{"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":"FLNG","summary":{"name":"FLNG","price":31.24,"total_oi":16244,"call_oi":11926,"put_oi":4318,"pc_ratio":0.362,"net_gex":694866.03,"avg_iv":49.2,"iv_rank":48.4,"iv_52w_high":61.65,"iv_52w_low":37.5,"gamma_flip":31.52,"max_pain":31.0},"features":{"symbol":"FLNG","price":31.24,"total_oi":16244,"analysis_coverage":1.0,"avg_iv_pct":49.2,"iv_rank":48.4,"iv_52w_high_pct":61.65,"iv_52w_low_pct":37.5,"front_dte":14,"front_atm_iv_pct":28.1342,"back_atm_iv_pct":29.0669,"term_premium_pp":-0.9327,"expected_move_front_pct":5.51,"straddle_front_pct":4.0,"straddle_30d_pct":4.0,"risk_reversal_front_pp":-3.75,"risk_reversal_30d_pp":-3.75,"butterfly_front_pp":4.62,"butterfly_30d_pp":4.62,"put_call_oi_ratio":0.362,"put_call_oi_front_ratio":0.395,"put_call_volume_front_ratio":1.0,"option_volume":1239,"volume_oi_ratio":0.076274,"net_delta_normalized":0.152298,"dealer_delta_normalized":-0.151997,"gex_per_100k_oi":4277678.096528,"vanna_per_100k_oi":2653.287368,"charm_per_100k_oi":-123608.717065,"weekend_delta_shift_per_100k_oi":-370826.151194,"iv_surface_range_pp":260.5,"gamma_flip_distance_pct":0.896287,"max_pain_distance_pct":-0.768246,"peak_call_distance_pct":-0.768246,"peak_put_distance_pct":-0.768246},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":0.0,"put_gex":-57.68,"net_gex":-57.68,"call_oi":7,"put_oi":5},{"strike":21.0,"call_gex":0.0,"put_gex":-86.88,"net_gex":-86.88,"call_oi":0,"put_oi":7},{"strike":22.0,"call_gex":0.0,"put_gex":-773.08,"net_gex":-773.08,"call_oi":0,"put_oi":79},{"strike":23.0,"call_gex":0.0,"put_gex":-124.41,"net_gex":-124.41,"call_oi":1,"put_oi":7},{"strike":24.0,"call_gex":0.0,"put_gex":-192.99,"net_gex":-192.99,"call_oi":0,"put_oi":17},{"strike":25.0,"call_gex":0.0,"put_gex":-7762.46,"net_gex":-7762.46,"call_oi":0,"put_oi":283},{"strike":26.0,"call_gex":1376.64,"put_gex":-3943.75,"net_gex":-2567.11,"call_oi":55,"put_oi":117},{"strike":27.0,"call_gex":85.65,"put_gex":-8552.71,"net_gex":-8467.06,"call_oi":26,"put_oi":200},{"strike":28.0,"call_gex":4655.3,"put_gex":-47924.67,"net_gex":-43269.37,"call_oi":106,"put_oi":957},{"strike":29.0,"call_gex":20676.1,"put_gex":-18482.79,"net_gex":2193.31,"call_oi":248,"put_oi":306},{"strike":30.0,"call_gex":77070.7,"put_gex":-70773.41,"net_gex":6297.29,"call_oi":825,"put_oi":617},{"strike":31.0,"call_gex":122934.09,"put_gex":-143682.26,"net_gex":-20748.17,"call_oi":825,"put_oi":719},{"strike":32.0,"call_gex":294622.84,"put_gex":-148754.23,"net_gex":145868.61,"call_oi":2573,"put_oi":808},{"strike":33.0,"call_gex":357684.73,"put_gex":-14587.31,"net_gex":343097.42,"call_oi":2716,"put_oi":141},{"strike":34.0,"call_gex":93450.62,"put_gex":-2244.73,"net_gex":91205.89,"call_oi":1168,"put_oi":38},{"strike":35.0,"call_gex":120195.04,"put_gex":-990.93,"net_gex":119204.11,"call_oi":1757,"put_oi":15},{"strike":36.0,"call_gex":13001.13,"put_gex":-43.14,"net_gex":12957.99,"call_oi":225,"put_oi":1},{"strike":37.0,"call_gex":30299.97,"put_gex":0.0,"net_gex":30299.97,"call_oi":688,"put_oi":0},{"strike":38.0,"call_gex":25993.8,"put_gex":0.0,"net_gex":25993.8,"call_oi":649,"put_oi":0},{"strike":39.0,"call_gex":341.62,"put_gex":0.0,"net_gex":341.62,"call_oi":9,"put_oi":0},{"strike":40.0,"call_gex":1488.99,"put_gex":-33.76,"net_gex":1455.23,"call_oi":48,"put_oi":1}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":40582.0,"total_value":40582.0},{"strike":21.0,"call_value":7.0,"put_value":36269.0,"total_value":36276.0},{"strike":22.0,"call_value":14.0,"put_value":31963.0,"total_value":31977.0},{"strike":23.0,"call_value":21.0,"put_value":27736.0,"total_value":27757.0},{"strike":24.0,"call_value":29.0,"put_value":23516.0,"total_value":23545.0},{"strike":25.0,"call_value":37.0,"put_value":19313.0,"total_value":19350.0},{"strike":26.0,"call_value":45.0,"put_value":15393.0,"total_value":15438.0},{"strike":27.0,"call_value":108.0,"put_value":11590.0,"total_value":11698.0},{"strike":28.0,"call_value":197.0,"put_value":7987.0,"total_value":8184.0},{"strike":29.0,"call_value":392.0,"put_value":5341.0,"total_value":5733.0},{"strike":30.0,"call_value":835.0,"put_value":3001.0,"total_value":3836.0},{"strike":31.0,"call_value":2103.0,"put_value":1278.0,"total_value":3381.0},{"strike":32.0,"call_value":4196.0,"put_value":274.0,"total_value":4470.0},{"strike":33.0,"call_value":8862.0,"put_value":78.0,"total_value":8940.0},{"strike":34.0,"call_value":16244.0,"put_value":23.0,"total_value":16267.0},{"strike":35.0,"call_value":24794.0,"put_value":6.0,"total_value":24800.0},{"strike":36.0,"call_value":35101.0,"put_value":4.0,"total_value":35105.0},{"strike":37.0,"call_value":45633.0,"put_value":3.0,"total_value":45636.0},{"strike":38.0,"call_value":56853.0,"put_value":2.0,"total_value":56855.0},{"strike":39.0,"call_value":68722.0,"put_value":1.0,"total_value":68723.0},{"strike":40.0,"call_value":80600.0,"put_value":0,"total_value":80600.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":170.1,"strike":27.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":117.0,"strike":24.1},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":66.0,"strike":28.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":32.4,"strike":28.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":30.2,"strike":29.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":29.6,"strike":29.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":26.8,"strike":31.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":28.8,"strike":31.5},{"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":28.9,"strike":33.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":29.6,"strike":33.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":33.8,"strike":34.33},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":30.4,"strike":34.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":116.9,"strike":37.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":38.8,"strike":38.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.8255,"contract_count":12,"total_oi":4623},{"expiration":"11/20/2026","dte":49,"iv":0.9101,"contract_count":12,"total_oi":3689},{"expiration":"02/19/2027","dte":140,"iv":1.0,"contract_count":12,"total_oi":2530},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":7,"total_oi":142}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.51,"expected_move_2std":11.03,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.65,"expected_move_2std":21.3,"contract_count":6},{"expiration":"02/19/2027","dte":140,"expected_move_1std":18.58,"expected_move_2std":37.16,"contract_count":6},{"expiration":"05/21/2027","dte":231,"expected_move_1std":23.33,"expected_move_2std":46.66,"contract_count":5}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3523,"put_oi":1393,"total_oi":4916,"pc_ratio":0.395,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":5345,"put_oi":1316,"total_oi":6661,"pc_ratio":0.246,"pc_ratio_volume":0.75,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":2979,"put_oi":1516,"total_oi":4495,"pc_ratio":0.509,"pc_ratio_volume":0.25,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":79,"put_oi":93,"total_oi":172,"pc_ratio":1.177,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-48.0,"dealer_delta":48.0,"call_oi":0,"put_oi":5},{"strike":21.0,"call_delta_oi":0,"put_delta_oi":-38.0,"dealer_delta":38.0,"call_oi":0,"put_oi":7},{"strike":22.0,"call_delta_oi":0,"put_delta_oi":-1239.0,"dealer_delta":1239.0,"call_oi":0,"put_oi":79},{"strike":23.0,"call_delta_oi":0,"put_delta_oi":-122.0,"dealer_delta":122.0,"call_oi":0,"put_oi":7},{"strike":24.0,"call_delta_oi":0,"put_delta_oi":-335.0,"dealer_delta":335.0,"call_oi":0,"put_oi":17},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-3264.0,"dealer_delta":3264.0,"call_oi":0,"put_oi":283},{"strike":26.0,"call_delta_oi":5264.0,"put_delta_oi":-1221.0,"dealer_delta":-4043.0,"call_oi":55,"put_oi":117},{"strike":27.0,"call_delta_oi":182.0,"put_delta_oi":-3026.0,"dealer_delta":2844.0,"call_oi":2,"put_oi":200},{"strike":28.0,"call_delta_oi":9977.0,"put_delta_oi":-21158.0,"dealer_delta":11181.0,"call_oi":106,"put_oi":957},{"strike":29.0,"call_delta_oi":19912.0,"put_delta_oi":-8308.0,"dealer_delta":-11604.0,"call_oi":248,"put_oi":306},{"strike":30.0,"call_delta_oi":56605.0,"put_delta_oi":-17809.0,"dealer_delta":-38797.0,"call_oi":825,"put_oi":617},{"strike":31.0,"call_delta_oi":48042.0,"put_delta_oi":-29972.0,"dealer_delta":-18070.0,"call_oi":825,"put_oi":719},{"strike":32.0,"call_delta_oi":119224.0,"put_delta_oi":-49894.0,"dealer_delta":-69330.0,"call_oi":2573,"put_oi":808},{"strike":33.0,"call_delta_oi":68397.0,"put_delta_oi":-9713.0,"dealer_delta":-58684.0,"call_oi":2716,"put_oi":141},{"strike":34.0,"call_delta_oi":15396.0,"put_delta_oi":-2348.0,"dealer_delta":-13049.0,"call_oi":1168,"put_oi":38},{"strike":35.0,"call_delta_oi":35114.0,"put_delta_oi":-1114.0,"dealer_delta":-34000.0,"call_oi":1757,"put_oi":15},{"strike":36.0,"call_delta_oi":4067.0,"put_delta_oi":-63.0,"dealer_delta":-4005.0,"call_oi":225,"put_oi":1},{"strike":37.0,"call_delta_oi":6657.0,"put_delta_oi":0,"dealer_delta":-6657.0,"call_oi":688,"put_oi":0},{"strike":38.0,"call_delta_oi":7135.0,"put_delta_oi":0,"dealer_delta":-7135.0,"call_oi":649,"put_oi":0},{"strike":39.0,"call_delta_oi":128.0,"put_delta_oi":0,"dealer_delta":-128.0,"call_oi":9,"put_oi":0},{"strike":40.0,"call_delta_oi":546.0,"put_delta_oi":-72.0,"dealer_delta":-474.0,"call_oi":48,"put_oi":1}],"net_dealer_delta":-246904.0,"total_call_delta":396646.0,"total_put_delta":-149742.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":31.239999771118164,"strikes":[{"strike":25.0,"moneyness":0.8003,"type":"put","iv":0.3994,"delta":-0.1372,"oi":157},{"strike":28.0,"moneyness":0.8963,"type":"put","iv":0.3463,"delta":-0.2436,"oi":678},{"strike":28.0,"moneyness":0.8963,"type":"call","iv":0.1306,"delta":0.9451,"oi":101},{"strike":29.0,"moneyness":0.9283,"type":"put","iv":0.3591,"delta":-0.3017,"oi":210},{"strike":30.0,"moneyness":0.9603,"type":"call","iv":0.2279,"delta":0.682,"oi":310},{"strike":31.0,"moneyness":0.9923,"type":"put","iv":0.3597,"delta":-0.4135,"oi":126},{"strike":31.0,"moneyness":0.9923,"type":"call","iv":0.2614,"delta":0.5905,"oi":265},{"strike":32.0,"moneyness":1.0243,"type":"put","iv":0.3308,"delta":-0.4746,"oi":118},{"strike":32.0,"moneyness":1.0243,"type":"call","iv":0.2587,"delta":0.5122,"oi":1166},{"strike":33.0,"moneyness":1.0563,"type":"call","iv":0.1827,"delta":0.3874,"oi":128},{"strike":35.0,"moneyness":1.1204,"type":"call","iv":0.2524,"delta":0.2919,"oi":704}]},{"expiration":"10/16/2026","underlying_price":31.239999771118164,"strikes":[{"strike":30.0,"moneyness":0.9603,"type":"put","iv":0.297,"delta":-0.2184,"oi":204},{"strike":31.0,"moneyness":0.9923,"type":"call","iv":0.2653,"delta":0.5829,"oi":271},{"strike":31.0,"moneyness":0.9923,"type":"put","iv":0.2596,"delta":-0.4157,"oi":513},{"strike":32.0,"moneyness":1.0243,"type":"call","iv":0.2709,"delta":0.3391,"oi":365},{"strike":32.0,"moneyness":1.0243,"type":"put","iv":0.2771,"delta":-0.6571,"oi":598},{"strike":33.0,"moneyness":1.0563,"type":"call","iv":0.3345,"delta":0.2082,"oi":1818},{"strike":34.0,"moneyness":1.0883,"type":"call","iv":0.29,"delta":0.0679,"oi":774},{"strike":35.0,"moneyness":1.1204,"type":"call","iv":0.3658,"delta":0.0559,"oi":259}]},{"expiration":"11/20/2026","underlying_price":31.239999771118164,"strikes":[{"strike":25.0,"moneyness":0.8003,"type":"put","iv":0.4861,"delta":-0.0832,"oi":119},{"strike":27.0,"moneyness":0.8643,"type":"put","iv":0.3693,"delta":-0.1155,"oi":110},{"strike":28.0,"moneyness":0.8963,"type":"put","iv":0.3425,"delta":-0.1614,"oi":258},{"strike":29.0,"moneyness":0.9283,"type":"call","iv":0.2876,"delta":0.7936,"oi":178},{"strike":30.0,"moneyness":0.9603,"type":"put","iv":0.2968,"delta":-0.3149,"oi":326},{"strike":30.0,"moneyness":0.9603,"type":"call","iv":0.295,"delta":0.6859,"oi":452},{"strike":31.0,"moneyness":0.9923,"type":"call","iv":0.2634,"delta":0.5742,"oi":288},{"strike":32.0,"moneyness":1.0243,"type":"call","iv":0.2896,"delta":0.451,"oi":1028},{"strike":33.0,"moneyness":1.0563,"type":"call","iv":0.278,"delta":0.3308,"oi":762},{"strike":34.0,"moneyness":1.0883,"type":"call","iv":0.2839,"delta":0.2368,"oi":336},{"strike":35.0,"moneyness":1.1204,"type":"call","iv":0.2904,"delta":0.1652,"oi":794},{"strike":36.0,"moneyness":1.1524,"type":"call","iv":0.3076,"delta":0.1219,"oi":119},{"strike":37.0,"moneyness":1.1844,"type":"call","iv":0.3249,"delta":0.0918,"oi":658},{"strike":38.0,"moneyness":1.2164,"type":"call","iv":0.402,"delta":0.1089,"oi":643}]}],"greeks_heatmap":{"data":[{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2184,"call_gamma":0,"put_gamma":0.168388,"call_theta":0,"put_theta":-0.019,"call_vega":0,"put_vega":0.0174,"call_oi":0,"put_oi":204},{"strike":31.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5829,"put_delta":-0.4157,"call_gamma":0.249541,"put_gamma":0.254831,"call_theta":-0.0255,"put_theta":-0.0214,"call_vega":0.023,"put_vega":0.023,"call_oi":271,"put_oi":513},{"strike":32.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3391,"put_delta":-0.6571,"call_gamma":0.229201,"put_gamma":0.225035,"call_theta":-0.0237,"put_theta":-0.0206,"call_vega":0.0216,"put_vega":0.0217,"call_oi":365,"put_oi":598},{"strike":33.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2082,"put_delta":0,"call_gamma":0.1454,"put_gamma":0,"call_theta":-0.0225,"put_theta":0,"call_vega":0.0169,"put_vega":0,"call_oi":1818,"put_oi":0},{"strike":34.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0679,"put_delta":0,"call_gamma":0.076691,"put_gamma":0,"call_theta":-0.0089,"put_theta":0,"call_vega":0.0077,"put_vega":0,"call_oi":774,"put_oi":0},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0559,"put_delta":0,"call_gamma":0.052266,"put_gamma":0,"call_theta":-0.0095,"put_theta":0,"call_vega":0.0066,"put_vega":0,"call_oi":259,"put_oi":0},{"strike":22.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.187,"call_gamma":0,"put_gamma":0.007365,"call_theta":0,"put_theta":-0.1006,"call_vega":0,"put_vega":0.0304,"call_oi":0,"put_oi":56},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0832,"call_gamma":0,"put_gamma":0.027804,"call_theta":0,"put_theta":-0.0085,"call_vega":0,"put_vega":0.0173,"call_oi":0,"put_oi":119},{"strike":26.0,"dte":49,"expiration":"11/20/2026","call_delta":0.957,"put_delta":-0.0881,"call_gamma":0.025647,"put_gamma":0.034576,"call_theta":-0.0062,"put_theta":-0.0074,"call_vega":0.0103,"put_vega":0.0181,"call_oi":55,"put_oi":90},{"strike":27.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1155,"call_gamma":0,"put_gamma":0.046535,"call_theta":0,"put_theta":-0.008,"call_vega":0,"put_vega":0.0221,"call_oi":0,"put_oi":110},{"strike":28.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1614,"call_gamma":0,"put_gamma":0.063067,"call_theta":0,"put_theta":-0.0093,"call_vega":0,"put_vega":0.0277,"call_oi":0,"put_oi":258},{"strike":29.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7936,"put_delta":-0.217,"call_gamma":0.087546,"put_gamma":0.085496,"call_theta":-0.0122,"put_theta":-0.0097,"call_vega":0.0323,"put_vega":0.0333,"call_oi":178,"put_oi":83},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6859,"put_delta":-0.3149,"call_gamma":0.106171,"put_gamma":0.105647,"call_theta":-0.0146,"put_theta":-0.0112,"call_vega":0.0402,"put_vega":0.0402,"call_oi":452,"put_oi":326},{"strike":31.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5742,"put_delta":-0.4294,"call_gamma":0.131371,"put_gamma":0.117734,"call_theta":-0.0141,"put_theta":-0.0119,"call_vega":0.0444,"put_vega":0.0445,"call_oi":288,"put_oi":80},{"strike":32.0,"dte":49,"expiration":"11/20/2026","call_delta":0.451,"put_delta":-0.5444,"call_gamma":0.120672,"put_gamma":0.114799,"call_theta":-0.0151,"put_theta":-0.0121,"call_vega":0.0449,"put_vega":0.0449,"call_oi":1028,"put_oi":91},{"strike":33.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3308,"put_delta":-0.6464,"call_gamma":0.115084,"put_gamma":0.104572,"call_theta":-0.013,"put_theta":-0.0111,"call_vega":0.0411,"put_vega":0.0421,"call_oi":762,"put_oi":64},{"strike":34.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2368,"put_delta":0,"call_gamma":0.095955,"put_gamma":0,"call_theta":-0.0112,"put_theta":0,"call_vega":0.035,"put_vega":0,"call_oi":336,"put_oi":0},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1652,"put_delta":0,"call_gamma":0.075502,"put_gamma":0,"call_theta":-0.0091,"put_theta":0,"call_vega":0.0281,"put_vega":0,"call_oi":794,"put_oi":0},{"strike":36.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1219,"put_delta":0,"call_gamma":0.058041,"put_gamma":0,"call_theta":-0.0078,"put_theta":0,"call_vega":0.0229,"put_vega":0,"call_oi":119,"put_oi":0},{"strike":37.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0918,"put_delta":0,"call_gamma":0.044768,"put_gamma":0,"call_theta":-0.0066,"put_theta":0,"call_vega":0.0187,"put_vega":0,"call_oi":658,"put_oi":0},{"strike":38.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1089,"put_delta":0,"call_gamma":0.040986,"put_gamma":0,"call_theta":-0.0092,"put_theta":0,"call_vega":0.0211,"put_vega":0,"call_oi":643,"put_oi":0}],"strikes":[22.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-3.75,"put_25d_iv":29.7,"call_25d_iv":33.45,"put_25d_strike":30.0,"call_25d_strike":33.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":1.94,"put_25d_iv":30.33,"call_25d_iv":28.39,"put_25d_strike":29.0,"call_25d_strike":34.0,"skew":"neutral"},{"expiration":"02/19/2027","dte":140,"risk_reversal":7.16,"put_25d_iv":34.63,"call_25d_iv":27.48,"put_25d_strike":28.0,"call_25d_strike":36.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":22.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":56},{"strike":25.0,"call_vanna":0,"put_vanna":21.0,"net_vanna":21.0,"call_oi":0,"put_oi":276},{"strike":26.0,"call_vanna":-2.0,"put_vanna":4.0,"net_vanna":3.0,"call_oi":55,"put_oi":90},{"strike":27.0,"call_vanna":0,"put_vanna":14.0,"net_vanna":14.0,"call_oi":0,"put_oi":187},{"strike":28.0,"call_vanna":-6.0,"put_vanna":83.0,"net_vanna":77.0,"call_oi":101,"put_oi":936},{"strike":29.0,"call_vanna":-18.0,"put_vanna":23.0,"net_vanna":5.0,"call_oi":247,"put_oi":293},{"strike":30.0,"call_vanna":-46.0,"put_vanna":28.0,"net_vanna":-19.0,"call_oi":762,"put_oi":596},{"strike":31.0,"call_vanna":-21.0,"put_vanna":13.0,"net_vanna":-8.0,"call_oi":824,"put_oi":719},{"strike":32.0,"call_vanna":16.0,"put_vanna":-13.0,"net_vanna":3.0,"call_oi":2559,"put_oi":807},{"strike":33.0,"call_vanna":98.0,"put_vanna":-3.0,"net_vanna":96.0,"call_oi":2708,"put_oi":64},{"strike":34.0,"call_vanna":40.0,"put_vanna":0,"net_vanna":40.0,"call_oi":1163,"put_oi":0},{"strike":35.0,"call_vanna":115.0,"put_vanna":0,"net_vanna":115.0,"call_oi":1757,"put_oi":0},{"strike":36.0,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":212,"put_oi":0},{"strike":37.0,"call_vanna":32.0,"put_vanna":0,"net_vanna":32.0,"call_oi":658,"put_oi":0},{"strike":38.0,"call_vanna":34.0,"put_vanna":0,"net_vanna":34.0,"call_oi":643,"put_oi":0}],"net_vanna":431.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":22.0,"call_charm":0,"put_charm":785.0,"net_charm":785.0,"call_oi":0,"put_oi":56},{"strike":25.0,"call_charm":0,"put_charm":62.0,"net_charm":62.0,"call_oi":0,"put_oi":119},{"strike":26.0,"call_charm":-244.0,"put_charm":43.0,"net_charm":-201.0,"call_oi":55,"put_oi":90},{"strike":27.0,"call_charm":0,"put_charm":76.0,"net_charm":76.0,"call_oi":0,"put_oi":110},{"strike":28.0,"call_charm":0,"put_charm":287.0,"net_charm":287.0,"call_oi":0,"put_oi":258},{"strike":29.0,"call_charm":-1288.0,"put_charm":130.0,"net_charm":-1158.0,"call_oi":178,"put_oi":83},{"strike":30.0,"call_charm":-3371.0,"put_charm":3068.0,"net_charm":-303.0,"call_oi":452,"put_oi":530},{"strike":31.0,"call_charm":-12244.0,"put_charm":12199.0,"net_charm":-45.0,"call_oi":559,"put_oi":593},{"strike":32.0,"call_charm":-12836.0,"put_charm":21529.0,"net_charm":8693.0,"call_oi":1393,"put_oi":689},{"strike":33.0,"call_charm":-24632.0,"put_charm":343.0,"net_charm":-24289.0,"call_oi":2580,"put_oi":64},{"strike":34.0,"call_charm":-1876.0,"put_charm":0,"net_charm":-1876.0,"call_oi":1110,"put_oi":0},{"strike":35.0,"call_charm":-1248.0,"put_charm":0,"net_charm":-1248.0,"call_oi":1053,"put_oi":0},{"strike":36.0,"call_charm":-84.0,"put_charm":0,"net_charm":-84.0,"call_oi":119,"put_oi":0},{"strike":37.0,"call_charm":-299.0,"put_charm":0,"net_charm":-299.0,"call_oi":658,"put_oi":0},{"strike":38.0,"call_charm":-481.0,"put_charm":0,"net_charm":-481.0,"call_oi":643,"put_oi":0}],"net_charm":-20079.0,"weekend_delta_shift":-60237.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":74400.0,"put_delta":-69927.0,"net_delta":4473.0,"call_oi":3523,"put_oi":1393,"total_oi":4916,"total_volume":1206,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":174881.0,"put_delta":-34213.0,"net_delta":140669.0,"call_oi":5345,"put_oi":1316,"total_oi":6661,"total_volume":28,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":142614.0,"put_delta":-42613.0,"net_delta":100001.0,"call_oi":2947,"put_oi":1516,"total_oi":4463,"total_volume":5,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":4751.0,"put_delta":-2990.0,"net_delta":1762.0,"call_oi":79,"put_oi":93,"total_oi":172,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":31.0,"straddle_price":1.25,"straddle_pct":4.0,"implied_move":4.0,"avg_iv":26.2},{"expiration":"11/20/2026","dte":49,"strike":31.0,"straddle_price":2.52,"straddle_pct":8.08,"implied_move":8.08,"avg_iv":27.9},{"expiration":"02/19/2027","dte":140,"strike":31.0,"straddle_price":4.75,"straddle_pct":15.2,"implied_move":15.2,"avg_iv":31.1},{"expiration":"05/21/2027","dte":231,"strike":30.0,"straddle_price":5.88,"straddle_pct":18.81,"implied_move":18.81,"avg_iv":29.5}],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":5,"total_oi":12,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":79,"total_oi":79,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":7,"total_oi":8,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":17,"total_oi":17,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":283,"total_oi":283,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":55,"put_oi":117,"total_oi":172,"bias":"bearish"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":200,"total_oi":226,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":12,"total_volume":12,"call_oi":106,"put_oi":957,"total_oi":1063,"bias":"bearish"},{"strike":29.0,"call_volume":0,"put_volume":55,"total_volume":55,"call_oi":248,"put_oi":306,"total_oi":554,"bias":"bearish"},{"strike":30.0,"call_volume":31,"put_volume":40,"total_volume":71,"call_oi":825,"put_oi":617,"total_oi":1442,"bias":"neutral"},{"strike":31.0,"call_volume":452,"put_volume":448,"total_volume":900,"call_oi":825,"put_oi":719,"total_oi":1544,"bias":"neutral"},{"strike":32.0,"call_volume":55,"put_volume":50,"total_volume":105,"call_oi":2573,"put_oi":808,"total_oi":3381,"bias":"neutral"},{"strike":33.0,"call_volume":59,"put_volume":10,"total_volume":69,"call_oi":2716,"put_oi":141,"total_oi":2857,"bias":"bullish"},{"strike":34.0,"call_volume":22,"put_volume":0,"total_volume":22,"call_oi":1168,"put_oi":38,"total_oi":1206,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1757,"put_oi":15,"total_oi":1772,"bias":"neutral"},{"strike":36.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":225,"put_oi":1,"total_oi":226,"bias":"bullish"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":688,"put_oi":0,"total_oi":688,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":649,"put_oi":0,"total_oi":649,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":48,"put_oi":1,"total_oi":49,"bias":"neutral"}],"underlying_price":31.239999771118164,"peak_call_strike":31.0,"peak_put_strike":31.0,"total_call_volume":623,"total_put_volume":616,"volume_pc_ratio":0.989},"iv_contours":{"x":[0.7,0.77,0.8,0.83,0.86,0.9,0.93,0.96,0.99,1.02,1.06,1.09,1.12,1.15,1.18,1.22,1.28],"y":[14,49,140],"z":[[null,null,null,null,null,null,37.18,30.81,26.25,27.4,28.91,29.0,36.58,73.28,null,null,null],[null,284.38,48.61,36.12,36.93,34.25,29.55,29.59,27.89,29.72,29.59,28.39,29.04,30.76,32.49,40.2,39.88],[48.13,null,39.94,36.45,33.32,23.85,26.29,29.48,31.05,29.48,28.6,32.19,25.24,27.48,28.01,null,31.13]],"levels":[23.9,49.9,76.0,102.0,128.1,154.1,180.2,206.2,232.3,258.3,284.4],"min_iv":23.9,"max_iv":284.4},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":31.0,"atm_iv":26.34,"otm_strike":33.0,"otm_iv":27.8,"itm_strike":30.0,"itm_iv":29.5,"iv_butterfly":4.62,"price_butterfly":-0.02,"convexity":"high_convexity"},{"expiration":"02/19/2027","dte":140,"atm_strike":31.0,"atm_iv":26.14,"otm_strike":33.0,"otm_iv":18.27,"itm_strike":30.0,"itm_iv":22.79,"iv_butterfly":-11.22,"price_butterfly":-1.15,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":43.83},{"date":"2026-09-15","iv":50.89},{"date":"2026-09-16","iv":61.65},{"date":"2026-09-17","iv":59.97},{"date":"2026-09-18","iv":48.6},{"date":"2026-09-21","iv":40.29},{"date":"2026-09-22","iv":37.5},{"date":"2026-09-23","iv":38.3},{"date":"2026-09-24","iv":43.4},{"date":"2026-09-25","iv":40.7},{"date":"2026-09-28","iv":49.0},{"date":"2026-09-29","iv":43.5},{"date":"2026-09-30","iv":46.9},{"date":"2026-10-01","iv":43.8},{"date":"2026-10-02","iv":49.2}]}}