{"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":"DAC","summary":{"name":"DAC","price":165.15,"total_oi":28226,"call_oi":25631,"put_oi":2595,"pc_ratio":0.101,"net_gex":12724268.06,"avg_iv":38.1,"iv_rank":14.1,"iv_52w_high":60.69,"iv_52w_low":34.4,"gamma_flip":146.63,"max_pain":140.0},"features":{"symbol":"DAC","price":165.15,"total_oi":28226,"analysis_coverage":1.0,"avg_iv_pct":38.1,"iv_rank":14.1,"iv_52w_high_pct":60.69,"iv_52w_low_pct":34.4,"front_dte":14,"front_atm_iv_pct":21.3942,"back_atm_iv_pct":26.5559,"term_premium_pp":-5.1617,"expected_move_front_pct":4.19,"straddle_front_pct":4.62,"straddle_30d_pct":4.62,"risk_reversal_front_pp":17.57,"risk_reversal_30d_pp":17.57,"butterfly_front_pp":-2.07,"butterfly_30d_pp":-2.07,"put_call_oi_ratio":0.101,"put_call_oi_front_ratio":1.026,"put_call_volume_front_ratio":0.007,"option_volume":1078,"volume_oi_ratio":0.038192,"net_delta_normalized":0.540687,"dealer_delta_normalized":-0.49159,"gex_per_100k_oi":45079954.86431,"vanna_per_100k_oi":-1782.044923,"charm_per_100k_oi":-243764.614186,"weekend_delta_shift_per_100k_oi":-731293.842557,"iv_surface_range_pp":106.4,"gamma_flip_distance_pct":-11.214048,"max_pain_distance_pct":-15.22858,"peak_call_distance_pct":2.936724,"peak_put_distance_pct":-9.173479},"analyses":{"gamma_walls":[{"strike":60.0,"call_gex":0.0,"put_gex":-196.83,"net_gex":-196.83,"call_oi":1,"put_oi":12},{"strike":65.0,"call_gex":0.0,"put_gex":-1153.87,"net_gex":-1153.87,"call_oi":0,"put_oi":55},{"strike":70.0,"call_gex":0.0,"put_gex":-63.96,"net_gex":-63.96,"call_oi":0,"put_oi":3},{"strike":75.0,"call_gex":0.0,"put_gex":-209.84,"net_gex":-209.84,"call_oi":2,"put_oi":9},{"strike":80.0,"call_gex":0.0,"put_gex":-344.72,"net_gex":-344.72,"call_oi":0,"put_oi":13},{"strike":85.0,"call_gex":0.0,"put_gex":-963.23,"net_gex":-963.23,"call_oi":1,"put_oi":33},{"strike":90.0,"call_gex":0.0,"put_gex":-668.32,"net_gex":-668.32,"call_oi":7,"put_oi":29},{"strike":95.0,"call_gex":0.0,"put_gex":-1397.76,"net_gex":-1397.76,"call_oi":4,"put_oi":34},{"strike":100.0,"call_gex":0.0,"put_gex":-891.9,"net_gex":-891.9,"call_oi":27,"put_oi":19},{"strike":105.0,"call_gex":0.0,"put_gex":-380.0,"net_gex":-380.0,"call_oi":11,"put_oi":7},{"strike":110.0,"call_gex":0.0,"put_gex":-5537.49,"net_gex":-5537.49,"call_oi":48,"put_oi":87},{"strike":115.0,"call_gex":0.0,"put_gex":-9361.99,"net_gex":-9361.99,"call_oi":292,"put_oi":129},{"strike":120.0,"call_gex":0.0,"put_gex":-20536.49,"net_gex":-20536.49,"call_oi":165,"put_oi":239},{"strike":125.0,"call_gex":72.62,"put_gex":-1606.63,"net_gex":-1534.01,"call_oi":206,"put_oi":15},{"strike":130.0,"call_gex":0.0,"put_gex":-17118.9,"net_gex":-17118.9,"call_oi":189,"put_oi":130},{"strike":135.0,"call_gex":879.86,"put_gex":-35579.8,"net_gex":-34699.95,"call_oi":86,"put_oi":238},{"strike":140.0,"call_gex":2093.05,"put_gex":-59325.76,"net_gex":-57232.71,"call_oi":557,"put_oi":273},{"strike":145.0,"call_gex":5274.79,"put_gex":-51639.37,"net_gex":-46364.58,"call_oi":589,"put_oi":199},{"strike":150.0,"call_gex":774505.29,"put_gex":-166775.51,"net_gex":607729.77,"call_oi":3106,"put_oi":498},{"strike":155.0,"call_gex":640817.16,"put_gex":-150708.77,"net_gex":490108.39,"call_oi":1545,"put_oi":372},{"strike":160.0,"call_gex":1516574.96,"put_gex":-98754.23,"net_gex":1417820.74,"call_oi":2798,"put_oi":161},{"strike":165.0,"call_gex":9455093.6,"put_gex":-23717.74,"net_gex":9431375.86,"call_oi":14108,"put_oi":34},{"strike":170.0,"call_gex":290159.86,"put_gex":-1136.77,"net_gex":289023.09,"call_oi":372,"put_oi":2},{"strike":175.0,"call_gex":434144.04,"put_gex":0.0,"net_gex":434144.04,"call_oi":743,"put_oi":0},{"strike":180.0,"call_gex":98417.95,"put_gex":-1240.06,"net_gex":97177.89,"call_oi":191,"put_oi":4},{"strike":185.0,"call_gex":10761.17,"put_gex":0.0,"net_gex":10761.17,"call_oi":28,"put_oi":0},{"strike":190.0,"call_gex":5190.42,"put_gex":0.0,"net_gex":5190.42,"call_oi":16,"put_oi":0},{"strike":195.0,"call_gex":5729.51,"put_gex":0.0,"net_gex":5729.51,"call_oi":22,"put_oi":0},{"strike":200.0,"call_gex":133863.72,"put_gex":0.0,"net_gex":133863.72,"call_oi":517,"put_oi":0}],"pain_by_strike":[{"strike":60.0,"call_value":0,"put_value":197655.0,"total_value":197655.0},{"strike":65.0,"call_value":5.0,"put_value":184740.0,"total_value":184745.0},{"strike":70.0,"call_value":10.0,"put_value":172100.0,"total_value":172110.0},{"strike":75.0,"call_value":15.0,"put_value":159475.0,"total_value":159490.0},{"strike":80.0,"call_value":30.0,"put_value":146895.0,"total_value":146925.0},{"strike":85.0,"call_value":45.0,"put_value":134380.0,"total_value":134425.0},{"strike":90.0,"call_value":65.0,"put_value":122030.0,"total_value":122095.0},{"strike":95.0,"call_value":120.0,"put_value":109825.0,"total_value":109945.0},{"strike":100.0,"call_value":195.0,"put_value":97790.0,"total_value":97985.0},{"strike":105.0,"call_value":405.0,"put_value":85850.0,"total_value":86255.0},{"strike":110.0,"call_value":670.0,"put_value":73945.0,"total_value":74615.0},{"strike":115.0,"call_value":1175.0,"put_value":62475.0,"total_value":63650.0},{"strike":120.0,"call_value":3140.0,"put_value":51650.0,"total_value":54790.0},{"strike":125.0,"call_value":5930.0,"put_value":42020.0,"total_value":47950.0},{"strike":130.0,"call_value":9750.0,"put_value":32465.0,"total_value":42215.0},{"strike":135.0,"call_value":14515.0,"put_value":23560.0,"total_value":38075.0},{"strike":140.0,"call_value":19710.0,"put_value":15845.0,"total_value":35555.0},{"strike":145.0,"call_value":27690.0,"put_value":9495.0,"total_value":37185.0},{"strike":150.0,"call_value":38615.0,"put_value":4140.0,"total_value":42755.0},{"strike":155.0,"call_value":65070.0,"put_value":1275.0,"total_value":66345.0},{"strike":160.0,"call_value":99250.0,"put_value":270.0,"total_value":99520.0},{"strike":165.0,"call_value":147420.0,"put_value":70.0,"total_value":147490.0},{"strike":170.0,"call_value":266130.0,"put_value":40.0,"total_value":266170.0},{"strike":175.0,"call_value":386700.0,"put_value":20.0,"total_value":386720.0},{"strike":180.0,"call_value":510985.0,"put_value":0.0,"total_value":510985.0},{"strike":185.0,"call_value":636225.0,"put_value":0.0,"total_value":636225.0},{"strike":190.0,"call_value":761605.0,"put_value":0.0,"total_value":761605.0},{"strike":195.0,"call_value":887065.0,"put_value":0.0,"total_value":887065.0},{"strike":200.0,"call_value":1012635.0,"put_value":0,"total_value":1012635.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":161.1,"strike":107.69},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":97.6,"strike":100.36},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":69.4,"strike":103.85},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":46.2,"strike":147.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":29.8,"strike":148.33},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":25.8,"strike":147.86},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":25.7,"strike":158.33},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":25.8,"strike":157.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":24.9,"strike":157.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":21.5,"strike":165.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":26.5,"strike":165.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":23.5,"strike":165.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":18.0,"strike":170.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":25.4,"strike":171.67},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":20.9,"strike":172.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":25.4,"strike":182.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":20.9,"strike":181.67},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":null,"strike":null},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":28.9,"strike":190.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":22.0,"strike":195.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.9178,"contract_count":7,"total_oi":932},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":12,"total_oi":3814},{"expiration":"12/18/2026","dte":77,"iv":0.4851,"contract_count":10,"total_oi":9038},{"expiration":"01/15/2027","dte":105,"iv":0.4314,"contract_count":11,"total_oi":9414},{"expiration":"02/19/2027","dte":140,"iv":0.9287,"contract_count":8,"total_oi":97},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":5,"total_oi":56},{"expiration":"04/16/2027","dte":196,"iv":0.6738,"contract_count":3,"total_oi":21},{"expiration":"05/21/2027","dte":231,"iv":0.0595,"contract_count":4,"total_oi":131}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.19,"expected_move_2std":8.38,"contract_count":5},{"expiration":"11/20/2026","dte":49,"expected_move_1std":9.73,"expected_move_2std":19.46,"contract_count":6},{"expiration":"12/18/2026","dte":77,"expected_move_1std":10.46,"expected_move_2std":20.92,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":12.86,"expected_move_2std":25.71,"contract_count":5},{"expiration":"02/19/2027","dte":140,"expected_move_1std":16.33,"expected_move_2std":32.66,"contract_count":3},{"expiration":"03/19/2027","dte":168,"expected_move_1std":14.85,"expected_move_2std":29.7,"contract_count":3},{"expiration":"04/16/2027","dte":196,"expected_move_1std":16.49,"expected_move_2std":32.98,"contract_count":1},{"expiration":"05/21/2027","dte":231,"expected_move_1std":17.46,"expected_move_2std":34.92,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1383,"put_oi":1419,"total_oi":2802,"pc_ratio":1.026,"pc_ratio_volume":0.007,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":4429,"put_oi":143,"total_oi":4572,"pc_ratio":0.032,"pc_ratio_volume":0.015,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":9691,"put_oi":487,"total_oi":10178,"pc_ratio":0.05,"pc_ratio_volume":0.2,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":9167,"put_oi":444,"total_oi":9611,"pc_ratio":0.048,"pc_ratio_volume":0.372,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":51,"put_oi":82,"total_oi":133,"pc_ratio":1.608,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":159,"put_oi":8,"total_oi":167,"pc_ratio":0.05,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":24,"put_oi":4,"total_oi":28,"pc_ratio":0.167,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":717,"put_oi":8,"total_oi":725,"pc_ratio":0.011,"pc_ratio_volume":0.02,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":10,"put_oi":0,"total_oi":10,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-33.0,"dealer_delta":33.0,"call_oi":0,"put_oi":12},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-208.0,"dealer_delta":208.0,"call_oi":0,"put_oi":55},{"strike":70.0,"call_delta_oi":0,"put_delta_oi":-10.0,"dealer_delta":10.0,"call_oi":0,"put_oi":3},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-28.0,"dealer_delta":28.0,"call_oi":0,"put_oi":9},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-42.0,"dealer_delta":42.0,"call_oi":0,"put_oi":13},{"strike":85.0,"call_delta_oi":0,"put_delta_oi":-107.0,"dealer_delta":107.0,"call_oi":0,"put_oi":33},{"strike":90.0,"call_delta_oi":0,"put_delta_oi":-60.0,"dealer_delta":60.0,"call_oi":0,"put_oi":29},{"strike":95.0,"call_delta_oi":0,"put_delta_oi":-145.0,"dealer_delta":145.0,"call_oi":0,"put_oi":34},{"strike":100.0,"call_delta_oi":0,"put_delta_oi":-86.0,"dealer_delta":86.0,"call_oi":0,"put_oi":19},{"strike":105.0,"call_delta_oi":0,"put_delta_oi":-34.0,"dealer_delta":34.0,"call_oi":0,"put_oi":7},{"strike":110.0,"call_delta_oi":0,"put_delta_oi":-462.0,"dealer_delta":462.0,"call_oi":0,"put_oi":87},{"strike":115.0,"call_delta_oi":0,"put_delta_oi":-683.0,"dealer_delta":683.0,"call_oi":0,"put_oi":129},{"strike":120.0,"call_delta_oi":0,"put_delta_oi":-1378.0,"dealer_delta":1378.0,"call_oi":0,"put_oi":239},{"strike":125.0,"call_delta_oi":96.0,"put_delta_oi":-114.0,"dealer_delta":18.0,"call_oi":1,"put_oi":15},{"strike":130.0,"call_delta_oi":0,"put_delta_oi":-1019.0,"dealer_delta":1019.0,"call_oi":0,"put_oi":130},{"strike":135.0,"call_delta_oi":761.0,"put_delta_oi":-1648.0,"dealer_delta":886.0,"call_oi":8,"put_oi":238},{"strike":140.0,"call_delta_oi":1107.0,"put_delta_oi":-3614.0,"dealer_delta":2507.0,"call_oi":12,"put_oi":273},{"strike":145.0,"call_delta_oi":3025.0,"put_delta_oi":-3202.0,"dealer_delta":177.0,"call_oi":32,"put_oi":199},{"strike":150.0,"call_delta_oi":275206.0,"put_delta_oi":-5769.0,"dealer_delta":-269437.0,"call_oi":2896,"put_oi":498},{"strike":155.0,"call_delta_oi":104628.0,"put_delta_oi":-9717.0,"dealer_delta":-94911.0,"call_oi":1324,"put_oi":372},{"strike":160.0,"call_delta_oi":189408.0,"put_delta_oi":-5353.0,"dealer_delta":-184055.0,"call_oi":2798,"put_oi":161},{"strike":165.0,"call_delta_oi":792885.0,"put_delta_oi":-1539.0,"dealer_delta":-791346.0,"call_oi":14108,"put_oi":34},{"strike":170.0,"call_delta_oi":15100.0,"put_delta_oi":-112.0,"dealer_delta":-14988.0,"call_oi":372,"put_oi":2},{"strike":175.0,"call_delta_oi":25662.0,"put_delta_oi":0,"dealer_delta":-25662.0,"call_oi":743,"put_oi":0},{"strike":180.0,"call_delta_oi":3895.0,"put_delta_oi":-232.0,"dealer_delta":-3664.0,"call_oi":191,"put_oi":4},{"strike":185.0,"call_delta_oi":513.0,"put_delta_oi":0,"dealer_delta":-513.0,"call_oi":28,"put_oi":0},{"strike":190.0,"call_delta_oi":304.0,"put_delta_oi":0,"dealer_delta":-304.0,"call_oi":16,"put_oi":0},{"strike":195.0,"call_delta_oi":272.0,"put_delta_oi":0,"dealer_delta":-272.0,"call_oi":22,"put_oi":0},{"strike":200.0,"call_delta_oi":10296.0,"put_delta_oi":0,"dealer_delta":-10296.0,"call_oi":517,"put_oi":0}],"net_dealer_delta":-1387563.0,"total_call_delta":1423159.0,"total_put_delta":-35596.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":165.14999389648438,"strikes":[{"strike":155.0,"moneyness":0.9385,"type":"call","iv":0.2128,"delta":0.7648,"oi":706},{"strike":155.0,"moneyness":0.9385,"type":"put","iv":0.2899,"delta":-0.2858,"oi":213},{"strike":160.0,"moneyness":0.9688,"type":"call","iv":0.2177,"delta":0.6682,"oi":2411},{"strike":165.0,"moneyness":0.9991,"type":"call","iv":0.2172,"delta":0.5676,"oi":5323},{"strike":175.0,"moneyness":1.0596,"type":"call","iv":0.2007,"delta":0.3542,"oi":505}]},{"expiration":"05/21/2027","underlying_price":165.14999389648438,"strikes":[{"strike":200.0,"moneyness":1.211,"type":"call","iv":0.2262,"delta":0.204,"oi":492}]},{"expiration":"10/16/2026","underlying_price":165.14999389648438,"strikes":[{"strike":115.0,"moneyness":0.6963,"type":"put","iv":1.3137,"delta":-0.0559,"oi":104},{"strike":120.0,"moneyness":0.7266,"type":"put","iv":1.1881,"delta":-0.0614,"oi":189},{"strike":130.0,"moneyness":0.7872,"type":"put","iv":0.9475,"delta":-0.0755,"oi":117},{"strike":135.0,"moneyness":0.8174,"type":"put","iv":0.7397,"delta":-0.0637,"oi":212},{"strike":140.0,"moneyness":0.8477,"type":"put","iv":0.8606,"delta":-0.134,"oi":220},{"strike":150.0,"moneyness":0.9083,"type":"put","iv":0.3749,"delta":-0.0783,"oi":361},{"strike":165.0,"moneyness":0.9991,"type":"call","iv":0.1242,"delta":0.5458,"oi":294},{"strike":170.0,"moneyness":1.0294,"type":"call","iv":0.18,"delta":0.2147,"oi":101}]},{"expiration":"11/20/2026","underlying_price":165.14999389648438,"strikes":[{"strike":150.0,"moneyness":0.9083,"type":"call","iv":0.1725,"delta":0.9514,"oi":2857},{"strike":155.0,"moneyness":0.9385,"type":"call","iv":0.2021,"delta":0.8361,"oi":489},{"strike":160.0,"moneyness":0.9688,"type":"call","iv":0.2137,"delta":0.6984,"oi":199},{"strike":180.0,"moneyness":1.0899,"type":"call","iv":0.2268,"delta":0.1741,"oi":113}]},{"expiration":"12/18/2026","underlying_price":165.14999389648438,"strikes":[{"strike":160.0,"moneyness":0.9688,"type":"call","iv":0.1984,"delta":0.689,"oi":116},{"strike":165.0,"moneyness":0.9991,"type":"call","iv":0.2145,"delta":0.5591,"oi":8480},{"strike":175.0,"moneyness":1.0596,"type":"call","iv":0.2092,"delta":0.3205,"oi":207}]}],"greeks_heatmap":{"data":[{"strike":120.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0614,"call_gamma":0,"put_gamma":0.003275,"call_theta":0,"put_theta":-0.1714,"call_vega":0,"put_vega":0.0378,"call_oi":62,"put_oi":189},{"strike":125.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":71,"put_oi":0},{"strike":130.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0755,"call_gamma":0,"put_gamma":0.004816,"call_theta":0,"put_theta":-0.16,"call_vega":0,"put_vega":0.0443,"call_oi":63,"put_oi":117},{"strike":135.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0637,"call_gamma":0,"put_gamma":0.005413,"call_theta":0,"put_theta":-0.1094,"call_vega":0,"put_vega":0.0389,"call_oi":0,"put_oi":212},{"strike":140.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.134,"call_gamma":0,"put_gamma":0.008053,"call_theta":0,"put_theta":-0.22,"call_vega":0,"put_vega":0.0673,"call_oi":0,"put_oi":220},{"strike":150.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0783,"call_gamma":0,"put_gamma":0.012517,"call_theta":0,"put_theta":-0.0642,"call_vega":0,"put_vega":0.0456,"call_oi":210,"put_oi":361},{"strike":155.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":221,"put_oi":0},{"strike":160.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9563,"put_delta":-0.2987,"call_gamma":0.028683,"put_gamma":0.031301,"call_theta":-0.0292,"put_theta":-0.142,"call_vega":0.0288,"put_vega":0.1082,"call_oi":56,"put_oi":62},{"strike":165.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5458,"put_delta":0,"call_gamma":0.102407,"put_gamma":0,"call_theta":-0.0693,"put_theta":0,"call_vega":0.1235,"put_vega":0,"call_oi":294,"put_oi":0},{"strike":170.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2147,"put_delta":0,"call_gamma":0.052024,"put_gamma":0,"call_theta":-0.0671,"put_theta":0,"call_vega":0.091,"put_vega":0,"call_oi":101,"put_oi":0},{"strike":140.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":52,"put_oi":0},{"strike":145.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":514,"put_oi":0},{"strike":150.0,"dte":49,"expiration":"11/20/2026","call_delta":0.9514,"put_delta":0,"call_gamma":0.00976,"put_gamma":0,"call_theta":-0.0273,"put_theta":0,"call_vega":0.0604,"put_vega":0,"call_oi":2857,"put_oi":0},{"strike":155.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8361,"put_delta":0,"call_gamma":0.020424,"put_gamma":0,"call_theta":-0.0458,"put_theta":0,"call_vega":0.148,"put_vega":0,"call_oi":489,"put_oi":0},{"strike":160.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6984,"put_delta":0,"call_gamma":0.027235,"put_gamma":0,"call_theta":-0.0589,"put_theta":0,"call_vega":0.2087,"put_vega":0,"call_oi":199,"put_oi":0},{"strike":180.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1741,"put_delta":0,"call_gamma":0.018921,"put_gamma":0,"call_theta":-0.0396,"put_theta":0,"call_vega":0.1539,"put_vega":0,"call_oi":113,"put_oi":0},{"strike":130.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":53,"put_oi":0},{"strike":140.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":452,"put_oi":0},{"strike":145.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1581,"call_gamma":0,"put_gamma":0.009755,"call_theta":0,"put_theta":-0.036,"call_vega":0,"put_vega":0.1819,"call_oi":0,"put_oi":88},{"strike":155.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7866,"put_delta":-0.2718,"call_gamma":0.018189,"put_gamma":0.015019,"call_theta":-0.0442,"put_theta":-0.0425,"call_vega":0.2192,"put_vega":0.25,"call_oi":58,"put_oi":61},{"strike":160.0,"dte":77,"expiration":"12/18/2026","call_delta":0.689,"put_delta":0,"call_gamma":0.023629,"put_gamma":0,"call_theta":-0.0469,"put_theta":0,"call_vega":0.2662,"put_vega":0,"call_oi":116,"put_oi":0},{"strike":165.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5591,"put_delta":0,"call_gamma":0.024403,"put_gamma":0,"call_theta":-0.0519,"put_theta":0,"call_vega":0.2973,"put_vega":0,"call_oi":8480,"put_oi":0},{"strike":175.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3205,"put_delta":0,"call_gamma":0.022694,"put_gamma":0,"call_theta":-0.0429,"put_theta":0,"call_vega":0.2697,"put_vega":0,"call_oi":207,"put_oi":0}],"strikes":[120.0,125.0,130.0,135.0,140.0,145.0,150.0,155.0,160.0,165.0,170.0,175.0,180.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":17.57,"put_25d_iv":35.57,"call_25d_iv":18.0,"put_25d_strike":160.0,"call_25d_strike":170.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":8.39,"put_25d_iv":29.31,"call_25d_iv":20.92,"put_25d_strike":155.0,"call_25d_strike":175.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":9.63,"put_25d_iv":28.59,"call_25d_iv":18.97,"put_25d_strike":150.0,"call_25d_strike":180.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":65.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":55},{"strike":115.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":104},{"strike":120.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":189},{"strike":130.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":117},{"strike":135.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":212},{"strike":140.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":220},{"strike":145.0,"call_vanna":0,"put_vanna":14.0,"net_vanna":14.0,"call_oi":0,"put_oi":167},{"strike":150.0,"call_vanna":-94.0,"put_vanna":15.0,"net_vanna":-79.0,"call_oi":2857,"put_oi":438},{"strike":155.0,"call_vanna":-95.0,"put_vanna":21.0,"net_vanna":-74.0,"call_oi":1253,"put_oi":274},{"strike":160.0,"call_vanna":-175.0,"put_vanna":2.0,"net_vanna":-173.0,"call_oi":2782,"put_oi":62},{"strike":165.0,"call_vanna":-333.0,"put_vanna":0,"net_vanna":-333.0,"call_oi":14097,"put_oi":0},{"strike":170.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":269,"put_oi":0},{"strike":175.0,"call_vanna":41.0,"put_vanna":0,"net_vanna":41.0,"call_oi":712,"put_oi":0},{"strike":180.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":179,"put_oi":0},{"strike":200.0,"call_vanna":66.0,"put_vanna":0,"net_vanna":66.0,"call_oi":492,"put_oi":0}],"net_vanna":-503.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":115.0,"call_charm":0,"put_charm":2674.0,"net_charm":2674.0,"call_oi":0,"put_oi":104},{"strike":120.0,"call_charm":0,"put_charm":5187.0,"net_charm":5187.0,"call_oi":0,"put_oi":189},{"strike":130.0,"call_charm":0,"put_charm":3682.0,"net_charm":3682.0,"call_oi":0,"put_oi":117},{"strike":135.0,"call_charm":0,"put_charm":3849.0,"net_charm":3849.0,"call_oi":0,"put_oi":212},{"strike":140.0,"call_charm":0,"put_charm":16909.0,"net_charm":16909.0,"call_oi":0,"put_oi":220},{"strike":150.0,"call_charm":-55203.0,"put_charm":4729.0,"net_charm":-50474.0,"call_oi":2857,"put_oi":361},{"strike":155.0,"call_charm":-13956.0,"put_charm":0,"net_charm":-13956.0,"call_oi":489,"put_oi":0},{"strike":160.0,"call_charm":-10178.0,"put_charm":6856.0,"net_charm":-3321.0,"call_oi":255,"put_oi":62},{"strike":165.0,"call_charm":-28985.0,"put_charm":0,"net_charm":-28985.0,"call_oi":294,"put_oi":0},{"strike":170.0,"call_charm":-3790.0,"put_charm":0,"net_charm":-3790.0,"call_oi":101,"put_oi":0},{"strike":180.0,"call_charm":-580.0,"put_charm":0,"net_charm":-580.0,"call_oi":113,"put_oi":0}],"net_charm":-68805.0,"weekend_delta_shift":-206415.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":23571.0,"put_delta":-13275.0,"net_delta":10296.0,"call_oi":451,"put_oi":1419,"total_oi":1870,"total_volume":835,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":331586.0,"put_delta":-2943.0,"net_delta":328643.0,"call_oi":3748,"put_oi":143,"total_oi":3891,"total_volume":52,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":500296.0,"put_delta":-6028.0,"net_delta":494268.0,"call_oi":8965,"put_oi":487,"total_oi":9452,"total_volume":18,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":540686.0,"put_delta":-10757.0,"net_delta":529929.0,"call_oi":9109,"put_oi":444,"total_oi":9553,"total_volume":53,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":1935.0,"put_delta":-2214.0,"net_delta":-279.0,"call_oi":29,"put_oi":82,"total_oi":111,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5368.0,"put_delta":-85.0,"net_delta":5283.0,"call_oi":105,"put_oi":8,"total_oi":113,"total_volume":4,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1149.0,"put_delta":-232.0,"net_delta":917.0,"call_oi":24,"put_oi":4,"total_oi":28,"total_volume":2,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":18428.0,"put_delta":-62.0,"net_delta":18366.0,"call_oi":635,"put_oi":8,"total_oi":643,"total_volume":28,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":141.0,"put_delta":0,"net_delta":141.0,"call_oi":2,"put_oi":0,"total_oi":2,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":160.0,"straddle_price":7.62,"straddle_pct":4.62,"implied_move":4.62,"avg_iv":23.0},{"expiration":"11/20/2026","dte":49,"strike":160.0,"straddle_price":13.25,"straddle_pct":8.02,"implied_move":8.02,"avg_iv":26.2},{"expiration":"12/18/2026","dte":77,"strike":160.0,"straddle_price":15.2,"straddle_pct":9.2,"implied_move":9.2,"avg_iv":24.1},{"expiration":"01/15/2027","dte":105,"strike":160.0,"straddle_price":18.05,"straddle_pct":10.93,"implied_move":10.93,"avg_iv":24.9}],"volume_profile":{"profile":[{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":12,"total_oi":13,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":55,"total_oi":55,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":9,"total_oi":11,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":13,"total_oi":13,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":33,"total_oi":34,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":29,"total_oi":36,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":34,"total_oi":38,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":19,"total_oi":46,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":11,"put_oi":7,"total_oi":18,"bias":"bearish"},{"strike":110.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":48,"put_oi":87,"total_oi":135,"bias":"bearish"},{"strike":115.0,"call_volume":11,"put_volume":2,"total_volume":13,"call_oi":292,"put_oi":129,"total_oi":421,"bias":"bullish"},{"strike":120.0,"call_volume":2,"put_volume":1,"total_volume":3,"call_oi":165,"put_oi":239,"total_oi":404,"bias":"bullish"},{"strike":125.0,"call_volume":26,"put_volume":0,"total_volume":26,"call_oi":206,"put_oi":15,"total_oi":221,"bias":"bullish"},{"strike":130.0,"call_volume":25,"put_volume":1,"total_volume":26,"call_oi":189,"put_oi":130,"total_oi":319,"bias":"bullish"},{"strike":135.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":86,"put_oi":238,"total_oi":324,"bias":"bullish"},{"strike":140.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":557,"put_oi":273,"total_oi":830,"bias":"bullish"},{"strike":145.0,"call_volume":10,"put_volume":4,"total_volume":14,"call_oi":589,"put_oi":199,"total_oi":788,"bias":"bullish"},{"strike":150.0,"call_volume":28,"put_volume":8,"total_volume":36,"call_oi":3106,"put_oi":498,"total_oi":3604,"bias":"bullish"},{"strike":155.0,"call_volume":9,"put_volume":4,"total_volume":13,"call_oi":1545,"put_oi":372,"total_oi":1917,"bias":"bullish"},{"strike":160.0,"call_volume":21,"put_volume":6,"total_volume":27,"call_oi":2798,"put_oi":161,"total_oi":2959,"bias":"bullish"},{"strike":165.0,"call_volume":74,"put_volume":5,"total_volume":79,"call_oi":14108,"put_oi":34,"total_oi":14142,"bias":"bullish"},{"strike":170.0,"call_volume":807,"put_volume":0,"total_volume":807,"call_oi":372,"put_oi":2,"total_oi":374,"bias":"bullish"},{"strike":175.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":743,"put_oi":0,"total_oi":743,"bias":"bullish"},{"strike":180.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":191,"put_oi":4,"total_oi":195,"bias":"bullish"},{"strike":185.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"},{"strike":190.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"neutral"},{"strike":195.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":200.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":517,"put_oi":0,"total_oi":517,"bias":"neutral"}],"underlying_price":165.14999389648438,"peak_call_strike":170.0,"peak_put_strike":150.0,"total_call_volume":1044,"total_put_volume":34,"volume_pc_ratio":0.033},"iv_contours":{"x":[0.73,0.79,0.82,0.85,0.88,0.91,0.94,0.97,1.0,1.03,1.06,1.09,1.12,1.18,1.21],"y":[14,49,77,105,140,168],"z":[[118.81,94.75,73.97,86.06,54.89,37.49,31.32,22.96,12.42,18.0,null,null,null,null,null],[null,null,null,null,null,24.85,25.46,26.2,30.55,22.25,22.23,22.68,28.14,null,null],[43.23,null,null,35.88,24.42,21.26,25.27,24.14,21.45,21.38,20.92,null,null,null,null],[null,null,37.13,null,32.11,28.59,25.13,24.88,21.72,21.07,20.07,18.97,null,20.48,null],[null,null,null,null,null,29.82,24.87,null,null,null,null,null,null,null,null],[null,null,null,null,null,null,null,22.06,null,21.5,21.13,null,null,null,19.53]],"levels":[12.4,23.1,33.7,44.3,55.0,65.6,76.3,86.9,97.5,108.2,118.8],"min_iv":12.4,"max_iv":118.8},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":170.0,"atm_iv":22.25,"otm_strike":175.0,"otm_iv":22.23,"itm_strike":155.0,"itm_iv":20.21,"iv_butterfly":-2.07,"price_butterfly":6.93,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":165.0,"atm_iv":21.45,"otm_strike":175.0,"otm_iv":20.92,"itm_strike":155.0,"itm_iv":21.22,"iv_butterfly":-0.76,"price_butterfly":2.17,"convexity":"inverted"},{"expiration":"01/15/2027","dte":105,"atm_strike":165.0,"atm_iv":21.72,"otm_strike":175.0,"otm_iv":20.07,"itm_strike":155.0,"itm_iv":21.28,"iv_butterfly":-2.08,"price_butterfly":1.35,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":48.93},{"date":"2026-09-15","iv":52.7},{"date":"2026-09-16","iv":60.69},{"date":"2026-09-17","iv":48.82},{"date":"2026-09-18","iv":55.2},{"date":"2026-09-21","iv":43.05},{"date":"2026-09-22","iv":35.8},{"date":"2026-09-23","iv":34.5},{"date":"2026-09-24","iv":34.5},{"date":"2026-09-25","iv":34.4},{"date":"2026-09-28","iv":40.4},{"date":"2026-09-29","iv":36.0},{"date":"2026-09-30","iv":42.0},{"date":"2026-10-01","iv":36.3},{"date":"2026-10-02","iv":38.1}]}}