{"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":"FTK","summary":{"name":"FTK","price":30.94,"total_oi":2951,"call_oi":2036,"put_oi":915,"pc_ratio":0.449,"net_gex":42774.59,"avg_iv":92.2,"iv_rank":14.7,"iv_52w_high":132.57,"iv_52w_low":85.27,"gamma_flip":26.43,"max_pain":26.0},"features":{"symbol":"FTK","price":30.94,"total_oi":2951,"analysis_coverage":1.0,"avg_iv_pct":92.2,"iv_rank":14.7,"iv_52w_high_pct":132.57,"iv_52w_low_pct":85.27,"front_dte":14,"front_atm_iv_pct":82.1558,"back_atm_iv_pct":82.0422,"term_premium_pp":0.1136,"expected_move_front_pct":16.09,"straddle_front_pct":22.3,"straddle_30d_pct":22.3,"risk_reversal_front_pp":23.71,"risk_reversal_30d_pp":23.71,"butterfly_front_pp":-0.55,"butterfly_30d_pp":-0.55,"put_call_oi_ratio":0.449,"put_call_oi_front_ratio":1.22,"put_call_volume_front_ratio":0.0,"option_volume":38,"volume_oi_ratio":0.012877,"net_delta_normalized":0.342447,"dealer_delta_normalized":-0.34245,"gex_per_100k_oi":1449494.747543,"vanna_per_100k_oi":745.509997,"charm_per_100k_oi":-127414.435784,"weekend_delta_shift_per_100k_oi":-382243.307353,"iv_surface_range_pp":56.4,"gamma_flip_distance_pct":-14.5766,"max_pain_distance_pct":-15.966387,"peak_call_distance_pct":-6.2702,"peak_put_distance_pct":-3.038138},"analyses":{"gamma_walls":[{"strike":10.0,"call_gex":0.0,"put_gex":-2.95,"net_gex":-2.95,"call_oi":0,"put_oi":1},{"strike":11.0,"call_gex":6.46,"put_gex":-3.75,"net_gex":2.71,"call_oi":2,"put_oi":1},{"strike":12.0,"call_gex":0.0,"put_gex":-4.35,"net_gex":-4.35,"call_oi":0,"put_oi":1},{"strike":13.0,"call_gex":0.0,"put_gex":-9.57,"net_gex":-9.57,"call_oi":0,"put_oi":2},{"strike":14.0,"call_gex":0.0,"put_gex":-5.33,"net_gex":-5.33,"call_oi":0,"put_oi":1},{"strike":15.0,"call_gex":22.77,"put_gex":-387.81,"net_gex":-365.04,"call_oi":4,"put_oi":60},{"strike":16.0,"call_gex":196.55,"put_gex":-651.05,"net_gex":-454.5,"call_oi":42,"put_oi":90},{"strike":17.0,"call_gex":0.0,"put_gex":-23.32,"net_gex":-23.32,"call_oi":0,"put_oi":3},{"strike":18.0,"call_gex":199.03,"put_gex":-328.77,"net_gex":-129.75,"call_oi":26,"put_oi":35},{"strike":19.0,"call_gex":11.11,"put_gex":-44.82,"net_gex":-33.71,"call_oi":1,"put_oi":4},{"strike":20.0,"call_gex":261.34,"put_gex":-1220.79,"net_gex":-959.45,"call_oi":20,"put_oi":100},{"strike":21.0,"call_gex":29.28,"put_gex":-155.71,"net_gex":-126.43,"call_oi":2,"put_oi":11},{"strike":22.0,"call_gex":138.23,"put_gex":-595.19,"net_gex":-456.95,"call_oi":8,"put_oi":34},{"strike":23.0,"call_gex":284.68,"put_gex":-82.76,"net_gex":201.92,"call_oi":15,"put_oi":4},{"strike":24.0,"call_gex":934.1,"put_gex":-1066.85,"net_gex":-132.74,"call_oi":49,"put_oi":47},{"strike":25.0,"call_gex":2548.13,"put_gex":-7263.39,"net_gex":-4715.25,"call_oi":103,"put_oi":237},{"strike":26.0,"call_gex":5761.29,"put_gex":-782.43,"net_gex":4978.87,"call_oi":168,"put_oi":23},{"strike":27.0,"call_gex":5809.45,"put_gex":-558.42,"net_gex":5251.03,"call_oi":184,"put_oi":19},{"strike":28.0,"call_gex":5698.22,"put_gex":-2243.31,"net_gex":3454.91,"call_oi":153,"put_oi":39},{"strike":29.0,"call_gex":3568.87,"put_gex":-2505.55,"net_gex":1063.32,"call_oi":64,"put_oi":64},{"strike":30.0,"call_gex":9232.56,"put_gex":-2773.41,"net_gex":6459.15,"call_oi":202,"put_oi":77},{"strike":31.0,"call_gex":2215.55,"put_gex":-70.75,"net_gex":2144.79,"call_oi":52,"put_oi":1},{"strike":32.0,"call_gex":3020.17,"put_gex":0.0,"net_gex":3020.17,"call_oi":69,"put_oi":0},{"strike":33.0,"call_gex":1427.95,"put_gex":0.0,"net_gex":1427.95,"call_oi":28,"put_oi":0},{"strike":34.0,"call_gex":183.82,"put_gex":0.0,"net_gex":183.82,"call_oi":5,"put_oi":0},{"strike":35.0,"call_gex":1237.41,"put_gex":-1038.65,"net_gex":198.77,"call_oi":34,"put_oi":29},{"strike":36.0,"call_gex":7386.66,"put_gex":0.0,"net_gex":7386.66,"call_oi":212,"put_oi":0},{"strike":37.0,"call_gex":242.13,"put_gex":-33.93,"net_gex":208.2,"call_oi":7,"put_oi":1},{"strike":38.0,"call_gex":0.0,"put_gex":-458.38,"net_gex":-458.38,"call_oi":0,"put_oi":20},{"strike":39.0,"call_gex":181.67,"put_gex":0.0,"net_gex":181.67,"call_oi":7,"put_oi":0},{"strike":40.0,"call_gex":13319.5,"put_gex":0.0,"net_gex":13319.5,"call_oi":515,"put_oi":0},{"strike":41.0,"call_gex":307.44,"put_gex":0.0,"net_gex":307.44,"call_oi":12,"put_oi":0},{"strike":42.0,"call_gex":75.1,"put_gex":0.0,"net_gex":75.1,"call_oi":3,"put_oi":0},{"strike":43.0,"call_gex":48.77,"put_gex":0.0,"net_gex":48.77,"call_oi":2,"put_oi":0},{"strike":44.0,"call_gex":23.51,"put_gex":0.0,"net_gex":23.51,"call_oi":1,"put_oi":0},{"strike":45.0,"call_gex":259.66,"put_gex":-237.92,"net_gex":21.73,"call_oi":11,"put_oi":11},{"strike":46.0,"call_gex":90.82,"put_gex":0.0,"net_gex":90.82,"call_oi":4,"put_oi":0},{"strike":47.0,"call_gex":44.51,"put_gex":0.0,"net_gex":44.51,"call_oi":2,"put_oi":0},{"strike":48.0,"call_gex":127.68,"put_gex":0.0,"net_gex":127.68,"call_oi":6,"put_oi":0},{"strike":49.0,"call_gex":123.39,"put_gex":0.0,"net_gex":123.39,"call_oi":6,"put_oi":0},{"strike":50.0,"call_gex":135.75,"put_gex":0.0,"net_gex":135.75,"call_oi":7,"put_oi":0},{"strike":55.0,"call_gex":170.19,"put_gex":0.0,"net_gex":170.19,"call_oi":10,"put_oi":0}],"pain_by_strike":[{"strike":10.0,"call_value":0,"put_value":12851.0,"total_value":12851.0},{"strike":11.0,"call_value":0.0,"put_value":11937.0,"total_value":11937.0},{"strike":12.0,"call_value":2.0,"put_value":11024.0,"total_value":11026.0},{"strike":13.0,"call_value":4.0,"put_value":10112.0,"total_value":10116.0},{"strike":14.0,"call_value":6.0,"put_value":9202.0,"total_value":9208.0},{"strike":15.0,"call_value":8.0,"put_value":8293.0,"total_value":8301.0},{"strike":16.0,"call_value":14.0,"put_value":7444.0,"total_value":7458.0},{"strike":17.0,"call_value":62.0,"put_value":6685.0,"total_value":6747.0},{"strike":18.0,"call_value":110.0,"put_value":5929.0,"total_value":6039.0},{"strike":19.0,"call_value":184.0,"put_value":5208.0,"total_value":5392.0},{"strike":20.0,"call_value":259.0,"put_value":4491.0,"total_value":4750.0},{"strike":21.0,"call_value":354.0,"put_value":3874.0,"total_value":4228.0},{"strike":22.0,"call_value":451.0,"put_value":3268.0,"total_value":3719.0},{"strike":23.0,"call_value":556.0,"put_value":2696.0,"total_value":3252.0},{"strike":24.0,"call_value":676.0,"put_value":2128.0,"total_value":2804.0},{"strike":25.0,"call_value":845.0,"put_value":1607.0,"total_value":2452.0},{"strike":26.0,"call_value":1117.0,"put_value":1323.0,"total_value":2440.0},{"strike":27.0,"call_value":1557.0,"put_value":1062.0,"total_value":2619.0},{"strike":28.0,"call_value":2181.0,"put_value":820.0,"total_value":3001.0},{"strike":29.0,"call_value":2958.0,"put_value":617.0,"total_value":3575.0},{"strike":30.0,"call_value":3799.0,"put_value":478.0,"total_value":4277.0},{"strike":31.0,"call_value":4842.0,"put_value":416.0,"total_value":5258.0},{"strike":32.0,"call_value":5937.0,"put_value":355.0,"total_value":6292.0},{"strike":33.0,"call_value":7101.0,"put_value":294.0,"total_value":7395.0},{"strike":34.0,"call_value":8293.0,"put_value":233.0,"total_value":8526.0},{"strike":35.0,"call_value":9490.0,"put_value":172.0,"total_value":9662.0},{"strike":36.0,"call_value":10721.0,"put_value":140.0,"total_value":10861.0},{"strike":37.0,"call_value":12164.0,"put_value":108.0,"total_value":12272.0},{"strike":38.0,"call_value":13614.0,"put_value":77.0,"total_value":13691.0},{"strike":39.0,"call_value":15064.0,"put_value":66.0,"total_value":15130.0},{"strike":40.0,"call_value":16521.0,"put_value":55.0,"total_value":16576.0},{"strike":41.0,"call_value":18493.0,"put_value":44.0,"total_value":18537.0},{"strike":42.0,"call_value":20477.0,"put_value":33.0,"total_value":20510.0},{"strike":43.0,"call_value":22464.0,"put_value":22.0,"total_value":22486.0},{"strike":44.0,"call_value":24453.0,"put_value":11.0,"total_value":24464.0},{"strike":45.0,"call_value":26443.0,"put_value":0.0,"total_value":26443.0},{"strike":46.0,"call_value":28444.0,"put_value":0.0,"total_value":28444.0},{"strike":47.0,"call_value":30449.0,"put_value":0.0,"total_value":30449.0},{"strike":48.0,"call_value":32456.0,"put_value":0.0,"total_value":32456.0},{"strike":49.0,"call_value":34469.0,"put_value":0.0,"total_value":34469.0},{"strike":50.0,"call_value":36488.0,"put_value":0.0,"total_value":36488.0},{"strike":55.0,"call_value":46618.0,"put_value":0,"total_value":46618.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":151.2,"strike":23.85},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":79.3,"strike":27.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":108.0,"strike":19.68},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":74.6,"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":81.6,"strike":28.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":82.4,"strike":28.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":76.5,"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":80.3,"strike":29.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":80.4,"strike":29.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":85.4,"strike":31.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":79.6,"strike":31.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":72.3,"strike":31.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":70.5,"strike":32.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":92.4,"strike":32.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":73.5,"strike":32.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":73.3,"strike":34.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":80.1,"strike":36.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":85.2,"strike":38.25},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":72.6,"strike":39.38}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":10,"total_oi":171},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":7,"total_oi":192},{"expiration":"12/18/2026","dte":77,"iv":0.1284,"contract_count":9,"total_oi":301},{"expiration":"03/19/2027","dte":168,"iv":0.0155,"contract_count":6,"total_oi":90}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":16.09,"expected_move_2std":32.17,"contract_count":5},{"expiration":"11/20/2026","dte":49,"expected_move_1std":30.06,"expected_move_2std":60.13,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":34.41,"expected_move_2std":68.81,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":52.43,"expected_move_2std":104.86,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":354,"put_oi":432,"total_oi":786,"pc_ratio":1.22,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":128,"put_oi":103,"total_oi":231,"pc_ratio":0.805,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":694,"put_oi":192,"total_oi":886,"pc_ratio":0.277,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":860,"put_oi":188,"total_oi":1048,"pc_ratio":0.219,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-3.0,"dealer_delta":3.0,"call_oi":0,"put_oi":1},{"strike":11.0,"call_delta_oi":193.0,"put_delta_oi":-6.0,"dealer_delta":-187.0,"call_oi":2,"put_oi":1},{"strike":12.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":1},{"strike":13.0,"call_delta_oi":0,"put_delta_oi":-17.0,"dealer_delta":17.0,"call_oi":0,"put_oi":2},{"strike":14.0,"call_delta_oi":0,"put_delta_oi":-5.0,"dealer_delta":5.0,"call_oi":0,"put_oi":1},{"strike":15.0,"call_delta_oi":382.0,"put_delta_oi":-520.0,"dealer_delta":138.0,"call_oi":4,"put_oi":60},{"strike":16.0,"call_delta_oi":4099.0,"put_delta_oi":-756.0,"dealer_delta":-3343.0,"call_oi":42,"put_oi":90},{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-16.0,"dealer_delta":16.0,"call_oi":0,"put_oi":3},{"strike":18.0,"call_delta_oi":2495.0,"put_delta_oi":-242.0,"dealer_delta":-2254.0,"call_oi":26,"put_oi":35},{"strike":19.0,"call_delta_oi":90.0,"put_delta_oi":-44.0,"dealer_delta":-46.0,"call_oi":1,"put_oi":4},{"strike":20.0,"call_delta_oi":1806.0,"put_delta_oi":-1474.0,"dealer_delta":-332.0,"call_oi":20,"put_oi":100},{"strike":21.0,"call_delta_oi":174.0,"put_delta_oi":-157.0,"dealer_delta":-18.0,"call_oi":2,"put_oi":11},{"strike":22.0,"call_delta_oi":700.0,"put_delta_oi":-444.0,"dealer_delta":-256.0,"call_oi":8,"put_oi":34},{"strike":23.0,"call_delta_oi":1248.0,"put_delta_oi":-52.0,"dealer_delta":-1196.0,"call_oi":15,"put_oi":4},{"strike":24.0,"call_delta_oi":3899.0,"put_delta_oi":-395.0,"dealer_delta":-3504.0,"call_oi":49,"put_oi":47},{"strike":25.0,"call_delta_oi":8115.0,"put_delta_oi":-2815.0,"dealer_delta":-5300.0,"call_oi":103,"put_oi":237},{"strike":26.0,"call_delta_oi":14188.0,"put_delta_oi":-440.0,"dealer_delta":-13747.0,"call_oi":168,"put_oi":23},{"strike":27.0,"call_delta_oi":13512.0,"put_delta_oi":-510.0,"dealer_delta":-13002.0,"call_oi":184,"put_oi":19},{"strike":28.0,"call_delta_oi":10921.0,"put_delta_oi":-964.0,"dealer_delta":-9957.0,"call_oi":153,"put_oi":39},{"strike":29.0,"call_delta_oi":4405.0,"put_delta_oi":-2235.0,"dealer_delta":-2170.0,"call_oi":64,"put_oi":64},{"strike":30.0,"call_delta_oi":12543.0,"put_delta_oi":-2949.0,"dealer_delta":-9594.0,"call_oi":202,"put_oi":77},{"strike":31.0,"call_delta_oi":2925.0,"put_delta_oi":-47.0,"dealer_delta":-2879.0,"call_oi":52,"put_oi":1},{"strike":32.0,"call_delta_oi":3622.0,"put_delta_oi":0,"dealer_delta":-3622.0,"call_oi":69,"put_oi":0},{"strike":33.0,"call_delta_oi":1276.0,"put_delta_oi":0,"dealer_delta":-1276.0,"call_oi":28,"put_oi":0},{"strike":34.0,"call_delta_oi":232.0,"put_delta_oi":0,"dealer_delta":-232.0,"call_oi":5,"put_oi":0},{"strike":35.0,"call_delta_oi":1463.0,"put_delta_oi":-1642.0,"dealer_delta":179.0,"call_oi":34,"put_oi":29},{"strike":36.0,"call_delta_oi":8256.0,"put_delta_oi":0,"dealer_delta":-8256.0,"call_oi":212,"put_oi":0},{"strike":37.0,"call_delta_oi":257.0,"put_delta_oi":-63.0,"dealer_delta":-195.0,"call_oi":7,"put_oi":1},{"strike":38.0,"call_delta_oi":0,"put_delta_oi":-1062.0,"dealer_delta":1062.0,"call_oi":0,"put_oi":20},{"strike":39.0,"call_delta_oi":288.0,"put_delta_oi":0,"dealer_delta":-288.0,"call_oi":7,"put_oi":0},{"strike":40.0,"call_delta_oi":19871.0,"put_delta_oi":0,"dealer_delta":-19871.0,"call_oi":515,"put_oi":0},{"strike":41.0,"call_delta_oi":435.0,"put_delta_oi":0,"dealer_delta":-435.0,"call_oi":12,"put_oi":0},{"strike":42.0,"call_delta_oi":103.0,"put_delta_oi":0,"dealer_delta":-103.0,"call_oi":3,"put_oi":0},{"strike":43.0,"call_delta_oi":65.0,"put_delta_oi":0,"dealer_delta":-65.0,"call_oi":2,"put_oi":0},{"strike":44.0,"call_delta_oi":32.0,"put_delta_oi":0,"dealer_delta":-32.0,"call_oi":1,"put_oi":0},{"strike":45.0,"call_delta_oi":282.0,"put_delta_oi":-728.0,"dealer_delta":446.0,"call_oi":11,"put_oi":11},{"strike":46.0,"call_delta_oi":108.0,"put_delta_oi":0,"dealer_delta":-108.0,"call_oi":4,"put_oi":0},{"strike":47.0,"call_delta_oi":48.0,"put_delta_oi":0,"dealer_delta":-48.0,"call_oi":2,"put_oi":0},{"strike":48.0,"call_delta_oi":147.0,"put_delta_oi":0,"dealer_delta":-147.0,"call_oi":6,"put_oi":0},{"strike":49.0,"call_delta_oi":143.0,"put_delta_oi":0,"dealer_delta":-143.0,"call_oi":6,"put_oi":0},{"strike":50.0,"call_delta_oi":131.0,"put_delta_oi":0,"dealer_delta":-131.0,"call_oi":7,"put_oi":0},{"strike":55.0,"call_delta_oi":193.0,"put_delta_oi":0,"dealer_delta":-193.0,"call_oi":10,"put_oi":0}],"net_dealer_delta":-101057.0,"total_call_delta":118649.0,"total_put_delta":-17592.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":30.940000534057617,"strikes":[{"strike":36.0,"moneyness":1.1635,"type":"call","iv":0.706,"delta":0.485,"oi":125},{"strike":40.0,"moneyness":1.2928,"type":"call","iv":0.677,"delta":0.3861,"oi":514}]},{"expiration":"10/16/2026","underlying_price":30.940000534057617,"strikes":[{"strike":25.0,"moneyness":0.808,"type":"put","iv":1.0376,"delta":-0.1162,"oi":232},{"strike":26.0,"moneyness":0.8403,"type":"call","iv":0.8547,"delta":0.8787,"oi":127}]},{"expiration":"12/18/2026","underlying_price":30.940000534057617,"strikes":[{"strike":27.0,"moneyness":0.8727,"type":"call","iv":0.8129,"delta":0.7179,"oi":151},{"strike":28.0,"moneyness":0.905,"type":"call","iv":0.8242,"delta":0.6833,"oi":114}]}],"greeks_heatmap":{"data":[{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1162,"call_gamma":0,"put_gamma":0.032272,"call_theta":0,"put_theta":-0.0451,"call_vega":0,"put_vega":0.0114,"call_oi":0,"put_oi":232},{"strike":26.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8787,"put_delta":0,"call_gamma":0.04039,"put_gamma":0,"call_theta":-0.0412,"put_theta":0,"call_vega":0.0118,"put_vega":0,"call_oi":127,"put_oi":0},{"strike":36.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1796,"put_delta":0,"call_gamma":0.056051,"put_gamma":0,"call_theta":-0.0477,"put_theta":0,"call_vega":0.0153,"put_vega":0,"call_oi":57,"put_oi":0},{"strike":29.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3497,"call_gamma":0,"put_gamma":0.0406,"call_theta":0,"put_theta":-0.0336,"call_vega":0,"put_vega":0.0415,"call_oi":0,"put_oi":62},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7811,"put_delta":0,"call_gamma":0.025211,"put_gamma":0,"call_theta":-0.0246,"put_theta":0,"call_vega":0.0417,"put_vega":0,"call_oi":88,"put_oi":0},{"strike":27.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7179,"put_delta":0,"call_gamma":0.02944,"put_gamma":0,"call_theta":-0.0273,"put_theta":0,"call_vega":0.0477,"put_vega":0,"call_oi":151,"put_oi":0},{"strike":28.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6833,"put_delta":0,"call_gamma":0.030596,"put_gamma":0,"call_theta":-0.029,"put_theta":0,"call_vega":0.0503,"put_vega":0,"call_oi":114,"put_oi":0},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0.613,"put_delta":0,"call_gamma":0.036169,"put_gamma":0,"call_theta":-0.0283,"put_theta":0,"call_vega":0.054,"put_vega":0,"call_oi":66,"put_oi":0}],"strikes":[25.0,26.0,27.0,28.0,29.0,30.0,36.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":23.71,"put_25d_iv":103.76,"call_25d_iv":80.05,"put_25d_strike":25.0,"call_25d_strike":36.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":39.75,"put_25d_iv":107.45,"call_25d_iv":67.7,"put_25d_strike":16.0,"call_25d_strike":40.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":15.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":60},{"strike":16.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":60},{"strike":20.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":89},{"strike":25.0,"call_vanna":-7.0,"put_vanna":7.0,"net_vanna":-0.0,"call_oi":88,"put_oi":232},{"strike":26.0,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":127,"put_oi":0},{"strike":27.0,"call_vanna":-10.0,"put_vanna":0,"net_vanna":-10.0,"call_oi":151,"put_oi":0},{"strike":28.0,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":114,"put_oi":0},{"strike":29.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":62},{"strike":30.0,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":120,"put_oi":0},{"strike":36.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":182,"put_oi":0},{"strike":40.0,"call_vanna":30.0,"put_vanna":0,"net_vanna":30.0,"call_oi":514,"put_oi":0}],"net_vanna":22.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":20.0,"call_charm":0,"put_charm":5799.0,"net_charm":5799.0,"call_oi":0,"put_oi":89},{"strike":25.0,"call_charm":0,"put_charm":3170.0,"net_charm":3170.0,"call_oi":0,"put_oi":232},{"strike":26.0,"call_charm":-11999.0,"put_charm":0,"net_charm":-11999.0,"call_oi":127,"put_oi":0},{"strike":29.0,"call_charm":0,"put_charm":543.0,"net_charm":543.0,"call_oi":0,"put_oi":62},{"strike":36.0,"call_charm":-1273.0,"put_charm":0,"net_charm":-1273.0,"call_oi":57,"put_oi":0}],"net_charm":-3760.0,"weekend_delta_shift":-11280.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":24207.0,"put_delta":-5949.0,"net_delta":18257.0,"call_oi":354,"put_oi":432,"total_oi":786,"total_volume":3,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":6966.0,"put_delta":-3641.0,"net_delta":3326.0,"call_oi":128,"put_oi":103,"total_oi":231,"total_volume":10,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":48928.0,"put_delta":-4081.0,"net_delta":44847.0,"call_oi":694,"put_oi":192,"total_oi":886,"total_volume":4,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":38547.0,"put_delta":-3921.0,"net_delta":34626.0,"call_oi":860,"put_oi":188,"total_oi":1048,"total_volume":7,"bias":"neutral"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":30.0,"straddle_price":6.9,"straddle_pct":22.3,"implied_move":22.3,"avg_iv":78.1},{"expiration":"12/18/2026","dte":77,"strike":30.0,"straddle_price":8.45,"straddle_pct":27.31,"implied_move":27.31,"avg_iv":76.4},{"expiration":"03/19/2027","dte":168,"strike":30.0,"straddle_price":12.7,"straddle_pct":41.05,"implied_move":41.05,"avg_iv":78.5}],"volume_profile":{"profile":[{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":1,"total_oi":3,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":60,"total_oi":64,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":90,"total_oi":132,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":35,"total_oi":61,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":100,"total_oi":120,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":11,"total_oi":13,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":34,"total_oi":42,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":4,"total_oi":19,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":47,"total_oi":96,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":103,"put_oi":237,"total_oi":340,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":168,"put_oi":23,"total_oi":191,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":184,"put_oi":19,"total_oi":203,"bias":"neutral"},{"strike":28.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":153,"put_oi":39,"total_oi":192,"bias":"bullish"},{"strike":29.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":64,"put_oi":64,"total_oi":128,"bias":"bullish"},{"strike":30.0,"call_volume":3,"put_volume":4,"total_volume":7,"call_oi":202,"put_oi":77,"total_oi":279,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":1,"total_oi":53,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":69,"put_oi":0,"total_oi":69,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"},{"strike":34.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":34,"put_oi":29,"total_oi":63,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":212,"put_oi":0,"total_oi":212,"bias":"neutral"},{"strike":37.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":7,"put_oi":1,"total_oi":8,"bias":"bullish"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":20,"total_oi":20,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":40.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":515,"put_oi":0,"total_oi":515,"bias":"bullish"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":44.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"bullish"},{"strike":45.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":11,"put_oi":11,"total_oi":22,"bias":"bullish"},{"strike":46.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"bullish"},{"strike":47.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"bullish"},{"strike":48.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"bullish"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":50.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"bullish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"}],"underlying_price":30.940000534057617,"peak_call_strike":29.0,"peak_put_strike":30.0,"total_call_volume":34,"total_put_volume":4,"volume_pc_ratio":0.118},"iv_contours":{"x":[0.71,0.74,0.78,0.81,0.84,0.87,0.91,0.94,0.97,1.0,1.03,1.07,1.13,1.16,1.23,1.29],"y":[14,49,77,168],"z":[[null,null,99.04,115.41,95.15,89.48,74.63,59.0,69.14,null,78.74,null,null,80.05,null,null],[null,null,null,null,null,null,null,82.47,78.1,79.58,null,null,82.56,null,null,null],[80.99,90.79,83.8,82.96,84.72,81.29,82.42,79.88,76.4,null,74.49,72.41,74.48,71.1,null,null],[null,null,77.34,null,79.87,null,null,null,78.54,null,null,null,null,70.6,79.38,67.7]],"levels":[59.0,64.6,70.3,75.9,81.6,87.2,92.8,98.5,104.1,109.8,115.4],"min_iv":59.0,"max_iv":115.4},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":30.0,"atm_iv":69.14,"otm_strike":32.0,"otm_iv":78.74,"itm_strike":29.0,"itm_iv":59.0,"iv_butterfly":-0.55,"price_butterfly":-0.3,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":30.0,"atm_iv":74.97,"otm_strike":32.0,"otm_iv":74.49,"itm_strike":29.0,"itm_iv":79.88,"iv_butterfly":4.42,"price_butterfly":-0.15,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":130.69},{"date":"2026-09-15","iv":126.24},{"date":"2026-09-16","iv":132.57},{"date":"2026-09-17","iv":87.23},{"date":"2026-09-18","iv":85.27},{"date":"2026-09-21","iv":93.39},{"date":"2026-09-22","iv":88.5},{"date":"2026-09-23","iv":90.6},{"date":"2026-09-24","iv":93.2},{"date":"2026-09-25","iv":89.1},{"date":"2026-09-28","iv":93.5},{"date":"2026-09-29","iv":103.5},{"date":"2026-09-30","iv":87.6},{"date":"2026-10-01","iv":87.8},{"date":"2026-10-02","iv":92.2}]}}