{"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":"FIRY","summary":{"name":"FIRY","price":12.47,"total_oi":10215,"call_oi":7258,"put_oi":2957,"pc_ratio":0.407,"net_gex":72999.89,"avg_iv":144.5,"iv_rank":62.3,"iv_52w_high":159.0,"iv_52w_low":120.5,"gamma_flip":9.2,"max_pain":10.0},"features":{"symbol":"FIRY","price":12.47,"total_oi":10215,"analysis_coverage":1.0,"avg_iv_pct":144.5,"iv_rank":62.3,"iv_52w_high_pct":159.0,"iv_52w_low_pct":120.5,"front_dte":14,"front_atm_iv_pct":85.2705,"back_atm_iv_pct":75.7376,"term_premium_pp":9.5329,"expected_move_front_pct":16.7,"straddle_front_pct":12.83,"straddle_30d_pct":12.83,"risk_reversal_front_pp":9.92,"risk_reversal_30d_pp":9.92,"butterfly_front_pp":2.83,"butterfly_30d_pp":2.83,"put_call_oi_ratio":0.407,"put_call_oi_front_ratio":0.086,"put_call_volume_front_ratio":0.0,"option_volume":65,"volume_oi_ratio":0.006363,"net_delta_normalized":0.246111,"dealer_delta_normalized":-0.245822,"gex_per_100k_oi":714634.263338,"vanna_per_100k_oi":2222.222222,"charm_per_100k_oi":-385912.873226,"weekend_delta_shift_per_100k_oi":-1157728.830152,"iv_surface_range_pp":69.9,"gamma_flip_distance_pct":-26.222935,"max_pain_distance_pct":-19.807538,"peak_call_distance_pct":20.288693,"peak_put_distance_pct":0.240577},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.1,"put_gex":0.0,"net_gex":0.1,"call_oi":1,"put_oi":6},{"strike":2.0,"call_gex":0.0,"put_gex":-3.3,"net_gex":-3.3,"call_oi":0,"put_oi":370},{"strike":3.0,"call_gex":8.24,"put_gex":-58.21,"net_gex":-49.98,"call_oi":11,"put_oi":70},{"strike":4.0,"call_gex":10.12,"put_gex":-422.07,"net_gex":-411.95,"call_oi":14,"put_oi":353},{"strike":5.0,"call_gex":344.35,"put_gex":-891.58,"net_gex":-547.23,"call_oi":209,"put_oi":587},{"strike":6.0,"call_gex":69.89,"put_gex":-146.41,"net_gex":-76.51,"call_oi":34,"put_oi":64},{"strike":7.0,"call_gex":483.13,"put_gex":-241.93,"net_gex":241.2,"call_oi":133,"put_oi":67},{"strike":7.5,"call_gex":0.0,"put_gex":-19.67,"net_gex":-19.67,"call_oi":0,"put_oi":7},{"strike":8.0,"call_gex":961.0,"put_gex":-96.69,"net_gex":864.31,"call_oi":187,"put_oi":20},{"strike":9.0,"call_gex":322.42,"put_gex":-1036.96,"net_gex":-714.55,"call_oi":45,"put_oi":152},{"strike":10.0,"call_gex":8481.51,"put_gex":-4837.62,"net_gex":3643.89,"call_oi":757,"put_oi":563},{"strike":11.0,"call_gex":2490.87,"put_gex":-48.5,"net_gex":2442.37,"call_oi":141,"put_oi":3},{"strike":12.0,"call_gex":7041.76,"put_gex":-1009.65,"net_gex":6032.11,"call_oi":499,"put_oi":64},{"strike":12.5,"call_gex":9381.68,"put_gex":-6967.19,"net_gex":2414.49,"call_oi":299,"put_oi":483},{"strike":13.0,"call_gex":7668.86,"put_gex":-309.86,"net_gex":7359.0,"call_oi":489,"put_oi":20},{"strike":14.0,"call_gex":1159.5,"put_gex":0.0,"net_gex":1159.5,"call_oi":66,"put_oi":0},{"strike":15.0,"call_gex":27543.62,"put_gex":-630.96,"net_gex":26912.66,"call_oi":1650,"put_oi":39},{"strike":16.0,"call_gex":13661.95,"put_gex":-162.2,"net_gex":13499.75,"call_oi":1173,"put_oi":13},{"strike":17.0,"call_gex":1437.99,"put_gex":-711.92,"net_gex":726.08,"call_oi":126,"put_oi":67},{"strike":17.5,"call_gex":4843.98,"put_gex":0.0,"net_gex":4843.98,"call_oi":483,"put_oi":0},{"strike":18.0,"call_gex":9.91,"put_gex":-49.59,"net_gex":-39.67,"call_oi":1,"put_oi":5},{"strike":19.0,"call_gex":315.53,"put_gex":-35.24,"net_gex":280.3,"call_oi":36,"put_oi":4},{"strike":20.0,"call_gex":1114.69,"put_gex":0.0,"net_gex":1114.69,"call_oi":145,"put_oi":0},{"strike":21.0,"call_gex":78.2,"put_gex":0.0,"net_gex":78.2,"call_oi":11,"put_oi":0},{"strike":22.0,"call_gex":101.93,"put_gex":0.0,"net_gex":101.93,"call_oi":16,"put_oi":0},{"strike":22.5,"call_gex":6.48,"put_gex":0.0,"net_gex":6.48,"call_oi":1,"put_oi":0},{"strike":23.0,"call_gex":61.02,"put_gex":0.0,"net_gex":61.02,"call_oi":10,"put_oi":0},{"strike":24.0,"call_gex":28.58,"put_gex":0.0,"net_gex":28.58,"call_oi":5,"put_oi":0},{"strike":25.0,"call_gex":225.3,"put_gex":0.0,"net_gex":225.3,"call_oi":40,"put_oi":0},{"strike":26.0,"call_gex":89.2,"put_gex":0.0,"net_gex":89.2,"call_oi":16,"put_oi":0},{"strike":27.0,"call_gex":253.78,"put_gex":0.0,"net_gex":253.78,"call_oi":49,"put_oi":0},{"strike":28.0,"call_gex":5.15,"put_gex":0.0,"net_gex":5.15,"call_oi":1,"put_oi":0},{"strike":29.0,"call_gex":70.18,"put_gex":0.0,"net_gex":70.18,"call_oi":14,"put_oi":0},{"strike":30.0,"call_gex":26.33,"put_gex":0.0,"net_gex":26.33,"call_oi":6,"put_oi":0},{"strike":32.0,"call_gex":45.47,"put_gex":0.0,"net_gex":45.47,"call_oi":10,"put_oi":0},{"strike":35.0,"call_gex":183.01,"put_gex":0.0,"net_gex":183.01,"call_oi":42,"put_oi":0},{"strike":40.0,"call_gex":2153.71,"put_gex":0.0,"net_gex":2153.71,"call_oi":538,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":19606.0,"total_value":19606.0},{"strike":2.0,"call_value":1.0,"put_value":16655.0,"total_value":16656.0},{"strike":3.0,"call_value":2.0,"put_value":14074.0,"total_value":14076.0},{"strike":4.0,"call_value":14.0,"put_value":11563.0,"total_value":11577.0},{"strike":5.0,"call_value":40.0,"put_value":9405.0,"total_value":9445.0},{"strike":6.0,"call_value":275.0,"put_value":7834.0,"total_value":8109.0},{"strike":7.0,"call_value":544.0,"put_value":6327.0,"total_value":6871.0},{"strike":7.5,"call_value":745.0,"put_value":5607.0,"total_value":6352.0},{"strike":8.0,"call_value":946.0,"put_value":4890.5,"total_value":5836.5},{"strike":9.0,"call_value":1535.0,"put_value":3477.5,"total_value":5012.5},{"strike":10.0,"call_value":2169.0,"put_value":2216.5,"total_value":4385.5},{"strike":11.0,"call_value":3560.0,"put_value":1518.5,"total_value":5078.5},{"strike":12.0,"call_value":5092.0,"put_value":823.5,"total_value":5915.5},{"strike":12.5,"call_value":6107.5,"put_value":508.0,"total_value":6615.5},{"strike":13.0,"call_value":7272.5,"put_value":434.0,"total_value":7706.5},{"strike":14.0,"call_value":10091.5,"put_value":306.0,"total_value":10397.5},{"strike":15.0,"call_value":12976.5,"put_value":178.0,"total_value":13154.5},{"strike":16.0,"call_value":17511.5,"put_value":89.0,"total_value":17600.5},{"strike":17.0,"call_value":23219.5,"put_value":13.0,"total_value":23232.5},{"strike":17.5,"call_value":26136.5,"put_value":8.5,"total_value":26145.0},{"strike":18.0,"call_value":29295.0,"put_value":4.0,"total_value":29299.0},{"strike":19.0,"call_value":35613.0,"put_value":0.0,"total_value":35613.0},{"strike":20.0,"call_value":41967.0,"put_value":0.0,"total_value":41967.0},{"strike":21.0,"call_value":48466.0,"put_value":0.0,"total_value":48466.0},{"strike":22.0,"call_value":54976.0,"put_value":0.0,"total_value":54976.0},{"strike":22.5,"call_value":58239.0,"put_value":0.0,"total_value":58239.0},{"strike":23.0,"call_value":61502.5,"put_value":0.0,"total_value":61502.5},{"strike":24.0,"call_value":68039.5,"put_value":0.0,"total_value":68039.5},{"strike":25.0,"call_value":74581.5,"put_value":0.0,"total_value":74581.5},{"strike":26.0,"call_value":81163.5,"put_value":0.0,"total_value":81163.5},{"strike":27.0,"call_value":87761.5,"put_value":0.0,"total_value":87761.5},{"strike":28.0,"call_value":94408.5,"put_value":0.0,"total_value":94408.5},{"strike":29.0,"call_value":101056.5,"put_value":0.0,"total_value":101056.5},{"strike":30.0,"call_value":107718.5,"put_value":0.0,"total_value":107718.5},{"strike":32.0,"call_value":121054.5,"put_value":0.0,"total_value":121054.5},{"strike":35.0,"call_value":141088.5,"put_value":0.0,"total_value":141088.5},{"strike":40.0,"call_value":174688.5,"put_value":0,"total_value":174688.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":112.1,"strike":10.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":191.6,"strike":6.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":165.2,"strike":6.18},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":55.4,"strike":11.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":55.7,"strike":11.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":74.3,"strike":12.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":74.6,"strike":12.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":85.3,"strike":12.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":77.2,"strike":13.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":72.6,"strike":13.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":74.1,"strike":14.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":69.6,"strike":14.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":158.9,"strike":16.88},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":164.7,"strike":24.25},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":126.4,"strike":22.45}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":416},{"expiration":"11/20/2026","dte":49,"iv":0.5585,"contract_count":4,"total_oi":446},{"expiration":"12/18/2026","dte":77,"iv":0.4584,"contract_count":4,"total_oi":186},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":4,"total_oi":440},{"expiration":"05/21/2027","dte":231,"iv":0.1082,"contract_count":2,"total_oi":366}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":16.7,"expected_move_2std":33.4,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":27.75,"expected_move_2std":55.51,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":33.8,"expected_move_2std":67.6,"contract_count":4},{"expiration":"02/19/2027","dte":140,"expected_move_1std":39.46,"expected_move_2std":78.91,"contract_count":4},{"expiration":"05/21/2027","dte":231,"expected_move_1std":52.54,"expected_move_2std":105.07,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2261,"put_oi":194,"total_oi":2455,"pc_ratio":0.086,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2517,"put_oi":540,"total_oi":3057,"pc_ratio":0.215,"pc_ratio_volume":2.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":962,"put_oi":1149,"total_oi":2111,"pc_ratio":1.194,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"02/19/2027","dte":140,"call_oi":1475,"put_oi":663,"total_oi":2138,"pc_ratio":0.449,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":43,"put_oi":411,"total_oi":454,"pc_ratio":9.558,"pc_ratio_volume":15.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":100.0,"put_delta_oi":0,"dealer_delta":-100.0,"call_oi":1,"put_oi":0},{"strike":2.0,"call_delta_oi":0,"put_delta_oi":-43.0,"dealer_delta":43.0,"call_oi":0,"put_oi":370},{"strike":3.0,"call_delta_oi":1070.0,"put_delta_oi":-257.0,"dealer_delta":-813.0,"call_oi":11,"put_oi":70},{"strike":4.0,"call_delta_oi":765.0,"put_delta_oi":-1973.0,"dealer_delta":1208.0,"call_oi":8,"put_oi":353},{"strike":5.0,"call_delta_oi":20066.0,"put_delta_oi":-5112.0,"dealer_delta":-14954.0,"call_oi":209,"put_oi":587},{"strike":6.0,"call_delta_oi":3268.0,"put_delta_oi":-631.0,"dealer_delta":-2637.0,"call_oi":34,"put_oi":64},{"strike":7.0,"call_delta_oi":12218.0,"put_delta_oi":-658.0,"dealer_delta":-11560.0,"call_oi":133,"put_oi":67},{"strike":7.5,"call_delta_oi":0,"put_delta_oi":-109.0,"dealer_delta":109.0,"call_oi":0,"put_oi":7},{"strike":8.0,"call_delta_oi":16513.0,"put_delta_oi":-251.0,"dealer_delta":-16262.0,"call_oi":187,"put_oi":20},{"strike":9.0,"call_delta_oi":3796.0,"put_delta_oi":-2464.0,"dealer_delta":-1332.0,"call_oi":45,"put_oi":152},{"strike":10.0,"call_delta_oi":64517.0,"put_delta_oi":-12299.0,"dealer_delta":-52218.0,"call_oi":757,"put_oi":563},{"strike":11.0,"call_delta_oi":10999.0,"put_delta_oi":-77.0,"dealer_delta":-10921.0,"call_oi":141,"put_oi":3},{"strike":12.0,"call_delta_oi":31189.0,"put_delta_oi":-2407.0,"dealer_delta":-28781.0,"call_oi":499,"put_oi":64},{"strike":12.5,"call_delta_oi":15846.0,"put_delta_oi":-19442.0,"dealer_delta":3596.0,"call_oi":299,"put_oi":483},{"strike":13.0,"call_delta_oi":25648.0,"put_delta_oi":-955.0,"dealer_delta":-24693.0,"call_oi":489,"put_oi":20},{"strike":14.0,"call_delta_oi":2611.0,"put_delta_oi":0,"dealer_delta":-2611.0,"call_oi":66,"put_oi":0},{"strike":15.0,"call_delta_oi":23297.0,"put_delta_oi":-2961.0,"dealer_delta":-20335.0,"call_oi":1650,"put_oi":39},{"strike":16.0,"call_delta_oi":39883.0,"put_delta_oi":-905.0,"dealer_delta":-38978.0,"call_oi":1173,"put_oi":13},{"strike":17.0,"call_delta_oi":2581.0,"put_delta_oi":-5916.0,"dealer_delta":3335.0,"call_oi":126,"put_oi":67},{"strike":17.5,"call_delta_oi":9675.0,"put_delta_oi":0,"dealer_delta":-9675.0,"call_oi":483,"put_oi":0},{"strike":18.0,"call_delta_oi":19.0,"put_delta_oi":-399.0,"dealer_delta":379.0,"call_oi":1,"put_oi":5},{"strike":19.0,"call_delta_oi":661.0,"put_delta_oi":-318.0,"dealer_delta":-343.0,"call_oi":36,"put_oi":4},{"strike":20.0,"call_delta_oi":3852.0,"put_delta_oi":0,"dealer_delta":-3852.0,"call_oi":145,"put_oi":0},{"strike":21.0,"call_delta_oi":176.0,"put_delta_oi":0,"dealer_delta":-176.0,"call_oi":11,"put_oi":0},{"strike":22.0,"call_delta_oi":531.0,"put_delta_oi":0,"dealer_delta":-531.0,"call_oi":16,"put_oi":0},{"strike":22.5,"call_delta_oi":16.0,"put_delta_oi":0,"dealer_delta":-16.0,"call_oi":1,"put_oi":0},{"strike":23.0,"call_delta_oi":166.0,"put_delta_oi":0,"dealer_delta":-166.0,"call_oi":10,"put_oi":0},{"strike":24.0,"call_delta_oi":72.0,"put_delta_oi":0,"dealer_delta":-72.0,"call_oi":5,"put_oi":0},{"strike":25.0,"call_delta_oi":1252.0,"put_delta_oi":0,"dealer_delta":-1252.0,"call_oi":40,"put_oi":0},{"strike":26.0,"call_delta_oi":343.0,"put_delta_oi":0,"dealer_delta":-343.0,"call_oi":16,"put_oi":0},{"strike":27.0,"call_delta_oi":1570.0,"put_delta_oi":0,"dealer_delta":-1570.0,"call_oi":49,"put_oi":0},{"strike":28.0,"call_delta_oi":29.0,"put_delta_oi":0,"dealer_delta":-29.0,"call_oi":1,"put_oi":0},{"strike":29.0,"call_delta_oi":402.0,"put_delta_oi":0,"dealer_delta":-402.0,"call_oi":14,"put_oi":0},{"strike":30.0,"call_delta_oi":92.0,"put_delta_oi":0,"dealer_delta":-92.0,"call_oi":6,"put_oi":0},{"strike":32.0,"call_delta_oi":196.0,"put_delta_oi":0,"dealer_delta":-196.0,"call_oi":10,"put_oi":0},{"strike":35.0,"call_delta_oi":1097.0,"put_delta_oi":0,"dealer_delta":-1097.0,"call_oi":42,"put_oi":0},{"strike":40.0,"call_delta_oi":13770.0,"put_delta_oi":0,"dealer_delta":-13770.0,"call_oi":538,"put_oi":0}],"net_dealer_delta":-251107.0,"total_call_delta":308284.0,"total_put_delta":-57177.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":12.470000267028809,"strikes":[{"strike":9.0,"moneyness":0.7217,"type":"put","iv":0.7812,"delta":-0.1708,"oi":104},{"strike":10.0,"moneyness":0.8019,"type":"put","iv":0.7471,"delta":-0.2283,"oi":437},{"strike":12.0,"moneyness":0.9623,"type":"call","iv":0.6833,"delta":0.6332,"oi":202},{"strike":13.0,"moneyness":1.0425,"type":"call","iv":0.6579,"delta":0.5558,"oi":203},{"strike":16.0,"moneyness":1.2831,"type":"call","iv":0.6264,"delta":0.341,"oi":541},{"strike":17.5,"moneyness":1.4034,"type":"call","iv":0.6131,"delta":0.2534,"oi":318}]},{"expiration":"05/21/2027","underlying_price":12.470000267028809,"strikes":[{"strike":12.5,"moneyness":1.0024,"type":"put","iv":0.6472,"delta":-0.3804,"oi":363}]},{"expiration":"10/16/2026","underlying_price":12.470000267028809,"strikes":[{"strike":10.0,"moneyness":0.8019,"type":"call","iv":0.9796,"delta":0.9023,"oi":300},{"strike":12.5,"moneyness":1.0024,"type":"call","iv":0.8318,"delta":0.529,"oi":296},{"strike":12.5,"moneyness":1.0024,"type":"put","iv":0.8734,"delta":-0.4693,"oi":120},{"strike":15.0,"moneyness":1.2029,"type":"call","iv":0.7742,"delta":0.1188,"oi":1491},{"strike":17.5,"moneyness":1.4034,"type":"call","iv":1.2653,"delta":0.0979,"oi":165}]},{"expiration":"11/20/2026","underlying_price":12.470000267028809,"strikes":[{"strike":10.0,"moneyness":0.8019,"type":"call","iv":0.7782,"delta":0.8272,"oi":329},{"strike":12.0,"moneyness":0.9623,"type":"call","iv":0.7179,"delta":0.6176,"oi":143},{"strike":13.0,"moneyness":1.0425,"type":"call","iv":0.7462,"delta":0.5009,"oi":267},{"strike":16.0,"moneyness":1.2831,"type":"call","iv":1.1023,"delta":0.341,"oi":618},{"strike":17.0,"moneyness":1.3633,"type":"call","iv":0.8467,"delta":0.2011,"oi":105},{"strike":40.0,"moneyness":3.2077,"type":"call","iv":2.7591,"delta":0.2549,"oi":459}]},{"expiration":"12/18/2026","underlying_price":12.470000267028809,"strikes":[{"strike":4.0,"moneyness":0.3208,"type":"put","iv":2.7975,"delta":-0.0623,"oi":245},{"strike":5.0,"moneyness":0.401,"type":"call","iv":1.3458,"delta":0.9648,"oi":125},{"strike":5.0,"moneyness":0.401,"type":"put","iv":2.876,"delta":-0.087,"oi":329},{"strike":7.0,"moneyness":0.5613,"type":"call","iv":1.1521,"delta":0.9159,"oi":116},{"strike":10.0,"moneyness":0.8019,"type":"call","iv":0.766,"delta":0.7972,"oi":101},{"strike":12.0,"moneyness":0.9623,"type":"call","iv":0.7345,"delta":0.6212,"oi":154}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9023,"put_delta":0,"call_gamma":0.074853,"put_gamma":0,"call_theta":-0.0163,"put_theta":0,"call_vega":0.0041,"put_vega":0,"call_oi":300,"put_oi":0},{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.529,"put_delta":-0.4693,"call_gamma":0.203247,"put_gamma":0.193515,"call_theta":-0.0306,"put_theta":-0.0307,"call_vega":0.0094,"put_vega":0.0094,"call_oi":296,"put_oi":120},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1188,"put_delta":0,"call_gamma":0.109034,"put_gamma":0,"call_theta":-0.0141,"put_theta":0,"call_vega":0.0047,"put_vega":0,"call_oi":1491,"put_oi":0},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8272,"put_delta":0,"call_gamma":0.072666,"put_gamma":0,"call_theta":-0.0102,"put_theta":0,"call_vega":0.0116,"put_vega":0,"call_oi":329,"put_oi":0},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8246,"put_delta":0,"call_gamma":0.135349,"put_gamma":0,"call_theta":-0.0061,"put_theta":0,"call_vega":0.0117,"put_vega":0,"call_oi":72,"put_oi":0},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6176,"put_delta":0,"call_gamma":0.11751,"put_gamma":0,"call_theta":-0.0136,"put_theta":0,"call_vega":0.0173,"put_vega":0,"call_oi":143,"put_oi":0},{"strike":13.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5009,"put_delta":0,"call_gamma":0.118223,"put_gamma":0,"call_theta":-0.0146,"put_theta":0,"call_vega":0.018,"put_vega":0,"call_oi":267,"put_oi":0},{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3914,"put_delta":0,"call_gamma":0.114652,"put_gamma":0,"call_theta":-0.0139,"put_theta":0,"call_vega":0.0174,"put_vega":0,"call_oi":61,"put_oi":0},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2846,"put_delta":0,"call_gamma":0.105958,"put_gamma":0,"call_theta":-0.0117,"put_theta":0,"call_vega":0.0153,"put_vega":0,"call_oi":67,"put_oi":0},{"strike":16.0,"dte":49,"expiration":"11/20/2026","call_delta":0.341,"put_delta":0,"call_gamma":0.073589,"put_gamma":0,"call_theta":-0.0194,"put_theta":0,"call_vega":0.0166,"put_vega":0,"call_oi":618,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7972,"put_delta":0,"call_gamma":0.064772,"put_gamma":0,"call_theta":-0.0089,"put_theta":0,"call_vega":0.0161,"put_vega":0,"call_oi":101,"put_oi":0},{"strike":12.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6212,"put_delta":0,"call_gamma":0.091019,"put_gamma":0,"call_theta":-0.0111,"put_theta":0,"call_vega":0.0216,"put_vega":0,"call_oi":154,"put_oi":0}],"strikes":[10.0,11.0,12.0,12.5,13.0,14.0,15.0,16.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":9.92,"put_25d_iv":87.34,"call_25d_iv":77.42,"put_25d_strike":12.5,"call_25d_strike":15.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-7.48,"put_25d_iv":268.44,"call_25d_iv":275.91,"put_25d_strike":4.0,"call_25d_strike":40.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":65.96,"put_25d_iv":287.6,"call_25d_iv":221.65,"put_25d_strike":5.0,"call_25d_strike":40.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":13.4,"put_25d_iv":74.71,"call_25d_iv":61.31,"put_25d_strike":10.0,"call_25d_strike":17.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":2.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":370},{"strike":3.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":53},{"strike":4.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":327},{"strike":5.0,"call_vanna":-6.0,"put_vanna":32.0,"net_vanna":26.0,"call_oi":187,"put_oi":581},{"strike":7.0,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":116,"put_oi":0},{"strike":8.0,"call_vanna":-11.0,"put_vanna":0,"net_vanna":-11.0,"call_oi":175,"put_oi":0},{"strike":9.0,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":104},{"strike":10.0,"call_vanna":-36.0,"put_vanna":44.0,"net_vanna":9.0,"call_oi":730,"put_oi":437},{"strike":11.0,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":72,"put_oi":0},{"strike":12.0,"call_vanna":-24.0,"put_vanna":0,"net_vanna":-24.0,"call_oi":499,"put_oi":0},{"strike":12.5,"call_vanna":-1.0,"put_vanna":27.0,"net_vanna":26.0,"call_oi":296,"put_oi":483},{"strike":13.0,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":470,"put_oi":0},{"strike":14.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":61,"put_oi":0},{"strike":15.0,"call_vanna":46.0,"put_vanna":0,"net_vanna":46.0,"call_oi":1558,"put_oi":0},{"strike":16.0,"call_vanna":65.0,"put_vanna":0,"net_vanna":65.0,"call_oi":1159,"put_oi":0},{"strike":17.0,"call_vanna":6.0,"put_vanna":-5.0,"net_vanna":2.0,"call_oi":105,"put_oi":67},{"strike":17.5,"call_vanna":35.0,"put_vanna":0,"net_vanna":35.0,"call_oi":483,"put_oi":0},{"strike":20.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":85,"put_oi":0},{"strike":40.0,"call_vanna":32.0,"put_vanna":0,"net_vanna":32.0,"call_oi":538,"put_oi":0}],"net_vanna":227.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":3.0,"call_charm":0,"put_charm":18.0,"net_charm":18.0,"call_oi":0,"put_oi":53},{"strike":4.0,"call_charm":0,"put_charm":37.0,"net_charm":37.0,"call_oi":0,"put_oi":82},{"strike":5.0,"call_charm":-384.0,"put_charm":428.0,"net_charm":44.0,"call_oi":62,"put_oi":252},{"strike":8.0,"call_charm":-664.0,"put_charm":0,"net_charm":-664.0,"call_oi":90,"put_oi":0},{"strike":10.0,"call_charm":-13584.0,"put_charm":0,"net_charm":-13584.0,"call_oi":629,"put_oi":0},{"strike":11.0,"call_charm":-271.0,"put_charm":0,"net_charm":-271.0,"call_oi":72,"put_oi":0},{"strike":12.0,"call_charm":-896.0,"put_charm":0,"net_charm":-896.0,"call_oi":143,"put_oi":0},{"strike":12.5,"call_charm":-12508.0,"put_charm":4503.0,"net_charm":-8005.0,"call_oi":296,"put_oi":120},{"strike":13.0,"call_charm":-1456.0,"put_charm":0,"net_charm":-1456.0,"call_oi":267,"put_oi":0},{"strike":14.0,"call_charm":-247.0,"put_charm":0,"net_charm":-247.0,"call_oi":61,"put_oi":0},{"strike":15.0,"call_charm":-6670.0,"put_charm":0,"net_charm":-6670.0,"call_oi":1558,"put_oi":0},{"strike":16.0,"call_charm":-3051.0,"put_charm":0,"net_charm":-3051.0,"call_oi":618,"put_oi":0},{"strike":17.0,"call_charm":-180.0,"put_charm":0,"net_charm":-180.0,"call_oi":105,"put_oi":0},{"strike":17.5,"call_charm":-839.0,"put_charm":0,"net_charm":-839.0,"call_oi":165,"put_oi":0},{"strike":40.0,"call_charm":-3657.0,"put_charm":0,"net_charm":-3657.0,"call_oi":459,"put_oi":0}],"net_charm":-39421.0,"weekend_delta_shift":-118262.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":62363.0,"put_delta":-8742.0,"net_delta":53621.0,"call_oi":2261,"put_oi":194,"total_oi":2455,"total_volume":36,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":118857.0,"put_delta":-5694.0,"net_delta":113163.0,"call_oi":2517,"put_oi":534,"total_oi":3051,"total_volume":3,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":64105.0,"put_delta":-13851.0,"net_delta":50254.0,"call_oi":962,"put_oi":1149,"total_oi":2111,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":60615.0,"put_delta":-13771.0,"net_delta":46844.0,"call_oi":1469,"put_oi":663,"total_oi":2132,"total_volume":8,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":2345.0,"put_delta":-15120.0,"net_delta":-12775.0,"call_oi":43,"put_oi":411,"total_oi":454,"total_volume":16,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":12.5,"straddle_price":1.6,"straddle_pct":12.83,"implied_move":12.83,"avg_iv":85.3},{"expiration":"11/20/2026","dte":49,"strike":12.0,"straddle_price":2.65,"straddle_pct":21.25,"implied_move":21.25,"avg_iv":74.3},{"expiration":"02/19/2027","dte":140,"strike":12.0,"straddle_price":3.57,"straddle_pct":28.67,"implied_move":28.67,"avg_iv":59.5}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":6,"total_oi":7,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":370,"total_oi":370,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":70,"total_oi":81,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":353,"total_oi":367,"bias":"neutral"},{"strike":5.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":209,"put_oi":587,"total_oi":796,"bias":"bullish"},{"strike":6.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":34,"put_oi":64,"total_oi":98,"bias":"bearish"},{"strike":7.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":133,"put_oi":67,"total_oi":200,"bias":"bearish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":187,"put_oi":20,"total_oi":207,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":152,"total_oi":197,"bias":"neutral"},{"strike":10.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":757,"put_oi":563,"total_oi":1320,"bias":"bullish"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":141,"put_oi":3,"total_oi":144,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":499,"put_oi":64,"total_oi":563,"bias":"neutral"},{"strike":12.5,"call_volume":1,"put_volume":15,"total_volume":16,"call_oi":299,"put_oi":483,"total_oi":782,"bias":"bearish"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":489,"put_oi":20,"total_oi":509,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":66,"put_oi":0,"total_oi":66,"bias":"neutral"},{"strike":15.0,"call_volume":34,"put_volume":0,"total_volume":34,"call_oi":1650,"put_oi":39,"total_oi":1689,"bias":"bullish"},{"strike":16.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":1173,"put_oi":13,"total_oi":1186,"bias":"bullish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":126,"put_oi":67,"total_oi":193,"bias":"neutral"},{"strike":17.5,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":483,"put_oi":0,"total_oi":483,"bias":"bullish"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":36,"put_oi":4,"total_oi":40,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":145,"put_oi":0,"total_oi":145,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":0,"total_oi":49,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":0,"total_oi":14,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":0,"total_oi":42,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":538,"put_oi":0,"total_oi":538,"bias":"neutral"}],"underlying_price":12.470000267028809,"peak_call_strike":15.0,"peak_put_strike":12.5,"total_call_volume":48,"total_put_volume":17,"volume_pc_ratio":0.354},"iv_contours":{"x":[0.72,0.8,0.88,0.96,1.0,1.04,1.12,1.2,1.28],"y":[14,49,77,140],"z":[[null,112.08,null,null,85.26,null,null,86.0,null],[106.77,73.35,42.17,74.31,null,74.62,74.08,70.8,110.23],[84.3,78.39,55.68,73.45,null,69.59,null,68.14,71.11],[78.12,60.12,71.17,59.51,null,65.79,null,64.84,62.64]],"levels":[42.2,49.2,56.2,63.1,70.1,77.1,84.1,91.1,98.1,105.1,112.1],"min_iv":42.2,"max_iv":112.1},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":12.0,"atm_iv":71.79,"otm_strike":13.0,"otm_iv":74.62,"itm_strike":12.0,"itm_iv":71.79,"iv_butterfly":2.83,"price_butterfly":-0.4,"convexity":"high_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":12.0,"atm_iv":73.45,"otm_strike":13.0,"otm_iv":69.59,"itm_strike":12.0,"itm_iv":73.45,"iv_butterfly":-3.86,"price_butterfly":-0.52,"convexity":"inverted"},{"expiration":"02/19/2027","dte":140,"atm_strike":12.0,"atm_iv":68.33,"otm_strike":13.0,"otm_iv":65.79,"itm_strike":12.0,"itm_iv":68.33,"iv_butterfly":-2.54,"price_butterfly":-0.5,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":128.91},{"date":"2026-09-15","iv":135.3},{"date":"2026-09-16","iv":133.73},{"date":"2026-09-17","iv":138.32},{"date":"2026-09-18","iv":125.67},{"date":"2026-09-21","iv":130.5},{"date":"2026-09-22","iv":124.1},{"date":"2026-09-23","iv":149.4},{"date":"2026-09-24","iv":149.0},{"date":"2026-09-25","iv":159.0},{"date":"2026-09-28","iv":120.5},{"date":"2026-09-29","iv":145.5},{"date":"2026-09-30","iv":142.9},{"date":"2026-10-01","iv":157.1},{"date":"2026-10-02","iv":144.5}]}}