{"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":"GIL","summary":{"name":"GIL","price":41.0,"total_oi":7861,"call_oi":5087,"put_oi":2774,"pc_ratio":0.545,"net_gex":-11149.93,"avg_iv":61.3,"iv_rank":40.9,"iv_52w_high":79.48,"iv_52w_low":48.74,"gamma_flip":null,"max_pain":40.0},"features":{"symbol":"GIL","price":41.0,"total_oi":7861,"analysis_coverage":0.9444,"avg_iv_pct":61.3,"iv_rank":40.9,"iv_52w_high_pct":79.48,"iv_52w_low_pct":48.74,"front_dte":14,"front_atm_iv_pct":50.039,"back_atm_iv_pct":51.1194,"term_premium_pp":-1.0804,"expected_move_front_pct":9.8,"straddle_front_pct":14.57,"straddle_30d_pct":14.57,"risk_reversal_front_pp":-160.67,"risk_reversal_30d_pp":-160.67,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.545,"put_call_oi_front_ratio":1.216,"put_call_volume_front_ratio":0.0,"option_volume":173,"volume_oi_ratio":0.022007,"net_delta_normalized":0.089111,"dealer_delta_normalized":-0.08911,"gex_per_100k_oi":-141838.570156,"vanna_per_100k_oi":1004.961201,"charm_per_100k_oi":2900.394352,"weekend_delta_shift_per_100k_oi":8701.183056,"iv_surface_range_pp":29.7,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-2.439024,"peak_call_distance_pct":-45.121951,"peak_put_distance_pct":9.756098},"analyses":{"gamma_walls":[{"strike":22.5,"call_gex":5254.8,"put_gex":0.0,"net_gex":5254.8,"call_oi":761,"put_oi":0},{"strike":25.0,"call_gex":3433.52,"put_gex":0.0,"net_gex":3433.52,"call_oi":376,"put_oi":0},{"strike":27.5,"call_gex":119.11,"put_gex":-55.77,"net_gex":63.34,"call_oi":8,"put_oi":3},{"strike":30.0,"call_gex":43.32,"put_gex":-1529.2,"net_gex":-1485.88,"call_oi":2,"put_oi":68},{"strike":32.5,"call_gex":253.13,"put_gex":-2716.42,"net_gex":-2463.29,"call_oi":7,"put_oi":118},{"strike":35.0,"call_gex":161.97,"put_gex":-43627.85,"net_gex":-43465.89,"call_oi":4,"put_oi":906},{"strike":37.5,"call_gex":254.9,"put_gex":-31446.81,"net_gex":-31191.91,"call_oi":6,"put_oi":348},{"strike":40.0,"call_gex":4480.76,"put_gex":-22467.02,"net_gex":-17986.26,"call_oi":61,"put_oi":234},{"strike":42.5,"call_gex":41303.28,"put_gex":-35599.33,"net_gex":5703.95,"call_oi":267,"put_oi":249},{"strike":45.0,"call_gex":9282.42,"put_gex":-21091.41,"net_gex":-11809.0,"call_oi":138,"put_oi":201},{"strike":47.5,"call_gex":44309.36,"put_gex":-27817.03,"net_gex":16492.33,"call_oi":621,"put_oi":401},{"strike":50.0,"call_gex":5989.85,"put_gex":-6682.41,"net_gex":-692.56,"call_oi":179,"put_oi":132},{"strike":52.5,"call_gex":4087.83,"put_gex":-2430.58,"net_gex":1657.25,"call_oi":109,"put_oi":60},{"strike":55.0,"call_gex":3910.01,"put_gex":-737.71,"net_gex":3172.3,"call_oi":147,"put_oi":19},{"strike":57.5,"call_gex":20547.24,"put_gex":-63.78,"net_gex":20483.46,"call_oi":627,"put_oi":2},{"strike":60.0,"call_gex":11572.15,"put_gex":-771.74,"net_gex":10800.41,"call_oi":403,"put_oi":25},{"strike":62.5,"call_gex":13492.2,"put_gex":-198.67,"net_gex":13293.52,"call_oi":506,"put_oi":7},{"strike":65.0,"call_gex":9414.28,"put_gex":-27.02,"net_gex":9387.26,"call_oi":429,"put_oi":1},{"strike":67.5,"call_gex":596.28,"put_gex":0.0,"net_gex":596.28,"call_oi":42,"put_oi":0},{"strike":70.0,"call_gex":4041.57,"put_gex":0.0,"net_gex":4041.57,"call_oi":197,"put_oi":0},{"strike":72.5,"call_gex":1226.01,"put_gex":0.0,"net_gex":1226.01,"call_oi":64,"put_oi":0},{"strike":75.0,"call_gex":1939.46,"put_gex":0.0,"net_gex":1939.46,"call_oi":110,"put_oi":0},{"strike":80.0,"call_gex":329.12,"put_gex":0.0,"net_gex":329.12,"call_oi":18,"put_oi":0},{"strike":90.0,"call_gex":40.34,"put_gex":0.0,"net_gex":40.34,"call_oi":3,"put_oi":0},{"strike":95.0,"call_gex":29.92,"put_gex":0.0,"net_gex":29.92,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":22.5,"call_value":0,"put_value":49250.0,"total_value":49250.0},{"strike":25.0,"call_value":1902.5,"put_value":42315.0,"total_value":44217.5},{"strike":27.5,"call_value":4745.0,"put_value":35380.0,"total_value":40125.0},{"strike":30.0,"call_value":7607.5,"put_value":28452.5,"total_value":36060.0},{"strike":32.5,"call_value":10475.0,"put_value":21695.0,"total_value":32170.0},{"strike":35.0,"call_value":13360.0,"put_value":15232.5,"total_value":28592.5},{"strike":37.5,"call_value":16255.0,"put_value":11035.0,"total_value":27290.0},{"strike":40.0,"call_value":19165.0,"put_value":7707.5,"total_value":26872.5},{"strike":42.5,"call_value":22227.5,"put_value":4965.0,"total_value":27192.5},{"strike":45.0,"call_value":25957.5,"put_value":2845.0,"total_value":28802.5},{"strike":47.5,"call_value":30032.5,"put_value":1227.5,"total_value":31260.0},{"strike":50.0,"call_value":35660.0,"put_value":612.5,"total_value":36272.5},{"strike":52.5,"call_value":41735.0,"put_value":327.5,"total_value":42062.5},{"strike":55.0,"call_value":48082.5,"put_value":192.5,"total_value":48275.0},{"strike":57.5,"call_value":54797.5,"put_value":105.0,"total_value":54902.5},{"strike":60.0,"call_value":63080.0,"put_value":22.5,"total_value":63102.5},{"strike":62.5,"call_value":72370.0,"put_value":2.5,"total_value":72372.5},{"strike":65.0,"call_value":82925.0,"put_value":0.0,"total_value":82925.0},{"strike":67.5,"call_value":94552.5,"put_value":0.0,"total_value":94552.5},{"strike":70.0,"call_value":106285.0,"put_value":0.0,"total_value":106285.0},{"strike":72.5,"call_value":118510.0,"put_value":0.0,"total_value":118510.0},{"strike":75.0,"call_value":130895.0,"put_value":0.0,"total_value":130895.0},{"strike":80.0,"call_value":156215.0,"put_value":0.0,"total_value":156215.0},{"strike":90.0,"call_value":207035.0,"put_value":0.0,"total_value":207035.0},{"strike":95.0,"call_value":232460.0,"put_value":0,"total_value":232460.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":91.9,"strike":32.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":60.0,"strike":32.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":54.1,"strike":32.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":49.7,"strike":37.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":55.0,"strike":37.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":49.1,"strike":37.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":58.3,"strike":40.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":50.5,"strike":40.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":46.0,"strike":40.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":41.8,"strike":42.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":51.7,"strike":42.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":45.5,"strike":42.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":65.8,"strike":45.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":49.1,"strike":45.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":47.0,"strike":45.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":112.6,"strike":56.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":64.8,"strike":54.55},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":69.6,"strike":62.95}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":7,"total_oi":790},{"expiration":"11/20/2026","dte":49,"iv":0.7889,"contract_count":7,"total_oi":253},{"expiration":"12/18/2026","dte":77,"iv":0.5114,"contract_count":7,"total_oi":321},{"expiration":"03/19/2027","dte":168,"iv":0.5629,"contract_count":8,"total_oi":88},{"expiration":"01/19/2029","dte":840,"iv":0.0,"contract_count":5,"total_oi":52}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.8,"expected_move_2std":19.61,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":18.73,"expected_move_2std":37.45,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":21.0,"expected_move_2std":42.0,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":31.97,"expected_move_2std":63.94,"contract_count":4},{"expiration":"01/19/2029","dte":840,"expected_move_1std":59.75,"expected_move_2std":119.51,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1015,"put_oi":1234,"total_oi":2249,"pc_ratio":1.216,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":1604,"put_oi":667,"total_oi":2271,"pc_ratio":0.416,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1085,"put_oi":705,"total_oi":1790,"pc_ratio":0.65,"pc_ratio_volume":0.133,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":190,"put_oi":102,"total_oi":292,"pc_ratio":0.537,"pc_ratio_volume":21.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":1193,"put_oi":66,"total_oi":1259,"pc_ratio":0.055,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":22.5,"call_delta_oi":73671.0,"put_delta_oi":0,"dealer_delta":-73671.0,"call_oi":761,"put_oi":0},{"strike":25.0,"call_delta_oi":36155.0,"put_delta_oi":0,"dealer_delta":-36155.0,"call_oi":376,"put_oi":0},{"strike":27.5,"call_delta_oi":725.0,"put_delta_oi":-38.0,"dealer_delta":-687.0,"call_oi":8,"put_oi":3},{"strike":30.0,"call_delta_oi":172.0,"put_delta_oi":-432.0,"dealer_delta":260.0,"call_oi":2,"put_oi":68},{"strike":32.5,"call_delta_oi":601.0,"put_delta_oi":-522.0,"dealer_delta":-79.0,"call_oi":7,"put_oi":118},{"strike":35.0,"call_delta_oi":313.0,"put_delta_oi":-13200.0,"dealer_delta":12888.0,"call_oi":4,"put_oi":906},{"strike":37.5,"call_delta_oi":419.0,"put_delta_oi":-7109.0,"dealer_delta":6689.0,"call_oi":6,"put_oi":348},{"strike":40.0,"call_delta_oi":3711.0,"put_delta_oi":-9152.0,"dealer_delta":5442.0,"call_oi":61,"put_oi":234},{"strike":42.5,"call_delta_oi":10973.0,"put_delta_oi":-14797.0,"dealer_delta":3824.0,"call_oi":267,"put_oi":249},{"strike":45.0,"call_delta_oi":5623.0,"put_delta_oi":-16076.0,"dealer_delta":10453.0,"call_oi":138,"put_oi":201},{"strike":47.5,"call_delta_oi":14338.0,"put_delta_oi":-31105.0,"dealer_delta":16766.0,"call_oi":621,"put_oi":401},{"strike":50.0,"call_delta_oi":1815.0,"put_delta_oi":-10962.0,"dealer_delta":9147.0,"call_oi":179,"put_oi":132},{"strike":52.5,"call_delta_oi":1919.0,"put_delta_oi":-5068.0,"dealer_delta":3149.0,"call_oi":109,"put_oi":60},{"strike":55.0,"call_delta_oi":1458.0,"put_delta_oi":-1597.0,"dealer_delta":138.0,"call_oi":147,"put_oi":19},{"strike":57.5,"call_delta_oi":9424.0,"put_delta_oi":-177.0,"dealer_delta":-9247.0,"call_oi":627,"put_oi":2},{"strike":60.0,"call_delta_oi":4905.0,"put_delta_oi":-2085.0,"dealer_delta":-2820.0,"call_oi":403,"put_oi":25},{"strike":62.5,"call_delta_oi":7031.0,"put_delta_oi":-578.0,"dealer_delta":-6452.0,"call_oi":506,"put_oi":7},{"strike":65.0,"call_delta_oi":5447.0,"put_delta_oi":-83.0,"dealer_delta":-5364.0,"call_oi":429,"put_oi":1},{"strike":67.5,"call_delta_oi":182.0,"put_delta_oi":0,"dealer_delta":-182.0,"call_oi":42,"put_oi":0},{"strike":70.0,"call_delta_oi":2109.0,"put_delta_oi":0,"dealer_delta":-2109.0,"call_oi":197,"put_oi":0},{"strike":72.5,"call_delta_oi":665.0,"put_delta_oi":0,"dealer_delta":-665.0,"call_oi":64,"put_oi":0},{"strike":75.0,"call_delta_oi":1066.0,"put_delta_oi":0,"dealer_delta":-1066.0,"call_oi":110,"put_oi":0},{"strike":80.0,"call_delta_oi":255.0,"put_delta_oi":0,"dealer_delta":-255.0,"call_oi":18,"put_oi":0},{"strike":90.0,"call_delta_oi":26.0,"put_delta_oi":0,"dealer_delta":-26.0,"call_oi":3,"put_oi":0},{"strike":95.0,"call_delta_oi":27.0,"put_delta_oi":0,"dealer_delta":-27.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-70049.0,"total_call_delta":183030.0,"total_put_delta":-112981.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/19/2029","underlying_price":41.0,"strikes":[{"strike":22.5,"moneyness":0.5488,"type":"call","iv":0.2806,"delta":0.968,"oi":759},{"strike":25.0,"moneyness":0.6098,"type":"call","iv":0.247,"delta":0.9616,"oi":376}]},{"expiration":"10/16/2026","underlying_price":41.0,"strikes":[{"strike":32.5,"moneyness":0.7927,"type":"put","iv":0.7017,"delta":-0.0335,"oi":110},{"strike":35.0,"moneyness":0.8537,"type":"put","iv":0.6199,"delta":-0.0773,"oi":431},{"strike":37.5,"moneyness":0.9146,"type":"put","iv":0.4968,"delta":-0.1551,"oi":216},{"strike":42.5,"moneyness":1.0366,"type":"call","iv":0.3763,"delta":0.3267,"oi":173},{"strike":42.5,"moneyness":1.0366,"type":"put","iv":0.4603,"delta":-0.6379,"oi":162},{"strike":45.0,"moneyness":1.0976,"type":"put","iv":0.454,"delta":-0.8476,"oi":161},{"strike":50.0,"moneyness":1.2195,"type":"call","iv":0.4903,"delta":0.0187,"oi":110},{"strike":57.5,"moneyness":1.4024,"type":"call","iv":2.1034,"delta":0.2579,"oi":103},{"strike":60.0,"moneyness":1.4634,"type":"call","iv":1.4781,"delta":0.1112,"oi":200},{"strike":62.5,"moneyness":1.5244,"type":"call","iv":1.606,"delta":0.1085,"oi":258}]},{"expiration":"11/20/2026","underlying_price":41.0,"strikes":[{"strike":37.5,"moneyness":0.9146,"type":"put","iv":0.5503,"delta":-0.2827,"oi":118},{"strike":47.5,"moneyness":1.1585,"type":"put","iv":0.4838,"delta":-0.764,"oi":340},{"strike":47.5,"moneyness":1.1585,"type":"call","iv":0.4695,"delta":0.2277,"oi":543},{"strike":57.5,"moneyness":1.4024,"type":"call","iv":0.7185,"delta":0.1258,"oi":501},{"strike":60.0,"moneyness":1.4634,"type":"call","iv":0.8055,"delta":0.1275,"oi":101},{"strike":62.5,"moneyness":1.5244,"type":"call","iv":1.0442,"delta":0.1816,"oi":200},{"strike":65.0,"moneyness":1.5854,"type":"call","iv":0.6518,"delta":0.0353,"oi":151}]},{"expiration":"12/18/2026","underlying_price":41.0,"strikes":[{"strike":35.0,"moneyness":0.8537,"type":"put","iv":0.5172,"delta":-0.2044,"oi":377},{"strike":40.0,"moneyness":0.9756,"type":"put","iv":0.4549,"delta":-0.3954,"oi":129},{"strike":65.0,"moneyness":1.5854,"type":"call","iv":0.8793,"delta":0.1773,"oi":276},{"strike":70.0,"moneyness":1.7073,"type":"call","iv":0.8091,"delta":0.1074,"oi":190}]}],"greeks_heatmap":{"data":[{"strike":32.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0335,"call_gamma":0,"put_gamma":0.01372,"call_theta":0,"put_theta":-0.0154,"call_vega":0,"put_vega":0.0058,"call_oi":0,"put_oi":110},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0773,"call_gamma":0,"put_gamma":0.030182,"call_theta":0,"put_theta":-0.0263,"call_vega":0,"put_vega":0.0112,"call_oi":0,"put_oi":431},{"strike":37.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1551,"call_gamma":0,"put_gamma":0.062019,"call_theta":0,"put_theta":-0.0345,"call_vega":0,"put_vega":0.0184,"call_oi":0,"put_oi":216},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3828,"call_gamma":0,"put_gamma":0.086876,"call_theta":0,"put_theta":-0.0625,"call_vega":0,"put_vega":0.0295,"call_oi":0,"put_oi":68},{"strike":42.5,"dte":14,"expiration":"10/16/2026","call_delta":0.3267,"put_delta":-0.6379,"call_gamma":0.123857,"put_gamma":0.105258,"call_theta":-0.0419,"put_theta":-0.048,"call_vega":0.0279,"put_vega":0.029,"call_oi":173,"put_oi":162},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.8476,"call_gamma":0,"put_gamma":0.067091,"call_theta":0,"put_theta":-0.0273,"call_vega":0,"put_vega":0.0182,"call_oi":0,"put_oi":161},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0187,"put_delta":0,"call_gamma":0.012034,"put_gamma":0,"call_theta":-0.0067,"put_theta":0,"call_vega":0.0035,"put_vega":0,"call_oi":110,"put_oi":0},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0593,"call_gamma":0,"put_gamma":0.013142,"call_theta":0,"put_theta":-0.0107,"call_vega":0,"put_vega":0.0176,"call_oi":0,"put_oi":58},{"strike":37.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2827,"call_gamma":0,"put_gamma":0.041332,"call_theta":0,"put_theta":-0.0273,"call_vega":0,"put_vega":0.0503,"call_oi":0,"put_oi":118},{"strike":47.5,"dte":49,"expiration":"11/20/2026","call_delta":0.2277,"put_delta":-0.764,"call_gamma":0.043256,"put_gamma":0.042822,"call_theta":-0.0229,"put_theta":-0.0186,"call_vega":0.0449,"put_vega":0.0458,"call_oi":543,"put_oi":340},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2044,"call_gamma":0,"put_gamma":0.029313,"call_theta":0,"put_theta":-0.0169,"call_vega":0,"put_vega":0.0531,"call_oi":0,"put_oi":377},{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3954,"call_gamma":0,"put_gamma":0.045258,"call_theta":0,"put_theta":-0.0194,"call_vega":0,"put_vega":0.0721,"call_oi":0,"put_oi":129},{"strike":42.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.5128,"call_gamma":0,"put_gamma":0.047947,"call_theta":0,"put_theta":-0.0189,"call_vega":0,"put_vega":0.0746,"call_oi":0,"put_oi":57},{"strike":45.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4082,"put_delta":0,"call_gamma":0.039563,"put_gamma":0,"call_theta":-0.0267,"put_theta":0,"call_vega":0.0727,"put_vega":0,"call_oi":83,"put_oi":0},{"strike":50.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.7658,"call_gamma":0,"put_gamma":0.033074,"call_theta":0,"put_theta":-0.0139,"call_vega":0,"put_vega":0.0574,"call_oi":0,"put_oi":53}],"strikes":[30.0,32.5,35.0,37.5,40.0,42.5,45.0,47.5,50.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-160.67,"put_25d_iv":49.68,"call_25d_iv":210.34,"put_25d_strike":37.5,"call_25d_strike":57.5,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":8.08,"put_25d_iv":55.03,"call_25d_iv":46.95,"put_25d_strike":37.5,"call_25d_strike":47.5,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-36.21,"put_25d_iv":51.72,"call_25d_iv":87.93,"put_25d_strike":35.0,"call_25d_strike":65.0,"skew":"call_skew"},{"expiration":"01/19/2029","dte":840,"risk_reversal":11.24,"put_25d_iv":35.94,"call_25d_iv":24.7,"put_25d_strike":35.0,"call_25d_strike":25.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":22.5,"call_vanna":-77.0,"put_vanna":0,"net_vanna":-77.0,"call_oi":759,"put_oi":0},{"strike":25.0,"call_vanna":-44.0,"put_vanna":0,"net_vanna":-44.0,"call_oi":376,"put_oi":0},{"strike":30.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":58},{"strike":32.5,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":110},{"strike":35.0,"call_vanna":0,"put_vanna":53.0,"net_vanna":53.0,"call_oi":0,"put_oi":865},{"strike":37.5,"call_vanna":0,"put_vanna":13.0,"net_vanna":13.0,"call_oi":0,"put_oi":334},{"strike":40.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":197},{"strike":42.5,"call_vanna":4.0,"put_vanna":-3.0,"net_vanna":1.0,"call_oi":173,"put_oi":219},{"strike":45.0,"call_vanna":3.0,"put_vanna":-5.0,"net_vanna":-2.0,"call_oi":83,"put_oi":161},{"strike":47.5,"call_vanna":32.0,"put_vanna":-20.0,"net_vanna":12.0,"call_oi":543,"put_oi":340},{"strike":50.0,"call_vanna":1.0,"put_vanna":-4.0,"net_vanna":-3.0,"call_oi":110,"put_oi":53},{"strike":55.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":80,"put_oi":0},{"strike":57.5,"call_vanna":31.0,"put_vanna":0,"net_vanna":31.0,"call_oi":604,"put_oi":0},{"strike":60.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":393,"put_oi":0},{"strike":62.5,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":458,"put_oi":0},{"strike":65.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":427,"put_oi":0},{"strike":70.0,"call_vanna":13.0,"put_vanna":0,"net_vanna":13.0,"call_oi":190,"put_oi":0},{"strike":72.5,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":64,"put_oi":0},{"strike":75.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":100,"put_oi":0}],"net_vanna":79.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":30.0,"call_charm":0,"put_charm":28.0,"net_charm":28.0,"call_oi":0,"put_oi":58},{"strike":32.5,"call_charm":0,"put_charm":148.0,"net_charm":148.0,"call_oi":0,"put_oi":110},{"strike":35.0,"call_charm":0,"put_charm":2285.0,"net_charm":2285.0,"call_oi":0,"put_oi":431},{"strike":37.5,"call_charm":0,"put_charm":3688.0,"net_charm":3688.0,"call_oi":0,"put_oi":334},{"strike":40.0,"call_charm":0,"put_charm":4241.0,"net_charm":4241.0,"call_oi":0,"put_oi":68},{"strike":42.5,"call_charm":-6172.0,"put_charm":12942.0,"net_charm":6771.0,"call_oi":173,"put_oi":162},{"strike":45.0,"call_charm":0,"put_charm":9713.0,"net_charm":9713.0,"call_oi":0,"put_oi":161},{"strike":47.5,"call_charm":-2114.0,"put_charm":3599.0,"net_charm":1485.0,"call_oi":543,"put_oi":340},{"strike":50.0,"call_charm":-36.0,"put_charm":0,"net_charm":-36.0,"call_oi":110,"put_oi":0},{"strike":55.0,"call_charm":-64.0,"put_charm":0,"net_charm":-64.0,"call_oi":80,"put_oi":0},{"strike":57.5,"call_charm":-15181.0,"put_charm":0,"net_charm":-15181.0,"call_oi":604,"put_oi":0},{"strike":60.0,"call_charm":-5116.0,"put_charm":0,"net_charm":-5116.0,"call_oi":301,"put_oi":0},{"strike":62.5,"call_charm":-7702.0,"put_charm":0,"net_charm":-7702.0,"call_oi":458,"put_oi":0},{"strike":65.0,"call_charm":-32.0,"put_charm":0,"net_charm":-32.0,"call_oi":151,"put_oi":0}],"net_charm":228.0,"weekend_delta_shift":684.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":14837.0,"put_delta":-41731.0,"net_delta":-26894.0,"call_oi":1015,"put_oi":1234,"total_oi":2249,"total_volume":29,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":28362.0,"put_delta":-38816.0,"net_delta":-10454.0,"call_oi":1604,"put_oi":667,"total_oi":2271,"total_volume":4,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":19041.0,"put_delta":-25757.0,"net_delta":-6715.0,"call_oi":1085,"put_oi":705,"total_oi":1790,"total_volume":34,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":7154.0,"put_delta":-5148.0,"net_delta":2006.0,"call_oi":190,"put_oi":102,"total_oi":292,"total_volume":22,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":113636.0,"put_delta":-1529.0,"net_delta":112107.0,"call_oi":1193,"put_oi":66,"total_oi":1259,"total_volume":82,"bias":"bullish"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":40.0,"straddle_price":5.97,"straddle_pct":14.57,"implied_move":14.57,"avg_iv":50.5},{"expiration":"12/18/2026","dte":77,"strike":40.0,"straddle_price":6.83,"straddle_pct":16.65,"implied_move":16.65,"avg_iv":46.0},{"expiration":"03/19/2027","dte":168,"strike":40.0,"straddle_price":10.0,"straddle_pct":24.39,"implied_move":24.39,"avg_iv":45.9}],"volume_profile":{"profile":[{"strike":22.5,"call_volume":78,"put_volume":0,"total_volume":78,"call_oi":761,"put_oi":0,"total_oi":761,"bias":"bullish"},{"strike":25.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":376,"put_oi":0,"total_oi":376,"bias":"bullish"},{"strike":27.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":3,"total_oi":11,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":2,"put_oi":68,"total_oi":70,"bias":"bearish"},{"strike":32.5,"call_volume":0,"put_volume":21,"total_volume":21,"call_oi":7,"put_oi":118,"total_oi":125,"bias":"bearish"},{"strike":35.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":4,"put_oi":906,"total_oi":910,"bias":"bearish"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":348,"total_oi":354,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":61,"put_oi":234,"total_oi":295,"bias":"neutral"},{"strike":42.5,"call_volume":3,"put_volume":3,"total_volume":6,"call_oi":267,"put_oi":249,"total_oi":516,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":26,"total_volume":26,"call_oi":138,"put_oi":201,"total_oi":339,"bias":"bearish"},{"strike":47.5,"call_volume":30,"put_volume":0,"total_volume":30,"call_oi":621,"put_oi":401,"total_oi":1022,"bias":"bullish"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":179,"put_oi":132,"total_oi":311,"bias":"neutral"},{"strike":52.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":109,"put_oi":60,"total_oi":169,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":147,"put_oi":19,"total_oi":166,"bias":"neutral"},{"strike":57.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":627,"put_oi":2,"total_oi":629,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":403,"put_oi":25,"total_oi":428,"bias":"neutral"},{"strike":62.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":506,"put_oi":7,"total_oi":513,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":429,"put_oi":1,"total_oi":430,"bias":"neutral"},{"strike":67.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":0,"total_oi":42,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":197,"put_oi":0,"total_oi":197,"bias":"neutral"},{"strike":72.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":64,"put_oi":0,"total_oi":64,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":110,"put_oi":0,"total_oi":110,"bias":"bearish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":0,"total_oi":18,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":41.0,"peak_call_strike":22.5,"peak_put_strike":45.0,"total_call_volume":113,"total_put_volume":60,"volume_pc_ratio":0.531},"iv_contours":{"x":[0.73,0.79,0.85,0.92,0.98,1.04,1.1,1.16,1.22,1.28],"y":[14,49,77,168],"z":[[null,70.17,61.99,49.68,56.77,41.83,45.4,55.8,53.87,71.45],[60.44,null,53.84,55.03,50.52,51.7,45.86,47.67,53.56,57.68],[null,null,51.72,null,45.99,44.45,47.03,43.0,47.39,62.04],[null,null,49.49,null,45.92,null,46.53,47.47,48.61,47.16]],"levels":[41.8,44.8,47.8,50.7,53.7,56.6,59.6,62.6,65.5,68.5,71.5],"min_iv":41.8,"max_iv":71.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":78.6},{"date":"2026-09-15","iv":79.48},{"date":"2026-09-16","iv":70.9},{"date":"2026-09-17","iv":68.35},{"date":"2026-09-18","iv":53.7},{"date":"2026-09-21","iv":48.74},{"date":"2026-09-22","iv":49.8},{"date":"2026-09-23","iv":51.1},{"date":"2026-09-24","iv":59.8},{"date":"2026-09-25","iv":65.5},{"date":"2026-09-28","iv":56.4},{"date":"2026-09-29","iv":52.0},{"date":"2026-09-30","iv":56.8},{"date":"2026-10-01","iv":58.5},{"date":"2026-10-02","iv":61.3}]}}