{"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":"GCT","summary":{"name":"GCT","price":53.75,"total_oi":26452,"call_oi":18064,"put_oi":8388,"pc_ratio":0.464,"net_gex":789615.38,"avg_iv":97.8,"iv_rank":51.5,"iv_52w_high":118.5,"iv_52w_low":75.8,"gamma_flip":24.49,"max_pain":35.0},"features":{"symbol":"GCT","price":53.75,"total_oi":26452,"analysis_coverage":0.9444,"avg_iv_pct":97.8,"iv_rank":51.5,"iv_52w_high_pct":118.5,"iv_52w_low_pct":75.8,"front_dte":14,"front_atm_iv_pct":61.0169,"back_atm_iv_pct":69.4875,"term_premium_pp":-8.4706,"expected_move_front_pct":11.95,"straddle_front_pct":9.44,"straddle_30d_pct":9.44,"risk_reversal_front_pp":6.56,"risk_reversal_30d_pp":6.56,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.464,"put_call_oi_front_ratio":0.41,"put_call_volume_front_ratio":0.2,"option_volume":377,"volume_oi_ratio":0.014252,"net_delta_normalized":0.33855,"dealer_delta_normalized":-0.323883,"gex_per_100k_oi":2985087.630425,"vanna_per_100k_oi":1319.370936,"charm_per_100k_oi":-1018592.166944,"weekend_delta_shift_per_100k_oi":-3055780.281264,"iv_surface_range_pp":43.6,"gamma_flip_distance_pct":-54.437209,"max_pain_distance_pct":-34.883721,"peak_call_distance_pct":11.627907,"peak_put_distance_pct":-6.976744},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.0,"put_gex":-0.01,"net_gex":-0.01,"call_oi":47,"put_oi":1},{"strike":5.0,"call_gex":0.0,"put_gex":-19.43,"net_gex":-19.43,"call_oi":137,"put_oi":20},{"strike":7.5,"call_gex":0.0,"put_gex":-43.53,"net_gex":-43.53,"call_oi":64,"put_oi":26},{"strike":10.0,"call_gex":0.0,"put_gex":-34.61,"net_gex":-34.61,"call_oi":45,"put_oi":14},{"strike":12.5,"call_gex":0.0,"put_gex":-64.08,"net_gex":-64.08,"call_oi":559,"put_oi":19},{"strike":15.0,"call_gex":705.18,"put_gex":-1308.22,"net_gex":-603.04,"call_oi":321,"put_oi":300},{"strike":17.5,"call_gex":719.37,"put_gex":-273.3,"net_gex":446.07,"call_oi":406,"put_oi":65},{"strike":20.0,"call_gex":920.45,"put_gex":-3455.1,"net_gex":-2534.64,"call_oi":241,"put_oi":497},{"strike":22.5,"call_gex":3175.4,"put_gex":-2058.34,"net_gex":1117.06,"call_oi":581,"put_oi":297},{"strike":25.0,"call_gex":4023.47,"put_gex":-1845.53,"net_gex":2177.95,"call_oi":633,"put_oi":252},{"strike":30.0,"call_gex":5060.44,"put_gex":-5447.88,"net_gex":-387.44,"call_oi":473,"put_oi":380},{"strike":35.0,"call_gex":12372.39,"put_gex":-58414.24,"net_gex":-46041.85,"call_oi":692,"put_oi":3469},{"strike":40.0,"call_gex":39101.03,"put_gex":-20024.24,"net_gex":19076.79,"call_oi":1331,"put_oi":626},{"strike":45.0,"call_gex":40411.42,"put_gex":-35367.34,"net_gex":5044.09,"call_oi":861,"put_oi":680},{"strike":50.0,"call_gex":99132.27,"put_gex":-129736.23,"net_gex":-30603.96,"call_oi":1112,"put_oi":1004},{"strike":55.0,"call_gex":431406.78,"put_gex":-39668.42,"net_gex":391738.36,"call_oi":2974,"put_oi":578},{"strike":60.0,"call_gex":261962.05,"put_gex":-9494.99,"net_gex":252467.06,"call_oi":2492,"put_oi":128},{"strike":65.0,"call_gex":145954.26,"put_gex":-871.61,"net_gex":145082.64,"call_oi":4026,"put_oi":15},{"strike":70.0,"call_gex":37932.06,"put_gex":-556.34,"net_gex":37375.72,"call_oi":712,"put_oi":12},{"strike":75.0,"call_gex":14432.15,"put_gex":-82.68,"net_gex":14349.46,"call_oi":327,"put_oi":3},{"strike":80.0,"call_gex":1128.67,"put_gex":-55.91,"net_gex":1072.76,"call_oi":30,"put_oi":2}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":288590.0,"total_value":288590.0},{"strike":5.0,"call_value":117.5,"put_value":267622.5,"total_value":267740.0},{"strike":7.5,"call_value":577.5,"put_value":246705.0,"total_value":247282.5},{"strike":10.0,"call_value":1197.5,"put_value":225852.5,"total_value":227050.0},{"strike":12.5,"call_value":1930.0,"put_value":205035.0,"total_value":206965.0},{"strike":15.0,"call_value":4060.0,"put_value":184265.0,"total_value":188325.0},{"strike":17.5,"call_value":6992.5,"put_value":164245.0,"total_value":171237.5},{"strike":20.0,"call_value":10940.0,"put_value":144387.5,"total_value":155327.5},{"strike":22.5,"call_value":15490.0,"put_value":125772.5,"total_value":141262.5},{"strike":25.0,"call_value":21492.5,"put_value":107900.0,"total_value":129392.5},{"strike":30.0,"call_value":36662.5,"put_value":73415.0,"total_value":110077.5},{"strike":35.0,"call_value":54197.5,"put_value":40830.0,"total_value":95027.5},{"strike":40.0,"call_value":75192.5,"put_value":25590.0,"total_value":100782.5},{"strike":45.0,"call_value":102842.5,"put_value":13480.0,"total_value":116322.5},{"strike":50.0,"call_value":134797.5,"put_value":4770.0,"total_value":139567.5},{"strike":55.0,"call_value":172312.5,"put_value":1080.0,"total_value":173392.5},{"strike":60.0,"call_value":224697.5,"put_value":280.0,"total_value":224977.5},{"strike":65.0,"call_value":289542.5,"put_value":120.0,"total_value":289662.5},{"strike":70.0,"call_value":374517.5,"put_value":35.0,"total_value":374552.5},{"strike":75.0,"call_value":463052.5,"put_value":10.0,"total_value":463062.5},{"strike":80.0,"call_value":553222.5,"put_value":0,"total_value":553222.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":214.0,"strike":30.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":98.4,"strike":32.71},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":127.7,"strike":24.76},{"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":57.3,"strike":50.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":66.6,"strike":50.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":66.1,"strike":50.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":61.0,"strike":55.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":69.5,"strike":55.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":65.2,"strike":55.0},{"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":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":66.3,"strike":60.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":67.1,"strike":60.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":61.6,"strike":60.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":90.4,"strike":68.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":71.9,"strike":69.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":63.4,"strike":70.83}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":2866},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":1793},{"expiration":"01/15/2027","dte":105,"iv":0.7344,"contract_count":4,"total_oi":486},{"expiration":"04/16/2027","dte":196,"iv":0.6754,"contract_count":3,"total_oi":21},{"expiration":"01/21/2028","dte":476,"iv":0.9734,"contract_count":4,"total_oi":502}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":11.95,"expected_move_2std":23.89,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":25.46,"expected_move_2std":50.93,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":35.0,"expected_move_2std":69.99,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":47.94,"expected_move_2std":95.87,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":78.26,"expected_move_2std":156.52,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4378,"put_oi":1793,"total_oi":6171,"pc_ratio":0.41,"pc_ratio_volume":0.2,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3144,"put_oi":1400,"total_oi":4544,"pc_ratio":0.445,"pc_ratio_volume":0.686,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":6052,"put_oi":1743,"total_oi":7795,"pc_ratio":0.288,"pc_ratio_volume":0.333,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":125,"put_oi":64,"total_oi":189,"pc_ratio":0.512,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":4365,"put_oi":3388,"total_oi":7753,"pc_ratio":0.776,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-0.0,"dealer_delta":0.0,"call_oi":0,"put_oi":1},{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-28.0,"dealer_delta":28.0,"call_oi":0,"put_oi":20},{"strike":7.5,"call_delta_oi":0,"put_delta_oi":-50.0,"dealer_delta":50.0,"call_oi":0,"put_oi":26},{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-39.0,"dealer_delta":39.0,"call_oi":0,"put_oi":14},{"strike":12.5,"call_delta_oi":0,"put_delta_oi":-64.0,"dealer_delta":64.0,"call_oi":0,"put_oi":19},{"strike":15.0,"call_delta_oi":21260.0,"put_delta_oi":-1144.0,"dealer_delta":-20116.0,"call_oi":217,"put_oi":300},{"strike":17.5,"call_delta_oi":40206.0,"put_delta_oi":-149.0,"dealer_delta":-40057.0,"call_oi":405,"put_oi":65},{"strike":20.0,"call_delta_oi":23625.0,"put_delta_oi":-3024.0,"dealer_delta":-20600.0,"call_oi":240,"put_oi":497},{"strike":22.5,"call_delta_oi":56628.0,"put_delta_oi":-995.0,"dealer_delta":-55633.0,"call_oi":581,"put_oi":297},{"strike":25.0,"call_delta_oi":61882.0,"put_delta_oi":-725.0,"dealer_delta":-61157.0,"call_oi":633,"put_oi":252},{"strike":30.0,"call_delta_oi":45528.0,"put_delta_oi":-3192.0,"dealer_delta":-42336.0,"call_oi":473,"put_oi":380},{"strike":35.0,"call_delta_oi":64825.0,"put_delta_oi":-49038.0,"dealer_delta":-15787.0,"call_oi":692,"put_oi":3469},{"strike":40.0,"call_delta_oi":98101.0,"put_delta_oi":-5838.0,"dealer_delta":-92263.0,"call_oi":1143,"put_oi":626},{"strike":45.0,"call_delta_oi":68609.0,"put_delta_oi":-11260.0,"dealer_delta":-57349.0,"call_oi":861,"put_oi":680},{"strike":50.0,"call_delta_oi":79545.0,"put_delta_oi":-26135.0,"dealer_delta":-53410.0,"call_oi":1112,"put_oi":1004},{"strike":55.0,"call_delta_oi":143731.0,"put_delta_oi":-25175.0,"dealer_delta":-118556.0,"call_oi":2974,"put_oi":578},{"strike":60.0,"call_delta_oi":65524.0,"put_delta_oi":-7500.0,"dealer_delta":-58023.0,"call_oi":2492,"put_oi":128},{"strike":65.0,"call_delta_oi":200067.0,"put_delta_oi":-1037.0,"dealer_delta":-199029.0,"call_oi":4026,"put_oi":15},{"strike":70.0,"call_delta_oi":15270.0,"put_delta_oi":-798.0,"dealer_delta":-14473.0,"call_oi":712,"put_oi":12},{"strike":75.0,"call_delta_oi":7768.0,"put_delta_oi":-146.0,"dealer_delta":-7621.0,"call_oi":327,"put_oi":3},{"strike":80.0,"call_delta_oi":608.0,"put_delta_oi":-105.0,"dealer_delta":-503.0,"call_oi":30,"put_oi":2}],"net_dealer_delta":-856734.0,"total_call_delta":993175.0,"total_put_delta":-136441.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":53.75,"strikes":[{"strike":15.0,"moneyness":0.2791,"type":"put","iv":1.9123,"delta":-0.0382,"oi":294},{"strike":17.5,"moneyness":0.3256,"type":"call","iv":0.8883,"delta":0.9957,"oi":363},{"strike":20.0,"moneyness":0.3721,"type":"put","iv":1.7614,"delta":-0.0625,"oi":465},{"strike":20.0,"moneyness":0.3721,"type":"call","iv":0.9626,"delta":0.9863,"oi":218},{"strike":22.5,"moneyness":0.4186,"type":"put","iv":1.0555,"delta":-0.0322,"oi":264},{"strike":22.5,"moneyness":0.4186,"type":"call","iv":0.875,"delta":0.9832,"oi":459},{"strike":25.0,"moneyness":0.4651,"type":"call","iv":0.7944,"delta":0.9796,"oi":591},{"strike":30.0,"moneyness":0.5581,"type":"call","iv":0.6737,"delta":0.9668,"oi":359},{"strike":35.0,"moneyness":0.6512,"type":"call","iv":0.537,"delta":0.9537,"oi":525},{"strike":35.0,"moneyness":0.6512,"type":"put","iv":0.6522,"delta":-0.0748,"oi":109},{"strike":40.0,"moneyness":0.7442,"type":"call","iv":0.6247,"delta":0.8619,"oi":957},{"strike":45.0,"moneyness":0.8372,"type":"put","iv":0.6311,"delta":-0.2321,"oi":110},{"strike":45.0,"moneyness":0.8372,"type":"call","iv":0.6005,"delta":0.7741,"oi":312},{"strike":50.0,"moneyness":0.9302,"type":"call","iv":0.6847,"delta":0.6605,"oi":251},{"strike":55.0,"moneyness":1.0233,"type":"call","iv":0.6497,"delta":0.5565,"oi":162},{"strike":60.0,"moneyness":1.1163,"type":"call","iv":0.6039,"delta":0.4433,"oi":202},{"strike":65.0,"moneyness":1.2093,"type":"call","iv":0.6013,"delta":0.3468,"oi":113},{"strike":70.0,"moneyness":1.3023,"type":"call","iv":0.6175,"delta":0.2743,"oi":324},{"strike":75.0,"moneyness":1.3953,"type":"call","iv":0.6348,"delta":0.2183,"oi":235}]},{"expiration":"01/21/2028","underlying_price":53.75,"strikes":[{"strike":15.0,"moneyness":0.2791,"type":"call","iv":0.7108,"delta":0.9797,"oi":217},{"strike":22.5,"moneyness":0.4186,"type":"call","iv":0.6831,"delta":0.9427,"oi":122},{"strike":35.0,"moneyness":0.6512,"type":"put","iv":0.6736,"delta":-0.1552,"oi":3019},{"strike":35.0,"moneyness":0.6512,"type":"call","iv":0.6986,"delta":0.8428,"oi":105},{"strike":45.0,"moneyness":0.8372,"type":"call","iv":0.6675,"delta":0.7539,"oi":180},{"strike":50.0,"moneyness":0.9302,"type":"call","iv":0.6719,"delta":0.7088,"oi":227},{"strike":55.0,"moneyness":1.0233,"type":"put","iv":0.681,"delta":-0.3336,"oi":167},{"strike":65.0,"moneyness":1.2093,"type":"call","iv":0.6604,"delta":0.5784,"oi":3117}]},{"expiration":"10/16/2026","underlying_price":53.75,"strikes":[{"strike":35.0,"moneyness":0.6512,"type":"put","iv":1.2311,"delta":-0.0245,"oi":152},{"strike":40.0,"moneyness":0.7442,"type":"put","iv":1.0093,"delta":-0.049,"oi":266},{"strike":45.0,"moneyness":0.8372,"type":"call","iv":0.6413,"delta":0.9384,"oi":112},{"strike":45.0,"moneyness":0.8372,"type":"put","iv":0.6921,"delta":-0.0753,"oi":249},{"strike":50.0,"moneyness":0.9302,"type":"put","iv":0.6056,"delta":-0.241,"oi":774},{"strike":50.0,"moneyness":0.9302,"type":"call","iv":0.5405,"delta":0.7808,"oi":398},{"strike":55.0,"moneyness":1.0233,"type":"call","iv":0.5716,"delta":0.4423,"oi":1677},{"strike":60.0,"moneyness":1.1163,"type":"call","iv":0.54,"delta":0.1554,"oi":1403},{"strike":65.0,"moneyness":1.2093,"type":"call","iv":0.6148,"delta":0.0586,"oi":266},{"strike":70.0,"moneyness":1.3023,"type":"call","iv":1.0772,"delta":0.117,"oi":197}]},{"expiration":"11/20/2026","underlying_price":53.75,"strikes":[{"strike":25.0,"moneyness":0.4651,"type":"put","iv":1.1864,"delta":-0.0224,"oi":110},{"strike":35.0,"moneyness":0.6512,"type":"put","iv":0.8041,"delta":-0.0509,"oi":183},{"strike":40.0,"moneyness":0.7442,"type":"put","iv":0.737,"delta":-0.1038,"oi":221},{"strike":45.0,"moneyness":0.8372,"type":"call","iv":0.7353,"delta":0.7941,"oi":251},{"strike":45.0,"moneyness":0.8372,"type":"put","iv":0.699,"delta":-0.1977,"oi":223},{"strike":50.0,"moneyness":0.9302,"type":"call","iv":0.6813,"delta":0.6696,"oi":225},{"strike":50.0,"moneyness":0.9302,"type":"put","iv":0.6499,"delta":-0.3269,"oi":160},{"strike":55.0,"moneyness":1.0233,"type":"put","iv":0.6986,"delta":-0.4769,"oi":361},{"strike":55.0,"moneyness":1.0233,"type":"call","iv":0.6913,"delta":0.5223,"oi":1047},{"strike":60.0,"moneyness":1.1163,"type":"call","iv":0.6503,"delta":0.3726,"oi":791},{"strike":65.0,"moneyness":1.2093,"type":"call","iv":0.6675,"delta":0.2608,"oi":505},{"strike":70.0,"moneyness":1.3023,"type":"call","iv":0.6519,"delta":0.1646,"oi":164}]}],"greeks_heatmap":{"data":[{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.049,"call_gamma":0,"put_gamma":0.009917,"call_theta":0,"put_theta":-0.0397,"call_vega":0,"put_vega":0.0103,"call_oi":188,"put_oi":266},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9384,"put_delta":-0.0753,"call_gamma":0.018703,"put_gamma":0.020231,"call_theta":-0.0353,"put_theta":-0.0379,"call_vega":0.0123,"put_vega":0.0144,"call_oi":112,"put_oi":249},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7808,"put_delta":-0.241,"call_gamma":0.053895,"put_gamma":0.050719,"call_theta":-0.0667,"put_theta":-0.072,"call_vega":0.03,"put_vega":0.0316,"call_oi":398,"put_oi":774},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4423,"put_delta":0,"call_gamma":0.068079,"put_gamma":0,"call_theta":-0.0906,"put_theta":0,"call_vega":0.04,"put_vega":0,"call_oi":1677,"put_oi":0},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1554,"put_delta":0,"call_gamma":0.043574,"put_gamma":0,"call_theta":-0.0512,"put_theta":0,"call_vega":0.0242,"put_vega":0,"call_oi":1403,"put_oi":0},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0586,"put_delta":0,"call_gamma":0.018745,"put_gamma":0,"call_theta":-0.0284,"put_theta":0,"call_vega":0.0119,"put_vega":0,"call_oi":266,"put_oi":0},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8878,"put_delta":-0.1038,"call_gamma":0.012668,"put_gamma":0.012555,"call_theta":-0.0337,"put_theta":-0.0262,"call_vega":0.0372,"put_vega":0.0352,"call_oi":83,"put_oi":221},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7941,"put_delta":-0.1977,"call_gamma":0.019878,"put_gamma":0.020408,"call_theta":-0.0462,"put_theta":-0.038,"call_vega":0.0555,"put_vega":0.0542,"call_oi":251,"put_oi":223},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6696,"put_delta":-0.3269,"call_gamma":0.027284,"put_gamma":0.028481,"call_theta":-0.0535,"put_theta":-0.0452,"call_vega":0.0706,"put_vega":0.0703,"call_oi":225,"put_oi":160},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5223,"put_delta":-0.4769,"call_gamma":0.02956,"put_gamma":0.029248,"call_theta":-0.0586,"put_theta":-0.0528,"call_vega":0.0776,"put_vega":0.0776,"call_oi":1047,"put_oi":361},{"strike":60.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3726,"put_delta":0,"call_gamma":0.029858,"put_gamma":0,"call_theta":-0.052,"put_theta":0,"call_vega":0.0738,"put_vega":0,"call_oi":791,"put_oi":0},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2608,"put_delta":0,"call_gamma":0.024969,"put_gamma":0,"call_theta":-0.0454,"put_theta":0,"call_vega":0.0633,"put_vega":0,"call_oi":505,"put_oi":0}],"strikes":[40.0,45.0,50.0,55.0,60.0,65.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":6.56,"put_25d_iv":60.56,"call_25d_iv":54.0,"put_25d_strike":50.0,"call_25d_strike":60.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.15,"put_25d_iv":69.9,"call_25d_iv":66.75,"put_25d_strike":45.0,"call_25d_strike":65.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":1.36,"put_25d_iv":63.11,"call_25d_iv":61.75,"put_25d_strike":45.0,"call_25d_strike":70.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":0.56,"put_25d_iv":66.6,"call_25d_iv":66.04,"put_25d_strike":45.0,"call_25d_strike":65.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":15.0,"call_vanna":-12.0,"put_vanna":12.0,"net_vanna":0.0,"call_oi":217,"put_oi":294},{"strike":17.5,"call_vanna":-2.0,"put_vanna":2.0,"net_vanna":-1.0,"call_oi":363,"put_oi":60},{"strike":20.0,"call_vanna":-4.0,"put_vanna":27.0,"net_vanna":23.0,"call_oi":218,"put_oi":465},{"strike":22.5,"call_vanna":-24.0,"put_vanna":10.0,"net_vanna":-15.0,"call_oi":581,"put_oi":264},{"strike":25.0,"call_vanna":-15.0,"put_vanna":5.0,"net_vanna":-10.0,"call_oi":591,"put_oi":234},{"strike":30.0,"call_vanna":-14.0,"put_vanna":12.0,"net_vanna":-2.0,"call_oi":430,"put_oi":364},{"strike":35.0,"call_vanna":-44.0,"put_vanna":581.0,"net_vanna":537.0,"call_oi":630,"put_oi":3463},{"strike":40.0,"call_vanna":-105.0,"put_vanna":23.0,"net_vanna":-82.0,"call_oi":1139,"put_oi":570},{"strike":45.0,"call_vanna":-78.0,"put_vanna":45.0,"net_vanna":-33.0,"call_oi":855,"put_oi":671},{"strike":50.0,"call_vanna":-75.0,"put_vanna":31.0,"net_vanna":-45.0,"call_oi":1101,"put_oi":934},{"strike":55.0,"call_vanna":-8.0,"put_vanna":25.0,"net_vanna":17.0,"call_oi":2971,"put_oi":528},{"strike":60.0,"call_vanna":75.0,"put_vanna":-1.0,"net_vanna":74.0,"call_oi":2463,"put_oi":60},{"strike":65.0,"call_vanna":-178.0,"put_vanna":0,"net_vanna":-178.0,"call_oi":4001,"put_oi":0},{"strike":70.0,"call_vanna":41.0,"put_vanna":0,"net_vanna":41.0,"call_oi":685,"put_oi":0},{"strike":75.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":235,"put_oi":0}],"net_vanna":349.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":25.0,"call_charm":0,"put_charm":512.0,"net_charm":512.0,"call_oi":0,"put_oi":172},{"strike":30.0,"call_charm":-5203.0,"put_charm":15696.0,"net_charm":10492.0,"call_oi":71,"put_oi":289},{"strike":35.0,"call_charm":0,"put_charm":382.0,"net_charm":382.0,"call_oi":0,"put_oi":335},{"strike":40.0,"call_charm":-1851.0,"put_charm":1797.0,"net_charm":-54.0,"call_oi":83,"put_oi":487},{"strike":45.0,"call_charm":-16527.0,"put_charm":3100.0,"net_charm":-13427.0,"call_oi":363,"put_oi":472},{"strike":50.0,"call_charm":-60009.0,"put_charm":36766.0,"net_charm":-23243.0,"call_oi":623,"put_oi":934},{"strike":55.0,"call_charm":-199078.0,"put_charm":6773.0,"net_charm":-192305.0,"call_oi":2724,"put_oi":361},{"strike":60.0,"call_charm":-40507.0,"put_charm":0,"net_charm":-40507.0,"call_oi":2194,"put_oi":0},{"strike":65.0,"call_charm":-5611.0,"put_charm":0,"net_charm":-5611.0,"call_oi":771,"put_oi":0},{"strike":70.0,"call_charm":-5678.0,"put_charm":0,"net_charm":-5678.0,"call_oi":361,"put_oi":0}],"net_charm":-269438.0,"weekend_delta_shift":-808315.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":154410.0,"put_delta":-27144.0,"net_delta":127266.0,"call_oi":4189,"put_oi":1793,"total_oi":5982,"total_volume":192,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":145750.0,"put_delta":-34413.0,"net_delta":111337.0,"call_oi":3143,"put_oi":1400,"total_oi":4543,"total_volume":118,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":404955.0,"put_delta":-16881.0,"net_delta":388074.0,"call_oi":5096,"put_oi":1743,"total_oi":6839,"total_volume":40,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":6900.0,"put_delta":-1211.0,"net_delta":5689.0,"call_oi":125,"put_oi":64,"total_oi":189,"total_volume":22,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":281160.0,"put_delta":-56792.0,"net_delta":224368.0,"call_oi":4365,"put_oi":3388,"total_oi":7753,"total_volume":5,"bias":"bullish"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":55.0,"straddle_price":5.08,"straddle_pct":9.44,"implied_move":9.44,"avg_iv":61.0},{"expiration":"11/20/2026","dte":49,"strike":55.0,"straddle_price":10.9,"straddle_pct":20.28,"implied_move":20.28,"avg_iv":69.5},{"expiration":"01/15/2027","dte":105,"strike":55.0,"straddle_price":14.95,"straddle_pct":27.81,"implied_move":27.81,"avg_iv":65.2},{"expiration":"01/21/2028","dte":476,"strike":55.0,"straddle_price":32.2,"straddle_pct":59.91,"implied_move":59.91,"avg_iv":68.5}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":47,"put_oi":1,"total_oi":48,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":137,"put_oi":20,"total_oi":157,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":64,"put_oi":26,"total_oi":90,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":14,"total_oi":59,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":559,"put_oi":19,"total_oi":578,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":321,"put_oi":300,"total_oi":621,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":406,"put_oi":65,"total_oi":471,"bias":"neutral"},{"strike":20.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":241,"put_oi":497,"total_oi":738,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":581,"put_oi":297,"total_oi":878,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":633,"put_oi":252,"total_oi":885,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":473,"put_oi":380,"total_oi":853,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":692,"put_oi":3469,"total_oi":4161,"bias":"bearish"},{"strike":40.0,"call_volume":1,"put_volume":7,"total_volume":8,"call_oi":1331,"put_oi":626,"total_oi":1957,"bias":"bearish"},{"strike":45.0,"call_volume":4,"put_volume":22,"total_volume":26,"call_oi":861,"put_oi":680,"total_oi":1541,"bias":"bearish"},{"strike":50.0,"call_volume":19,"put_volume":28,"total_volume":47,"call_oi":1112,"put_oi":1004,"total_oi":2116,"bias":"neutral"},{"strike":55.0,"call_volume":81,"put_volume":22,"total_volume":103,"call_oi":2974,"put_oi":578,"total_oi":3552,"bias":"bullish"},{"strike":60.0,"call_volume":139,"put_volume":7,"total_volume":146,"call_oi":2492,"put_oi":128,"total_oi":2620,"bias":"bullish"},{"strike":65.0,"call_volume":32,"put_volume":0,"total_volume":32,"call_oi":4026,"put_oi":15,"total_oi":4041,"bias":"bullish"},{"strike":70.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":712,"put_oi":12,"total_oi":724,"bias":"bullish"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":327,"put_oi":3,"total_oi":330,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":2,"total_oi":32,"bias":"neutral"}],"underlying_price":53.75,"peak_call_strike":60.0,"peak_put_strike":50.0,"total_call_volume":287,"total_put_volume":90,"volume_pc_ratio":0.314},"iv_contours":{"x":[0.74,0.84,0.93,1.02,1.12,1.21],"y":[14,49,105],"z":[[100.93,66.67,57.3,61.0,66.34,61.48],[75.46,71.72,66.56,69.5,67.12,66.75],[63.11,61.58,66.09,65.25,61.59,60.13]],"levels":[57.3,61.7,66.0,70.4,74.8,79.1,83.5,87.8,92.2,96.6,100.9],"min_iv":57.3,"max_iv":100.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":94.87},{"date":"2026-09-15","iv":95.88},{"date":"2026-09-16","iv":94.47},{"date":"2026-09-17","iv":90.99},{"date":"2026-09-18","iv":99.44},{"date":"2026-09-21","iv":97.87},{"date":"2026-09-22","iv":90.0},{"date":"2026-09-23","iv":102.8},{"date":"2026-09-24","iv":75.8},{"date":"2026-09-25","iv":105.9},{"date":"2026-09-28","iv":106.9},{"date":"2026-09-29","iv":100.5},{"date":"2026-09-30","iv":118.5},{"date":"2026-10-01","iv":91.5},{"date":"2026-10-02","iv":97.8}]}}