{"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":"FHN","summary":{"name":"FHN","price":23.42,"total_oi":362382,"call_oi":334729,"put_oi":27653,"pc_ratio":0.083,"net_gex":8980332.76,"avg_iv":34.6,"iv_rank":14.1,"iv_52w_high":63.2,"iv_52w_low":29.9,"gamma_flip":26.11,"max_pain":22.0},"features":{"symbol":"FHN","price":23.42,"total_oi":362382,"analysis_coverage":1.0,"avg_iv_pct":34.6,"iv_rank":14.1,"iv_52w_high_pct":63.2,"iv_52w_low_pct":29.9,"front_dte":14,"front_atm_iv_pct":32.7806,"back_atm_iv_pct":27.6203,"term_premium_pp":5.1603,"expected_move_front_pct":6.42,"straddle_front_pct":5.12,"straddle_30d_pct":5.12,"risk_reversal_front_pp":7.74,"risk_reversal_30d_pp":7.74,"butterfly_front_pp":-4.83,"butterfly_30d_pp":-4.83,"put_call_oi_ratio":0.083,"put_call_oi_front_ratio":1.065,"put_call_volume_front_ratio":1.282,"option_volume":255,"volume_oi_ratio":0.000704,"net_delta_normalized":0.116465,"dealer_delta_normalized":-0.116388,"gex_per_100k_oi":2478139.852421,"vanna_per_100k_oi":5719.65495,"charm_per_100k_oi":-86758.448267,"weekend_delta_shift_per_100k_oi":-260275.344802,"iv_surface_range_pp":55.4,"gamma_flip_distance_pct":11.485909,"max_pain_distance_pct":-6.063194,"peak_call_distance_pct":6.746371,"peak_put_distance_pct":2.476516},"analyses":{"gamma_walls":[{"strike":13.0,"call_gex":0.0,"put_gex":-41368.64,"net_gex":-41368.64,"call_oi":16,"put_oi":7746},{"strike":14.0,"call_gex":0.0,"put_gex":-29.47,"net_gex":-29.47,"call_oi":0,"put_oi":6},{"strike":15.0,"call_gex":0.0,"put_gex":-316.39,"net_gex":-316.39,"call_oi":220,"put_oi":51},{"strike":16.0,"call_gex":0.0,"put_gex":-35.57,"net_gex":-35.57,"call_oi":0,"put_oi":3},{"strike":17.0,"call_gex":0.0,"put_gex":-78.67,"net_gex":-78.67,"call_oi":0,"put_oi":7},{"strike":18.0,"call_gex":831.75,"put_gex":-133819.11,"net_gex":-132987.36,"call_oi":58,"put_oi":8102},{"strike":19.0,"call_gex":0.0,"put_gex":-6024.09,"net_gex":-6024.09,"call_oi":0,"put_oi":262},{"strike":20.0,"call_gex":7505.82,"put_gex":-98625.44,"net_gex":-91119.62,"call_oi":306,"put_oi":3615},{"strike":21.0,"call_gex":132.3,"put_gex":-17523.09,"net_gex":-17390.78,"call_oi":5,"put_oi":427},{"strike":22.0,"call_gex":124353.38,"put_gex":-231826.05,"net_gex":-107472.67,"call_oi":2189,"put_oi":4657},{"strike":23.0,"call_gex":8396.31,"put_gex":-183712.31,"net_gex":-175316.0,"call_oi":109,"put_oi":1486},{"strike":24.0,"call_gex":75269.17,"put_gex":-24402.95,"net_gex":50866.23,"call_oi":827,"put_oi":287},{"strike":25.0,"call_gex":251101.3,"put_gex":-46682.16,"net_gex":204419.14,"call_oi":3306,"put_oi":850},{"strike":26.0,"call_gex":185103.27,"put_gex":-4587.49,"net_gex":180515.78,"call_oi":3221,"put_oi":87},{"strike":27.0,"call_gex":1222325.93,"put_gex":-896.76,"net_gex":1221429.17,"call_oi":31028,"put_oi":22},{"strike":28.0,"call_gex":6302495.37,"put_gex":0.0,"net_gex":6302495.37,"call_oi":180758,"put_oi":0},{"strike":29.0,"call_gex":38041.76,"put_gex":0.0,"net_gex":38041.76,"call_oi":1307,"put_oi":0},{"strike":30.0,"call_gex":209703.64,"put_gex":-907.73,"net_gex":208795.91,"call_oi":11027,"put_oi":40},{"strike":31.0,"call_gex":1343772.58,"put_gex":0.0,"net_gex":1343772.58,"call_oi":100199,"put_oi":0},{"strike":32.0,"call_gex":1258.64,"put_gex":-103.33,"net_gex":1155.31,"call_oi":80,"put_oi":5},{"strike":35.0,"call_gex":980.77,"put_gex":0.0,"net_gex":980.77,"call_oi":73,"put_oi":0}],"pain_by_strike":[{"strike":13.0,"call_value":0,"put_value":143292.0,"total_value":143292.0},{"strike":14.0,"call_value":16.0,"put_value":123385.0,"total_value":123401.0},{"strike":15.0,"call_value":32.0,"put_value":103484.0,"total_value":103516.0},{"strike":16.0,"call_value":268.0,"put_value":83634.0,"total_value":83902.0},{"strike":17.0,"call_value":504.0,"put_value":63787.0,"total_value":64291.0},{"strike":18.0,"call_value":740.0,"put_value":43947.0,"total_value":44687.0},{"strike":19.0,"call_value":1034.0,"put_value":32209.0,"total_value":33243.0},{"strike":20.0,"call_value":1328.0,"put_value":20733.0,"total_value":22061.0},{"strike":21.0,"call_value":1928.0,"put_value":12872.0,"total_value":14800.0},{"strike":22.0,"call_value":2533.0,"put_value":5438.0,"total_value":7971.0},{"strike":23.0,"call_value":5327.0,"put_value":2661.0,"total_value":7988.0},{"strike":24.0,"call_value":8230.0,"put_value":1370.0,"total_value":9600.0},{"strike":25.0,"call_value":11960.0,"put_value":366.0,"total_value":12326.0},{"strike":26.0,"call_value":18996.0,"put_value":212.0,"total_value":19208.0},{"strike":27.0,"call_value":29253.0,"put_value":145.0,"total_value":29398.0},{"strike":28.0,"call_value":70538.0,"put_value":100.0,"total_value":70638.0},{"strike":29.0,"call_value":292581.0,"put_value":55.0,"total_value":292636.0},{"strike":30.0,"call_value":515931.0,"put_value":10.0,"total_value":515941.0},{"strike":31.0,"call_value":750308.0,"put_value":5.0,"total_value":750313.0},{"strike":32.0,"call_value":1084884.0,"put_value":0.0,"total_value":1084884.0},{"strike":35.0,"call_value":2088852.0,"put_value":0,"total_value":2088852.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":210.0,"strike":20.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":72.1,"strike":17.43},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":38.8,"strike":17.33},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":39.5,"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":29.2,"strike":21.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":27.5,"strike":21.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":32.2,"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":27.8,"strike":22.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":27.8,"strike":22.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":32.8,"strike":23.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":27.6,"strike":23.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":27.2,"strike":23.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":36.7,"strike":25.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":27.3,"strike":25.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":27.8,"strike":25.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":36.4,"strike":26.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":28.2,"strike":26.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":28.0,"strike":26.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":99.5,"strike":27.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":46.6,"strike":29.14},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":27.7,"strike":30.29}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":8,"total_oi":2384},{"expiration":"11/20/2026","dte":49,"iv":0.118,"contract_count":8,"total_oi":1903},{"expiration":"01/15/2027","dte":105,"iv":0.1053,"contract_count":8,"total_oi":8254},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":8,"total_oi":647},{"expiration":"05/21/2027","dte":231,"iv":0.4293,"contract_count":1,"total_oi":3},{"expiration":"01/21/2028","dte":476,"iv":0.1741,"contract_count":4,"total_oi":511},{"expiration":"01/19/2029","dte":840,"iv":0.1794,"contract_count":2,"total_oi":9}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.42,"expected_move_2std":12.83,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.12,"expected_move_2std":20.25,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":14.61,"expected_move_2std":29.22,"contract_count":4},{"expiration":"02/19/2027","dte":140,"expected_move_1std":16.6,"expected_move_2std":33.2,"contract_count":4},{"expiration":"05/21/2027","dte":231,"expected_move_1std":23.64,"expected_move_2std":47.27,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1376,"put_oi":1465,"total_oi":2841,"pc_ratio":1.065,"pc_ratio_volume":1.282,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":164364,"put_oi":1018,"total_oi":165382,"pc_ratio":0.006,"pc_ratio_volume":0.694,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":165852,"put_oi":15301,"total_oi":181153,"pc_ratio":0.092,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":2262,"put_oi":354,"total_oi":2616,"pc_ratio":0.156,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":2,"put_oi":3,"total_oi":5,"pc_ratio":1.5,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":853,"put_oi":8981,"total_oi":9834,"pc_ratio":10.529,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/19/2029","dte":840,"call_oi":20,"put_oi":531,"total_oi":551,"pc_ratio":26.55,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":13.0,"call_delta_oi":0,"put_delta_oi":-39267.0,"dealer_delta":39267.0,"call_oi":0,"put_oi":7746},{"strike":14.0,"call_delta_oi":0,"put_delta_oi":-16.0,"dealer_delta":16.0,"call_oi":0,"put_oi":6},{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-214.0,"dealer_delta":214.0,"call_oi":0,"put_oi":51},{"strike":16.0,"call_delta_oi":0,"put_delta_oi":-33.0,"dealer_delta":33.0,"call_oi":0,"put_oi":3},{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-37.0,"dealer_delta":37.0,"call_oi":0,"put_oi":7},{"strike":18.0,"call_delta_oi":5449.0,"put_delta_oi":-74937.0,"dealer_delta":69488.0,"call_oi":58,"put_oi":8102},{"strike":19.0,"call_delta_oi":0,"put_delta_oi":-4287.0,"dealer_delta":4287.0,"call_oi":0,"put_oi":262},{"strike":20.0,"call_delta_oi":27868.0,"put_delta_oi":-57283.0,"dealer_delta":29415.0,"call_oi":306,"put_oi":3615},{"strike":21.0,"call_delta_oi":259.0,"put_delta_oi":-7918.0,"dealer_delta":7659.0,"call_oi":3,"put_oi":427},{"strike":22.0,"call_delta_oi":160757.0,"put_delta_oi":-136176.0,"dealer_delta":-24581.0,"call_oi":2189,"put_oi":4657},{"strike":23.0,"call_delta_oi":6777.0,"put_delta_oi":-55785.0,"dealer_delta":49008.0,"call_oi":109,"put_oi":1486},{"strike":24.0,"call_delta_oi":37450.0,"put_delta_oi":-15595.0,"dealer_delta":-21855.0,"call_oi":827,"put_oi":287},{"strike":25.0,"call_delta_oi":96987.0,"put_delta_oi":-50353.0,"dealer_delta":-46635.0,"call_oi":3306,"put_oi":850},{"strike":26.0,"call_delta_oi":50844.0,"put_delta_oi":-6256.0,"dealer_delta":-44589.0,"call_oi":3221,"put_oi":87},{"strike":27.0,"call_delta_oi":302506.0,"put_delta_oi":-1700.0,"dealer_delta":-300806.0,"call_oi":31028,"put_oi":22},{"strike":28.0,"call_delta_oi":3506210.0,"put_delta_oi":0,"dealer_delta":-3506210.0,"call_oi":180758,"put_oi":0},{"strike":29.0,"call_delta_oi":20145.0,"put_delta_oi":0,"dealer_delta":-20145.0,"call_oi":1307,"put_oi":0},{"strike":30.0,"call_delta_oi":68159.0,"put_delta_oi":-2456.0,"dealer_delta":-65703.0,"call_oi":11027,"put_oi":40},{"strike":31.0,"call_delta_oi":385058.0,"put_delta_oi":0,"dealer_delta":-385058.0,"call_oi":100199,"put_oi":0},{"strike":32.0,"call_delta_oi":908.0,"put_delta_oi":-330.0,"dealer_delta":-578.0,"call_oi":80,"put_oi":5},{"strike":35.0,"call_delta_oi":959.0,"put_delta_oi":0,"dealer_delta":-959.0,"call_oi":73,"put_oi":0}],"net_dealer_delta":-4217694.0,"total_call_delta":4670335.0,"total_put_delta":-452642.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":23.420000076293945,"strikes":[{"strike":18.0,"moneyness":0.7686,"type":"put","iv":0.4119,"delta":-0.0866,"oi":7413},{"strike":20.0,"moneyness":0.854,"type":"call","iv":0.2237,"delta":0.931,"oi":208},{"strike":20.0,"moneyness":0.854,"type":"put","iv":0.317,"delta":-0.1381,"oi":2530},{"strike":21.0,"moneyness":0.8967,"type":"put","iv":0.3122,"delta":-0.2088,"oi":281},{"strike":22.0,"moneyness":0.9394,"type":"call","iv":0.2497,"delta":0.7346,"oi":2107},{"strike":22.0,"moneyness":0.9394,"type":"put","iv":0.3054,"delta":-0.2948,"oi":4318},{"strike":25.0,"moneyness":1.0675,"type":"call","iv":0.2467,"delta":0.3677,"oi":1091},{"strike":25.0,"moneyness":1.0675,"type":"put","iv":0.3085,"delta":-0.595,"oi":596},{"strike":26.0,"moneyness":1.1102,"type":"call","iv":0.2381,"delta":0.2535,"oi":718},{"strike":27.0,"moneyness":1.1529,"type":"call","iv":0.2528,"delta":0.1848,"oi":300},{"strike":28.0,"moneyness":1.1956,"type":"call","iv":0.251,"delta":0.1199,"oi":50797},{"strike":29.0,"moneyness":1.2383,"type":"call","iv":0.2641,"delta":0.087,"oi":150},{"strike":30.0,"moneyness":1.281,"type":"call","iv":0.2657,"delta":0.0559,"oi":10205},{"strike":31.0,"moneyness":1.3237,"type":"call","iv":0.2729,"delta":0.0385,"oi":100048}]},{"expiration":"01/19/2029","underlying_price":23.420000076293945,"strikes":[{"strike":18.0,"moneyness":0.7686,"type":"put","iv":0.3385,"delta":-0.1686,"oi":310},{"strike":20.0,"moneyness":0.854,"type":"put","iv":0.3135,"delta":-0.2191,"oi":203}]},{"expiration":"01/21/2028","underlying_price":23.420000076293945,"strikes":[{"strike":13.0,"moneyness":0.5551,"type":"put","iv":0.4011,"delta":-0.0509,"oi":7683},{"strike":18.0,"moneyness":0.7686,"type":"put","iv":0.3221,"delta":-0.1467,"oi":339},{"strike":20.0,"moneyness":0.854,"type":"put","iv":0.3176,"delta":-0.2208,"oi":729},{"strike":25.0,"moneyness":1.0675,"type":"call","iv":0.2521,"delta":0.5434,"oi":276},{"strike":27.0,"moneyness":1.1529,"type":"call","iv":0.251,"delta":0.4362,"oi":105}]},{"expiration":"02/19/2027","underlying_price":23.420000076293945,"strikes":[{"strike":24.0,"moneyness":1.0248,"type":"call","iv":0.2369,"delta":0.5066,"oi":156},{"strike":25.0,"moneyness":1.0675,"type":"call","iv":0.2481,"delta":0.4035,"oi":194},{"strike":27.0,"moneyness":1.1529,"type":"call","iv":0.2505,"delta":0.2302,"oi":200},{"strike":28.0,"moneyness":1.1956,"type":"call","iv":0.2516,"delta":0.1664,"oi":511},{"strike":29.0,"moneyness":1.2383,"type":"call","iv":0.2449,"delta":0.1091,"oi":519},{"strike":30.0,"moneyness":1.281,"type":"call","iv":0.253,"delta":0.0801,"oi":504}]},{"expiration":"10/16/2026","underlying_price":23.420000076293945,"strikes":[{"strike":23.0,"moneyness":0.9821,"type":"put","iv":0.3588,"delta":-0.3732,"oi":1285},{"strike":25.0,"moneyness":1.0675,"type":"call","iv":0.311,"delta":0.1452,"oi":904},{"strike":26.0,"moneyness":1.1102,"type":"call","iv":0.3645,"delta":0.0718,"oi":284},{"strike":27.0,"moneyness":1.1529,"type":"call","iv":0.4059,"delta":0.036,"oi":123}]},{"expiration":"11/20/2026","underlying_price":23.420000076293945,"strikes":[{"strike":19.0,"moneyness":0.8113,"type":"put","iv":0.6935,"delta":-0.1636,"oi":262},{"strike":23.0,"moneyness":0.9821,"type":"put","iv":0.2835,"delta":-0.3891,"oi":143},{"strike":24.0,"moneyness":1.0248,"type":"put","iv":0.2958,"delta":-0.5487,"oi":131},{"strike":24.0,"moneyness":1.0248,"type":"call","iv":0.2649,"delta":0.441,"oi":560},{"strike":25.0,"moneyness":1.0675,"type":"put","iv":0.3178,"delta":-0.6774,"oi":123},{"strike":25.0,"moneyness":1.0675,"type":"call","iv":0.2282,"delta":0.2483,"oi":840},{"strike":26.0,"moneyness":1.1102,"type":"call","iv":0.2337,"delta":0.1303,"oi":2124},{"strike":27.0,"moneyness":1.1529,"type":"call","iv":0.2766,"delta":0.0947,"oi":30289},{"strike":28.0,"moneyness":1.1956,"type":"call","iv":0.5535,"delta":0.2231,"oi":129447},{"strike":29.0,"moneyness":1.2383,"type":"call","iv":0.6169,"delta":0.2065,"oi":638},{"strike":30.0,"moneyness":1.281,"type":"call","iv":0.6758,"delta":0.1935,"oi":246},{"strike":31.0,"moneyness":1.3237,"type":"call","iv":0.3661,"delta":0.0225,"oi":151}]}],"greeks_heatmap":{"data":[{"strike":22.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1812,"call_gamma":0,"put_gamma":0.153519,"call_theta":0,"put_theta":-0.0169,"call_vega":0,"put_vega":0.0116,"call_oi":0,"put_oi":75},{"strike":23.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3732,"call_gamma":0,"put_gamma":0.238771,"call_theta":0,"put_theta":-0.022,"call_vega":0,"put_vega":0.0167,"call_oi":0,"put_oi":1285},{"strike":24.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.6194,"call_gamma":0,"put_gamma":0.239466,"call_theta":0,"put_theta":-0.0215,"call_vega":0,"put_vega":0.0168,"call_oi":0,"put_oi":58},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1452,"put_delta":0,"call_gamma":0.165978,"put_gamma":0,"call_theta":-0.0124,"put_theta":0,"call_vega":0.0101,"put_vega":0,"call_oi":904,"put_oi":0},{"strike":26.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0718,"put_delta":0,"call_gamma":0.084943,"put_gamma":0,"call_theta":-0.0087,"put_theta":0,"call_vega":0.006,"put_vega":0,"call_oi":284,"put_oi":0},{"strike":27.0,"dte":14,"expiration":"10/16/2026","call_delta":0.036,"put_delta":0,"call_gamma":0.044099,"put_gamma":0,"call_theta":-0.0056,"put_theta":0,"call_vega":0.0035,"put_vega":0,"call_oi":123,"put_oi":0},{"strike":19.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1636,"call_gamma":0,"put_gamma":0.04192,"call_theta":0,"put_theta":-0.0146,"call_vega":0,"put_vega":0.021,"call_oi":0,"put_oi":262},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0871,"call_gamma":0,"put_gamma":0.053653,"call_theta":0,"put_theta":-0.0046,"call_vega":0,"put_vega":0.0135,"call_oi":0,"put_oi":90},{"strike":21.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.15,"call_gamma":0,"put_gamma":0.084902,"call_theta":0,"put_theta":-0.0062,"call_vega":0,"put_vega":0.0198,"call_oi":0,"put_oi":68},{"strike":22.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.254,"call_gamma":0,"put_gamma":0.121648,"call_theta":0,"put_theta":-0.008,"call_vega":0,"put_vega":0.0272,"call_oi":0,"put_oi":84},{"strike":23.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3891,"call_gamma":0,"put_gamma":0.159216,"call_theta":0,"put_theta":-0.0085,"call_vega":0,"put_vega":0.0326,"call_oi":0,"put_oi":143},{"strike":24.0,"dte":49,"expiration":"11/20/2026","call_delta":0.441,"put_delta":-0.5487,"call_gamma":0.175387,"put_gamma":0.157619,"call_theta":-0.0104,"put_theta":-0.0087,"call_vega":0.0335,"put_vega":0.0336,"call_oi":560,"put_oi":131},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2483,"put_delta":-0.6774,"call_gamma":0.163351,"put_gamma":0.132943,"call_theta":-0.007,"put_theta":-0.008,"call_vega":0.0269,"put_vega":0.0305,"call_oi":840,"put_oi":123},{"strike":26.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1303,"put_delta":0,"call_gamma":0.10677,"put_gamma":0,"call_theta":-0.0047,"put_theta":0,"call_vega":0.018,"put_vega":0,"call_oi":2124,"put_oi":0},{"strike":27.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0947,"put_delta":0,"call_gamma":0.071783,"put_gamma":0,"call_theta":-0.0044,"put_theta":0,"call_vega":0.0143,"put_vega":0,"call_oi":30289,"put_oi":0},{"strike":28.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2231,"put_delta":0,"call_gamma":0.063497,"put_gamma":0,"call_theta":-0.0152,"put_theta":0,"call_vega":0.0254,"put_vega":0,"call_oi":129447,"put_oi":0},{"strike":29.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2065,"put_delta":0,"call_gamma":0.054473,"put_gamma":0,"call_theta":-0.0161,"put_theta":0,"call_vega":0.0242,"put_vega":0,"call_oi":638,"put_oi":0},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1935,"put_delta":0,"call_gamma":0.047814,"put_gamma":0,"call_theta":-0.0169,"put_theta":0,"call_vega":0.0233,"put_vega":0,"call_oi":246,"put_oi":0}],"strikes":[19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":7.74,"put_25d_iv":38.84,"call_25d_iv":31.1,"put_25d_strike":22.0,"call_25d_strike":25.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":8.19,"put_25d_iv":31.01,"call_25d_iv":22.82,"put_25d_strike":22.0,"call_25d_strike":25.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":7.4,"put_25d_iv":31.22,"call_25d_iv":23.81,"put_25d_strike":21.0,"call_25d_strike":26.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":3.5,"put_25d_iv":28.55,"call_25d_iv":25.05,"put_25d_strike":22.0,"call_25d_strike":27.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":6.94,"put_25d_iv":31.76,"call_25d_iv":24.83,"put_25d_strike":20.0,"call_25d_strike":30.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":13.0,"call_vanna":0,"put_vanna":825.0,"net_vanna":825.0,"call_oi":0,"put_oi":7736},{"strike":18.0,"call_vanna":0,"put_vanna":657.0,"net_vanna":657.0,"call_oi":0,"put_oi":8062},{"strike":19.0,"call_vanna":0,"put_vanna":16.0,"net_vanna":16.0,"call_oi":0,"put_oi":262},{"strike":20.0,"call_vanna":-27.0,"put_vanna":415.0,"net_vanna":388.0,"call_oi":281,"put_oi":3614},{"strike":21.0,"call_vanna":0,"put_vanna":29.0,"net_vanna":29.0,"call_oi":0,"put_oi":349},{"strike":22.0,"call_vanna":-185.0,"put_vanna":355.0,"net_vanna":170.0,"call_oi":2176,"put_oi":4649},{"strike":23.0,"call_vanna":-4.0,"put_vanna":28.0,"net_vanna":23.0,"call_oi":79,"put_oi":1428},{"strike":24.0,"call_vanna":9.0,"put_vanna":-3.0,"net_vanna":6.0,"call_oi":786,"put_oi":189},{"strike":25.0,"call_vanna":132.0,"put_vanna":-27.0,"net_vanna":105.0,"call_oi":3305,"put_oi":848},{"strike":26.0,"call_vanna":195.0,"put_vanna":0,"net_vanna":195.0,"call_oi":3221,"put_oi":0},{"strike":27.0,"call_vanna":1556.0,"put_vanna":0,"net_vanna":1556.0,"call_oi":31017,"put_oi":0},{"strike":28.0,"call_vanna":11932.0,"put_vanna":0,"net_vanna":11932.0,"call_oi":180755,"put_oi":0},{"strike":29.0,"call_vanna":96.0,"put_vanna":0,"net_vanna":96.0,"call_oi":1307,"put_oi":0},{"strike":30.0,"call_vanna":609.0,"put_vanna":0,"net_vanna":609.0,"call_oi":11017,"put_oi":0},{"strike":31.0,"call_vanna":4117.0,"put_vanna":0,"net_vanna":4117.0,"call_oi":100199,"put_oi":0}],"net_vanna":20727.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":19.0,"call_charm":0,"put_charm":467.0,"net_charm":467.0,"call_oi":0,"put_oi":262},{"strike":20.0,"call_charm":0,"put_charm":27.0,"net_charm":27.0,"call_oi":0,"put_oi":90},{"strike":21.0,"call_charm":0,"put_charm":47.0,"net_charm":47.0,"call_oi":0,"put_oi":68},{"strike":22.0,"call_charm":0,"put_charm":726.0,"net_charm":726.0,"call_oi":0,"put_oi":159},{"strike":23.0,"call_charm":0,"put_charm":27883.0,"net_charm":27883.0,"call_oi":0,"put_oi":1428},{"strike":24.0,"call_charm":-1907.0,"put_charm":2481.0,"net_charm":574.0,"call_oi":560,"put_oi":189},{"strike":25.0,"call_charm":-5354.0,"put_charm":497.0,"net_charm":-4857.0,"call_oi":1744,"put_oi":123},{"strike":26.0,"call_charm":-1434.0,"put_charm":0,"net_charm":-1434.0,"call_oi":2408,"put_oi":0},{"strike":27.0,"call_charm":-9404.0,"put_charm":0,"net_charm":-9404.0,"call_oi":30412,"put_oi":0},{"strike":28.0,"call_charm":-326246.0,"put_charm":0,"net_charm":-326246.0,"call_oi":129447,"put_oi":0},{"strike":29.0,"call_charm":-1578.0,"put_charm":0,"net_charm":-1578.0,"call_oi":638,"put_oi":0},{"strike":30.0,"call_charm":-598.0,"put_charm":0,"net_charm":-598.0,"call_oi":246,"put_oi":0},{"strike":31.0,"call_charm":-5.0,"put_charm":0,"net_charm":-5.0,"call_oi":151,"put_oi":0}],"net_charm":-314397.0,"weekend_delta_shift":-943191.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":18405.0,"put_delta":-53367.0,"net_delta":-34962.0,"call_oi":1374,"put_oi":1465,"total_oi":2839,"total_volume":89,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":3270879.0,"put_delta":-35162.0,"net_delta":3235717.0,"call_oi":164355,"put_oi":1018,"total_oi":165373,"total_volume":122,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":1298421.0,"put_delta":-271606.0,"net_delta":1026815.0,"call_oi":165810,"put_oi":15301,"total_oi":181111,"total_volume":24,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":46497.0,"put_delta":-13105.0,"net_delta":33392.0,"call_oi":2262,"put_oi":354,"total_oi":2616,"total_volume":20,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":64.0,"put_delta":-114.0,"net_delta":-49.0,"call_oi":2,"put_oi":3,"total_oi":5,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":35095.0,"put_delta":-69320.0,"net_delta":-34225.0,"call_oi":668,"put_oi":8981,"total_oi":9649,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":975.0,"put_delta":-9968.0,"net_delta":-8993.0,"call_oi":20,"put_oi":531,"total_oi":551,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":23.0,"straddle_price":1.2,"straddle_pct":5.12,"implied_move":5.12,"avg_iv":32.7},{"expiration":"11/20/2026","dte":49,"strike":23.0,"straddle_price":1.87,"straddle_pct":8.01,"implied_move":8.01,"avg_iv":27.2},{"expiration":"01/15/2027","dte":105,"strike":24.0,"straddle_price":2.75,"straddle_pct":11.74,"implied_move":11.74,"avg_iv":27.3},{"expiration":"02/19/2027","dte":140,"strike":23.0,"straddle_price":3.2,"straddle_pct":13.66,"implied_move":13.66,"avg_iv":27.7}],"volume_profile":{"profile":[{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":7746,"total_oi":7762,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":220,"put_oi":51,"total_oi":271,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":58,"put_oi":8102,"total_oi":8160,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":262,"total_oi":262,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":306,"put_oi":3615,"total_oi":3921,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":427,"total_oi":432,"bias":"neutral"},{"strike":22.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":2189,"put_oi":4657,"total_oi":6846,"bias":"bullish"},{"strike":23.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":109,"put_oi":1486,"total_oi":1595,"bias":"bullish"},{"strike":24.0,"call_volume":10,"put_volume":100,"total_volume":110,"call_oi":827,"put_oi":287,"total_oi":1114,"bias":"bearish"},{"strike":25.0,"call_volume":78,"put_volume":0,"total_volume":78,"call_oi":3306,"put_oi":850,"total_oi":4156,"bias":"bullish"},{"strike":26.0,"call_volume":36,"put_volume":0,"total_volume":36,"call_oi":3221,"put_oi":87,"total_oi":3308,"bias":"bullish"},{"strike":27.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":31028,"put_oi":22,"total_oi":31050,"bias":"bullish"},{"strike":28.0,"call_volume":21,"put_volume":0,"total_volume":21,"call_oi":180758,"put_oi":0,"total_oi":180758,"bias":"bullish"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1307,"put_oi":0,"total_oi":1307,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11027,"put_oi":40,"total_oi":11067,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":100199,"put_oi":0,"total_oi":100199,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":80,"put_oi":5,"total_oi":85,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":73,"put_oi":0,"total_oi":73,"bias":"neutral"}],"underlying_price":23.420000076293945,"peak_call_strike":25.0,"peak_put_strike":24.0,"total_call_volume":155,"total_put_volume":100,"volume_pc_ratio":0.645},"iv_contours":{"x":[0.77,0.81,0.85,0.9,0.94,0.98,1.02,1.07,1.11,1.15,1.2,1.24,1.28],"y":[14,49,105,140],"z":[[null,null,null,39.46,38.84,32.72,32.8,31.1,36.45,40.59,null,null,null],[79.24,69.35,29.05,32.33,27.79,27.23,28.03,27.3,28.23,32.34,55.35,61.69,67.58],[37.92,null,27.04,31.22,27.75,30.52,27.33,27.76,23.81,25.28,25.1,26.41,26.57],[null,null,31.6,29.91,28.55,27.7,25.91,26.99,27.92,25.05,25.16,24.49,25.3]],"levels":[23.8,29.4,34.9,40.4,46.0,51.5,57.1,62.6,68.2,73.7,79.2],"min_iv":23.8,"max_iv":79.2},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":23.0,"atm_iv":26.1,"otm_strike":25.0,"otm_iv":22.82,"itm_strike":22.0,"itm_iv":24.56,"iv_butterfly":-4.83,"price_butterfly":-0.27,"convexity":"inverted"},{"expiration":"01/15/2027","dte":105,"atm_strike":24.0,"atm_iv":24.23,"otm_strike":25.0,"otm_iv":24.67,"itm_strike":22.0,"itm_iv":24.97,"iv_butterfly":1.18,"price_butterfly":0.8,"convexity":"moderate_convexity"},{"expiration":"01/21/2028","dte":476,"atm_strike":22.0,"atm_iv":23.69,"otm_strike":25.0,"otm_iv":25.21,"itm_strike":22.0,"itm_iv":23.69,"iv_butterfly":1.52,"price_butterfly":-1.32,"convexity":"moderate_convexity"}],"iv_history":[{"date":"2026-09-14","iv":45.94},{"date":"2026-09-15","iv":42.93},{"date":"2026-09-16","iv":49.52},{"date":"2026-09-17","iv":53.37},{"date":"2026-09-18","iv":37.65},{"date":"2026-09-21","iv":33.38},{"date":"2026-09-22","iv":37.7},{"date":"2026-09-23","iv":45.6},{"date":"2026-09-24","iv":31.0},{"date":"2026-09-25","iv":29.9},{"date":"2026-09-28","iv":34.6},{"date":"2026-09-29","iv":63.2},{"date":"2026-09-30","iv":48.5},{"date":"2026-10-01","iv":38.2},{"date":"2026-10-02","iv":34.6}]}}