{"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":"FAZ","summary":{"name":"FAZ","price":39.42,"total_oi":16233,"call_oi":10359,"put_oi":5874,"pc_ratio":0.567,"net_gex":46719.25,"avg_iv":64.6,"iv_rank":17.6,"iv_52w_high":92.22,"iv_52w_low":58.7,"gamma_flip":27.59,"max_pain":40.0},"features":{"symbol":"FAZ","price":39.42,"total_oi":16233,"analysis_coverage":1.0,"avg_iv_pct":64.6,"iv_rank":17.6,"iv_52w_high_pct":92.22,"iv_52w_low_pct":58.7,"front_dte":14,"front_atm_iv_pct":52.1325,"back_atm_iv_pct":50.328,"term_premium_pp":1.8045,"expected_move_front_pct":10.21,"straddle_front_pct":7.67,"straddle_30d_pct":7.67,"risk_reversal_front_pp":-1.2,"risk_reversal_30d_pp":-1.2,"butterfly_front_pp":1.15,"butterfly_30d_pp":1.15,"put_call_oi_ratio":0.567,"put_call_oi_front_ratio":0.576,"put_call_volume_front_ratio":0.116,"option_volume":1594,"volume_oi_ratio":0.098195,"net_delta_normalized":0.10536,"dealer_delta_normalized":-0.10499,"gex_per_100k_oi":287804.164357,"vanna_per_100k_oi":1731.041705,"charm_per_100k_oi":-34805.642826,"weekend_delta_shift_per_100k_oi":-104416.928479,"iv_surface_range_pp":43.6,"gamma_flip_distance_pct":-30.010147,"max_pain_distance_pct":1.471334,"peak_call_distance_pct":-23.896499,"peak_put_distance_pct":-1.065449},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":13.5,"put_gex":-38.69,"net_gex":-25.19,"call_oi":6,"put_oi":5},{"strike":24.0,"call_gex":0.0,"put_gex":-13.66,"net_gex":-13.66,"call_oi":0,"put_oi":1},{"strike":25.0,"call_gex":364.52,"put_gex":-5561.04,"net_gex":-5196.52,"call_oi":50,"put_oi":440},{"strike":26.0,"call_gex":0.0,"put_gex":-170.4,"net_gex":-170.4,"call_oi":0,"put_oi":10},{"strike":30.0,"call_gex":17996.83,"put_gex":-4412.88,"net_gex":13583.95,"call_oi":844,"put_oi":222},{"strike":32.0,"call_gex":322.86,"put_gex":-39.32,"net_gex":283.54,"call_oi":9,"put_oi":1},{"strike":33.0,"call_gex":83.86,"put_gex":-87.12,"net_gex":-3.26,"call_oi":2,"put_oi":3},{"strike":34.0,"call_gex":11807.12,"put_gex":-1354.9,"net_gex":10452.22,"call_oi":404,"put_oi":26},{"strike":35.0,"call_gex":25966.19,"put_gex":-29412.98,"net_gex":-3446.79,"call_oi":651,"put_oi":1010},{"strike":36.0,"call_gex":8369.3,"put_gex":-5566.11,"net_gex":2803.19,"call_oi":120,"put_oi":81},{"strike":37.0,"call_gex":20280.59,"put_gex":-6284.38,"net_gex":13996.2,"call_oi":433,"put_oi":110},{"strike":38.0,"call_gex":19773.68,"put_gex":-7042.9,"net_gex":12730.78,"call_oi":160,"put_oi":68},{"strike":39.0,"call_gex":8204.34,"put_gex":-8814.83,"net_gex":-610.49,"call_oi":73,"put_oi":121},{"strike":40.0,"call_gex":24046.49,"put_gex":-125016.53,"net_gex":-100970.04,"call_oi":232,"put_oi":998},{"strike":41.0,"call_gex":4390.21,"put_gex":-22988.86,"net_gex":-18598.65,"call_oi":36,"put_oi":436},{"strike":42.0,"call_gex":9069.63,"put_gex":-15554.5,"net_gex":-6484.88,"call_oi":83,"put_oi":289},{"strike":43.0,"call_gex":27481.21,"put_gex":-15676.62,"net_gex":11804.59,"call_oi":447,"put_oi":283},{"strike":44.0,"call_gex":7132.56,"put_gex":-2432.35,"net_gex":4700.2,"call_oi":103,"put_oi":41},{"strike":45.0,"call_gex":47634.18,"put_gex":-19714.77,"net_gex":27919.41,"call_oi":1120,"put_oi":417},{"strike":46.0,"call_gex":1363.43,"put_gex":-8453.18,"net_gex":-7089.75,"call_oi":27,"put_oi":179},{"strike":47.0,"call_gex":2219.06,"put_gex":-2178.96,"net_gex":40.1,"call_oi":50,"put_oi":102},{"strike":48.0,"call_gex":5099.38,"put_gex":-3157.86,"net_gex":1941.52,"call_oi":111,"put_oi":73},{"strike":49.0,"call_gex":3831.61,"put_gex":-41.56,"net_gex":3790.05,"call_oi":125,"put_oi":2},{"strike":50.0,"call_gex":18687.29,"put_gex":-6692.73,"net_gex":11994.56,"call_oi":630,"put_oi":177},{"strike":51.0,"call_gex":7533.64,"put_gex":-363.98,"net_gex":7169.66,"call_oi":289,"put_oi":17},{"strike":52.0,"call_gex":1308.44,"put_gex":-6441.88,"net_gex":-5133.44,"call_oi":48,"put_oi":179},{"strike":53.0,"call_gex":1746.88,"put_gex":-2493.2,"net_gex":-746.32,"call_oi":58,"put_oi":71},{"strike":54.0,"call_gex":628.11,"put_gex":-1209.29,"net_gex":-581.18,"call_oi":20,"put_oi":58},{"strike":55.0,"call_gex":13564.6,"put_gex":-2006.58,"net_gex":11558.02,"call_oi":398,"put_oi":63},{"strike":56.0,"call_gex":32.62,"put_gex":0.0,"net_gex":32.62,"call_oi":1,"put_oi":0},{"strike":59.0,"call_gex":209.47,"put_gex":-201.02,"net_gex":8.44,"call_oi":8,"put_oi":10},{"strike":60.0,"call_gex":7813.92,"put_gex":-207.9,"net_gex":7606.02,"call_oi":291,"put_oi":8},{"strike":61.0,"call_gex":73.11,"put_gex":0.0,"net_gex":73.11,"call_oi":3,"put_oi":0},{"strike":62.0,"call_gex":72.99,"put_gex":0.0,"net_gex":72.99,"call_oi":3,"put_oi":0},{"strike":63.0,"call_gex":46.15,"put_gex":0.0,"net_gex":46.15,"call_oi":2,"put_oi":0},{"strike":64.0,"call_gex":112.3,"put_gex":0.0,"net_gex":112.3,"call_oi":5,"put_oi":0},{"strike":65.0,"call_gex":5189.26,"put_gex":0.0,"net_gex":5189.26,"call_oi":265,"put_oi":0},{"strike":66.0,"call_gex":4653.49,"put_gex":-5734.77,"net_gex":-1081.28,"call_oi":212,"put_oi":250},{"strike":70.0,"call_gex":34510.38,"put_gex":-468.63,"net_gex":34041.75,"call_oi":1844,"put_oi":24},{"strike":75.0,"call_gex":1544.3,"put_gex":0.0,"net_gex":1544.3,"call_oi":113,"put_oi":0},{"strike":80.0,"call_gex":15003.08,"put_gex":-1626.9,"net_gex":13376.18,"call_oi":1083,"put_oi":99}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":127075.0,"total_value":127075.0},{"strike":24.0,"call_value":24.0,"put_value":103599.0,"total_value":103623.0},{"strike":25.0,"call_value":30.0,"put_value":97731.0,"total_value":97761.0},{"strike":26.0,"call_value":86.0,"put_value":92303.0,"total_value":92389.0},{"strike":30.0,"call_value":310.0,"put_value":70631.0,"total_value":70941.0},{"strike":32.0,"call_value":2110.0,"put_value":60239.0,"total_value":62349.0},{"strike":33.0,"call_value":3019.0,"put_value":55044.0,"total_value":58063.0},{"strike":34.0,"call_value":3930.0,"put_value":49852.0,"total_value":53782.0},{"strike":35.0,"call_value":5245.0,"put_value":44686.0,"total_value":49931.0},{"strike":36.0,"call_value":7211.0,"put_value":40530.0,"total_value":47741.0},{"strike":37.0,"call_value":9297.0,"put_value":36455.0,"total_value":45752.0},{"strike":38.0,"call_value":11816.0,"put_value":32490.0,"total_value":44306.0},{"strike":39.0,"call_value":14495.0,"put_value":28593.0,"total_value":43088.0},{"strike":40.0,"call_value":17247.0,"put_value":24817.0,"total_value":42064.0},{"strike":41.0,"call_value":20231.0,"put_value":22039.0,"total_value":42270.0},{"strike":42.0,"call_value":23251.0,"put_value":19697.0,"total_value":42948.0},{"strike":43.0,"call_value":26354.0,"put_value":17644.0,"total_value":43998.0},{"strike":44.0,"call_value":29904.0,"put_value":15874.0,"total_value":45778.0},{"strike":45.0,"call_value":33557.0,"put_value":14145.0,"total_value":47702.0},{"strike":46.0,"call_value":38330.0,"put_value":12833.0,"total_value":51163.0},{"strike":47.0,"call_value":43130.0,"put_value":11700.0,"total_value":54830.0},{"strike":48.0,"call_value":47980.0,"put_value":10669.0,"total_value":58649.0},{"strike":49.0,"call_value":52941.0,"put_value":9711.0,"total_value":62652.0},{"strike":50.0,"call_value":58027.0,"put_value":8755.0,"total_value":66782.0},{"strike":51.0,"call_value":63743.0,"put_value":7976.0,"total_value":71719.0},{"strike":52.0,"call_value":69748.0,"put_value":7214.0,"total_value":76962.0},{"strike":53.0,"call_value":75801.0,"put_value":6631.0,"total_value":82432.0},{"strike":54.0,"call_value":81912.0,"put_value":6119.0,"total_value":88031.0},{"strike":55.0,"call_value":88043.0,"put_value":5665.0,"total_value":93708.0},{"strike":56.0,"call_value":94572.0,"put_value":5274.0,"total_value":99846.0},{"strike":59.0,"call_value":114162.0,"put_value":4101.0,"total_value":118263.0},{"strike":60.0,"call_value":120700.0,"put_value":3720.0,"total_value":124420.0},{"strike":61.0,"call_value":127529.0,"put_value":3347.0,"total_value":130876.0},{"strike":62.0,"call_value":134361.0,"put_value":2974.0,"total_value":137335.0},{"strike":63.0,"call_value":141196.0,"put_value":2601.0,"total_value":143797.0},{"strike":64.0,"call_value":148033.0,"put_value":2228.0,"total_value":150261.0},{"strike":65.0,"call_value":154875.0,"put_value":1855.0,"total_value":156730.0},{"strike":66.0,"call_value":161982.0,"put_value":1482.0,"total_value":163464.0},{"strike":70.0,"call_value":191258.0,"put_value":990.0,"total_value":192248.0},{"strike":75.0,"call_value":237073.0,"put_value":495.0,"total_value":237568.0},{"strike":80.0,"call_value":283453.0,"put_value":0,"total_value":283453.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":62.5,"strike":32.67},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":49.0,"strike":31.43},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":59.1,"strike":25.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":53.9,"strike":35.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":50.5,"strike":35.33},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":47.2,"strike":35.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":51.5,"strike":37.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":48.5,"strike":38.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":48.0,"strike":37.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":51.2,"strike":39.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":52.3,"strike":39.67},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":52.3,"strike":39.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":55.9,"strike":41.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":48.7,"strike":41.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":52.0,"strike":41.33},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":59.8,"strike":43.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":55.0,"strike":44.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":51.6,"strike":43.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":108.1,"strike":53.96},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":57.9,"strike":47.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":61.3,"strike":56.29}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.6353,"contract_count":16,"total_oi":1278},{"expiration":"11/20/2026","dte":49,"iv":0.1126,"contract_count":7,"total_oi":55},{"expiration":"01/15/2027","dte":105,"iv":0.1459,"contract_count":15,"total_oi":2098},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":6,"total_oi":26},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":16,"total_oi":513}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.21,"expected_move_2std":20.42,"contract_count":8},{"expiration":"11/20/2026","dte":49,"expected_move_1std":18.44,"expected_move_2std":36.87,"contract_count":5},{"expiration":"01/15/2027","dte":105,"expected_move_1std":27.57,"expected_move_2std":55.14,"contract_count":8},{"expiration":"04/16/2027","dte":196,"expected_move_1std":37.56,"expected_move_2std":75.12,"contract_count":3},{"expiration":"01/21/2028","dte":476,"expected_move_1std":63.79,"expected_move_2std":127.58,"contract_count":8}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1708,"put_oi":984,"total_oi":2692,"pc_ratio":0.576,"pc_ratio_volume":0.116,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":154,"put_oi":27,"total_oi":181,"pc_ratio":0.175,"pc_ratio_volume":0.01,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":4416,"put_oi":3154,"total_oi":7570,"pc_ratio":0.714,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":36,"put_oi":39,"total_oi":75,"pc_ratio":1.083,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":4045,"put_oi":1670,"total_oi":5715,"pc_ratio":0.413,"pc_ratio_volume":0.008,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":295.0,"put_delta_oi":-27.0,"dealer_delta":-268.0,"call_oi":3,"put_oi":5},{"strike":24.0,"call_delta_oi":0,"put_delta_oi":-9.0,"dealer_delta":9.0,"call_oi":0,"put_oi":1},{"strike":25.0,"call_delta_oi":4904.0,"put_delta_oi":-3715.0,"dealer_delta":-1190.0,"call_oi":50,"put_oi":440},{"strike":26.0,"call_delta_oi":0,"put_delta_oi":-111.0,"dealer_delta":111.0,"call_oi":0,"put_oi":10},{"strike":30.0,"call_delta_oi":66632.0,"put_delta_oi":-3756.0,"dealer_delta":-62877.0,"call_oi":790,"put_oi":222},{"strike":32.0,"call_delta_oi":807.0,"put_delta_oi":-11.0,"dealer_delta":-796.0,"call_oi":9,"put_oi":1},{"strike":33.0,"call_delta_oi":166.0,"put_delta_oi":-74.0,"dealer_delta":-91.0,"call_oi":2,"put_oi":3},{"strike":34.0,"call_delta_oi":39394.0,"put_delta_oi":-216.0,"dealer_delta":-39178.0,"call_oi":404,"put_oi":26},{"strike":35.0,"call_delta_oi":48934.0,"put_delta_oi":-26376.0,"dealer_delta":-22558.0,"call_oi":651,"put_oi":1010},{"strike":36.0,"call_delta_oi":9466.0,"put_delta_oi":-1881.0,"dealer_delta":-7585.0,"call_oi":120,"put_oi":81},{"strike":37.0,"call_delta_oi":29760.0,"put_delta_oi":-3541.0,"dealer_delta":-26219.0,"call_oi":433,"put_oi":110},{"strike":38.0,"call_delta_oi":10606.0,"put_delta_oi":-2282.0,"dealer_delta":-8324.0,"call_oi":160,"put_oi":68},{"strike":39.0,"call_delta_oi":4230.0,"put_delta_oi":-4918.0,"dealer_delta":688.0,"call_oi":73,"put_oi":121},{"strike":40.0,"call_delta_oi":12122.0,"put_delta_oi":-49690.0,"dealer_delta":37569.0,"call_oi":232,"put_oi":998},{"strike":41.0,"call_delta_oi":1493.0,"put_delta_oi":-20582.0,"dealer_delta":19089.0,"call_oi":36,"put_oi":436},{"strike":42.0,"call_delta_oi":2945.0,"put_delta_oi":-14760.0,"dealer_delta":11815.0,"call_oi":83,"put_oi":289},{"strike":43.0,"call_delta_oi":19144.0,"put_delta_oi":-15532.0,"dealer_delta":-3612.0,"call_oi":447,"put_oi":283},{"strike":44.0,"call_delta_oi":3524.0,"put_delta_oi":-2522.0,"dealer_delta":-1002.0,"call_oi":103,"put_oi":41},{"strike":45.0,"call_delta_oi":51119.0,"put_delta_oi":-24043.0,"dealer_delta":-27076.0,"call_oi":1120,"put_oi":417},{"strike":46.0,"call_delta_oi":919.0,"put_delta_oi":-11089.0,"dealer_delta":10170.0,"call_oi":27,"put_oi":179},{"strike":47.0,"call_delta_oi":1416.0,"put_delta_oi":-4348.0,"dealer_delta":2931.0,"call_oi":50,"put_oi":102},{"strike":48.0,"call_delta_oi":3264.0,"put_delta_oi":-4736.0,"dealer_delta":1472.0,"call_oi":111,"put_oi":73},{"strike":49.0,"call_delta_oi":5000.0,"put_delta_oi":-88.0,"dealer_delta":-4913.0,"call_oi":125,"put_oi":2},{"strike":50.0,"call_delta_oi":26764.0,"put_delta_oi":-11604.0,"dealer_delta":-15160.0,"call_oi":630,"put_oi":177},{"strike":51.0,"call_delta_oi":13444.0,"put_delta_oi":-823.0,"dealer_delta":-12621.0,"call_oi":289,"put_oi":17},{"strike":52.0,"call_delta_oi":599.0,"put_delta_oi":-12441.0,"dealer_delta":11842.0,"call_oi":48,"put_oi":179},{"strike":53.0,"call_delta_oi":1993.0,"put_delta_oi":-5231.0,"dealer_delta":3239.0,"call_oi":58,"put_oi":71},{"strike":54.0,"call_delta_oi":576.0,"put_delta_oi":-2863.0,"dealer_delta":2287.0,"call_oi":20,"put_oi":58},{"strike":55.0,"call_delta_oi":8021.0,"put_delta_oi":-4679.0,"dealer_delta":-3343.0,"call_oi":398,"put_oi":63},{"strike":56.0,"call_delta_oi":17.0,"put_delta_oi":0,"dealer_delta":-17.0,"call_oi":1,"put_oi":0},{"strike":59.0,"call_delta_oi":205.0,"put_delta_oi":-522.0,"dealer_delta":317.0,"call_oi":8,"put_oi":10},{"strike":60.0,"call_delta_oi":5468.0,"put_delta_oi":-585.0,"dealer_delta":-4883.0,"call_oi":291,"put_oi":8},{"strike":61.0,"call_delta_oi":92.0,"put_delta_oi":0,"dealer_delta":-92.0,"call_oi":3,"put_oi":0},{"strike":62.0,"call_delta_oi":38.0,"put_delta_oi":0,"dealer_delta":-38.0,"call_oi":3,"put_oi":0},{"strike":63.0,"call_delta_oi":75.0,"put_delta_oi":0,"dealer_delta":-75.0,"call_oi":2,"put_oi":0},{"strike":64.0,"call_delta_oi":164.0,"put_delta_oi":0,"dealer_delta":-164.0,"call_oi":5,"put_oi":0},{"strike":65.0,"call_delta_oi":2541.0,"put_delta_oi":0,"dealer_delta":-2541.0,"call_oi":265,"put_oi":0},{"strike":66.0,"call_delta_oi":7363.0,"put_delta_oi":-20998.0,"dealer_delta":13635.0,"call_oi":212,"put_oi":250},{"strike":70.0,"call_delta_oi":34209.0,"put_delta_oi":-2103.0,"dealer_delta":-32106.0,"call_oi":1844,"put_oi":24},{"strike":75.0,"call_delta_oi":826.0,"put_delta_oi":0,"dealer_delta":-826.0,"call_oi":113,"put_oi":0},{"strike":80.0,"call_delta_oi":13921.0,"put_delta_oi":-5872.0,"dealer_delta":-8049.0,"call_oi":1083,"put_oi":99}],"net_dealer_delta":-170431.0,"total_call_delta":432457.0,"total_put_delta":-262026.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":39.41999816894531,"strikes":[{"strike":25.0,"moneyness":0.6342,"type":"put","iv":0.592,"delta":-0.0508,"oi":280},{"strike":30.0,"moneyness":0.761,"type":"call","iv":0.4495,"delta":0.9046,"oi":217},{"strike":35.0,"moneyness":0.8879,"type":"call","iv":0.4695,"delta":0.7416,"oi":184},{"strike":35.0,"moneyness":0.8879,"type":"put","iv":0.4829,"delta":-0.262,"oi":152},{"strike":37.0,"moneyness":0.9386,"type":"call","iv":0.4051,"delta":0.6762,"oi":167},{"strike":40.0,"moneyness":1.0147,"type":"put","iv":0.5674,"delta":-0.4431,"oi":286},{"strike":41.0,"moneyness":1.0401,"type":"put","iv":0.5349,"delta":-0.4811,"oi":403},{"strike":42.0,"moneyness":1.0654,"type":"put","iv":0.5464,"delta":-0.512,"oi":282},{"strike":43.0,"moneyness":1.0908,"type":"call","iv":0.5078,"delta":0.4442,"oi":411},{"strike":43.0,"moneyness":1.0908,"type":"put","iv":0.5304,"delta":-0.5488,"oi":270},{"strike":45.0,"moneyness":1.1416,"type":"call","iv":0.5219,"delta":0.385,"oi":535},{"strike":45.0,"moneyness":1.1416,"type":"put","iv":0.5171,"delta":-0.617,"oi":287},{"strike":46.0,"moneyness":1.1669,"type":"put","iv":0.6086,"delta":-0.6085,"oi":172},{"strike":50.0,"moneyness":1.2684,"type":"call","iv":0.5078,"delta":0.2429,"oi":106},{"strike":50.0,"moneyness":1.2684,"type":"put","iv":0.6452,"delta":-0.6855,"oi":151},{"strike":52.0,"moneyness":1.3191,"type":"put","iv":0.6158,"delta":-0.7394,"oi":150},{"strike":55.0,"moneyness":1.3952,"type":"call","iv":0.6051,"delta":0.2026,"oi":337},{"strike":60.0,"moneyness":1.5221,"type":"call","iv":0.6542,"delta":0.1602,"oi":221},{"strike":65.0,"moneyness":1.6489,"type":"call","iv":0.6094,"delta":0.0905,"oi":221},{"strike":66.0,"moneyness":1.6743,"type":"put","iv":0.7836,"delta":-0.8399,"oi":250},{"strike":70.0,"moneyness":1.7757,"type":"call","iv":0.6828,"delta":0.0869,"oi":1008},{"strike":80.0,"moneyness":2.0294,"type":"call","iv":0.7433,"delta":0.06,"oi":672}]},{"expiration":"01/21/2028","underlying_price":39.41999816894531,"strikes":[{"strike":25.0,"moneyness":0.6342,"type":"put","iv":0.6032,"delta":-0.1387,"oi":130},{"strike":30.0,"moneyness":0.761,"type":"call","iv":0.4375,"delta":0.8179,"oi":562},{"strike":30.0,"moneyness":0.761,"type":"put","iv":0.5774,"delta":-0.2039,"oi":154},{"strike":35.0,"moneyness":0.8879,"type":"call","iv":0.4861,"delta":0.7229,"oi":346},{"strike":35.0,"moneyness":0.8879,"type":"put","iv":0.5892,"delta":-0.2758,"oi":754},{"strike":37.0,"moneyness":0.9386,"type":"call","iv":0.4695,"delta":0.6877,"oi":238},{"strike":45.0,"moneyness":1.1416,"type":"call","iv":0.494,"delta":0.5576,"oi":530},{"strike":45.0,"moneyness":1.1416,"type":"put","iv":0.6618,"delta":-0.3915,"oi":103},{"strike":50.0,"moneyness":1.2684,"type":"call","iv":0.5407,"delta":0.505,"oi":469},{"strike":51.0,"moneyness":1.2938,"type":"call","iv":0.5381,"delta":0.491,"oi":270},{"strike":66.0,"moneyness":1.6743,"type":"call","iv":0.5869,"delta":0.3622,"oi":200},{"strike":70.0,"moneyness":1.7757,"type":"call","iv":0.5895,"delta":0.3316,"oi":749},{"strike":80.0,"moneyness":2.0294,"type":"call","iv":0.6358,"delta":0.2956,"oi":314}]},{"expiration":"10/16/2026","underlying_price":39.41999816894531,"strikes":[{"strike":34.0,"moneyness":0.8625,"type":"call","iv":0.4094,"delta":0.9757,"oi":402},{"strike":38.0,"moneyness":0.964,"type":"call","iv":0.5327,"delta":0.6665,"oi":130},{"strike":40.0,"moneyness":1.0147,"type":"call","iv":0.5346,"delta":0.4684,"oi":117},{"strike":40.0,"moneyness":1.0147,"type":"put","iv":0.4942,"delta":-0.5374,"oi":649}]}],"greeks_heatmap":{"data":[{"strike":30.0,"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":54,"put_oi":0},{"strike":34.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9757,"put_delta":0,"call_gamma":0.018718,"put_gamma":0,"call_theta":-0.0105,"put_theta":0,"call_vega":0.0042,"put_vega":0,"call_oi":402,"put_oi":0},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8763,"put_delta":-0.1169,"call_gamma":0.047436,"put_gamma":0.047059,"call_theta":-0.0373,"put_theta":-0.031,"call_vega":0.0152,"put_vega":0.0146,"call_oi":94,"put_oi":74},{"strike":36.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8559,"put_delta":0,"call_gamma":0.063444,"put_gamma":0,"call_theta":-0.0347,"put_theta":0,"call_vega":0.0169,"put_vega":0,"call_oi":65,"put_oi":0},{"strike":38.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6665,"put_delta":0,"call_gamma":0.091766,"put_gamma":0,"call_theta":-0.0582,"put_theta":0,"call_vega":0.0271,"put_vega":0,"call_oi":130,"put_oi":0},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4684,"put_delta":-0.5374,"call_gamma":0.099999,"put_gamma":0.108043,"call_theta":-0.0628,"put_theta":-0.0535,"call_vega":0.0296,"put_vega":0.0295,"call_oi":117,"put_oi":649},{"strike":42.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3022,"put_delta":0,"call_gamma":0.08183,"put_gamma":0,"call_theta":-0.0585,"put_theta":0,"call_vega":0.026,"put_vega":0,"call_oi":65,"put_oi":0}],"strikes":[30.0,34.0,35.0,36.0,38.0,40.0,42.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-1.2,"put_25d_iv":56.1,"call_25d_iv":57.3,"put_25d_strike":35.0,"call_25d_strike":42.0,"skew":"neutral"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-2.49,"put_25d_iv":48.29,"call_25d_iv":50.78,"put_25d_strike":35.0,"call_25d_strike":50.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-4.66,"put_25d_iv":58.92,"call_25d_iv":63.58,"put_25d_strike":35.0,"call_25d_strike":80.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":0,"put_vanna":38.0,"net_vanna":38.0,"call_oi":0,"put_oi":410},{"strike":30.0,"call_vanna":-124.0,"put_vanna":29.0,"net_vanna":-94.0,"call_oi":779,"put_oi":154},{"strike":34.0,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":402,"put_oi":0},{"strike":35.0,"call_vanna":-77.0,"put_vanna":144.0,"net_vanna":67.0,"call_oi":624,"put_oi":980},{"strike":36.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":65,"put_oi":0},{"strike":37.0,"call_vanna":-47.0,"put_vanna":5.0,"net_vanna":-42.0,"call_oi":405,"put_oi":82},{"strike":38.0,"call_vanna":-3.0,"put_vanna":0,"net_vanna":-3.0,"call_oi":130,"put_oi":0},{"strike":39.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":81},{"strike":40.0,"call_vanna":-1.0,"put_vanna":12.0,"net_vanna":11.0,"call_oi":172,"put_oi":996},{"strike":41.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":403},{"strike":42.0,"call_vanna":2.0,"put_vanna":-1.0,"net_vanna":0.0,"call_oi":65,"put_oi":282},{"strike":43.0,"call_vanna":10.0,"put_vanna":-6.0,"net_vanna":4.0,"call_oi":411,"put_oi":270},{"strike":45.0,"call_vanna":-2.0,"put_vanna":-4.0,"net_vanna":-6.0,"call_oi":1065,"put_oi":390},{"strike":46.0,"call_vanna":0,"put_vanna":-8.0,"net_vanna":-8.0,"call_oi":0,"put_oi":172},{"strike":47.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":100},{"strike":48.0,"call_vanna":6.0,"put_vanna":-4.0,"net_vanna":2.0,"call_oi":82,"put_oi":61},{"strike":49.0,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":88,"put_oi":0},{"strike":50.0,"call_vanna":7.0,"put_vanna":-11.0,"net_vanna":-4.0,"call_oi":575,"put_oi":151},{"strike":51.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":270,"put_oi":0},{"strike":52.0,"call_vanna":0,"put_vanna":-12.0,"net_vanna":-12.0,"call_oi":0,"put_oi":150},{"strike":53.0,"call_vanna":0,"put_vanna":-5.0,"net_vanna":-5.0,"call_oi":0,"put_oi":58},{"strike":54.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":56},{"strike":55.0,"call_vanna":32.0,"put_vanna":-4.0,"net_vanna":27.0,"call_oi":391,"put_oi":52},{"strike":60.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":221,"put_oi":0},{"strike":65.0,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":221,"put_oi":0},{"strike":66.0,"call_vanna":24.0,"put_vanna":-22.0,"net_vanna":1.0,"call_oi":200,"put_oi":250},{"strike":70.0,"call_vanna":177.0,"put_vanna":0,"net_vanna":177.0,"call_oi":1844,"put_oi":0},{"strike":75.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":94,"put_oi":0},{"strike":80.0,"call_vanna":90.0,"put_vanna":-8.0,"net_vanna":82.0,"call_oi":1083,"put_oi":99}],"net_vanna":281.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":34.0,"call_charm":-10755.0,"put_charm":0,"net_charm":-10755.0,"call_oi":402,"put_oi":0},{"strike":35.0,"call_charm":-8019.0,"put_charm":698.0,"net_charm":-7320.0,"call_oi":94,"put_oi":74},{"strike":36.0,"call_charm":-5037.0,"put_charm":0,"net_charm":-5037.0,"call_oi":65,"put_oi":0},{"strike":38.0,"call_charm":-13150.0,"put_charm":0,"net_charm":-13150.0,"call_oi":130,"put_oi":0},{"strike":40.0,"call_charm":-8976.0,"put_charm":48634.0,"net_charm":39659.0,"call_oi":117,"put_oi":649},{"strike":42.0,"call_charm":-2995.0,"put_charm":0,"net_charm":-2995.0,"call_oi":65,"put_oi":0},{"strike":55.0,"call_charm":-2517.0,"put_charm":0,"net_charm":-2517.0,"call_oi":54,"put_oi":0},{"strike":70.0,"call_charm":-1138.0,"put_charm":0,"net_charm":-1138.0,"call_oi":87,"put_oi":0},{"strike":75.0,"call_charm":-1194.0,"put_charm":0,"net_charm":-1194.0,"call_oi":94,"put_oi":0},{"strike":80.0,"call_charm":-1203.0,"put_charm":0,"net_charm":-1203.0,"call_oi":97,"put_oi":0}],"net_charm":-5650.0,"weekend_delta_shift":-16950.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":80847.0,"put_delta":-45680.0,"net_delta":35168.0,"call_oi":1654,"put_oi":984,"total_oi":2638,"total_volume":442,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":9217.0,"put_delta":-648.0,"net_delta":8568.0,"call_oi":154,"put_oi":27,"total_oi":181,"total_volume":512,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":124139.0,"put_delta":-161641.0,"net_delta":-37502.0,"call_oi":4416,"put_oi":3154,"total_oi":7570,"total_volume":141,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":2450.0,"put_delta":-976.0,"net_delta":1474.0,"call_oi":36,"put_oi":39,"total_oi":75,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":215804.0,"put_delta":-53081.0,"net_delta":162723.0,"call_oi":4042,"put_oi":1670,"total_oi":5712,"total_volume":493,"bias":"bullish"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":39.0,"straddle_price":3.02,"straddle_pct":7.67,"implied_move":7.67,"avg_iv":50.9},{"expiration":"01/15/2027","dte":105,"strike":40.0,"straddle_price":8.8,"straddle_pct":22.32,"implied_move":22.32,"avg_iv":52.5},{"expiration":"01/21/2028","dte":476,"strike":40.0,"straddle_price":20.0,"straddle_pct":50.74,"implied_move":50.74,"avg_iv":57.8}],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":5,"total_oi":11,"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":50,"put_oi":440,"total_oi":490,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":30.0,"call_volume":277,"put_volume":0,"total_volume":277,"call_oi":844,"put_oi":222,"total_oi":1066,"bias":"bullish"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":1,"total_oi":10,"bias":"neutral"},{"strike":33.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2,"put_oi":3,"total_oi":5,"bias":"bullish"},{"strike":34.0,"call_volume":250,"put_volume":14,"total_volume":264,"call_oi":404,"put_oi":26,"total_oi":430,"bias":"bullish"},{"strike":35.0,"call_volume":224,"put_volume":4,"total_volume":228,"call_oi":651,"put_oi":1010,"total_oi":1661,"bias":"bullish"},{"strike":36.0,"call_volume":4,"put_volume":1,"total_volume":5,"call_oi":120,"put_oi":81,"total_oi":201,"bias":"bullish"},{"strike":37.0,"call_volume":15,"put_volume":0,"total_volume":15,"call_oi":433,"put_oi":110,"total_oi":543,"bias":"bullish"},{"strike":38.0,"call_volume":8,"put_volume":4,"total_volume":12,"call_oi":160,"put_oi":68,"total_oi":228,"bias":"bullish"},{"strike":39.0,"call_volume":34,"put_volume":26,"total_volume":60,"call_oi":73,"put_oi":121,"total_oi":194,"bias":"neutral"},{"strike":40.0,"call_volume":132,"put_volume":6,"total_volume":138,"call_oi":232,"put_oi":998,"total_oi":1230,"bias":"bullish"},{"strike":41.0,"call_volume":1,"put_volume":4,"total_volume":5,"call_oi":36,"put_oi":436,"total_oi":472,"bias":"bearish"},{"strike":42.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":83,"put_oi":289,"total_oi":372,"bias":"bullish"},{"strike":43.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":447,"put_oi":283,"total_oi":730,"bias":"bullish"},{"strike":44.0,"call_volume":30,"put_volume":0,"total_volume":30,"call_oi":103,"put_oi":41,"total_oi":144,"bias":"bullish"},{"strike":45.0,"call_volume":115,"put_volume":0,"total_volume":115,"call_oi":1120,"put_oi":417,"total_oi":1537,"bias":"bullish"},{"strike":46.0,"call_volume":49,"put_volume":0,"total_volume":49,"call_oi":27,"put_oi":179,"total_oi":206,"bias":"bullish"},{"strike":47.0,"call_volume":48,"put_volume":0,"total_volume":48,"call_oi":50,"put_oi":102,"total_oi":152,"bias":"bullish"},{"strike":48.0,"call_volume":48,"put_volume":0,"total_volume":48,"call_oi":111,"put_oi":73,"total_oi":184,"bias":"bullish"},{"strike":49.0,"call_volume":48,"put_volume":0,"total_volume":48,"call_oi":125,"put_oi":2,"total_oi":127,"bias":"bullish"},{"strike":50.0,"call_volume":53,"put_volume":0,"total_volume":53,"call_oi":630,"put_oi":177,"total_oi":807,"bias":"bullish"},{"strike":51.0,"call_volume":46,"put_volume":0,"total_volume":46,"call_oi":289,"put_oi":17,"total_oi":306,"bias":"bullish"},{"strike":52.0,"call_volume":32,"put_volume":0,"total_volume":32,"call_oi":48,"put_oi":179,"total_oi":227,"bias":"bullish"},{"strike":53.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":58,"put_oi":71,"total_oi":129,"bias":"neutral"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":58,"total_oi":78,"bias":"neutral"},{"strike":55.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":398,"put_oi":63,"total_oi":461,"bias":"bullish"},{"strike":56.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":10,"total_oi":18,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":291,"put_oi":8,"total_oi":299,"bias":"neutral"},{"strike":61.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":62.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":63.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":64.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":65.0,"call_volume":105,"put_volume":0,"total_volume":105,"call_oi":265,"put_oi":0,"total_oi":265,"bias":"bullish"},{"strike":66.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":212,"put_oi":250,"total_oi":462,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1844,"put_oi":24,"total_oi":1868,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":113,"put_oi":0,"total_oi":113,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1083,"put_oi":99,"total_oi":1182,"bias":"neutral"}],"underlying_price":39.41999816894531,"peak_call_strike":30.0,"peak_put_strike":39.0,"total_call_volume":1535,"total_put_volume":59,"volume_pc_ratio":0.038},"iv_contours":{"x":[0.76,0.86,0.89,0.91,0.94,0.96,0.99,1.01,1.04,1.06,1.09,1.12,1.14,1.17,1.19,1.22,1.24,1.27,1.29],"y":[14,49,105],"z":[[89.27,49.08,57.01,50.88,50.52,52.39,50.88,51.44,54.54,57.3,58.66,59.64,60.86,null,70.18,74.2,79.87,78.03,83.01],[null,null,51.77,null,null,null,53.48,51.57,null,null,null,54.98,null,null,null,null,null,null,null],[46.7,null,47.62,51.79,45.68,53.86,54.79,52.53,53.49,54.64,51.91,51.33,51.95,58.53,null,54.27,null,57.65,null]],"levels":[45.7,50.0,54.4,58.8,63.1,67.5,71.8,76.2,80.6,84.9,89.3],"min_iv":45.7,"max_iv":89.3},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":39.0,"atm_iv":51.67,"otm_strike":41.0,"otm_iv":54.54,"itm_strike":37.0,"itm_iv":49.95,"iv_butterfly":1.15,"price_butterfly":0.45,"convexity":"moderate_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":40.0,"atm_iv":48.31,"otm_strike":43.0,"otm_iv":50.78,"itm_strike":37.0,"itm_iv":40.51,"iv_butterfly":-5.32,"price_butterfly":-0.05,"convexity":"inverted"},{"expiration":"01/21/2028","dte":476,"atm_strike":40.0,"atm_iv":51.0,"otm_strike":42.0,"otm_iv":51.58,"itm_strike":37.0,"itm_iv":46.95,"iv_butterfly":-3.48,"price_butterfly":-0.05,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":80.85},{"date":"2026-09-15","iv":85.86},{"date":"2026-09-16","iv":92.22},{"date":"2026-09-17","iv":79.25},{"date":"2026-09-18","iv":71.4},{"date":"2026-09-21","iv":68.22},{"date":"2026-09-22","iv":64.1},{"date":"2026-09-23","iv":61.2},{"date":"2026-09-24","iv":64.3},{"date":"2026-09-25","iv":62.2},{"date":"2026-09-28","iv":64.0},{"date":"2026-09-29","iv":63.2},{"date":"2026-09-30","iv":58.7},{"date":"2026-10-01","iv":64.9},{"date":"2026-10-02","iv":64.6}]}}