{"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":"ESI","summary":{"name":"ESI","price":37.93,"total_oi":50114,"call_oi":26143,"put_oi":23971,"pc_ratio":0.917,"net_gex":788040.17,"avg_iv":55.8,"iv_rank":0.0,"iv_52w_high":95.7,"iv_52w_low":55.8,"gamma_flip":34.8,"max_pain":34.0},"features":{"symbol":"ESI","price":37.93,"total_oi":50114,"analysis_coverage":1.0,"avg_iv_pct":55.8,"iv_rank":0.0,"iv_52w_high_pct":95.7,"iv_52w_low_pct":55.8,"front_dte":14,"front_atm_iv_pct":41.6141,"back_atm_iv_pct":41.1849,"term_premium_pp":0.4292,"expected_move_front_pct":8.15,"straddle_front_pct":11.47,"straddle_30d_pct":11.47,"risk_reversal_front_pp":122.89,"risk_reversal_30d_pp":122.89,"butterfly_front_pp":2.83,"butterfly_30d_pp":2.83,"put_call_oi_ratio":0.917,"put_call_oi_front_ratio":5.084,"put_call_volume_front_ratio":1.303,"option_volume":223,"volume_oi_ratio":0.00445,"net_delta_normalized":0.217395,"dealer_delta_normalized":-0.20983,"gex_per_100k_oi":1572495.051283,"vanna_per_100k_oi":1083.529553,"charm_per_100k_oi":38230.833699,"weekend_delta_shift_per_100k_oi":114690.505647,"iv_surface_range_pp":143.2,"gamma_flip_distance_pct":-8.252043,"max_pain_distance_pct":-10.361192,"peak_call_distance_pct":0.18455,"peak_put_distance_pct":-2.451885},"analyses":{"gamma_walls":[{"strike":12.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":15.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":17.5,"call_gex":100.68,"put_gex":-66.22,"net_gex":34.46,"call_oi":16,"put_oi":9},{"strike":19.0,"call_gex":0.0,"put_gex":-8.76,"net_gex":-8.76,"call_oi":0,"put_oi":1},{"strike":20.0,"call_gex":100.04,"put_gex":-9.31,"net_gex":90.73,"call_oi":24,"put_oi":1},{"strike":22.5,"call_gex":0.0,"put_gex":-76.36,"net_gex":-76.36,"call_oi":10,"put_oi":6},{"strike":23.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0},{"strike":24.0,"call_gex":0.0,"put_gex":-15.14,"net_gex":-15.14,"call_oi":0,"put_oi":1},{"strike":25.0,"call_gex":21.41,"put_gex":-3260.26,"net_gex":-3238.85,"call_oi":11,"put_oi":263},{"strike":26.0,"call_gex":0.0,"put_gex":-17.2,"net_gex":-17.2,"call_oi":0,"put_oi":1},{"strike":27.0,"call_gex":0.0,"put_gex":-43.26,"net_gex":-43.26,"call_oi":0,"put_oi":2},{"strike":28.0,"call_gex":120.64,"put_gex":-170.16,"net_gex":-49.52,"call_oi":6,"put_oi":7},{"strike":29.0,"call_gex":0.0,"put_gex":-145334.4,"net_gex":-145334.4,"call_oi":0,"put_oi":5017},{"strike":30.0,"call_gex":187.34,"put_gex":-314390.01,"net_gex":-314202.67,"call_oi":33,"put_oi":9763},{"strike":31.0,"call_gex":0.0,"put_gex":-2101.14,"net_gex":-2101.14,"call_oi":24,"put_oi":55},{"strike":32.0,"call_gex":1361.89,"put_gex":-190256.32,"net_gex":-188894.44,"call_oi":39,"put_oi":4302},{"strike":33.0,"call_gex":1079.61,"put_gex":-150080.39,"net_gex":-149000.78,"call_oi":45,"put_oi":3324},{"strike":34.0,"call_gex":3443.55,"put_gex":-69724.94,"net_gex":-66281.39,"call_oi":823,"put_oi":1056},{"strike":35.0,"call_gex":1091121.95,"put_gex":-3454.28,"net_gex":1087667.67,"call_oi":15904,"put_oi":59},{"strike":36.0,"call_gex":2923.76,"put_gex":-1156.05,"net_gex":1767.71,"call_oi":24,"put_oi":10},{"strike":37.0,"call_gex":4494.8,"put_gex":-5186.87,"net_gex":-692.07,"call_oi":37,"put_oi":54},{"strike":38.0,"call_gex":46384.59,"put_gex":-388.81,"net_gex":45995.78,"call_oi":331,"put_oi":7},{"strike":39.0,"call_gex":3456.74,"put_gex":-992.66,"net_gex":2464.07,"call_oi":38,"put_oi":11},{"strike":40.0,"call_gex":11022.3,"put_gex":-426.81,"net_gex":10595.49,"call_oi":117,"put_oi":6},{"strike":41.0,"call_gex":1695.52,"put_gex":0.0,"net_gex":1695.52,"call_oi":17,"put_oi":0},{"strike":42.0,"call_gex":324573.76,"put_gex":-545.52,"net_gex":324028.24,"call_oi":4042,"put_oi":11},{"strike":43.0,"call_gex":293.38,"put_gex":0.0,"net_gex":293.38,"call_oi":4,"put_oi":0},{"strike":44.0,"call_gex":2522.66,"put_gex":0.0,"net_gex":2522.66,"call_oi":40,"put_oi":0},{"strike":45.0,"call_gex":3350.14,"put_gex":-110.77,"net_gex":3239.37,"call_oi":59,"put_oi":2},{"strike":46.0,"call_gex":52677.67,"put_gex":-154.12,"net_gex":52523.54,"call_oi":985,"put_oi":3},{"strike":47.0,"call_gex":616.38,"put_gex":0.0,"net_gex":616.38,"call_oi":13,"put_oi":0},{"strike":48.0,"call_gex":3666.2,"put_gex":0.0,"net_gex":3666.2,"call_oi":83,"put_oi":0},{"strike":49.0,"call_gex":1606.78,"put_gex":0.0,"net_gex":1606.78,"call_oi":40,"put_oi":0},{"strike":50.0,"call_gex":117615.93,"put_gex":0.0,"net_gex":117615.93,"call_oi":3306,"put_oi":0},{"strike":55.0,"call_gex":178.33,"put_gex":0.0,"net_gex":178.33,"call_oi":6,"put_oi":0},{"strike":60.0,"call_gex":994.18,"put_gex":0.0,"net_gex":994.18,"call_oi":40,"put_oi":0},{"strike":65.0,"call_gex":399.73,"put_gex":0.0,"net_gex":399.73,"call_oi":22,"put_oi":0}],"pain_by_strike":[{"strike":12.5,"call_value":0,"put_value":436965.0,"total_value":436965.0},{"strike":15.0,"call_value":2.5,"put_value":377037.5,"total_value":377040.0},{"strike":17.5,"call_value":7.5,"put_value":317110.0,"total_value":317117.5},{"strike":19.0,"call_value":34.5,"put_value":281167.0,"total_value":281201.5},{"strike":20.0,"call_value":52.5,"put_value":257206.0,"total_value":257258.5},{"strike":22.5,"call_value":157.5,"put_value":197306.0,"total_value":197463.5},{"strike":23.0,"call_value":183.5,"put_value":185329.0,"total_value":185512.5},{"strike":24.0,"call_value":237.5,"put_value":161375.0,"total_value":161612.5},{"strike":25.0,"call_value":291.5,"put_value":137422.0,"total_value":137713.5},{"strike":26.0,"call_value":356.5,"put_value":113732.0,"total_value":114088.5},{"strike":27.0,"call_value":421.5,"put_value":90043.0,"total_value":90464.5},{"strike":28.0,"call_value":486.5,"put_value":66356.0,"total_value":66842.5},{"strike":29.0,"call_value":557.5,"put_value":42676.0,"total_value":43233.5},{"strike":30.0,"call_value":628.5,"put_value":24013.0,"total_value":24641.5},{"strike":31.0,"call_value":732.5,"put_value":15113.0,"total_value":15845.5},{"strike":32.0,"call_value":860.5,"put_value":6268.0,"total_value":7128.5},{"strike":33.0,"call_value":1027.5,"put_value":1725.0,"total_value":2752.5},{"strike":34.0,"call_value":1239.5,"put_value":506.0,"total_value":1745.5},{"strike":35.0,"call_value":2274.5,"put_value":343.0,"total_value":2617.5},{"strike":36.0,"call_value":19213.5,"put_value":239.0,"total_value":19452.5},{"strike":37.0,"call_value":36176.5,"put_value":145.0,"total_value":36321.5},{"strike":38.0,"call_value":53176.5,"put_value":105.0,"total_value":53281.5},{"strike":39.0,"call_value":70507.5,"put_value":72.0,"total_value":70579.5},{"strike":40.0,"call_value":87876.5,"put_value":50.0,"total_value":87926.5},{"strike":41.0,"call_value":105362.5,"put_value":34.0,"total_value":105396.5},{"strike":42.0,"call_value":122865.5,"put_value":18.0,"total_value":122883.5},{"strike":43.0,"call_value":144410.5,"put_value":13.0,"total_value":144423.5},{"strike":44.0,"call_value":165959.5,"put_value":8.0,"total_value":165967.5},{"strike":45.0,"call_value":187548.5,"put_value":3.0,"total_value":187551.5},{"strike":46.0,"call_value":209196.5,"put_value":0.0,"total_value":209196.5},{"strike":47.0,"call_value":231829.5,"put_value":0.0,"total_value":231829.5},{"strike":48.0,"call_value":254475.5,"put_value":0.0,"total_value":254475.5},{"strike":49.0,"call_value":277204.5,"put_value":0.0,"total_value":277204.5},{"strike":50.0,"call_value":299973.5,"put_value":0.0,"total_value":299973.5},{"strike":55.0,"call_value":430348.5,"put_value":0.0,"total_value":430348.5},{"strike":60.0,"call_value":560753.5,"put_value":0.0,"total_value":560753.5},{"strike":65.0,"call_value":691358.5,"put_value":0,"total_value":691358.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":151.2,"strike":29.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":90.4,"strike":27.94},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":72.5,"strike":27.38},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":90.9,"strike":34.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":41.8,"strike":34.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":42.3,"strike":34.67},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":40.8,"strike":36.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":41.8,"strike":36.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":36.8,"strike":36.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":41.5,"strike":37.33},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":39.9,"strike":37.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":35.1,"strike":37.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":42.4,"strike":39.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":43.2,"strike":39.33},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":39.2,"strike":39.67},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":41.8,"strike":41.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":40.2,"strike":41.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":34.3,"strike":41.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":140.2,"strike":44.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":75.2,"strike":50.9},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":58.9,"strike":49.91}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.485,"contract_count":9,"total_oi":187},{"expiration":"11/20/2026","dte":49,"iv":0.3922,"contract_count":12,"total_oi":9151},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":9,"total_oi":112},{"expiration":"02/19/2027","dte":140,"iv":0.9882,"contract_count":8,"total_oi":6259},{"expiration":"05/21/2027","dte":231,"iv":0.8913,"contract_count":3,"total_oi":3},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":3,"total_oi":7}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.15,"expected_move_2std":16.31,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":15.09,"expected_move_2std":30.18,"contract_count":6},{"expiration":"12/18/2026","dte":77,"expected_move_1std":16.44,"expected_move_2std":32.89,"contract_count":3},{"expiration":"02/19/2027","dte":140,"expected_move_1std":27.84,"expected_move_2std":55.68,"contract_count":4},{"expiration":"05/21/2027","dte":231,"expected_move_1std":35.64,"expected_move_2std":71.29,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1877,"put_oi":9542,"total_oi":11419,"pc_ratio":5.084,"pc_ratio_volume":1.303,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":10563,"put_oi":10018,"total_oi":20581,"pc_ratio":0.948,"pc_ratio_volume":0.861,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":7365,"put_oi":4330,"total_oi":11695,"pc_ratio":0.588,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":6305,"put_oi":75,"total_oi":6380,"pc_ratio":0.012,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":10,"put_oi":1,"total_oi":11,"pc_ratio":0.1,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":10,"put_oi":5,"total_oi":15,"pc_ratio":0.5,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":13,"put_oi":0,"total_oi":13,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":1534.0,"put_delta_oi":-74.0,"dealer_delta":-1460.0,"call_oi":16,"put_oi":9},{"strike":19.0,"call_delta_oi":0,"put_delta_oi":-9.0,"dealer_delta":9.0,"call_oi":0,"put_oi":1},{"strike":20.0,"call_delta_oi":1223.0,"put_delta_oi":-10.0,"dealer_delta":-1213.0,"call_oi":13,"put_oi":1},{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-65.0,"dealer_delta":65.0,"call_oi":0,"put_oi":6},{"strike":24.0,"call_delta_oi":0,"put_delta_oi":-12.0,"dealer_delta":12.0,"call_oi":0,"put_oi":1},{"strike":25.0,"call_delta_oi":496.0,"put_delta_oi":-1051.0,"dealer_delta":555.0,"call_oi":5,"put_oi":263},{"strike":26.0,"call_delta_oi":0,"put_delta_oi":-17.0,"dealer_delta":17.0,"call_oi":0,"put_oi":1},{"strike":27.0,"call_delta_oi":0,"put_delta_oi":-30.0,"dealer_delta":30.0,"call_oi":0,"put_oi":2},{"strike":28.0,"call_delta_oi":510.0,"put_delta_oi":-74.0,"dealer_delta":-435.0,"call_oi":6,"put_oi":7},{"strike":29.0,"call_delta_oi":0,"put_delta_oi":-52608.0,"dealer_delta":52608.0,"call_oi":0,"put_oi":5017},{"strike":30.0,"call_delta_oi":2873.0,"put_delta_oi":-101138.0,"dealer_delta":98266.0,"call_oi":29,"put_oi":9763},{"strike":31.0,"call_delta_oi":0,"put_delta_oi":-914.0,"dealer_delta":914.0,"call_oi":0,"put_oi":55},{"strike":32.0,"call_delta_oi":3667.0,"put_delta_oi":-79465.0,"dealer_delta":75798.0,"call_oi":39,"put_oi":4302},{"strike":33.0,"call_delta_oi":3091.0,"put_delta_oi":-17333.0,"dealer_delta":14242.0,"call_oi":32,"put_oi":3324},{"strike":34.0,"call_delta_oi":3872.0,"put_delta_oi":-23817.0,"dealer_delta":19944.0,"call_oi":47,"put_oi":1056},{"strike":35.0,"call_delta_oi":1096598.0,"put_delta_oi":-1735.0,"dealer_delta":-1094863.0,"call_oi":15008,"put_oi":59},{"strike":36.0,"call_delta_oi":1744.0,"put_delta_oi":-284.0,"dealer_delta":-1460.0,"call_oi":24,"put_oi":10},{"strike":37.0,"call_delta_oi":2313.0,"put_delta_oi":-2113.0,"dealer_delta":-200.0,"call_oi":37,"put_oi":54},{"strike":38.0,"call_delta_oi":17559.0,"put_delta_oi":-297.0,"dealer_delta":-17262.0,"call_oi":331,"put_oi":7},{"strike":39.0,"call_delta_oi":1835.0,"put_delta_oi":-565.0,"dealer_delta":-1270.0,"call_oi":38,"put_oi":11},{"strike":40.0,"call_delta_oi":4834.0,"put_delta_oi":-322.0,"dealer_delta":-4513.0,"call_oi":117,"put_oi":6},{"strike":41.0,"call_delta_oi":544.0,"put_delta_oi":0,"dealer_delta":-544.0,"call_oi":17,"put_oi":0},{"strike":42.0,"call_delta_oi":129545.0,"put_delta_oi":-608.0,"dealer_delta":-128937.0,"call_oi":4042,"put_oi":11},{"strike":43.0,"call_delta_oi":112.0,"put_delta_oi":0,"dealer_delta":-112.0,"call_oi":4,"put_oi":0},{"strike":44.0,"call_delta_oi":1007.0,"put_delta_oi":0,"dealer_delta":-1007.0,"call_oi":40,"put_oi":0},{"strike":45.0,"call_delta_oi":1162.0,"put_delta_oi":-145.0,"dealer_delta":-1018.0,"call_oi":59,"put_oi":2},{"strike":46.0,"call_delta_oi":16885.0,"put_delta_oi":-223.0,"dealer_delta":-16662.0,"call_oi":985,"put_oi":3},{"strike":47.0,"call_delta_oi":257.0,"put_delta_oi":0,"dealer_delta":-257.0,"call_oi":13,"put_oi":0},{"strike":48.0,"call_delta_oi":1439.0,"put_delta_oi":0,"dealer_delta":-1439.0,"call_oi":83,"put_oi":0},{"strike":49.0,"call_delta_oi":553.0,"put_delta_oi":0,"dealer_delta":-553.0,"call_oi":40,"put_oi":0},{"strike":50.0,"call_delta_oi":39517.0,"put_delta_oi":0,"dealer_delta":-39517.0,"call_oi":3306,"put_oi":0},{"strike":55.0,"call_delta_oi":123.0,"put_delta_oi":0,"dealer_delta":-123.0,"call_oi":6,"put_oi":0},{"strike":60.0,"call_delta_oi":844.0,"put_delta_oi":0,"dealer_delta":-844.0,"call_oi":40,"put_oi":0},{"strike":65.0,"call_delta_oi":312.0,"put_delta_oi":0,"dealer_delta":-312.0,"call_oi":22,"put_oi":0}],"net_dealer_delta":-1051542.0,"total_call_delta":1334449.0,"total_put_delta":-282907.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":37.93000030517578,"strikes":[{"strike":35.0,"moneyness":0.9228,"type":"call","iv":0.3979,"delta":0.6971,"oi":6196}]},{"expiration":"10/16/2026","underlying_price":37.93000030517578,"strikes":[{"strike":29.0,"moneyness":0.7646,"type":"put","iv":1.2587,"delta":-0.1047,"oi":5004},{"strike":30.0,"moneyness":0.7909,"type":"put","iv":0.7176,"delta":-0.0351,"oi":870},{"strike":32.0,"moneyness":0.8437,"type":"put","iv":1.6425,"delta":-0.2394,"oi":300},{"strike":33.0,"moneyness":0.87,"type":"put","iv":0.4698,"delta":-0.0514,"oi":3304},{"strike":38.0,"moneyness":1.0018,"type":"call","iv":0.4137,"delta":0.5139,"oi":134}]},{"expiration":"11/20/2026","underlying_price":37.93000030517578,"strikes":[{"strike":30.0,"moneyness":0.7909,"type":"put","iv":0.5917,"delta":-0.11,"oi":8851},{"strike":34.0,"moneyness":0.8964,"type":"put","iv":0.4679,"delta":-0.2229,"oi":1013},{"strike":35.0,"moneyness":0.9228,"type":"call","iv":0.3832,"delta":0.7543,"oi":8793},{"strike":38.0,"moneyness":1.0018,"type":"call","iv":0.3843,"delta":0.5385,"oi":168},{"strike":46.0,"moneyness":1.2128,"type":"call","iv":0.496,"delta":0.1707,"oi":979},{"strike":50.0,"moneyness":1.3182,"type":"call","iv":0.8644,"delta":0.2398,"oi":235}]},{"expiration":"12/18/2026","underlying_price":37.93000030517578,"strikes":[{"strike":25.0,"moneyness":0.6591,"type":"put","iv":0.5742,"delta":-0.0396,"oi":261},{"strike":32.0,"moneyness":0.8437,"type":"put","iv":0.4891,"delta":-0.1806,"oi":4000},{"strike":42.0,"moneyness":1.1073,"type":"call","iv":0.3705,"delta":0.3206,"oi":4013},{"strike":50.0,"moneyness":1.3182,"type":"call","iv":0.4419,"delta":0.1102,"oi":3068}]}],"greeks_heatmap":{"data":[{"strike":29.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1047,"call_gamma":0,"put_gamma":0.020139,"call_theta":0,"put_theta":-0.0624,"call_vega":0,"put_vega":0.013,"call_oi":0,"put_oi":5004},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0351,"call_gamma":0,"put_gamma":0.015075,"call_theta":0,"put_theta":-0.0151,"call_vega":0,"put_vega":0.0055,"call_oi":0,"put_oi":870},{"strike":32.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2394,"call_gamma":0,"put_gamma":0.026402,"call_theta":0,"put_theta":-0.1391,"call_vega":0,"put_vega":0.0222,"call_oi":0,"put_oi":300},{"strike":33.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0514,"call_gamma":0,"put_gamma":0.031334,"call_theta":0,"put_theta":-0.0134,"call_vega":0,"put_vega":0.0075,"call_oi":0,"put_oi":3304},{"strike":34.0,"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":776,"put_oi":0},{"strike":35.0,"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":896,"put_oi":0},{"strike":38.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5139,"put_delta":0,"call_gamma":0.134641,"put_gamma":0,"call_theta":-0.0475,"put_theta":0,"call_vega":0.0285,"put_vega":0,"call_oi":134,"put_oi":0},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.11,"call_gamma":0,"put_gamma":0.023107,"call_theta":0,"put_theta":-0.0154,"call_vega":0,"put_vega":0.0259,"call_oi":0,"put_oi":8851},{"strike":34.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2229,"call_gamma":0,"put_gamma":0.04635,"call_theta":0,"put_theta":-0.0189,"call_vega":0,"put_vega":0.041,"call_oi":0,"put_oi":1013},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7543,"put_delta":0,"call_gamma":0.059726,"put_gamma":0,"call_theta":-0.0202,"put_theta":0,"call_vega":0.0433,"put_vega":0,"call_oi":8793,"put_oi":0},{"strike":37.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3939,"call_gamma":0,"put_gamma":0.062912,"call_theta":0,"put_theta":-0.0226,"call_vega":0,"put_vega":0.0529,"call_oi":0,"put_oi":51},{"strike":38.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5385,"put_delta":0,"call_gamma":0.075114,"put_gamma":0,"call_theta":-0.024,"put_theta":0,"call_vega":0.0546,"put_vega":0,"call_oi":168,"put_oi":0},{"strike":46.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1707,"put_delta":0,"call_gamma":0.037188,"put_gamma":0,"call_theta":-0.0187,"put_theta":0,"call_vega":0.0349,"put_vega":0,"call_oi":979,"put_oi":0},{"strike":48.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1547,"put_delta":0,"call_gamma":0.030547,"put_gamma":0,"call_theta":-0.0199,"put_theta":0,"call_vega":0.0327,"put_vega":0,"call_oi":65,"put_oi":0},{"strike":32.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1806,"call_gamma":0,"put_gamma":0.031064,"call_theta":0,"put_theta":-0.0137,"call_vega":0,"put_vega":0.0455,"call_oi":0,"put_oi":4000},{"strike":42.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3206,"put_delta":0,"call_gamma":0.055806,"put_gamma":0,"call_theta":-0.0164,"put_theta":0,"call_vega":0.0619,"put_vega":0,"call_oi":4013,"put_oi":0}],"strikes":[29.0,30.0,32.0,33.0,34.0,35.0,37.0,38.0,42.0,46.0,48.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":122.89,"put_25d_iv":164.25,"call_25d_iv":41.37,"put_25d_strike":32.0,"call_25d_strike":38.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-39.64,"put_25d_iv":46.79,"call_25d_iv":86.44,"put_25d_strike":34.0,"call_25d_strike":50.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":11.86,"put_25d_iv":48.91,"call_25d_iv":37.05,"put_25d_strike":32.0,"call_25d_strike":42.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":0,"put_vanna":9.0,"net_vanna":9.0,"call_oi":0,"put_oi":261},{"strike":29.0,"call_vanna":0,"put_vanna":135.0,"net_vanna":135.0,"call_oi":0,"put_oi":5004},{"strike":30.0,"call_vanna":0,"put_vanna":483.0,"net_vanna":483.0,"call_oi":0,"put_oi":9721},{"strike":32.0,"call_vanna":0,"put_vanna":316.0,"net_vanna":316.0,"call_oi":0,"put_oi":4300},{"strike":33.0,"call_vanna":0,"put_vanna":59.0,"net_vanna":59.0,"call_oi":0,"put_oi":3304},{"strike":34.0,"call_vanna":0,"put_vanna":61.0,"net_vanna":61.0,"call_oi":0,"put_oi":1013},{"strike":35.0,"call_vanna":-1037.0,"put_vanna":0,"net_vanna":-1037.0,"call_oi":14989,"put_oi":0},{"strike":37.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":51},{"strike":38.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":302,"put_oi":0},{"strike":42.0,"call_vanna":235.0,"put_vanna":0,"net_vanna":235.0,"call_oi":4013,"put_oi":0},{"strike":46.0,"call_vanna":59.0,"put_vanna":0,"net_vanna":59.0,"call_oi":979,"put_oi":0},{"strike":48.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":65,"put_oi":0},{"strike":50.0,"call_vanna":219.0,"put_vanna":0,"net_vanna":219.0,"call_oi":3303,"put_oi":0}],"net_vanna":543.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":29.0,"call_charm":0,"put_charm":85169.0,"net_charm":85169.0,"call_oi":0,"put_oi":5004},{"strike":30.0,"call_charm":0,"put_charm":12376.0,"net_charm":12376.0,"call_oi":0,"put_oi":9721},{"strike":32.0,"call_charm":0,"put_charm":26043.0,"net_charm":26043.0,"call_oi":0,"put_oi":300},{"strike":33.0,"call_charm":0,"put_charm":5928.0,"net_charm":5928.0,"call_oi":0,"put_oi":3304},{"strike":34.0,"call_charm":0,"put_charm":3181.0,"net_charm":3181.0,"call_oi":0,"put_oi":1013},{"strike":35.0,"call_charm":-99593.0,"put_charm":0,"net_charm":-99593.0,"call_oi":8793,"put_oi":0},{"strike":37.0,"call_charm":0,"put_charm":337.0,"net_charm":337.0,"call_oi":0,"put_oi":51},{"strike":38.0,"call_charm":-10152.0,"put_charm":0,"net_charm":-10152.0,"call_oi":302,"put_oi":0},{"strike":46.0,"call_charm":-2330.0,"put_charm":0,"net_charm":-2330.0,"call_oi":979,"put_oi":0},{"strike":48.0,"call_charm":-149.0,"put_charm":0,"net_charm":-149.0,"call_oi":65,"put_oi":0},{"strike":50.0,"call_charm":-1653.0,"put_charm":0,"net_charm":-1653.0,"call_oi":235,"put_oi":0}],"net_charm":19159.0,"weekend_delta_shift":57476.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":9483.0,"put_delta":-81222.0,"net_delta":-71739.0,"call_oi":190,"put_oi":9542,"total_oi":9732,"total_volume":147,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":712686.0,"put_delta":-124098.0,"net_delta":588587.0,"call_oi":10545,"put_oi":10018,"total_oi":20563,"total_volume":67,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":173881.0,"put_delta":-75194.0,"net_delta":98687.0,"call_oi":7330,"put_oi":4330,"total_oi":11660,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":435966.0,"put_delta":-2203.0,"net_delta":433763.0,"call_oi":6301,"put_oi":75,"total_oi":6376,"total_volume":0,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":417.0,"put_delta":-40.0,"net_delta":378.0,"call_oi":10,"put_oi":1,"total_oi":11,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":793.0,"put_delta":-150.0,"net_delta":642.0,"call_oi":10,"put_oi":5,"total_oi":15,"total_volume":2,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":1223.0,"put_delta":0,"net_delta":1223.0,"call_oi":13,"put_oi":0,"total_oi":13,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":37.0,"straddle_price":4.35,"straddle_pct":11.47,"implied_move":11.47,"avg_iv":39.4}],"volume_profile":{"profile":[{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":9,"total_oi":25,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":20.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":24,"put_oi":1,"total_oi":25,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":6,"total_oi":16,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":263,"total_oi":274,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":7,"total_oi":13,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5017,"total_oi":5017,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":13,"total_volume":13,"call_oi":33,"put_oi":9763,"total_oi":9796,"bias":"bearish"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":55,"total_oi":79,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":4302,"total_oi":4341,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":18,"total_volume":18,"call_oi":45,"put_oi":3324,"total_oi":3369,"bias":"bearish"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":823,"put_oi":1056,"total_oi":1879,"bias":"neutral"},{"strike":35.0,"call_volume":5,"put_volume":7,"total_volume":12,"call_oi":15904,"put_oi":59,"total_oi":15963,"bias":"neutral"},{"strike":36.0,"call_volume":2,"put_volume":6,"total_volume":8,"call_oi":24,"put_oi":10,"total_oi":34,"bias":"bearish"},{"strike":37.0,"call_volume":3,"put_volume":55,"total_volume":58,"call_oi":37,"put_oi":54,"total_oi":91,"bias":"bearish"},{"strike":38.0,"call_volume":66,"put_volume":18,"total_volume":84,"call_oi":331,"put_oi":7,"total_oi":338,"bias":"bullish"},{"strike":39.0,"call_volume":22,"put_volume":0,"total_volume":22,"call_oi":38,"put_oi":11,"total_oi":49,"bias":"bullish"},{"strike":40.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":117,"put_oi":6,"total_oi":123,"bias":"bullish"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4042,"put_oi":11,"total_oi":4053,"bias":"neutral"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":59,"put_oi":2,"total_oi":61,"bias":"neutral"},{"strike":46.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":985,"put_oi":3,"total_oi":988,"bias":"bullish"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":83,"put_oi":0,"total_oi":83,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3306,"put_oi":0,"total_oi":3306,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"}],"underlying_price":37.93000030517578,"peak_call_strike":38.0,"peak_put_strike":37.0,"total_call_volume":106,"total_put_volume":117,"volume_pc_ratio":1.104},"iv_contours":{"x":[0.77,0.79,0.82,0.84,0.87,0.9,0.92,0.95,0.97,1.0,1.03,1.05,1.11,1.16,1.19,1.21,1.26,1.29],"y":[14,49,77,140],"z":[[125.87,71.76,null,164.25,46.98,135.42,null,40.02,44.2,41.37,null,42.92,null,140.25,null,null,null,null],[null,59.17,71.19,30.49,34.92,41.32,42.23,37.68,39.37,38.43,44.25,42.02,40.54,41.87,37.37,49.6,56.63,null],[77.95,21.0,null,48.91,null,null,37.97,null,null,33.68,null,39.72,37.05,35.34,38.1,null,null,44.63],[null,53.67,null,null,null,null,44.12,null,null,43.54,null,52.6,49.01,null,null,null,42.57,null]],"levels":[21.0,35.3,49.6,64.0,78.3,92.6,106.9,121.3,135.6,149.9,164.2],"min_iv":21.0,"max_iv":164.2},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":38.0,"atm_iv":38.43,"otm_strike":40.0,"otm_iv":42.02,"itm_strike":36.0,"itm_iv":37.68,"iv_butterfly":2.83,"price_butterfly":0.45,"convexity":"high_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":38.0,"atm_iv":33.68,"otm_strike":40.0,"otm_iv":39.72,"itm_strike":35.0,"itm_iv":37.97,"iv_butterfly":10.33,"price_butterfly":1.57,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":70.64},{"date":"2026-09-15","iv":81.89},{"date":"2026-09-16","iv":95.7},{"date":"2026-09-17","iv":86.48},{"date":"2026-09-18","iv":80.1},{"date":"2026-09-21","iv":72.8},{"date":"2026-09-22","iv":67.2},{"date":"2026-09-23","iv":76.8},{"date":"2026-09-24","iv":62.7},{"date":"2026-09-25","iv":56.9},{"date":"2026-09-28","iv":62.9},{"date":"2026-09-29","iv":57.9},{"date":"2026-09-30","iv":63.7},{"date":"2026-10-01","iv":60.1},{"date":"2026-10-02","iv":55.8}]}}