{"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":"GSG","summary":{"name":"GSG","price":35.73,"total_oi":2816,"call_oi":1648,"put_oi":1168,"pc_ratio":0.709,"net_gex":39808.68,"avg_iv":43.5,"iv_rank":10.7,"iv_52w_high":106.88,"iv_52w_low":35.9,"gamma_flip":34.59,"max_pain":30.0},"features":{"symbol":"GSG","price":35.73,"total_oi":2816,"analysis_coverage":0.9444,"avg_iv_pct":43.5,"iv_rank":10.7,"iv_52w_high_pct":106.88,"iv_52w_low_pct":35.9,"front_dte":14,"front_atm_iv_pct":37.1208,"back_atm_iv_pct":30.3769,"term_premium_pp":6.7439,"expected_move_front_pct":7.27,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-68.8,"risk_reversal_30d_pp":-68.8,"butterfly_front_pp":1.55,"butterfly_30d_pp":1.55,"put_call_oi_ratio":0.709,"put_call_oi_front_ratio":0.58,"put_call_volume_front_ratio":0.0,"option_volume":18,"volume_oi_ratio":0.006392,"net_delta_normalized":0.098284,"dealer_delta_normalized":-0.068342,"gex_per_100k_oi":1413660.511364,"vanna_per_100k_oi":1988.636364,"charm_per_100k_oi":447940.340909,"weekend_delta_shift_per_100k_oi":1343785.511364,"iv_surface_range_pp":189.2,"gamma_flip_distance_pct":-3.190596,"max_pain_distance_pct":-16.036944,"peak_call_distance_pct":3.554436,"peak_put_distance_pct":-24.433249},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":51,"put_oi":0},{"strike":16.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":11,"put_oi":0},{"strike":17.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":18.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":22.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":143,"put_oi":0},{"strike":23.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":19,"put_oi":0},{"strike":24.0,"call_gex":0.0,"put_gex":-15.88,"net_gex":-15.88,"call_oi":24,"put_oi":1},{"strike":25.0,"call_gex":0.0,"put_gex":-110.74,"net_gex":-110.74,"call_oi":11,"put_oi":6},{"strike":26.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":72,"put_oi":0},{"strike":27.0,"call_gex":0.0,"put_gex":-7257.49,"net_gex":-7257.49,"call_oi":87,"put_oi":375},{"strike":28.0,"call_gex":0.0,"put_gex":-1052.11,"net_gex":-1052.11,"call_oi":95,"put_oi":41},{"strike":29.0,"call_gex":93.09,"put_gex":-57.97,"net_gex":35.12,"call_oi":26,"put_oi":2},{"strike":30.0,"call_gex":0.0,"put_gex":-7753.46,"net_gex":-7753.46,"call_oi":72,"put_oi":200},{"strike":31.0,"call_gex":1351.34,"put_gex":-594.13,"net_gex":757.2,"call_oi":45,"put_oi":13},{"strike":32.0,"call_gex":6631.91,"put_gex":-22823.52,"net_gex":-16191.61,"call_oi":207,"put_oi":434},{"strike":33.0,"call_gex":2135.34,"put_gex":-1238.16,"net_gex":897.18,"call_oi":69,"put_oi":24},{"strike":34.0,"call_gex":2816.93,"put_gex":-311.23,"net_gex":2505.7,"call_oi":116,"put_oi":4},{"strike":35.0,"call_gex":54393.18,"put_gex":-6282.41,"net_gex":48110.78,"call_oi":246,"put_oi":49},{"strike":36.0,"call_gex":1689.14,"put_gex":-230.05,"net_gex":1459.09,"call_oi":19,"put_oi":2},{"strike":37.0,"call_gex":1311.49,"put_gex":0.0,"net_gex":1311.49,"call_oi":16,"put_oi":0},{"strike":38.0,"call_gex":3601.31,"put_gex":-818.36,"net_gex":2782.95,"call_oi":37,"put_oi":10},{"strike":39.0,"call_gex":666.19,"put_gex":0.0,"net_gex":666.19,"call_oi":8,"put_oi":0},{"strike":40.0,"call_gex":9882.62,"put_gex":-572.73,"net_gex":9309.89,"call_oi":172,"put_oi":7},{"strike":42.0,"call_gex":397.61,"put_gex":0.0,"net_gex":397.61,"call_oi":7,"put_oi":0},{"strike":45.0,"call_gex":3956.76,"put_gex":0.0,"net_gex":3956.76,"call_oi":93,"put_oi":0}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":17651.0,"total_value":17651.0},{"strike":16.0,"call_value":51.0,"put_value":16483.0,"total_value":16534.0},{"strike":17.0,"call_value":113.0,"put_value":15315.0,"total_value":15428.0},{"strike":18.0,"call_value":176.0,"put_value":14147.0,"total_value":14323.0},{"strike":22.0,"call_value":432.0,"put_value":9475.0,"total_value":9907.0},{"strike":23.0,"call_value":639.0,"put_value":8307.0,"total_value":8946.0},{"strike":24.0,"call_value":865.0,"put_value":7139.0,"total_value":8004.0},{"strike":25.0,"call_value":1115.0,"put_value":5972.0,"total_value":7087.0},{"strike":26.0,"call_value":1376.0,"put_value":4811.0,"total_value":6187.0},{"strike":27.0,"call_value":1709.0,"put_value":3650.0,"total_value":5359.0},{"strike":28.0,"call_value":2129.0,"put_value":2864.0,"total_value":4993.0},{"strike":29.0,"call_value":2644.0,"put_value":2119.0,"total_value":4763.0},{"strike":30.0,"call_value":3185.0,"put_value":1376.0,"total_value":4561.0},{"strike":31.0,"call_value":3798.0,"put_value":833.0,"total_value":4631.0},{"strike":32.0,"call_value":4456.0,"put_value":303.0,"total_value":4759.0},{"strike":33.0,"call_value":5321.0,"put_value":207.0,"total_value":5528.0},{"strike":34.0,"call_value":6255.0,"put_value":135.0,"total_value":6390.0},{"strike":35.0,"call_value":7305.0,"put_value":67.0,"total_value":7372.0},{"strike":36.0,"call_value":8601.0,"put_value":48.0,"total_value":8649.0},{"strike":37.0,"call_value":9916.0,"put_value":31.0,"total_value":9947.0},{"strike":38.0,"call_value":11247.0,"put_value":14.0,"total_value":11261.0},{"strike":39.0,"call_value":12615.0,"put_value":7.0,"total_value":12622.0},{"strike":40.0,"call_value":13991.0,"put_value":0.0,"total_value":13991.0},{"strike":42.0,"call_value":17087.0,"put_value":0.0,"total_value":17087.0},{"strike":45.0,"call_value":21752.0,"put_value":0,"total_value":21752.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":204.3,"strike":28.17},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":37.6,"strike":29.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":43.8,"strike":29.67},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":168.4,"strike":32.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":29.0,"strike":32.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":27.8,"strike":32.33},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":56.2,"strike":34.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":30.8,"strike":34.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":27.6,"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":30.4,"strike":35.33},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":24.8,"strike":35.5},{"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":27.9,"strike":37.67},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":98.4,"strike":40.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":28.8,"strike":39.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":183.6,"strike":45.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":46.1,"strike":45.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":223},{"expiration":"11/20/2026","dte":49,"iv":0.1158,"contract_count":3,"total_oi":55},{"expiration":"01/15/2027","dte":105,"iv":0.022,"contract_count":9,"total_oi":150},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":5,"total_oi":45}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.27,"expected_move_2std":14.54,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":11.13,"expected_move_2std":22.25,"contract_count":3},{"expiration":"01/15/2027","dte":105,"expected_move_1std":14.66,"expected_move_2std":29.32,"contract_count":5},{"expiration":"04/16/2027","dte":196,"expected_move_1std":19.44,"expected_move_2std":38.89,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1085,"put_oi":629,"total_oi":1714,"pc_ratio":0.58,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":11,"put_oi":46,"total_oi":57,"pc_ratio":4.182,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":467,"put_oi":282,"total_oi":749,"pc_ratio":0.604,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":85,"put_oi":211,"total_oi":296,"pc_ratio":2.482,"pc_ratio_volume":3.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":24.0,"call_delta_oi":0,"put_delta_oi":-16.0,"dealer_delta":16.0,"call_oi":0,"put_oi":1},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-73.0,"dealer_delta":73.0,"call_oi":0,"put_oi":6},{"strike":27.0,"call_delta_oi":0,"put_delta_oi":-7814.0,"dealer_delta":7814.0,"call_oi":0,"put_oi":375},{"strike":28.0,"call_delta_oi":0,"put_delta_oi":-851.0,"dealer_delta":851.0,"call_oi":0,"put_oi":41},{"strike":29.0,"call_delta_oi":266.0,"put_delta_oi":-45.0,"dealer_delta":-221.0,"call_oi":3,"put_oi":2},{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-1430.0,"dealer_delta":1430.0,"call_oi":0,"put_oi":200},{"strike":31.0,"call_delta_oi":2451.0,"put_delta_oi":-280.0,"dealer_delta":-2171.0,"call_oi":28,"put_oi":13},{"strike":32.0,"call_delta_oi":8457.0,"put_delta_oi":-10277.0,"dealer_delta":1820.0,"call_oi":103,"put_oi":434},{"strike":33.0,"call_delta_oi":1998.0,"put_delta_oi":-784.0,"dealer_delta":-1214.0,"call_oi":25,"put_oi":24},{"strike":34.0,"call_delta_oi":2308.0,"put_delta_oi":-132.0,"dealer_delta":-2176.0,"call_oi":33,"put_oi":4},{"strike":35.0,"call_delta_oi":16397.0,"put_delta_oi":-1879.0,"dealer_delta":-14517.0,"call_oi":246,"put_oi":49},{"strike":36.0,"call_delta_oi":1061.0,"put_delta_oi":-96.0,"dealer_delta":-965.0,"call_oi":19,"put_oi":2},{"strike":37.0,"call_delta_oi":797.0,"put_delta_oi":0,"dealer_delta":-797.0,"call_oi":16,"put_oi":0},{"strike":38.0,"call_delta_oi":1440.0,"put_delta_oi":-581.0,"dealer_delta":-859.0,"call_oi":37,"put_oi":10},{"strike":39.0,"call_delta_oi":283.0,"put_delta_oi":0,"dealer_delta":-283.0,"call_oi":8,"put_oi":0},{"strike":40.0,"call_delta_oi":6251.0,"put_delta_oi":-572.0,"dealer_delta":-5679.0,"call_oi":172,"put_oi":7},{"strike":42.0,"call_delta_oi":209.0,"put_delta_oi":0,"dealer_delta":-209.0,"call_oi":7,"put_oi":0},{"strike":45.0,"call_delta_oi":2156.0,"put_delta_oi":0,"dealer_delta":-2156.0,"call_oi":93,"put_oi":0}],"net_dealer_delta":-19245.0,"total_call_delta":44076.0,"total_put_delta":-24831.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":35.72999954223633,"strikes":[{"strike":32.0,"moneyness":0.8956,"type":"put","iv":0.343,"delta":-0.2236,"oi":196}]},{"expiration":"04/16/2027","underlying_price":35.72999954223633,"strikes":[{"strike":32.0,"moneyness":0.8956,"type":"put","iv":0.2913,"delta":-0.2324,"oi":194}]},{"expiration":"10/16/2026","underlying_price":35.72999954223633,"strikes":[{"strike":30.0,"moneyness":0.8396,"type":"put","iv":0.6664,"delta":-0.0715,"oi":200},{"strike":35.0,"moneyness":0.9796,"type":"call","iv":0.2693,"delta":0.6777,"oi":193},{"strike":40.0,"moneyness":1.1195,"type":"call","iv":1.3544,"delta":0.3791,"oi":139}]}],"greeks_heatmap":{"data":[{"strike":27.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2184,"call_gamma":0,"put_gamma":0.014378,"call_theta":0,"put_theta":-0.2312,"call_vega":0,"put_vega":0.0199,"call_oi":87,"put_oi":302},{"strike":28.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":93,"put_oi":0},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0715,"call_gamma":0,"put_gamma":0.030367,"call_theta":0,"put_theta":-0.0233,"call_vega":0,"put_vega":0.0092,"call_oi":0,"put_oi":200},{"strike":32.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":104,"put_oi":0},{"strike":34.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":83,"put_oi":0},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6777,"put_delta":0,"call_gamma":0.197489,"put_gamma":0,"call_theta":-0.0277,"put_theta":0,"call_vega":0.0242,"put_vega":0,"call_oi":193,"put_oi":0},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3791,"put_delta":0,"call_gamma":0.04166,"put_gamma":0,"call_theta":-0.135,"put_theta":0,"call_vega":0.0257,"put_vega":0,"call_oi":139,"put_oi":0}],"strikes":[27.0,28.0,30.0,32.0,34.0,35.0,40.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-68.8,"put_25d_iv":66.64,"call_25d_iv":135.44,"put_25d_strike":30.0,"call_25d_strike":40.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-11.77,"put_25d_iv":34.3,"call_25d_iv":46.07,"put_25d_strike":32.0,"call_25d_strike":45.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":27.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":364},{"strike":30.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":200},{"strike":32.0,"call_vanna":-9.0,"put_vanna":40.0,"net_vanna":32.0,"call_oi":97,"put_oi":390},{"strike":35.0,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":193,"put_oi":0},{"strike":40.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":139,"put_oi":0},{"strike":45.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":81,"put_oi":0}],"net_vanna":56.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":27.0,"call_charm":0,"put_charm":39747.0,"net_charm":39747.0,"call_oi":0,"put_oi":302},{"strike":30.0,"call_charm":0,"put_charm":867.0,"net_charm":867.0,"call_oi":0,"put_oi":200},{"strike":35.0,"call_charm":-9459.0,"put_charm":0,"net_charm":-9459.0,"call_oi":193,"put_oi":0},{"strike":40.0,"call_charm":-18542.0,"put_charm":0,"net_charm":-18542.0,"call_oi":139,"put_oi":0}],"net_charm":12614.0,"weekend_delta_shift":37841.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":18662.0,"put_delta":-11924.0,"net_delta":6737.0,"call_oi":342,"put_oi":629,"total_oi":971,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":753.0,"put_delta":-1811.0,"net_delta":-1058.0,"call_oi":11,"put_oi":46,"total_oi":57,"total_volume":1,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":19346.0,"put_delta":-6299.0,"net_delta":13047.0,"call_oi":354,"put_oi":282,"total_oi":636,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":5315.0,"put_delta":-4797.0,"net_delta":518.0,"call_oi":83,"put_oi":211,"total_oi":294,"total_volume":4,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":0,"total_oi":51,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":143,"put_oi":0,"total_oi":143,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":0,"total_oi":19,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":1,"total_oi":25,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":6,"total_oi":17,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":72,"put_oi":0,"total_oi":72,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":87,"put_oi":375,"total_oi":462,"bias":"bearish"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":95,"put_oi":41,"total_oi":136,"bias":"neutral"},{"strike":29.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":26,"put_oi":2,"total_oi":28,"bias":"bullish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":72,"put_oi":200,"total_oi":272,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":13,"total_oi":58,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":207,"put_oi":434,"total_oi":641,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":69,"put_oi":24,"total_oi":93,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":116,"put_oi":4,"total_oi":120,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":246,"put_oi":49,"total_oi":295,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":2,"total_oi":21,"bias":"neutral"},{"strike":37.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"bullish"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":10,"total_oi":47,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":172,"put_oi":7,"total_oi":179,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":93,"put_oi":0,"total_oi":93,"bias":"neutral"}],"underlying_price":35.72999954223633,"peak_call_strike":37.0,"peak_put_strike":27.0,"total_call_volume":15,"total_put_volume":3,"volume_pc_ratio":0.2},"iv_contours":{"x":[0.76,0.78,0.84,0.87,0.9,0.92,0.95,0.98,1.06,1.12,1.26],"y":[14,49,105],"z":[[null,211.21,66.64,null,204.43,132.36,null,26.93,null,135.44,null],[null,null,null,null,null,null,null,32.79,null,null,null],[68.07,null,null,40.57,30.67,21.99,23.75,24.29,26.37,30.52,46.07]],"levels":[22.0,40.9,59.8,78.8,97.7,116.6,135.5,154.4,173.4,192.3,211.2],"min_iv":22.0,"max_iv":211.2},"butterfly_spread":[{"expiration":"01/15/2027","dte":105,"atm_strike":35.0,"atm_iv":24.29,"otm_strike":38.0,"otm_iv":26.37,"itm_strike":34.0,"itm_iv":23.75,"iv_butterfly":1.55,"price_butterfly":-0.6,"convexity":"moderate_convexity"}],"iv_history":[{"date":"2026-09-14","iv":70.06},{"date":"2026-09-15","iv":70.79},{"date":"2026-09-16","iv":106.88},{"date":"2026-09-17","iv":72.42},{"date":"2026-09-18","iv":74.63},{"date":"2026-09-21","iv":51.89},{"date":"2026-09-22","iv":48.3},{"date":"2026-09-23","iv":35.9},{"date":"2026-09-24","iv":49.7},{"date":"2026-09-25","iv":69.2},{"date":"2026-09-28","iv":44.5},{"date":"2026-09-29","iv":70.5},{"date":"2026-09-30","iv":71.8},{"date":"2026-10-01","iv":42.5},{"date":"2026-10-02","iv":43.5}]}}