{"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":"CRGY","summary":{"name":"CRGY","price":13.39,"total_oi":82570,"call_oi":57838,"put_oi":24732,"pc_ratio":0.428,"net_gex":666016.52,"avg_iv":81.4,"iv_rank":90.5,"iv_52w_high":82.9,"iv_52w_low":67.1,"gamma_flip":12.48,"max_pain":11.0},"features":{"symbol":"CRGY","price":13.39,"total_oi":82570,"analysis_coverage":1.0,"avg_iv_pct":81.4,"iv_rank":90.5,"iv_52w_high_pct":82.9,"iv_52w_low_pct":67.1,"front_dte":14,"front_atm_iv_pct":42.5842,"back_atm_iv_pct":48.281,"term_premium_pp":-5.6968,"expected_move_front_pct":8.34,"straddle_front_pct":7.47,"straddle_30d_pct":7.47,"risk_reversal_front_pp":10.37,"risk_reversal_30d_pp":10.37,"butterfly_front_pp":12.44,"butterfly_30d_pp":12.44,"put_call_oi_ratio":0.428,"put_call_oi_front_ratio":0.577,"put_call_volume_front_ratio":0.5,"option_volume":313,"volume_oi_ratio":0.003791,"net_delta_normalized":0.232691,"dealer_delta_normalized":-0.23084,"gex_per_100k_oi":806608.356546,"vanna_per_100k_oi":2614.75112,"charm_per_100k_oi":182585.684873,"weekend_delta_shift_per_100k_oi":547755.843527,"iv_surface_range_pp":167.8,"gamma_flip_distance_pct":-6.796117,"max_pain_distance_pct":-17.849141,"peak_call_distance_pct":12.023898,"peak_put_distance_pct":-6.646751},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.67,"put_gex":0.0,"net_gex":0.67,"call_oi":2,"put_oi":0},{"strike":5.0,"call_gex":90.5,"put_gex":-754.57,"net_gex":-664.06,"call_oi":506,"put_oi":525},{"strike":6.0,"call_gex":0.0,"put_gex":-8.25,"net_gex":-8.25,"call_oi":0,"put_oi":5},{"strike":7.5,"call_gex":5819.88,"put_gex":-6702.84,"net_gex":-882.96,"call_oi":2600,"put_oi":2261},{"strike":8.0,"call_gex":0.0,"put_gex":-8.79,"net_gex":-8.79,"call_oi":0,"put_oi":2},{"strike":9.0,"call_gex":0.0,"put_gex":-1107.66,"net_gex":-1107.66,"call_oi":76,"put_oi":269},{"strike":10.0,"call_gex":35031.66,"put_gex":-102466.06,"net_gex":-67434.41,"call_oi":4934,"put_oi":12948},{"strike":11.0,"call_gex":12066.65,"put_gex":-14528.87,"net_gex":-2462.22,"call_oi":1061,"put_oi":1151},{"strike":12.0,"call_gex":2588.22,"put_gex":-9870.67,"net_gex":-7282.45,"call_oi":113,"put_oi":517},{"strike":12.5,"call_gex":225431.82,"put_gex":-142640.43,"net_gex":82791.38,"call_oi":9484,"put_oi":4098},{"strike":13.0,"call_gex":15542.47,"put_gex":-15311.36,"net_gex":231.11,"call_oi":513,"put_oi":1061},{"strike":14.0,"call_gex":70708.42,"put_gex":-24522.85,"net_gex":46185.58,"call_oi":1756,"put_oi":647},{"strike":15.0,"call_gex":339521.57,"put_gex":-25340.64,"net_gex":314180.94,"call_oi":14109,"put_oi":1011},{"strike":16.0,"call_gex":165465.94,"put_gex":-2578.91,"net_gex":162887.03,"call_oi":8375,"put_oi":154},{"strike":17.0,"call_gex":648.44,"put_gex":-636.15,"net_gex":12.29,"call_oi":44,"put_oi":50},{"strike":17.5,"call_gex":81137.26,"put_gex":-83.75,"net_gex":81053.5,"call_oi":7098,"put_oi":8},{"strike":18.0,"call_gex":302.35,"put_gex":0.0,"net_gex":302.35,"call_oi":23,"put_oi":0},{"strike":19.0,"call_gex":11.51,"put_gex":-5.4,"net_gex":6.11,"call_oi":1,"put_oi":1},{"strike":20.0,"call_gex":42713.91,"put_gex":-88.44,"net_gex":42625.48,"call_oi":4673,"put_oi":13},{"strike":21.0,"call_gex":17.78,"put_gex":0.0,"net_gex":17.78,"call_oi":2,"put_oi":0},{"strike":22.5,"call_gex":1878.44,"put_gex":-6.61,"net_gex":1871.84,"call_oi":262,"put_oi":1},{"strike":25.0,"call_gex":13762.22,"put_gex":-60.94,"net_gex":13701.28,"call_oi":2206,"put_oi":10}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":201811.0,"total_value":201811.0},{"strike":5.0,"call_value":5.0,"put_value":139981.0,"total_value":139986.0},{"strike":6.0,"call_value":513.0,"put_value":115774.0,"total_value":116287.0},{"strike":7.5,"call_value":1275.0,"put_value":79471.0,"total_value":80746.0},{"strike":8.0,"call_value":2829.0,"put_value":68500.5,"total_value":71329.5},{"strike":9.0,"call_value":5937.0,"put_value":46561.5,"total_value":52498.5},{"strike":10.0,"call_value":9121.0,"put_value":24891.5,"total_value":34012.5},{"strike":11.0,"call_value":17239.0,"put_value":16169.5,"total_value":33408.5},{"strike":12.0,"call_value":26418.0,"put_value":8598.5,"total_value":35016.5},{"strike":12.5,"call_value":31064.0,"put_value":5071.5,"total_value":36135.5},{"strike":13.0,"call_value":40452.0,"put_value":3593.5,"total_value":44045.5},{"strike":14.0,"call_value":59741.0,"put_value":1698.5,"total_value":61439.5},{"strike":15.0,"call_value":80786.0,"put_value":450.5,"total_value":81236.5},{"strike":16.0,"call_value":115940.0,"put_value":213.5,"total_value":116153.5},{"strike":17.0,"call_value":159469.0,"put_value":130.5,"total_value":159599.5},{"strike":17.5,"call_value":181255.5,"put_value":114.0,"total_value":181369.5},{"strike":18.0,"call_value":206591.0,"put_value":101.5,"total_value":206692.5},{"strike":19.0,"call_value":257285.0,"put_value":76.5,"total_value":257361.5},{"strike":20.0,"call_value":307980.0,"put_value":52.5,"total_value":308032.5},{"strike":21.0,"call_value":363348.0,"put_value":41.5,"total_value":363389.5},{"strike":22.5,"call_value":446403.0,"put_value":25.0,"total_value":446428.0},{"strike":25.0,"call_value":585483.0,"put_value":0,"total_value":585483.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":269.7,"strike":10.2},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":104.5,"strike":10.67},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":113.6,"strike":8.22},{"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":52.1,"strike":12.0},{"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":56.2,"strike":12.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":47.7,"strike":13.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":47.8,"strike":12.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":42.6,"strike":14.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":48.9,"strike":14.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":47.0,"strike":14.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":57.2,"strike":15.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":51.5,"strike":15.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":48.6,"strike":15.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":168.1,"strike":18.36},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":46.8,"strike":16.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":77.2,"strike":19.65}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.4407,"contract_count":4,"total_oi":5748},{"expiration":"11/20/2026","dte":49,"iv":0.2405,"contract_count":4,"total_oi":606},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":4,"total_oi":5830},{"expiration":"01/15/2027","dte":105,"iv":0.1533,"contract_count":4,"total_oi":3535},{"expiration":"04/16/2027","dte":196,"iv":0.1519,"contract_count":4,"total_oi":1102},{"expiration":"01/21/2028","dte":476,"iv":0.8799,"contract_count":2,"total_oi":646},{"expiration":"06/16/2028","dte":623,"iv":1.0,"contract_count":2,"total_oi":33},{"expiration":"12/15/2028","dte":805,"iv":0.4276,"contract_count":2,"total_oi":59}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.34,"expected_move_2std":16.67,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":17.69,"expected_move_2std":35.37,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":21.49,"expected_move_2std":42.98,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":25.3,"expected_move_2std":50.61,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":35.02,"expected_move_2std":70.04,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":15638,"put_oi":9026,"total_oi":24664,"pc_ratio":0.577,"pc_ratio_volume":0.5,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1604,"put_oi":696,"total_oi":2300,"pc_ratio":0.434,"pc_ratio_volume":0.909,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":20724,"put_oi":5192,"total_oi":25916,"pc_ratio":0.251,"pc_ratio_volume":2.683,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":13284,"put_oi":6575,"total_oi":19859,"pc_ratio":0.495,"pc_ratio_volume":0.615,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":1699,"put_oi":2764,"total_oi":4463,"pc_ratio":1.627,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":3084,"put_oi":330,"total_oi":3414,"pc_ratio":0.107,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"06/16/2028","dte":623,"call_oi":59,"put_oi":110,"total_oi":169,"pc_ratio":1.864,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/15/2028","dte":805,"call_oi":1736,"put_oi":39,"total_oi":1775,"pc_ratio":0.022,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":10,"put_oi":0,"total_oi":10,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":198.0,"put_delta_oi":0,"dealer_delta":-198.0,"call_oi":2,"put_oi":0},{"strike":5.0,"call_delta_oi":15192.0,"put_delta_oi":-4109.0,"dealer_delta":-11083.0,"call_oi":153,"put_oi":525},{"strike":6.0,"call_delta_oi":0,"put_delta_oi":-50.0,"dealer_delta":50.0,"call_oi":0,"put_oi":5},{"strike":7.5,"call_delta_oi":230499.0,"put_delta_oi":-29572.0,"dealer_delta":-200927.0,"call_oi":2372,"put_oi":2261},{"strike":8.0,"call_delta_oi":0,"put_delta_oi":-17.0,"dealer_delta":17.0,"call_oi":0,"put_oi":2},{"strike":9.0,"call_delta_oi":0,"put_delta_oi":-4858.0,"dealer_delta":4858.0,"call_oi":0,"put_oi":269},{"strike":10.0,"call_delta_oi":460463.0,"put_delta_oi":-197913.0,"dealer_delta":-262550.0,"call_oi":4934,"put_oi":12948},{"strike":11.0,"call_delta_oi":97545.0,"put_delta_oi":-21403.0,"dealer_delta":-76142.0,"call_oi":1061,"put_oi":1151},{"strike":12.0,"call_delta_oi":8767.0,"put_delta_oi":-13582.0,"dealer_delta":4814.0,"call_oi":113,"put_oi":517},{"strike":12.5,"call_delta_oi":658847.0,"put_delta_oi":-103923.0,"dealer_delta":-554924.0,"call_oi":9484,"put_oi":4098},{"strike":13.0,"call_delta_oi":31600.0,"put_delta_oi":-39561.0,"dealer_delta":7961.0,"call_oi":513,"put_oi":1061},{"strike":14.0,"call_delta_oi":70666.0,"put_delta_oi":-37886.0,"dealer_delta":-32779.0,"call_oi":1756,"put_oi":647},{"strike":15.0,"call_delta_oi":442134.0,"put_delta_oi":-72883.0,"dealer_delta":-369251.0,"call_oi":14109,"put_oi":1011},{"strike":16.0,"call_delta_oi":138625.0,"put_delta_oi":-10762.0,"dealer_delta":-127863.0,"call_oi":8375,"put_oi":154},{"strike":17.0,"call_delta_oi":1316.0,"put_delta_oi":-3183.0,"dealer_delta":1867.0,"call_oi":44,"put_oi":50},{"strike":17.5,"call_delta_oi":126040.0,"put_delta_oi":-679.0,"dealer_delta":-125362.0,"call_oi":7098,"put_oi":8},{"strike":18.0,"call_delta_oi":557.0,"put_delta_oi":0,"dealer_delta":-557.0,"call_oi":23,"put_oi":0},{"strike":19.0,"call_delta_oi":19.0,"put_delta_oi":-97.0,"dealer_delta":77.0,"call_oi":1,"put_oi":1},{"strike":20.0,"call_delta_oi":74941.0,"put_delta_oi":-713.0,"dealer_delta":-74228.0,"call_oi":4673,"put_oi":13},{"strike":21.0,"call_delta_oi":31.0,"put_delta_oi":0,"dealer_delta":-31.0,"call_oi":2,"put_oi":0},{"strike":22.5,"call_delta_oi":9585.0,"put_delta_oi":-55.0,"dealer_delta":-9530.0,"call_oi":262,"put_oi":1},{"strike":25.0,"call_delta_oi":80853.0,"put_delta_oi":-587.0,"dealer_delta":-80266.0,"call_oi":2206,"put_oi":10}],"net_dealer_delta":-1906045.0,"total_call_delta":2447878.0,"total_put_delta":-541833.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":13.390000343322754,"strikes":[{"strike":7.5,"moneyness":0.5601,"type":"put","iv":0.8496,"delta":-0.0628,"oi":212},{"strike":10.0,"moneyness":0.7468,"type":"call","iv":0.3387,"delta":0.9618,"oi":943},{"strike":10.0,"moneyness":0.7468,"type":"put","iv":0.5769,"delta":-0.1269,"oi":5451},{"strike":11.0,"moneyness":0.8215,"type":"call","iv":0.4332,"delta":0.8457,"oi":123},{"strike":11.0,"moneyness":0.8215,"type":"put","iv":0.6027,"delta":-0.2091,"oi":254},{"strike":12.5,"moneyness":0.9335,"type":"call","iv":0.4425,"delta":0.6774,"oi":2862},{"strike":12.5,"moneyness":0.9335,"type":"put","iv":0.5258,"delta":-0.3341,"oi":278},{"strike":14.0,"moneyness":1.0456,"type":"call","iv":0.4089,"delta":0.4842,"oi":191},{"strike":14.0,"moneyness":1.0456,"type":"put","iv":0.5346,"delta":-0.4884,"oi":204},{"strike":15.0,"moneyness":1.1202,"type":"call","iv":0.4311,"delta":0.3723,"oi":3644},{"strike":16.0,"moneyness":1.1949,"type":"call","iv":0.4164,"delta":0.2625,"oi":794},{"strike":16.0,"moneyness":1.1949,"type":"put","iv":0.5785,"delta":-0.6492,"oi":120},{"strike":17.5,"moneyness":1.3069,"type":"call","iv":0.4672,"delta":0.184,"oi":1343},{"strike":20.0,"moneyness":1.4937,"type":"call","iv":0.5469,"delta":0.1176,"oi":2842},{"strike":22.5,"moneyness":1.6804,"type":"call","iv":1.1965,"delta":0.3176,"oi":105},{"strike":25.0,"moneyness":1.8671,"type":"call","iv":1.7273,"delta":0.4196,"oi":175}]},{"expiration":"01/21/2028","underlying_price":13.390000343322754,"strikes":[{"strike":7.5,"moneyness":0.5601,"type":"call","iv":0.3619,"delta":0.9594,"oi":557},{"strike":10.0,"moneyness":0.7468,"type":"call","iv":0.3645,"delta":0.8515,"oi":664},{"strike":12.5,"moneyness":0.9335,"type":"call","iv":0.4253,"delta":0.6909,"oi":583},{"strike":15.0,"moneyness":1.1202,"type":"call","iv":0.4484,"delta":0.5564,"oi":757},{"strike":15.0,"moneyness":1.1202,"type":"put","iv":0.5817,"delta":-0.4036,"oi":204},{"strike":20.0,"moneyness":1.4937,"type":"call","iv":0.5202,"delta":0.3873,"oi":113},{"strike":25.0,"moneyness":1.8671,"type":"call","iv":0.5452,"delta":0.273,"oi":180}]},{"expiration":"04/16/2027","underlying_price":13.390000343322754,"strikes":[{"strike":10.0,"moneyness":0.7468,"type":"call","iv":0.3698,"delta":0.9031,"oi":157},{"strike":10.0,"moneyness":0.7468,"type":"put","iv":0.5651,"delta":-0.1665,"oi":1580},{"strike":13.0,"moneyness":0.9709,"type":"put","iv":0.5081,"delta":-0.3721,"oi":1005},{"strike":15.0,"moneyness":1.1202,"type":"call","iv":0.4269,"delta":0.4463,"oi":304},{"strike":20.0,"moneyness":1.4937,"type":"call","iv":0.4594,"delta":0.1687,"oi":1000}]},{"expiration":"10/16/2026","underlying_price":13.390000343322754,"strikes":[{"strike":10.0,"moneyness":0.7468,"type":"call","iv":0.9537,"delta":0.9573,"oi":954},{"strike":11.0,"moneyness":0.8215,"type":"call","iv":0.5795,"delta":0.969,"oi":514},{"strike":12.5,"moneyness":0.9335,"type":"put","iv":0.5512,"delta":-0.2334,"oi":3186},{"strike":12.5,"moneyness":0.9335,"type":"call","iv":0.5718,"delta":0.7597,"oi":1450},{"strike":14.0,"moneyness":1.0456,"type":"put","iv":0.4039,"delta":-0.7007,"oi":274},{"strike":14.0,"moneyness":1.0456,"type":"call","iv":0.4475,"delta":0.3201,"oi":838},{"strike":15.0,"moneyness":1.1202,"type":"call","iv":0.5416,"delta":0.148,"oi":3986},{"strike":15.0,"moneyness":1.1202,"type":"put","iv":0.6023,"delta":-0.8235,"oi":728},{"strike":16.0,"moneyness":1.1949,"type":"call","iv":0.8323,"delta":0.1479,"oi":6418},{"strike":17.5,"moneyness":1.3069,"type":"call","iv":0.4989,"delta":0.0027,"oi":1143}]},{"expiration":"11/20/2026","underlying_price":13.390000343322754,"strikes":[{"strike":10.0,"moneyness":0.7468,"type":"put","iv":2.0763,"delta":-0.2202,"oi":103},{"strike":12.0,"moneyness":0.8962,"type":"put","iv":0.5727,"delta":-0.2551,"oi":421},{"strike":12.0,"moneyness":0.8962,"type":"call","iv":0.4687,"delta":0.7772,"oi":109},{"strike":13.0,"moneyness":0.9709,"type":"call","iv":0.4599,"delta":0.6157,"oi":499},{"strike":15.0,"moneyness":1.1202,"type":"call","iv":0.4646,"delta":0.289,"oi":228},{"strike":16.0,"moneyness":1.1949,"type":"call","iv":0.4683,"delta":0.176,"oi":701}]},{"expiration":"12/15/2028","underlying_price":13.390000343322754,"strikes":[{"strike":10.0,"moneyness":0.7468,"type":"call","iv":0.4042,"delta":0.8271,"oi":107},{"strike":15.0,"moneyness":1.1202,"type":"call","iv":0.4693,"delta":0.6254,"oi":219},{"strike":17.5,"moneyness":1.3069,"type":"call","iv":0.4517,"delta":0.5301,"oi":664},{"strike":20.0,"moneyness":1.4937,"type":"call","iv":0.4235,"delta":0.4305,"oi":139},{"strike":25.0,"moneyness":1.8671,"type":"call","iv":0.4886,"delta":0.3559,"oi":298}]},{"expiration":"12/18/2026","underlying_price":13.390000343322754,"strikes":[{"strike":5.0,"moneyness":0.3734,"type":"put","iv":2.9607,"delta":-0.0791,"oi":490},{"strike":5.0,"moneyness":0.3734,"type":"call","iv":0.9766,"delta":0.9929,"oi":153},{"strike":7.5,"moneyness":0.5601,"type":"put","iv":1.9639,"delta":-0.1346,"oi":699},{"strike":7.5,"moneyness":0.5601,"type":"call","iv":0.7102,"delta":0.976,"oi":1800},{"strike":9.0,"moneyness":0.6721,"type":"put","iv":1.9441,"delta":-0.1837,"oi":198},{"strike":10.0,"moneyness":0.7468,"type":"put","iv":0.586,"delta":-0.1041,"oi":2418},{"strike":10.0,"moneyness":0.7468,"type":"call","iv":0.4459,"delta":0.9429,"oi":2109},{"strike":11.0,"moneyness":0.8215,"type":"put","iv":0.5332,"delta":-0.167,"oi":716},{"strike":11.0,"moneyness":0.8215,"type":"call","iv":0.4165,"delta":0.8802,"oi":362},{"strike":12.5,"moneyness":0.9335,"type":"call","iv":0.4485,"delta":0.685,"oi":4518},{"strike":12.5,"moneyness":0.9335,"type":"put","iv":0.4943,"delta":-0.3239,"oi":550},{"strike":14.0,"moneyness":1.0456,"type":"put","iv":0.4911,"delta":-0.5188,"oi":105},{"strike":14.0,"moneyness":1.0456,"type":"call","iv":0.4445,"delta":0.4703,"oi":657},{"strike":15.0,"moneyness":1.1202,"type":"call","iv":0.4554,"delta":0.3446,"oi":4963},{"strike":16.0,"moneyness":1.1949,"type":"call","iv":0.398,"delta":0.2002,"oi":380},{"strike":17.5,"moneyness":1.3069,"type":"call","iv":0.519,"delta":0.1649,"oi":3918},{"strike":20.0,"moneyness":1.4937,"type":"call","iv":0.6435,"delta":0.1171,"oi":324},{"strike":25.0,"moneyness":1.8671,"type":"call","iv":1.834,"delta":0.3756,"oi":1532}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9573,"put_delta":-0.2217,"call_gamma":0.037689,"put_gamma":0.029701,"call_theta":-0.0095,"put_theta":-0.114,"call_vega":0.0023,"put_vega":0.0075,"call_oi":954,"put_oi":3281},{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0.969,"put_delta":-0.2645,"call_gamma":0.047739,"put_gamma":0.038821,"call_theta":-0.0052,"put_theta":-0.1055,"call_vega":0.0018,"put_vega":0.0083,"call_oi":514,"put_oi":131},{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.7597,"put_delta":-0.2334,"call_gamma":0.215286,"put_gamma":0.219783,"call_theta":-0.0183,"put_theta":-0.016,"call_vega":0.0079,"put_vega":0.0077,"call_oi":1450,"put_oi":3186},{"strike":14.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3201,"put_delta":-0.7007,"call_gamma":0.316313,"put_gamma":0.340288,"call_theta":-0.016,"put_theta":-0.0125,"call_vega":0.009,"put_vega":0.0088,"call_oi":838,"put_oi":274},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.148,"put_delta":-0.8235,"call_gamma":0.168858,"put_gamma":0.17029,"call_theta":-0.0124,"put_theta":-0.0137,"call_vega":0.0058,"put_vega":0.0065,"call_oi":3986,"put_oi":728},{"strike":16.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1479,"put_delta":0,"call_gamma":0.109811,"put_gamma":0,"call_theta":-0.0189,"put_theta":0,"call_vega":0.0058,"put_vega":0,"call_oi":6418,"put_oi":0},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2202,"call_gamma":0,"put_gamma":0.029382,"call_theta":0,"put_theta":-0.0305,"call_vega":0,"put_vega":0.0144,"call_oi":0,"put_oi":103},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8848,"put_delta":0,"call_gamma":0.079537,"put_gamma":0,"call_theta":-0.006,"put_theta":0,"call_vega":0.0094,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7772,"put_delta":-0.2551,"call_gamma":0.131048,"put_gamma":0.115499,"call_theta":-0.0081,"put_theta":-0.0089,"call_vega":0.0145,"put_vega":0.0156,"call_oi":109,"put_oi":421},{"strike":13.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6157,"put_delta":-0.3875,"call_gamma":0.171088,"put_gamma":0.159814,"call_theta":-0.0097,"put_theta":-0.0089,"call_vega":0.0186,"put_vega":0.0186,"call_oi":499,"put_oi":56},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.289,"put_delta":0,"call_gamma":0.151464,"put_gamma":0,"call_theta":-0.0084,"put_theta":0,"call_vega":0.0166,"put_vega":0,"call_oi":228,"put_oi":0},{"strike":16.0,"dte":49,"expiration":"11/20/2026","call_delta":0.176,"put_delta":0,"call_gamma":0.113763,"put_gamma":0,"call_theta":-0.0064,"put_theta":0,"call_vega":0.0126,"put_vega":0,"call_oi":701,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.9429,"put_delta":-0.1041,"call_gamma":0.042029,"put_gamma":0.05047,"call_theta":-0.0031,"put_theta":-0.0041,"call_vega":0.007,"put_vega":0.011,"call_oi":2109,"put_oi":2418},{"strike":11.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8802,"put_delta":-0.167,"call_gamma":0.078504,"put_gamma":0.076791,"call_theta":-0.0044,"put_theta":-0.0051,"call_vega":0.0122,"put_vega":0.0153,"call_oi":362,"put_oi":716},{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0.685,"put_delta":-0.3239,"call_gamma":0.12964,"put_gamma":0.118989,"call_theta":-0.0073,"put_theta":-0.0066,"call_vega":0.0217,"put_vega":0.022,"call_oi":4518,"put_oi":550},{"strike":14.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4703,"put_delta":-0.5188,"call_gamma":0.146472,"put_gamma":0.132799,"call_theta":-0.0077,"put_theta":-0.0069,"call_vega":0.0243,"put_vega":0.0243,"call_oi":657,"put_oi":105},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3446,"put_delta":0,"call_gamma":0.13235,"put_gamma":0,"call_theta":-0.0072,"put_theta":0,"call_vega":0.0225,"put_vega":0,"call_oi":4963,"put_oi":0},{"strike":16.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2002,"put_delta":0,"call_gamma":0.115184,"put_gamma":0,"call_theta":-0.0048,"put_theta":0,"call_vega":0.0171,"put_vega":0,"call_oi":380,"put_oi":0}],"strikes":[10.0,11.0,12.0,12.5,13.0,14.0,15.0,16.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":10.37,"put_25d_iv":55.12,"call_25d_iv":44.75,"put_25d_strike":12.5,"call_25d_strike":14.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":10.81,"put_25d_iv":57.27,"call_25d_iv":46.46,"put_25d_strike":12.0,"call_25d_strike":15.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":154.61,"put_25d_iv":194.41,"call_25d_iv":39.8,"put_25d_strike":9.0,"call_25d_strike":16.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":18.64,"put_25d_iv":60.27,"call_25d_iv":41.64,"put_25d_strike":11.0,"call_25d_strike":16.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":6.78,"put_25d_iv":52.73,"call_25d_iv":45.94,"put_25d_strike":12.0,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":6.44,"put_25d_iv":60.97,"call_25d_iv":54.52,"put_25d_strike":12.5,"call_25d_strike":25.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-1.0,"put_vanna":28.0,"net_vanna":26.0,"call_oi":153,"put_oi":490},{"strike":7.5,"call_vanna":-95.0,"put_vanna":103.0,"net_vanna":8.0,"call_oi":2357,"put_oi":2228},{"strike":9.0,"call_vanna":0,"put_vanna":17.0,"net_vanna":17.0,"call_oi":0,"put_oi":258},{"strike":10.0,"call_vanna":-317.0,"put_vanna":927.0,"net_vanna":610.0,"call_oi":4934,"put_oi":12910},{"strike":11.0,"call_vanna":-45.0,"put_vanna":81.0,"net_vanna":35.0,"call_oi":1059,"put_oi":1101},{"strike":12.0,"call_vanna":-7.0,"put_vanna":34.0,"net_vanna":27.0,"call_oi":109,"put_oi":517},{"strike":12.5,"call_vanna":-611.0,"put_vanna":158.0,"net_vanna":-453.0,"call_oi":9466,"put_oi":4077},{"strike":13.0,"call_vanna":-16.0,"put_vanna":73.0,"net_vanna":57.0,"call_oi":499,"put_oi":1061},{"strike":14.0,"call_vanna":27.0,"put_vanna":-7.0,"net_vanna":20.0,"call_oi":1749,"put_oi":583},{"strike":15.0,"call_vanna":521.0,"put_vanna":-6.0,"net_vanna":516.0,"call_oi":14101,"put_oi":932},{"strike":16.0,"call_vanna":341.0,"put_vanna":-7.0,"net_vanna":334.0,"call_oi":8375,"put_oi":120},{"strike":17.5,"call_vanna":396.0,"put_vanna":0,"net_vanna":396.0,"call_oi":7068,"put_oi":0},{"strike":20.0,"call_vanna":399.0,"put_vanna":0,"net_vanna":399.0,"call_oi":4661,"put_oi":0},{"strike":22.5,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":205,"put_oi":0},{"strike":25.0,"call_vanna":150.0,"put_vanna":0,"net_vanna":150.0,"call_oi":2185,"put_oi":0}],"net_vanna":2159.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":0,"put_charm":61097.0,"net_charm":61097.0,"call_oi":0,"put_oi":1317},{"strike":9.0,"call_charm":0,"put_charm":3505.0,"net_charm":3505.0,"call_oi":0,"put_oi":60},{"strike":10.0,"call_charm":-22643.0,"put_charm":216747.0,"net_charm":194103.0,"call_oi":954,"put_oi":3384},{"strike":11.0,"call_charm":-6946.0,"put_charm":9527.0,"net_charm":2581.0,"call_oi":574,"put_oi":131},{"strike":12.0,"call_charm":-510.0,"put_charm":708.0,"net_charm":198.0,"call_oi":109,"put_oi":421},{"strike":12.5,"call_charm":-52679.0,"put_charm":31041.0,"net_charm":-21638.0,"call_oi":1450,"put_oi":3186},{"strike":13.0,"call_charm":-2223.0,"put_charm":143.0,"net_charm":-2080.0,"call_oi":499,"put_oi":56},{"strike":14.0,"call_charm":-11209.0,"put_charm":6233.0,"net_charm":-4976.0,"call_oi":838,"put_oi":274},{"strike":15.0,"call_charm":-19460.0,"put_charm":21393.0,"net_charm":1932.0,"call_oi":4214,"put_oi":728},{"strike":16.0,"call_charm":-47354.0,"put_charm":0,"net_charm":-47354.0,"call_oi":7119,"put_oi":0},{"strike":17.5,"call_charm":-3.0,"put_charm":0,"net_charm":-3.0,"call_oi":1143,"put_oi":0},{"strike":20.0,"call_charm":-36604.0,"put_charm":0,"net_charm":-36604.0,"call_oi":243,"put_oi":0}],"net_charm":150761.0,"weekend_delta_shift":452282.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":442973.0,"put_delta":-253022.0,"net_delta":189950.0,"call_oi":15562,"put_oi":9026,"total_oi":24588,"total_volume":30,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":63735.0,"put_delta":-19701.0,"net_delta":44033.0,"call_oi":1604,"put_oi":696,"total_oi":2300,"total_volume":21,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1066763.0,"put_delta":-78393.0,"net_delta":988370.0,"call_oi":20719,"put_oi":5192,"total_oi":25911,"total_volume":151,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":529563.0,"put_delta":-104913.0,"net_delta":424649.0,"call_oi":13022,"put_oi":6575,"total_oi":19597,"total_volume":105,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":53807.0,"put_delta":-71150.0,"net_delta":-17343.0,"call_oi":1699,"put_oi":2764,"total_oi":4463,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":206598.0,"put_delta":-11281.0,"net_delta":195317.0,"call_oi":2975,"put_oi":330,"total_oi":3305,"total_volume":5,"bias":"bullish"},{"expiration":"06/16/2028","dte":623,"call_delta":2952.0,"put_delta":-2044.0,"net_delta":908.0,"call_oi":59,"put_oi":110,"total_oi":169,"total_volume":0,"bias":"neutral"},{"expiration":"12/15/2028","dte":805,"call_delta":80889.0,"put_delta":-1328.0,"net_delta":79562.0,"call_oi":1531,"put_oi":39,"total_oi":1570,"total_volume":1,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":598.0,"put_delta":0,"net_delta":598.0,"call_oi":10,"put_oi":0,"total_oi":10,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":14.0,"straddle_price":1.0,"straddle_pct":7.47,"implied_move":7.47,"avg_iv":42.6},{"expiration":"11/20/2026","dte":49,"strike":13.0,"straddle_price":1.85,"straddle_pct":13.82,"implied_move":13.82,"avg_iv":47.7},{"expiration":"12/18/2026","dte":77,"strike":14.0,"straddle_price":2.35,"straddle_pct":17.55,"implied_move":17.55,"avg_iv":46.8},{"expiration":"01/15/2027","dte":105,"strike":14.0,"straddle_price":2.75,"straddle_pct":20.54,"implied_move":20.54,"avg_iv":47.2},{"expiration":"04/16/2027","dte":196,"strike":13.0,"straddle_price":3.52,"straddle_pct":26.33,"implied_move":26.33,"avg_iv":46.0}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":506,"put_oi":525,"total_oi":1031,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":7.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2600,"put_oi":2261,"total_oi":4861,"bias":"bullish"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":269,"total_oi":345,"bias":"neutral"},{"strike":10.0,"call_volume":17,"put_volume":40,"total_volume":57,"call_oi":4934,"put_oi":12948,"total_oi":17882,"bias":"bearish"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1061,"put_oi":1151,"total_oi":2212,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":113,"put_oi":517,"total_oi":630,"bias":"neutral"},{"strike":12.5,"call_volume":26,"put_volume":55,"total_volume":81,"call_oi":9484,"put_oi":4098,"total_oi":13582,"bias":"bearish"},{"strike":13.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":513,"put_oi":1061,"total_oi":1574,"bias":"bullish"},{"strike":14.0,"call_volume":19,"put_volume":55,"total_volume":74,"call_oi":1756,"put_oi":647,"total_oi":2403,"bias":"bearish"},{"strike":15.0,"call_volume":67,"put_volume":20,"total_volume":87,"call_oi":14109,"put_oi":1011,"total_oi":15120,"bias":"bullish"},{"strike":16.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":8375,"put_oi":154,"total_oi":8529,"bias":"bullish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":50,"total_oi":94,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7098,"put_oi":8,"total_oi":7106,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":0,"total_oi":23,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4673,"put_oi":13,"total_oi":4686,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":262,"put_oi":1,"total_oi":263,"bias":"neutral"},{"strike":25.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":2206,"put_oi":10,"total_oi":2216,"bias":"bullish"}],"underlying_price":13.390000343322754,"peak_call_strike":15.0,"peak_put_strike":12.5,"total_call_volume":143,"total_put_volume":170,"volume_pc_ratio":1.189},"iv_contours":{"x":[0.75,0.82,0.9,0.93,0.97,1.05,1.12,1.2],"y":[14,49,77,105],"z":[[95.37,57.95,null,56.15,null,42.57,57.19,80.0],[207.63,52.89,52.07,null,47.67,52.59,51.51,46.83],[51.59,47.48,null,47.14,null,46.78,48.77,39.8],[45.78,51.8,null,48.41,null,47.17,48.48,49.75]],"levels":[39.8,56.6,73.4,90.1,106.9,123.7,140.5,157.3,174.1,190.8,207.6],"min_iv":39.8,"max_iv":207.6},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":14.0,"atm_iv":44.75,"otm_strike":14.0,"otm_iv":44.75,"itm_strike":12.5,"itm_iv":57.18,"iv_butterfly":12.44,"price_butterfly":0.9,"convexity":"high_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":14.0,"atm_iv":44.45,"otm_strike":14.0,"otm_iv":44.45,"itm_strike":12.5,"itm_iv":44.85,"iv_butterfly":0.4,"price_butterfly":0.75,"convexity":"flat"},{"expiration":"01/15/2027","dte":105,"atm_strike":14.0,"atm_iv":40.89,"otm_strike":14.0,"otm_iv":40.89,"itm_strike":12.5,"itm_iv":44.25,"iv_butterfly":3.36,"price_butterfly":0.82,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":78.4},{"date":"2026-09-15","iv":69.35},{"date":"2026-09-16","iv":81.14},{"date":"2026-09-17","iv":75.05},{"date":"2026-09-18","iv":70.15},{"date":"2026-09-21","iv":70.08},{"date":"2026-09-22","iv":71.7},{"date":"2026-09-23","iv":67.1},{"date":"2026-09-24","iv":79.5},{"date":"2026-09-25","iv":82.9},{"date":"2026-09-28","iv":73.1},{"date":"2026-09-29","iv":79.2},{"date":"2026-09-30","iv":71.0},{"date":"2026-10-01","iv":78.5},{"date":"2026-10-02","iv":81.4}]}}