{"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":"INSW","summary":{"name":"INSW","price":115.81,"total_oi":22259,"call_oi":17065,"put_oi":5194,"pc_ratio":0.304,"net_gex":6326723.3,"avg_iv":55.6,"iv_rank":15.3,"iv_52w_high":76.71,"iv_52w_low":51.8,"gamma_flip":105.19,"max_pain":95.0},"features":{"symbol":"INSW","price":115.81,"total_oi":22259,"analysis_coverage":0.9444,"avg_iv_pct":55.6,"iv_rank":15.3,"iv_52w_high_pct":76.71,"iv_52w_low_pct":51.8,"front_dte":14,"front_atm_iv_pct":42.9927,"back_atm_iv_pct":46.1522,"term_premium_pp":-3.1595,"expected_move_front_pct":8.42,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":8.77,"risk_reversal_30d_pp":8.77,"butterfly_front_pp":-4.85,"butterfly_30d_pp":-4.85,"put_call_oi_ratio":0.304,"put_call_oi_front_ratio":0.081,"put_call_volume_front_ratio":0.577,"option_volume":237,"volume_oi_ratio":0.010647,"net_delta_normalized":0.487881,"dealer_delta_normalized":-0.48067,"gex_per_100k_oi":28423214.430118,"vanna_per_100k_oi":-790.691406,"charm_per_100k_oi":-13940522.934543,"weekend_delta_shift_per_100k_oi":-41821568.80363,"iv_surface_range_pp":233.7,"gamma_flip_distance_pct":-9.170193,"max_pain_distance_pct":-17.969087,"peak_call_distance_pct":-0.699421,"peak_put_distance_pct":-5.016838},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":0.0,"put_gex":-29.45,"net_gex":-29.45,"call_oi":0,"put_oi":4},{"strike":35.0,"call_gex":0.0,"put_gex":-31.22,"net_gex":-31.22,"call_oi":0,"put_oi":3},{"strike":40.0,"call_gex":0.0,"put_gex":-129.62,"net_gex":-129.62,"call_oi":7,"put_oi":12},{"strike":45.0,"call_gex":0.0,"put_gex":-430.43,"net_gex":-430.43,"call_oi":1,"put_oi":31},{"strike":50.0,"call_gex":0.0,"put_gex":-257.48,"net_gex":-257.48,"call_oi":20,"put_oi":15},{"strike":55.0,"call_gex":0.0,"put_gex":-970.17,"net_gex":-970.17,"call_oi":32,"put_oi":49},{"strike":60.0,"call_gex":0.0,"put_gex":-5095.31,"net_gex":-5095.31,"call_oi":26,"put_oi":202},{"strike":65.0,"call_gex":0.0,"put_gex":-8463.56,"net_gex":-8463.56,"call_oi":2,"put_oi":284},{"strike":70.0,"call_gex":0.0,"put_gex":-32054.17,"net_gex":-32054.17,"call_oi":2,"put_oi":879},{"strike":75.0,"call_gex":0.0,"put_gex":-18348.17,"net_gex":-18348.17,"call_oi":17,"put_oi":444},{"strike":80.0,"call_gex":798.59,"put_gex":-20643.22,"net_gex":-19844.63,"call_oi":160,"put_oi":362},{"strike":85.0,"call_gex":7936.99,"put_gex":-51274.89,"net_gex":-43337.9,"call_oi":174,"put_oi":715},{"strike":90.0,"call_gex":35246.63,"put_gex":-46849.9,"net_gex":-11603.26,"call_oi":416,"put_oi":553},{"strike":95.0,"call_gex":29211.83,"put_gex":-85898.99,"net_gex":-56687.15,"call_oi":250,"put_oi":817},{"strike":100.0,"call_gex":47117.38,"put_gex":-53906.06,"net_gex":-6788.68,"call_oi":410,"put_oi":342},{"strike":105.0,"call_gex":93689.95,"put_gex":-63944.65,"net_gex":29745.3,"call_oi":485,"put_oi":271},{"strike":110.0,"call_gex":4607138.73,"put_gex":-60301.72,"net_gex":4546837.01,"call_oi":10504,"put_oi":149},{"strike":115.0,"call_gex":1379087.76,"put_gex":-8608.71,"net_gex":1370479.05,"call_oi":2609,"put_oi":34},{"strike":120.0,"call_gex":439510.47,"put_gex":-2438.79,"net_gex":437071.68,"call_oi":884,"put_oi":16},{"strike":125.0,"call_gex":37131.12,"put_gex":0.0,"net_gex":37131.12,"call_oi":189,"put_oi":0},{"strike":130.0,"call_gex":24464.51,"put_gex":-595.69,"net_gex":23868.82,"call_oi":139,"put_oi":5},{"strike":135.0,"call_gex":73925.89,"put_gex":-317.34,"net_gex":73608.55,"call_oi":541,"put_oi":3},{"strike":140.0,"call_gex":1806.8,"put_gex":-348.22,"net_gex":1458.58,"call_oi":12,"put_oi":3},{"strike":145.0,"call_gex":8544.77,"put_gex":-100.23,"net_gex":8444.54,"call_oi":165,"put_oi":1},{"strike":150.0,"call_gex":633.48,"put_gex":0.0,"net_gex":633.48,"call_oi":5,"put_oi":0},{"strike":155.0,"call_gex":740.67,"put_gex":0.0,"net_gex":740.67,"call_oi":7,"put_oi":0},{"strike":160.0,"call_gex":419.76,"put_gex":0.0,"net_gex":419.76,"call_oi":4,"put_oi":0},{"strike":165.0,"call_gex":355.95,"put_gex":0.0,"net_gex":355.95,"call_oi":4,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":278750.0,"total_value":278750.0},{"strike":35.0,"call_value":0.0,"put_value":252800.0,"total_value":252800.0},{"strike":40.0,"call_value":0.0,"put_value":226865.0,"total_value":226865.0},{"strike":45.0,"call_value":35.0,"put_value":200990.0,"total_value":201025.0},{"strike":50.0,"call_value":75.0,"put_value":175270.0,"total_value":175345.0},{"strike":55.0,"call_value":215.0,"put_value":149625.0,"total_value":149840.0},{"strike":60.0,"call_value":515.0,"put_value":124225.0,"total_value":124740.0},{"strike":65.0,"call_value":945.0,"put_value":99835.0,"total_value":100780.0},{"strike":70.0,"call_value":1385.0,"put_value":76865.0,"total_value":78250.0},{"strike":75.0,"call_value":1835.0,"put_value":58290.0,"total_value":60125.0},{"strike":80.0,"call_value":2370.0,"put_value":41935.0,"total_value":44305.0},{"strike":85.0,"call_value":3705.0,"put_value":27390.0,"total_value":31095.0},{"strike":90.0,"call_value":5910.0,"put_value":16420.0,"total_value":22330.0},{"strike":95.0,"call_value":10195.0,"put_value":8215.0,"total_value":18410.0},{"strike":100.0,"call_value":15730.0,"put_value":4095.0,"total_value":19825.0},{"strike":105.0,"call_value":23315.0,"put_value":1685.0,"total_value":25000.0},{"strike":110.0,"call_value":33325.0,"put_value":630.0,"total_value":33955.0},{"strike":115.0,"call_value":95855.0,"put_value":320.0,"total_value":96175.0},{"strike":120.0,"call_value":171430.0,"put_value":180.0,"total_value":171610.0},{"strike":125.0,"call_value":251425.0,"put_value":120.0,"total_value":251545.0},{"strike":130.0,"call_value":332365.0,"put_value":60.0,"total_value":332425.0},{"strike":135.0,"call_value":414000.0,"put_value":25.0,"total_value":414025.0},{"strike":140.0,"call_value":498340.0,"put_value":5.0,"total_value":498345.0},{"strike":145.0,"call_value":582740.0,"put_value":0.0,"total_value":582740.0},{"strike":150.0,"call_value":667965.0,"put_value":0.0,"total_value":667965.0},{"strike":155.0,"call_value":753215.0,"put_value":0.0,"total_value":753215.0},{"strike":160.0,"call_value":838500.0,"put_value":0.0,"total_value":838500.0},{"strike":165.0,"call_value":923805.0,"put_value":0,"total_value":923805.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":131.8,"strike":85.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":88.7,"strike":86.88},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":94.6,"strike":71.25},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":44.7,"strike":105.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":49.1,"strike":105.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":47.6,"strike":105.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":46.2,"strike":110.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":44.5,"strike":110.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":46.4,"strike":110.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":43.4,"strike":115.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":47.1,"strike":115.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":49.2,"strike":115.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":42.6,"strike":120.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":44.3,"strike":120.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":50.2,"strike":120.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":42.5,"strike":127.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":44.3,"strike":127.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":48.3,"strike":128.33},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":56.6,"strike":140.0},{"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":49.5,"strike":141.67}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.4433,"contract_count":9,"total_oi":13969},{"expiration":"11/20/2026","dte":49,"iv":0.6575,"contract_count":7,"total_oi":159},{"expiration":"12/18/2026","dte":77,"iv":0.769,"contract_count":9,"total_oi":563},{"expiration":"03/19/2027","dte":168,"iv":0.8312,"contract_count":9,"total_oi":394},{"expiration":"01/21/2028","dte":476,"iv":0.0,"contract_count":5,"total_oi":36},{"expiration":"01/19/2029","dte":840,"iv":1.0,"contract_count":3,"total_oi":20}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.42,"expected_move_2std":16.84,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":16.91,"expected_move_2std":33.82,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":22.83,"expected_move_2std":45.67,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":34.06,"expected_move_2std":68.12,"contract_count":4},{"expiration":"01/21/2028","dte":476,"expected_move_1std":49.1,"expected_move_2std":98.21,"contract_count":3},{"expiration":"01/19/2029","dte":840,"expected_move_1std":88.22,"expected_move_2std":176.44,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":14421,"put_oi":1173,"total_oi":15594,"pc_ratio":0.081,"pc_ratio_volume":0.577,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":145,"put_oi":112,"total_oi":257,"pc_ratio":0.772,"pc_ratio_volume":0.105,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1124,"put_oi":3436,"total_oi":4560,"pc_ratio":3.057,"pc_ratio_volume":0.111,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":1302,"put_oi":451,"total_oi":1753,"pc_ratio":0.346,"pc_ratio_volume":0.3,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":52,"put_oi":5,"total_oi":57,"pc_ratio":0.096,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":21,"put_oi":17,"total_oi":38,"pc_ratio":0.81,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-10.0,"dealer_delta":10.0,"call_oi":0,"put_oi":4},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-11.0,"dealer_delta":11.0,"call_oi":0,"put_oi":3},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-33.0,"dealer_delta":33.0,"call_oi":0,"put_oi":12},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-195.0,"dealer_delta":195.0,"call_oi":0,"put_oi":31},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-61.0,"dealer_delta":61.0,"call_oi":0,"put_oi":15},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-199.0,"dealer_delta":199.0,"call_oi":0,"put_oi":49},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-1015.0,"dealer_delta":1015.0,"call_oi":0,"put_oi":202},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-1478.0,"dealer_delta":1478.0,"call_oi":0,"put_oi":284},{"strike":70.0,"call_delta_oi":0,"put_delta_oi":-5158.0,"dealer_delta":5158.0,"call_oi":0,"put_oi":879},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-2624.0,"dealer_delta":2624.0,"call_oi":0,"put_oi":444},{"strike":80.0,"call_delta_oi":2034.0,"put_delta_oi":-3074.0,"dealer_delta":1040.0,"call_oi":21,"put_oi":362},{"strike":85.0,"call_delta_oi":16721.0,"put_delta_oi":-6949.0,"dealer_delta":-9772.0,"call_oi":173,"put_oi":715},{"strike":90.0,"call_delta_oi":37795.0,"put_delta_oi":-8536.0,"dealer_delta":-29259.0,"call_oi":414,"put_oi":553},{"strike":95.0,"call_delta_oi":21476.0,"put_delta_oi":-12134.0,"dealer_delta":-9342.0,"call_oi":247,"put_oi":817},{"strike":100.0,"call_delta_oi":26474.0,"put_delta_oi":-4474.0,"dealer_delta":-22000.0,"call_oi":333,"put_oi":342},{"strike":105.0,"call_delta_oi":38274.0,"put_delta_oi":-4802.0,"dealer_delta":-33472.0,"call_oi":485,"put_oi":271},{"strike":110.0,"call_delta_oi":788448.0,"put_delta_oi":-4018.0,"dealer_delta":-784430.0,"call_oi":10504,"put_oi":149},{"strike":115.0,"call_delta_oi":145645.0,"put_delta_oi":-1382.0,"dealer_delta":-144262.0,"call_oi":2609,"put_oi":34},{"strike":120.0,"call_delta_oi":32691.0,"put_delta_oi":-637.0,"dealer_delta":-32054.0,"call_oi":884,"put_oi":16},{"strike":125.0,"call_delta_oi":8316.0,"put_delta_oi":0,"dealer_delta":-8316.0,"call_oi":189,"put_oi":0},{"strike":130.0,"call_delta_oi":5240.0,"put_delta_oi":-262.0,"dealer_delta":-4978.0,"call_oi":139,"put_oi":5},{"strike":135.0,"call_delta_oi":3102.0,"put_delta_oi":-161.0,"dealer_delta":-2941.0,"call_oi":541,"put_oi":3},{"strike":140.0,"call_delta_oi":287.0,"put_delta_oi":-181.0,"dealer_delta":-106.0,"call_oi":12,"put_oi":3},{"strike":145.0,"call_delta_oi":421.0,"put_delta_oi":-59.0,"dealer_delta":-362.0,"call_oi":165,"put_oi":1},{"strike":150.0,"call_delta_oi":108.0,"put_delta_oi":0,"dealer_delta":-108.0,"call_oi":5,"put_oi":0},{"strike":155.0,"call_delta_oi":194.0,"put_delta_oi":0,"dealer_delta":-194.0,"call_oi":7,"put_oi":0},{"strike":160.0,"call_delta_oi":65.0,"put_delta_oi":0,"dealer_delta":-65.0,"call_oi":4,"put_oi":0},{"strike":165.0,"call_delta_oi":87.0,"put_delta_oi":0,"dealer_delta":-87.0,"call_oi":4,"put_oi":0}],"net_dealer_delta":-1069923.0,"total_call_delta":1127376.0,"total_put_delta":-57453.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":115.80999755859375,"strikes":[{"strike":75.0,"moneyness":0.6476,"type":"put","iv":0.5966,"delta":-0.0923,"oi":121},{"strike":85.0,"moneyness":0.734,"type":"call","iv":0.287,"delta":0.9633,"oi":107},{"strike":90.0,"moneyness":0.7771,"type":"call","iv":0.3405,"delta":0.9022,"oi":248},{"strike":95.0,"moneyness":0.8203,"type":"put","iv":0.5854,"delta":-0.2274,"oi":242},{"strike":100.0,"moneyness":0.8635,"type":"call","iv":0.3758,"delta":0.7826,"oi":211},{"strike":105.0,"moneyness":0.9067,"type":"call","iv":0.3841,"delta":0.7197,"oi":146},{"strike":125.0,"moneyness":1.0794,"type":"call","iv":0.3978,"delta":0.4693,"oi":132}]},{"expiration":"10/16/2026","underlying_price":115.80999755859375,"strikes":[{"strike":75.0,"moneyness":0.6476,"type":"put","iv":1.3832,"delta":-0.0359,"oi":101},{"strike":90.0,"moneyness":0.7771,"type":"put","iv":2.6774,"delta":-0.2252,"oi":177},{"strike":95.0,"moneyness":0.8203,"type":"put","iv":0.7302,"delta":-0.0646,"oi":285},{"strike":100.0,"moneyness":0.8635,"type":"put","iv":0.6164,"delta":-0.0913,"oi":234},{"strike":105.0,"moneyness":0.9067,"type":"put","iv":0.4884,"delta":-0.1302,"oi":187},{"strike":105.0,"moneyness":0.9067,"type":"call","iv":0.4048,"delta":0.91,"oi":155},{"strike":110.0,"moneyness":0.9498,"type":"put","iv":0.4849,"delta":-0.2661,"oi":143},{"strike":110.0,"moneyness":0.9498,"type":"call","iv":0.4386,"delta":0.7522,"oi":10306},{"strike":115.0,"moneyness":0.993,"type":"call","iv":0.4422,"delta":0.5572,"oi":2452},{"strike":120.0,"moneyness":1.0362,"type":"call","iv":0.3972,"delta":0.3386,"oi":708},{"strike":135.0,"moneyness":1.1657,"type":"call","iv":0.4824,"delta":0.0524,"oi":532},{"strike":145.0,"moneyness":1.2521,"type":"call","iv":0.5496,"delta":0.0178,"oi":160}]},{"expiration":"12/18/2026","underlying_price":115.80999755859375,"strikes":[{"strike":60.0,"moneyness":0.5181,"type":"put","iv":1.0442,"delta":-0.0508,"oi":198},{"strike":65.0,"moneyness":0.5613,"type":"put","iv":0.9036,"delta":-0.0517,"oi":275},{"strike":70.0,"moneyness":0.6044,"type":"put","iv":0.812,"delta":-0.0585,"oi":870},{"strike":75.0,"moneyness":0.6476,"type":"put","iv":0.6572,"delta":-0.0517,"oi":220},{"strike":80.0,"moneyness":0.6908,"type":"put","iv":0.6756,"delta":-0.0834,"oi":344},{"strike":85.0,"moneyness":0.734,"type":"put","iv":0.6023,"delta":-0.0977,"oi":661},{"strike":90.0,"moneyness":0.7771,"type":"put","iv":0.5539,"delta":-0.1232,"oi":335},{"strike":90.0,"moneyness":0.7771,"type":"call","iv":0.4163,"delta":0.9291,"oi":165},{"strike":95.0,"moneyness":0.8203,"type":"put","iv":0.5367,"delta":-0.1667,"oi":280},{"strike":95.0,"moneyness":0.8203,"type":"call","iv":0.4179,"delta":0.8811,"oi":161},{"strike":105.0,"moneyness":0.9067,"type":"call","iv":0.4214,"delta":0.7427,"oi":126},{"strike":110.0,"moneyness":0.9498,"type":"call","iv":0.3815,"delta":0.6677,"oi":168},{"strike":115.0,"moneyness":0.993,"type":"call","iv":0.4266,"delta":0.571,"oi":125}]}],"greeks_heatmap":{"data":[{"strike":90.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2252,"call_gamma":0,"put_gamma":0.005128,"call_theta":0,"put_theta":-0.6712,"call_vega":0,"put_vega":0.0656,"call_oi":0,"put_oi":177},{"strike":95.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0646,"call_gamma":0,"put_gamma":0.007908,"call_theta":0,"put_theta":-0.0765,"call_vega":0,"put_vega":0.0276,"call_oi":0,"put_oi":285},{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0913,"call_gamma":0,"put_gamma":0.01218,"call_theta":0,"put_theta":-0.0837,"call_vega":0,"put_vega":0.0359,"call_oi":77,"put_oi":234},{"strike":105.0,"dte":14,"expiration":"10/16/2026","call_delta":0.91,"put_delta":-0.1302,"call_gamma":0.018358,"put_gamma":0.019835,"call_theta":-0.0662,"put_theta":-0.0851,"call_vega":0.0355,"put_vega":0.0463,"call_oi":155,"put_oi":187},{"strike":110.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7522,"put_delta":-0.2661,"call_gamma":0.032994,"put_gamma":0.03097,"call_theta":-0.1259,"put_theta":-0.13,"call_vega":0.0691,"put_vega":0.0717,"call_oi":10306,"put_oi":143},{"strike":115.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5572,"put_delta":0,"call_gamma":0.040854,"put_gamma":0,"call_theta":-0.1538,"put_theta":0,"call_vega":0.0863,"put_vega":0,"call_oi":2452,"put_oi":0},{"strike":120.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3386,"put_delta":0,"call_gamma":0.042135,"put_gamma":0,"call_theta":-0.1265,"put_theta":0,"call_vega":0.08,"put_vega":0,"call_oi":708,"put_oi":0},{"strike":135.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0524,"put_delta":0,"call_gamma":0.010156,"put_gamma":0,"call_theta":-0.0441,"put_theta":0,"call_vega":0.0234,"put_vega":0,"call_oi":532,"put_oi":0},{"strike":145.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0178,"put_delta":0,"call_gamma":0.003657,"put_gamma":0,"call_theta":-0.0205,"put_theta":0,"call_vega":0.0096,"put_vega":0,"call_oi":160,"put_oi":0},{"strike":120.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4578,"put_delta":0,"call_gamma":0.021313,"put_gamma":0,"call_theta":-0.0824,"put_theta":0,"call_vega":0.1666,"put_vega":0,"call_oi":55,"put_oi":0},{"strike":85.0,"dte":77,"expiration":"12/18/2026","call_delta":0.9711,"put_delta":-0.0977,"call_gamma":0.003237,"put_gamma":0.005419,"call_theta":-0.0182,"put_theta":-0.0346,"call_vega":0.0348,"put_vega":0.0911,"call_oi":63,"put_oi":661},{"strike":90.0,"dte":77,"expiration":"12/18/2026","call_delta":0.9291,"put_delta":-0.1232,"call_gamma":0.006165,"put_gamma":0.006963,"call_theta":-0.029,"put_theta":-0.0373,"call_vega":0.0717,"put_vega":0.1077,"call_oi":165,"put_oi":335},{"strike":95.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8811,"put_delta":-0.1667,"call_gamma":0.009,"put_gamma":0.00881,"call_theta":-0.0381,"put_theta":-0.044,"call_vega":0.105,"put_vega":0.132,"call_oi":161,"put_oi":280},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8133,"put_delta":-0.2259,"call_gamma":0.011795,"put_gamma":0.010485,"call_theta":-0.0489,"put_theta":-0.0531,"call_vega":0.1418,"put_vega":0.1588,"call_oi":95,"put_oi":80},{"strike":105.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7427,"put_delta":-0.2871,"call_gamma":0.014487,"put_gamma":0.012131,"call_theta":-0.0555,"put_theta":-0.0584,"call_vega":0.1705,"put_vega":0.18,"call_oi":126,"put_oi":64},{"strike":110.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6677,"put_delta":0,"call_gamma":0.018012,"put_gamma":0,"call_theta":-0.0558,"put_theta":0,"call_vega":0.1919,"put_vega":0,"call_oi":168,"put_oi":0},{"strike":115.0,"dte":77,"expiration":"12/18/2026","call_delta":0.571,"put_delta":0,"call_gamma":0.017415,"put_gamma":0,"call_theta":-0.0648,"put_theta":0,"call_vega":0.2075,"put_vega":0,"call_oi":125,"put_oi":0}],"strikes":[85.0,90.0,95.0,100.0,105.0,110.0,115.0,120.0,135.0,145.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":8.77,"put_25d_iv":48.49,"call_25d_iv":39.72,"put_25d_strike":110.0,"call_25d_strike":120.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":11.58,"put_25d_iv":54.25,"call_25d_iv":42.66,"put_25d_strike":100.0,"call_25d_strike":115.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":18.57,"put_25d_iv":58.54,"call_25d_iv":39.97,"put_25d_strike":95.0,"call_25d_strike":130.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":60.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":198},{"strike":65.0,"call_vanna":0,"put_vanna":12.0,"net_vanna":12.0,"call_oi":0,"put_oi":275},{"strike":70.0,"call_vanna":0,"put_vanna":41.0,"net_vanna":41.0,"call_oi":0,"put_oi":870},{"strike":75.0,"call_vanna":0,"put_vanna":22.0,"net_vanna":22.0,"call_oi":0,"put_oi":442},{"strike":80.0,"call_vanna":0,"put_vanna":20.0,"net_vanna":20.0,"call_oi":0,"put_oi":344},{"strike":85.0,"call_vanna":-7.0,"put_vanna":42.0,"net_vanna":35.0,"call_oi":170,"put_oi":661},{"strike":90.0,"call_vanna":-32.0,"put_vanna":29.0,"net_vanna":-3.0,"call_oi":413,"put_oi":512},{"strike":95.0,"call_vanna":-21.0,"put_vanna":54.0,"net_vanna":33.0,"call_oi":247,"put_oi":807},{"strike":100.0,"call_vanna":-31.0,"put_vanna":12.0,"net_vanna":-19.0,"call_oi":306,"put_oi":314},{"strike":105.0,"call_vanna":-28.0,"put_vanna":10.0,"net_vanna":-18.0,"call_oi":427,"put_oi":251},{"strike":110.0,"call_vanna":-320.0,"put_vanna":4.0,"net_vanna":-315.0,"call_oi":10474,"put_oi":143},{"strike":115.0,"call_vanna":-24.0,"put_vanna":0,"net_vanna":-24.0,"call_oi":2577,"put_oi":0},{"strike":120.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":835,"put_oi":0},{"strike":125.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":132,"put_oi":0},{"strike":130.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":81,"put_oi":0},{"strike":135.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":532,"put_oi":0},{"strike":145.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":160,"put_oi":0}],"net_vanna":-176.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":75.0,"call_charm":0,"put_charm":861.0,"net_charm":861.0,"call_oi":0,"put_oi":101},{"strike":90.0,"call_charm":0,"put_charm":69761.0,"net_charm":69761.0,"call_oi":0,"put_oi":177},{"strike":95.0,"call_charm":0,"put_charm":3675.0,"net_charm":3675.0,"call_oi":0,"put_oi":285},{"strike":100.0,"call_charm":0,"put_charm":4662.0,"net_charm":4662.0,"call_oi":0,"put_oi":234},{"strike":105.0,"call_charm":-24354.0,"put_charm":5399.0,"net_charm":-18955.0,"call_oi":155,"put_oi":187},{"strike":110.0,"call_charm":-2544203.0,"put_charm":12894.0,"net_charm":-2531309.0,"call_oi":10306,"put_oi":143},{"strike":115.0,"call_charm":-547758.0,"put_charm":0,"net_charm":-547758.0,"call_oi":2452,"put_oi":0},{"strike":120.0,"call_charm":-80597.0,"put_charm":0,"net_charm":-80597.0,"call_oi":763,"put_oi":0},{"strike":135.0,"call_charm":-3207.0,"put_charm":0,"net_charm":-3207.0,"call_oi":532,"put_oi":0},{"strike":145.0,"call_charm":-153.0,"put_charm":0,"net_charm":-153.0,"call_oi":160,"put_oi":0}],"net_charm":-3103021.0,"weekend_delta_shift":-9309063.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":953328.0,"put_delta":-15160.0,"net_delta":938168.0,"call_oi":14338,"put_oi":1173,"total_oi":15511,"total_volume":152,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":8192.0,"put_delta":-2108.0,"net_delta":6084.0,"call_oi":145,"put_oi":112,"total_oi":257,"total_volume":21,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":77318.0,"put_delta":-31435.0,"net_delta":45883.0,"call_oi":1026,"put_oi":3436,"total_oi":4462,"total_volume":10,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":83575.0,"put_delta":-8157.0,"net_delta":75417.0,"call_oi":1156,"put_oi":451,"total_oi":1607,"total_volume":13,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":3717.0,"put_delta":-116.0,"net_delta":3601.0,"call_oi":50,"put_oi":5,"total_oi":55,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":1245.0,"put_delta":-476.0,"net_delta":769.0,"call_oi":21,"put_oi":17,"total_oi":38,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":12,"total_oi":19,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":31,"total_oi":32,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":15,"total_oi":35,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":49,"total_oi":81,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":202,"total_oi":228,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":284,"total_oi":286,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":879,"total_oi":881,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":444,"total_oi":461,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":160,"put_oi":362,"total_oi":522,"bias":"neutral"},{"strike":85.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":174,"put_oi":715,"total_oi":889,"bias":"bullish"},{"strike":90.0,"call_volume":1,"put_volume":1,"total_volume":2,"call_oi":416,"put_oi":553,"total_oi":969,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":250,"put_oi":817,"total_oi":1067,"bias":"bearish"},{"strike":100.0,"call_volume":4,"put_volume":20,"total_volume":24,"call_oi":410,"put_oi":342,"total_oi":752,"bias":"bearish"},{"strike":105.0,"call_volume":4,"put_volume":13,"total_volume":17,"call_oi":485,"put_oi":271,"total_oi":756,"bias":"bearish"},{"strike":110.0,"call_volume":14,"put_volume":29,"total_volume":43,"call_oi":10504,"put_oi":149,"total_oi":10653,"bias":"bearish"},{"strike":115.0,"call_volume":74,"put_volume":15,"total_volume":89,"call_oi":2609,"put_oi":34,"total_oi":2643,"bias":"bullish"},{"strike":120.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":884,"put_oi":16,"total_oi":900,"bias":"bullish"},{"strike":125.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":189,"put_oi":0,"total_oi":189,"bias":"bullish"},{"strike":130.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":139,"put_oi":5,"total_oi":144,"bias":"bullish"},{"strike":135.0,"call_volume":26,"put_volume":11,"total_volume":37,"call_oi":541,"put_oi":3,"total_oi":544,"bias":"bullish"},{"strike":140.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":12,"put_oi":3,"total_oi":15,"bias":"bullish"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":165,"put_oi":1,"total_oi":166,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"bearish"},{"strike":165.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"bearish"}],"underlying_price":115.80999755859375,"peak_call_strike":115.0,"peak_put_strike":110.0,"total_call_volume":141,"total_put_volume":96,"volume_pc_ratio":0.681},"iv_contours":{"x":[0.73,0.78,0.82,0.86,0.91,0.95,0.99,1.04,1.08,1.12,1.17,1.25],"y":[14,49,77,168],"z":[[97.98,267.74,73.02,61.64,44.66,46.17,44.22,39.72,null,42.7,48.24,54.96],[null,52.77,null,46.9,49.13,44.5,49.05,44.32,44.48,null,null,null],[49.38,48.51,47.73,48.66,47.64,38.15,42.66,43.28,43.64,42.54,null,null],[43.74,34.05,47.0,37.58,38.41,39.28,39.28,39.69,39.78,39.97,null,null]],"levels":[34.0,57.4,80.8,104.2,127.5,150.9,174.3,197.6,221.0,244.4,267.7],"min_iv":34.0,"max_iv":267.7},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":115.0,"atm_iv":44.22,"otm_strike":120.0,"otm_iv":39.72,"itm_strike":110.0,"itm_iv":43.86,"iv_butterfly":-4.85,"price_butterfly":0.62,"convexity":"inverted"},{"expiration":"11/20/2026","dte":49,"atm_strike":120.0,"atm_iv":44.32,"otm_strike":120.0,"otm_iv":44.32,"itm_strike":110.0,"itm_iv":44.5,"iv_butterfly":0.18,"price_butterfly":5.0,"convexity":"flat"},{"expiration":"12/18/2026","dte":77,"atm_strike":115.0,"atm_iv":42.66,"otm_strike":120.0,"otm_iv":43.28,"itm_strike":110.0,"itm_iv":38.15,"iv_butterfly":-3.89,"price_butterfly":-0.3,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":115.0,"atm_iv":39.28,"otm_strike":120.0,"otm_iv":39.69,"itm_strike":110.0,"itm_iv":39.28,"iv_butterfly":0.42,"price_butterfly":0.45,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":75.55},{"date":"2026-09-15","iv":74.09},{"date":"2026-09-16","iv":76.71},{"date":"2026-09-17","iv":68.15},{"date":"2026-09-18","iv":59.3},{"date":"2026-09-21","iv":55.52},{"date":"2026-09-22","iv":53.6},{"date":"2026-09-23","iv":51.8},{"date":"2026-09-24","iv":53.2},{"date":"2026-09-25","iv":54.1},{"date":"2026-09-28","iv":51.8},{"date":"2026-09-29","iv":55.5},{"date":"2026-09-30","iv":62.6},{"date":"2026-10-01","iv":53.1},{"date":"2026-10-02","iv":55.6}]}}