{"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":"GLOB","summary":{"name":"GLOB","price":35.1,"total_oi":10521,"call_oi":6396,"put_oi":4125,"pc_ratio":0.645,"net_gex":-21623.8,"avg_iv":110.1,"iv_rank":48.6,"iv_52w_high":119.3,"iv_52w_low":101.4,"gamma_flip":15.62,"max_pain":40.0},"features":{"symbol":"GLOB","price":35.1,"total_oi":10521,"analysis_coverage":0.9444,"avg_iv_pct":110.1,"iv_rank":48.6,"iv_52w_high_pct":119.3,"iv_52w_low_pct":101.4,"front_dte":14,"front_atm_iv_pct":58.3107,"back_atm_iv_pct":67.8772,"term_premium_pp":-9.5665,"expected_move_front_pct":11.42,"straddle_front_pct":8.76,"straddle_30d_pct":8.76,"risk_reversal_front_pp":15.74,"risk_reversal_30d_pp":15.74,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.645,"put_call_oi_front_ratio":0.277,"put_call_volume_front_ratio":1.3,"option_volume":170,"volume_oi_ratio":0.016158,"net_delta_normalized":-0.050009,"dealer_delta_normalized":0.050009,"gex_per_100k_oi":-205529.892596,"vanna_per_100k_oi":2053.036784,"charm_per_100k_oi":-190723.315274,"weekend_delta_shift_per_100k_oi":-572169.945823,"iv_surface_range_pp":50.9,"gamma_flip_distance_pct":-55.498575,"max_pain_distance_pct":13.960114,"peak_call_distance_pct":28.205128,"peak_put_distance_pct":-14.529915},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":104.76,"put_gex":-184.36,"net_gex":-79.61,"call_oi":21,"put_oi":36},{"strike":17.5,"call_gex":649.08,"put_gex":-327.43,"net_gex":321.64,"call_oi":110,"put_oi":48},{"strike":20.0,"call_gex":38.57,"put_gex":-380.6,"net_gex":-342.04,"call_oi":5,"put_oi":46},{"strike":22.5,"call_gex":13.37,"put_gex":-2510.43,"net_gex":-2497.06,"call_oi":1,"put_oi":189},{"strike":25.0,"call_gex":847.75,"put_gex":-9159.85,"net_gex":-8312.1,"call_oi":49,"put_oi":548},{"strike":30.0,"call_gex":4528.41,"put_gex":-20139.87,"net_gex":-15611.46,"call_oi":133,"put_oi":588},{"strike":35.0,"call_gex":12900.47,"put_gex":-122526.11,"net_gex":-109625.64,"call_oi":156,"put_oi":1717},{"strike":40.0,"call_gex":48190.4,"put_gex":-25372.67,"net_gex":22817.72,"call_oi":868,"put_oi":522},{"strike":45.0,"call_gex":34049.84,"put_gex":-3853.84,"net_gex":30196.0,"call_oi":1193,"put_oi":132},{"strike":50.0,"call_gex":35108.01,"put_gex":-6268.76,"net_gex":28839.25,"call_oi":1370,"put_oi":258},{"strike":55.0,"call_gex":9154.74,"put_gex":-854.89,"net_gex":8299.85,"call_oi":460,"put_oi":39},{"strike":60.0,"call_gex":10151.11,"put_gex":-8.63,"net_gex":10142.48,"call_oi":659,"put_oi":1},{"strike":65.0,"call_gex":2745.43,"put_gex":0.0,"net_gex":2745.43,"call_oi":223,"put_oi":0},{"strike":70.0,"call_gex":5455.99,"put_gex":0.0,"net_gex":5455.99,"call_oi":478,"put_oi":0},{"strike":75.0,"call_gex":796.45,"put_gex":0.0,"net_gex":796.45,"call_oi":78,"put_oi":0},{"strike":80.0,"call_gex":922.46,"put_gex":0.0,"net_gex":922.46,"call_oi":73,"put_oi":0},{"strike":85.0,"call_gex":1921.01,"put_gex":0.0,"net_gex":1921.01,"call_oi":225,"put_oi":0},{"strike":90.0,"call_gex":664.97,"put_gex":-4.97,"net_gex":660.0,"call_oi":59,"put_oi":1},{"strike":95.0,"call_gex":290.28,"put_gex":0.0,"net_gex":290.28,"call_oi":74,"put_oi":0},{"strike":100.0,"call_gex":416.21,"put_gex":0.0,"net_gex":416.21,"call_oi":41,"put_oi":0},{"strike":105.0,"call_gex":86.3,"put_gex":0.0,"net_gex":86.3,"call_oi":13,"put_oi":0},{"strike":110.0,"call_gex":63.22,"put_gex":0.0,"net_gex":63.22,"call_oi":10,"put_oi":0},{"strike":115.0,"call_gex":869.8,"put_gex":0.0,"net_gex":869.8,"call_oi":97,"put_oi":0}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":78127.5,"total_value":78127.5},{"strike":17.5,"call_value":52.5,"put_value":67905.0,"total_value":67957.5},{"strike":20.0,"call_value":380.0,"put_value":57802.5,"total_value":58182.5},{"strike":22.5,"call_value":720.0,"put_value":47815.0,"total_value":48535.0},{"strike":25.0,"call_value":1062.5,"put_value":38300.0,"total_value":39362.5},{"strike":30.0,"call_value":1992.5,"put_value":22010.0,"total_value":24002.5},{"strike":35.0,"call_value":3587.5,"put_value":8660.0,"total_value":12247.5},{"strike":40.0,"call_value":5962.5,"put_value":3895.0,"total_value":9857.5},{"strike":45.0,"call_value":12677.5,"put_value":1740.0,"total_value":14417.5},{"strike":50.0,"call_value":25357.5,"put_value":245.0,"total_value":25602.5},{"strike":55.0,"call_value":44887.5,"put_value":40.0,"total_value":44927.5},{"strike":60.0,"call_value":66717.5,"put_value":30.0,"total_value":66747.5},{"strike":65.0,"call_value":91842.5,"put_value":25.0,"total_value":91867.5},{"strike":70.0,"call_value":118082.5,"put_value":20.0,"total_value":118102.5},{"strike":75.0,"call_value":146712.5,"put_value":15.0,"total_value":146727.5},{"strike":80.0,"call_value":175732.5,"put_value":10.0,"total_value":175742.5},{"strike":85.0,"call_value":205117.5,"put_value":5.0,"total_value":205122.5},{"strike":90.0,"call_value":235627.5,"put_value":0.0,"total_value":235627.5},{"strike":95.0,"call_value":266432.5,"put_value":0.0,"total_value":266432.5},{"strike":100.0,"call_value":297607.5,"put_value":0.0,"total_value":297607.5},{"strike":105.0,"call_value":328987.5,"put_value":0.0,"total_value":328987.5},{"strike":110.0,"call_value":360432.5,"put_value":0.0,"total_value":360432.5},{"strike":115.0,"call_value":391927.5,"put_value":0,"total_value":391927.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":172.6,"strike":23.06},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":106.2,"strike":21.75},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":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":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":35.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":67.9,"strike":35.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"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":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":212.0,"strike":73.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":100.7,"strike":50.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":481},{"expiration":"11/20/2026","dte":49,"iv":0.7521,"contract_count":2,"total_oi":1296},{"expiration":"02/19/2027","dte":140,"iv":0.6135,"contract_count":2,"total_oi":50},{"expiration":"05/21/2027","dte":231,"iv":1.0,"contract_count":1,"total_oi":1},{"expiration":"01/21/2028","dte":476,"iv":0.423,"contract_count":2,"total_oi":39},{"expiration":"01/19/2029","dte":840,"iv":0.6658,"contract_count":2,"total_oi":6}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":11.42,"expected_move_2std":22.83,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":24.87,"expected_move_2std":49.73,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":40.94,"expected_move_2std":81.87,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":56.5,"expected_move_2std":113.0,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":72.71,"expected_move_2std":145.43,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":101.28,"expected_move_2std":202.57,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4064,"put_oi":1126,"total_oi":5190,"pc_ratio":0.277,"pc_ratio_volume":1.3,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1380,"put_oi":2278,"total_oi":3658,"pc_ratio":1.651,"pc_ratio_volume":0.449,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":794,"put_oi":505,"total_oi":1299,"pc_ratio":0.636,"pc_ratio_volume":1.4,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":24,"put_oi":64,"total_oi":88,"pc_ratio":2.667,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":8,"put_oi":128,"total_oi":136,"pc_ratio":16.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/19/2029","dte":840,"call_oi":126,"put_oi":24,"total_oi":150,"pc_ratio":0.19,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":2019.0,"put_delta_oi":-149.0,"dealer_delta":-1870.0,"call_oi":21,"put_oi":36},{"strike":17.5,"call_delta_oi":9916.0,"put_delta_oi":-219.0,"dealer_delta":-9697.0,"call_oi":110,"put_oi":48},{"strike":20.0,"call_delta_oi":442.0,"put_delta_oi":-251.0,"dealer_delta":-191.0,"call_oi":5,"put_oi":46},{"strike":22.5,"call_delta_oi":94.0,"put_delta_oi":-1576.0,"dealer_delta":1483.0,"call_oi":1,"put_oi":189},{"strike":25.0,"call_delta_oi":4098.0,"put_delta_oi":-4231.0,"dealer_delta":133.0,"call_oi":49,"put_oi":548},{"strike":30.0,"call_delta_oi":10115.0,"put_delta_oi":-13758.0,"dealer_delta":3643.0,"call_oi":133,"put_oi":588},{"strike":35.0,"call_delta_oi":8771.0,"put_delta_oi":-75578.0,"dealer_delta":66807.0,"call_oi":156,"put_oi":1717},{"strike":40.0,"call_delta_oi":24070.0,"put_delta_oi":-44444.0,"dealer_delta":20374.0,"call_oi":868,"put_oi":522},{"strike":45.0,"call_delta_oi":17617.0,"put_delta_oi":-9102.0,"dealer_delta":-8515.0,"call_oi":1193,"put_oi":132},{"strike":50.0,"call_delta_oi":18305.0,"put_delta_oi":-22374.0,"dealer_delta":4069.0,"call_oi":1370,"put_oi":258},{"strike":55.0,"call_delta_oi":5663.0,"put_delta_oi":-3218.0,"dealer_delta":-2445.0,"call_oi":460,"put_oi":39},{"strike":60.0,"call_delta_oi":5307.0,"put_delta_oi":-97.0,"dealer_delta":-5210.0,"call_oi":659,"put_oi":1},{"strike":65.0,"call_delta_oi":7410.0,"put_delta_oi":0,"dealer_delta":-7410.0,"call_oi":223,"put_oi":0},{"strike":70.0,"call_delta_oi":3296.0,"put_delta_oi":0,"dealer_delta":-3296.0,"call_oi":478,"put_oi":0},{"strike":75.0,"call_delta_oi":510.0,"put_delta_oi":0,"dealer_delta":-510.0,"call_oi":78,"put_oi":0},{"strike":80.0,"call_delta_oi":915.0,"put_delta_oi":0,"dealer_delta":-915.0,"call_oi":73,"put_oi":0},{"strike":85.0,"call_delta_oi":1354.0,"put_delta_oi":0,"dealer_delta":-1354.0,"call_oi":225,"put_oi":0},{"strike":90.0,"call_delta_oi":732.0,"put_delta_oi":-97.0,"dealer_delta":-635.0,"call_oi":59,"put_oi":1},{"strike":95.0,"call_delta_oi":150.0,"put_delta_oi":0,"dealer_delta":-150.0,"call_oi":74,"put_oi":0},{"strike":100.0,"call_delta_oi":486.0,"put_delta_oi":0,"dealer_delta":-486.0,"call_oi":41,"put_oi":0},{"strike":105.0,"call_delta_oi":70.0,"put_delta_oi":0,"dealer_delta":-70.0,"call_oi":13,"put_oi":0},{"strike":110.0,"call_delta_oi":52.0,"put_delta_oi":0,"dealer_delta":-52.0,"call_oi":10,"put_oi":0},{"strike":115.0,"call_delta_oi":1088.0,"put_delta_oi":0,"dealer_delta":-1088.0,"call_oi":97,"put_oi":0}],"net_dealer_delta":52614.0,"total_call_delta":122481.0,"total_put_delta":-175094.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/19/2029","underlying_price":35.099998474121094,"strikes":[{"strike":17.5,"moneyness":0.4986,"type":"call","iv":0.6871,"delta":0.9002,"oi":108}]},{"expiration":"02/19/2027","underlying_price":35.099998474121094,"strikes":[{"strike":30.0,"moneyness":0.8547,"type":"put","iv":0.6523,"delta":-0.2639,"oi":269},{"strike":40.0,"moneyness":1.1396,"type":"call","iv":0.6297,"delta":0.46,"oi":111},{"strike":45.0,"moneyness":1.2821,"type":"call","iv":0.6618,"delta":0.3577,"oi":239},{"strike":50.0,"moneyness":1.4245,"type":"call","iv":0.6693,"delta":0.2706,"oi":179},{"strike":55.0,"moneyness":1.567,"type":"call","iv":0.6778,"delta":0.2044,"oi":118}]},{"expiration":"10/16/2026","underlying_price":35.099998474121094,"strikes":[{"strike":25.0,"moneyness":0.7123,"type":"put","iv":0.9924,"delta":-0.0278,"oi":181},{"strike":35.0,"moneyness":0.9972,"type":"put","iv":0.5882,"delta":-0.4622,"oi":414},{"strike":40.0,"moneyness":1.1396,"type":"call","iv":0.551,"delta":0.117,"oi":330},{"strike":40.0,"moneyness":1.1396,"type":"put","iv":0.4149,"delta":-0.9464,"oi":372},{"strike":45.0,"moneyness":1.2821,"type":"call","iv":0.7224,"delta":0.0407,"oi":653},{"strike":50.0,"moneyness":1.4245,"type":"call","iv":1.3256,"delta":0.0997,"oi":915},{"strike":55.0,"moneyness":1.567,"type":"call","iv":1.5756,"delta":0.0875,"oi":274},{"strike":60.0,"moneyness":1.7094,"type":"call","iv":1.7939,"delta":0.0793,"oi":541},{"strike":70.0,"moneyness":1.9943,"type":"call","iv":2.1625,"delta":0.069,"oi":478},{"strike":85.0,"moneyness":2.4217,"type":"call","iv":2.601,"delta":0.0602,"oi":225}]},{"expiration":"11/20/2026","underlying_price":35.099998474121094,"strikes":[{"strike":25.0,"moneyness":0.7123,"type":"put","iv":0.7687,"delta":-0.0843,"oi":283},{"strike":30.0,"moneyness":0.8547,"type":"put","iv":0.7545,"delta":-0.2324,"oi":230},{"strike":35.0,"moneyness":0.9972,"type":"put","iv":0.6831,"delta":-0.4373,"oi":1231},{"strike":40.0,"moneyness":1.1396,"type":"call","iv":0.6811,"delta":0.3509,"oi":421},{"strike":40.0,"moneyness":1.1396,"type":"put","iv":0.707,"delta":-0.6405,"oi":130},{"strike":45.0,"moneyness":1.2821,"type":"call","iv":0.7192,"delta":0.2116,"oi":300},{"strike":50.0,"moneyness":1.4245,"type":"call","iv":0.8001,"delta":0.1457,"oi":262},{"strike":50.0,"moneyness":1.4245,"type":"put","iv":0.638,"delta":-0.9176,"oi":189},{"strike":60.0,"moneyness":1.7094,"type":"call","iv":0.9414,"delta":0.0833,"oi":116}]}],"greeks_heatmap":{"data":[{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0278,"call_gamma":0,"put_gamma":0.009727,"call_theta":0,"put_theta":-0.016,"call_vega":0,"put_vega":0.0042,"call_oi":0,"put_oi":181},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1052,"call_gamma":0,"put_gamma":0.038799,"call_theta":0,"put_theta":-0.0324,"call_vega":0,"put_vega":0.0121,"call_oi":0,"put_oi":64},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5377,"put_delta":-0.4622,"call_gamma":0.103804,"put_gamma":0.101927,"call_theta":-0.0605,"put_theta":-0.0575,"call_vega":0.0263,"put_vega":0.0263,"call_oi":67,"put_oi":414},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0.117,"put_delta":-0.9464,"call_gamma":0.053832,"put_gamma":0.039682,"call_theta":-0.028,"put_theta":-0.0071,"call_vega":0.013,"put_vega":0.0072,"call_oi":330,"put_oi":372},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0407,"put_delta":0,"call_gamma":0.018248,"put_gamma":0,"call_theta":-0.0162,"put_theta":0,"call_vega":0.0058,"put_vega":0,"call_oi":653,"put_oi":0},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0843,"call_gamma":0,"put_gamma":0.015806,"call_theta":0,"put_theta":-0.0154,"call_vega":0,"put_vega":0.0197,"call_oi":0,"put_oi":283},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2324,"call_gamma":0,"put_gamma":0.031798,"call_theta":0,"put_theta":-0.0294,"call_vega":0,"put_vega":0.0389,"call_oi":0,"put_oi":230},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5623,"put_delta":-0.4373,"call_gamma":0.045924,"put_gamma":0.045311,"call_theta":-0.0371,"put_theta":-0.0335,"call_vega":0.0502,"put_vega":0.0502,"call_oi":65,"put_oi":1231},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3509,"put_delta":-0.6405,"call_gamma":0.042765,"put_gamma":0.041554,"call_theta":-0.0347,"put_theta":-0.0317,"call_vega":0.0472,"put_vega":0.0476,"call_oi":421,"put_oi":130},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2116,"put_delta":-0.7744,"call_gamma":0.031624,"put_gamma":0.031353,"call_theta":-0.0284,"put_theta":-0.0256,"call_vega":0.0369,"put_vega":0.0382,"call_oi":300,"put_oi":61}],"strikes":[25.0,30.0,35.0,40.0,45.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":15.74,"put_25d_iv":70.84,"call_25d_iv":55.1,"put_25d_strike":30.0,"call_25d_strike":40.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.53,"put_25d_iv":75.45,"call_25d_iv":71.92,"put_25d_strike":30.0,"call_25d_strike":45.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-1.69,"put_25d_iv":65.23,"call_25d_iv":66.93,"put_25d_strike":30.0,"call_25d_strike":50.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":17.5,"call_vanna":-23.0,"put_vanna":0,"net_vanna":-23.0,"call_oi":108,"put_oi":0},{"strike":22.5,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":126},{"strike":25.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":464},{"strike":30.0,"call_vanna":-6.0,"put_vanna":41.0,"net_vanna":35.0,"call_oi":69,"put_oi":563},{"strike":35.0,"call_vanna":-2.0,"put_vanna":24.0,"net_vanna":23.0,"call_oi":132,"put_oi":1645},{"strike":40.0,"call_vanna":28.0,"put_vanna":-12.0,"net_vanna":17.0,"call_oi":862,"put_oi":502},{"strike":45.0,"call_vanna":44.0,"put_vanna":-4.0,"net_vanna":40.0,"call_oi":1192,"put_oi":61},{"strike":50.0,"call_vanna":56.0,"put_vanna":-15.0,"net_vanna":42.0,"call_oi":1356,"put_oi":250},{"strike":55.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":451,"put_oi":0},{"strike":60.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":657,"put_oi":0},{"strike":65.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":223,"put_oi":0},{"strike":70.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":478,"put_oi":0},{"strike":75.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":78,"put_oi":0},{"strike":80.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":73,"put_oi":0},{"strike":85.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":225,"put_oi":0},{"strike":90.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":59,"put_oi":0},{"strike":95.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":74,"put_oi":0},{"strike":115.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":97,"put_oi":0}],"net_vanna":216.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":22.5,"call_charm":0,"put_charm":563.0,"net_charm":563.0,"call_oi":0,"put_oi":126},{"strike":25.0,"call_charm":0,"put_charm":484.0,"net_charm":484.0,"call_oi":0,"put_oi":464},{"strike":30.0,"call_charm":0,"put_charm":1740.0,"net_charm":1740.0,"call_oi":0,"put_oi":294},{"strike":35.0,"call_charm":-6688.0,"put_charm":42104.0,"net_charm":35415.0,"call_oi":132,"put_oi":1645},{"strike":40.0,"call_charm":-6640.0,"put_charm":8470.0,"net_charm":1830.0,"call_oi":751,"put_oi":502},{"strike":45.0,"call_charm":-2465.0,"put_charm":900.0,"net_charm":-1565.0,"call_oi":953,"put_oi":61},{"strike":50.0,"call_charm":-14862.0,"put_charm":952.0,"net_charm":-13909.0,"call_oi":1177,"put_oi":189},{"strike":55.0,"call_charm":-4055.0,"put_charm":0,"net_charm":-4055.0,"call_oi":333,"put_oi":0},{"strike":60.0,"call_charm":-7719.0,"put_charm":0,"net_charm":-7719.0,"call_oi":657,"put_oi":0},{"strike":65.0,"call_charm":-9977.0,"put_charm":0,"net_charm":-9977.0,"call_oi":223,"put_oi":0},{"strike":70.0,"call_charm":-6304.0,"put_charm":0,"net_charm":-6304.0,"call_oi":478,"put_oi":0},{"strike":75.0,"call_charm":-1006.0,"put_charm":0,"net_charm":-1006.0,"call_oi":78,"put_oi":0},{"strike":80.0,"call_charm":-3818.0,"put_charm":0,"net_charm":-3818.0,"call_oi":73,"put_oi":0},{"strike":85.0,"call_charm":-2800.0,"put_charm":0,"net_charm":-2800.0,"call_oi":225,"put_oi":0},{"strike":90.0,"call_charm":-3376.0,"put_charm":0,"net_charm":-3376.0,"call_oi":59,"put_oi":0},{"strike":95.0,"call_charm":-114.0,"put_charm":0,"net_charm":-114.0,"call_oi":74,"put_oi":0},{"strike":115.0,"call_charm":-5454.0,"put_charm":0,"net_charm":-5454.0,"call_oi":97,"put_oi":0}],"net_charm":-20066.0,"weekend_delta_shift":-60198.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":38516.0,"put_delta":-58071.0,"net_delta":-19555.0,"call_oi":4064,"put_oi":1126,"total_oi":5190,"total_volume":46,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":39165.0,"put_delta":-93338.0,"net_delta":-54173.0,"call_oi":1380,"put_oi":2278,"total_oi":3658,"total_volume":100,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":32304.0,"put_delta":-17946.0,"net_delta":14358.0,"call_oi":794,"put_oi":505,"total_oi":1299,"total_volume":24,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":994.0,"put_delta":-1075.0,"net_delta":-80.0,"call_oi":24,"put_oi":64,"total_oi":88,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":478.0,"put_delta":-3841.0,"net_delta":-3363.0,"call_oi":8,"put_oi":128,"total_oi":136,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":11023.0,"put_delta":-824.0,"net_delta":10199.0,"call_oi":126,"put_oi":24,"total_oi":150,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":35.0,"straddle_price":3.07,"straddle_pct":8.76,"implied_move":8.76,"avg_iv":58.3},{"expiration":"11/20/2026","dte":49,"strike":35.0,"straddle_price":6.85,"straddle_pct":19.52,"implied_move":19.52,"avg_iv":67.9},{"expiration":"02/19/2027","dte":140,"strike":35.0,"straddle_price":11.25,"straddle_pct":32.05,"implied_move":32.05,"avg_iv":66.1}],"volume_profile":{"profile":[{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":36,"total_oi":57,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":110,"put_oi":48,"total_oi":158,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":5,"put_oi":46,"total_oi":51,"bias":"bearish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":189,"total_oi":190,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":49,"put_oi":548,"total_oi":597,"bias":"bearish"},{"strike":30.0,"call_volume":1,"put_volume":43,"total_volume":44,"call_oi":133,"put_oi":588,"total_oi":721,"bias":"bearish"},{"strike":35.0,"call_volume":2,"put_volume":6,"total_volume":8,"call_oi":156,"put_oi":1717,"total_oi":1873,"bias":"bearish"},{"strike":40.0,"call_volume":19,"put_volume":11,"total_volume":30,"call_oi":868,"put_oi":522,"total_oi":1390,"bias":"bullish"},{"strike":45.0,"call_volume":61,"put_volume":2,"total_volume":63,"call_oi":1193,"put_oi":132,"total_oi":1325,"bias":"bullish"},{"strike":50.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1370,"put_oi":258,"total_oi":1628,"bias":"bullish"},{"strike":55.0,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":460,"put_oi":39,"total_oi":499,"bias":"bullish"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":659,"put_oi":1,"total_oi":660,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":223,"put_oi":0,"total_oi":223,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":478,"put_oi":0,"total_oi":478,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":78,"put_oi":0,"total_oi":78,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":73,"put_oi":0,"total_oi":73,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":225,"put_oi":0,"total_oi":225,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":59,"put_oi":1,"total_oi":60,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":74,"put_oi":0,"total_oi":74,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":0,"total_oi":41,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":97,"put_oi":0,"total_oi":97,"bias":"neutral"}],"underlying_price":35.099998474121094,"peak_call_strike":45.0,"peak_put_strike":30.0,"total_call_volume":99,"total_put_volume":71,"volume_pc_ratio":0.717},"iv_contours":{"x":[0.71,0.85,1.0,1.14,1.28],"y":[14,49,140],"z":[[99.24,87.47,58.29,48.3,71.62],[76.87,75.23,67.86,69.41,73.59],[74.78,68.69,66.1,62.97,64.92]],"levels":[48.3,53.4,58.5,63.6,68.7,73.8,78.9,84.0,89.1,94.1,99.2],"min_iv":48.3,"max_iv":99.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":108.39},{"date":"2026-09-15","iv":119.3},{"date":"2026-09-16","iv":118.93},{"date":"2026-09-17","iv":105.46},{"date":"2026-09-18","iv":107.23},{"date":"2026-09-21","iv":105.76},{"date":"2026-09-22","iv":101.4},{"date":"2026-09-23","iv":106.8},{"date":"2026-09-24","iv":103.7},{"date":"2026-09-25","iv":112.9},{"date":"2026-09-28","iv":109.1},{"date":"2026-09-29","iv":116.3},{"date":"2026-09-30","iv":103.3},{"date":"2026-10-01","iv":116.5},{"date":"2026-10-02","iv":110.1}]}}