{"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":"FXE","summary":{"name":"FXE","price":103.82,"total_oi":18208,"call_oi":3549,"put_oi":14659,"pc_ratio":4.13,"net_gex":-17098674.54,"avg_iv":11.2,"iv_rank":3.7,"iv_52w_high":84.73,"iv_52w_low":8.4,"gamma_flip":null,"max_pain":107.0},"features":{"symbol":"FXE","price":103.82,"total_oi":18208,"analysis_coverage":0.9444,"avg_iv_pct":11.2,"iv_rank":3.7,"iv_52w_high_pct":84.73,"iv_52w_low_pct":8.4,"front_dte":14,"front_atm_iv_pct":15.2159,"back_atm_iv_pct":8.0514,"term_premium_pp":7.1645,"expected_move_front_pct":2.98,"straddle_front_pct":2.0,"straddle_30d_pct":2.0,"risk_reversal_front_pp":6.56,"risk_reversal_30d_pp":6.56,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":4.13,"put_call_oi_front_ratio":9.909,"put_call_volume_front_ratio":0.0,"option_volume":209,"volume_oi_ratio":0.011478,"net_delta_normalized":-0.527298,"dealer_delta_normalized":0.494979,"gex_per_100k_oi":-93907483.1942,"vanna_per_100k_oi":-1982.644991,"charm_per_100k_oi":301164.323374,"weekend_delta_shift_per_100k_oi":903492.970123,"iv_surface_range_pp":51.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":3.062994,"peak_call_distance_pct":1.136583,"peak_put_distance_pct":3.062994},"analyses":{"gamma_walls":[{"strike":91.0,"call_gex":0.0,"put_gex":-1536.65,"net_gex":-1536.65,"call_oi":94,"put_oi":11},{"strike":92.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":183,"put_oi":0},{"strike":93.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":184,"put_oi":0},{"strike":94.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":292,"put_oi":0},{"strike":95.0,"call_gex":0.0,"put_gex":-5122.58,"net_gex":-5122.58,"call_oi":186,"put_oi":21},{"strike":96.0,"call_gex":0.0,"put_gex":-35040.86,"net_gex":-35040.86,"call_oi":65,"put_oi":127},{"strike":97.0,"call_gex":0.0,"put_gex":-311.42,"net_gex":-311.42,"call_oi":9,"put_oi":1},{"strike":98.0,"call_gex":0.0,"put_gex":-1075.67,"net_gex":-1075.67,"call_oi":4,"put_oi":3},{"strike":99.0,"call_gex":0.0,"put_gex":-29691.28,"net_gex":-29691.28,"call_oi":4,"put_oi":72},{"strike":100.0,"call_gex":0.0,"put_gex":-141096.62,"net_gex":-141096.62,"call_oi":23,"put_oi":301},{"strike":101.0,"call_gex":0.0,"put_gex":-8132.45,"net_gex":-8132.45,"call_oi":12,"put_oi":14},{"strike":102.0,"call_gex":11397.39,"put_gex":-34900.49,"net_gex":-23503.1,"call_oi":73,"put_oi":45},{"strike":103.0,"call_gex":57673.33,"put_gex":-153479.38,"net_gex":-95806.06,"call_oi":32,"put_oi":136},{"strike":104.0,"call_gex":107569.16,"put_gex":-647920.81,"net_gex":-540351.64,"call_oi":107,"put_oi":406},{"strike":105.0,"call_gex":669372.89,"put_gex":-11714507.18,"net_gex":-11045134.29,"call_oi":354,"put_oi":6116},{"strike":106.0,"call_gex":208158.48,"put_gex":-1910040.06,"net_gex":-1701881.59,"call_oi":164,"put_oi":1605},{"strike":107.0,"call_gex":398252.15,"put_gex":-4362052.01,"net_gex":-3963799.86,"call_oi":373,"put_oi":5345},{"strike":108.0,"call_gex":234961.15,"put_gex":-20200.74,"net_gex":214760.41,"call_oi":295,"put_oi":30},{"strike":109.0,"call_gex":52674.04,"put_gex":-112477.32,"net_gex":-59803.28,"call_oi":96,"put_oi":200},{"strike":110.0,"call_gex":211852.24,"put_gex":-29812.96,"net_gex":182039.28,"call_oi":402,"put_oi":62},{"strike":111.0,"call_gex":111941.57,"put_gex":-59657.59,"net_gex":52283.98,"call_oi":281,"put_oi":156},{"strike":112.0,"call_gex":73538.48,"put_gex":0.0,"net_gex":73538.48,"call_oi":183,"put_oi":0},{"strike":113.0,"call_gex":7228.94,"put_gex":0.0,"net_gex":7228.94,"call_oi":19,"put_oi":0},{"strike":114.0,"call_gex":1177.27,"put_gex":0.0,"net_gex":1177.27,"call_oi":4,"put_oi":0},{"strike":115.0,"call_gex":13581.29,"put_gex":-560.1,"net_gex":13021.19,"call_oi":52,"put_oi":2},{"strike":116.0,"call_gex":0.0,"put_gex":-1478.48,"net_gex":-1478.48,"call_oi":0,"put_oi":6},{"strike":117.0,"call_gex":4203.65,"put_gex":0.0,"net_gex":4203.65,"call_oi":18,"put_oi":0},{"strike":119.0,"call_gex":383.06,"put_gex":0.0,"net_gex":383.06,"call_oi":2,"put_oi":0},{"strike":120.0,"call_gex":4471.49,"put_gex":0.0,"net_gex":4471.49,"call_oi":23,"put_oi":0},{"strike":125.0,"call_gex":1625.27,"put_gex":0.0,"net_gex":1625.27,"call_oi":11,"put_oi":0},{"strike":135.0,"call_gex":358.27,"put_gex":0.0,"net_gex":358.27,"call_oi":4,"put_oi":0}],"pain_by_strike":[{"strike":91.0,"call_value":0,"put_value":215401.0,"total_value":215401.0},{"strike":92.0,"call_value":94.0,"put_value":200753.0,"total_value":200847.0},{"strike":93.0,"call_value":371.0,"put_value":186105.0,"total_value":186476.0},{"strike":94.0,"call_value":832.0,"put_value":171457.0,"total_value":172289.0},{"strike":95.0,"call_value":1585.0,"put_value":156809.0,"total_value":158394.0},{"strike":96.0,"call_value":2524.0,"put_value":142182.0,"total_value":144706.0},{"strike":97.0,"call_value":3528.0,"put_value":127682.0,"total_value":131210.0},{"strike":98.0,"call_value":4541.0,"put_value":113183.0,"total_value":117724.0},{"strike":99.0,"call_value":5558.0,"put_value":98687.0,"total_value":104245.0},{"strike":100.0,"call_value":6579.0,"put_value":84263.0,"total_value":90842.0},{"strike":101.0,"call_value":7623.0,"put_value":70140.0,"total_value":77763.0},{"strike":102.0,"call_value":8679.0,"put_value":56031.0,"total_value":64710.0},{"strike":103.0,"call_value":9808.0,"put_value":41967.0,"total_value":51775.0},{"strike":104.0,"call_value":10969.0,"put_value":28039.0,"total_value":39008.0},{"strike":105.0,"call_value":12237.0,"put_value":14517.0,"total_value":26754.0},{"strike":106.0,"call_value":13859.0,"put_value":7111.0,"total_value":20970.0},{"strike":107.0,"call_value":15645.0,"put_value":1310.0,"total_value":16955.0},{"strike":108.0,"call_value":17804.0,"put_value":854.0,"total_value":18658.0},{"strike":109.0,"call_value":20258.0,"put_value":428.0,"total_value":20686.0},{"strike":110.0,"call_value":22808.0,"put_value":202.0,"total_value":23010.0},{"strike":111.0,"call_value":25760.0,"put_value":38.0,"total_value":25798.0},{"strike":112.0,"call_value":28993.0,"put_value":30.0,"total_value":29023.0},{"strike":113.0,"call_value":32409.0,"put_value":22.0,"total_value":32431.0},{"strike":114.0,"call_value":35844.0,"put_value":14.0,"total_value":35858.0},{"strike":115.0,"call_value":39283.0,"put_value":6.0,"total_value":39289.0},{"strike":116.0,"call_value":42774.0,"put_value":0.0,"total_value":42774.0},{"strike":117.0,"call_value":46265.0,"put_value":0.0,"total_value":46265.0},{"strike":119.0,"call_value":53283.0,"put_value":0.0,"total_value":53283.0},{"strike":120.0,"call_value":56794.0,"put_value":0.0,"total_value":56794.0},{"strike":125.0,"call_value":74464.0,"put_value":0.0,"total_value":74464.0},{"strike":135.0,"call_value":109914.0,"put_value":0,"total_value":109914.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":46.7,"strike":96.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":27.1,"strike":95.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":20.6,"strike":95.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":21.6,"strike":100.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":13.5,"strike":99.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":7.5,"strike":104.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":7.3,"strike":104.38},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":7.2,"strike":104.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":31.3,"strike":108.4},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":11.2,"strike":107.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":11.0,"strike":108.78},{"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":19.2,"strike":114.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":17.2,"strike":113.8},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":null,"strike":null},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":27.1,"strike":123.2}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":15,"total_oi":5569},{"expiration":"11/20/2026","dte":49,"iv":0.0976,"contract_count":12,"total_oi":214},{"expiration":"12/18/2026","dte":77,"iv":0.174,"contract_count":29,"total_oi":10230},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":22,"total_oi":950}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":2.98,"expected_move_2std":5.95,"contract_count":13},{"expiration":"11/20/2026","dte":49,"expected_move_1std":2.95,"expected_move_2std":5.91,"contract_count":10},{"expiration":"12/18/2026","dte":77,"expected_move_1std":4.03,"expected_move_2std":8.06,"contract_count":19},{"expiration":"03/19/2027","dte":168,"expected_move_1std":6.09,"expected_move_2std":12.19,"contract_count":14}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":516,"put_oi":5113,"total_oi":5629,"pc_ratio":9.909,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":80,"put_oi":134,"total_oi":214,"pc_ratio":1.675,"pc_ratio_volume":0.25,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":1599,"put_oi":8739,"total_oi":10338,"pc_ratio":5.465,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":1354,"put_oi":673,"total_oi":2027,"pc_ratio":0.497,"pc_ratio_volume":8.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":91.0,"call_delta_oi":0,"put_delta_oi":-92.0,"dealer_delta":92.0,"call_oi":0,"put_oi":11},{"strike":95.0,"call_delta_oi":0,"put_delta_oi":-353.0,"dealer_delta":353.0,"call_oi":0,"put_oi":21},{"strike":96.0,"call_delta_oi":0,"put_delta_oi":-1902.0,"dealer_delta":1902.0,"call_oi":0,"put_oi":127},{"strike":97.0,"call_delta_oi":0,"put_delta_oi":-13.0,"dealer_delta":13.0,"call_oi":0,"put_oi":1},{"strike":98.0,"call_delta_oi":0,"put_delta_oi":-37.0,"dealer_delta":37.0,"call_oi":0,"put_oi":3},{"strike":99.0,"call_delta_oi":0,"put_delta_oi":-1464.0,"dealer_delta":1464.0,"call_oi":0,"put_oi":72},{"strike":100.0,"call_delta_oi":0,"put_delta_oi":-5428.0,"dealer_delta":5428.0,"call_oi":0,"put_oi":301},{"strike":101.0,"call_delta_oi":0,"put_delta_oi":-354.0,"dealer_delta":354.0,"call_oi":0,"put_oi":14},{"strike":102.0,"call_delta_oi":1168.0,"put_delta_oi":-1181.0,"dealer_delta":13.0,"call_oi":13,"put_oi":45},{"strike":103.0,"call_delta_oi":2520.0,"put_delta_oi":-4289.0,"dealer_delta":1769.0,"call_oi":32,"put_oi":136},{"strike":104.0,"call_delta_oi":6967.0,"put_delta_oi":-17445.0,"dealer_delta":10479.0,"call_oi":107,"put_oi":406},{"strike":105.0,"call_delta_oi":13517.0,"put_delta_oi":-418801.0,"dealer_delta":405284.0,"call_oi":354,"put_oi":6116},{"strike":106.0,"call_delta_oi":4066.0,"put_delta_oi":-120530.0,"dealer_delta":116464.0,"call_oi":164,"put_oi":1605},{"strike":107.0,"call_delta_oi":7218.0,"put_delta_oi":-358355.0,"dealer_delta":351137.0,"call_oi":373,"put_oi":5345},{"strike":108.0,"call_delta_oi":4803.0,"put_delta_oi":-2125.0,"dealer_delta":-2679.0,"call_oi":295,"put_oi":30},{"strike":109.0,"call_delta_oi":2594.0,"put_delta_oi":-14669.0,"dealer_delta":12075.0,"call_oi":96,"put_oi":200},{"strike":110.0,"call_delta_oi":6383.0,"put_delta_oi":-4667.0,"dealer_delta":-1716.0,"call_oi":402,"put_oi":62},{"strike":111.0,"call_delta_oi":6909.0,"put_delta_oi":-10403.0,"dealer_delta":3494.0,"call_oi":281,"put_oi":156},{"strike":112.0,"call_delta_oi":2749.0,"put_delta_oi":0,"dealer_delta":-2749.0,"call_oi":183,"put_oi":0},{"strike":113.0,"call_delta_oi":278.0,"put_delta_oi":0,"dealer_delta":-278.0,"call_oi":19,"put_oi":0},{"strike":114.0,"call_delta_oi":58.0,"put_delta_oi":0,"dealer_delta":-58.0,"call_oi":4,"put_oi":0},{"strike":115.0,"call_delta_oi":1468.0,"put_delta_oi":-162.0,"dealer_delta":-1306.0,"call_oi":52,"put_oi":2},{"strike":116.0,"call_delta_oi":0,"put_delta_oi":-429.0,"dealer_delta":429.0,"call_oi":0,"put_oi":6},{"strike":117.0,"call_delta_oi":223.0,"put_delta_oi":0,"dealer_delta":-223.0,"call_oi":18,"put_oi":0},{"strike":119.0,"call_delta_oi":21.0,"put_delta_oi":0,"dealer_delta":-21.0,"call_oi":2,"put_oi":0},{"strike":120.0,"call_delta_oi":330.0,"put_delta_oi":0,"dealer_delta":-330.0,"call_oi":23,"put_oi":0},{"strike":125.0,"call_delta_oi":137.0,"put_delta_oi":0,"dealer_delta":-137.0,"call_oi":11,"put_oi":0},{"strike":135.0,"call_delta_oi":31.0,"put_delta_oi":0,"dealer_delta":-31.0,"call_oi":4,"put_oi":0}],"net_dealer_delta":901257.0,"total_call_delta":61441.0,"total_put_delta":-962698.0,"bias":"bullish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":103.81999969482422,"strikes":[{"strike":100.0,"moneyness":0.9632,"type":"put","iv":0.0967,"delta":-0.1833,"oi":172},{"strike":106.0,"moneyness":1.021,"type":"put","iv":0.0787,"delta":-0.4994,"oi":123},{"strike":111.0,"moneyness":1.0692,"type":"put","iv":0.1459,"delta":-0.6668,"oi":156}]},{"expiration":"10/16/2026","underlying_price":103.81999969482422,"strikes":[{"strike":105.0,"moneyness":1.0114,"type":"call","iv":0.0549,"delta":0.1738,"oi":124},{"strike":105.0,"moneyness":1.0114,"type":"put","iv":0.0658,"delta":-0.783,"oi":3901},{"strike":106.0,"moneyness":1.021,"type":"put","iv":0.1004,"delta":-0.8431,"oi":1003},{"strike":107.0,"moneyness":1.0306,"type":"call","iv":0.1567,"delta":0.1699,"oi":123}]},{"expiration":"12/18/2026","underlying_price":103.81999969482422,"strikes":[{"strike":100.0,"moneyness":0.9632,"type":"put","iv":0.1129,"delta":-0.1774,"oi":119},{"strike":104.0,"moneyness":1.0017,"type":"put","iv":0.0777,"delta":-0.4136,"oi":307},{"strike":105.0,"moneyness":1.0114,"type":"put","iv":0.0935,"delta":-0.5144,"oi":2100},{"strike":106.0,"moneyness":1.021,"type":"put","iv":0.0883,"delta":-0.6087,"oi":399},{"strike":107.0,"moneyness":1.0306,"type":"call","iv":0.0558,"delta":0.2046,"oi":248},{"strike":107.0,"moneyness":1.0306,"type":"put","iv":0.101,"delta":-0.6699,"oi":5313},{"strike":108.0,"moneyness":1.0403,"type":"call","iv":0.0609,"delta":0.1382,"oi":252},{"strike":109.0,"moneyness":1.0499,"type":"put","iv":0.1312,"delta":-0.7374,"oi":193},{"strike":110.0,"moneyness":1.0595,"type":"call","iv":0.1044,"delta":0.1576,"oi":395},{"strike":111.0,"moneyness":1.0692,"type":"call","iv":0.1839,"delta":0.2581,"oi":218},{"strike":112.0,"moneyness":1.0788,"type":"call","iv":0.1359,"delta":0.1471,"oi":141}]}],"greeks_heatmap":{"data":[{"strike":96.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1713,"call_gamma":0,"put_gamma":0.027768,"call_theta":0,"put_theta":-0.0874,"call_vega":0,"put_vega":0.0498,"call_oi":0,"put_oi":75},{"strike":102.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":104.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.5056,"call_gamma":0,"put_gamma":0.343331,"call_theta":0,"put_theta":-0.0117,"call_vega":0,"put_vega":0.0782,"call_oi":0,"put_oi":74},{"strike":105.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1738,"put_delta":-0.783,"call_gamma":0.238531,"put_gamma":0.227962,"call_theta":-0.0127,"put_theta":-0.005,"call_vega":0.0503,"put_vega":0.0576,"call_oi":124,"put_oi":3901},{"strike":106.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1206,"put_delta":-0.8431,"call_gamma":0.118441,"put_gamma":0.122101,"call_theta":-0.0145,"put_theta":-0.0077,"call_vega":0.0393,"put_vega":0.0471,"call_oi":70,"put_oi":1003},{"strike":107.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1699,"put_delta":0,"call_gamma":0.082417,"put_gamma":0,"call_theta":-0.0319,"put_theta":0,"call_vega":0.0496,"put_vega":0,"call_oi":123,"put_oi":0},{"strike":111.0,"dte":14,"expiration":"10/16/2026","call_delta":0.205,"put_delta":0,"call_gamma":0.036088,"put_gamma":0,"call_theta":-0.0884,"put_theta":0,"call_vega":0.0557,"put_vega":0,"call_oi":61,"put_oi":0},{"strike":105.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3889,"put_delta":0,"call_gamma":0.188661,"put_gamma":0,"call_theta":-0.0128,"put_theta":0,"call_vega":0.1443,"put_vega":0,"call_oi":55,"put_oi":0},{"strike":106.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.6925,"call_gamma":0,"put_gamma":0.11537,"call_theta":0,"put_theta":-0.0025,"call_vega":0,"put_vega":0.1324,"call_oi":0,"put_oi":80},{"strike":99.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2039,"call_gamma":0,"put_gamma":0.038326,"call_theta":0,"put_theta":-0.0112,"call_vega":0,"put_vega":0.1342,"call_oi":0,"put_oi":71},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1774,"call_gamma":0,"put_gamma":0.048619,"call_theta":0,"put_theta":-0.0069,"call_vega":0,"put_vega":0.1232,"call_oi":0,"put_oi":119},{"strike":103.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3305,"call_gamma":0,"put_gamma":0.087057,"call_theta":0,"put_theta":-0.0058,"call_vega":0,"put_vega":0.1717,"call_oi":0,"put_oi":72},{"strike":104.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4136,"call_gamma":0,"put_gamma":0.105785,"call_theta":0,"put_theta":-0.0043,"call_vega":0,"put_vega":0.1845,"call_oi":0,"put_oi":307},{"strike":105.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4653,"put_delta":-0.5144,"call_gamma":0.155263,"put_gamma":0.089982,"call_theta":-0.0122,"put_theta":-0.0052,"call_vega":0.1883,"put_vega":0.1889,"call_oi":89,"put_oi":2100},{"strike":106.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3543,"put_delta":-0.6087,"call_gamma":0.116865,"put_gamma":0.091798,"call_theta":-0.012,"put_theta":-0.0029,"call_vega":0.1762,"put_vega":0.1819,"call_oi":74,"put_oi":399},{"strike":107.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2046,"put_delta":-0.6699,"call_gamma":0.10744,"put_gamma":0.075723,"call_theta":-0.0074,"put_theta":-0.0029,"call_vega":0.1345,"put_vega":0.1716,"call_oi":248,"put_oi":5313},{"strike":108.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1382,"put_delta":0,"call_gamma":0.076495,"put_gamma":0,"call_theta":-0.0058,"put_theta":0,"call_vega":0.1045,"put_vega":0,"call_oi":252,"put_oi":0},{"strike":109.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.7374,"call_gamma":0,"put_gamma":0.052442,"call_theta":0,"put_theta":-0.0038,"call_vega":0,"put_vega":0.1545,"call_oi":0,"put_oi":193},{"strike":110.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1576,"put_delta":-0.7547,"call_gamma":0.048719,"put_gamma":0.044746,"call_theta":-0.0097,"put_theta":-0.0047,"call_vega":0.1141,"put_vega":0.149,"call_oi":395,"put_oi":61},{"strike":111.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2581,"put_delta":0,"call_gamma":0.037081,"put_gamma":0,"call_theta":-0.0215,"put_theta":0,"call_vega":0.1531,"put_vega":0,"call_oi":218,"put_oi":0},{"strike":112.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1471,"put_delta":0,"call_gamma":0.035734,"put_gamma":0,"call_theta":-0.0115,"put_theta":0,"call_vega":0.109,"put_vega":0,"call_oi":141,"put_oi":0}],"strikes":[96.0,99.0,100.0,102.0,103.0,104.0,105.0,106.0,107.0,108.0,109.0,110.0,111.0,112.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":6.56,"put_25d_iv":46.73,"call_25d_iv":40.18,"put_25d_strike":96.0,"call_25d_strike":111.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":2.7,"put_25d_iv":8.09,"call_25d_iv":5.4,"put_25d_strike":106.0,"call_25d_strike":105.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-2.8,"put_25d_iv":15.6,"call_25d_iv":18.39,"put_25d_strike":99.0,"call_25d_strike":111.0,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":3.96,"put_25d_iv":9.67,"call_25d_iv":5.71,"put_25d_strike":100.0,"call_25d_strike":105.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":96.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":75},{"strike":99.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":71},{"strike":100.0,"call_vanna":0,"put_vanna":29.0,"net_vanna":29.0,"call_oi":0,"put_oi":291},{"strike":103.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":72},{"strike":104.0,"call_vanna":-8.0,"put_vanna":9.0,"net_vanna":1.0,"call_oi":98,"put_oi":381},{"strike":105.0,"call_vanna":3.0,"put_vanna":-130.0,"net_vanna":-128.0,"call_oi":354,"put_oi":6093},{"strike":106.0,"call_vanna":6.0,"put_vanna":-50.0,"net_vanna":-45.0,"call_oi":144,"put_oi":1605},{"strike":107.0,"call_vanna":23.0,"put_vanna":-298.0,"net_vanna":-276.0,"call_oi":371,"put_oi":5313},{"strike":108.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":252,"put_oi":0},{"strike":109.0,"call_vanna":0,"put_vanna":-14.0,"net_vanna":-14.0,"call_oi":0,"put_oi":193},{"strike":110.0,"call_vanna":30.0,"put_vanna":-4.0,"net_vanna":25.0,"call_oi":395,"put_oi":61},{"strike":111.0,"call_vanna":17.0,"put_vanna":-13.0,"net_vanna":5.0,"call_oi":279,"put_oi":156},{"strike":112.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":141,"put_oi":0}],"net_vanna":-361.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":96.0,"call_charm":0,"put_charm":2926.0,"net_charm":2926.0,"call_oi":0,"put_oi":75},{"strike":104.0,"call_charm":0,"put_charm":1137.0,"net_charm":1137.0,"call_oi":0,"put_oi":74},{"strike":105.0,"call_charm":-917.0,"put_charm":39473.0,"net_charm":38556.0,"call_oi":179,"put_oi":3901},{"strike":106.0,"call_charm":-320.0,"put_charm":17156.0,"net_charm":16836.0,"call_oi":70,"put_oi":1083},{"strike":107.0,"call_charm":-1738.0,"put_charm":0,"net_charm":-1738.0,"call_oi":123,"put_oi":0},{"strike":111.0,"call_charm":-2881.0,"put_charm":0,"net_charm":-2881.0,"call_oi":61,"put_oi":0}],"net_charm":54836.0,"weekend_delta_shift":164508.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":9445.0,"put_delta":-397835.0,"net_delta":-388390.0,"call_oi":456,"put_oi":5113,"total_oi":5569,"total_volume":40,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":2872.0,"put_delta":-7826.0,"net_delta":-4954.0,"call_oi":80,"put_oi":134,"total_oi":214,"total_volume":10,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":33485.0,"put_delta":-529671.0,"net_delta":-496187.0,"call_oi":1551,"put_oi":8739,"total_oi":10290,"total_volume":142,"bias":"bearish"},{"expiration":"03/19/2027","dte":168,"call_delta":15639.0,"put_delta":-27365.0,"net_delta":-11726.0,"call_oi":346,"put_oi":673,"total_oi":1019,"total_volume":9,"bias":"neutral"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":105.0,"straddle_price":2.07,"straddle_pct":2.0,"implied_move":2.0,"avg_iv":6.7},{"expiration":"12/18/2026","dte":77,"strike":103.0,"straddle_price":2.95,"straddle_pct":2.84,"implied_move":2.84,"avg_iv":6.8},{"expiration":"03/19/2027","dte":168,"strike":104.0,"straddle_price":4.5,"straddle_pct":4.33,"implied_move":4.33,"avg_iv":7.7}],"volume_profile":{"profile":[{"strike":91.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":94,"put_oi":11,"total_oi":105,"bias":"neutral"},{"strike":92.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":183,"put_oi":0,"total_oi":183,"bias":"neutral"},{"strike":93.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":184,"put_oi":0,"total_oi":184,"bias":"neutral"},{"strike":94.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":292,"put_oi":0,"total_oi":292,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":186,"put_oi":21,"total_oi":207,"bias":"neutral"},{"strike":96.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":65,"put_oi":127,"total_oi":192,"bias":"neutral"},{"strike":97.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":1,"total_oi":10,"bias":"neutral"},{"strike":98.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":3,"total_oi":7,"bias":"neutral"},{"strike":99.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":72,"total_oi":76,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":301,"total_oi":324,"bias":"neutral"},{"strike":101.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":14,"total_oi":26,"bias":"neutral"},{"strike":102.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":73,"put_oi":45,"total_oi":118,"bias":"bearish"},{"strike":103.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":32,"put_oi":136,"total_oi":168,"bias":"bullish"},{"strike":104.0,"call_volume":0,"put_volume":14,"total_volume":14,"call_oi":107,"put_oi":406,"total_oi":513,"bias":"bearish"},{"strike":105.0,"call_volume":5,"put_volume":61,"total_volume":66,"call_oi":354,"put_oi":6116,"total_oi":6470,"bias":"bearish"},{"strike":106.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":164,"put_oi":1605,"total_oi":1769,"bias":"bullish"},{"strike":107.0,"call_volume":0,"put_volume":115,"total_volume":115,"call_oi":373,"put_oi":5345,"total_oi":5718,"bias":"bearish"},{"strike":108.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":295,"put_oi":30,"total_oi":325,"bias":"bullish"},{"strike":109.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":96,"put_oi":200,"total_oi":296,"bias":"bullish"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":402,"put_oi":62,"total_oi":464,"bias":"neutral"},{"strike":111.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":281,"put_oi":156,"total_oi":437,"bias":"bullish"},{"strike":112.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":183,"put_oi":0,"total_oi":183,"bias":"neutral"},{"strike":113.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":19,"put_oi":0,"total_oi":19,"bias":"bullish"},{"strike":114.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":2,"total_oi":54,"bias":"neutral"},{"strike":116.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":117.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":0,"total_oi":18,"bias":"neutral"},{"strike":119.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":0,"total_oi":23,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"}],"underlying_price":103.81999969482422,"peak_call_strike":105.0,"peak_put_strike":107.0,"total_call_volume":17,"total_put_volume":192,"volume_pc_ratio":11.294},"iv_contours":{"x":[0.88,0.93,0.95,0.96,0.97,0.98,0.99,1.0,1.01,1.02,1.03,1.04,1.05,1.06,1.07,1.08,1.09,1.11,1.13,1.16,1.2],"y":[14,49,77,168],"z":[[null,46.73,null,null,null,null,7.85,5.93,6.04,9.34,14.66,29.62,57.21,null,40.18,null,null,null,null,null,null],[null,null,null,null,null,null,null,8.44,6.7,7.94,null,null,null,null,null,null,null,null,null,null,null],[null,null,15.6,11.29,12.52,7.11,6.83,7.77,7.38,7.78,7.84,8.78,10.92,12.64,18.39,13.59,null,null,19.22,26.48,31.67],[16.89,12.77,null,9.67,null,null,7.64,7.65,7.47,7.87,9.17,8.6,7.87,null,14.59,8.18,9.01,20.34,null,null,null]],"levels":[5.9,11.1,16.2,21.3,26.4,31.6,36.7,41.8,47.0,52.1,57.2],"min_iv":5.9,"max_iv":57.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":32.52},{"date":"2026-09-15","iv":36.56},{"date":"2026-09-16","iv":58.18},{"date":"2026-09-17","iv":84.73},{"date":"2026-09-18","iv":58.38},{"date":"2026-09-21","iv":20.61},{"date":"2026-09-22","iv":17.6},{"date":"2026-09-23","iv":11.7},{"date":"2026-09-24","iv":8.4},{"date":"2026-09-25","iv":11.1},{"date":"2026-09-28","iv":10.8},{"date":"2026-09-29","iv":11.0},{"date":"2026-09-30","iv":10.5},{"date":"2026-10-01","iv":10.7},{"date":"2026-10-02","iv":11.2}]}}