{"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":"ERY","summary":{"name":"ERY","price":9.06,"total_oi":13651,"call_oi":8866,"put_oi":4785,"pc_ratio":0.54,"net_gex":96087.49,"avg_iv":139.9,"iv_rank":68.0,"iv_52w_high":161.0,"iv_52w_low":95.13,"gamma_flip":7.99,"max_pain":9.0},"features":{"symbol":"ERY","price":9.06,"total_oi":13651,"analysis_coverage":0.9444,"avg_iv_pct":139.9,"iv_rank":68.0,"iv_52w_high_pct":161.0,"iv_52w_low_pct":95.13,"front_dte":14,"front_atm_iv_pct":131.2247,"back_atm_iv_pct":57.1785,"term_premium_pp":74.0462,"expected_move_front_pct":25.7,"straddle_front_pct":23.45,"straddle_30d_pct":23.45,"risk_reversal_front_pp":-23.56,"risk_reversal_30d_pp":-23.56,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.54,"put_call_oi_front_ratio":0.723,"put_call_volume_front_ratio":0.0,"option_volume":56,"volume_oi_ratio":0.004102,"net_delta_normalized":0.103694,"dealer_delta_normalized":-0.103693,"gex_per_100k_oi":703886.088931,"vanna_per_100k_oi":1157.424365,"charm_per_100k_oi":-359973.628306,"weekend_delta_shift_per_100k_oi":-1079928.210388,"iv_surface_range_pp":151.4,"gamma_flip_distance_pct":-11.810155,"max_pain_distance_pct":-0.662252,"peak_call_distance_pct":-0.662252,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.2,"put_gex":0.0,"net_gex":0.2,"call_oi":1,"put_oi":0},{"strike":2.0,"call_gex":1.06,"put_gex":0.0,"net_gex":1.06,"call_oi":2,"put_oi":0},{"strike":3.0,"call_gex":2.91,"put_gex":0.0,"net_gex":2.91,"call_oi":3,"put_oi":0},{"strike":4.0,"call_gex":23.4,"put_gex":-2240.62,"net_gex":-2217.22,"call_oi":15,"put_oi":2003},{"strike":5.0,"call_gex":174.55,"put_gex":-15.02,"net_gex":159.54,"call_oi":73,"put_oi":8},{"strike":6.0,"call_gex":183.01,"put_gex":-383.39,"net_gex":-200.39,"call_oi":45,"put_oi":99},{"strike":7.0,"call_gex":1151.49,"put_gex":-270.76,"net_gex":880.73,"call_oi":167,"put_oi":66},{"strike":8.0,"call_gex":2250.17,"put_gex":-862.9,"net_gex":1387.26,"call_oi":178,"put_oi":112},{"strike":9.0,"call_gex":56075.06,"put_gex":-558.24,"net_gex":55516.82,"call_oi":2100,"put_oi":55},{"strike":10.0,"call_gex":40919.01,"put_gex":-17463.05,"net_gex":23455.97,"call_oi":2373,"put_oi":1241},{"strike":11.0,"call_gex":11728.69,"put_gex":-7791.33,"net_gex":3937.35,"call_oi":1264,"put_oi":876},{"strike":12.0,"call_gex":9600.67,"put_gex":-1911.31,"net_gex":7689.36,"call_oi":1193,"put_oi":243},{"strike":13.0,"call_gex":2016.81,"put_gex":-49.34,"net_gex":1967.47,"call_oi":354,"put_oi":12},{"strike":14.0,"call_gex":655.08,"put_gex":-309.45,"net_gex":345.63,"call_oi":130,"put_oi":54},{"strike":15.0,"call_gex":1668.42,"put_gex":-4.77,"net_gex":1663.65,"call_oi":615,"put_oi":2},{"strike":16.0,"call_gex":574.45,"put_gex":-21.24,"net_gex":553.21,"call_oi":129,"put_oi":9},{"strike":17.0,"call_gex":539.48,"put_gex":0.0,"net_gex":539.48,"call_oi":120,"put_oi":0},{"strike":18.0,"call_gex":219.68,"put_gex":-6.01,"net_gex":213.68,"call_oi":52,"put_oi":2},{"strike":19.0,"call_gex":128.46,"put_gex":0.0,"net_gex":128.46,"call_oi":32,"put_oi":0},{"strike":20.0,"call_gex":47.09,"put_gex":0.0,"net_gex":47.09,"call_oi":13,"put_oi":0},{"strike":21.0,"call_gex":0.0,"put_gex":-3.22,"net_gex":-3.22,"call_oi":0,"put_oi":1},{"strike":22.0,"call_gex":3.32,"put_gex":-2.7,"net_gex":0.62,"call_oi":1,"put_oi":2},{"strike":23.0,"call_gex":3.17,"put_gex":0.0,"net_gex":3.17,"call_oi":1,"put_oi":0},{"strike":25.0,"call_gex":14.66,"put_gex":0.0,"net_gex":14.66,"call_oi":5,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":31863.0,"total_value":31863.0},{"strike":2.0,"call_value":1.0,"put_value":27078.0,"total_value":27079.0},{"strike":3.0,"call_value":4.0,"put_value":22293.0,"total_value":22297.0},{"strike":4.0,"call_value":10.0,"put_value":17508.0,"total_value":17518.0},{"strike":5.0,"call_value":31.0,"put_value":14726.0,"total_value":14757.0},{"strike":6.0,"call_value":125.0,"put_value":11952.0,"total_value":12077.0},{"strike":7.0,"call_value":264.0,"put_value":9277.0,"total_value":9541.0},{"strike":8.0,"call_value":570.0,"put_value":6668.0,"total_value":7238.0},{"strike":9.0,"call_value":1054.0,"put_value":4171.0,"total_value":5225.0},{"strike":10.0,"call_value":3638.0,"put_value":1729.0,"total_value":5367.0},{"strike":11.0,"call_value":8595.0,"put_value":528.0,"total_value":9123.0},{"strike":12.0,"call_value":14816.0,"put_value":203.0,"total_value":15019.0},{"strike":13.0,"call_value":22230.0,"put_value":121.0,"total_value":22351.0},{"strike":14.0,"call_value":29998.0,"put_value":51.0,"total_value":30049.0},{"strike":15.0,"call_value":37896.0,"put_value":35.0,"total_value":37931.0},{"strike":16.0,"call_value":46409.0,"put_value":21.0,"total_value":46430.0},{"strike":17.0,"call_value":55051.0,"put_value":16.0,"total_value":55067.0},{"strike":18.0,"call_value":63813.0,"put_value":11.0,"total_value":63824.0},{"strike":19.0,"call_value":72627.0,"put_value":8.0,"total_value":72635.0},{"strike":20.0,"call_value":81473.0,"put_value":5.0,"total_value":81478.0},{"strike":21.0,"call_value":90332.0,"put_value":2.0,"total_value":90334.0},{"strike":22.0,"call_value":99191.0,"put_value":0.0,"total_value":99191.0},{"strike":23.0,"call_value":108051.0,"put_value":0.0,"total_value":108051.0},{"strike":25.0,"call_value":125773.0,"put_value":0,"total_value":125773.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":324.6,"strike":6.67},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":148.4,"strike":4.55},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":196.1,"strike":8.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":70.4,"strike":8.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":54.6,"strike":8.0},{"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":131.2,"strike":9.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":57.2,"strike":9.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":55.7,"strike":9.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":44.8,"strike":10.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":57.6,"strike":10.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":49.6,"strike":10.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":216.0,"strike":14.94},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":96.6,"strike":16.42}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":1200},{"expiration":"11/20/2026","dte":49,"iv":0.0354,"contract_count":1,"total_oi":5},{"expiration":"01/15/2027","dte":105,"iv":0.0159,"contract_count":2,"total_oi":929},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":2,"total_oi":21}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":25.7,"expected_move_2std":51.41,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":20.95,"expected_move_2std":41.9,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":29.86,"expected_move_2std":59.73,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":39.91,"expected_move_2std":79.82,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3821,"put_oi":2761,"total_oi":6582,"pc_ratio":0.723,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":7,"put_oi":0,"total_oi":7,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":4797,"put_oi":1726,"total_oi":6523,"pc_ratio":0.36,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":241,"put_oi":298,"total_oi":539,"pc_ratio":1.237,"pc_ratio_volume":0.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":1,"put_oi":0},{"strike":2.0,"call_delta_oi":193.0,"put_delta_oi":0,"dealer_delta":-193.0,"call_oi":2,"put_oi":0},{"strike":3.0,"call_delta_oi":286.0,"put_delta_oi":0,"dealer_delta":-286.0,"call_oi":3,"put_oi":0},{"strike":4.0,"call_delta_oi":1411.0,"put_delta_oi":-19867.0,"dealer_delta":18456.0,"call_oi":15,"put_oi":2003},{"strike":5.0,"call_delta_oi":6821.0,"put_delta_oi":-106.0,"dealer_delta":-6715.0,"call_oi":73,"put_oi":8},{"strike":6.0,"call_delta_oi":3979.0,"put_delta_oi":-1355.0,"dealer_delta":-2624.0,"call_oi":45,"put_oi":99},{"strike":7.0,"call_delta_oi":14167.0,"put_delta_oi":-1537.0,"dealer_delta":-12630.0,"call_oi":167,"put_oi":66},{"strike":8.0,"call_delta_oi":13465.0,"put_delta_oi":-3220.0,"dealer_delta":-10244.0,"call_oi":178,"put_oi":112},{"strike":9.0,"call_delta_oi":119019.0,"put_delta_oi":-2254.0,"dealer_delta":-116764.0,"call_oi":2100,"put_oi":55},{"strike":10.0,"call_delta_oi":79928.0,"put_delta_oi":-79475.0,"dealer_delta":-453.0,"call_oi":2373,"put_oi":1241},{"strike":11.0,"call_delta_oi":48094.0,"put_delta_oi":-67816.0,"dealer_delta":19722.0,"call_oi":1264,"put_oi":876},{"strike":12.0,"call_delta_oi":22294.0,"put_delta_oi":-16362.0,"dealer_delta":-5932.0,"call_oi":1193,"put_oi":243},{"strike":13.0,"call_delta_oi":13781.0,"put_delta_oi":-1140.0,"dealer_delta":-12641.0,"call_oi":354,"put_oi":12},{"strike":14.0,"call_delta_oi":5053.0,"put_delta_oi":-4719.0,"dealer_delta":-334.0,"call_oi":130,"put_oi":54},{"strike":15.0,"call_delta_oi":2627.0,"put_delta_oi":-194.0,"dealer_delta":-2433.0,"call_oi":615,"put_oi":2},{"strike":16.0,"call_delta_oi":4605.0,"put_delta_oi":-865.0,"dealer_delta":-3739.0,"call_oi":129,"put_oi":9},{"strike":17.0,"call_delta_oi":2164.0,"put_delta_oi":0,"dealer_delta":-2164.0,"call_oi":120,"put_oi":0},{"strike":18.0,"call_delta_oi":1519.0,"put_delta_oi":-179.0,"dealer_delta":-1340.0,"call_oi":52,"put_oi":2},{"strike":19.0,"call_delta_oi":914.0,"put_delta_oi":0,"dealer_delta":-914.0,"call_oi":32,"put_oi":0},{"strike":20.0,"call_delta_oi":401.0,"put_delta_oi":0,"dealer_delta":-401.0,"call_oi":13,"put_oi":0},{"strike":21.0,"call_delta_oi":0,"put_delta_oi":-88.0,"dealer_delta":88.0,"call_oi":0,"put_oi":1},{"strike":22.0,"call_delta_oi":16.0,"put_delta_oi":-195.0,"dealer_delta":179.0,"call_oi":1,"put_oi":2},{"strike":23.0,"call_delta_oi":15.0,"put_delta_oi":0,"dealer_delta":-15.0,"call_oi":1,"put_oi":0},{"strike":25.0,"call_delta_oi":74.0,"put_delta_oi":0,"dealer_delta":-74.0,"call_oi":5,"put_oi":0}],"net_dealer_delta":-141551.0,"total_call_delta":340925.0,"total_put_delta":-199373.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":9.0600004196167,"strikes":[{"strike":7.0,"moneyness":0.7726,"type":"call","iv":0.5789,"delta":0.8481,"oi":166},{"strike":9.0,"moneyness":0.9934,"type":"call","iv":0.5586,"delta":0.5839,"oi":904},{"strike":10.0,"moneyness":1.1038,"type":"call","iv":0.488,"delta":0.4199,"oi":1486},{"strike":10.0,"moneyness":1.1038,"type":"put","iv":0.5041,"delta":-0.5743,"oi":1011},{"strike":11.0,"moneyness":1.2141,"type":"call","iv":0.6498,"delta":0.3628,"oi":1009},{"strike":11.0,"moneyness":1.2141,"type":"put","iv":0.6456,"delta":-0.6389,"oi":500},{"strike":12.0,"moneyness":1.3245,"type":"call","iv":0.5708,"delta":0.2326,"oi":809}]},{"expiration":"04/16/2027","underlying_price":9.0600004196167,"strikes":[{"strike":12.0,"moneyness":1.3245,"type":"put","iv":0.585,"delta":-0.6519,"oi":215}]},{"expiration":"10/16/2026","underlying_price":9.0600004196167,"strikes":[{"strike":8.0,"moneyness":0.883,"type":"call","iv":1.0217,"delta":0.7732,"oi":114},{"strike":9.0,"moneyness":0.9934,"type":"call","iv":0.4961,"delta":0.5533,"oi":1181},{"strike":10.0,"moneyness":1.1038,"type":"call","iv":0.5658,"delta":0.1957,"oi":881},{"strike":10.0,"moneyness":1.1038,"type":"put","iv":0.3302,"delta":-0.9368,"oi":227},{"strike":11.0,"moneyness":1.2141,"type":"call","iv":2.8588,"delta":0.4653,"oi":195},{"strike":11.0,"moneyness":1.2141,"type":"put","iv":0.5761,"delta":-0.957,"oi":373},{"strike":12.0,"moneyness":1.3245,"type":"call","iv":0.8352,"delta":0.0451,"oi":324},{"strike":15.0,"moneyness":1.6556,"type":"call","iv":1.3343,"delta":0.0307,"oi":571}]}],"greeks_heatmap":{"data":[{"strike":7.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2355,"call_gamma":0,"put_gamma":0.04859,"call_theta":0,"put_theta":-0.0745,"call_vega":0,"put_vega":0.0053,"call_oi":0,"put_oi":63},{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7732,"put_delta":0,"call_gamma":0.172432,"put_gamma":0,"call_theta":-0.0209,"put_theta":0,"call_vega":0.0052,"put_vega":0,"call_oi":114,"put_oi":0},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5533,"put_delta":0,"call_gamma":0.466096,"put_gamma":0,"call_theta":-0.0134,"put_theta":0,"call_vega":0.0068,"put_vega":0,"call_oi":1181,"put_oi":0},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1957,"put_delta":-0.9368,"call_gamma":0.285654,"put_gamma":0.219641,"call_theta":-0.0105,"put_theta":-0.0016,"call_vega":0.0047,"put_vega":0.0021,"call_oi":881,"put_oi":227},{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4653,"put_delta":-0.957,"call_gamma":0.081307,"put_gamma":0.092841,"call_theta":-0.0751,"put_theta":-0.0022,"call_vega":0.0068,"put_vega":0.0016,"call_oi":195,"put_oi":373}],"strikes":[7.0,8.0,9.0,10.0,11.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-23.56,"put_25d_iv":33.02,"call_25d_iv":56.58,"put_25d_strike":10.0,"call_25d_strike":10.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":34.53,"put_25d_iv":91.61,"call_25d_iv":57.08,"put_25d_strike":6.0,"call_25d_strike":12.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":-1.7,"put_25d_iv":55.56,"call_25d_iv":57.26,"put_25d_strike":8.0,"call_25d_strike":13.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":4.0,"call_vanna":0,"put_vanna":53.0,"net_vanna":53.0,"call_oi":0,"put_oi":2002},{"strike":6.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":86},{"strike":7.0,"call_vanna":-15.0,"put_vanna":2.0,"net_vanna":-13.0,"call_oi":166,"put_oi":63},{"strike":8.0,"call_vanna":-9.0,"put_vanna":6.0,"net_vanna":-2.0,"call_oi":176,"put_oi":60},{"strike":9.0,"call_vanna":-41.0,"put_vanna":0,"net_vanna":-41.0,"call_oi":2085,"put_oi":0},{"strike":10.0,"call_vanna":78.0,"put_vanna":-36.0,"net_vanna":42.0,"call_oi":2367,"put_oi":1238},{"strike":11.0,"call_vanna":60.0,"put_vanna":-34.0,"net_vanna":26.0,"call_oi":1264,"put_oi":873},{"strike":12.0,"call_vanna":81.0,"put_vanna":-18.0,"net_vanna":63.0,"call_oi":1193,"put_oi":215},{"strike":13.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":333,"put_oi":0},{"strike":14.0,"call_vanna":2.0,"put_vanna":-4.0,"net_vanna":-3.0,"call_oi":105,"put_oi":52},{"strike":15.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":571,"put_oi":0},{"strike":16.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":88,"put_oi":0},{"strike":17.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":78,"put_oi":0},{"strike":18.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":52,"put_oi":0}],"net_vanna":158.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":4.0,"call_charm":0,"put_charm":44341.0,"net_charm":44341.0,"call_oi":0,"put_oi":2002},{"strike":7.0,"call_charm":0,"put_charm":2884.0,"net_charm":2884.0,"call_oi":0,"put_oi":63},{"strike":8.0,"call_charm":-4804.0,"put_charm":0,"net_charm":-4804.0,"call_oi":114,"put_oi":0},{"strike":9.0,"call_charm":-22895.0,"put_charm":0,"net_charm":-22895.0,"call_oi":1181,"put_oi":0},{"strike":10.0,"call_charm":-4711.0,"put_charm":884.0,"net_charm":-3827.0,"call_oi":881,"put_oi":227},{"strike":11.0,"call_charm":-17756.0,"put_charm":2074.0,"net_charm":-15682.0,"call_oi":195,"put_oi":373},{"strike":12.0,"call_charm":-200.0,"put_charm":0,"net_charm":-200.0,"call_oi":324,"put_oi":0},{"strike":13.0,"call_charm":-26969.0,"put_charm":0,"net_charm":-26969.0,"call_oi":273,"put_oi":0},{"strike":14.0,"call_charm":-10649.0,"put_charm":0,"net_charm":-10649.0,"call_oi":105,"put_oi":0},{"strike":15.0,"call_charm":-280.0,"put_charm":0,"net_charm":-280.0,"call_oi":571,"put_oi":0},{"strike":16.0,"call_charm":-9278.0,"put_charm":0,"net_charm":-9278.0,"call_oi":88,"put_oi":0},{"strike":17.0,"call_charm":-1782.0,"put_charm":0,"net_charm":-1782.0,"call_oi":78,"put_oi":0}],"net_charm":-49140.0,"weekend_delta_shift":-147421.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":124493.0,"put_delta":-83350.0,"net_delta":41143.0,"call_oi":3821,"put_oi":2761,"total_oi":6582,"total_volume":32,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":393.0,"put_delta":0,"net_delta":393.0,"call_oi":7,"put_oi":0,"total_oi":7,"total_volume":21,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":204825.0,"put_delta":-99393.0,"net_delta":105432.0,"call_oi":4797,"put_oi":1726,"total_oi":6523,"total_volume":2,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":11214.0,"put_delta":-16630.0,"net_delta":-5416.0,"call_oi":241,"put_oi":298,"total_oi":539,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"01/15/2027","dte":105,"strike":9.0,"straddle_price":2.12,"straddle_pct":23.45,"implied_move":23.45,"avg_iv":55.7}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":2003,"total_oi":2018,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":73,"put_oi":8,"total_oi":81,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":99,"total_oi":144,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":167,"put_oi":66,"total_oi":233,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":178,"put_oi":112,"total_oi":290,"bias":"neutral"},{"strike":9.0,"call_volume":53,"put_volume":0,"total_volume":53,"call_oi":2100,"put_oi":55,"total_oi":2155,"bias":"bullish"},{"strike":10.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":2373,"put_oi":1241,"total_oi":3614,"bias":"bullish"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1264,"put_oi":876,"total_oi":2140,"bias":"neutral"},{"strike":12.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1193,"put_oi":243,"total_oi":1436,"bias":"bullish"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":354,"put_oi":12,"total_oi":366,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":130,"put_oi":54,"total_oi":184,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":615,"put_oi":2,"total_oi":617,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":129,"put_oi":9,"total_oi":138,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":120,"put_oi":0,"total_oi":120,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":2,"total_oi":54,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":0,"total_oi":32,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"}],"underlying_price":9.0600004196167,"peak_call_strike":9.0,"peak_put_strike":null,"total_call_volume":56,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.77,0.88,0.99,1.1,1.21],"y":[14,105],"z":[[null,196.15,131.25,44.8,171.75],[57.89,54.58,55.68,49.6,64.77]],"levels":[44.8,59.9,75.1,90.2,105.3,120.5,135.6,150.7,165.9,181.0,196.2],"min_iv":44.8,"max_iv":196.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":136.01},{"date":"2026-09-15","iv":104.2},{"date":"2026-09-16","iv":161.0},{"date":"2026-09-17","iv":109.8},{"date":"2026-09-18","iv":104.12},{"date":"2026-09-21","iv":95.13},{"date":"2026-09-22","iv":103.7},{"date":"2026-09-23","iv":108.9},{"date":"2026-09-24","iv":117.7},{"date":"2026-09-25","iv":122.3},{"date":"2026-09-28","iv":102.9},{"date":"2026-09-29","iv":130.6},{"date":"2026-09-30","iv":119.9},{"date":"2026-10-01","iv":132.0},{"date":"2026-10-02","iv":139.9}]}}