{"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":"FOTO","summary":{"name":"FOTO","price":19.84,"total_oi":6387,"call_oi":4793,"put_oi":1594,"pc_ratio":0.333,"net_gex":55324.39,"avg_iv":66.4,"iv_rank":9.1,"iv_52w_high":94.27,"iv_52w_low":63.6,"gamma_flip":17.67,"max_pain":15.0},"features":{"symbol":"FOTO","price":19.84,"total_oi":6387,"analysis_coverage":1.0,"avg_iv_pct":66.4,"iv_rank":9.1,"iv_52w_high_pct":94.27,"iv_52w_low_pct":63.6,"front_dte":14,"front_atm_iv_pct":59.7404,"back_atm_iv_pct":56.3324,"term_premium_pp":3.408,"expected_move_front_pct":11.7,"straddle_front_pct":20.67,"straddle_30d_pct":20.67,"risk_reversal_front_pp":127.97,"risk_reversal_30d_pp":127.97,"butterfly_front_pp":-1.14,"butterfly_30d_pp":-1.14,"put_call_oi_ratio":0.333,"put_call_oi_front_ratio":0.5,"put_call_volume_front_ratio":0.136,"option_volume":158,"volume_oi_ratio":0.024738,"net_delta_normalized":0.262357,"dealer_delta_normalized":-0.212121,"gex_per_100k_oi":866203.068733,"vanna_per_100k_oi":-31.313606,"charm_per_100k_oi":-67840.926883,"weekend_delta_shift_per_100k_oi":-203522.780648,"iv_surface_range_pp":135.8,"gamma_flip_distance_pct":-10.9375,"max_pain_distance_pct":-24.395161,"peak_call_distance_pct":0.806452,"peak_put_distance_pct":-24.395161},"analyses":{"gamma_walls":[{"strike":10.0,"call_gex":0.0,"put_gex":-23.25,"net_gex":-23.25,"call_oi":0,"put_oi":5},{"strike":11.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":12.0,"call_gex":0.0,"put_gex":-60.95,"net_gex":-60.95,"call_oi":3,"put_oi":9},{"strike":13.0,"call_gex":230.67,"put_gex":-220.85,"net_gex":9.83,"call_oi":1245,"put_oi":26},{"strike":14.0,"call_gex":0.0,"put_gex":-54.14,"net_gex":-54.14,"call_oi":1,"put_oi":5},{"strike":15.0,"call_gex":654.38,"put_gex":-5874.41,"net_gex":-5220.03,"call_oi":49,"put_oi":417},{"strike":16.0,"call_gex":131.09,"put_gex":-8088.54,"net_gex":-7957.45,"call_oi":8,"put_oi":573},{"strike":17.0,"call_gex":481.08,"put_gex":-1163.12,"net_gex":-682.04,"call_oi":28,"put_oi":62},{"strike":18.0,"call_gex":27425.84,"put_gex":-6528.07,"net_gex":20897.77,"call_oi":1554,"put_oi":209},{"strike":19.0,"call_gex":5000.57,"put_gex":-304.79,"net_gex":4695.78,"call_oi":107,"put_oi":7},{"strike":20.0,"call_gex":24960.69,"put_gex":-4678.85,"net_gex":20281.83,"call_oi":487,"put_oi":149},{"strike":21.0,"call_gex":4275.09,"put_gex":-199.01,"net_gex":4076.08,"call_oi":95,"put_oi":6},{"strike":22.0,"call_gex":6389.56,"put_gex":-2000.56,"net_gex":4389.0,"call_oi":168,"put_oi":89},{"strike":23.0,"call_gex":2567.3,"put_gex":-424.92,"net_gex":2142.38,"call_oi":81,"put_oi":17},{"strike":24.0,"call_gex":3939.46,"put_gex":-189.28,"net_gex":3750.17,"call_oi":164,"put_oi":8},{"strike":25.0,"call_gex":6250.08,"put_gex":-207.2,"net_gex":6042.89,"call_oi":275,"put_oi":10},{"strike":26.0,"call_gex":519.96,"put_gex":-40.63,"net_gex":479.33,"call_oi":27,"put_oi":2},{"strike":27.0,"call_gex":35.48,"put_gex":0.0,"net_gex":35.48,"call_oi":2,"put_oi":0},{"strike":28.0,"call_gex":64.84,"put_gex":0.0,"net_gex":64.84,"call_oi":4,"put_oi":0},{"strike":29.0,"call_gex":200.65,"put_gex":0.0,"net_gex":200.65,"call_oi":13,"put_oi":0},{"strike":30.0,"call_gex":1230.82,"put_gex":0.0,"net_gex":1230.82,"call_oi":94,"put_oi":0},{"strike":31.0,"call_gex":89.57,"put_gex":0.0,"net_gex":89.57,"call_oi":7,"put_oi":0},{"strike":35.0,"call_gex":64.76,"put_gex":0.0,"net_gex":64.76,"call_oi":6,"put_oi":0},{"strike":40.0,"call_gex":871.07,"put_gex":0.0,"net_gex":871.07,"call_oi":374,"put_oi":0}],"pain_by_strike":[{"strike":10.0,"call_value":0,"put_value":10947.0,"total_value":10947.0},{"strike":11.0,"call_value":0.0,"put_value":9358.0,"total_value":9358.0},{"strike":12.0,"call_value":1.0,"put_value":7769.0,"total_value":7770.0},{"strike":13.0,"call_value":5.0,"put_value":6189.0,"total_value":6194.0},{"strike":14.0,"call_value":1254.0,"put_value":4635.0,"total_value":5889.0},{"strike":15.0,"call_value":2504.0,"put_value":3086.0,"total_value":5590.0},{"strike":16.0,"call_value":3803.0,"put_value":1954.0,"total_value":5757.0},{"strike":17.0,"call_value":5110.0,"put_value":1395.0,"total_value":6505.0},{"strike":18.0,"call_value":6445.0,"put_value":898.0,"total_value":7343.0},{"strike":19.0,"call_value":9334.0,"put_value":610.0,"total_value":9944.0},{"strike":20.0,"call_value":12330.0,"put_value":329.0,"total_value":12659.0},{"strike":21.0,"call_value":15813.0,"put_value":197.0,"total_value":16010.0},{"strike":22.0,"call_value":19391.0,"put_value":71.0,"total_value":19462.0},{"strike":23.0,"call_value":23137.0,"put_value":34.0,"total_value":23171.0},{"strike":24.0,"call_value":26964.0,"put_value":14.0,"total_value":26978.0},{"strike":25.0,"call_value":30955.0,"put_value":2.0,"total_value":30957.0},{"strike":26.0,"call_value":35221.0,"put_value":0.0,"total_value":35221.0},{"strike":27.0,"call_value":39514.0,"put_value":0.0,"total_value":39514.0},{"strike":28.0,"call_value":43809.0,"put_value":0.0,"total_value":43809.0},{"strike":29.0,"call_value":48108.0,"put_value":0.0,"total_value":48108.0},{"strike":30.0,"call_value":52420.0,"put_value":0.0,"total_value":52420.0},{"strike":31.0,"call_value":56826.0,"put_value":0.0,"total_value":56826.0},{"strike":35.0,"call_value":74478.0,"put_value":0.0,"total_value":74478.0},{"strike":40.0,"call_value":96573.0,"put_value":0,"total_value":96573.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":152.3,"strike":15.75},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":119.7,"strike":13.75},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":71.5,"strike":14.88},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":61.6,"strike":18.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":60.3,"strike":18.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":56.7,"strike":18.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":69.6,"strike":19.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":56.6,"strike":19.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":46.6,"strike":19.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":49.9,"strike":20.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":56.2,"strike":20.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":56.9,"strike":20.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":56.9,"strike":21.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":53.3,"strike":21.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":59.0,"strike":21.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":61.9,"strike":22.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":59.1,"strike":22.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":61.4,"strike":22.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":116.0,"strike":23.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":55.6,"strike":23.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":70.9,"strike":27.64}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.9345,"contract_count":8,"total_oi":303},{"expiration":"11/20/2026","dte":49,"iv":0.3366,"contract_count":5,"total_oi":184},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":8,"total_oi":508},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":5,"total_oi":1619}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":11.7,"expected_move_2std":23.41,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":20.64,"expected_move_2std":41.28,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":23.79,"expected_move_2std":47.58,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":39.8,"expected_move_2std":79.6,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":360,"put_oi":180,"total_oi":540,"pc_ratio":0.5,"pc_ratio_volume":0.136,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":105,"put_oi":173,"total_oi":278,"pc_ratio":1.648,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":2517,"put_oi":543,"total_oi":3060,"pc_ratio":0.216,"pc_ratio_volume":0.875,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1811,"put_oi":698,"total_oi":2509,"pc_ratio":0.385,"pc_ratio_volume":0.045,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-43.0,"dealer_delta":43.0,"call_oi":0,"put_oi":5},{"strike":12.0,"call_delta_oi":0,"put_delta_oi":-76.0,"dealer_delta":76.0,"call_oi":0,"put_oi":9},{"strike":13.0,"call_delta_oi":3024.0,"put_delta_oi":-292.0,"dealer_delta":-2732.0,"call_oi":32,"put_oi":26},{"strike":14.0,"call_delta_oi":0,"put_delta_oi":-61.0,"dealer_delta":61.0,"call_oi":0,"put_oi":5},{"strike":15.0,"call_delta_oi":4440.0,"put_delta_oi":-5933.0,"dealer_delta":1493.0,"call_oi":49,"put_oi":417},{"strike":16.0,"call_delta_oi":648.0,"put_delta_oi":-12603.0,"dealer_delta":11955.0,"call_oi":8,"put_oi":573},{"strike":17.0,"call_delta_oi":1768.0,"put_delta_oi":-1640.0,"dealer_delta":-128.0,"call_oi":23,"put_oi":62},{"strike":18.0,"call_delta_oi":107113.0,"put_delta_oi":-5688.0,"dealer_delta":-101425.0,"call_oi":1554,"put_oi":209},{"strike":19.0,"call_delta_oi":7031.0,"put_delta_oi":-248.0,"dealer_delta":-6783.0,"call_oi":107,"put_oi":7},{"strike":20.0,"call_delta_oi":25904.0,"put_delta_oi":-6669.0,"dealer_delta":-19236.0,"call_oi":487,"put_oi":149},{"strike":21.0,"call_delta_oi":3939.0,"put_delta_oi":-320.0,"dealer_delta":-3618.0,"call_oi":95,"put_oi":6},{"strike":22.0,"call_delta_oi":5205.0,"put_delta_oi":-4711.0,"dealer_delta":-494.0,"call_oi":168,"put_oi":89},{"strike":23.0,"call_delta_oi":1808.0,"put_delta_oi":-1057.0,"dealer_delta":-751.0,"call_oi":81,"put_oi":17},{"strike":24.0,"call_delta_oi":5201.0,"put_delta_oi":-539.0,"dealer_delta":-4662.0,"call_oi":164,"put_oi":8},{"strike":25.0,"call_delta_oi":6945.0,"put_delta_oi":-685.0,"dealer_delta":-6259.0,"call_oi":275,"put_oi":10},{"strike":26.0,"call_delta_oi":763.0,"put_delta_oi":-153.0,"dealer_delta":-610.0,"call_oi":27,"put_oi":2},{"strike":27.0,"call_delta_oi":52.0,"put_delta_oi":0,"dealer_delta":-52.0,"call_oi":2,"put_oi":0},{"strike":28.0,"call_delta_oi":78.0,"put_delta_oi":0,"dealer_delta":-78.0,"call_oi":4,"put_oi":0},{"strike":29.0,"call_delta_oi":320.0,"put_delta_oi":0,"dealer_delta":-320.0,"call_oi":13,"put_oi":0},{"strike":30.0,"call_delta_oi":1150.0,"put_delta_oi":0,"dealer_delta":-1150.0,"call_oi":94,"put_oi":0},{"strike":31.0,"call_delta_oi":200.0,"put_delta_oi":0,"dealer_delta":-200.0,"call_oi":7,"put_oi":0},{"strike":35.0,"call_delta_oi":109.0,"put_delta_oi":0,"dealer_delta":-109.0,"call_oi":6,"put_oi":0},{"strike":40.0,"call_delta_oi":502.0,"put_delta_oi":0,"dealer_delta":-502.0,"call_oi":374,"put_oi":0}],"net_dealer_delta":-135482.0,"total_call_delta":176199.0,"total_put_delta":-40718.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":19.84000015258789,"strikes":[{"strike":16.0,"moneyness":0.8065,"type":"put","iv":0.6219,"delta":-0.2213,"oi":558},{"strike":18.0,"moneyness":0.9073,"type":"call","iv":0.5937,"delta":0.6885,"oi":1541}]},{"expiration":"10/16/2026","underlying_price":19.84000015258789,"strikes":[{"strike":20.0,"moneyness":1.0081,"type":"call","iv":0.4592,"delta":0.4873,"oi":161}]},{"expiration":"11/20/2026","underlying_price":19.84000015258789,"strikes":[{"strike":18.0,"moneyness":0.9073,"type":"put","iv":0.6028,"delta":-0.2809,"oi":147}]},{"expiration":"12/18/2026","underlying_price":19.84000015258789,"strikes":[{"strike":15.0,"moneyness":0.756,"type":"put","iv":0.666,"delta":-0.1354,"oi":319},{"strike":20.0,"moneyness":1.0081,"type":"call","iv":0.5183,"delta":0.5484,"oi":276},{"strike":20.0,"moneyness":1.0081,"type":"put","iv":0.6206,"delta":-0.4426,"oi":133},{"strike":25.0,"moneyness":1.2601,"type":"call","iv":0.5607,"delta":0.2294,"oi":230},{"strike":40.0,"moneyness":2.0161,"type":"call","iv":0.6429,"delta":0.0134,"oi":374}]}],"greeks_heatmap":{"data":[{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1603,"call_gamma":0,"put_gamma":0.035911,"call_theta":0,"put_theta":-0.0631,"call_vega":0,"put_vega":0.0091,"call_oi":0,"put_oi":75},{"strike":17.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2655,"call_gamma":0,"put_gamma":0.04819,"call_theta":0,"put_theta":-0.085,"call_vega":0,"put_vega":0.0123,"call_oi":0,"put_oi":52},{"strike":19.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6712,"put_delta":0,"call_gamma":0.15673,"put_gamma":0,"call_theta":-0.0335,"put_theta":0,"call_vega":0.0135,"put_vega":0,"call_oi":62,"put_oi":0},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4873,"put_delta":0,"call_gamma":0.231919,"put_gamma":0,"call_theta":-0.0274,"put_theta":0,"call_vega":0.0149,"put_vega":0,"call_oi":161,"put_oi":0},{"strike":22.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1703,"put_delta":0,"call_gamma":0.125863,"put_gamma":0,"call_theta":-0.02,"put_theta":0,"call_vega":0.0095,"put_vega":0,"call_oi":65,"put_oi":0},{"strike":18.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2809,"call_gamma":0,"put_gamma":0.07774,"call_theta":0,"put_theta":-0.0145,"call_vega":0,"put_vega":0.0243,"call_oi":0,"put_oi":147},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1354,"call_gamma":0,"put_gamma":0.036081,"call_theta":0,"put_theta":-0.0083,"call_vega":0,"put_vega":0.0197,"call_oi":0,"put_oi":319},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5484,"put_delta":-0.4426,"call_gamma":0.084391,"put_gamma":0.070267,"call_theta":-0.0133,"put_theta":-0.0133,"call_vega":0.0359,"put_vega":0.0357,"call_oi":276,"put_oi":133},{"strike":22.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4114,"put_delta":0,"call_gamma":0.073967,"put_gamma":0,"call_theta":-0.0143,"put_theta":0,"call_vega":0.0352,"put_vega":0,"call_oi":65,"put_oi":0},{"strike":24.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2579,"put_delta":0,"call_gamma":0.06889,"put_gamma":0,"call_theta":-0.0105,"put_theta":0,"call_vega":0.0292,"put_vega":0,"call_oi":97,"put_oi":0},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2294,"put_delta":0,"call_gamma":0.059721,"put_gamma":0,"call_theta":-0.0106,"put_theta":0,"call_vega":0.0274,"put_vega":0,"call_oi":230,"put_oi":0}],"strikes":[15.0,17.0,18.0,19.0,20.0,22.0,24.0,25.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":127.97,"put_25d_iv":181.72,"call_25d_iv":53.75,"put_25d_strike":17.0,"call_25d_strike":22.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":14.81,"put_25d_iv":66.6,"call_25d_iv":51.79,"put_25d_strike":15.0,"call_25d_strike":24.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":2.45,"put_25d_iv":62.19,"call_25d_iv":59.74,"put_25d_strike":16.0,"call_25d_strike":24.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":15.0,"call_vanna":0,"put_vanna":25.0,"net_vanna":25.0,"call_oi":0,"put_oi":394},{"strike":16.0,"call_vanna":0,"put_vanna":63.0,"net_vanna":63.0,"call_oi":0,"put_oi":558},{"strike":17.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":52},{"strike":18.0,"call_vanna":-139.0,"put_vanna":8.0,"net_vanna":-131.0,"call_oi":1541,"put_oi":147},{"strike":19.0,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":62,"put_oi":0},{"strike":20.0,"call_vanna":-5.0,"put_vanna":3.0,"net_vanna":-2.0,"call_oi":437,"put_oi":133},{"strike":22.0,"call_vanna":4.0,"put_vanna":-0.0,"net_vanna":4.0,"call_oi":130,"put_oi":72},{"strike":24.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":158,"put_oi":0},{"strike":25.0,"call_vanna":17.0,"put_vanna":0,"net_vanna":17.0,"call_oi":230,"put_oi":0},{"strike":30.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":94,"put_oi":0},{"strike":40.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":374,"put_oi":0}],"net_vanna":-2.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":15.0,"call_charm":0,"put_charm":1977.0,"net_charm":1977.0,"call_oi":0,"put_oi":75},{"strike":17.0,"call_charm":0,"put_charm":3061.0,"net_charm":3061.0,"call_oi":0,"put_oi":52},{"strike":18.0,"call_charm":0,"put_charm":446.0,"net_charm":446.0,"call_oi":0,"put_oi":147},{"strike":19.0,"call_charm":-3632.0,"put_charm":0,"net_charm":-3632.0,"call_oi":62,"put_oi":0},{"strike":20.0,"call_charm":-5608.0,"put_charm":0,"net_charm":-5608.0,"call_oi":161,"put_oi":0},{"strike":22.0,"call_charm":-576.0,"put_charm":0,"net_charm":-576.0,"call_oi":65,"put_oi":0}],"net_charm":-4333.0,"weekend_delta_shift":-12999.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":15210.0,"put_delta":-4275.0,"net_delta":10935.0,"call_oi":354,"put_oi":180,"total_oi":534,"total_volume":67,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":3736.0,"put_delta":-4938.0,"net_delta":-1203.0,"call_oi":105,"put_oi":173,"total_oi":278,"total_volume":30,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":36317.0,"put_delta":-14364.0,"net_delta":21953.0,"call_oi":1304,"put_oi":543,"total_oi":1847,"total_volume":26,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":120937.0,"put_delta":-17141.0,"net_delta":103796.0,"call_oi":1807,"put_oi":698,"total_oi":2505,"total_volume":23,"bias":"bullish"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":20.0,"straddle_price":4.1,"straddle_pct":20.67,"implied_move":20.67,"avg_iv":56.9}],"volume_profile":{"profile":[{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":9,"total_oi":12,"bias":"neutral"},{"strike":13.0,"call_volume":4,"put_volume":1,"total_volume":5,"call_oi":1245,"put_oi":26,"total_oi":1271,"bias":"bullish"},{"strike":14.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"bearish"},{"strike":15.0,"call_volume":1,"put_volume":11,"total_volume":12,"call_oi":49,"put_oi":417,"total_oi":466,"bias":"bearish"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":573,"total_oi":581,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":28,"put_oi":62,"total_oi":90,"bias":"bearish"},{"strike":18.0,"call_volume":3,"put_volume":3,"total_volume":6,"call_oi":1554,"put_oi":209,"total_oi":1763,"bias":"neutral"},{"strike":19.0,"call_volume":7,"put_volume":4,"total_volume":11,"call_oi":107,"put_oi":7,"total_oi":114,"bias":"bullish"},{"strike":20.0,"call_volume":55,"put_volume":0,"total_volume":55,"call_oi":487,"put_oi":149,"total_oi":636,"bias":"bullish"},{"strike":21.0,"call_volume":22,"put_volume":0,"total_volume":22,"call_oi":95,"put_oi":6,"total_oi":101,"bias":"bullish"},{"strike":22.0,"call_volume":18,"put_volume":0,"total_volume":18,"call_oi":168,"put_oi":89,"total_oi":257,"bias":"bullish"},{"strike":23.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":81,"put_oi":17,"total_oi":98,"bias":"bullish"},{"strike":24.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":164,"put_oi":8,"total_oi":172,"bias":"bullish"},{"strike":25.0,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":275,"put_oi":10,"total_oi":285,"bias":"bullish"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":2,"total_oi":29,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":29.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"bullish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":94,"put_oi":0,"total_oi":94,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":40.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":374,"put_oi":0,"total_oi":374,"bias":"bullish"}],"underlying_price":19.84000015258789,"peak_call_strike":20.0,"peak_put_strike":15.0,"total_call_volume":134,"total_put_volume":24,"volume_pc_ratio":0.179},"iv_contours":{"x":[0.76,0.81,0.86,0.91,0.96,1.01,1.06,1.11,1.16,1.21,1.26],"y":[14,49,77,168],"z":[[181.16,null,181.72,62.5,61.62,45.92,51.4,53.75,54.23,null,null],[null,null,null,60.28,null,null,53.27,57.52,53.21,null,null],[57.8,null,null,63.85,47.64,56.95,54.88,58.1,56.03,51.79,56.07],[63.04,62.19,50.04,59.37,49.4,63.63,null,59.66,null,59.74,59.15]],"levels":[45.9,59.5,73.1,86.7,100.2,113.8,127.4,141.0,154.6,168.1,181.7],"min_iv":45.9,"max_iv":181.7},"butterfly_spread":[{"expiration":"12/18/2026","dte":77,"atm_strike":20.0,"atm_iv":51.83,"otm_strike":21.0,"otm_iv":54.88,"itm_strike":19.0,"itm_iv":47.64,"iv_butterfly":-1.14,"price_butterfly":0.05,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":94.27},{"date":"2026-09-15","iv":89.29},{"date":"2026-09-16","iv":91.17},{"date":"2026-09-17","iv":83.83},{"date":"2026-09-18","iv":83.78},{"date":"2026-09-21","iv":65.6},{"date":"2026-09-22","iv":63.6},{"date":"2026-09-23","iv":67.5},{"date":"2026-09-24","iv":65.9},{"date":"2026-09-25","iv":70.3},{"date":"2026-09-28","iv":70.2},{"date":"2026-09-29","iv":73.1},{"date":"2026-09-30","iv":75.7},{"date":"2026-10-01","iv":64.4},{"date":"2026-10-02","iv":66.4}]}}