{"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":"GDS","summary":{"name":"GDS","price":27.57,"total_oi":121671,"call_oi":74427,"put_oi":47244,"pc_ratio":0.635,"net_gex":320720.81,"avg_iv":72.1,"iv_rank":30.4,"iv_52w_high":96.37,"iv_52w_low":61.5,"gamma_flip":13.52,"max_pain":32.0},"features":{"symbol":"GDS","price":27.57,"total_oi":121671,"analysis_coverage":1.0,"avg_iv_pct":72.1,"iv_rank":30.4,"iv_52w_high_pct":96.37,"iv_52w_low_pct":61.5,"front_dte":14,"front_atm_iv_pct":80.0624,"back_atm_iv_pct":64.3838,"term_premium_pp":15.6786,"expected_move_front_pct":15.68,"straddle_front_pct":25.57,"straddle_30d_pct":25.57,"risk_reversal_front_pp":-2.38,"risk_reversal_30d_pp":-2.38,"butterfly_front_pp":-11.61,"butterfly_30d_pp":-11.61,"put_call_oi_ratio":0.635,"put_call_oi_front_ratio":0.308,"put_call_volume_front_ratio":1.542,"option_volume":1748,"volume_oi_ratio":0.014367,"net_delta_normalized":0.032686,"dealer_delta_normalized":-0.032686,"gex_per_100k_oi":263596.756828,"vanna_per_100k_oi":3077.972565,"charm_per_100k_oi":45844.942509,"weekend_delta_shift_per_100k_oi":137534.005638,"iv_surface_range_pp":61.6,"gamma_flip_distance_pct":-50.96119,"max_pain_distance_pct":16.06819,"peak_call_distance_pct":8.813928,"peak_put_distance_pct":1.559666},"analyses":{"gamma_walls":[{"strike":13.0,"call_gex":47.06,"put_gex":-9858.55,"net_gex":-9811.49,"call_oi":9,"put_oi":1972},{"strike":15.0,"call_gex":37852.51,"put_gex":-348.56,"net_gex":37503.95,"call_oi":5653,"put_oi":51},{"strike":18.0,"call_gex":381.85,"put_gex":-102.75,"net_gex":279.1,"call_oi":32,"put_oi":9},{"strike":20.0,"call_gex":6023.91,"put_gex":-222371.52,"net_gex":-216347.61,"call_oi":582,"put_oi":13521},{"strike":22.0,"call_gex":17117.52,"put_gex":-9987.33,"net_gex":7130.2,"call_oi":786,"put_oi":422},{"strike":23.0,"call_gex":33.07,"put_gex":-9283.19,"net_gex":-9250.12,"call_oi":1,"put_oi":326},{"strike":24.0,"call_gex":86.37,"put_gex":-13431.56,"net_gex":-13345.18,"call_oi":4,"put_oi":416},{"strike":25.0,"call_gex":98481.77,"put_gex":-468387.48,"net_gex":-369905.71,"call_oi":2879,"put_oi":12985},{"strike":26.0,"call_gex":0.0,"put_gex":-9282.03,"net_gex":-9282.03,"call_oi":0,"put_oi":204},{"strike":27.0,"call_gex":3656.52,"put_gex":-12715.51,"net_gex":-9058.99,"call_oi":113,"put_oi":289},{"strike":28.0,"call_gex":593.02,"put_gex":-15799.89,"net_gex":-15206.87,"call_oi":33,"put_oi":380},{"strike":29.0,"call_gex":1156.53,"put_gex":-77170.19,"net_gex":-76013.66,"call_oi":25,"put_oi":1719},{"strike":30.0,"call_gex":37343.64,"put_gex":-104739.43,"net_gex":-67395.78,"call_oi":1159,"put_oi":2222},{"strike":31.0,"call_gex":4551.7,"put_gex":-15867.44,"net_gex":-11315.74,"call_oi":97,"put_oi":321},{"strike":32.0,"call_gex":111858.18,"put_gex":-97765.6,"net_gex":14092.58,"call_oi":2961,"put_oi":2497},{"strike":33.0,"call_gex":34449.91,"put_gex":-34226.17,"net_gex":223.74,"call_oi":1097,"put_oi":946},{"strike":34.0,"call_gex":84693.22,"put_gex":-17223.96,"net_gex":67469.26,"call_oi":3058,"put_oi":642},{"strike":35.0,"call_gex":616844.94,"put_gex":-72981.16,"net_gex":543863.78,"call_oi":20897,"put_oi":2387},{"strike":36.0,"call_gex":24854.87,"put_gex":-2855.6,"net_gex":21999.27,"call_oi":974,"put_oi":99},{"strike":37.0,"call_gex":58984.27,"put_gex":-3750.83,"net_gex":55233.44,"call_oi":2606,"put_oi":156},{"strike":38.0,"call_gex":13081.78,"put_gex":-4583.66,"net_gex":8498.11,"call_oi":607,"put_oi":191},{"strike":39.0,"call_gex":15738.32,"put_gex":-242.38,"net_gex":15495.94,"call_oi":842,"put_oi":11},{"strike":40.0,"call_gex":49742.44,"put_gex":-18986.67,"net_gex":30755.77,"call_oi":3086,"put_oi":1178},{"strike":41.0,"call_gex":2774.16,"put_gex":-18.18,"net_gex":2755.97,"call_oi":146,"put_oi":1},{"strike":42.0,"call_gex":57089.36,"put_gex":-47752.4,"net_gex":9336.96,"call_oi":3518,"put_oi":3172},{"strike":43.0,"call_gex":1732.63,"put_gex":0.0,"net_gex":1732.63,"call_oi":94,"put_oi":0},{"strike":44.0,"call_gex":737.03,"put_gex":-107.88,"net_gex":629.16,"call_oi":45,"put_oi":7},{"strike":45.0,"call_gex":237908.02,"put_gex":-2585.25,"net_gex":235322.77,"call_oi":13991,"put_oi":169},{"strike":46.0,"call_gex":73.15,"put_gex":0.0,"net_gex":73.15,"call_oi":5,"put_oi":0},{"strike":47.0,"call_gex":4560.04,"put_gex":-8522.1,"net_gex":-3962.05,"call_oi":345,"put_oi":623},{"strike":48.0,"call_gex":323.36,"put_gex":0.0,"net_gex":323.36,"call_oi":24,"put_oi":0},{"strike":50.0,"call_gex":30589.51,"put_gex":-2524.64,"net_gex":28064.87,"call_oi":2550,"put_oi":191},{"strike":55.0,"call_gex":35826.74,"put_gex":-228.72,"net_gex":35598.02,"call_oi":4613,"put_oi":18},{"strike":60.0,"call_gex":10331.46,"put_gex":-686.27,"net_gex":9645.19,"call_oi":907,"put_oi":59},{"strike":65.0,"call_gex":3396.21,"put_gex":-88.64,"net_gex":3307.57,"call_oi":414,"put_oi":8},{"strike":70.0,"call_gex":2821.71,"put_gex":-540.47,"net_gex":2281.24,"call_oi":274,"put_oi":52}],"pain_by_strike":[{"strike":13.0,"call_value":0,"put_value":653748.0,"total_value":653748.0},{"strike":15.0,"call_value":18.0,"put_value":563204.0,"total_value":563222.0},{"strike":18.0,"call_value":17004.0,"put_value":427541.0,"total_value":444545.0},{"strike":20.0,"call_value":28392.0,"put_value":337117.0,"total_value":365509.0},{"strike":22.0,"call_value":40944.0,"put_value":273735.0,"total_value":314679.0},{"strike":23.0,"call_value":48006.0,"put_value":242466.0,"total_value":290472.0},{"strike":24.0,"call_value":55069.0,"put_value":211523.0,"total_value":266592.0},{"strike":25.0,"call_value":62136.0,"put_value":180996.0,"total_value":243132.0},{"strike":26.0,"call_value":72082.0,"put_value":163454.0,"total_value":235536.0},{"strike":27.0,"call_value":82028.0,"put_value":146116.0,"total_value":228144.0},{"strike":28.0,"call_value":92087.0,"put_value":129067.0,"total_value":221154.0},{"strike":29.0,"call_value":102179.0,"put_value":112398.0,"total_value":214577.0},{"strike":30.0,"call_value":112296.0,"put_value":97448.0,"total_value":209744.0},{"strike":31.0,"call_value":123572.0,"put_value":84720.0,"total_value":208292.0},{"strike":32.0,"call_value":134945.0,"put_value":72313.0,"total_value":207258.0},{"strike":33.0,"call_value":149279.0,"put_value":62403.0,"total_value":211682.0},{"strike":34.0,"call_value":164710.0,"put_value":53439.0,"total_value":218149.0},{"strike":35.0,"call_value":183199.0,"put_value":45117.0,"total_value":228316.0},{"strike":36.0,"call_value":222585.0,"put_value":39182.0,"total_value":261767.0},{"strike":37.0,"call_value":262945.0,"put_value":33346.0,"total_value":296291.0},{"strike":38.0,"call_value":305911.0,"put_value":27666.0,"total_value":333577.0},{"strike":39.0,"call_value":349484.0,"put_value":22177.0,"total_value":371661.0},{"strike":40.0,"call_value":393899.0,"put_value":16699.0,"total_value":410598.0},{"strike":41.0,"call_value":441400.0,"put_value":12399.0,"total_value":453799.0},{"strike":42.0,"call_value":489047.0,"put_value":8100.0,"total_value":497147.0},{"strike":43.0,"call_value":540212.0,"put_value":6973.0,"total_value":547185.0},{"strike":44.0,"call_value":591471.0,"put_value":5846.0,"total_value":597317.0},{"strike":45.0,"call_value":642775.0,"put_value":4726.0,"total_value":647501.0},{"strike":46.0,"call_value":708070.0,"put_value":3775.0,"total_value":711845.0},{"strike":47.0,"call_value":773370.0,"put_value":2824.0,"total_value":776194.0},{"strike":48.0,"call_value":839015.0,"put_value":2496.0,"total_value":841511.0},{"strike":50.0,"call_value":970353.0,"put_value":1840.0,"total_value":972193.0},{"strike":55.0,"call_value":1311448.0,"put_value":1155.0,"total_value":1312603.0},{"strike":60.0,"call_value":1675608.0,"put_value":560.0,"total_value":1676168.0},{"strike":65.0,"call_value":2044303.0,"put_value":260.0,"total_value":2044563.0},{"strike":70.0,"call_value":2415068.0,"put_value":0,"total_value":2415068.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":133.1,"strike":23.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":76.9,"strike":23.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":80.5,"strike":18.75},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":64.7,"strike":25.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":57.5,"strike":25.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":64.5,"strike":26.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":64.6,"strike":26.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":57.5,"strike":26.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":80.0,"strike":27.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":64.4,"strike":27.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":59.8,"strike":27.33},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":77.9,"strike":29.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":64.9,"strike":29.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":62.0,"strike":29.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":63.9,"strike":30.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":63.8,"strike":30.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":63.1,"strike":30.33},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":94.1,"strike":36.38},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":76.2,"strike":38.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":72.5,"strike":42.96}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":10,"total_oi":1336},{"expiration":"11/20/2026","dte":49,"iv":0.4023,"contract_count":5,"total_oi":187},{"expiration":"12/18/2026","dte":77,"iv":0.1096,"contract_count":11,"total_oi":15482},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":6,"total_oi":4610},{"expiration":"03/19/2027","dte":168,"iv":0.0285,"contract_count":2,"total_oi":47},{"expiration":"01/21/2028","dte":476,"iv":0.2898,"contract_count":6,"total_oi":343},{"expiration":"01/19/2029","dte":840,"iv":0.2726,"contract_count":2,"total_oi":3}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":15.68,"expected_move_2std":31.35,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":23.59,"expected_move_2std":47.18,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":27.2,"expected_move_2std":54.4,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":32.71,"expected_move_2std":65.42,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":36.45,"expected_move_2std":72.89,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":73.72,"expected_move_2std":147.45,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":93.81,"expected_move_2std":187.62,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":11684,"put_oi":3604,"total_oi":15288,"pc_ratio":0.308,"pc_ratio_volume":1.542,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1521,"put_oi":1280,"total_oi":2801,"pc_ratio":0.842,"pc_ratio_volume":14.5,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":36227,"put_oi":33479,"total_oi":69706,"pc_ratio":0.924,"pc_ratio_volume":2.138,"sentiment":"neutral"},{"expiration":"01/15/2027","dte":105,"call_oi":12761,"put_oi":4435,"total_oi":17196,"pc_ratio":0.348,"pc_ratio_volume":0.403,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1233,"put_oi":42,"total_oi":1275,"pc_ratio":0.034,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":10488,"put_oi":4402,"total_oi":14890,"pc_ratio":0.42,"pc_ratio_volume":1.222,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":513,"put_oi":2,"total_oi":515,"pc_ratio":0.004,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":13.0,"call_delta_oi":851.0,"put_delta_oi":-9426.0,"dealer_delta":8575.0,"call_oi":9,"put_oi":1972},{"strike":15.0,"call_delta_oi":508313.0,"put_delta_oi":-341.0,"dealer_delta":-507972.0,"call_oi":5653,"put_oi":51},{"strike":18.0,"call_delta_oi":2862.0,"put_delta_oi":-124.0,"dealer_delta":-2738.0,"call_oi":32,"put_oi":9},{"strike":20.0,"call_delta_oi":47534.0,"put_delta_oi":-126092.0,"dealer_delta":78558.0,"call_oi":582,"put_oi":13521},{"strike":22.0,"call_delta_oi":63127.0,"put_delta_oi":-7446.0,"dealer_delta":-55681.0,"call_oi":786,"put_oi":422},{"strike":23.0,"call_delta_oi":85.0,"put_delta_oi":-6601.0,"dealer_delta":6516.0,"call_oi":1,"put_oi":326},{"strike":24.0,"call_delta_oi":288.0,"put_delta_oi":-10346.0,"dealer_delta":10058.0,"call_oi":4,"put_oi":416},{"strike":25.0,"call_delta_oi":202516.0,"put_delta_oi":-384064.0,"dealer_delta":181548.0,"call_oi":2879,"put_oi":12985},{"strike":26.0,"call_delta_oi":0,"put_delta_oi":-6934.0,"dealer_delta":6934.0,"call_oi":0,"put_oi":204},{"strike":27.0,"call_delta_oi":6829.0,"put_delta_oi":-11509.0,"dealer_delta":4680.0,"call_oi":113,"put_oi":289},{"strike":28.0,"call_delta_oi":2146.0,"put_delta_oi":-16873.0,"dealer_delta":14727.0,"call_oi":33,"put_oi":380},{"strike":29.0,"call_delta_oi":1192.0,"put_delta_oi":-89565.0,"dealer_delta":88373.0,"call_oi":25,"put_oi":1719},{"strike":30.0,"call_delta_oi":56721.0,"put_delta_oi":-152225.0,"dealer_delta":95504.0,"call_oi":1159,"put_oi":2222},{"strike":31.0,"call_delta_oi":3092.0,"put_delta_oi":-22548.0,"dealer_delta":19456.0,"call_oi":97,"put_oi":321},{"strike":32.0,"call_delta_oi":99945.0,"put_delta_oi":-198274.0,"dealer_delta":98329.0,"call_oi":2961,"put_oi":2497},{"strike":33.0,"call_delta_oi":32900.0,"put_delta_oi":-77460.0,"dealer_delta":44560.0,"call_oi":1097,"put_oi":946},{"strike":34.0,"call_delta_oi":29408.0,"put_delta_oi":-54602.0,"dealer_delta":25194.0,"call_oi":3058,"put_oi":642},{"strike":35.0,"call_delta_oi":493057.0,"put_delta_oi":-178158.0,"dealer_delta":-314899.0,"call_oi":20897,"put_oi":2387},{"strike":36.0,"call_delta_oi":15967.0,"put_delta_oi":-8233.0,"dealer_delta":-7734.0,"call_oi":974,"put_oi":99},{"strike":37.0,"call_delta_oi":32515.0,"put_delta_oi":-13005.0,"dealer_delta":-19509.0,"call_oi":2606,"put_oi":156},{"strike":38.0,"call_delta_oi":6634.0,"put_delta_oi":-15691.0,"dealer_delta":9057.0,"call_oi":607,"put_oi":191},{"strike":39.0,"call_delta_oi":10303.0,"put_delta_oi":-778.0,"dealer_delta":-9524.0,"call_oi":842,"put_oi":11},{"strike":40.0,"call_delta_oi":28803.0,"put_delta_oi":-67581.0,"dealer_delta":38778.0,"call_oi":3086,"put_oi":1178},{"strike":41.0,"call_delta_oi":2328.0,"put_delta_oi":-89.0,"dealer_delta":-2239.0,"call_oi":146,"put_oi":1},{"strike":42.0,"call_delta_oi":135440.0,"put_delta_oi":-179357.0,"dealer_delta":43917.0,"call_oi":3518,"put_oi":3172},{"strike":43.0,"call_delta_oi":1912.0,"put_delta_oi":0,"dealer_delta":-1912.0,"call_oi":94,"put_oi":0},{"strike":44.0,"call_delta_oi":570.0,"put_delta_oi":-627.0,"dealer_delta":57.0,"call_oi":45,"put_oi":7},{"strike":45.0,"call_delta_oi":263876.0,"put_delta_oi":-14143.0,"dealer_delta":-249733.0,"call_oi":13991,"put_oi":169},{"strike":46.0,"call_delta_oi":57.0,"put_delta_oi":0,"dealer_delta":-57.0,"call_oi":5,"put_oi":0},{"strike":47.0,"call_delta_oi":3952.0,"put_delta_oi":-55804.0,"dealer_delta":51852.0,"call_oi":345,"put_oi":623},{"strike":48.0,"call_delta_oi":267.0,"put_delta_oi":0,"dealer_delta":-267.0,"call_oi":24,"put_oi":0},{"strike":50.0,"call_delta_oi":24341.0,"put_delta_oi":-16673.0,"dealer_delta":-7668.0,"call_oi":2550,"put_oi":191},{"strike":55.0,"call_delta_oi":25525.0,"put_delta_oi":-1174.0,"dealer_delta":-24351.0,"call_oi":4613,"put_oi":18},{"strike":60.0,"call_delta_oi":19224.0,"put_delta_oi":-3828.0,"dealer_delta":-15396.0,"call_oi":907,"put_oi":59},{"strike":65.0,"call_delta_oi":3732.0,"put_delta_oi":-536.0,"dealer_delta":-3196.0,"call_oi":414,"put_oi":8},{"strike":70.0,"call_delta_oi":4943.0,"put_delta_oi":-3447.0,"dealer_delta":-1496.0,"call_oi":274,"put_oi":52}],"net_dealer_delta":-397696.0,"total_call_delta":2131254.0,"total_put_delta":-1733559.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":27.56999969482422,"strikes":[{"strike":13.0,"moneyness":0.4715,"type":"put","iv":1.0279,"delta":-0.0478,"oi":1972},{"strike":15.0,"moneyness":0.5441,"type":"call","iv":0.9571,"delta":0.9293,"oi":102},{"strike":20.0,"moneyness":0.7254,"type":"put","iv":0.5742,"delta":-0.1075,"oi":271},{"strike":22.0,"moneyness":0.798,"type":"call","iv":0.6578,"delta":0.8031,"oi":785},{"strike":25.0,"moneyness":0.9068,"type":"put","iv":0.589,"delta":-0.3061,"oi":113},{"strike":25.0,"moneyness":0.9068,"type":"call","iv":0.5216,"delta":0.7034,"oi":2872},{"strike":27.0,"moneyness":0.9793,"type":"put","iv":0.6006,"delta":-0.3962,"oi":132},{"strike":27.0,"moneyness":0.9793,"type":"call","iv":0.6192,"delta":0.6045,"oi":111},{"strike":30.0,"moneyness":1.0881,"type":"call","iv":0.6006,"delta":0.4739,"oi":988},{"strike":30.0,"moneyness":1.0881,"type":"put","iv":0.623,"delta":-0.5205,"oi":394},{"strike":32.0,"moneyness":1.1607,"type":"put","iv":0.6048,"delta":-0.6036,"oi":733},{"strike":32.0,"moneyness":1.1607,"type":"call","iv":0.5774,"delta":0.3859,"oi":2097},{"strike":35.0,"moneyness":1.2695,"type":"call","iv":0.5779,"delta":0.281,"oi":325},{"strike":37.0,"moneyness":1.342,"type":"call","iv":0.6111,"delta":0.2414,"oi":192},{"strike":40.0,"moneyness":1.4509,"type":"put","iv":0.6796,"delta":-0.7914,"oi":129},{"strike":40.0,"moneyness":1.4509,"type":"call","iv":0.5971,"delta":0.166,"oi":270},{"strike":42.0,"moneyness":1.5234,"type":"call","iv":0.6113,"delta":0.1379,"oi":403},{"strike":42.0,"moneyness":1.5234,"type":"put","iv":0.6892,"delta":-0.8232,"oi":157},{"strike":45.0,"moneyness":1.6322,"type":"call","iv":0.7105,"delta":0.1423,"oi":419},{"strike":47.0,"moneyness":1.7048,"type":"call","iv":0.6251,"delta":0.0814,"oi":268},{"strike":50.0,"moneyness":1.8136,"type":"put","iv":0.7963,"delta":-0.8769,"oi":188},{"strike":50.0,"moneyness":1.8136,"type":"call","iv":0.7224,"delta":0.0935,"oi":1718},{"strike":55.0,"moneyness":1.9949,"type":"call","iv":0.7027,"delta":0.0525,"oi":1584},{"strike":60.0,"moneyness":2.1763,"type":"call","iv":0.8162,"delta":0.0619,"oi":175},{"strike":65.0,"moneyness":2.3576,"type":"call","iv":0.9323,"delta":0.0735,"oi":350}]},{"expiration":"01/19/2029","underlying_price":27.56999969482422,"strikes":[{"strike":35.0,"moneyness":1.2695,"type":"call","iv":0.6105,"delta":0.6219,"oi":445}]},{"expiration":"01/21/2028","underlying_price":27.56999969482422,"strikes":[{"strike":15.0,"moneyness":0.5441,"type":"call","iv":0.6408,"delta":0.8986,"oi":5549},{"strike":20.0,"moneyness":0.7254,"type":"call","iv":0.7556,"delta":0.8072,"oi":364},{"strike":30.0,"moneyness":1.0881,"type":"put","iv":0.5952,"delta":-0.3834,"oi":115},{"strike":30.0,"moneyness":1.0881,"type":"call","iv":0.6467,"delta":0.6291,"oi":114},{"strike":40.0,"moneyness":1.4509,"type":"put","iv":0.6379,"delta":-0.5285,"oi":989},{"strike":42.0,"moneyness":1.5234,"type":"call","iv":0.5984,"delta":0.423,"oi":3023},{"strike":42.0,"moneyness":1.5234,"type":"put","iv":0.6452,"delta":-0.5512,"oi":3008},{"strike":45.0,"moneyness":1.6322,"type":"call","iv":0.5881,"delta":0.3774,"oi":164},{"strike":55.0,"moneyness":1.9949,"type":"call","iv":0.5577,"delta":0.2481,"oi":142},{"strike":60.0,"moneyness":2.1763,"type":"call","iv":0.6249,"delta":0.2556,"oi":700},{"strike":70.0,"moneyness":2.539,"type":"call","iv":0.6202,"delta":0.188,"oi":254}]},{"expiration":"03/19/2027","underlying_price":27.56999969482422,"strikes":[{"strike":33.0,"moneyness":1.197,"type":"call","iv":0.5606,"delta":0.4078,"oi":546},{"strike":39.0,"moneyness":1.4146,"type":"call","iv":0.6125,"delta":0.2799,"oi":179}]},{"expiration":"10/16/2026","underlying_price":27.56999969482422,"strikes":[{"strike":29.0,"moneyness":1.0519,"type":"put","iv":0.9074,"delta":-0.5796,"oi":279},{"strike":30.0,"moneyness":1.0881,"type":"put","iv":0.2913,"delta":-0.9307,"oi":879},{"strike":31.0,"moneyness":1.1244,"type":"put","iv":0.6394,"delta":-0.8156,"oi":138},{"strike":32.0,"moneyness":1.1607,"type":"call","iv":0.8254,"delta":0.1924,"oi":717},{"strike":32.0,"moneyness":1.1607,"type":"put","iv":0.5628,"delta":-0.9091,"oi":1521},{"strike":33.0,"moneyness":1.197,"type":"call","iv":0.7132,"delta":0.1043,"oi":384},{"strike":33.0,"moneyness":1.197,"type":"put","iv":0.5404,"delta":-0.9552,"oi":255},{"strike":34.0,"moneyness":1.2332,"type":"call","iv":0.701,"delta":0.0659,"oi":2607},{"strike":34.0,"moneyness":1.2332,"type":"put","iv":0.6148,"delta":-0.9587,"oi":342},{"strike":35.0,"moneyness":1.2695,"type":"call","iv":0.7747,"delta":0.0607,"oi":2645},{"strike":36.0,"moneyness":1.3058,"type":"call","iv":0.9202,"delta":0.0748,"oi":437},{"strike":37.0,"moneyness":1.342,"type":"call","iv":1.0249,"delta":0.0783,"oi":1750},{"strike":38.0,"moneyness":1.3783,"type":"call","iv":1.2149,"delta":0.1006,"oi":543},{"strike":39.0,"moneyness":1.4146,"type":"call","iv":1.1599,"delta":0.0711,"oi":580},{"strike":40.0,"moneyness":1.4509,"type":"call","iv":1.0968,"delta":0.0458,"oi":1867}]},{"expiration":"11/20/2026","underlying_price":27.56999969482422,"strikes":[{"strike":32.0,"moneyness":1.1607,"type":"call","iv":0.7583,"delta":0.3505,"oi":105},{"strike":33.0,"moneyness":1.197,"type":"put","iv":0.5409,"delta":-0.7852,"oi":582},{"strike":34.0,"moneyness":1.2332,"type":"call","iv":0.7551,"delta":0.2715,"oi":439},{"strike":35.0,"moneyness":1.2695,"type":"call","iv":0.7135,"delta":0.2203,"oi":220},{"strike":36.0,"moneyness":1.3058,"type":"call","iv":0.7716,"delta":0.2137,"oi":433},{"strike":37.0,"moneyness":1.342,"type":"call","iv":0.7254,"delta":0.1671,"oi":113}]},{"expiration":"12/18/2026","underlying_price":27.56999969482422,"strikes":[{"strike":20.0,"moneyness":0.7254,"type":"call","iv":0.9394,"delta":0.8374,"oi":102},{"strike":20.0,"moneyness":0.7254,"type":"put","iv":0.6105,"delta":-0.0929,"oi":13234},{"strike":22.0,"moneyness":0.798,"type":"put","iv":0.6553,"delta":-0.1752,"oi":398},{"strike":23.0,"moneyness":0.8342,"type":"put","iv":0.5972,"delta":-0.2022,"oi":322},{"strike":24.0,"moneyness":0.8705,"type":"put","iv":0.6004,"delta":-0.2497,"oi":350},{"strike":25.0,"moneyness":0.9068,"type":"put","iv":0.5789,"delta":-0.296,"oi":12829},{"strike":26.0,"moneyness":0.9431,"type":"put","iv":0.575,"delta":-0.3489,"oi":132},{"strike":28.0,"moneyness":1.0156,"type":"put","iv":0.6041,"delta":-0.4547,"oi":192},{"strike":29.0,"moneyness":1.0519,"type":"put","iv":0.5824,"delta":-0.5096,"oi":1435},{"strike":30.0,"moneyness":1.0881,"type":"put","iv":0.6562,"delta":-0.541,"oi":745},{"strike":31.0,"moneyness":1.1244,"type":"put","iv":0.6214,"delta":-0.5951,"oi":110},{"strike":32.0,"moneyness":1.1607,"type":"put","iv":0.6398,"delta":-0.6308,"oi":192},{"strike":33.0,"moneyness":1.197,"type":"put","iv":0.5966,"delta":-0.6886,"oi":105},{"strike":34.0,"moneyness":1.2332,"type":"put","iv":0.635,"delta":-0.7082,"oi":202},{"strike":35.0,"moneyness":1.2695,"type":"call","iv":0.6204,"delta":0.2514,"oi":17198},{"strike":35.0,"moneyness":1.2695,"type":"put","iv":0.6336,"delta":-0.7422,"oi":2208},{"strike":37.0,"moneyness":1.342,"type":"call","iv":0.6532,"delta":0.2095,"oi":498},{"strike":38.0,"moneyness":1.3783,"type":"put","iv":0.6617,"delta":-0.8112,"oi":176},{"strike":40.0,"moneyness":1.4509,"type":"call","iv":0.678,"delta":0.154,"oi":837},{"strike":45.0,"moneyness":1.6322,"type":"call","iv":0.9552,"delta":0.1879,"oi":13328},{"strike":47.0,"moneyness":1.7048,"type":"put","iv":0.79,"delta":-0.8988,"oi":541},{"strike":50.0,"moneyness":1.8136,"type":"call","iv":0.8602,"delta":0.0972,"oi":814},{"strike":55.0,"moneyness":1.9949,"type":"call","iv":0.8057,"delta":0.0474,"oi":2887}]}],"greeks_heatmap":{"data":[{"strike":28.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.5066,"call_gamma":0,"put_gamma":0.095635,"call_theta":0,"put_theta":-0.0621,"call_vega":0,"put_vega":0.0208,"call_oi":0,"put_oi":70},{"strike":29.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.5796,"call_gamma":0,"put_gamma":0.08281,"call_theta":0,"put_theta":-0.0688,"call_vega":0,"put_vega":0.0203,"call_oi":0,"put_oi":279},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.9307,"call_gamma":0,"put_gamma":0.08786,"call_theta":0,"put_theta":-0.0045,"call_vega":0,"put_vega":0.0069,"call_oi":0,"put_oi":879},{"strike":31.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.8156,"call_gamma":0,"put_gamma":0.080063,"call_theta":0,"put_theta":-0.031,"call_vega":0,"put_vega":0.0139,"call_oi":0,"put_oi":138},{"strike":32.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1924,"put_delta":-0.9091,"call_gamma":0.063681,"put_gamma":0.055844,"call_theta":-0.0457,"put_theta":-0.015,"call_vega":0.0142,"put_vega":0.0085,"call_oi":717,"put_oi":1521},{"strike":33.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1043,"put_delta":-0.9552,"call_gamma":0.04878,"put_gamma":0.033621,"call_theta":-0.0261,"put_theta":-0.0065,"call_vega":0.0094,"put_vega":0.0049,"call_oi":384,"put_oi":255},{"strike":34.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0659,"put_delta":-0.9587,"call_gamma":0.035135,"put_gamma":0.027655,"call_theta":-0.0182,"put_theta":-0.0071,"call_vega":0.0067,"put_vega":0.0046,"call_oi":2607,"put_oi":342},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0607,"put_delta":0,"call_gamma":0.029836,"put_gamma":0,"call_theta":-0.0188,"put_theta":0,"call_vega":0.0063,"put_vega":0,"call_oi":2645,"put_oi":0},{"strike":24.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2434,"call_gamma":0,"put_gamma":0.044781,"call_theta":0,"put_theta":-0.0219,"call_vega":0,"put_vega":0.0313,"call_oi":0,"put_oi":66},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.5839,"call_gamma":0,"put_gamma":0.059386,"call_theta":0,"put_theta":-0.0244,"call_vega":0,"put_vega":0.039,"call_oi":0,"put_oi":89},{"strike":31.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.6502,"call_gamma":0,"put_gamma":0.059904,"call_theta":0,"put_theta":-0.0212,"call_vega":0,"put_vega":0.037,"call_oi":0,"put_oi":73},{"strike":32.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3505,"put_delta":-0.7135,"call_gamma":0.04888,"put_gamma":0.057716,"call_theta":-0.0302,"put_theta":-0.018,"call_vega":0.0371,"put_vega":0.034,"call_oi":105,"put_oi":51},{"strike":33.0,"dte":49,"expiration":"11/20/2026","call_delta":0.341,"put_delta":-0.7852,"call_gamma":0.043085,"put_gamma":0.053997,"call_theta":-0.0334,"put_theta":-0.0132,"call_vega":0.0367,"put_vega":0.0292,"call_oi":66,"put_oi":582},{"strike":34.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2715,"put_delta":-0.7663,"call_gamma":0.043919,"put_gamma":0.046134,"call_theta":-0.0268,"put_theta":-0.0179,"call_vega":0.0332,"put_vega":0.0306,"call_oi":439,"put_oi":98},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2203,"put_delta":-0.8833,"call_gamma":0.041537,"put_gamma":0.03915,"call_theta":-0.0226,"put_theta":-0.0065,"call_vega":0.0296,"put_vega":0.0196,"call_oi":220,"put_oi":94},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8374,"put_delta":-0.0929,"call_gamma":0.020806,"put_gamma":0.02164,"call_theta":-0.0208,"put_theta":-0.0081,"call_vega":0.0309,"put_vega":0.0209,"call_oi":102,"put_oi":13234},{"strike":22.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1752,"call_gamma":0,"put_gamma":0.03129,"call_theta":0,"put_theta":-0.0133,"call_vega":0,"put_vega":0.0325,"call_oi":0,"put_oi":398},{"strike":23.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2022,"call_gamma":0,"put_gamma":0.03751,"call_theta":0,"put_theta":-0.0132,"call_vega":0,"put_vega":0.0355,"call_oi":0,"put_oi":322},{"strike":24.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2497,"call_gamma":0,"put_gamma":0.042043,"call_theta":0,"put_theta":-0.0148,"call_vega":0,"put_vega":0.04,"call_oi":0,"put_oi":350},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.296,"call_gamma":0,"put_gamma":0.04745,"call_theta":0,"put_theta":-0.0154,"call_vega":0,"put_vega":0.0435,"call_oi":0,"put_oi":12829},{"strike":26.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3489,"call_gamma":0,"put_gamma":0.051147,"call_theta":0,"put_theta":-0.0163,"call_vega":0,"put_vega":0.0465,"call_oi":0,"put_oi":132},{"strike":27.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4035,"call_gamma":0,"put_gamma":0.060546,"call_theta":0,"put_theta":-0.0147,"call_vega":0,"put_vega":0.0487,"call_oi":0,"put_oi":89},{"strike":28.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4547,"call_gamma":0,"put_gamma":0.052153,"call_theta":0,"put_theta":-0.018,"call_vega":0,"put_vega":0.0499,"call_oi":0,"put_oi":192},{"strike":29.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.5096,"call_gamma":0,"put_gamma":0.054436,"call_theta":0,"put_theta":-0.0172,"call_vega":0,"put_vega":0.0502,"call_oi":0,"put_oi":1435},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.541,"call_gamma":0,"put_gamma":0.048073,"call_theta":0,"put_theta":-0.0193,"call_vega":0,"put_vega":0.0499,"call_oi":0,"put_oi":745},{"strike":31.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4087,"put_delta":-0.5951,"call_gamma":0.048777,"put_gamma":0.049579,"call_theta":-0.0214,"put_theta":-0.0174,"call_vega":0.0489,"put_vega":0.0488,"call_oi":55,"put_oi":110},{"strike":32.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.6308,"call_gamma":0,"put_gamma":0.046873,"call_theta":0,"put_theta":-0.0173,"call_vega":0,"put_vega":0.0475,"call_oi":0,"put_oi":192},{"strike":33.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3227,"put_delta":-0.6886,"call_gamma":0.045854,"put_gamma":0.047101,"call_theta":-0.0193,"put_theta":-0.0145,"call_vega":0.0451,"put_vega":0.0445,"call_oi":56,"put_oi":105},{"strike":34.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.7082,"call_gamma":0,"put_gamma":0.042975,"call_theta":0,"put_theta":-0.0149,"call_vega":0,"put_vega":0.0432,"call_oi":0,"put_oi":202},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2514,"put_delta":-0.7422,"call_gamma":0.040835,"put_gamma":0.040513,"call_theta":-0.0171,"put_theta":-0.0136,"call_vega":0.0401,"put_vega":0.0406,"call_oi":17198,"put_oi":2208}],"strikes":[20.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-2.38,"put_25d_iv":80.16,"call_25d_iv":82.54,"put_25d_strike":28.0,"call_25d_strike":32.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-5.55,"put_25d_iv":69.97,"call_25d_iv":75.51,"put_25d_strike":24.0,"call_25d_strike":34.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-2.0,"put_25d_iv":60.04,"call_25d_iv":62.04,"put_25d_strike":24.0,"call_25d_strike":35.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-2.21,"put_25d_iv":58.9,"call_25d_iv":61.11,"put_25d_strike":25.0,"call_25d_strike":37.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":4.55,"put_25d_iv":60.32,"call_25d_iv":55.77,"put_25d_strike":28.0,"call_25d_strike":55.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":13.0,"call_vanna":0,"put_vanna":95.0,"net_vanna":95.0,"call_oi":0,"put_oi":1972},{"strike":15.0,"call_vanna":-901.0,"put_vanna":0,"net_vanna":-901.0,"call_oi":5651,"put_oi":0},{"strike":20.0,"call_vanna":-94.0,"put_vanna":838.0,"net_vanna":744.0,"call_oi":532,"put_oi":13505},{"strike":22.0,"call_vanna":-70.0,"put_vanna":30.0,"net_vanna":-40.0,"call_oi":785,"put_oi":398},{"strike":23.0,"call_vanna":0,"put_vanna":25.0,"net_vanna":25.0,"call_oi":0,"put_oi":322},{"strike":24.0,"call_vanna":0,"put_vanna":29.0,"net_vanna":29.0,"call_oi":0,"put_oi":416},{"strike":25.0,"call_vanna":-216.0,"put_vanna":834.0,"net_vanna":618.0,"call_oi":2872,"put_oi":12942},{"strike":26.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":132},{"strike":27.0,"call_vanna":-5.0,"put_vanna":9.0,"net_vanna":4.0,"call_oi":111,"put_oi":221},{"strike":28.0,"call_vanna":0,"put_vanna":13.0,"net_vanna":13.0,"call_oi":0,"put_oi":334},{"strike":29.0,"call_vanna":0,"put_vanna":-8.0,"net_vanna":-8.0,"call_oi":0,"put_oi":1714},{"strike":30.0,"call_vanna":-2.0,"put_vanna":-24.0,"net_vanna":-26.0,"call_oi":1102,"put_oi":2222},{"strike":31.0,"call_vanna":2.0,"put_vanna":-11.0,"net_vanna":-9.0,"call_oi":55,"put_oi":321},{"strike":32.0,"call_vanna":125.0,"put_vanna":-81.0,"net_vanna":44.0,"call_oi":2919,"put_oi":2497},{"strike":33.0,"call_vanna":43.0,"put_vanna":-46.0,"net_vanna":-3.0,"call_oi":1052,"put_oi":942},{"strike":34.0,"call_vanna":79.0,"put_vanna":-24.0,"net_vanna":55.0,"call_oi":3046,"put_oi":642},{"strike":35.0,"call_vanna":1273.0,"put_vanna":-167.0,"net_vanna":1105.0,"call_oi":20833,"put_oi":2361},{"strike":36.0,"call_vanna":42.0,"put_vanna":-4.0,"net_vanna":38.0,"call_oi":944,"put_oi":56},{"strike":37.0,"call_vanna":102.0,"put_vanna":-4.0,"net_vanna":98.0,"call_oi":2553,"put_oi":77},{"strike":38.0,"call_vanna":14.0,"put_vanna":-14.0,"net_vanna":1.0,"call_oi":543,"put_oi":176},{"strike":39.0,"call_vanna":34.0,"put_vanna":0,"net_vanna":34.0,"call_oi":817,"put_oi":0},{"strike":40.0,"call_vanna":126.0,"put_vanna":-42.0,"net_vanna":85.0,"call_oi":3058,"put_oi":1178},{"strike":41.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":80,"put_oi":0},{"strike":42.0,"call_vanna":250.0,"put_vanna":-153.0,"net_vanna":97.0,"call_oi":3499,"put_oi":3165},{"strike":43.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":60,"put_oi":0},{"strike":45.0,"call_vanna":1083.0,"put_vanna":-8.0,"net_vanna":1075.0,"call_oi":13966,"put_oi":95},{"strike":47.0,"call_vanna":22.0,"put_vanna":-42.0,"net_vanna":-19.0,"call_oi":326,"put_oi":623},{"strike":50.0,"call_vanna":176.0,"put_vanna":-15.0,"net_vanna":161.0,"call_oi":2532,"put_oi":188},{"strike":55.0,"call_vanna":225.0,"put_vanna":0,"net_vanna":225.0,"call_oi":4613,"put_oi":0},{"strike":60.0,"call_vanna":135.0,"put_vanna":-7.0,"net_vanna":128.0,"call_oi":875,"put_oi":59},{"strike":65.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":350,"put_oi":0},{"strike":70.0,"call_vanna":49.0,"put_vanna":-7.0,"net_vanna":42.0,"call_oi":254,"put_oi":52}],"net_vanna":3745.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":24.0,"call_charm":0,"put_charm":262.0,"net_charm":262.0,"call_oi":0,"put_oi":66},{"strike":28.0,"call_charm":0,"put_charm":5746.0,"net_charm":5746.0,"call_oi":0,"put_oi":70},{"strike":29.0,"call_charm":0,"put_charm":29015.0,"net_charm":29015.0,"call_oi":0,"put_oi":279},{"strike":30.0,"call_charm":0,"put_charm":10528.0,"net_charm":10528.0,"call_oi":0,"put_oi":968},{"strike":31.0,"call_charm":0,"put_charm":9858.0,"net_charm":9858.0,"call_oi":0,"put_oi":211},{"strike":32.0,"call_charm":-17284.0,"put_charm":54479.0,"net_charm":37195.0,"call_oi":822,"put_oi":1572},{"strike":33.0,"call_charm":-3292.0,"put_charm":8653.0,"net_charm":5361.0,"call_oi":450,"put_oi":837},{"strike":34.0,"call_charm":-10521.0,"put_charm":7036.0,"net_charm":-3486.0,"call_oi":3046,"put_oi":440},{"strike":35.0,"call_charm":-8704.0,"put_charm":403.0,"net_charm":-8300.0,"call_oi":2865,"put_oi":94},{"strike":36.0,"call_charm":-3891.0,"put_charm":0,"net_charm":-3891.0,"call_oi":870,"put_oi":0},{"strike":37.0,"call_charm":-11081.0,"put_charm":267.0,"net_charm":-10815.0,"call_oi":1863,"put_oi":77},{"strike":38.0,"call_charm":-6145.0,"put_charm":0,"net_charm":-6145.0,"call_oi":543,"put_oi":0},{"strike":39.0,"call_charm":-3494.0,"put_charm":0,"net_charm":-3494.0,"call_oi":638,"put_oi":0},{"strike":40.0,"call_charm":-4734.0,"put_charm":0,"net_charm":-4734.0,"call_oi":1867,"put_oi":0},{"strike":41.0,"call_charm":-1321.0,"put_charm":0,"net_charm":-1321.0,"call_oi":80,"put_oi":0}],"net_charm":55780.0,"weekend_delta_shift":167339.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":88534.0,"put_delta":-313121.0,"net_delta":-224587.0,"call_oi":11684,"put_oi":3604,"total_oi":15288,"total_volume":1050,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":35777.0,"put_delta":-92110.0,"net_delta":-56333.0,"call_oi":1521,"put_oi":1280,"total_oi":2801,"total_volume":31,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":750787.0,"put_delta":-940381.0,"net_delta":-189594.0,"call_oi":36227,"put_oi":33479,"total_oi":69706,"total_volume":91,"bias":"bearish"},{"expiration":"01/15/2027","dte":105,"call_delta":476296.0,"put_delta":-148778.0,"net_delta":327518.0,"call_oi":12761,"put_oi":4435,"total_oi":17196,"total_volume":515,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":42304.0,"put_delta":-1945.0,"net_delta":40359.0,"call_oi":1233,"put_oi":42,"total_oi":1275,"total_volume":26,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":704327.0,"put_delta":-237166.0,"net_delta":467161.0,"call_oi":10488,"put_oi":4402,"total_oi":14890,"total_volume":20,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":33229.0,"put_delta":-58.0,"net_delta":33171.0,"call_oi":513,"put_oi":2,"total_oi":515,"total_volume":4,"bias":"neutral"}],"straddle_pricing":[{"expiration":"01/15/2027","dte":105,"strike":27.0,"straddle_price":7.05,"straddle_pct":25.57,"implied_move":25.57,"avg_iv":61.0},{"expiration":"01/21/2028","dte":476,"strike":28.0,"straddle_price":15.55,"straddle_pct":56.4,"implied_move":56.4,"avg_iv":64.6}],"volume_profile":{"profile":[{"strike":13.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":9,"put_oi":1972,"total_oi":1981,"bias":"bullish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5653,"put_oi":51,"total_oi":5704,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":9,"total_oi":41,"bias":"neutral"},{"strike":20.0,"call_volume":6,"put_volume":2,"total_volume":8,"call_oi":582,"put_oi":13521,"total_oi":14103,"bias":"bullish"},{"strike":22.0,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":786,"put_oi":422,"total_oi":1208,"bias":"bearish"},{"strike":23.0,"call_volume":0,"put_volume":8,"total_volume":8,"call_oi":1,"put_oi":326,"total_oi":327,"bias":"bearish"},{"strike":24.0,"call_volume":0,"put_volume":55,"total_volume":55,"call_oi":4,"put_oi":416,"total_oi":420,"bias":"bearish"},{"strike":25.0,"call_volume":3,"put_volume":94,"total_volume":97,"call_oi":2879,"put_oi":12985,"total_oi":15864,"bias":"bearish"},{"strike":26.0,"call_volume":0,"put_volume":153,"total_volume":153,"call_oi":0,"put_oi":204,"total_oi":204,"bias":"bearish"},{"strike":27.0,"call_volume":1,"put_volume":215,"total_volume":216,"call_oi":113,"put_oi":289,"total_oi":402,"bias":"bearish"},{"strike":28.0,"call_volume":25,"put_volume":251,"total_volume":276,"call_oi":33,"put_oi":380,"total_oi":413,"bias":"bearish"},{"strike":29.0,"call_volume":2,"put_volume":62,"total_volume":64,"call_oi":25,"put_oi":1719,"total_oi":1744,"bias":"bearish"},{"strike":30.0,"call_volume":397,"put_volume":7,"total_volume":404,"call_oi":1159,"put_oi":2222,"total_oi":3381,"bias":"bullish"},{"strike":31.0,"call_volume":26,"put_volume":0,"total_volume":26,"call_oi":97,"put_oi":321,"total_oi":418,"bias":"bullish"},{"strike":32.0,"call_volume":176,"put_volume":20,"total_volume":196,"call_oi":2961,"put_oi":2497,"total_oi":5458,"bias":"bullish"},{"strike":33.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":1097,"put_oi":946,"total_oi":2043,"bias":"bullish"},{"strike":34.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":3058,"put_oi":642,"total_oi":3700,"bias":"bullish"},{"strike":35.0,"call_volume":41,"put_volume":8,"total_volume":49,"call_oi":20897,"put_oi":2387,"total_oi":23284,"bias":"bullish"},{"strike":36.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":974,"put_oi":99,"total_oi":1073,"bias":"bullish"},{"strike":37.0,"call_volume":97,"put_volume":1,"total_volume":98,"call_oi":2606,"put_oi":156,"total_oi":2762,"bias":"bullish"},{"strike":38.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":607,"put_oi":191,"total_oi":798,"bias":"bullish"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":842,"put_oi":11,"total_oi":853,"bias":"neutral"},{"strike":40.0,"call_volume":50,"put_volume":7,"total_volume":57,"call_oi":3086,"put_oi":1178,"total_oi":4264,"bias":"bullish"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":146,"put_oi":1,"total_oi":147,"bias":"neutral"},{"strike":42.0,"call_volume":5,"put_volume":3,"total_volume":8,"call_oi":3518,"put_oi":3172,"total_oi":6690,"bias":"bullish"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":94,"put_oi":0,"total_oi":94,"bias":"neutral"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":7,"total_oi":52,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13991,"put_oi":169,"total_oi":14160,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":345,"put_oi":623,"total_oi":968,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":0,"total_oi":24,"bias":"neutral"},{"strike":50.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2550,"put_oi":191,"total_oi":2741,"bias":"bullish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4613,"put_oi":18,"total_oi":4631,"bias":"neutral"},{"strike":60.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":907,"put_oi":59,"total_oi":966,"bias":"bullish"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":414,"put_oi":8,"total_oi":422,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":274,"put_oi":52,"total_oi":326,"bias":"neutral"}],"underlying_price":27.56999969482422,"peak_call_strike":30.0,"peak_put_strike":28.0,"total_call_volume":856,"total_put_volume":892,"volume_pc_ratio":1.042},"iv_contours":{"x":[0.72,0.8,0.83,0.87,0.91,0.94,0.98,1.02,1.05,1.09,1.12,1.16,1.2,1.23,1.27],"y":[14,49,77,105,168],"z":[[null,null,null,null,64.67,64.53,61.27,80.16,90.74,29.13,65.12,69.41,62.68,65.79,75.12],[null,null,null,69.97,null,64.58,null,65.91,null,65.7,61.83,67.41,69.62,70.97,60.72],[77.5,65.53,59.72,60.04,57.89,57.5,50.84,60.41,61.97,65.53,62.72,63.96,60.94,59.99,62.7],[68.22,65.9,null,null,55.53,null,60.99,null,null,61.18,null,59.11,null,null,59.45],[null,null,null,null,null,null,53.72,null,null,65.53,null,null,56.06,null,59.02]],"levels":[29.1,35.3,41.5,47.6,53.8,59.9,66.1,72.3,78.4,84.6,90.7],"min_iv":29.1,"max_iv":90.7},"butterfly_spread":[{"expiration":"01/15/2027","dte":105,"atm_strike":27.0,"atm_iv":61.92,"otm_strike":30.0,"otm_iv":60.06,"itm_strike":25.0,"itm_iv":52.16,"iv_butterfly":-11.61,"price_butterfly":-0.8,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":94.05},{"date":"2026-09-15","iv":92.03},{"date":"2026-09-16","iv":96.37},{"date":"2026-09-17","iv":74.04},{"date":"2026-09-18","iv":67.48},{"date":"2026-09-21","iv":66.16},{"date":"2026-09-22","iv":65.8},{"date":"2026-09-23","iv":65.2},{"date":"2026-09-24","iv":61.5},{"date":"2026-09-25","iv":65.9},{"date":"2026-09-28","iv":66.5},{"date":"2026-09-29","iv":65.9},{"date":"2026-09-30","iv":66.2},{"date":"2026-10-01","iv":69.9},{"date":"2026-10-02","iv":72.1}]}}