{"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":"EXTR","summary":{"name":"EXTR","price":23.12,"total_oi":4090,"call_oi":3350,"put_oi":740,"pc_ratio":0.221,"net_gex":88322.84,"avg_iv":67.4,"iv_rank":0.0,"iv_52w_high":113.68,"iv_52w_low":67.4,"gamma_flip":15.07,"max_pain":16.0},"features":{"symbol":"EXTR","price":23.12,"total_oi":4090,"analysis_coverage":1.0,"avg_iv_pct":67.4,"iv_rank":0.0,"iv_52w_high_pct":113.68,"iv_52w_low_pct":67.4,"front_dte":14,"front_atm_iv_pct":39.7248,"back_atm_iv_pct":55.4863,"term_premium_pp":-15.7615,"expected_move_front_pct":7.78,"straddle_front_pct":6.92,"straddle_30d_pct":6.92,"risk_reversal_front_pp":-1.92,"risk_reversal_30d_pp":-1.92,"butterfly_front_pp":-8.13,"butterfly_30d_pp":-8.13,"put_call_oi_ratio":0.221,"put_call_oi_front_ratio":0.165,"put_call_volume_front_ratio":0.52,"option_volume":106,"volume_oi_ratio":0.025917,"net_delta_normalized":0.332394,"dealer_delta_normalized":-0.322804,"gex_per_100k_oi":2159482.640587,"vanna_per_100k_oi":1198.04401,"charm_per_100k_oi":-716748.166259,"weekend_delta_shift_per_100k_oi":-2150268.948655,"iv_surface_range_pp":97.8,"gamma_flip_distance_pct":-34.818339,"max_pain_distance_pct":-30.795848,"peak_call_distance_pct":-13.49481,"peak_put_distance_pct":8.131488},"analyses":{"gamma_walls":[{"strike":10.0,"call_gex":0.0,"put_gex":-7.66,"net_gex":-7.66,"call_oi":0,"put_oi":2},{"strike":11.0,"call_gex":0.0,"put_gex":-46.18,"net_gex":-46.18,"call_oi":0,"put_oi":10},{"strike":12.0,"call_gex":0.0,"put_gex":-55.6,"net_gex":-55.6,"call_oi":0,"put_oi":10},{"strike":13.0,"call_gex":0.0,"put_gex":-12.99,"net_gex":-12.99,"call_oi":0,"put_oi":2},{"strike":14.0,"call_gex":4.47,"put_gex":0.0,"net_gex":4.47,"call_oi":1,"put_oi":0},{"strike":15.0,"call_gex":21.57,"put_gex":-319.13,"net_gex":-297.56,"call_oi":86,"put_oi":33},{"strike":16.0,"call_gex":5959.82,"put_gex":-43.67,"net_gex":5916.15,"call_oi":610,"put_oi":4},{"strike":17.0,"call_gex":14.29,"put_gex":-1148.62,"net_gex":-1134.33,"call_oi":31,"put_oi":77},{"strike":18.0,"call_gex":336.93,"put_gex":-890.66,"net_gex":-553.72,"call_oi":19,"put_oi":48},{"strike":19.0,"call_gex":483.51,"put_gex":-1403.93,"net_gex":-920.42,"call_oi":21,"put_oi":57},{"strike":20.0,"call_gex":4393.38,"put_gex":-3751.59,"net_gex":641.79,"call_oi":176,"put_oi":137},{"strike":21.0,"call_gex":1549.51,"put_gex":-1934.28,"net_gex":-384.77,"call_oi":46,"put_oi":41},{"strike":22.0,"call_gex":9327.87,"put_gex":-5516.77,"net_gex":3811.1,"call_oi":170,"put_oi":75},{"strike":23.0,"call_gex":14958.34,"put_gex":-6919.16,"net_gex":8039.19,"call_oi":169,"put_oi":140},{"strike":24.0,"call_gex":15002.92,"put_gex":-1191.77,"net_gex":13811.15,"call_oi":208,"put_oi":23},{"strike":25.0,"call_gex":30935.18,"put_gex":-1370.97,"net_gex":29564.21,"call_oi":541,"put_oi":31},{"strike":26.0,"call_gex":9699.24,"put_gex":-557.99,"net_gex":9141.25,"call_oi":276,"put_oi":15},{"strike":27.0,"call_gex":3401.84,"put_gex":-392.19,"net_gex":3009.65,"call_oi":102,"put_oi":16},{"strike":28.0,"call_gex":1053.61,"put_gex":-238.36,"net_gex":815.26,"call_oi":34,"put_oi":8},{"strike":29.0,"call_gex":1915.69,"put_gex":-26.46,"net_gex":1889.23,"call_oi":69,"put_oi":1},{"strike":30.0,"call_gex":7159.15,"put_gex":-89.66,"net_gex":7069.49,"call_oi":289,"put_oi":4},{"strike":31.0,"call_gex":287.59,"put_gex":-66.57,"net_gex":221.02,"call_oi":13,"put_oi":3},{"strike":32.0,"call_gex":1808.35,"put_gex":0.0,"net_gex":1808.35,"call_oi":90,"put_oi":0},{"strike":33.0,"call_gex":633.36,"put_gex":-37.25,"net_gex":596.11,"call_oi":34,"put_oi":2},{"strike":34.0,"call_gex":50.46,"put_gex":-17.61,"net_gex":32.85,"call_oi":3,"put_oi":1},{"strike":35.0,"call_gex":3581.2,"put_gex":0.0,"net_gex":3581.2,"call_oi":227,"put_oi":0},{"strike":36.0,"call_gex":1019.24,"put_gex":0.0,"net_gex":1019.24,"call_oi":69,"put_oi":0},{"strike":38.0,"call_gex":62.05,"put_gex":0.0,"net_gex":62.05,"call_oi":5,"put_oi":0},{"strike":39.0,"call_gex":82.77,"put_gex":0.0,"net_gex":82.77,"call_oi":6,"put_oi":0},{"strike":40.0,"call_gex":71.1,"put_gex":0.0,"net_gex":71.1,"call_oi":6,"put_oi":0},{"strike":41.0,"call_gex":11.1,"put_gex":0.0,"net_gex":11.1,"call_oi":1,"put_oi":0},{"strike":45.0,"call_gex":537.35,"put_gex":0.0,"net_gex":537.35,"call_oi":48,"put_oi":0}],"pain_by_strike":[{"strike":10.0,"call_value":0,"put_value":7877.0,"total_value":7877.0},{"strike":11.0,"call_value":0.0,"put_value":7139.0,"total_value":7139.0},{"strike":12.0,"call_value":0.0,"put_value":6411.0,"total_value":6411.0},{"strike":13.0,"call_value":0.0,"put_value":5693.0,"total_value":5693.0},{"strike":14.0,"call_value":0.0,"put_value":4977.0,"total_value":4977.0},{"strike":15.0,"call_value":1.0,"put_value":4261.0,"total_value":4262.0},{"strike":16.0,"call_value":88.0,"put_value":3578.0,"total_value":3666.0},{"strike":17.0,"call_value":785.0,"put_value":2899.0,"total_value":3684.0},{"strike":18.0,"call_value":1513.0,"put_value":2297.0,"total_value":3810.0},{"strike":19.0,"call_value":2260.0,"put_value":1743.0,"total_value":4003.0},{"strike":20.0,"call_value":3028.0,"put_value":1246.0,"total_value":4274.0},{"strike":21.0,"call_value":3972.0,"put_value":886.0,"total_value":4858.0},{"strike":22.0,"call_value":4962.0,"put_value":567.0,"total_value":5529.0},{"strike":23.0,"call_value":6122.0,"put_value":323.0,"total_value":6445.0},{"strike":24.0,"call_value":7451.0,"put_value":219.0,"total_value":7670.0},{"strike":25.0,"call_value":8988.0,"put_value":138.0,"total_value":9126.0},{"strike":26.0,"call_value":11066.0,"put_value":88.0,"total_value":11154.0},{"strike":27.0,"call_value":13420.0,"put_value":53.0,"total_value":13473.0},{"strike":28.0,"call_value":15876.0,"put_value":34.0,"total_value":15910.0},{"strike":29.0,"call_value":18366.0,"put_value":23.0,"total_value":18389.0},{"strike":30.0,"call_value":20925.0,"put_value":13.0,"total_value":20938.0},{"strike":31.0,"call_value":23773.0,"put_value":7.0,"total_value":23780.0},{"strike":32.0,"call_value":26634.0,"put_value":4.0,"total_value":26638.0},{"strike":33.0,"call_value":29585.0,"put_value":1.0,"total_value":29586.0},{"strike":34.0,"call_value":32570.0,"put_value":0.0,"total_value":32570.0},{"strike":35.0,"call_value":35558.0,"put_value":0.0,"total_value":35558.0},{"strike":36.0,"call_value":38773.0,"put_value":0.0,"total_value":38773.0},{"strike":38.0,"call_value":45341.0,"put_value":0.0,"total_value":45341.0},{"strike":39.0,"call_value":48630.0,"put_value":0.0,"total_value":48630.0},{"strike":40.0,"call_value":51925.0,"put_value":0.0,"total_value":51925.0},{"strike":41.0,"call_value":55226.0,"put_value":0.0,"total_value":55226.0},{"strike":45.0,"call_value":68434.0,"put_value":0,"total_value":68434.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":115.9,"strike":18.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":81.2,"strike":17.88},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":79.0,"strike":15.86},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":47.1,"strike":21.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":54.6,"strike":21.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":53.0,"strike":21.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":39.1,"strike":22.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":54.4,"strike":22.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":52.7,"strike":22.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":46.0,"strike":23.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":57.5,"strike":23.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":55.1,"strike":23.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":34.1,"strike":24.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":54.6,"strike":24.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":51.9,"strike":24.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":69.0,"strike":25.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":57.1,"strike":25.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":53.1,"strike":25.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":166.0,"strike":29.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":80.0,"strike":32.07},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":67.6,"strike":32.24}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":10,"total_oi":683},{"expiration":"11/20/2026","dte":49,"iv":0.8899,"contract_count":10,"total_oi":229},{"expiration":"12/18/2026","dte":77,"iv":0.7233,"contract_count":10,"total_oi":425},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":10,"total_oi":107}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.78,"expected_move_2std":15.56,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":20.33,"expected_move_2std":40.67,"contract_count":6},{"expiration":"12/18/2026","dte":77,"expected_move_1std":24.44,"expected_move_2std":48.88,"contract_count":6},{"expiration":"03/19/2027","dte":168,"expected_move_1std":36.97,"expected_move_2std":73.95,"contract_count":6}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":832,"put_oi":137,"total_oi":969,"pc_ratio":0.165,"pc_ratio_volume":0.52,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":366,"put_oi":246,"total_oi":612,"pc_ratio":0.672,"pc_ratio_volume":0.632,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1940,"put_oi":315,"total_oi":2255,"pc_ratio":0.162,"pc_ratio_volume":0.286,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":212,"put_oi":42,"total_oi":254,"pc_ratio":0.198,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-11.0,"dealer_delta":11.0,"call_oi":0,"put_oi":2},{"strike":11.0,"call_delta_oi":0,"put_delta_oi":-61.0,"dealer_delta":61.0,"call_oi":0,"put_oi":10},{"strike":12.0,"call_delta_oi":0,"put_delta_oi":-68.0,"dealer_delta":68.0,"call_oi":0,"put_oi":10},{"strike":13.0,"call_delta_oi":0,"put_delta_oi":-13.0,"dealer_delta":13.0,"call_oi":0,"put_oi":2},{"strike":14.0,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":1,"put_oi":0},{"strike":15.0,"call_delta_oi":389.0,"put_delta_oi":-281.0,"dealer_delta":-108.0,"call_oi":4,"put_oi":33},{"strike":16.0,"call_delta_oi":57841.0,"put_delta_oi":-62.0,"dealer_delta":-57779.0,"call_oi":610,"put_oi":4},{"strike":17.0,"call_delta_oi":87.0,"put_delta_oi":-925.0,"dealer_delta":838.0,"call_oi":1,"put_oi":77},{"strike":18.0,"call_delta_oi":1603.0,"put_delta_oi":-679.0,"dealer_delta":-924.0,"call_oi":19,"put_oi":48},{"strike":19.0,"call_delta_oi":1778.0,"put_delta_oi":-833.0,"dealer_delta":-945.0,"call_oi":21,"put_oi":57},{"strike":20.0,"call_delta_oi":12935.0,"put_delta_oi":-3192.0,"dealer_delta":-9743.0,"call_oi":170,"put_oi":137},{"strike":21.0,"call_delta_oi":3405.0,"put_delta_oi":-757.0,"dealer_delta":-2648.0,"call_oi":46,"put_oi":41},{"strike":22.0,"call_delta_oi":11807.0,"put_delta_oi":-2178.0,"dealer_delta":-9629.0,"call_oi":170,"put_oi":75},{"strike":23.0,"call_delta_oi":9384.0,"put_delta_oi":-6137.0,"dealer_delta":-3247.0,"call_oi":169,"put_oi":140},{"strike":24.0,"call_delta_oi":8789.0,"put_delta_oi":-1229.0,"dealer_delta":-7560.0,"call_oi":208,"put_oi":23},{"strike":25.0,"call_delta_oi":17238.0,"put_delta_oi":-1885.0,"dealer_delta":-15354.0,"call_oi":541,"put_oi":31},{"strike":26.0,"call_delta_oi":10133.0,"put_delta_oi":-1002.0,"dealer_delta":-9131.0,"call_oi":276,"put_oi":15},{"strike":27.0,"call_delta_oi":3222.0,"put_delta_oi":-925.0,"dealer_delta":-2297.0,"call_oi":102,"put_oi":16},{"strike":28.0,"call_delta_oi":905.0,"put_delta_oi":-571.0,"dealer_delta":-334.0,"call_oi":34,"put_oi":8},{"strike":29.0,"call_delta_oi":1283.0,"put_delta_oi":-73.0,"dealer_delta":-1210.0,"call_oi":69,"put_oi":1},{"strike":30.0,"call_delta_oi":4981.0,"put_delta_oi":-279.0,"dealer_delta":-4702.0,"call_oi":289,"put_oi":4},{"strike":31.0,"call_delta_oi":210.0,"put_delta_oi":-238.0,"dealer_delta":28.0,"call_oi":13,"put_oi":3},{"strike":32.0,"call_delta_oi":1490.0,"put_delta_oi":0,"dealer_delta":-1490.0,"call_oi":90,"put_oi":0},{"strike":33.0,"call_delta_oi":637.0,"put_delta_oi":-165.0,"dealer_delta":-472.0,"call_oi":34,"put_oi":2},{"strike":34.0,"call_delta_oi":43.0,"put_delta_oi":-79.0,"dealer_delta":36.0,"call_oi":3,"put_oi":1},{"strike":35.0,"call_delta_oi":3190.0,"put_delta_oi":0,"dealer_delta":-3190.0,"call_oi":227,"put_oi":0},{"strike":36.0,"call_delta_oi":942.0,"put_delta_oi":0,"dealer_delta":-942.0,"call_oi":69,"put_oi":0},{"strike":38.0,"call_delta_oi":55.0,"put_delta_oi":0,"dealer_delta":-55.0,"call_oi":5,"put_oi":0},{"strike":39.0,"call_delta_oi":116.0,"put_delta_oi":0,"dealer_delta":-116.0,"call_oi":6,"put_oi":0},{"strike":40.0,"call_delta_oi":74.0,"put_delta_oi":0,"dealer_delta":-74.0,"call_oi":6,"put_oi":0},{"strike":41.0,"call_delta_oi":11.0,"put_delta_oi":0,"dealer_delta":-11.0,"call_oi":1,"put_oi":0},{"strike":45.0,"call_delta_oi":1025.0,"put_delta_oi":0,"dealer_delta":-1025.0,"call_oi":48,"put_oi":0}],"net_dealer_delta":-132027.0,"total_call_delta":153670.0,"total_put_delta":-21643.0,"bias":"bearish"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":23.1200008392334,"strikes":[{"strike":23.0,"moneyness":0.9948,"type":"call","iv":0.444,"delta":0.5486,"oi":120},{"strike":24.0,"moneyness":1.0381,"type":"call","iv":0.4218,"delta":0.3407,"oi":101},{"strike":25.0,"moneyness":1.0813,"type":"call","iv":0.5066,"delta":0.2254,"oi":295},{"strike":26.0,"moneyness":1.1246,"type":"call","iv":1.3691,"delta":0.3747,"oi":218}]},{"expiration":"11/20/2026","underlying_price":23.1200008392334,"strikes":[{"strike":23.0,"moneyness":0.9948,"type":"put","iv":0.5862,"delta":-0.4376,"oi":114}]},{"expiration":"12/18/2026","underlying_price":23.1200008392334,"strikes":[{"strike":16.0,"moneyness":0.692,"type":"call","iv":0.5497,"delta":0.9483,"oi":608},{"strike":20.0,"moneyness":0.8651,"type":"call","iv":0.5407,"delta":0.7724,"oi":122},{"strike":20.0,"moneyness":0.8651,"type":"put","iv":0.5859,"delta":-0.2392,"oi":113},{"strike":25.0,"moneyness":1.0813,"type":"call","iv":0.5013,"delta":0.4252,"oi":220},{"strike":30.0,"moneyness":1.2976,"type":"call","iv":0.5166,"delta":0.1711,"oi":227},{"strike":35.0,"moneyness":1.5138,"type":"call","iv":0.7174,"delta":0.141,"oi":219}]}],"greeks_heatmap":{"data":[{"strike":22.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2735,"call_gamma":0,"put_gamma":0.156468,"call_theta":0,"put_theta":-0.0264,"call_vega":0,"put_vega":0.0145,"call_oi":0,"put_oi":60},{"strike":23.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5486,"put_delta":0,"call_gamma":0.204379,"put_gamma":0,"call_theta":-0.0309,"put_theta":0,"call_vega":0.0173,"put_vega":0,"call_oi":120,"put_oi":0},{"strike":24.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3407,"put_delta":0,"call_gamma":0.199262,"put_gamma":0,"call_theta":-0.0268,"put_theta":0,"call_vega":0.016,"put_vega":0,"call_oi":101,"put_oi":0},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2254,"put_delta":0,"call_gamma":0.135819,"put_gamma":0,"call_theta":-0.0261,"put_theta":0,"call_vega":0.0131,"put_vega":0,"call_oi":295,"put_oi":0},{"strike":26.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3747,"put_delta":0,"call_gamma":0.063464,"put_gamma":0,"call_theta":-0.088,"put_theta":0,"call_vega":0.0165,"put_vega":0,"call_oi":218,"put_oi":0},{"strike":23.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.4376,"call_gamma":0,"put_gamma":0.080174,"call_theta":0,"put_theta":-0.0188,"call_vega":0,"put_vega":0.033,"call_oi":0,"put_oi":114},{"strike":29.0,"dte":49,"expiration":"11/20/2026","call_delta":0.17,"put_delta":0,"call_gamma":0.052425,"put_gamma":0,"call_theta":-0.0131,"put_theta":0,"call_vega":0.0212,"put_vega":0,"call_oi":56,"put_oi":0},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1589,"put_delta":0,"call_gamma":0.045762,"put_gamma":0,"call_theta":-0.0137,"put_theta":0,"call_vega":0.0203,"put_vega":0,"call_oi":53,"put_oi":0},{"strike":17.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1185,"call_gamma":0,"put_gamma":0.02789,"call_theta":0,"put_theta":-0.0089,"call_vega":0,"put_vega":0.0209,"call_oi":0,"put_oi":55},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7724,"put_delta":-0.2392,"call_gamma":0.052921,"put_gamma":0.050197,"call_theta":-0.0129,"put_theta":-0.0119,"call_vega":0.0318,"put_vega":0.0327,"call_oi":122,"put_oi":113},{"strike":22.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6435,"put_delta":0,"call_gamma":0.069391,"put_gamma":0,"call_theta":-0.0146,"put_theta":0,"call_vega":0.0393,"put_vega":0,"call_oi":58,"put_oi":0},{"strike":24.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4951,"put_delta":0,"call_gamma":0.076074,"put_gamma":0,"call_theta":-0.0149,"put_theta":0,"call_vega":0.0421,"put_vega":0,"call_oi":58,"put_oi":0},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4252,"put_delta":0,"call_gamma":0.074099,"put_gamma":0,"call_theta":-0.0146,"put_theta":0,"call_vega":0.0413,"put_vega":0,"call_oi":220,"put_oi":0},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1711,"put_delta":0,"call_gamma":0.04663,"put_gamma":0,"call_theta":-0.0095,"put_theta":0,"call_vega":0.0268,"put_vega":0,"call_oi":227,"put_oi":0}],"strikes":[17.0,20.0,22.0,23.0,24.0,25.0,26.0,29.0,30.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-1.92,"put_25d_iv":48.74,"call_25d_iv":50.66,"put_25d_strike":22.0,"call_25d_strike":25.0,"skew":"neutral"},{"expiration":"11/20/2026","dte":49,"risk_reversal":1.04,"put_25d_iv":58.62,"call_25d_iv":57.58,"put_25d_strike":23.0,"call_25d_strike":29.0,"skew":"neutral"},{"expiration":"12/18/2026","dte":77,"risk_reversal":6.93,"put_25d_iv":58.59,"call_25d_iv":51.66,"put_25d_strike":20.0,"call_25d_strike":30.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":16.0,"call_vanna":-26.0,"put_vanna":0,"net_vanna":-26.0,"call_oi":608,"put_oi":0},{"strike":17.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":55},{"strike":20.0,"call_vanna":-9.0,"put_vanna":8.0,"net_vanna":-1.0,"call_oi":122,"put_oi":113},{"strike":22.0,"call_vanna":-3.0,"put_vanna":2.0,"net_vanna":-1.0,"call_oi":58,"put_oi":60},{"strike":23.0,"call_vanna":-1.0,"put_vanna":2.0,"net_vanna":1.0,"call_oi":120,"put_oi":114},{"strike":24.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":159,"put_oi":0},{"strike":25.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":515,"put_oi":0},{"strike":26.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":218,"put_oi":0},{"strike":29.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":56,"put_oi":0},{"strike":30.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":280,"put_oi":0},{"strike":32.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":77,"put_oi":0},{"strike":35.0,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":219,"put_oi":0},{"strike":36.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":69,"put_oi":0}],"net_vanna":49.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":22.0,"call_charm":0,"put_charm":1131.0,"net_charm":1131.0,"call_oi":0,"put_oi":60},{"strike":23.0,"call_charm":-5301.0,"put_charm":698.0,"net_charm":-4603.0,"call_oi":120,"put_oi":114},{"strike":24.0,"call_charm":-2407.0,"put_charm":0,"net_charm":-2407.0,"call_oi":101,"put_oi":0},{"strike":25.0,"call_charm":-4524.0,"put_charm":0,"net_charm":-4524.0,"call_oi":295,"put_oi":0},{"strike":26.0,"call_charm":-18733.0,"put_charm":0,"net_charm":-18733.0,"call_oi":218,"put_oi":0},{"strike":29.0,"call_charm":-93.0,"put_charm":0,"net_charm":-93.0,"call_oi":56,"put_oi":0},{"strike":30.0,"call_charm":-86.0,"put_charm":0,"net_charm":-86.0,"call_oi":53,"put_oi":0}],"net_charm":-29315.0,"weekend_delta_shift":-87946.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":29672.0,"put_delta":-3922.0,"net_delta":25750.0,"call_oi":798,"put_oi":137,"total_oi":935,"total_volume":36,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":11206.0,"put_delta":-8429.0,"net_delta":2777.0,"call_oi":356,"put_oi":246,"total_oi":602,"total_volume":31,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":100581.0,"put_delta":-7746.0,"net_delta":92836.0,"call_oi":1866,"put_oi":315,"total_oi":2181,"total_volume":9,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":12211.0,"put_delta":-1546.0,"net_delta":10664.0,"call_oi":212,"put_oi":42,"total_oi":254,"total_volume":27,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":23.0,"straddle_price":1.6,"straddle_pct":6.92,"implied_move":6.92,"avg_iv":46.0},{"expiration":"11/20/2026","dte":49,"strike":23.0,"straddle_price":3.83,"straddle_pct":16.54,"implied_move":16.54,"avg_iv":57.5}],"volume_profile":{"profile":[{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":14.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"bullish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":86,"put_oi":33,"total_oi":119,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":610,"put_oi":4,"total_oi":614,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":77,"total_oi":108,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":48,"total_oi":67,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":57,"total_oi":78,"bias":"neutral"},{"strike":20.0,"call_volume":27,"put_volume":2,"total_volume":29,"call_oi":176,"put_oi":137,"total_oi":313,"bias":"bullish"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":41,"total_oi":87,"bias":"neutral"},{"strike":22.0,"call_volume":20,"put_volume":4,"total_volume":24,"call_oi":170,"put_oi":75,"total_oi":245,"bias":"bullish"},{"strike":23.0,"call_volume":22,"put_volume":5,"total_volume":27,"call_oi":169,"put_oi":140,"total_oi":309,"bias":"bullish"},{"strike":24.0,"call_volume":1,"put_volume":4,"total_volume":5,"call_oi":208,"put_oi":23,"total_oi":231,"bias":"bearish"},{"strike":25.0,"call_volume":0,"put_volume":8,"total_volume":8,"call_oi":541,"put_oi":31,"total_oi":572,"bias":"bearish"},{"strike":26.0,"call_volume":1,"put_volume":4,"total_volume":5,"call_oi":276,"put_oi":15,"total_oi":291,"bias":"bearish"},{"strike":27.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":102,"put_oi":16,"total_oi":118,"bias":"bullish"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":34,"put_oi":8,"total_oi":42,"bias":"neutral"},{"strike":29.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":69,"put_oi":1,"total_oi":70,"bias":"bullish"},{"strike":30.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":289,"put_oi":4,"total_oi":293,"bias":"bullish"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":3,"total_oi":16,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":90,"put_oi":0,"total_oi":90,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":34,"put_oi":2,"total_oi":36,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":1,"total_oi":4,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":227,"put_oi":0,"total_oi":227,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":69,"put_oi":0,"total_oi":69,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":48,"put_oi":0,"total_oi":48,"bias":"neutral"}],"underlying_price":23.1200008392334,"peak_call_strike":20.0,"peak_put_strike":25.0,"total_call_volume":79,"total_put_volume":27,"volume_pc_ratio":0.342},"iv_contours":{"x":[0.73,0.78,0.82,0.86,0.91,0.95,0.99,1.04,1.08,1.12,1.17,1.21,1.25,1.3],"y":[14,49,77,168],"z":[[null,null,null,88.49,51.36,39.12,45.99,42.18,50.66,136.91,null,null,null,null],[84.16,null,57.0,null,null,50.93,57.52,54.55,null,57.5,56.82,null,57.58,63.13],[67.39,59.6,51.39,56.33,47.06,50.93,55.42,49.7,50.92,null,50.23,53.93,null,51.66],[null,null,null,58.8,56.08,51.12,null,48.74,56.46,null,59.49,null,null,null]],"levels":[39.1,48.9,58.7,68.5,78.2,88.0,97.8,107.6,117.4,127.1,136.9],"min_iv":39.1,"max_iv":136.9},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":23.0,"atm_iv":56.41,"otm_strike":24.0,"otm_iv":53.75,"itm_strike":22.0,"itm_iv":50.93,"iv_butterfly":-8.13,"price_butterfly":-0.18,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":23.0,"atm_iv":55.42,"otm_strike":24.0,"otm_iv":49.7,"itm_strike":22.0,"itm_iv":50.93,"iv_butterfly":-10.21,"price_butterfly":-0.35,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":24.0,"atm_iv":48.74,"otm_strike":24.0,"otm_iv":48.74,"itm_strike":22.0,"itm_iv":51.12,"iv_butterfly":2.38,"price_butterfly":1.05,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":113.29},{"date":"2026-09-15","iv":111.95},{"date":"2026-09-16","iv":113.68},{"date":"2026-09-17","iv":79.06},{"date":"2026-09-18","iv":69.07},{"date":"2026-09-21","iv":69.47},{"date":"2026-09-22","iv":68.3},{"date":"2026-09-23","iv":75.0},{"date":"2026-09-24","iv":74.8},{"date":"2026-09-25","iv":67.7},{"date":"2026-09-28","iv":75.2},{"date":"2026-09-29","iv":72.7},{"date":"2026-09-30","iv":69.0},{"date":"2026-10-01","iv":72.0},{"date":"2026-10-02","iv":67.4}]}}