{"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":"ENB","summary":{"name":"ENB","price":45.97,"total_oi":65356,"call_oi":49352,"put_oi":16004,"pc_ratio":0.324,"net_gex":1992521.21,"avg_iv":32.2,"iv_rank":6.9,"iv_52w_high":57.77,"iv_52w_low":30.3,"gamma_flip":49.68,"max_pain":47.5},"features":{"symbol":"ENB","price":45.97,"total_oi":65356,"analysis_coverage":1.0,"avg_iv_pct":32.2,"iv_rank":6.9,"iv_52w_high_pct":57.77,"iv_52w_low_pct":30.3,"front_dte":14,"front_atm_iv_pct":18.7901,"back_atm_iv_pct":21.4249,"term_premium_pp":-2.6348,"expected_move_front_pct":3.68,"straddle_front_pct":3.37,"straddle_30d_pct":3.37,"risk_reversal_front_pp":-55.96,"risk_reversal_30d_pp":-55.96,"butterfly_front_pp":1.28,"butterfly_30d_pp":1.28,"put_call_oi_ratio":0.324,"put_call_oi_front_ratio":0.236,"put_call_volume_front_ratio":1.288,"option_volume":2721,"volume_oi_ratio":0.041634,"net_delta_normalized":0.019651,"dealer_delta_normalized":-0.019496,"gex_per_100k_oi":3048719.643185,"vanna_per_100k_oi":4717.240957,"charm_per_100k_oi":-396439.500581,"weekend_delta_shift_per_100k_oi":-1189318.501744,"iv_surface_range_pp":89.0,"gamma_flip_distance_pct":8.070481,"max_pain_distance_pct":3.328258,"peak_call_distance_pct":14.204916,"peak_put_distance_pct":-2.110072},"analyses":{"gamma_walls":[{"strike":22.5,"call_gex":0.0,"put_gex":-3605.24,"net_gex":-3605.24,"call_oi":0,"put_oi":597},{"strike":25.0,"call_gex":0.0,"put_gex":-667.33,"net_gex":-667.33,"call_oi":11,"put_oi":90},{"strike":27.5,"call_gex":0.0,"put_gex":-1375.25,"net_gex":-1375.25,"call_oi":1,"put_oi":141},{"strike":30.0,"call_gex":28.32,"put_gex":-5815.17,"net_gex":-5786.85,"call_oi":7,"put_oi":408},{"strike":32.5,"call_gex":85.07,"put_gex":-3825.25,"net_gex":-3740.18,"call_oi":13,"put_oi":200},{"strike":35.0,"call_gex":143.62,"put_gex":-10004.29,"net_gex":-9860.67,"call_oi":14,"put_oi":475},{"strike":37.5,"call_gex":0.0,"put_gex":-23375.58,"net_gex":-23375.58,"call_oi":27,"put_oi":593},{"strike":40.0,"call_gex":1650.03,"put_gex":-51913.68,"net_gex":-50263.65,"call_oi":331,"put_oi":995},{"strike":42.5,"call_gex":21861.04,"put_gex":-127528.18,"net_gex":-105667.15,"call_oi":351,"put_oi":1247},{"strike":45.0,"call_gex":260425.43,"put_gex":-627086.47,"net_gex":-366661.04,"call_oi":1273,"put_oi":3264},{"strike":47.5,"call_gex":759090.28,"put_gex":-1206606.69,"net_gex":-447516.42,"call_oi":3207,"put_oi":4873},{"strike":50.0,"call_gex":1360747.14,"put_gex":-193229.4,"net_gex":1167517.74,"call_oi":9647,"put_oi":1845},{"strike":52.5,"call_gex":754114.4,"put_gex":-38249.69,"net_gex":715864.72,"call_oi":10238,"put_oi":525},{"strike":55.0,"call_gex":457595.74,"put_gex":-19661.02,"net_gex":437934.72,"call_oi":7028,"put_oi":308},{"strike":57.5,"call_gex":114931.55,"put_gex":-14945.48,"net_gex":99986.07,"call_oi":2136,"put_oi":272},{"strike":60.0,"call_gex":409347.29,"put_gex":-2929.46,"net_gex":406417.83,"call_oi":9736,"put_oi":64},{"strike":62.5,"call_gex":138675.44,"put_gex":-1554.78,"net_gex":137120.66,"call_oi":3508,"put_oi":39},{"strike":65.0,"call_gex":28377.9,"put_gex":-2441.88,"net_gex":25936.03,"call_oi":846,"put_oi":67},{"strike":70.0,"call_gex":16971.99,"put_gex":-32.26,"net_gex":16939.73,"call_oi":828,"put_oi":1},{"strike":75.0,"call_gex":1530.68,"put_gex":0.0,"net_gex":1530.68,"call_oi":53,"put_oi":0},{"strike":80.0,"call_gex":1792.38,"put_gex":0.0,"net_gex":1792.38,"call_oi":97,"put_oi":0}],"pain_by_strike":[{"strike":22.5,"call_value":0,"put_value":351312.5,"total_value":351312.5},{"strike":25.0,"call_value":0.0,"put_value":312795.0,"total_value":312795.0},{"strike":27.5,"call_value":27.5,"put_value":274502.5,"total_value":274530.0},{"strike":30.0,"call_value":57.5,"put_value":236562.5,"total_value":236620.0},{"strike":32.5,"call_value":105.0,"put_value":199642.5,"total_value":199747.5},{"strike":35.0,"call_value":185.0,"put_value":163222.5,"total_value":163407.5},{"strike":37.5,"call_value":300.0,"put_value":127990.0,"total_value":128290.0},{"strike":40.0,"call_value":482.5,"put_value":94240.0,"total_value":94722.5},{"strike":42.5,"call_value":1492.5,"put_value":62977.5,"total_value":64470.0},{"strike":45.0,"call_value":3380.0,"put_value":34832.5,"total_value":38212.5},{"strike":47.5,"call_value":8450.0,"put_value":14847.5,"total_value":23297.5},{"strike":50.0,"call_value":21537.5,"put_value":7045.0,"total_value":28582.5},{"strike":52.5,"call_value":58742.5,"put_value":3855.0,"total_value":62597.5},{"strike":55.0,"call_value":121542.5,"put_value":1977.5,"total_value":123520.0},{"strike":57.5,"call_value":201912.5,"put_value":870.0,"total_value":202782.5},{"strike":60.0,"call_value":287622.5,"put_value":442.5,"total_value":288065.0},{"strike":62.5,"call_value":397672.5,"put_value":175.0,"total_value":397847.5},{"strike":65.0,"call_value":516492.5,"put_value":5.0,"total_value":516497.5},{"strike":70.0,"call_value":758362.5,"put_value":0.0,"total_value":758362.5},{"strike":75.0,"call_value":1004372.5,"put_value":0.0,"total_value":1004372.5},{"strike":80.0,"call_value":1250647.5,"put_value":0,"total_value":1250647.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":79.8,"strike":35.71},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":26.4,"strike":40.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":43.9,"strike":32.22},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":25.1,"strike":42.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":20.6,"strike":42.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":20.6,"strike":42.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":18.9,"strike":45.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":21.2,"strike":45.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":18.4,"strike":45.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":18.7,"strike":47.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":21.7,"strike":47.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":19.8,"strike":47.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":30.3,"strike":50.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":25.2,"strike":50.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":21.8,"strike":50.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":131.9,"strike":64.17},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":44.3,"strike":55.71},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":37.8,"strike":61.53}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":8,"total_oi":5074},{"expiration":"11/20/2026","dte":49,"iv":0.7821,"contract_count":8,"total_oi":3461},{"expiration":"12/18/2026","dte":77,"iv":0.4635,"contract_count":7,"total_oi":1462},{"expiration":"01/15/2027","dte":105,"iv":0.2793,"contract_count":8,"total_oi":11145},{"expiration":"04/16/2027","dte":196,"iv":0.3519,"contract_count":8,"total_oi":1387},{"expiration":"01/21/2028","dte":476,"iv":0.0278,"contract_count":7,"total_oi":2846},{"expiration":"01/19/2029","dte":840,"iv":0.0,"contract_count":7,"total_oi":178}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":3.68,"expected_move_2std":7.37,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":7.85,"expected_move_2std":15.71,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":8.97,"expected_move_2std":17.94,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":10.01,"expected_move_2std":20.03,"contract_count":4},{"expiration":"04/16/2027","dte":196,"expected_move_1std":14.46,"expected_move_2std":28.92,"contract_count":4},{"expiration":"01/21/2028","dte":476,"expected_move_1std":19.37,"expected_move_2std":38.73,"contract_count":4},{"expiration":"01/19/2029","dte":840,"expected_move_1std":25.1,"expected_move_2std":50.21,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":12436,"put_oi":2941,"total_oi":15377,"pc_ratio":0.236,"pc_ratio_volume":1.288,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":8852,"put_oi":2132,"total_oi":10984,"pc_ratio":0.241,"pc_ratio_volume":0.462,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1179,"put_oi":335,"total_oi":1514,"pc_ratio":0.284,"pc_ratio_volume":0.436,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":17667,"put_oi":7087,"total_oi":24754,"pc_ratio":0.401,"pc_ratio_volume":0.29,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":950,"put_oi":942,"total_oi":1892,"pc_ratio":0.992,"pc_ratio_volume":0.383,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":7162,"put_oi":2531,"total_oi":9693,"pc_ratio":0.353,"pc_ratio_volume":0.245,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":1106,"put_oi":36,"total_oi":1142,"pc_ratio":0.033,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-1319.0,"dealer_delta":1319.0,"call_oi":0,"put_oi":597},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-257.0,"dealer_delta":257.0,"call_oi":0,"put_oi":90},{"strike":27.5,"call_delta_oi":0,"put_delta_oi":-403.0,"dealer_delta":403.0,"call_oi":0,"put_oi":141},{"strike":30.0,"call_delta_oi":193.0,"put_delta_oi":-1846.0,"dealer_delta":1653.0,"call_oi":2,"put_oi":408},{"strike":32.5,"call_delta_oi":483.0,"put_delta_oi":-948.0,"dealer_delta":465.0,"call_oi":5,"put_oi":200},{"strike":35.0,"call_delta_oi":576.0,"put_delta_oi":-1768.0,"dealer_delta":1192.0,"call_oi":6,"put_oi":475},{"strike":37.5,"call_delta_oi":0,"put_delta_oi":-6133.0,"dealer_delta":6133.0,"call_oi":0,"put_oi":593},{"strike":40.0,"call_delta_oi":2834.0,"put_delta_oi":-16586.0,"dealer_delta":13752.0,"call_oi":30,"put_oi":995},{"strike":42.5,"call_delta_oi":17304.0,"put_delta_oi":-26739.0,"dealer_delta":9435.0,"call_oi":197,"put_oi":1247},{"strike":45.0,"call_delta_oi":89742.0,"put_delta_oi":-112708.0,"dealer_delta":22966.0,"call_oi":1273,"put_oi":3264},{"strike":47.5,"call_delta_oi":124768.0,"put_delta_oi":-323112.0,"dealer_delta":198344.0,"call_oi":3207,"put_oi":4873},{"strike":50.0,"call_delta_oi":206858.0,"put_delta_oi":-116824.0,"dealer_delta":-90034.0,"call_oi":9647,"put_oi":1845},{"strike":52.5,"call_delta_oi":97609.0,"put_delta_oi":-33214.0,"dealer_delta":-64396.0,"call_oi":10238,"put_oi":525},{"strike":55.0,"call_delta_oi":99886.0,"put_delta_oi":-21621.0,"dealer_delta":-78265.0,"call_oi":7028,"put_oi":308},{"strike":57.5,"call_delta_oi":25790.0,"put_delta_oi":-20127.0,"dealer_delta":-5663.0,"call_oi":2136,"put_oi":272},{"strike":60.0,"call_delta_oi":99230.0,"put_delta_oi":-4405.0,"dealer_delta":-94825.0,"call_oi":9736,"put_oi":64},{"strike":62.5,"call_delta_oi":45338.0,"put_delta_oi":-2529.0,"dealer_delta":-42809.0,"call_oi":3508,"put_oi":39},{"strike":65.0,"call_delta_oi":6616.0,"put_delta_oi":-4384.0,"dealer_delta":-2231.0,"call_oi":846,"put_oi":67},{"strike":70.0,"call_delta_oi":3783.0,"put_delta_oi":-83.0,"dealer_delta":-3700.0,"call_oi":828,"put_oi":1},{"strike":75.0,"call_delta_oi":715.0,"put_delta_oi":0,"dealer_delta":-715.0,"call_oi":53,"put_oi":0},{"strike":80.0,"call_delta_oi":699.0,"put_delta_oi":0,"dealer_delta":-699.0,"call_oi":97,"put_oi":0}],"net_dealer_delta":-127418.0,"total_call_delta":822424.0,"total_put_delta":-695006.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":45.970001220703125,"strikes":[{"strike":22.5,"moneyness":0.4894,"type":"put","iv":0.7513,"delta":-0.0221,"oi":597},{"strike":27.5,"moneyness":0.5982,"type":"put","iv":0.5499,"delta":-0.0263,"oi":111},{"strike":30.0,"moneyness":0.6526,"type":"put","iv":0.4977,"delta":-0.0371,"oi":374},{"strike":32.5,"moneyness":0.707,"type":"put","iv":0.4205,"delta":-0.0435,"oi":185},{"strike":35.0,"moneyness":0.7614,"type":"put","iv":0.3022,"delta":-0.0325,"oi":443},{"strike":37.5,"moneyness":0.8157,"type":"put","iv":0.3011,"delta":-0.0774,"oi":316},{"strike":40.0,"moneyness":0.8701,"type":"put","iv":0.2301,"delta":-0.0981,"oi":385},{"strike":42.5,"moneyness":0.9245,"type":"call","iv":0.1582,"delta":0.8676,"oi":173},{"strike":42.5,"moneyness":0.9245,"type":"put","iv":0.2305,"delta":-0.2125,"oi":836},{"strike":45.0,"moneyness":0.9789,"type":"call","iv":0.1501,"delta":0.6763,"oi":695},{"strike":45.0,"moneyness":0.9789,"type":"put","iv":0.2204,"delta":-0.3658,"oi":983},{"strike":47.5,"moneyness":1.0333,"type":"call","iv":0.1549,"delta":0.4175,"oi":1315},{"strike":47.5,"moneyness":1.0333,"type":"put","iv":0.2213,"delta":-0.546,"oi":1429},{"strike":50.0,"moneyness":1.0877,"type":"call","iv":0.163,"delta":0.2167,"oi":4843},{"strike":50.0,"moneyness":1.0877,"type":"put","iv":0.277,"delta":-0.66,"oi":871},{"strike":52.5,"moneyness":1.142,"type":"call","iv":0.1781,"delta":0.1108,"oi":1420},{"strike":52.5,"moneyness":1.142,"type":"put","iv":0.317,"delta":-0.7352,"oi":194},{"strike":55.0,"moneyness":1.1964,"type":"call","iv":0.1971,"delta":0.0621,"oi":2371},{"strike":55.0,"moneyness":1.1964,"type":"put","iv":0.3623,"delta":-0.7788,"oi":169},{"strike":57.5,"moneyness":1.2508,"type":"call","iv":0.2683,"delta":0.0798,"oi":1007},{"strike":57.5,"moneyness":1.2508,"type":"put","iv":0.428,"delta":-0.7917,"oi":143},{"strike":60.0,"moneyness":1.3052,"type":"call","iv":0.2732,"delta":0.0474,"oi":5003},{"strike":62.5,"moneyness":1.3596,"type":"call","iv":0.3275,"delta":0.0548,"oi":228},{"strike":65.0,"moneyness":1.414,"type":"call","iv":0.3609,"delta":0.0506,"oi":192},{"strike":70.0,"moneyness":1.5227,"type":"call","iv":0.3468,"delta":0.0173,"oi":191}]},{"expiration":"01/19/2029","underlying_price":45.970001220703125,"strikes":[{"strike":55.0,"moneyness":1.1964,"type":"call","iv":0.1272,"delta":0.3719,"oi":275},{"strike":60.0,"moneyness":1.3052,"type":"call","iv":0.1373,"delta":0.24,"oi":630}]},{"expiration":"01/21/2028","underlying_price":45.970001220703125,"strikes":[{"strike":37.5,"moneyness":0.8157,"type":"put","iv":0.2409,"delta":-0.1401,"oi":251},{"strike":40.0,"moneyness":0.8701,"type":"put","iv":0.2959,"delta":-0.2282,"oi":520},{"strike":45.0,"moneyness":0.9789,"type":"call","iv":0.1002,"delta":0.7666,"oi":287},{"strike":45.0,"moneyness":0.9789,"type":"put","iv":0.2172,"delta":-0.3324,"oi":283},{"strike":47.5,"moneyness":1.0333,"type":"call","iv":0.1285,"delta":0.5899,"oi":400},{"strike":47.5,"moneyness":1.0333,"type":"put","iv":0.2325,"delta":-0.4138,"oi":158},{"strike":50.0,"moneyness":1.0877,"type":"call","iv":0.1281,"delta":0.4509,"oi":1184},{"strike":50.0,"moneyness":1.0877,"type":"put","iv":0.2412,"delta":-0.4868,"oi":474},{"strike":52.5,"moneyness":1.142,"type":"put","iv":0.2753,"delta":-0.5357,"oi":265},{"strike":52.5,"moneyness":1.142,"type":"call","iv":0.152,"delta":0.3593,"oi":354},{"strike":55.0,"moneyness":1.1964,"type":"call","iv":0.1399,"delta":0.2428,"oi":927},{"strike":55.0,"moneyness":1.1964,"type":"put","iv":0.2941,"delta":-0.58,"oi":121},{"strike":57.5,"moneyness":1.2508,"type":"call","iv":0.1421,"delta":0.169,"oi":297},{"strike":60.0,"moneyness":1.3052,"type":"call","iv":0.1781,"delta":0.1743,"oi":2013},{"strike":62.5,"moneyness":1.3596,"type":"call","iv":0.2268,"delta":0.1992,"oi":135},{"strike":65.0,"moneyness":1.414,"type":"call","iv":0.1731,"delta":0.0845,"oi":628},{"strike":70.0,"moneyness":1.5227,"type":"call","iv":0.1856,"delta":0.0527,"oi":629}]},{"expiration":"04/16/2027","underlying_price":45.970001220703125,"strikes":[{"strike":42.5,"moneyness":0.9245,"type":"put","iv":0.2479,"delta":-0.2581,"oi":205},{"strike":45.0,"moneyness":0.9789,"type":"call","iv":0.151,"delta":0.6751,"oi":118},{"strike":45.0,"moneyness":0.9789,"type":"put","iv":0.2418,"delta":-0.3679,"oi":307},{"strike":47.5,"moneyness":1.0333,"type":"put","iv":0.2425,"delta":-0.4872,"oi":298},{"strike":50.0,"moneyness":1.0877,"type":"call","iv":0.1534,"delta":0.3117,"oi":310},{"strike":52.5,"moneyness":1.142,"type":"call","iv":0.1624,"delta":0.1927,"oi":174},{"strike":55.0,"moneyness":1.1964,"type":"call","iv":0.1653,"delta":0.1082,"oi":195}]},{"expiration":"10/16/2026","underlying_price":45.970001220703125,"strikes":[{"strike":45.0,"moneyness":0.9789,"type":"call","iv":0.1821,"delta":0.7523,"oi":127},{"strike":45.0,"moneyness":0.9789,"type":"put","iv":0.1958,"delta":-0.2622,"oi":523},{"strike":47.5,"moneyness":1.0333,"type":"put","iv":0.196,"delta":-0.7955,"oi":2300},{"strike":47.5,"moneyness":1.0333,"type":"call","iv":0.1784,"delta":0.1812,"oi":642},{"strike":50.0,"moneyness":1.0877,"type":"call","iv":0.2656,"delta":0.0525,"oi":1377},{"strike":52.5,"moneyness":1.142,"type":"call","iv":0.7554,"delta":0.1977,"oi":1531},{"strike":55.0,"moneyness":1.1964,"type":"call","iv":0.9122,"delta":0.1719,"oi":2849},{"strike":57.5,"moneyness":1.2508,"type":"call","iv":1.0539,"delta":0.1543,"oi":613},{"strike":60.0,"moneyness":1.3052,"type":"call","iv":1.1028,"delta":0.1213,"oi":2024},{"strike":62.5,"moneyness":1.3596,"type":"call","iv":1.3043,"delta":0.1316,"oi":3145}]},{"expiration":"11/20/2026","underlying_price":45.970001220703125,"strikes":[{"strike":45.0,"moneyness":0.9789,"type":"put","iv":0.2418,"delta":-0.3629,"oi":851},{"strike":47.5,"moneyness":1.0333,"type":"put","iv":0.2473,"delta":-0.6018,"oi":667},{"strike":47.5,"moneyness":1.0333,"type":"call","iv":0.1866,"delta":0.3566,"oi":454},{"strike":50.0,"moneyness":1.0877,"type":"put","iv":0.3244,"delta":-0.7284,"oi":402},{"strike":50.0,"moneyness":1.0877,"type":"call","iv":0.1802,"delta":0.1214,"oi":962},{"strike":52.5,"moneyness":1.142,"type":"call","iv":0.211,"delta":0.0521,"oi":6712},{"strike":55.0,"moneyness":1.1964,"type":"call","iv":0.2516,"delta":0.0315,"oi":407},{"strike":57.5,"moneyness":1.2508,"type":"call","iv":0.5419,"delta":0.1557,"oi":188}]},{"expiration":"12/18/2026","underlying_price":45.970001220703125,"strikes":[{"strike":45.0,"moneyness":0.9789,"type":"put","iv":0.2186,"delta":-0.3623,"oi":312},{"strike":47.5,"moneyness":1.0333,"type":"call","iv":0.1636,"delta":0.3887,"oi":235},{"strike":50.0,"moneyness":1.0877,"type":"call","iv":0.1697,"delta":0.1756,"oi":897}]}],"greeks_heatmap":{"data":[{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7523,"put_delta":-0.2622,"call_gamma":0.200129,"put_gamma":0.191778,"call_theta":-0.0231,"put_theta":-0.0198,"call_vega":0.0274,"put_vega":0.0283,"call_oi":127,"put_oi":523},{"strike":47.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1812,"put_delta":-0.7955,"call_gamma":0.170274,"put_gamma":0.166847,"call_theta":-0.0166,"put_theta":-0.0141,"call_vega":0.0229,"put_vega":0.0246,"call_oi":642,"put_oi":2300},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0525,"put_delta":0,"call_gamma":0.046524,"put_gamma":0,"call_theta":-0.0098,"put_theta":0,"call_vega":0.0093,"put_vega":0,"call_oi":1377,"put_oi":0},{"strike":52.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1977,"put_delta":0,"call_gamma":0.042425,"put_gamma":0,"call_theta":-0.0711,"put_theta":0,"call_vega":0.0241,"put_vega":0,"call_oi":1531,"put_oi":0},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1719,"put_delta":0,"call_gamma":0.032198,"put_gamma":0,"call_theta":-0.0784,"put_theta":0,"call_vega":0.0221,"put_vega":0,"call_oi":2849,"put_oi":0},{"strike":57.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1543,"put_delta":0,"call_gamma":0.025985,"put_gamma":0,"call_theta":-0.0843,"put_theta":0,"call_vega":0.0206,"put_vega":0,"call_oi":613,"put_oi":0},{"strike":42.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.164,"call_gamma":0,"put_gamma":0.059695,"call_theta":0,"put_theta":-0.0097,"call_vega":0,"put_vega":0.0412,"call_oi":0,"put_oi":87},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3629,"call_gamma":0,"put_gamma":0.093061,"call_theta":0,"put_theta":-0.0137,"call_vega":0,"put_vega":0.0625,"call_oi":0,"put_oi":851},{"strike":47.5,"dte":49,"expiration":"11/20/2026","call_delta":0.3566,"put_delta":-0.6018,"call_gamma":0.119884,"put_gamma":0.093611,"call_theta":-0.0139,"put_theta":-0.0131,"call_vega":0.0622,"put_vega":0.0643,"call_oi":454,"put_oi":667},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1214,"put_delta":-0.7284,"call_gamma":0.067155,"put_gamma":0.061325,"call_theta":-0.0069,"put_theta":-0.0142,"call_vega":0.0336,"put_vega":0.0553,"call_oi":962,"put_oi":402},{"strike":52.5,"dte":49,"expiration":"11/20/2026","call_delta":0.0521,"put_delta":0,"call_gamma":0.030314,"put_gamma":0,"call_theta":-0.0042,"put_theta":0,"call_vega":0.0178,"put_vega":0,"call_oi":6712,"put_oi":0},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0315,"put_delta":0,"call_gamma":0.016911,"put_gamma":0,"call_theta":-0.0033,"put_theta":0,"call_vega":0.0118,"put_vega":0,"call_oi":407,"put_oi":0},{"strike":57.5,"dte":49,"expiration":"11/20/2026","call_delta":0.1557,"put_delta":0,"call_gamma":0.02646,"put_gamma":0,"call_theta":-0.0232,"put_theta":0,"call_vega":0.0398,"put_vega":0,"call_oi":188,"put_oi":0},{"strike":45.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3623,"call_gamma":0,"put_gamma":0.081759,"call_theta":0,"put_theta":-0.0092,"call_vega":0,"put_vega":0.0786,"call_oi":0,"put_oi":312},{"strike":47.5,"dte":77,"expiration":"12/18/2026","call_delta":0.3887,"put_delta":0,"call_gamma":0.111685,"put_gamma":0,"call_theta":-0.0106,"put_theta":0,"call_vega":0.0804,"put_vega":0,"call_oi":235,"put_oi":0},{"strike":50.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1756,"put_delta":0,"call_gamma":0.072576,"put_gamma":0,"call_theta":-0.0069,"put_theta":0,"call_vega":0.0542,"put_vega":0,"call_oi":897,"put_oi":0}],"strikes":[42.5,45.0,47.5,50.0,52.5,55.0,57.5],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-55.96,"put_25d_iv":19.58,"call_25d_iv":75.54,"put_25d_strike":45.0,"call_25d_strike":52.5,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-29.34,"put_25d_iv":24.85,"call_25d_iv":54.19,"put_25d_strike":42.5,"call_25d_strike":57.5,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":4.9,"put_25d_iv":21.86,"call_25d_iv":16.97,"put_25d_strike":45.0,"call_25d_strike":50.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":6.75,"put_25d_iv":23.05,"call_25d_iv":16.3,"put_25d_strike":42.5,"call_25d_strike":50.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":8.55,"put_25d_iv":24.79,"call_25d_iv":16.24,"put_25d_strike":42.5,"call_25d_strike":52.5,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":10.39,"put_25d_iv":24.39,"call_25d_iv":13.99,"put_25d_strike":42.5,"call_25d_strike":55.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":22.5,"call_vanna":0,"put_vanna":16.0,"net_vanna":16.0,"call_oi":0,"put_oi":597},{"strike":25.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":60},{"strike":27.5,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":111},{"strike":30.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":374},{"strike":32.5,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":185},{"strike":35.0,"call_vanna":0,"put_vanna":16.0,"net_vanna":16.0,"call_oi":0,"put_oi":443},{"strike":37.5,"call_vanna":0,"put_vanna":67.0,"net_vanna":67.0,"call_oi":0,"put_oi":567},{"strike":40.0,"call_vanna":0,"put_vanna":126.0,"net_vanna":126.0,"call_oi":0,"put_oi":905},{"strike":42.5,"call_vanna":-15.0,"put_vanna":114.0,"net_vanna":99.0,"call_oi":173,"put_oi":1188},{"strike":45.0,"call_vanna":-115.0,"put_vanna":176.0,"net_vanna":61.0,"call_oi":1227,"put_oi":3259},{"strike":47.5,"call_vanna":47.0,"put_vanna":-105.0,"net_vanna":-58.0,"call_oi":3207,"put_oi":4852},{"strike":50.0,"call_vanna":654.0,"put_vanna":-71.0,"net_vanna":583.0,"call_oi":9647,"put_oi":1747},{"strike":52.5,"call_vanna":456.0,"put_vanna":-25.0,"net_vanna":432.0,"call_oi":10191,"put_oi":459},{"strike":55.0,"call_vanna":467.0,"put_vanna":-24.0,"net_vanna":443.0,"call_oi":7024,"put_oi":290},{"strike":57.5,"call_vanna":154.0,"put_vanna":-22.0,"net_vanna":132.0,"call_oi":2105,"put_oi":232},{"strike":60.0,"call_vanna":836.0,"put_vanna":0,"net_vanna":836.0,"call_oi":9670,"put_oi":0},{"strike":62.5,"call_vanna":131.0,"put_vanna":0,"net_vanna":131.0,"call_oi":3508,"put_oi":0},{"strike":65.0,"call_vanna":102.0,"put_vanna":-8.0,"net_vanna":93.0,"call_oi":820,"put_oi":66},{"strike":70.0,"call_vanna":73.0,"put_vanna":0,"net_vanna":73.0,"call_oi":820,"put_oi":0},{"strike":80.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":64,"put_oi":0}],"net_vanna":3083.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":42.5,"call_charm":0,"put_charm":104.0,"net_charm":104.0,"call_oi":0,"put_oi":87},{"strike":45.0,"call_charm":-5753.0,"put_charm":10245.0,"net_charm":4492.0,"call_oi":127,"put_oi":1374},{"strike":47.5,"call_charm":-6722.0,"put_charm":71171.0,"net_charm":64449.0,"call_oi":1096,"put_oi":2967},{"strike":50.0,"call_charm":-2447.0,"put_charm":3107.0,"net_charm":660.0,"call_oi":2339,"put_oi":402},{"strike":52.5,"call_charm":-57166.0,"put_charm":0,"net_charm":-57166.0,"call_oi":8243,"put_oi":0},{"strike":55.0,"call_charm":-100116.0,"put_charm":0,"net_charm":-100116.0,"call_oi":3256,"put_oi":0},{"strike":57.5,"call_charm":-21298.0,"put_charm":0,"net_charm":-21298.0,"call_oi":801,"put_oi":0},{"strike":60.0,"call_charm":-47851.0,"put_charm":0,"net_charm":-47851.0,"call_oi":2024,"put_oi":0},{"strike":62.5,"call_charm":-100911.0,"put_charm":0,"net_charm":-100911.0,"call_oi":3145,"put_oi":0},{"strike":80.0,"call_charm":-1460.0,"put_charm":0,"net_charm":-1460.0,"call_oi":64,"put_oi":0}],"net_charm":-259097.0,"weekend_delta_shift":-777291.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":187265.0,"put_delta":-200997.0,"net_delta":-13732.0,"call_oi":12435,"put_oi":2941,"total_oi":15376,"total_volume":254,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":72898.0,"put_delta":-109682.0,"net_delta":-36784.0,"call_oi":8838,"put_oi":2132,"total_oi":10970,"total_volume":478,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":25355.0,"put_delta":-12065.0,"net_delta":13290.0,"call_oi":1179,"put_oi":335,"total_oi":1514,"total_volume":56,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":286675.0,"put_delta":-241434.0,"net_delta":45241.0,"call_oi":17447,"put_oi":7087,"total_oi":24534,"total_volume":218,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":28400.0,"put_delta":-36334.0,"net_delta":-7934.0,"call_oi":939,"put_oi":942,"total_oi":1881,"total_volume":60,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":186454.0,"put_delta":-93386.0,"net_delta":93068.0,"call_oi":6930,"put_oi":2531,"total_oi":9461,"total_volume":254,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":35377.0,"put_delta":-1109.0,"net_delta":34268.0,"call_oi":1069,"put_oi":36,"total_oi":1105,"total_volume":1392,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":45.0,"straddle_price":1.55,"straddle_pct":3.37,"implied_move":3.37,"avg_iv":18.9},{"expiration":"11/20/2026","dte":49,"strike":45.0,"straddle_price":2.95,"straddle_pct":6.42,"implied_move":6.42,"avg_iv":21.2},{"expiration":"01/15/2027","dte":105,"strike":45.0,"straddle_price":3.77,"straddle_pct":8.21,"implied_move":8.21,"avg_iv":18.5},{"expiration":"04/16/2027","dte":196,"strike":45.0,"straddle_price":5.4,"straddle_pct":11.75,"implied_move":11.75,"avg_iv":19.6},{"expiration":"01/21/2028","dte":476,"strike":45.0,"straddle_price":7.03,"straddle_pct":15.28,"implied_move":15.28,"avg_iv":15.9},{"expiration":"01/19/2029","dte":840,"strike":47.5,"straddle_price":9.6,"straddle_pct":20.88,"implied_move":20.88,"avg_iv":17.2}],"volume_profile":{"profile":[{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":597,"total_oi":597,"bias":"neutral"},{"strike":25.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":11,"put_oi":90,"total_oi":101,"bias":"bullish"},{"strike":27.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":141,"total_oi":142,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":408,"total_oi":415,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":200,"total_oi":213,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":14,"put_oi":475,"total_oi":489,"bias":"bearish"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":593,"total_oi":620,"bias":"neutral"},{"strike":40.0,"call_volume":5,"put_volume":3,"total_volume":8,"call_oi":331,"put_oi":995,"total_oi":1326,"bias":"bullish"},{"strike":42.5,"call_volume":10,"put_volume":66,"total_volume":76,"call_oi":351,"put_oi":1247,"total_oi":1598,"bias":"bearish"},{"strike":45.0,"call_volume":116,"put_volume":248,"total_volume":364,"call_oi":1273,"put_oi":3264,"total_oi":4537,"bias":"bearish"},{"strike":47.5,"call_volume":266,"put_volume":96,"total_volume":362,"call_oi":3207,"put_oi":4873,"total_oi":8080,"bias":"bullish"},{"strike":50.0,"call_volume":389,"put_volume":7,"total_volume":396,"call_oi":9647,"put_oi":1845,"total_oi":11492,"bias":"bullish"},{"strike":52.5,"call_volume":819,"put_volume":5,"total_volume":824,"call_oi":10238,"put_oi":525,"total_oi":10763,"bias":"bullish"},{"strike":55.0,"call_volume":26,"put_volume":1,"total_volume":27,"call_oi":7028,"put_oi":308,"total_oi":7336,"bias":"bullish"},{"strike":57.5,"call_volume":16,"put_volume":0,"total_volume":16,"call_oi":2136,"put_oi":272,"total_oi":2408,"bias":"bullish"},{"strike":60.0,"call_volume":630,"put_volume":2,"total_volume":632,"call_oi":9736,"put_oi":64,"total_oi":9800,"bias":"bullish"},{"strike":62.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3508,"put_oi":39,"total_oi":3547,"bias":"neutral"},{"strike":65.0,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":846,"put_oi":67,"total_oi":913,"bias":"bullish"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":828,"put_oi":1,"total_oi":829,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":53,"put_oi":0,"total_oi":53,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":97,"put_oi":0,"total_oi":97,"bias":"neutral"}],"underlying_price":45.970001220703125,"peak_call_strike":52.5,"peak_put_strike":45.0,"total_call_volume":2291,"total_put_volume":430,"volume_pc_ratio":0.188},"iv_contours":{"x":[0.71,0.76,0.82,0.87,0.93,0.98,1.03,1.09,1.14,1.2,1.25],"y":[14,49,77,105],"z":[[null,null,null,54.62,25.08,18.89,18.72,30.33,75.54,91.22,105.39],[null,null,null,26.35,24.85,21.17,21.7,25.23,32.75,37.68,56.18],[null,null,null,null,null,21.86,16.36,16.97,17.45,null,null],[42.05,30.22,30.11,23.01,19.44,18.52,18.81,22.0,24.75,27.97,34.81]],"levels":[16.4,25.3,34.2,43.1,52.0,60.9,69.8,78.7,87.6,96.5,105.4],"min_iv":16.4,"max_iv":105.4},"butterfly_spread":[{"expiration":"01/15/2027","dte":105,"atm_strike":45.0,"atm_iv":15.01,"otm_strike":47.5,"otm_iv":15.49,"itm_strike":42.5,"itm_iv":15.82,"iv_butterfly":1.28,"price_butterfly":0.7,"convexity":"moderate_convexity"}],"iv_history":[{"date":"2026-09-14","iv":35.44},{"date":"2026-09-15","iv":55.75},{"date":"2026-09-16","iv":57.77},{"date":"2026-09-17","iv":39.08},{"date":"2026-09-18","iv":37.35},{"date":"2026-09-21","iv":36.33},{"date":"2026-09-22","iv":33.5},{"date":"2026-09-23","iv":32.3},{"date":"2026-09-24","iv":35.0},{"date":"2026-09-25","iv":32.7},{"date":"2026-09-28","iv":31.0},{"date":"2026-09-29","iv":32.0},{"date":"2026-09-30","iv":44.3},{"date":"2026-10-01","iv":30.3},{"date":"2026-10-02","iv":32.2}]}}