{"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":"JEPI","summary":{"name":"JEPI","price":56.1,"total_oi":29323,"call_oi":16600,"put_oi":12723,"pc_ratio":0.766,"net_gex":4844733.54,"avg_iv":21.1,"iv_rank":5.5,"iv_52w_high":43.39,"iv_52w_low":19.8,"gamma_flip":56.51,"max_pain":56.0},"features":{"symbol":"JEPI","price":56.1,"total_oi":29323,"analysis_coverage":0.9444,"avg_iv_pct":21.1,"iv_rank":5.5,"iv_52w_high_pct":43.39,"iv_52w_low_pct":19.8,"front_dte":14,"front_atm_iv_pct":10.5184,"back_atm_iv_pct":8.8429,"term_premium_pp":1.6755,"expected_move_front_pct":2.06,"straddle_front_pct":1.11,"straddle_30d_pct":1.11,"risk_reversal_front_pp":49.36,"risk_reversal_30d_pp":49.36,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.766,"put_call_oi_front_ratio":1.071,"put_call_volume_front_ratio":0.318,"option_volume":846,"volume_oi_ratio":0.028851,"net_delta_normalized":0.018752,"dealer_delta_normalized":-0.017268,"gex_per_100k_oi":16521957.303141,"vanna_per_100k_oi":4320.840296,"charm_per_100k_oi":-9903.488729,"weekend_delta_shift_per_100k_oi":-29713.876479,"iv_surface_range_pp":64.3,"gamma_flip_distance_pct":0.730838,"max_pain_distance_pct":-0.178253,"peak_call_distance_pct":1.604278,"peak_put_distance_pct":-28.698752},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":0.0,"put_gex":-357.43,"net_gex":-357.43,"call_oi":1,"put_oi":45},{"strike":35.0,"call_gex":0.0,"put_gex":-31.34,"net_gex":-31.34,"call_oi":0,"put_oi":2},{"strike":40.0,"call_gex":0.0,"put_gex":-4455.48,"net_gex":-4455.48,"call_oi":1,"put_oi":292},{"strike":44.0,"call_gex":0.0,"put_gex":-11980.9,"net_gex":-11980.9,"call_oi":1,"put_oi":436},{"strike":45.0,"call_gex":0.0,"put_gex":-5995.61,"net_gex":-5995.61,"call_oi":0,"put_oi":143},{"strike":46.0,"call_gex":0.0,"put_gex":-3589.23,"net_gex":-3589.23,"call_oi":1,"put_oi":85},{"strike":47.0,"call_gex":0.0,"put_gex":-1310.18,"net_gex":-1310.18,"call_oi":0,"put_oi":25},{"strike":48.0,"call_gex":0.0,"put_gex":-7993.63,"net_gex":-7993.63,"call_oi":0,"put_oi":143},{"strike":49.0,"call_gex":0.0,"put_gex":-5896.9,"net_gex":-5896.9,"call_oi":0,"put_oi":86},{"strike":50.0,"call_gex":0.0,"put_gex":-43223.69,"net_gex":-43223.69,"call_oi":0,"put_oi":585},{"strike":51.0,"call_gex":0.0,"put_gex":-42990.38,"net_gex":-42990.38,"call_oi":2,"put_oi":490},{"strike":52.0,"call_gex":0.0,"put_gex":-227536.93,"net_gex":-227536.93,"call_oi":0,"put_oi":2593},{"strike":53.0,"call_gex":1379.43,"put_gex":-94540.96,"net_gex":-93161.54,"call_oi":11,"put_oi":585},{"strike":54.0,"call_gex":0.0,"put_gex":-348964.11,"net_gex":-348964.11,"call_oi":195,"put_oi":2009},{"strike":55.0,"call_gex":29762.74,"put_gex":-794878.81,"net_gex":-765116.07,"call_oi":202,"put_oi":1688},{"strike":56.0,"call_gex":1654214.51,"put_gex":-1800074.6,"net_gex":-145860.09,"call_oi":2113,"put_oi":1673},{"strike":57.0,"call_gex":3690575.77,"put_gex":-317424.87,"net_gex":3373150.9,"call_oi":4394,"put_oi":638},{"strike":58.0,"call_gex":1364460.93,"put_gex":-18711.79,"net_gex":1345749.14,"call_oi":3669,"put_oi":82},{"strike":59.0,"call_gex":622022.0,"put_gex":-3682.44,"net_gex":618339.55,"call_oi":2076,"put_oi":17},{"strike":60.0,"call_gex":1002054.42,"put_gex":-6847.15,"net_gex":995207.27,"call_oi":2792,"put_oi":42},{"strike":61.0,"call_gex":73491.66,"put_gex":-274.77,"net_gex":73216.89,"call_oi":274,"put_oi":2},{"strike":62.0,"call_gex":199686.91,"put_gex":-1064.48,"net_gex":198622.43,"call_oi":698,"put_oi":13},{"strike":63.0,"call_gex":1990.01,"put_gex":-90.96,"net_gex":1899.05,"call_oi":14,"put_oi":1},{"strike":64.0,"call_gex":16145.51,"put_gex":-1513.64,"net_gex":14631.87,"call_oi":132,"put_oi":22},{"strike":65.0,"call_gex":1066.74,"put_gex":-6320.61,"net_gex":-5253.87,"call_oi":8,"put_oi":61},{"strike":66.0,"call_gex":86.67,"put_gex":-1056.98,"net_gex":-970.31,"call_oi":3,"put_oi":11},{"strike":67.0,"call_gex":109.35,"put_gex":0.0,"net_gex":109.35,"call_oi":1,"put_oi":0},{"strike":68.0,"call_gex":282.3,"put_gex":-119.58,"net_gex":162.72,"call_oi":4,"put_oi":2},{"strike":69.0,"call_gex":179.62,"put_gex":-35449.19,"net_gex":-35269.57,"call_oi":5,"put_oi":471},{"strike":70.0,"call_gex":237.85,"put_gex":-26636.23,"net_gex":-26398.38,"call_oi":3,"put_oi":481}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":306327.0,"total_value":306327.0},{"strike":35.0,"call_value":5.0,"put_value":242937.0,"total_value":242942.0},{"strike":40.0,"call_value":10.0,"put_value":179557.0,"total_value":179567.0},{"strike":44.0,"call_value":18.0,"put_value":130021.0,"total_value":130039.0},{"strike":45.0,"call_value":21.0,"put_value":118073.0,"total_value":118094.0},{"strike":46.0,"call_value":24.0,"put_value":106268.0,"total_value":106292.0},{"strike":47.0,"call_value":28.0,"put_value":94548.0,"total_value":94576.0},{"strike":48.0,"call_value":32.0,"put_value":82853.0,"total_value":82885.0},{"strike":49.0,"call_value":36.0,"put_value":71301.0,"total_value":71337.0},{"strike":50.0,"call_value":40.0,"put_value":59835.0,"total_value":59875.0},{"strike":51.0,"call_value":44.0,"put_value":48954.0,"total_value":48998.0},{"strike":52.0,"call_value":50.0,"put_value":38563.0,"total_value":38613.0},{"strike":53.0,"call_value":56.0,"put_value":30765.0,"total_value":30821.0},{"strike":54.0,"call_value":73.0,"put_value":23552.0,"total_value":23625.0},{"strike":55.0,"call_value":285.0,"put_value":18348.0,"total_value":18633.0},{"strike":56.0,"call_value":699.0,"put_value":14832.0,"total_value":15531.0},{"strike":57.0,"call_value":3226.0,"put_value":12989.0,"total_value":16215.0},{"strike":58.0,"call_value":10147.0,"put_value":11784.0,"total_value":21931.0},{"strike":59.0,"call_value":20737.0,"put_value":10661.0,"total_value":31398.0},{"strike":60.0,"call_value":33403.0,"put_value":9555.0,"total_value":42958.0},{"strike":61.0,"call_value":48861.0,"put_value":8491.0,"total_value":57352.0},{"strike":62.0,"call_value":64593.0,"put_value":7429.0,"total_value":72022.0},{"strike":63.0,"call_value":81023.0,"put_value":6380.0,"total_value":87403.0},{"strike":64.0,"call_value":97467.0,"put_value":5332.0,"total_value":102799.0},{"strike":65.0,"call_value":114043.0,"put_value":4306.0,"total_value":118349.0},{"strike":66.0,"call_value":130627.0,"put_value":3341.0,"total_value":133968.0},{"strike":67.0,"call_value":147214.0,"put_value":2387.0,"total_value":149601.0},{"strike":68.0,"call_value":163802.0,"put_value":1433.0,"total_value":165235.0},{"strike":69.0,"call_value":180394.0,"put_value":481.0,"total_value":180875.0},{"strike":70.0,"call_value":196991.0,"put_value":0,"total_value":196991.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":73.7,"strike":48.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":60.8,"strike":45.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":60.0,"strike":41.29},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":52.2,"strike":50.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":40.1,"strike":50.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":22.9,"strike":50.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":18.6,"strike":53.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":13.7,"strike":53.33},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":12.7,"strike":53.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":9.3,"strike":56.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":8.6,"strike":56.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":9.5,"strike":56.2},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":16.7,"strike":58.8},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":12.0,"strike":59.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":13.7,"strike":59.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":46.5,"strike":62.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":20.8,"strike":62.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":19.2,"strike":62.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":75.9,"strike":68.0},{"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":44.1,"strike":66.6}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.7153,"contract_count":18,"total_oi":10661},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":11,"total_oi":1243},{"expiration":"01/15/2027","dte":105,"iv":0.2123,"contract_count":17,"total_oi":7202},{"expiration":"04/16/2027","dte":196,"iv":0.1775,"contract_count":13,"total_oi":455},{"expiration":"01/21/2028","dte":476,"iv":0.5417,"contract_count":13,"total_oi":3604},{"expiration":"01/19/2029","dte":840,"iv":1.0,"contract_count":6,"total_oi":67}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":2.06,"expected_move_2std":4.13,"contract_count":9},{"expiration":"11/20/2026","dte":49,"expected_move_1std":3.24,"expected_move_2std":6.48,"contract_count":8},{"expiration":"01/15/2027","dte":105,"expected_move_1std":5.39,"expected_move_2std":10.78,"contract_count":8},{"expiration":"04/16/2027","dte":196,"expected_move_1std":7.99,"expected_move_2std":15.99,"contract_count":7},{"expiration":"01/21/2028","dte":476,"expected_move_1std":22.68,"expected_move_2std":45.35,"contract_count":5},{"expiration":"01/19/2029","dte":840,"expected_move_1std":40.48,"expected_move_2std":80.97,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":5198,"put_oi":5565,"total_oi":10763,"pc_ratio":1.071,"pc_ratio_volume":0.318,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":833,"put_oi":436,"total_oi":1269,"pc_ratio":0.523,"pc_ratio_volume":0.648,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":6177,"put_oi":2689,"total_oi":8866,"pc_ratio":0.435,"pc_ratio_volume":0.99,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":285,"put_oi":184,"total_oi":469,"pc_ratio":0.646,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":3841,"put_oi":3699,"total_oi":7540,"pc_ratio":0.963,"pc_ratio_volume":0.219,"sentiment":"neutral"},{"expiration":"01/19/2029","dte":840,"call_oi":266,"put_oi":150,"total_oi":416,"pc_ratio":0.564,"pc_ratio_volume":2.5,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-100.0,"dealer_delta":100.0,"call_oi":0,"put_oi":45},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-25.0,"dealer_delta":25.0,"call_oi":0,"put_oi":2},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-635.0,"dealer_delta":635.0,"call_oi":0,"put_oi":292},{"strike":44.0,"call_delta_oi":0,"put_delta_oi":-1341.0,"dealer_delta":1341.0,"call_oi":0,"put_oi":436},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-1970.0,"dealer_delta":1970.0,"call_oi":0,"put_oi":143},{"strike":46.0,"call_delta_oi":0,"put_delta_oi":-1225.0,"dealer_delta":1225.0,"call_oi":0,"put_oi":85},{"strike":47.0,"call_delta_oi":0,"put_delta_oi":-422.0,"dealer_delta":422.0,"call_oi":0,"put_oi":25},{"strike":48.0,"call_delta_oi":0,"put_delta_oi":-2472.0,"dealer_delta":2472.0,"call_oi":0,"put_oi":143},{"strike":49.0,"call_delta_oi":0,"put_delta_oi":-1433.0,"dealer_delta":1433.0,"call_oi":0,"put_oi":86},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-10059.0,"dealer_delta":10059.0,"call_oi":0,"put_oi":585},{"strike":51.0,"call_delta_oi":0,"put_delta_oi":-10475.0,"dealer_delta":10475.0,"call_oi":0,"put_oi":490},{"strike":52.0,"call_delta_oi":0,"put_delta_oi":-17648.0,"dealer_delta":17648.0,"call_oi":0,"put_oi":2593},{"strike":53.0,"call_delta_oi":1062.0,"put_delta_oi":-7866.0,"dealer_delta":6804.0,"call_oi":11,"put_oi":585},{"strike":54.0,"call_delta_oi":0,"put_delta_oi":-42349.0,"dealer_delta":42349.0,"call_oi":0,"put_oi":2009},{"strike":55.0,"call_delta_oi":4079.0,"put_delta_oi":-34891.0,"dealer_delta":30811.0,"call_oi":53,"put_oi":1688},{"strike":56.0,"call_delta_oi":89446.0,"put_delta_oi":-66557.0,"dealer_delta":-22889.0,"call_oi":1358,"put_oi":1673},{"strike":57.0,"call_delta_oi":104494.0,"put_delta_oi":-37859.0,"dealer_delta":-66635.0,"call_oi":3928,"put_oi":638},{"strike":58.0,"call_delta_oi":33023.0,"put_delta_oi":-4593.0,"dealer_delta":-28430.0,"call_oi":2949,"put_oi":82},{"strike":59.0,"call_delta_oi":23949.0,"put_delta_oi":-1067.0,"dealer_delta":-22882.0,"call_oi":2076,"put_oi":17},{"strike":60.0,"call_delta_oi":87958.0,"put_delta_oi":-2639.0,"dealer_delta":-85320.0,"call_oi":2792,"put_oi":42},{"strike":61.0,"call_delta_oi":5354.0,"put_delta_oi":-186.0,"dealer_delta":-5168.0,"call_oi":246,"put_oi":2},{"strike":62.0,"call_delta_oi":15081.0,"put_delta_oi":-664.0,"dealer_delta":-14417.0,"call_oi":698,"put_oi":13},{"strike":63.0,"call_delta_oi":359.0,"put_delta_oi":-94.0,"dealer_delta":-265.0,"call_oi":14,"put_oi":1},{"strike":64.0,"call_delta_oi":4745.0,"put_delta_oi":-1164.0,"dealer_delta":-3581.0,"call_oi":132,"put_oi":22},{"strike":65.0,"call_delta_oi":330.0,"put_delta_oi":-4702.0,"dealer_delta":4372.0,"call_oi":8,"put_oi":61},{"strike":66.0,"call_delta_oi":184.0,"put_delta_oi":-874.0,"dealer_delta":691.0,"call_oi":3,"put_oi":11},{"strike":67.0,"call_delta_oi":25.0,"put_delta_oi":0,"dealer_delta":-25.0,"call_oi":1,"put_oi":0},{"strike":68.0,"call_delta_oi":41.0,"put_delta_oi":-115.0,"dealer_delta":73.0,"call_oi":4,"put_oi":2},{"strike":69.0,"call_delta_oi":35.0,"put_delta_oi":-37866.0,"dealer_delta":37831.0,"call_oi":5,"put_oi":471},{"strike":70.0,"call_delta_oi":85.0,"put_delta_oi":-28325.0,"dealer_delta":28240.0,"call_oi":3,"put_oi":481}],"net_dealer_delta":-50636.0,"total_call_delta":370252.0,"total_put_delta":-319616.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":56.099998474121094,"strikes":[{"strike":40.0,"moneyness":0.713,"type":"put","iv":0.3319,"delta":-0.0194,"oi":283},{"strike":44.0,"moneyness":0.7843,"type":"put","iv":0.2656,"delta":-0.0307,"oi":436},{"strike":50.0,"moneyness":0.8913,"type":"put","iv":0.1865,"delta":-0.0922,"oi":191},{"strike":55.0,"moneyness":0.9804,"type":"put","iv":0.1247,"delta":-0.304,"oi":335},{"strike":56.0,"moneyness":0.9982,"type":"put","iv":0.1291,"delta":-0.4067,"oi":227},{"strike":56.0,"moneyness":0.9982,"type":"call","iv":0.0417,"delta":0.7374,"oi":556},{"strike":57.0,"moneyness":1.016,"type":"put","iv":0.1371,"delta":-0.5061,"oi":317},{"strike":57.0,"moneyness":1.016,"type":"call","iv":0.0417,"delta":0.4366,"oi":1355},{"strike":58.0,"moneyness":1.0339,"type":"call","iv":0.043,"delta":0.1808,"oi":1188},{"strike":59.0,"moneyness":1.0517,"type":"call","iv":0.0496,"delta":0.0758,"oi":1026},{"strike":60.0,"moneyness":1.0695,"type":"call","iv":0.2105,"delta":0.3321,"oi":1776},{"strike":69.0,"moneyness":1.2299,"type":"put","iv":0.3625,"delta":-0.8187,"oi":441}]},{"expiration":"01/21/2028","underlying_price":56.099998474121094,"strikes":[{"strike":45.0,"moneyness":0.8021,"type":"put","iv":0.2824,"delta":-0.1546,"oi":114},{"strike":48.0,"moneyness":0.8556,"type":"put","iv":0.2437,"delta":-0.1844,"oi":108},{"strike":50.0,"moneyness":0.8913,"type":"put","iv":0.2383,"delta":-0.2228,"oi":314},{"strike":51.0,"moneyness":0.9091,"type":"put","iv":0.2216,"delta":-0.2351,"oi":319},{"strike":52.0,"moneyness":0.9269,"type":"put","iv":0.1976,"delta":-0.2436,"oi":430},{"strike":53.0,"moneyness":0.9447,"type":"put","iv":0.1921,"delta":-0.2672,"oi":142},{"strike":54.0,"moneyness":0.9626,"type":"put","iv":0.1925,"delta":-0.2962,"oi":1107},{"strike":55.0,"moneyness":0.9804,"type":"put","iv":0.196,"delta":-0.3272,"oi":164},{"strike":56.0,"moneyness":0.9982,"type":"put","iv":0.2021,"delta":-0.3583,"oi":239},{"strike":59.0,"moneyness":1.0517,"type":"call","iv":0.0277,"delta":0.568,"oi":162},{"strike":60.0,"moneyness":1.0695,"type":"call","iv":0.0224,"delta":0.325,"oi":825},{"strike":61.0,"moneyness":1.0873,"type":"call","iv":0.0425,"delta":0.2869,"oi":132},{"strike":62.0,"moneyness":1.1052,"type":"call","iv":0.0484,"delta":0.2173,"oi":640},{"strike":64.0,"moneyness":1.1408,"type":"call","iv":0.1484,"delta":0.3569,"oi":130},{"strike":70.0,"moneyness":1.2478,"type":"put","iv":0.3457,"delta":-0.5886,"oi":480}]},{"expiration":"04/16/2027","underlying_price":56.099998474121094,"strikes":[{"strike":57.0,"moneyness":1.016,"type":"call","iv":0.0165,"delta":0.7156,"oi":157}]},{"expiration":"10/16/2026","underlying_price":56.099998474121094,"strikes":[{"strike":51.0,"moneyness":0.9091,"type":"put","iv":0.5504,"delta":-0.1625,"oi":135},{"strike":52.0,"moneyness":0.9269,"type":"put","iv":0.2169,"delta":-0.028,"oi":2085},{"strike":53.0,"moneyness":0.9447,"type":"put","iv":0.2154,"delta":-0.0727,"oi":369},{"strike":54.0,"moneyness":0.9626,"type":"put","iv":0.1454,"delta":-0.0722,"oi":671},{"strike":55.0,"moneyness":0.9804,"type":"put","iv":0.1032,"delta":-0.1348,"oi":958},{"strike":56.0,"moneyness":0.9982,"type":"call","iv":0.0708,"delta":0.6,"oi":664},{"strike":56.0,"moneyness":0.9982,"type":"put","iv":0.0732,"delta":-0.403,"oi":1043},{"strike":57.0,"moneyness":1.016,"type":"call","iv":0.0567,"delta":0.0902,"oi":1881},{"strike":57.0,"moneyness":1.016,"type":"put","iv":0.0918,"delta":-0.7947,"oi":212},{"strike":58.0,"moneyness":1.0339,"type":"call","iv":0.1042,"delta":0.054,"oi":1546},{"strike":59.0,"moneyness":1.0517,"type":"call","iv":0.1691,"delta":0.0648,"oi":851},{"strike":60.0,"moneyness":1.0695,"type":"call","iv":0.187,"delta":0.0326,"oi":162}]},{"expiration":"11/20/2026","underlying_price":56.099998474121094,"strikes":[{"strike":54.0,"moneyness":0.9626,"type":"put","iv":0.1445,"delta":-0.1946,"oi":125},{"strike":55.0,"moneyness":0.9804,"type":"put","iv":0.1174,"delta":-0.2684,"oi":161},{"strike":56.0,"moneyness":0.9982,"type":"put","iv":0.1133,"delta":-0.4208,"oi":106},{"strike":56.0,"moneyness":0.9982,"type":"call","iv":0.0673,"delta":0.6233,"oi":138},{"strike":57.0,"moneyness":1.016,"type":"call","iv":0.0597,"delta":0.3205,"oi":535},{"strike":58.0,"moneyness":1.0339,"type":"call","iv":0.0487,"delta":0.0592,"oi":143}]}],"greeks_heatmap":{"data":[{"strike":51.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1625,"call_gamma":0,"put_gamma":0.042185,"call_theta":0,"put_theta":-0.054,"call_vega":0,"put_vega":0.026,"call_oi":0,"put_oi":135},{"strike":52.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.028,"call_gamma":0,"put_gamma":0.027959,"call_theta":0,"put_theta":-0.0055,"call_vega":0,"put_vega":0.0068,"call_oi":0,"put_oi":2085},{"strike":53.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0727,"call_gamma":0,"put_gamma":0.060608,"call_theta":0,"put_theta":-0.0116,"call_vega":0,"put_vega":0.0146,"call_oi":0,"put_oi":369},{"strike":54.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0722,"call_gamma":0,"put_gamma":0.089358,"call_theta":0,"put_theta":-0.0077,"call_vega":0,"put_vega":0.0146,"call_oi":0,"put_oi":671},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7626,"put_delta":-0.1348,"call_gamma":0.180765,"put_gamma":0.198463,"call_theta":-0.0251,"put_theta":-0.0082,"call_vega":0.0327,"put_vega":0.023,"call_oi":51,"put_oi":958},{"strike":56.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6,"put_delta":-0.403,"call_gamma":0.515297,"put_gamma":0.49958,"call_theta":-0.015,"put_theta":-0.0089,"call_vega":0.0409,"put_vega":0.041,"call_oi":664,"put_oi":1043},{"strike":57.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0902,"put_delta":-0.7947,"call_gamma":0.270708,"put_gamma":0.292677,"call_theta":-0.0043,"put_theta":-0.0053,"call_vega":0.0172,"put_vega":0.0301,"call_oi":1881,"put_oi":212},{"strike":58.0,"dte":14,"expiration":"10/16/2026","call_delta":0.054,"put_delta":0,"call_gamma":0.099383,"put_gamma":0,"call_theta":-0.005,"put_theta":0,"call_vega":0.0116,"put_vega":0,"call_oi":1546,"put_oi":0},{"strike":59.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0648,"put_delta":0,"call_gamma":0.070636,"put_gamma":0,"call_theta":-0.0091,"put_theta":0,"call_vega":0.0134,"put_vega":0,"call_oi":851,"put_oi":0},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0326,"put_delta":0,"call_gamma":0.036829,"put_gamma":0,"call_theta":-0.0058,"put_theta":0,"call_vega":0.0077,"put_vega":0,"call_oi":162,"put_oi":0},{"strike":54.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1946,"call_gamma":0,"put_gamma":0.093682,"call_theta":0,"put_theta":-0.0071,"call_vega":0,"put_vega":0.056,"call_oi":0,"put_oi":125},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2684,"call_gamma":0,"put_gamma":0.138028,"call_theta":0,"put_theta":-0.0064,"call_vega":0,"put_vega":0.0671,"call_oi":0,"put_oi":161},{"strike":56.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6233,"put_delta":-0.4208,"call_gamma":0.277285,"put_gamma":0.169609,"call_theta":-0.0094,"put_theta":-0.0066,"call_vega":0.0773,"put_vega":0.0796,"call_oi":138,"put_oi":106},{"strike":57.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3205,"put_delta":0,"call_gamma":0.294786,"put_gamma":0,"call_theta":-0.0066,"put_theta":0,"call_vega":0.0728,"put_vega":0,"call_oi":535,"put_oi":0},{"strike":58.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0592,"put_delta":0,"call_gamma":0.119017,"put_gamma":0,"call_theta":-0.0016,"put_theta":0,"call_vega":0.024,"put_vega":0,"call_oi":143,"put_oi":0}],"strikes":[51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":49.36,"put_25d_iv":55.04,"call_25d_iv":5.67,"put_25d_strike":51.0,"call_25d_strike":57.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":5.77,"put_25d_iv":11.74,"call_25d_iv":5.97,"put_25d_strike":55.0,"call_25d_strike":57.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":7.9,"put_25d_iv":12.2,"call_25d_iv":4.3,"put_25d_strike":54.0,"call_25d_strike":58.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":8.83,"put_25d_iv":12.0,"call_25d_iv":3.16,"put_25d_strike":55.0,"call_25d_strike":58.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":14.92,"put_25d_iv":19.76,"call_25d_iv":4.84,"put_25d_strike":52.0,"call_25d_strike":62.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":40.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":283},{"strike":44.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":436},{"strike":45.0,"call_vanna":0,"put_vanna":21.0,"net_vanna":21.0,"call_oi":0,"put_oi":114},{"strike":48.0,"call_vanna":0,"put_vanna":21.0,"net_vanna":21.0,"call_oi":0,"put_oi":108},{"strike":50.0,"call_vanna":0,"put_vanna":73.0,"net_vanna":73.0,"call_oi":0,"put_oi":505},{"strike":51.0,"call_vanna":0,"put_vanna":63.0,"net_vanna":63.0,"call_oi":0,"put_oi":454},{"strike":52.0,"call_vanna":0,"put_vanna":103.0,"net_vanna":103.0,"call_oi":0,"put_oi":2515},{"strike":53.0,"call_vanna":0,"put_vanna":38.0,"net_vanna":38.0,"call_oi":0,"put_oi":567},{"strike":54.0,"call_vanna":0,"put_vanna":209.0,"net_vanna":209.0,"call_oi":0,"put_oi":1999},{"strike":55.0,"call_vanna":-2.0,"put_vanna":91.0,"net_vanna":89.0,"call_oi":51,"put_oi":1673},{"strike":56.0,"call_vanna":-60.0,"put_vanna":58.0,"net_vanna":-2.0,"call_oi":1358,"put_oi":1670},{"strike":57.0,"call_vanna":92.0,"put_vanna":-2.0,"net_vanna":90.0,"call_oi":3928,"put_oi":585},{"strike":58.0,"call_vanna":147.0,"put_vanna":-2.0,"net_vanna":145.0,"call_oi":2949,"put_oi":63},{"strike":59.0,"call_vanna":74.0,"put_vanna":0,"net_vanna":74.0,"call_oi":2039,"put_oi":0},{"strike":60.0,"call_vanna":236.0,"put_vanna":0,"net_vanna":236.0,"call_oi":2763,"put_oi":0},{"strike":61.0,"call_vanna":30.0,"put_vanna":0,"net_vanna":30.0,"call_oi":226,"put_oi":0},{"strike":62.0,"call_vanna":121.0,"put_vanna":0,"net_vanna":121.0,"call_oi":640,"put_oi":0},{"strike":64.0,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":130,"put_oi":0},{"strike":65.0,"call_vanna":0,"put_vanna":-5.0,"net_vanna":-5.0,"call_oi":0,"put_oi":61},{"strike":69.0,"call_vanna":0,"put_vanna":-40.0,"net_vanna":-40.0,"call_oi":0,"put_oi":441},{"strike":70.0,"call_vanna":0,"put_vanna":-38.0,"net_vanna":-38.0,"call_oi":0,"put_oi":480}],"net_vanna":1267.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":51.0,"call_charm":0,"put_charm":3087.0,"net_charm":3087.0,"call_oi":0,"put_oi":135},{"strike":52.0,"call_charm":0,"put_charm":834.0,"net_charm":834.0,"call_oi":0,"put_oi":2085},{"strike":53.0,"call_charm":0,"put_charm":814.0,"net_charm":814.0,"call_oi":0,"put_oi":369},{"strike":54.0,"call_charm":0,"put_charm":1098.0,"net_charm":1098.0,"call_oi":0,"put_oi":796},{"strike":55.0,"call_charm":-2548.0,"put_charm":2974.0,"net_charm":426.0,"call_oi":51,"put_oi":1119},{"strike":56.0,"call_charm":-16197.0,"put_charm":9945.0,"net_charm":-6252.0,"call_oi":802,"put_oi":1149},{"strike":57.0,"call_charm":-2761.0,"put_charm":2340.0,"net_charm":-421.0,"call_oi":2416,"put_oi":212},{"strike":58.0,"call_charm":-1098.0,"put_charm":0,"net_charm":-1098.0,"call_oi":1689,"put_oi":0},{"strike":59.0,"call_charm":-1312.0,"put_charm":0,"net_charm":-1312.0,"call_oi":851,"put_oi":0},{"strike":60.0,"call_charm":-79.0,"put_charm":0,"net_charm":-79.0,"call_oi":162,"put_oi":0}],"net_charm":-2904.0,"weekend_delta_shift":-8713.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":76370.0,"put_delta":-88782.0,"net_delta":-12412.0,"call_oi":5198,"put_oi":5565,"total_oi":10763,"total_volume":224,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":27010.0,"put_delta":-13217.0,"net_delta":13793.0,"call_oi":831,"put_oi":436,"total_oi":1267,"total_volume":178,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":190936.0,"put_delta":-92170.0,"net_delta":98767.0,"call_oi":6045,"put_oi":2689,"total_oi":8734,"total_volume":392,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":15175.0,"put_delta":-6110.0,"net_delta":9065.0,"call_oi":274,"put_oi":184,"total_oi":458,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":58622.0,"put_delta":-116088.0,"net_delta":-57466.0,"call_oi":1898,"put_oi":3699,"total_oi":5597,"total_volume":19,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":2138.0,"put_delta":-3248.0,"net_delta":-1110.0,"call_oi":35,"put_oi":150,"total_oi":185,"total_volume":5,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":56.0,"straddle_price":0.62,"straddle_pct":1.11,"implied_move":1.11,"avg_iv":7.2},{"expiration":"11/20/2026","dte":49,"strike":56.0,"straddle_price":1.5,"straddle_pct":2.67,"implied_move":2.67,"avg_iv":9.0},{"expiration":"01/15/2027","dte":105,"strike":56.0,"straddle_price":2.15,"straddle_pct":3.83,"implied_move":3.83,"avg_iv":8.5},{"expiration":"01/21/2028","dte":476,"strike":56.0,"straddle_price":5.65,"straddle_pct":10.07,"implied_move":10.07,"avg_iv":null}],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":45,"total_oi":46,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":191,"total_volume":191,"call_oi":1,"put_oi":292,"total_oi":293,"bias":"bearish"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":436,"total_oi":437,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":143,"total_oi":143,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":1,"put_oi":85,"total_oi":86,"bias":"bearish"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":25,"total_oi":25,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":143,"total_oi":143,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":86,"total_oi":86,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":585,"total_oi":585,"bias":"neutral"},{"strike":51.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":490,"total_oi":492,"bias":"neutral"},{"strike":52.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":0,"put_oi":2593,"total_oi":2593,"bias":"bearish"},{"strike":53.0,"call_volume":0,"put_volume":7,"total_volume":7,"call_oi":11,"put_oi":585,"total_oi":596,"bias":"bearish"},{"strike":54.0,"call_volume":0,"put_volume":20,"total_volume":20,"call_oi":195,"put_oi":2009,"total_oi":2204,"bias":"bearish"},{"strike":55.0,"call_volume":10,"put_volume":35,"total_volume":45,"call_oi":202,"put_oi":1688,"total_oi":1890,"bias":"bearish"},{"strike":56.0,"call_volume":211,"put_volume":62,"total_volume":273,"call_oi":2113,"put_oi":1673,"total_oi":3786,"bias":"bullish"},{"strike":57.0,"call_volume":239,"put_volume":8,"total_volume":247,"call_oi":4394,"put_oi":638,"total_oi":5032,"bias":"bullish"},{"strike":58.0,"call_volume":32,"put_volume":5,"total_volume":37,"call_oi":3669,"put_oi":82,"total_oi":3751,"bias":"bullish"},{"strike":59.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":2076,"put_oi":17,"total_oi":2093,"bias":"bullish"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2792,"put_oi":42,"total_oi":2834,"bias":"neutral"},{"strike":61.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":274,"put_oi":2,"total_oi":276,"bias":"bullish"},{"strike":62.0,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":698,"put_oi":13,"total_oi":711,"bias":"bullish"},{"strike":63.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":1,"total_oi":15,"bias":"neutral"},{"strike":64.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":132,"put_oi":22,"total_oi":154,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":61,"total_oi":69,"bias":"neutral"},{"strike":66.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":11,"total_oi":14,"bias":"neutral"},{"strike":67.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":68.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":2,"total_oi":6,"bias":"neutral"},{"strike":69.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":471,"total_oi":476,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":481,"total_oi":484,"bias":"neutral"}],"underlying_price":56.099998474121094,"peak_call_strike":57.0,"peak_put_strike":40.0,"total_call_volume":509,"total_put_volume":337,"volume_pc_ratio":0.662},"iv_contours":{"x":[0.71,0.78,0.8,0.86,0.87,0.89,0.91,0.93,0.94,0.96,0.98,1.0,1.02,1.03,1.05,1.07,1.09,1.1,1.16,1.18,1.23],"y":[14,49,105],"z":[[null,null,null,69.2,52.61,49.46,55.04,21.69,21.54,14.54,13.23,7.2,7.42,10.42,16.91,18.7,33.87,47.98,null,null,null],[null,null,null,null,null,null,null,null,null,14.45,11.74,9.03,8.69,4.87,null,null,null,20.84,null,null,null],[33.19,26.56,29.01,null,38.43,18.65,27.16,16.94,14.13,12.2,12.47,8.54,8.94,10.4,9.97,20.69,12.05,21.69,30.73,31.09,36.25]],"levels":[4.9,11.3,17.7,24.2,30.6,37.0,43.5,49.9,56.3,62.8,69.2],"min_iv":4.9,"max_iv":69.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":28.93},{"date":"2026-09-15","iv":28.71},{"date":"2026-09-16","iv":32.18},{"date":"2026-09-17","iv":41.58},{"date":"2026-09-18","iv":43.39},{"date":"2026-09-21","iv":24.31},{"date":"2026-09-22","iv":21.3},{"date":"2026-09-23","iv":21.1},{"date":"2026-09-24","iv":20.5},{"date":"2026-09-25","iv":21.4},{"date":"2026-09-28","iv":19.8},{"date":"2026-09-29","iv":23.6},{"date":"2026-09-30","iv":21.1},{"date":"2026-10-01","iv":22.1},{"date":"2026-10-02","iv":21.1}]}}