,"total_value":236767.5},{"strike":47.5,"call_value":2775.0,"put_value":218612.5,"total_value":221387.5},{"strike":50.0,"call_value":4002.5,"put_value":202275.0,"total_value":206277.5},{"strike":55.0,"call_value":6472.5,"put_value":169610.0,"total_value":176082.5},{"strike":60.0,"call_value":8947.5,"put_value":137090.0,"total_value":146037.5},{"strike":62.5,"call_value":12407.5,"put_value":121435.0,"total_value":133842.5},{"strike":65.0,"call_value":15895.0,"put_value":105880.0,"total_value":121775.0},{"strike":67.5,"call_value":19640.0,"put_value":90572.5,"total_value":110212.5},{"strike":70.0,"call_value":23395.0,"put_value":76295.0,"total_value":99690.0},{"strike":72.5,"call_value":27637.5,"put_value":62922.5,"total_value":90560.0},{"strike":75.0,"call_value":31952.5,"put_value":50032.5,"total_value":81985.0},{"strike":77.5,"call_value":37752.5,"put_value":39040.0,"total_value":76792.5},{"strike":80.0,"call_value":44072.5,"put_value":28902.5,"total_value":72975.0},{"strike":82.5,"call_value":51305.0,"put_value":21032.5,"total_value":72337.5},{"strike":85.0,"call_value":59140.0,"put_value":13875.0,"total_value":73015.0},{"strike":87.5,"call_value":70337.5,"put_value":7847.5,"total_value":78185.0},{"strike":90.0,"call_value":83790.0,"put_value":3547.5,"total_value":87337.5},{"strike":92.5,"call_value":100487.5,"put_value":1327.5,"total_value":101815.0},{"strike":95.0,"call_value":123132.5,"put_value":15.0,"total_value":123147.5},{"strike":97.5,"call_value":157767.5,"put_value":0.0,"total_value":157767.5},{"strike":100.0,"call_value":195485.0,"put_value":0.0,"total_value":195485.0},{"strike":105.0,"call_value":274405.0,"put_value":0.0,"total_value":274405.0},{"strike":110.0,"call_value":354565.0,"put_value":0.0,"total_value":354565.0},{"strike":115.0,"call_value":436830.0,"put_value":0.0,"total_value":436830.0},{"strike":120.0,"call_value":519340.0,"put_value":0.0,"total_value":519340.0},{"strike":125.0,"call_value":601990.0,"put_value":0.0,"total_value":601990.0},{"strike":130.0,"call_value":684690.0,"put_value":0,"total_value":684690.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":100.0,"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":49.2,"strike":71.67},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":49.4,"strike":58.56},{"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":27.7,"strike":77.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":22.7,"strike":77.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":24.3,"strike":81.25},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":22.1,"strike":81.25},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":21.7,"strike":81.25},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":24.0,"strike":86.25},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":24.0,"strike":86.25},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":22.6,"strike":86.25},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":25.5,"strike":90.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":25.2,"strike":90.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":22.0,"strike":90.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":36.7,"strike":93.75},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":24.8,"strike":93.75},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":24.6,"strike":93.75},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":91.7,"strike":102.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":49.3,"strike":107.92},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":36.4,"strike":109.83}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":10,"total_oi":2264},{"expiration":"11/20/2026","dte":49,"iv":0.5096,"contract_count":13,"total_oi":954},{"expiration":"12/18/2026","dte":77,"iv":0.1297,"contract_count":14,"total_oi":1806},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":14,"total_oi":4399},{"expiration":"03/19/2027","dte":168,"iv":0.0945,"contract_count":11,"total_oi":887},{"expiration":"05/21/2027","dte":231,"iv":0.3765,"contract_count":5,"total_oi":168},{"expiration":"12/17/2027","dte":441,"iv":0.3839,"contract_count":13,"total_oi":128}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.78,"expected_move_2std":9.56,"contract_count":7},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.84,"expected_move_2std":17.68,"contract_count":8},{"expiration":"12/18/2026","dte":77,"expected_move_1std":10.16,"expected_move_2std":20.32,"contract_count":8},{"expiration":"01/15/2027","dte":105,"expected_move_1std":11.67,"expected_move_2std":23.34,"contract_count":8},{"expiration":"03/19/2027","dte":168,"expected_move_1std":15.34,"expected_move_2std":30.68,"contract_count":6},{"expiration":"05/21/2027","dte":231,"expected_move_1std":18.58,"expected_move_2std":37.16,"contract_count":3},{"expiration":"12/17/2027","dte":441,"expected_move_1std":25.71,"expected_move_2std":51.42,"contract_count":8}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2425,"put_oi":261,"total_oi":2686,"pc_ratio":0.108,"pc_ratio_volume":3.154,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3487,"put_oi":593,"total_oi":4080,"pc_ratio":0.17,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":3192,"put_oi":1456,"total_oi":4648,"pc_ratio":0.456,"pc_ratio_volume":0.037,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":5922,"put_oi":3283,"total_oi":9205,"pc_ratio":0.554,"pc_ratio_volume":31.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":842,"put_oi":759,"total_oi":1601,"pc_ratio":0.901,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"05/21/2027","dte":231,"call_oi":120,"put_oi":685,"total_oi":805,"pc_ratio":5.708,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/17/2027","dte":441,"call_oi":565,"put_oi":171,"total_oi":736,"pc_ratio":0.303,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":37.5,"call_delta_oi":696.0,"put_delta_oi":-1571.0,"dealer_delta":874.0,"call_oi":7,"put_oi":245},{"strike":40.0,"call_delta_oi":29583.0,"put_delta_oi":-253.0,"dealer_delta":-29330.0,"call_oi":299,"put_oi":122},{"strike":42.5,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":60},{"strike":45.0,"call_delta_oi":17962.0,"put_delta_oi":-170.0,"dealer_delta":-17792.0,"call_oi":181,"put_oi":141},{"strike":47.5,"call_delta_oi":298.0,"put_delta_oi":-683.0,"dealer_delta":384.0,"call_oi":3,"put_oi":105},{"strike":50.0,"call_delta_oi":296.0,"put_delta_oi":-14.0,"dealer_delta":-282.0,"call_oi":3,"put_oi":2},{"strike":55.0,"call_delta_oi":99.0,"put_delta_oi":-238.0,"dealer_delta":138.0,"call_oi":1,"put_oi":29},{"strike":60.0,"call_delta_oi":88088.0,"put_delta_oi":-1278.0,"dealer_delta":-86810.0,"call_oi":888,"put_oi":242},{"strike":62.5,"call_delta_oi":1079.0,"put_delta_oi":-281.0,"dealer_delta":-797.0,"call_oi":11,"put_oi":40},{"strike":65.0,"call_delta_oi":811.0,"put_delta_oi":-1073.0,"dealer_delta":261.0,"call_oi":9,"put_oi":99},{"strike":67.5,"call_delta_oi":395.0,"put_delta_oi":-1397.0,"dealer_delta":1002.0,"call_oi":4,"put_oi":412},{"strike":70.0,"call_delta_oi":2557.0,"put_delta_oi":-2756.0,"dealer_delta":199.0,"call_oi":28,"put_oi":362},{"strike":72.5,"call_delta_oi":83.0,"put_delta_oi":-2619.0,"dealer_delta":2536.0,"call_oi":1,"put_oi":193},{"strike":75.0,"call_delta_oi":57815.0,"put_delta_oi":-14281.0,"dealer_delta":-43535.0,"call_oi":583,"put_oi":759},{"strike":77.5,"call_delta_oi":17572.0,"put_delta_oi":-4951.0,"dealer_delta":-12621.0,"call_oi":204,"put_oi":342},{"strike":80.0,"call_delta_oi":27674.0,"put_delta_oi":-20602.0,"dealer_delta":-7073.0,"call_oi":365,"put_oi":907},{"strike":82.5,"call_delta_oi":17314.0,"put_delta_oi":-8088.0,"dealer_delta":-9226.0,"call_oi":241,"put_oi":285},{"strike":85.0,"call_delta_oi":81118.0,"put_delta_oi":-17590.0,"dealer_delta":-63528.0,"call_oi":1345,"put_oi":452},{"strike":87.5,"call_delta_oi":37821.0,"put_delta_oi":-35428.0,"dealer_delta":-2393.0,"call_oi":902,"put_oi":691},{"strike":90.0,"call_delta_oi":48556.0,"put_delta_oi":-50771.0,"dealer_delta":2215.0,"call_oi":1298,"put_oi":832},{"strike":92.5,"call_delta_oi":45355.0,"put_delta_oi":-25373.0,"dealer_delta":-19981.0,"call_oi":2379,"put_oi":363},{"strike":95.0,"call_delta_oi":87784.0,"put_delta_oi":-38881.0,"dealer_delta":-48903.0,"call_oi":4796,"put_oi":519},{"strike":97.5,"call_delta_oi":18264.0,"put_delta_oi":-444.0,"dealer_delta":-17820.0,"call_oi":1233,"put_oi":6},{"strike":100.0,"call_delta_oi":14460.0,"put_delta_oi":0,"dealer_delta":-14460.0,"call_oi":697,"put_oi":0},{"strike":105.0,"call_delta_oi":2812.0,"put_delta_oi":0,"dealer_delta":-2812.0,"call_oi":248,"put_oi":0},{"strike":110.0,"call_delta_oi":7718.0,"put_delta_oi":0,"dealer_delta":-7718.0,"call_oi":421,"put_oi":0},{"strike":115.0,"call_delta_oi":712.0,"put_delta_oi":0,"dealer_delta":-712.0,"call_oi":49,"put_oi":0},{"strike":120.0,"call_delta_oi":414.0,"put_delta_oi":0,"dealer_delta":-414.0,"call_oi":28,"put_oi":0},{"strike":125.0,"call_delta_oi":157.0,"put_delta_oi":0,"dealer_delta":-157.0,"call_oi":10,"put_oi":0},{"strike":130.0,"call_delta_oi":181.0,"put_delta_oi":0,"dealer_delta":-181.0,"call_oi":13,"put_oi":0}],"net_dealer_delta":-378915.0,"total_call_delta":607676.0,"total_put_delta":-228761.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":85.94000244140625,"strikes":[{"strike":37.5,"moneyness":0.4364,"type":"put","iv":1.3616,"delta":-0.0641,"oi":244},{"strike":40.0,"moneyness":0.4654,"type":"put","iv":0.7967,"delta":-0.0207,"oi":122},{"strike":40.0,"moneyness":0.4654,"type":"call","iv":0.6862,"delta":0.9894,"oi":299},{"strike":45.0,"moneyness":0.5236,"type":"call","iv":0.5411,"delta":0.9924,"oi":181},{"strike":45.0,"moneyness":0.5236,"type":"put","iv":0.5885,"delta":-0.0121,"oi":141},{"strike":60.0,"moneyness":0.6982,"type":"call","iv":0.2984,"delta":0.9921,"oi":886},{"strike":60.0,"moneyness":0.6982,"type":"put","iv":0.3274,"delta":-0.0135,"oi":146},{"strike":67.5,"moneyness":0.7854,"type":"put","iv":0.2709,"delta":-0.0339,"oi":412},{"strike":75.0,"moneyness":0.8727,"type":"call","iv":0.1078,"delta":0.9954,"oi":568},{"strike":77.5,"moneyness":0.9018,"type":"call","iv":0.2113,"delta":0.86,"oi":183},{"strike":77.5,"moneyness":0.9018,"type":"put","iv":0.2276,"delta":-0.1559,"oi":181},{"strike":80.0,"moneyness":0.9309,"type":"call","iv":0.2483,"delta":0.7574,"oi":343},{"strike":80.0,"moneyness":0.9309,"type":"put","iv":0.2106,"delta":-0.2116,"oi":141},{"strike":82.5,"moneyness":0.96,"type":"put","iv":0.2046,"delta":-0.2948,"oi":159},{"strike":85.0,"moneyness":0.9891,"type":"call","iv":0.2602,"delta":0.5932,"oi":782},{"strike":85.0,"moneyness":0.9891,"type":"put","iv":0.2046,"delta":-0.395,"oi":264},{"strike":87.5,"moneyness":1.0182,"type":"put","iv":0.2258,"delta":-0.4954,"oi":159},{"strike":87.5,"moneyness":1.0182,"type":"call","iv":0.218,"delta":0.503,"oi":307},{"strike":90.0,"moneyness":1.0472,"type":"put","iv":0.2142,"delta":-0.5951,"oi":709},{"strike":90.0,"moneyness":1.0472,"type":"call","iv":0.2199,"delta":0.4085,"oi":837},{"strike":92.5,"moneyness":1.0763,"type":"call","iv":0.2256,"delta":0.3263,"oi":205},{"strike":95.0,"moneyness":1.1054,"type":"call","iv":0.2316,"delta":0.2575,"oi":517},{"strike":95.0,"moneyness":1.1054,"type":"put","iv":0.2568,"delta":-0.7171,"oi":176},{"strike":97.5,"moneyness":1.1345,"type":"call","iv":0.2147,"delta":0.174,"oi":134},{"strike":100.0,"moneyness":1.1636,"type":"call","iv":0.2228,"delta":0.1329,"oi":133}]},{"expiration":"03/19/2027","underlying_price":85.94000244140625,"strikes":[{"strike":80.0,"moneyness":0.9309,"type":"put","iv":0.2107,"delta":-0.2388,"oi":614},{"strike":95.0,"moneyness":1.1054,"type":"call","iv":0.216,"delta":0.3156,"oi":423},{"strike":100.0,"moneyness":1.1636,"type":"call","iv":0.2229,"delta":0.2117,"oi":108}]},{"expiration":"05/21/2027","underlying_price":85.94000244140625,"strikes":[{"strike":75.0,"moneyness":0.8727,"type":"put","iv":0.2777,"delta":-0.1978,"oi":628},{"strike":92.5,"moneyness":1.0763,"type":"call","iv":0.2141,"delta":0.4245,"oi":106}]},{"expiration":"10/16/2026","underlying_price":85.94000244140625,"strikes":[{"strike":85.0,"moneyness":0.9891,"type":"call","iv":0.2301,"delta":0.6216,"oi":378},{"strike":87.5,"moneyness":1.0182,"type":"call","iv":0.2145,"delta":0.3495,"oi":486},{"strike":90.0,"moneyness":1.0472,"type":"call","iv":0.2165,"delta":0.1418,"oi":126},{"strike":92.5,"moneyness":1.0763,"type":"call","iv":0.2282,"delta":0.0494,"oi":1030},{"strike":95.0,"moneyness":1.1054,"type":"call","iv":0.4602,"delta":0.1372,"oi":178},{"strike":97.5,"moneyness":1.1345,"type":"call","iv":0.8731,"delta":0.25,"oi":162}]},{"expiration":"11/20/2026","underlying_price":85.94000244140625,"strikes":[{"strike":77.5,"moneyness":0.9018,"type":"put","iv":0.2766,"delta":-0.1279,"oi":151},{"strike":82.5,"moneyness":0.96,"type":"call","iv":0.2333,"delta":0.7228,"oi":131},{"strike":90.0,"moneyness":1.0472,"type":"call","iv":0.2298,"delta":0.3281,"oi":164},{"strike":92.5,"moneyness":1.0763,"type":"call","iv":0.2308,"delta":0.2206,"oi":150},{"strike":95.0,"moneyness":1.1054,"type":"put","iv":0.3034,"delta":-0.7896,"oi":170},{"strike":95.0,"moneyness":1.1054,"type":"call","iv":0.2363,"delta":0.1442,"oi":2643},{"strike":100.0,"moneyness":1.1636,"type":"call","iv":0.5263,"delta":0.2517,"oi":145}]},{"expiration":"12/17/2027","underlying_price":85.94000244140625,"strikes":[{"strike":110.0,"moneyness":1.28,"type":"call","iv":0.1929,"delta":0.2069,"oi":330}]},{"expiration":"12/18/2026","underlying_price":85.94000244140625,"strikes":[{"strike":70.0,"moneyness":0.8145,"type":"put","iv":0.3519,"delta":-0.0788,"oi":232},{"strike":72.5,"moneyness":0.8436,"type":"put","iv":0.3781,"delta":-0.1307,"oi":151},{"strike":87.5,"moneyness":1.0182,"type":"put","iv":0.2174,"delta":-0.517,"oi":407},{"strike":92.5,"moneyness":1.0763,"type":"put","iv":0.2684,"delta":-0.6798,"oi":288},{"strike":92.5,"moneyness":1.0763,"type":"call","iv":0.2165,"delta":0.2724,"oi":771},{"strike":95.0,"moneyness":1.1054,"type":"put","iv":0.2862,"delta":-0.7371,"oi":166},{"strike":95.0,"moneyness":1.1054,"type":"call","iv":0.2187,"delta":0.1933,"oi":1014},{"strike":97.5,"moneyness":1.1345,"type":"call","iv":0.2048,"delta":0.1133,"oi":846},{"strike":100.0,"moneyness":1.1636,"type":"call","iv":0.3322,"delta":0.1934,"oi":231}]}],"greeks_heatmap":{"data":[{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6216,"put_delta":-0.3634,"call_gamma":0.101871,"put_gamma":0.115385,"call_theta":-0.0606,"put_theta":-0.0432,"call_vega":0.0617,"put_vega":0.0609,"call_oi":378,"put_oi":87},{"strike":87.5,"dte":14,"expiration":"10/16/2026","call_delta":0.3495,"put_delta":0,"call_gamma":0.106397,"put_gamma":0,"call_theta":-0.0529,"put_theta":0,"call_vega":0.06,"put_vega":0,"call_oi":486,"put_oi":0},{"strike":90.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1418,"put_delta":-0.7823,"call_gamma":0.063939,"put_gamma":0.061947,"call_theta":-0.0317,"put_theta":-0.0454,"call_vega":0.0364,"put_vega":0.0477,"call_oi":126,"put_oi":52},{"strike":92.5,"dte":14,"expiration":"10/16/2026","call_delta":0.0494,"put_delta":0,"call_gamma":0.027579,"put_gamma":0,"call_theta":-0.015,"put_theta":0,"call_vega":0.0166,"put_vega":0,"call_oi":1030,"put_oi":0},{"strike":95.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1372,"put_delta":0,"call_gamma":0.029407,"put_gamma":0,"call_theta":-0.0643,"put_theta":0,"call_vega":0.0356,"put_vega":0,"call_oi":178,"put_oi":0},{"strike":97.5,"dte":14,"expiration":"10/16/2026","call_delta":0.25,"put_delta":0,"call_gamma":0.022443,"put_gamma":0,"call_theta":-0.1754,"put_theta":0,"call_vega":0.0515,"put_vega":0,"call_oi":162,"put_oi":0},{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2325,"put_delta":0,"call_gamma":0.019476,"put_gamma":0,"call_theta":-0.1864,"put_theta":0,"call_vega":0.0495,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":77.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1279,"call_gamma":0,"put_gamma":0.024263,"call_theta":0,"put_theta":-0.0174,"call_vega":0,"put_vega":0.0652,"call_oi":0,"put_oi":151},{"strike":82.5,"dte":49,"expiration":"11/20/2026","call_delta":0.7228,"put_delta":-0.2772,"call_gamma":0.046072,"put_gamma":0.046074,"call_theta":-0.032,"put_theta":-0.0224,"call_vega":0.1044,"put_vega":0.1044,"call_oi":131,"put_oi":71},{"strike":85.0,"dte":49,"expiration":"11/20/2026","call_delta":0.591,"put_delta":0,"call_gamma":0.050532,"put_gamma":0,"call_theta":-0.0366,"put_theta":0,"call_vega":0.1211,"put_vega":0,"call_oi":96,"put_oi":0},{"strike":90.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3281,"put_delta":-0.6396,"call_gamma":0.050447,"put_gamma":0.0437,"call_theta":-0.0301,"put_theta":-0.0263,"call_vega":0.1126,"put_vega":0.1166,"call_oi":164,"put_oi":66},{"strike":92.5,"dte":49,"expiration":"11/20/2026","call_delta":0.2206,"put_delta":0,"call_gamma":0.041227,"put_gamma":0,"call_theta":-0.0243,"put_theta":0,"call_vega":0.0924,"put_vega":0,"call_oi":150,"put_oi":0},{"strike":95.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1442,"put_delta":-0.7896,"call_gamma":0.030837,"put_gamma":0.030511,"call_theta":-0.0188,"put_theta":-0.0194,"call_vega":0.0708,"put_vega":0.0899,"call_oi":2643,"put_oi":170},{"strike":100.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2517,"put_delta":0,"call_gamma":0.019444,"put_gamma":0,"call_theta":-0.0567,"put_theta":0,"call_vega":0.0994,"put_vega":0,"call_oi":145,"put_oi":0},{"strike":105.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0247,"put_delta":0,"call_gamma":0.006963,"put_gamma":0,"call_theta":-0.0053,"put_theta":0,"call_vega":0.018,"put_vega":0,"call_oi":68,"put_oi":0},{"strike":70.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0788,"call_gamma":0,"put_gamma":0.010652,"call_theta":0,"put_theta":-0.0125,"call_vega":0,"put_vega":0.0576,"call_oi":0,"put_oi":232},{"strike":72.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1307,"call_gamma":0,"put_gamma":0.014318,"call_theta":0,"put_theta":-0.0193,"call_vega":0,"put_vega":0.0833,"call_oi":0,"put_oi":151},{"strike":80.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1863,"call_gamma":0,"put_gamma":0.032713,"call_theta":0,"put_theta":-0.0125,"call_vega":0,"put_vega":0.1051,"call_oi":0,"put_oi":56},{"strike":87.5,"dte":77,"expiration":"12/18/2026","call_delta":0.4849,"put_delta":-0.517,"call_gamma":0.045234,"put_gamma":0.046744,"call_theta":-0.0276,"put_theta":-0.0167,"call_vega":0.1563,"put_vega":0.1563,"call_oi":75,"put_oi":407},{"strike":90.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3734,"put_delta":0,"call_gamma":0.044045,"put_gamma":0,"call_theta":-0.0249,"put_theta":0,"call_vega":0.1485,"put_vega":0,"call_oi":94,"put_oi":0},{"strike":92.5,"dte":77,"expiration":"12/18/2026","call_delta":0.2724,"put_delta":-0.6798,"call_gamma":0.039118,"put_gamma":0.033984,"call_theta":-0.0211,"put_theta":-0.0171,"call_vega":0.1302,"put_vega":0.1403,"call_oi":771,"put_oi":288},{"strike":95.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1933,"put_delta":-0.7371,"call_gamma":0.031978,"put_gamma":0.029068,"call_theta":-0.0173,"put_theta":-0.0156,"call_vega":0.1075,"put_vega":0.1279,"call_oi":1014,"put_oi":166},{"strike":97.5,"dte":77,"expiration":"12/18/2026","call_delta":0.1133,"put_delta":0,"call_gamma":0.023914,"put_gamma":0,"call_theta":-0.0112,"put_theta":0,"call_vega":0.0753,"put_vega":0,"call_oi":846,"put_oi":0},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1934,"put_delta":0,"call_gamma":0.021059,"put_gamma":0,"call_theta":-0.0253,"put_theta":0,"call_vega":0.1076,"put_vega":0,"call_oi":231,"put_oi":0},{"strike":105.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1554,"put_delta":0,"call_gamma":0.015965,"put_gamma":0,"call_theta":-0.0249,"put_theta":0,"call_vega":0.0936,"put_vega":0,"call_oi":77,"put_oi":0}],"strikes":[70.0,72.5,77.5,80.0,82.5,85.0,87.5,90.0,92.5,95.0,97.5,100.0,105.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-67.25,"put_25d_iv":20.05,"call_25d_iv":87.31,"put_25d_strike":85.0,"call_25d_strike":97.5,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-29.3,"put_25d_iv":23.33,"call_25d_iv":52.63,"put_25d_strike":82.5,"call_25d_strike":100.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-0.75,"put_25d_iv":20.9,"call_25d_iv":21.65,"put_25d_strike":80.0,"call_25d_strike":92.5,"skew":"neutral"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-2.1,"put_25d_iv":21.06,"call_25d_iv":23.16,"put_25d_strike":80.0,"call_25d_strike":95.0,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":-0.96,"put_25d_iv":21.07,"call_25d_iv":22.04,"put_25d_strike":80.0,"call_25d_strike":97.5,"skew":"neutral"},{"expiration":"05/21/2027","dte":231,"risk_reversal":6.36,"put_25d_iv":27.77,"call_25d_iv":21.41,"put_25d_strike":75.0,"call_25d_strike":92.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":37.5,"call_vanna":0,"put_vanna":14.0,"net_vanna":14.0,"call_oi":0,"put_oi":244},{"strike":40.0,"call_vanna":-4.0,"put_vanna":3.0,"net_vanna":-1.0,"call_oi":299,"put_oi":122},{"strike":42.5,"call_vanna":0,"put_vanna":0.0,"net_vanna":0.0,"call_oi":0,"put_oi":60},{"strike":45.0,"call_vanna":-2.0,"put_vanna":2.0,"net_vanna":0.0,"call_oi":181,"put_oi":141},{"strike":47.5,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":63},{"strike":60.0,"call_vanna":-10.0,"put_vanna":8.0,"net_vanna":-3.0,"call_oi":886,"put_oi":218},{"strike":67.5,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":412},{"strike":70.0,"call_vanna":0,"put_vanna":18.0,"net_vanna":18.0,"call_oi":0,"put_oi":326},{"strike":72.5,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":151},{"strike":75.0,"call_vanna":-4.0,"put_vanna":90.0,"net_vanna":86.0,"call_oi":568,"put_oi":699},{"strike":77.5,"call_vanna":-16.0,"put_vanna":24.0,"net_vanna":9.0,"call_oi":183,"put_oi":332},{"strike":80.0,"call_vanna":-29.0,"put_vanna":84.0,"net_vanna":55.0,"call_oi":343,"put_oi":811},{"strike":82.5,"call_vanna":-15.0,"put_vanna":16.0,"net_vanna":1.0,"call_oi":231,"put_oi":230},{"strike":85.0,"call_vanna":-39.0,"put_vanna":13.0,"net_vanna":-26.0,"call_oi":1256,"put_oi":351},{"strike":87.5,"call_vanna":10.0,"put_vanna":-2.0,"net_vanna":8.0,"call_oi":868,"put_oi":566},{"strike":90.0,"call_vanna":48.0,"put_vanna":-32.0,"net_vanna":16.0,"call_oi":1280,"put_oi":827},{"strike":92.5,"call_vanna":104.0,"put_vanna":-17.0,"net_vanna":88.0,"call_oi":2361,"put_oi":288},{"strike":95.0,"call_vanna":319.0,"put_vanna":-36.0,"net_vanna":283.0,"call_oi":4775,"put_oi":512},{"strike":97.5,"call_vanna":82.0,"put_vanna":0,"net_vanna":82.0,"call_oi":1213,"put_oi":0},{"strike":100.0,"call_vanna":51.0,"put_vanna":0,"net_vanna":51.0,"call_oi":668,"put_oi":0},{"strike":105.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":145,"put_oi":0},{"strike":110.0,"call_vanna":66.0,"put_vanna":0,"net_vanna":66.0,"call_oi":392,"put_oi":0}],"net_vanna":783.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":77.5,"call_charm":0,"put_charm":251.0,"net_charm":251.0,"call_oi":0,"put_oi":151},{"strike":82.5,"call_charm":-2257.0,"put_charm":329.0,"net_charm":-1928.0,"call_oi":131,"put_oi":71},{"strike":85.0,"call_charm":-38653.0,"put_charm":3562.0,"net_charm":-35091.0,"call_oi":474,"put_oi":87},{"strike":87.5,"call_charm":-23446.0,"put_charm":0,"net_charm":-23446.0,"call_oi":486,"put_oi":0},{"strike":90.0,"call_charm":-2683.0,"put_charm":5647.0,"net_charm":2964.0,"call_oi":290,"put_oi":118},{"strike":92.5,"call_charm":-2591.0,"put_charm":0,"net_charm":-2591.0,"call_oi":1180,"put_oi":0},{"strike":95.0,"call_charm":-9435.0,"put_charm":1939.0,"net_charm":-7495.0,"call_oi":2821,"put_oi":170},{"strike":97.5,"call_charm":-18518.0,"put_charm":0,"net_charm":-18518.0,"call_oi":162,"put_oi":0},{"strike":100.0,"call_charm":-7304.0,"put_charm":0,"net_charm":-7304.0,"call_oi":196,"put_oi":0},{"strike":105.0,"call_charm":-7.0,"put_charm":0,"net_charm":-7.0,"call_oi":68,"put_oi":0}],"net_charm":-93165.0,"weekend_delta_shift":-279494.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":55069.0,"put_delta":-14048.0,"net_delta":41021.0,"call_oi":2415,"put_oi":261,"total_oi":2676,"total_volume":54,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":67689.0,"put_delta":-26033.0,"net_delta":41655.0,"call_oi":3482,"put_oi":593,"total_oi":4075,"total_volume":248,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":68581.0,"put_delta":-60774.0,"net_delta":7806.0,"call_oi":3192,"put_oi":1456,"total_oi":4648,"total_volume":28,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":365391.0,"put_delta":-92284.0,"net_delta":273107.0,"call_oi":5633,"put_oi":3283,"total_oi":8916,"total_volume":32,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":26697.0,"put_delta":-18905.0,"net_delta":7792.0,"call_oi":842,"put_oi":759,"total_oi":1601,"total_volume":7,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":5300.0,"put_delta":-14233.0,"net_delta":-8932.0,"call_oi":119,"put_oi":685,"total_oi":804,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":18950.0,"put_delta":-2483.0,"net_delta":16466.0,"call_oi":564,"put_oi":171,"total_oi":735,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":85.0,"straddle_price":2.9,"straddle_pct":3.37,"implied_move":3.37,"avg_iv":21.5},{"expiration":"11/20/2026","dte":49,"strike":85.0,"straddle_price":6.2,"straddle_pct":7.21,"implied_move":7.21,"avg_iv":24.7},{"expiration":"12/18/2026","dte":77,"strike":85.0,"straddle_price":7.17,"straddle_pct":8.35,"implied_move":8.35,"avg_iv":22.8},{"expiration":"01/15/2027","dte":105,"strike":85.0,"straddle_price":8.55,"straddle_pct":9.95,"implied_move":9.95,"avg_iv":23.2},{"expiration":"03/19/2027","dte":168,"strike":87.5,"straddle_price":10.5,"straddle_pct":12.22,"implied_move":12.22,"avg_iv":22.7}],"volume_profile":{"profile":[{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":245,"total_oi":253,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":299,"put_oi":122,"total_oi":421,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":60,"total_oi":60,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":181,"put_oi":141,"total_oi":322,"bias":"neutral"},{"strike":47.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":105,"total_oi":108,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":2,"total_oi":5,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":29,"total_oi":30,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":889,"put_oi":242,"total_oi":1131,"bias":"neutral"},{"strike":62.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":40,"total_oi":51,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":103,"put_oi":99,"total_oi":202,"bias":"neutral"},{"strike":67.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":412,"total_oi":416,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":195,"put_oi":362,"total_oi":557,"bias":"neutral"},{"strike":72.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":193,"total_oi":222,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":594,"put_oi":759,"total_oi":1353,"bias":"neutral"},{"strike":77.5,"call_volume":0,"put_volume":30,"total_volume":30,"call_oi":208,"put_oi":342,"total_oi":550,"bias":"bearish"},{"strike":80.0,"call_volume":0,"put_volume":24,"total_volume":24,"call_oi":365,"put_oi":907,"total_oi":1272,"bias":"bearish"},{"strike":82.5,"call_volume":1,"put_volume":34,"total_volume":35,"call_oi":241,"put_oi":285,"total_oi":526,"bias":"bearish"},{"strike":85.0,"call_volume":17,"put_volume":8,"total_volume":25,"call_oi":1345,"put_oi":452,"total_oi":1797,"bias":"bullish"},{"strike":87.5,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":902,"put_oi":691,"total_oi":1593,"bias":"bullish"},{"strike":90.0,"call_volume":5,"put_volume":1,"total_volume":6,"call_oi":1298,"put_oi":832,"total_oi":2130,"bias":"bullish"},{"strike":92.5,"call_volume":120,"put_volume":100,"total_volume":220,"call_oi":2379,"put_oi":363,"total_oi":2742,"bias":"neutral"},{"strike":95.0,"call_volume":19,"put_volume":0,"total_volume":19,"call_oi":4796,"put_oi":519,"total_oi":5315,"bias":"bullish"},{"strike":97.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1233,"put_oi":6,"total_oi":1239,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":697,"put_oi":0,"total_oi":697,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":248,"put_oi":0,"total_oi":248,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":421,"put_oi":0,"total_oi":421,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":0,"total_oi":49,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"}],"underlying_price":85.94000244140625,"peak_call_strike":92.5,"peak_put_strike":92.5,"total_call_volume":172,"total_put_volume":197,"volume_pc_ratio":1.145},"iv_contours":{"x":[0.73,0.76,0.79,0.81,0.84,0.87,0.9,0.93,0.96,0.99,1.02,1.05,1.08,1.1,1.14,1.16,1.22,1.28],"y":[14,49,77,105,168],"z":[[null,null,null,null,null,null,null,24.89,23.79,21.53,26.5,25.47,27.01,46.02,87.31,96.7,null,null],[null,null,null,66.42,null,45.48,27.66,23.82,23.33,24.73,23.24,25.23,23.08,26.98,38.61,52.63,26.67,31.87],[null,43.36,null,35.19,37.81,null,19.04,20.9,22.36,22.75,22.1,21.92,24.24,25.25,20.48,33.22,38.13,null],[30.39,57.75,27.09,26.62,35.46,17.95,21.95,22.95,19.88,23.24,22.19,21.7,24.57,24.42,21.47,22.28,29.59,34.47],[null,null,null,25.23,null,24.65,null,21.07,null,22.73,22.68,22.28,22.37,21.6,22.04,22.29,21.07,null]],"levels":[17.9,25.8,33.7,41.6,49.5,57.3,65.2,73.1,81.0,88.8,96.7],"min_iv":17.9,"max_iv":96.7},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":85.0,"atm_iv":24.67,"otm_strike":90.0,"otm_iv":22.98,"itm_strike":82.5,"itm_iv":23.33,"iv_butterfly":-3.03,"price_butterfly":-0.93,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":85.0,"atm_iv":23.2,"otm_strike":90.0,"otm_iv":21.92,"itm_strike":77.5,"itm_iv":19.04,"iv_butterfly":-5.44,"price_butterfly":2.55,"convexity":"inverted"},{"expiration":"01/15/2027","dte":105,"atm_strike":85.0,"atm_iv":26.02,"otm_strike":90.0,"otm_iv":21.99,"itm_strike":82.5,"itm_iv":19.3,"iv_butterfly":-10.74,"price_butterfly":-2.62,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":44.87},{"date":"2026-09-15","iv":52.97},{"date":"2026-09-16","iv":49.85},{"date":"2026-09-17","iv":39.54},{"date":"2026-09-18","iv":38.94},{"date":"2026-09-21","iv":29.04},{"date":"2026-09-22","iv":26.6},{"date":"2026-09-23","iv":28.6},{"date":"2026-09-24","iv":30.4},{"date":"2026-09-25","iv":28.4},{"date":"2026-09-28","iv":27.1},{"date":"2026-09-29","iv":29.1},{"date":"2026-09-30","iv":32.7},{"date":"2026-10-01","iv":29.7},{"date":"2026-10-02","iv":31.4}]}}