{"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":"FRMI","summary":{"name":"FRMI","price":4.03,"total_oi":772424,"call_oi":568511,"put_oi":203913,"pc_ratio":0.359,"net_gex":214226.94,"avg_iv":3087.1,"iv_rank":100.0,"iv_52w_high":3087.1,"iv_52w_low":142.71,"gamma_flip":9.72,"max_pain":5.0},"features":{"symbol":"FRMI","price":4.03,"total_oi":772424,"analysis_coverage":0.9444,"avg_iv_pct":3087.1,"iv_rank":100.0,"iv_52w_high_pct":3087.1,"iv_52w_low_pct":142.71,"front_dte":7,"front_atm_iv_pct":97.2669,"back_atm_iv_pct":106.3328,"term_premium_pp":-9.0659,"expected_move_front_pct":13.47,"straddle_front_pct":9.93,"straddle_30d_pct":21.09,"risk_reversal_front_pp":-16.93,"risk_reversal_30d_pp":-2.78,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.359,"put_call_oi_front_ratio":0.916,"put_call_volume_front_ratio":0.852,"option_volume":9035,"volume_oi_ratio":0.011697,"net_delta_normalized":0.098626,"dealer_delta_normalized":-0.098415,"gex_per_100k_oi":27734.371278,"vanna_per_100k_oi":3827.043178,"charm_per_100k_oi":-77170.440069,"weekend_delta_shift_per_100k_oi":-231511.320208,"iv_surface_range_pp":53.0,"gamma_flip_distance_pct":141.191067,"max_pain_distance_pct":24.069479,"peak_call_distance_pct":-0.744417,"peak_put_distance_pct":11.662531},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":0.11,"put_gex":-0.09,"net_gex":0.02,"call_oi":1,"put_oi":1},{"strike":1.0,"call_gex":210.27,"put_gex":-114.74,"net_gex":95.53,"call_oi":970,"put_oi":545},{"strike":1.5,"call_gex":226.9,"put_gex":-0.54,"net_gex":226.36,"call_oi":643,"put_oi":1},{"strike":2.0,"call_gex":190.75,"put_gex":-378.25,"net_gex":-187.5,"call_oi":1114,"put_oi":436},{"strike":2.5,"call_gex":3222.19,"put_gex":-25421.39,"net_gex":-22199.21,"call_oi":3332,"put_oi":19073},{"strike":3.0,"call_gex":1725.63,"put_gex":-13688.14,"net_gex":-11962.52,"call_oi":1604,"put_oi":7456},{"strike":3.5,"call_gex":1200.52,"put_gex":-109744.84,"net_gex":-108544.32,"call_oi":208,"put_oi":21152},{"strike":4.0,"call_gex":41440.85,"put_gex":-278842.27,"net_gex":-237401.42,"call_oi":5730,"put_oi":42152},{"strike":4.5,"call_gex":120034.49,"put_gex":-45728.96,"net_gex":74305.54,"call_oi":13593,"put_oi":7014},{"strike":5.0,"call_gex":157159.42,"put_gex":-149637.27,"net_gex":7522.15,"call_oi":42398,"put_oi":47684},{"strike":5.5,"call_gex":10694.21,"put_gex":-5122.16,"net_gex":5572.05,"call_oi":3663,"put_oi":1623},{"strike":6.0,"call_gex":106345.03,"put_gex":-62704.33,"net_gex":43640.7,"call_oi":44047,"put_oi":23731},{"strike":6.5,"call_gex":11565.07,"put_gex":-2119.04,"net_gex":9446.04,"call_oi":6501,"put_oi":1861},{"strike":7.0,"call_gex":34985.77,"put_gex":-4516.34,"net_gex":30469.43,"call_oi":18440,"put_oi":2861},{"strike":7.5,"call_gex":120672.77,"put_gex":-14485.99,"net_gex":106186.78,"call_oi":60988,"put_oi":7609},{"strike":8.0,"call_gex":21450.13,"put_gex":-5607.78,"net_gex":15842.35,"call_oi":15997,"put_oi":3479},{"strike":8.5,"call_gex":600.02,"put_gex":-0.03,"net_gex":599.99,"call_oi":607,"put_oi":2},{"strike":9.0,"call_gex":22406.64,"put_gex":-1779.39,"net_gex":20627.25,"call_oi":15699,"put_oi":1370},{"strike":9.5,"call_gex":31.37,"put_gex":-0.02,"net_gex":31.35,"call_oi":27,"put_oi":2},{"strike":10.0,"call_gex":155283.18,"put_gex":-3896.9,"net_gex":151386.28,"call_oi":143211,"put_oi":3240},{"strike":10.5,"call_gex":0.0,"put_gex":-3.76,"net_gex":-3.76,"call_oi":18,"put_oi":314},{"strike":11.0,"call_gex":7613.84,"put_gex":-852.97,"net_gex":6760.87,"call_oi":9865,"put_oi":833},{"strike":11.5,"call_gex":0.0,"put_gex":-0.01,"net_gex":-0.01,"call_oi":0,"put_oi":1},{"strike":12.0,"call_gex":15562.03,"put_gex":-9461.61,"net_gex":6100.42,"call_oi":21115,"put_oi":10478},{"strike":12.5,"call_gex":8771.48,"put_gex":-348.78,"net_gex":8422.7,"call_oi":7632,"put_oi":299},{"strike":13.0,"call_gex":6259.84,"put_gex":-51.63,"net_gex":6208.21,"call_oi":7662,"put_oi":59},{"strike":14.0,"call_gex":3171.29,"put_gex":-10.34,"net_gex":3160.95,"call_oi":3959,"put_oi":12},{"strike":15.0,"call_gex":50347.79,"put_gex":-141.5,"net_gex":50206.29,"call_oi":61790,"put_oi":138},{"strike":16.0,"call_gex":1051.9,"put_gex":0.0,"net_gex":1051.9,"call_oi":2544,"put_oi":0},{"strike":17.0,"call_gex":1440.31,"put_gex":0.0,"net_gex":1440.31,"call_oi":1837,"put_oi":0},{"strike":17.5,"call_gex":6110.87,"put_gex":-338.45,"net_gex":5772.42,"call_oi":5793,"put_oi":323},{"strike":18.0,"call_gex":3074.61,"put_gex":0.0,"net_gex":3074.61,"call_oi":4475,"put_oi":0},{"strike":19.0,"call_gex":1312.48,"put_gex":0.0,"net_gex":1312.48,"call_oi":3027,"put_oi":0},{"strike":20.0,"call_gex":19874.83,"put_gex":-101.92,"net_gex":19772.91,"call_oi":38074,"put_oi":143},{"strike":22.0,"call_gex":15308.88,"put_gex":-19.09,"net_gex":15289.79,"call_oi":21947,"put_oi":21}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":949162.0,"total_value":949162.0},{"strike":1.0,"call_value":0.5,"put_value":847206.0,"total_value":847206.5},{"strike":1.5,"call_value":486.0,"put_value":745522.5,"total_value":746008.5},{"strike":2.0,"call_value":1293.0,"put_value":643839.5,"total_value":645132.5},{"strike":2.5,"call_value":2657.0,"put_value":542374.5,"total_value":545031.5},{"strike":3.0,"call_value":5687.0,"put_value":450446.0,"total_value":456133.0},{"strike":3.5,"call_value":9519.0,"put_value":362245.5,"total_value":371764.5},{"strike":4.0,"call_value":13455.0,"put_value":284621.0,"total_value":298076.0},{"strike":4.5,"call_value":20256.0,"put_value":228072.5,"total_value":248328.5},{"strike":5.0,"call_value":33853.5,"put_value":175031.0,"total_value":208884.5},{"strike":5.5,"call_value":68650.0,"put_value":145831.5,"total_value":214481.5},{"strike":6.0,"call_value":105278.0,"put_value":117443.5,"total_value":222721.5},{"strike":6.5,"call_value":163929.5,"put_value":100921.0,"total_value":264850.5},{"strike":7.0,"call_value":225831.5,"put_value":85329.0,"total_value":311160.5},{"strike":7.5,"call_value":296953.5,"put_value":71167.5,"total_value":368121.0},{"strike":8.0,"call_value":398569.5,"put_value":60810.5,"total_value":459380.0},{"strike":8.5,"call_value":508184.0,"put_value":52193.0,"total_value":560377.0},{"strike":9.0,"call_value":618102.0,"put_value":43576.5,"total_value":661678.5},{"strike":9.5,"call_value":735869.5,"put_value":35645.0,"total_value":771514.5},{"strike":10.0,"call_value":853650.5,"put_value":27714.5,"total_value":881365.0},{"strike":10.5,"call_value":1043037.0,"put_value":21404.0,"total_value":1064441.0},{"strike":11.0,"call_value":1232432.5,"put_value":15250.5,"total_value":1247683.0},{"strike":11.5,"call_value":1426760.5,"put_value":9513.5,"total_value":1436274.0},{"strike":12.0,"call_value":1621088.5,"put_value":3777.0,"total_value":1624865.5},{"strike":12.5,"call_value":1825974.0,"put_value":3279.5,"total_value":1829253.5},{"strike":13.0,"call_value":2034675.5,"put_value":2931.5,"total_value":2037607.0},{"strike":14.0,"call_value":2459740.5,"put_value":2294.5,"total_value":2462035.0},{"strike":15.0,"call_value":2888764.5,"put_value":1669.5,"total_value":2890434.0},{"strike":16.0,"call_value":3379578.5,"put_value":1182.5,"total_value":3380761.0},{"strike":17.0,"call_value":3872936.5,"put_value":695.5,"total_value":3873632.0},{"strike":17.5,"call_value":4120534.0,"put_value":452.0,"total_value":4120986.0},{"strike":18.0,"call_value":4371028.0,"put_value":370.0,"total_value":4371398.0},{"strike":19.0,"call_value":4876491.0,"put_value":206.0,"total_value":4876697.0},{"strike":20.0,"call_value":5384981.0,"put_value":42.0,"total_value":5385023.0},{"strike":22.0,"call_value":6478109.0,"put_value":0,"total_value":6478109.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":285.9,"strike":3.5},{"moneyness":0.85,"dte":14,"iv":247.1,"strike":2.36},{"moneyness":0.85,"dte":21,"iv":240.4,"strike":2.12},{"moneyness":0.85,"dte":30,"iv":209.8,"strike":2.38},{"moneyness":0.85,"dte":45,"iv":186.2,"strike":2.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":154.9,"strike":1.75},{"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":null,"strike":null},{"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":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":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":97.3,"strike":4.0},{"moneyness":1.0,"dte":14,"iv":91.0,"strike":4.0},{"moneyness":1.0,"dte":21,"iv":90.2,"strike":4.0},{"moneyness":1.0,"dte":30,"iv":99.1,"strike":4.0},{"moneyness":1.0,"dte":45,"iv":108.4,"strike":4.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":102.6,"strike":4.0},{"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":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":112.5,"strike":4.5},{"moneyness":1.1,"dte":14,"iv":105.6,"strike":4.5},{"moneyness":1.1,"dte":21,"iv":103.3,"strike":4.5},{"moneyness":1.1,"dte":30,"iv":102.3,"strike":4.5},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":232.1,"strike":7.21},{"moneyness":1.15,"dte":14,"iv":198.1,"strike":7.69},{"moneyness":1.15,"dte":21,"iv":134.0,"strike":6.68},{"moneyness":1.15,"dte":30,"iv":112.7,"strike":5.91},{"moneyness":1.15,"dte":45,"iv":163.6,"strike":11.48},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":135.8,"strike":11.5}],"term_structure":[{"expiration":"10/02/2026","dte":0,"iv":1.0,"contract_count":1,"total_oi":888},{"expiration":"10/09/2026","dte":7,"iv":0.0479,"contract_count":2,"total_oi":8262},{"expiration":"10/16/2026","dte":14,"iv":0.0057,"contract_count":2,"total_oi":2430},{"expiration":"10/23/2026","dte":21,"iv":0.0,"contract_count":2,"total_oi":411},{"expiration":"10/30/2026","dte":28,"iv":0.0522,"contract_count":2,"total_oi":582},{"expiration":"11/06/2026","dte":35,"iv":0.0679,"contract_count":2,"total_oi":116},{"expiration":"11/13/2026","dte":42,"iv":0.1511,"contract_count":1,"total_oi":1},{"expiration":"11/20/2026","dte":49,"iv":0.1091,"contract_count":2,"total_oi":4353},{"expiration":"12/18/2026","dte":77,"iv":0.0932,"contract_count":2,"total_oi":14444},{"expiration":"01/15/2027","dte":105,"iv":0.0742,"contract_count":2,"total_oi":12951},{"expiration":"02/19/2027","dte":140,"iv":0.1092,"contract_count":2,"total_oi":2557},{"expiration":"03/19/2027","dte":168,"iv":0.0805,"contract_count":2,"total_oi":80},{"expiration":"05/21/2027","dte":231,"iv":0.0775,"contract_count":1,"total_oi":308},{"expiration":"06/17/2027","dte":258,"iv":0.0732,"contract_count":2,"total_oi":179}],"expected_move":[{"expiration":"10/09/2026","dte":7,"expected_move_1std":13.47,"expected_move_2std":26.94,"contract_count":2},{"expiration":"10/16/2026","dte":14,"expected_move_1std":17.83,"expected_move_2std":35.66,"contract_count":2},{"expiration":"10/23/2026","dte":21,"expected_move_1std":21.63,"expected_move_2std":43.27,"contract_count":2},{"expiration":"10/30/2026","dte":28,"expected_move_1std":27.12,"expected_move_2std":54.24,"contract_count":2},{"expiration":"11/06/2026","dte":35,"expected_move_1std":31.04,"expected_move_2std":62.08,"contract_count":2},{"expiration":"11/13/2026","dte":42,"expected_move_1std":38.18,"expected_move_2std":76.36,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":38.96,"expected_move_2std":77.92,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":47.76,"expected_move_2std":95.51,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":54.26,"expected_move_2std":108.52,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":65.87,"expected_move_2std":131.73,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":69.27,"expected_move_2std":138.54,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":80.87,"expected_move_2std":161.75,"contract_count":1},{"expiration":"06/17/2027","dte":258,"expected_move_1std":84.93,"expected_move_2std":169.86,"contract_count":2}],"pc_skew":[{"expiration":"10/02/2026","dte":0,"call_oi":36439,"put_oi":6019,"total_oi":42458,"pc_ratio":0.165,"pc_ratio_volume":3.305,"sentiment":"bullish"},{"expiration":"10/09/2026","dte":7,"call_oi":9676,"put_oi":8860,"total_oi":18536,"pc_ratio":0.916,"pc_ratio_volume":0.852,"sentiment":"neutral"},{"expiration":"10/16/2026","dte":14,"call_oi":37038,"put_oi":12521,"total_oi":49559,"pc_ratio":0.338,"pc_ratio_volume":0.148,"sentiment":"bullish"},{"expiration":"10/23/2026","dte":21,"call_oi":10183,"put_oi":24868,"total_oi":35051,"pc_ratio":2.442,"pc_ratio_volume":0.322,"sentiment":"bearish"},{"expiration":"10/30/2026","dte":28,"call_oi":2914,"put_oi":2331,"total_oi":5245,"pc_ratio":0.8,"pc_ratio_volume":0.914,"sentiment":"neutral"},{"expiration":"11/06/2026","dte":35,"call_oi":836,"put_oi":334,"total_oi":1170,"pc_ratio":0.4,"pc_ratio_volume":7.267,"sentiment":"bullish"},{"expiration":"11/13/2026","dte":42,"call_oi":1,"put_oi":1,"total_oi":2,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":148086,"put_oi":23436,"total_oi":171522,"pc_ratio":0.158,"pc_ratio_volume":0.274,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":52980,"put_oi":44501,"total_oi":97481,"pc_ratio":0.84,"pc_ratio_volume":0.018,"sentiment":"neutral"},{"expiration":"01/15/2027","dte":105,"call_oi":173732,"put_oi":48358,"total_oi":222090,"pc_ratio":0.278,"pc_ratio_volume":0.038,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":20024,"put_oi":10988,"total_oi":31012,"pc_ratio":0.549,"pc_ratio_volume":0.237,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":201,"put_oi":91,"total_oi":292,"pc_ratio":0.453,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":240,"put_oi":1113,"total_oi":1353,"pc_ratio":4.638,"pc_ratio_volume":1.455,"sentiment":"bearish"},{"expiration":"06/17/2027","dte":258,"call_oi":5416,"put_oi":2109,"total_oi":7525,"pc_ratio":0.389,"pc_ratio_volume":0.714,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":55103,"put_oi":7687,"total_oi":62790,"pc_ratio":0.14,"pc_ratio_volume":0.014,"sentiment":"bullish"},{"expiration":"12/15/2028","dte":805,"call_oi":14338,"put_oi":10543,"total_oi":24881,"pc_ratio":0.735,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":1304,"put_oi":153,"total_oi":1457,"pc_ratio":0.117,"pc_ratio_volume":2.5,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":98.0,"put_delta_oi":-1.0,"dealer_delta":-97.0,"call_oi":1,"put_oi":1},{"strike":1.0,"call_delta_oi":90882.0,"put_delta_oi":-1000.0,"dealer_delta":-89882.0,"call_oi":930,"put_oi":545},{"strike":1.5,"call_delta_oi":62879.0,"put_delta_oi":-7.0,"dealer_delta":-62873.0,"call_oi":642,"put_oi":1},{"strike":2.0,"call_delta_oi":19425.0,"put_delta_oi":-3352.0,"dealer_delta":-16073.0,"call_oi":212,"put_oi":436},{"strike":2.5,"call_delta_oi":288237.0,"put_delta_oi":-236151.0,"dealer_delta":-52086.0,"call_oi":3332,"put_oi":19073},{"strike":3.0,"call_delta_oi":133702.0,"put_delta_oi":-129644.0,"dealer_delta":-4058.0,"call_oi":1602,"put_oi":6746},{"strike":3.5,"call_delta_oi":17856.0,"put_delta_oi":-496621.0,"dealer_delta":478766.0,"call_oi":208,"put_oi":21152},{"strike":4.0,"call_delta_oi":342072.0,"put_delta_oi":-1695117.0,"dealer_delta":1353045.0,"call_oi":5730,"put_oi":42152},{"strike":4.5,"call_delta_oi":223284.0,"put_delta_oi":-559686.0,"dealer_delta":336402.0,"call_oi":13593,"put_oi":7014},{"strike":5.0,"call_delta_oi":1237885.0,"put_delta_oi":-2774443.0,"dealer_delta":1536558.0,"call_oi":42398,"put_oi":47684},{"strike":5.5,"call_delta_oi":60214.0,"put_delta_oi":-145404.0,"dealer_delta":85190.0,"call_oi":3663,"put_oi":1623},{"strike":6.0,"call_delta_oi":1491075.0,"put_delta_oi":-1694609.0,"dealer_delta":203534.0,"call_oi":44047,"put_oi":23731},{"strike":6.5,"call_delta_oi":56108.0,"put_delta_oi":-180498.0,"dealer_delta":124389.0,"call_oi":6501,"put_oi":1861},{"strike":7.0,"call_delta_oi":606731.0,"put_delta_oi":-239974.0,"dealer_delta":-366758.0,"call_oi":18440,"put_oi":2861},{"strike":7.5,"call_delta_oi":1622944.0,"put_delta_oi":-597943.0,"dealer_delta":-1025001.0,"call_oi":60988,"put_oi":7609},{"strike":8.0,"call_delta_oi":165461.0,"put_delta_oi":-303268.0,"dealer_delta":137807.0,"call_oi":15997,"put_oi":3479},{"strike":8.5,"call_delta_oi":4185.0,"put_delta_oi":-200.0,"dealer_delta":-3985.0,"call_oi":607,"put_oi":2},{"strike":9.0,"call_delta_oi":298253.0,"put_delta_oi":-123007.0,"dealer_delta":-175246.0,"call_oi":15699,"put_oi":1370},{"strike":9.5,"call_delta_oi":486.0,"put_delta_oi":-200.0,"dealer_delta":-286.0,"call_oi":27,"put_oi":2},{"strike":10.0,"call_delta_oi":5545836.0,"put_delta_oi":-236930.0,"dealer_delta":-5308906.0,"call_oi":143211,"put_oi":3240},{"strike":10.5,"call_delta_oi":1800.0,"put_delta_oi":-31393.0,"dealer_delta":29593.0,"call_oi":18,"put_oi":314},{"strike":11.0,"call_delta_oi":462624.0,"put_delta_oi":-76070.0,"dealer_delta":-386554.0,"call_oi":9865,"put_oi":833},{"strike":11.5,"call_delta_oi":0,"put_delta_oi":-100.0,"dealer_delta":100.0,"call_oi":0,"put_oi":1},{"strike":12.0,"call_delta_oi":1359844.0,"put_delta_oi":-427750.0,"dealer_delta":-932094.0,"call_oi":21115,"put_oi":10478},{"strike":12.5,"call_delta_oi":180315.0,"put_delta_oi":-18106.0,"dealer_delta":-162209.0,"call_oi":7632,"put_oi":299},{"strike":13.0,"call_delta_oi":277741.0,"put_delta_oi":-5448.0,"dealer_delta":-272293.0,"call_oi":7662,"put_oi":59},{"strike":14.0,"call_delta_oi":50065.0,"put_delta_oi":-1100.0,"dealer_delta":-48966.0,"call_oi":3959,"put_oi":12},{"strike":15.0,"call_delta_oi":623412.0,"put_delta_oi":-10544.0,"dealer_delta":-612868.0,"call_oi":61790,"put_oi":138},{"strike":16.0,"call_delta_oi":124573.0,"put_delta_oi":0,"dealer_delta":-124573.0,"call_oi":2544,"put_oi":0},{"strike":17.0,"call_delta_oi":15790.0,"put_delta_oi":0,"dealer_delta":-15790.0,"call_oi":1837,"put_oi":0},{"strike":17.5,"call_delta_oi":139326.0,"put_delta_oi":-18512.0,"dealer_delta":-120813.0,"call_oi":5793,"put_oi":323},{"strike":18.0,"call_delta_oi":31958.0,"put_delta_oi":0,"dealer_delta":-31958.0,"call_oi":4475,"put_oi":0},{"strike":19.0,"call_delta_oi":114402.0,"put_delta_oi":0,"dealer_delta":-114402.0,"call_oi":3027,"put_oi":0},{"strike":20.0,"call_delta_oi":1133489.0,"put_delta_oi":-5254.0,"dealer_delta":-1128235.0,"call_oi":38074,"put_oi":143},{"strike":22.0,"call_delta_oi":832264.0,"put_delta_oi":-1089.0,"dealer_delta":-831176.0,"call_oi":21947,"put_oi":21}],"net_dealer_delta":-7601799.0,"total_call_delta":17615217.0,"total_put_delta":-10013418.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.03000020980835,"strikes":[{"strike":1.0,"moneyness":0.2481,"type":"put","iv":1.5121,"delta":-0.016,"oi":361},{"strike":1.0,"moneyness":0.2481,"type":"call","iv":1.8132,"delta":0.9736,"oi":123},{"strike":2.5,"moneyness":0.6203,"type":"put","iv":1.0341,"delta":-0.1224,"oi":12122},{"strike":2.5,"moneyness":0.6203,"type":"call","iv":1.0678,"delta":0.8737,"oi":551},{"strike":4.0,"moneyness":0.9926,"type":"put","iv":0.9983,"delta":-0.3809,"oi":10634},{"strike":4.0,"moneyness":0.9926,"type":"call","iv":1.025,"delta":0.6215,"oi":2317},{"strike":5.0,"moneyness":1.2407,"type":"put","iv":1.0706,"delta":-0.5281,"oi":15165},{"strike":5.0,"moneyness":1.2407,"type":"call","iv":1.082,"delta":0.4746,"oi":4142},{"strike":6.0,"moneyness":1.4888,"type":"put","iv":1.1273,"delta":-0.6332,"oi":6180},{"strike":6.0,"moneyness":1.4888,"type":"call","iv":1.1245,"delta":0.3659,"oi":12535},{"strike":7.5,"moneyness":1.861,"type":"put","iv":1.2146,"delta":-0.7308,"oi":3226},{"strike":7.5,"moneyness":1.861,"type":"call","iv":1.1495,"delta":0.2464,"oi":40125},{"strike":9.0,"moneyness":2.2333,"type":"call","iv":1.2121,"delta":0.1842,"oi":4420},{"strike":10.0,"moneyness":2.4814,"type":"call","iv":1.2638,"delta":0.1606,"oi":81981},{"strike":10.0,"moneyness":2.4814,"type":"put","iv":1.3107,"delta":-0.8243,"oi":468},{"strike":11.0,"moneyness":2.7295,"type":"call","iv":1.2429,"delta":0.1223,"oi":4259},{"strike":12.5,"moneyness":3.1017,"type":"call","iv":1.2859,"delta":0.0988,"oi":3208},{"strike":14.0,"moneyness":3.4739,"type":"call","iv":1.375,"delta":0.0946,"oi":686},{"strike":15.0,"moneyness":3.7221,"type":"call","iv":1.4281,"delta":0.0922,"oi":5075},{"strike":17.5,"moneyness":4.3424,"type":"call","iv":1.465,"delta":0.0706,"oi":761}]},{"expiration":"01/19/2029","underlying_price":4.03000020980835,"strikes":[{"strike":3.0,"moneyness":0.7444,"type":"call","iv":1.023,"delta":0.8482,"oi":423},{"strike":5.0,"moneyness":1.2407,"type":"put","iv":1.0285,"delta":-0.2407,"oi":108},{"strike":5.0,"moneyness":1.2407,"type":"call","iv":1.3848,"delta":0.8398,"oi":217},{"strike":10.0,"moneyness":2.4814,"type":"call","iv":0.9449,"delta":0.5597,"oi":600}]},{"expiration":"01/21/2028","underlying_price":4.03000020980835,"strikes":[{"strike":2.5,"moneyness":0.6203,"type":"put","iv":1.0219,"delta":-0.1492,"oi":4130},{"strike":2.5,"moneyness":0.6203,"type":"call","iv":1.0318,"delta":0.8511,"oi":2350},{"strike":5.0,"moneyness":1.2407,"type":"put","iv":0.9805,"delta":-0.3387,"oi":1281},{"strike":5.0,"moneyness":1.2407,"type":"call","iv":1.0109,"delta":0.6692,"oi":4225},{"strike":7.5,"moneyness":1.861,"type":"put","iv":1.1182,"delta":-0.423,"oi":460},{"strike":7.5,"moneyness":1.861,"type":"call","iv":1.0582,"delta":0.5536,"oi":6534},{"strike":10.0,"moneyness":2.4814,"type":"put","iv":1.0954,"delta":-0.5232,"oi":1035},{"strike":10.0,"moneyness":2.4814,"type":"call","iv":1.1128,"delta":0.485,"oi":12044},{"strike":12.5,"moneyness":3.1017,"type":"put","iv":1.1928,"delta":-0.5441,"oi":243},{"strike":12.5,"moneyness":3.1017,"type":"call","iv":1.0378,"delta":0.3755,"oi":3832},{"strike":15.0,"moneyness":3.7221,"type":"call","iv":1.1893,"delta":0.4015,"oi":4421},{"strike":17.5,"moneyness":4.3424,"type":"put","iv":1.3226,"delta":-0.5723,"oi":322},{"strike":17.5,"moneyness":4.3424,"type":"call","iv":1.045,"delta":0.2778,"oi":4750},{"strike":20.0,"moneyness":4.9628,"type":"put","iv":1.8671,"delta":-0.3674,"oi":143},{"strike":20.0,"moneyness":4.9628,"type":"call","iv":1.0813,"delta":0.262,"oi":3149},{"strike":22.0,"moneyness":5.4591,"type":"call","iv":1.0289,"delta":0.2084,"oi":13798}]},{"expiration":"02/19/2027","underlying_price":4.03000020980835,"strikes":[{"strike":2.0,"moneyness":0.4963,"type":"put","iv":1.0653,"delta":-0.0779,"oi":329},{"strike":3.0,"moneyness":0.7444,"type":"put","iv":1.0934,"delta":-0.2122,"oi":3910},{"strike":4.0,"moneyness":0.9926,"type":"put","iv":1.0335,"delta":-0.3609,"oi":2435},{"strike":4.0,"moneyness":0.9926,"type":"call","iv":1.0935,"delta":0.6452,"oi":122},{"strike":5.0,"moneyness":1.2407,"type":"put","iv":1.067,"delta":-0.4895,"oi":1039},{"strike":5.0,"moneyness":1.2407,"type":"call","iv":1.0819,"delta":0.514,"oi":743},{"strike":6.0,"moneyness":1.4888,"type":"put","iv":1.1007,"delta":-0.588,"oi":1828},{"strike":6.0,"moneyness":1.4888,"type":"call","iv":1.1251,"delta":0.4197,"oi":716},{"strike":7.0,"moneyness":1.737,"type":"put","iv":1.0652,"delta":-0.6868,"oi":222},{"strike":7.0,"moneyness":1.737,"type":"call","iv":1.1295,"delta":0.3371,"oi":2488},{"strike":8.0,"moneyness":1.9851,"type":"put","iv":1.0914,"delta":-0.7445,"oi":664},{"strike":8.0,"moneyness":1.9851,"type":"call","iv":1.1723,"delta":0.2865,"oi":352},{"strike":9.0,"moneyness":2.2333,"type":"put","iv":1.1506,"delta":-0.7745,"oi":129},{"strike":9.0,"moneyness":2.2333,"type":"call","iv":1.0451,"delta":0.1845,"oi":484},{"strike":10.0,"moneyness":2.4814,"type":"put","iv":1.1151,"delta":-0.8297,"oi":123},{"strike":10.0,"moneyness":2.4814,"type":"call","iv":1.1679,"delta":0.1899,"oi":2843},{"strike":11.0,"moneyness":2.7295,"type":"call","iv":1.2431,"delta":0.1829,"oi":1284},{"strike":12.0,"moneyness":2.9777,"type":"put","iv":1.2581,"delta":-0.8405,"oi":202},{"strike":12.0,"moneyness":2.9777,"type":"call","iv":1.2282,"delta":0.1493,"oi":431},{"strike":13.0,"moneyness":3.2258,"type":"call","iv":1.241,"delta":0.1302,"oi":5616},{"strike":16.0,"moneyness":3.9702,"type":"call","iv":1.333,"delta":0.1065,"oi":148},{"strike":17.0,"moneyness":4.2184,"type":"call","iv":1.3143,"delta":0.0886,"oi":1557},{"strike":18.0,"moneyness":4.4665,"type":"call","iv":1.3509,"delta":0.0871,"oi":412}]},{"expiration":"05/21/2027","underlying_price":4.03000020980835,"strikes":[{"strike":3.0,"moneyness":0.7444,"type":"put","iv":1.0277,"delta":-0.2111,"oi":148},{"strike":4.0,"moneyness":0.9926,"type":"put","iv":1.0166,"delta":-0.3278,"oi":308},{"strike":6.0,"moneyness":1.4888,"type":"put","iv":1.0536,"delta":-0.5102,"oi":587}]},{"expiration":"06/17/2027","underlying_price":4.03000020980835,"strikes":[{"strike":3.0,"moneyness":0.7444,"type":"call","iv":1.0608,"delta":0.7911,"oi":134},{"strike":3.0,"moneyness":0.7444,"type":"put","iv":1.0283,"delta":-0.2095,"oi":130},{"strike":4.0,"moneyness":0.9926,"type":"put","iv":1.0093,"delta":-0.32,"oi":109},{"strike":5.0,"moneyness":1.2407,"type":"call","iv":1.102,"delta":0.6031,"oi":401},{"strike":5.0,"moneyness":1.2407,"type":"put","iv":1.0086,"delta":-0.4193,"oi":1190},{"strike":6.0,"moneyness":1.4888,"type":"call","iv":1.1138,"delta":0.5293,"oi":155},{"strike":7.0,"moneyness":1.737,"type":"put","iv":1.0793,"delta":-0.5492,"oi":377},{"strike":7.0,"moneyness":1.737,"type":"call","iv":1.0708,"delta":0.4475,"oi":1542},{"strike":8.0,"moneyness":1.9851,"type":"call","iv":1.0558,"delta":0.3831,"oi":279},{"strike":10.0,"moneyness":2.4814,"type":"call","iv":1.1062,"delta":0.3146,"oi":738},{"strike":10.0,"moneyness":2.4814,"type":"put","iv":1.1267,"delta":-0.6761,"oi":120},{"strike":12.0,"moneyness":2.9777,"type":"call","iv":1.1313,"delta":0.26,"oi":2092}]},{"expiration":"10/02/2026","underlying_price":4.03000020980835,"strikes":[{"strike":4.0,"moneyness":0.9926,"type":"put","iv":2.3815,"delta":-0.3723,"oi":888}]},{"expiration":"10/09/2026","underlying_price":4.03000020980835,"strikes":[{"strike":4.0,"moneyness":0.9926,"type":"call","iv":1.0148,"delta":0.5509,"oi":669},{"strike":4.0,"moneyness":0.9926,"type":"put","iv":0.9307,"delta":-0.449,"oi":7593},{"strike":4.5,"moneyness":1.1166,"type":"call","iv":1.1,"delta":0.2399,"oi":987},{"strike":4.5,"moneyness":1.1166,"type":"put","iv":1.15,"delta":-0.7485,"oi":784},{"strike":5.0,"moneyness":1.2407,"type":"put","iv":0.9497,"delta":-0.9559,"oi":323},{"strike":5.0,"moneyness":1.2407,"type":"call","iv":1.1952,"delta":0.0924,"oi":960},{"strike":6.0,"moneyness":1.4888,"type":"call","iv":1.889,"delta":0.0643,"oi":4625}]}],"greeks_heatmap":{"data":[{"strike":3.5,"dte":0,"expiration":"10/02/2026","call_delta":0.9081,"put_delta":-0.0,"call_gamma":0.36969,"put_gamma":1e-06,"call_theta":-1.0082,"put_theta":-0.0216,"call_vega":0.0001,"put_vega":0.0,"call_oi":132,"put_oi":61},{"strike":4.0,"dte":0,"expiration":"10/02/2026","call_delta":0.5879,"put_delta":-0.3723,"call_gamma":2.63188,"put_gamma":3.941887,"call_theta":-0.7888,"put_theta":-0.4972,"call_vega":0.0002,"put_vega":0.0002,"call_oi":320,"put_oi":888},{"strike":4.5,"dte":0,"expiration":"10/02/2026","call_delta":0.1341,"put_delta":-0.9525,"call_gamma":0.561549,"put_gamma":0.378973,"call_theta":-1.14,"put_theta":-0.3536,"call_vega":0.0001,"put_vega":0.0,"call_oi":11356,"put_oi":3368},{"strike":5.0,"dte":0,"expiration":"10/02/2026","call_delta":0.0922,"put_delta":-0.9997,"call_gamma":0.267088,"put_gamma":0.004803,"call_theta":-1.4019,"put_theta":-0.0036,"call_vega":0.0001,"put_vega":0.0,"call_oi":15957,"put_oi":1011},{"strike":4.0,"dte":7,"expiration":"10/09/2026","call_delta":0.5509,"put_delta":-0.449,"call_gamma":0.754617,"put_gamma":0.822824,"call_theta":-0.0175,"put_theta":-0.0156,"call_vega":0.002,"put_vega":0.002,"call_oi":669,"put_oi":7593},{"strike":4.5,"dte":7,"expiration":"10/09/2026","call_delta":0.2399,"put_delta":-0.7485,"call_gamma":0.546818,"put_gamma":0.536521,"call_theta":-0.0148,"put_theta":-0.0154,"call_vega":0.0016,"put_vega":0.0016,"call_oi":987,"put_oi":784},{"strike":5.0,"dte":7,"expiration":"10/09/2026","call_delta":0.0924,"put_delta":-0.9559,"call_gamma":0.268088,"put_gamma":0.190165,"call_theta":-0.0086,"put_theta":-0.0033,"call_vega":0.0009,"put_vega":0.0005,"call_oi":960,"put_oi":323},{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8902,"put_delta":0,"call_gamma":0.171479,"put_gamma":0,"call_theta":-0.0082,"put_theta":0,"call_vega":0.0014,"put_vega":0,"call_oi":88,"put_oi":710},{"strike":3.5,"dte":14,"expiration":"10/16/2026","call_delta":0.7691,"put_delta":-0.1817,"call_gamma":0.329187,"put_gamma":0.37788,"call_theta":-0.0111,"put_theta":-0.007,"call_vega":0.0023,"put_vega":0.002,"call_oi":63,"put_oi":109},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5553,"put_delta":-0.4454,"call_gamma":0.556498,"put_gamma":0.585755,"call_theta":-0.011,"put_theta":-0.01,"call_vega":0.003,"put_vega":0.003,"call_oi":756,"put_oi":1674},{"strike":4.5,"dte":14,"expiration":"10/16/2026","call_delta":0.3424,"put_delta":-0.6883,"call_gamma":0.42907,"put_gamma":0.471188,"call_theta":-0.0122,"put_theta":-0.0098,"call_vega":0.0028,"put_vega":0.0027,"call_oi":498,"put_oi":286},{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1798,"put_delta":-0.8043,"call_gamma":0.310203,"put_gamma":0.309823,"call_theta":-0.0086,"put_theta":-0.009,"call_vega":0.002,"put_vega":0.0021,"call_oi":2370,"put_oi":3256},{"strike":3.5,"dte":21,"expiration":"10/23/2026","call_delta":0,"put_delta":-0.2356,"call_gamma":0,"put_gamma":0.320308,"call_theta":0,"put_theta":-0.0073,"call_vega":0,"put_vega":0.0029,"call_oi":0,"put_oi":20911},{"strike":4.0,"dte":21,"expiration":"10/23/2026","call_delta":0,"put_delta":-0.4372,"call_gamma":0,"put_gamma":0.422571,"call_theta":0,"put_theta":-0.0089,"call_vega":0,"put_vega":0.0037,"call_oi":0,"put_oi":405},{"strike":4.5,"dte":21,"expiration":"10/23/2026","call_delta":0.3752,"put_delta":-0.6304,"call_gamma":0.384102,"put_gamma":0.392282,"call_theta":-0.0095,"put_theta":-0.0087,"call_vega":0.0036,"put_vega":0.0036,"call_oi":107,"put_oi":2122},{"strike":5.0,"dte":21,"expiration":"10/23/2026","call_delta":0.2361,"put_delta":-0.7721,"call_gamma":0.302836,"put_gamma":0.305175,"call_theta":-0.0079,"put_theta":-0.007,"call_vega":0.0029,"put_vega":0.0029,"call_oi":4125,"put_oi":1208},{"strike":4.0,"dte":28,"expiration":"10/30/2026","call_delta":0.569,"put_delta":-0.4316,"call_gamma":0.362923,"put_gamma":0.36949,"call_theta":-0.0081,"put_theta":-0.0075,"call_vega":0.0043,"put_vega":0.0043,"call_oi":145,"put_oi":437},{"strike":4.5,"dte":28,"expiration":"10/30/2026","call_delta":0.4017,"put_delta":-0.5896,"call_gamma":0.346872,"put_gamma":0.333964,"call_theta":-0.0081,"put_theta":-0.008,"call_vega":0.0042,"put_vega":0.0043,"call_oi":550,"put_oi":350},{"strike":5.0,"dte":28,"expiration":"10/30/2026","call_delta":0.2588,"put_delta":-0.7246,"call_gamma":0.295732,"put_gamma":0.288547,"call_theta":-0.0067,"put_theta":-0.0067,"call_vega":0.0035,"put_vega":0.0037,"call_oi":504,"put_oi":117},{"strike":4.0,"dte":35,"expiration":"11/06/2026","call_delta":0.5769,"put_delta":-0.4259,"call_gamma":0.308237,"put_gamma":0.327884,"call_theta":-0.0075,"put_theta":-0.0066,"call_vega":0.0048,"put_vega":0.0048,"call_oi":51,"put_oi":65},{"strike":4.5,"dte":35,"expiration":"11/06/2026","call_delta":0.4338,"put_delta":-0.5874,"call_gamma":0.301656,"put_gamma":0.332521,"call_theta":-0.0077,"put_theta":-0.0063,"call_vega":0.0048,"put_vega":0.0048,"call_oi":95,"put_oi":104},{"strike":5.0,"dte":35,"expiration":"11/06/2026","call_delta":0.313,"put_delta":-0.6722,"call_gamma":0.269946,"put_gamma":0.261399,"call_theta":-0.007,"put_theta":-0.0069,"call_vega":0.0044,"put_vega":0.0044,"call_oi":509,"put_oi":105},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8298,"put_delta":-0.1595,"call_gamma":0.157505,"put_gamma":0.162503,"call_theta":-0.0045,"put_theta":-0.0037,"call_vega":0.0037,"put_vega":0.0035,"call_oi":163,"put_oi":2441},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5908,"put_delta":-0.4115,"call_gamma":0.245418,"put_gamma":0.255162,"call_theta":-0.0066,"put_theta":-0.0059,"call_vega":0.0057,"put_vega":0.0057,"call_oi":877,"put_oi":3476},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3783,"put_delta":-0.641,"call_gamma":0.230943,"put_gamma":0.243526,"call_theta":-0.0067,"put_theta":-0.0055,"call_vega":0.0056,"put_vega":0.0055,"call_oi":5361,"put_oi":3043},{"strike":4.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6089,"put_delta":-0.3948,"call_gamma":0.196189,"put_gamma":0.206226,"call_theta":-0.0051,"put_theta":-0.0045,"call_vega":0.0071,"put_vega":0.0071,"call_oi":332,"put_oi":14112},{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4277,"put_delta":-0.5727,"call_gamma":0.200271,"put_gamma":0.200488,"call_theta":-0.0052,"put_theta":-0.0046,"call_vega":0.0072,"put_vega":0.0072,"call_oi":2011,"put_oi":19618}],"strikes":[3.0,3.5,4.0,4.5,5.0],"dtes":[0,7,14,21,28,35,49,77]},"risk_reversal":[{"expiration":"10/09/2026","dte":7,"risk_reversal":-16.93,"put_25d_iv":93.07,"call_25d_iv":110.0,"put_25d_strike":4.0,"call_25d_strike":4.5,"skew":"call_skew"},{"expiration":"10/16/2026","dte":14,"risk_reversal":-19.28,"put_25d_iv":91.84,"call_25d_iv":111.12,"put_25d_strike":3.5,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"10/23/2026","dte":21,"risk_reversal":-6.0,"put_25d_iv":101.85,"call_25d_iv":107.85,"put_25d_strike":3.5,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"10/30/2026","dte":28,"risk_reversal":-2.78,"put_25d_iv":97.06,"call_25d_iv":99.84,"put_25d_strike":4.0,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"11/06/2026","dte":35,"risk_reversal":-24.97,"put_25d_iv":97.21,"call_25d_iv":122.18,"put_25d_strike":4.0,"call_25d_strike":5.5,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-15.45,"put_25d_iv":102.24,"call_25d_iv":117.7,"put_25d_strike":3.0,"call_25d_strike":6.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-14.81,"put_25d_iv":101.52,"call_25d_iv":116.32,"put_25d_strike":4.0,"call_25d_strike":7.5,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-11.54,"put_25d_iv":103.41,"call_25d_iv":114.95,"put_25d_strike":2.5,"call_25d_strike":7.5,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-7.89,"put_25d_iv":109.34,"call_25d_iv":117.23,"put_25d_strike":3.0,"call_25d_strike":8.0,"skew":"call_skew"},{"expiration":"05/21/2027","dte":231,"risk_reversal":-9.07,"put_25d_iv":102.77,"call_25d_iv":111.84,"put_25d_strike":3.0,"call_25d_strike":8.0,"skew":"call_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":-10.3,"put_25d_iv":102.83,"call_25d_iv":113.13,"put_25d_strike":3.0,"call_25d_strike":12.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-10.08,"put_25d_iv":98.05,"call_25d_iv":108.13,"put_25d_strike":5.0,"call_25d_strike":20.0,"skew":"call_skew"},{"expiration":"12/15/2028","dte":805,"risk_reversal":8.94,"put_25d_iv":102.94,"call_25d_iv":94.01,"put_25d_strike":5.0,"call_25d_strike":12.0,"skew":"put_skew"},{"expiration":"01/19/2029","dte":840,"risk_reversal":8.36,"put_25d_iv":102.85,"call_25d_iv":94.49,"put_25d_strike":5.0,"call_25d_strike":10.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":1.0,"call_vanna":-9.0,"put_vanna":12.0,"net_vanna":3.0,"call_oi":806,"put_oi":543},{"strike":1.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":621,"put_oi":0},{"strike":2.0,"call_vanna":-8.0,"put_vanna":31.0,"net_vanna":23.0,"call_oi":169,"put_oi":385},{"strike":2.5,"call_vanna":-494.0,"put_vanna":1930.0,"net_vanna":1436.0,"call_oi":3332,"put_oi":19072},{"strike":3.0,"call_vanna":-328.0,"put_vanna":605.0,"net_vanna":277.0,"call_oi":1582,"put_oi":6702},{"strike":3.5,"call_vanna":-2.0,"put_vanna":800.0,"net_vanna":798.0,"call_oi":195,"put_oi":21081},{"strike":4.0,"call_vanna":-183.0,"put_vanna":1388.0,"net_vanna":1205.0,"call_oi":5724,"put_oi":42136},{"strike":4.5,"call_vanna":65.0,"put_vanna":-84.0,"net_vanna":-19.0,"call_oi":13593,"put_oi":7014},{"strike":5.0,"call_vanna":-283.0,"put_vanna":-654.0,"net_vanna":-937.0,"call_oi":42363,"put_oi":47671},{"strike":5.5,"call_vanna":52.0,"put_vanna":-58.0,"net_vanna":-6.0,"call_oi":3630,"put_oi":1536},{"strike":6.0,"call_vanna":1795.0,"put_vanna":-1175.0,"net_vanna":620.0,"call_oi":43951,"put_oi":23568},{"strike":6.5,"call_vanna":149.0,"put_vanna":-21.0,"net_vanna":128.0,"call_oi":6460,"put_oi":1826},{"strike":7.0,"call_vanna":484.0,"put_vanna":-104.0,"net_vanna":380.0,"call_oi":18433,"put_oi":2781},{"strike":7.5,"call_vanna":4130.0,"put_vanna":-506.0,"net_vanna":3624.0,"call_oi":60914,"put_oi":7564},{"strike":8.0,"call_vanna":557.0,"put_vanna":-203.0,"net_vanna":354.0,"call_oi":15967,"put_oi":3477},{"strike":8.5,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":564,"put_oi":0},{"strike":9.0,"call_vanna":1081.0,"put_vanna":-69.0,"net_vanna":1012.0,"call_oi":15652,"put_oi":1281},{"strike":10.0,"call_vanna":8333.0,"put_vanna":-106.0,"net_vanna":8227.0,"call_oi":143156,"put_oi":3219},{"strike":10.5,"call_vanna":0,"put_vanna":-0.0,"net_vanna":-0.0,"call_oi":0,"put_oi":313},{"strike":11.0,"call_vanna":514.0,"put_vanna":-43.0,"net_vanna":471.0,"call_oi":9836,"put_oi":816},{"strike":12.0,"call_vanna":409.0,"put_vanna":1243.0,"net_vanna":1653.0,"call_oi":21114,"put_oi":10476},{"strike":12.5,"call_vanna":686.0,"put_vanna":-10.0,"net_vanna":676.0,"call_oi":7632,"put_oi":243},{"strike":13.0,"call_vanna":543.0,"put_vanna":-3.0,"net_vanna":540.0,"call_oi":7641,"put_oi":59},{"strike":14.0,"call_vanna":185.0,"put_vanna":0,"net_vanna":185.0,"call_oi":3954,"put_oi":0},{"strike":15.0,"call_vanna":3083.0,"put_vanna":-8.0,"net_vanna":3075.0,"call_oi":61790,"put_oi":104},{"strike":16.0,"call_vanna":67.0,"put_vanna":0,"net_vanna":67.0,"call_oi":2544,"put_oi":0},{"strike":17.0,"call_vanna":139.0,"put_vanna":0,"net_vanna":139.0,"call_oi":1837,"put_oi":0},{"strike":17.5,"call_vanna":870.0,"put_vanna":-21.0,"net_vanna":849.0,"call_oi":5793,"put_oi":322},{"strike":18.0,"call_vanna":203.0,"put_vanna":0,"net_vanna":203.0,"call_oi":4475,"put_oi":0},{"strike":19.0,"call_vanna":104.0,"put_vanna":0,"net_vanna":104.0,"call_oi":3027,"put_oi":0},{"strike":20.0,"call_vanna":1676.0,"put_vanna":16.0,"net_vanna":1692.0,"call_oi":38074,"put_oi":143},{"strike":22.0,"call_vanna":2780.0,"put_vanna":0,"net_vanna":2780.0,"call_oi":21947,"put_oi":0}],"net_vanna":29561.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.0,"call_charm":-579.0,"put_charm":0,"net_charm":-579.0,"call_oi":201,"put_oi":0},{"strike":2.0,"call_charm":-506.0,"put_charm":0,"net_charm":-506.0,"call_oi":169,"put_oi":0},{"strike":3.0,"call_charm":-2127.0,"put_charm":1069.0,"net_charm":-1058.0,"call_oi":251,"put_oi":2441},{"strike":3.5,"call_charm":-1402.0,"put_charm":62583.0,"net_charm":61180.0,"call_oi":63,"put_oi":21020},{"strike":4.0,"call_charm":-49381.0,"put_charm":308342.0,"net_charm":258961.0,"call_oi":2498,"put_oi":13650},{"strike":4.5,"call_charm":-27081.0,"put_charm":74868.0,"net_charm":47787.0,"call_oi":2237,"put_oi":3646},{"strike":5.0,"call_charm":-39286.0,"put_charm":87143.0,"net_charm":47857.0,"call_oi":13829,"put_oi":8052},{"strike":5.5,"call_charm":-123755.0,"put_charm":5289.0,"net_charm":-118466.0,"call_oi":2006,"put_oi":1536},{"strike":6.0,"call_charm":-330926.0,"put_charm":69343.0,"net_charm":-261583.0,"call_oi":24401,"put_oi":11774},{"strike":6.5,"call_charm":-86415.0,"put_charm":7202.0,"net_charm":-79212.0,"call_oi":6071,"put_oi":1713},{"strike":7.0,"call_charm":-343432.0,"put_charm":7765.0,"net_charm":-335666.0,"call_oi":12667,"put_oi":2182},{"strike":7.5,"call_charm":-77455.0,"put_charm":0,"net_charm":-77455.0,"call_oi":315,"put_oi":0},{"strike":8.0,"call_charm":-124470.0,"put_charm":5290.0,"net_charm":-119180.0,"call_oi":15217,"put_oi":2813},{"strike":9.0,"call_charm":-1206.0,"put_charm":716.0,"net_charm":-490.0,"call_oi":3581,"put_oi":624},{"strike":10.0,"call_charm":-2167.0,"put_charm":1886.0,"net_charm":-281.0,"call_oi":33504,"put_oi":1156},{"strike":11.0,"call_charm":-67.0,"put_charm":1287.0,"net_charm":1220.0,"call_oi":3790,"put_oi":330},{"strike":12.0,"call_charm":-878.0,"put_charm":654.0,"net_charm":-224.0,"call_oi":8360,"put_oi":173},{"strike":13.0,"call_charm":-295.0,"put_charm":102.0,"net_charm":-193.0,"call_oi":2025,"put_oi":59},{"strike":14.0,"call_charm":-757.0,"put_charm":0,"net_charm":-757.0,"call_oi":3189,"put_oi":0},{"strike":15.0,"call_charm":-11062.0,"put_charm":0,"net_charm":-11062.0,"call_oi":46487,"put_oi":0},{"strike":16.0,"call_charm":-270.0,"put_charm":0,"net_charm":-270.0,"call_oi":1143,"put_oi":0},{"strike":17.0,"call_charm":-66.0,"put_charm":0,"net_charm":-66.0,"call_oi":280,"put_oi":0},{"strike":18.0,"call_charm":-951.0,"put_charm":0,"net_charm":-951.0,"call_oi":4063,"put_oi":0},{"strike":19.0,"call_charm":-20.0,"put_charm":0,"net_charm":-20.0,"call_oi":84,"put_oi":0},{"strike":20.0,"call_charm":-5072.0,"put_charm":0,"net_charm":-5072.0,"call_oi":21860,"put_oi":0}],"net_charm":-596083.0,"weekend_delta_shift":-1788249.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/02/2026","dte":0,"call_delta":800161.0,"put_delta":-513388.0,"net_delta":286773.0,"call_oi":35544,"put_oi":6019,"total_oi":41563,"total_volume":3435,"bias":"bullish"},{"expiration":"10/09/2026","dte":7,"call_delta":196897.0,"put_delta":-445043.0,"net_delta":-248146.0,"call_oi":9633,"put_oi":8860,"total_oi":18493,"total_volume":1682,"bias":"bearish"},{"expiration":"10/16/2026","dte":14,"call_delta":1838197.0,"put_delta":-969250.0,"net_delta":868948.0,"call_oi":37038,"put_oi":11811,"total_oi":48849,"total_volume":647,"bias":"bullish"},{"expiration":"10/23/2026","dte":21,"call_delta":150343.0,"put_delta":-758151.0,"net_delta":-607808.0,"call_oi":10183,"put_oi":24868,"total_oi":35051,"total_volume":559,"bias":"bearish"},{"expiration":"10/30/2026","dte":28,"call_delta":97187.0,"put_delta":-171696.0,"net_delta":-74509.0,"call_oi":2909,"put_oi":2331,"total_oi":5240,"total_volume":155,"bias":"neutral"},{"expiration":"11/06/2026","dte":35,"call_delta":29848.0,"put_delta":-20370.0,"net_delta":9478.0,"call_oi":836,"put_oi":334,"total_oi":1170,"total_volume":248,"bias":"neutral"},{"expiration":"11/13/2026","dte":42,"call_delta":100.0,"put_delta":-41.0,"net_delta":59.0,"call_oi":1,"put_oi":1,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":4990855.0,"put_delta":-1548225.0,"net_delta":3442630.0,"call_oi":148086,"put_oi":23436,"total_oi":171522,"total_volume":298,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":793666.0,"put_delta":-2344495.0,"net_delta":-1550829.0,"call_oi":52980,"put_oi":44501,"total_oi":97481,"total_volume":221,"bias":"bearish"},{"expiration":"01/15/2027","dte":105,"call_delta":4734271.0,"put_delta":-2037798.0,"net_delta":2696473.0,"call_oi":173732,"put_oi":48358,"total_oi":222090,"total_volume":900,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":629553.0,"put_delta":-435097.0,"net_delta":194456.0,"call_oi":20024,"put_oi":10988,"total_oi":31012,"total_volume":47,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":9509.0,"put_delta":-3735.0,"net_delta":5774.0,"call_oi":201,"put_oi":91,"total_oi":292,"total_volume":6,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":10918.0,"put_delta":-44338.0,"net_delta":-33420.0,"call_oi":238,"put_oi":1113,"total_oi":1351,"total_volume":27,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":205513.0,"put_delta":-96063.0,"net_delta":109450.0,"call_oi":5416,"put_oi":2109,"total_oi":7525,"total_volume":36,"bias":"bullish"},{"expiration":"01/21/2028","dte":476,"call_delta":2251952.0,"put_delta":-219595.0,"net_delta":2032357.0,"call_oi":55103,"put_oi":7687,"total_oi":62790,"total_volume":427,"bias":"bullish"},{"expiration":"12/15/2028","dte":805,"call_delta":784295.0,"put_delta":-402603.0,"net_delta":381692.0,"call_oi":14338,"put_oi":10543,"total_oi":24881,"total_volume":127,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":91950.0,"put_delta":-3529.0,"net_delta":88421.0,"call_oi":1304,"put_oi":153,"total_oi":1457,"total_volume":14,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/09/2026","dte":7,"strike":4.0,"straddle_price":0.4,"straddle_pct":9.93,"implied_move":9.93,"avg_iv":97.3},{"expiration":"10/16/2026","dte":14,"strike":4.0,"straddle_price":0.55,"straddle_pct":13.65,"implied_move":13.65,"avg_iv":91.0},{"expiration":"10/30/2026","dte":28,"strike":4.0,"straddle_price":0.85,"straddle_pct":21.09,"implied_move":21.09,"avg_iv":97.9},{"expiration":"11/06/2026","dte":35,"strike":4.0,"straddle_price":0.97,"straddle_pct":24.19,"implied_move":24.19,"avg_iv":100.2},{"expiration":"11/20/2026","dte":49,"strike":4.0,"straddle_price":1.23,"straddle_pct":30.4,"implied_move":30.4,"avg_iv":106.3},{"expiration":"12/18/2026","dte":77,"strike":4.0,"straddle_price":1.5,"straddle_pct":37.22,"implied_move":37.22,"avg_iv":104.0},{"expiration":"01/15/2027","dte":105,"strike":4.0,"straddle_price":1.7,"straddle_pct":42.18,"implied_move":42.18,"avg_iv":101.2},{"expiration":"02/19/2027","dte":140,"strike":4.0,"straddle_price":2.05,"straddle_pct":50.87,"implied_move":50.87,"avg_iv":106.4},{"expiration":"03/19/2027","dte":168,"strike":4.0,"straddle_price":2.15,"straddle_pct":53.35,"implied_move":53.35,"avg_iv":102.1},{"expiration":"06/17/2027","dte":258,"strike":4.0,"straddle_price":2.6,"straddle_pct":64.52,"implied_move":64.52,"avg_iv":101.0}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":2,"put_volume":2,"total_volume":4,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":1.0,"call_volume":152,"put_volume":0,"total_volume":152,"call_oi":970,"put_oi":545,"total_oi":1515,"bias":"bullish"},{"strike":1.5,"call_volume":152,"put_volume":0,"total_volume":152,"call_oi":643,"put_oi":1,"total_oi":644,"bias":"bullish"},{"strike":2.0,"call_volume":10,"put_volume":1,"total_volume":11,"call_oi":1114,"put_oi":436,"total_oi":1550,"bias":"bullish"},{"strike":2.5,"call_volume":16,"put_volume":2,"total_volume":18,"call_oi":3332,"put_oi":19073,"total_oi":22405,"bias":"bullish"},{"strike":3.0,"call_volume":6,"put_volume":19,"total_volume":25,"call_oi":1604,"put_oi":7456,"total_oi":9060,"bias":"bearish"},{"strike":3.5,"call_volume":116,"put_volume":11,"total_volume":127,"call_oi":208,"put_oi":21152,"total_oi":21360,"bias":"bullish"},{"strike":4.0,"call_volume":1095,"put_volume":491,"total_volume":1586,"call_oi":5730,"put_oi":42152,"total_oi":47882,"bias":"bullish"},{"strike":4.5,"call_volume":801,"put_volume":1746,"total_volume":2547,"call_oi":13593,"put_oi":7014,"total_oi":20607,"bias":"bearish"},{"strike":5.0,"call_volume":1055,"put_volume":88,"total_volume":1143,"call_oi":42398,"put_oi":47684,"total_oi":90082,"bias":"bullish"},{"strike":5.5,"call_volume":43,"put_volume":21,"total_volume":64,"call_oi":3663,"put_oi":1623,"total_oi":5286,"bias":"bullish"},{"strike":6.0,"call_volume":217,"put_volume":13,"total_volume":230,"call_oi":44047,"put_oi":23731,"total_oi":67778,"bias":"bullish"},{"strike":6.5,"call_volume":18,"put_volume":2,"total_volume":20,"call_oi":6501,"put_oi":1861,"total_oi":8362,"bias":"bullish"},{"strike":7.0,"call_volume":60,"put_volume":12,"total_volume":72,"call_oi":18440,"put_oi":2861,"total_oi":21301,"bias":"bullish"},{"strike":7.5,"call_volume":408,"put_volume":128,"total_volume":536,"call_oi":60988,"put_oi":7609,"total_oi":68597,"bias":"bullish"},{"strike":8.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":15997,"put_oi":3479,"total_oi":19476,"bias":"bullish"},{"strike":8.5,"call_volume":0,"put_volume":710,"total_volume":710,"call_oi":607,"put_oi":2,"total_oi":609,"bias":"bearish"},{"strike":9.0,"call_volume":8,"put_volume":504,"total_volume":512,"call_oi":15699,"put_oi":1370,"total_oi":17069,"bias":"bearish"},{"strike":9.5,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":27,"put_oi":2,"total_oi":29,"bias":"bearish"},{"strike":10.0,"call_volume":451,"put_volume":127,"total_volume":578,"call_oi":143211,"put_oi":3240,"total_oi":146451,"bias":"bullish"},{"strike":10.5,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":18,"put_oi":314,"total_oi":332,"bias":"bearish"},{"strike":11.0,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":9865,"put_oi":833,"total_oi":10698,"bias":"bullish"},{"strike":11.5,"call_volume":0,"put_volume":160,"total_volume":160,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"bearish"},{"strike":12.0,"call_volume":102,"put_volume":160,"total_volume":262,"call_oi":21115,"put_oi":10478,"total_oi":31593,"bias":"bearish"},{"strike":12.5,"call_volume":68,"put_volume":0,"total_volume":68,"call_oi":7632,"put_oi":299,"total_oi":7931,"bias":"bullish"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7662,"put_oi":59,"total_oi":7721,"bias":"neutral"},{"strike":14.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":3959,"put_oi":12,"total_oi":3971,"bias":"bullish"},{"strike":15.0,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":61790,"put_oi":138,"total_oi":61928,"bias":"bullish"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2544,"put_oi":0,"total_oi":2544,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1837,"put_oi":0,"total_oi":1837,"bias":"neutral"},{"strike":17.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":5793,"put_oi":323,"total_oi":6116,"bias":"bullish"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4475,"put_oi":0,"total_oi":4475,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3027,"put_oi":0,"total_oi":3027,"bias":"neutral"},{"strike":20.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":38074,"put_oi":143,"total_oi":38217,"bias":"bullish"},{"strike":22.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":21947,"put_oi":21,"total_oi":21968,"bias":"bullish"}],"underlying_price":4.03000020980835,"peak_call_strike":4.0,"peak_put_strike":4.5,"total_call_volume":4833,"total_put_volume":4202,"volume_pc_ratio":0.869},"iv_contours":{"x":[0.74,0.87,0.99,1.12,1.24],"y":[7,14,21,28,35,49,77,105,140,168],"z":[[null,null,97.28,112.5,107.25],[143.99,106.69,91.03,105.64,114.19],[null,101.85,98.84,103.32,106.4],[null,102.41,97.93,103.98,102.71],[null,null,100.24,100.62,109.52],[106.14,null,106.34,null,108.84],[null,null,103.97,null,106.47],[null,null,101.16,null,107.63],[105.64,null,106.35,null,107.44],[100.3,null,102.11,null,null]],"levels":[91.0,96.3,101.6,106.9,112.2,117.5,122.8,128.1,133.4,138.7,144.0],"min_iv":91.0,"max_iv":144.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":149.19},{"date":"2026-09-15","iv":156.27},{"date":"2026-09-16","iv":155.41},{"date":"2026-09-17","iv":145.3},{"date":"2026-09-18","iv":142.71},{"date":"2026-09-21","iv":147.89},{"date":"2026-09-22","iv":187.0},{"date":"2026-09-23","iv":243.6},{"date":"2026-09-24","iv":743.2},{"date":"2026-09-25","iv":582.4},{"date":"2026-09-28","iv":195.0},{"date":"2026-09-29","iv":265.6},{"date":"2026-09-30","iv":233.2},{"date":"2026-10-01","iv":1015.6},{"date":"2026-10-02","iv":3087.1}]}}