{"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":"KEEL","summary":{"name":"KEEL","price":3.62,"total_oi":1035398,"call_oi":854466,"put_oi":180932,"pc_ratio":0.212,"net_gex":1207722.78,"avg_iv":356.3,"iv_rank":34.9,"iv_52w_high":777.1,"iv_52w_low":130.36,"gamma_flip":1.69,"max_pain":3.0},"features":{"symbol":"KEEL","price":3.62,"total_oi":1035398,"analysis_coverage":0.9444,"avg_iv_pct":356.3,"iv_rank":34.9,"iv_52w_high_pct":777.1,"iv_52w_low_pct":130.36,"front_dte":7,"front_atm_iv_pct":85.1356,"back_atm_iv_pct":93.2869,"term_premium_pp":-8.1513,"expected_move_front_pct":11.79,"straddle_front_pct":8.98,"straddle_30d_pct":19.06,"risk_reversal_front_pp":-9.59,"risk_reversal_30d_pp":-1.05,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.212,"put_call_oi_front_ratio":0.859,"put_call_volume_front_ratio":0.678,"option_volume":35375,"volume_oi_ratio":0.034166,"net_delta_normalized":0.25839,"dealer_delta_normalized":-0.248381,"gex_per_100k_oi":116643.337152,"vanna_per_100k_oi":127.294045,"charm_per_100k_oi":-32595.774765,"weekend_delta_shift_per_100k_oi":-97787.324295,"iv_surface_range_pp":52.5,"gamma_flip_distance_pct":-53.314917,"max_pain_distance_pct":-17.127072,"peak_call_distance_pct":10.497238,"peak_put_distance_pct":-17.127072},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":47.35,"put_gex":-34.1,"net_gex":13.25,"call_oi":13243,"put_oi":515},{"strike":1.0,"call_gex":688.08,"put_gex":-985.53,"net_gex":-297.45,"call_oi":15063,"put_oi":5339},{"strike":1.5,"call_gex":1372.46,"put_gex":-10275.02,"net_gex":-8902.56,"call_oi":14216,"put_oi":24052},{"strike":2.0,"call_gex":41329.64,"put_gex":-16623.77,"net_gex":24705.87,"call_oi":47729,"put_oi":17292},{"strike":2.5,"call_gex":22612.15,"put_gex":-17925.23,"net_gex":4686.92,"call_oi":18321,"put_oi":10528},{"strike":3.0,"call_gex":124045.36,"put_gex":-75543.73,"net_gex":48501.63,"call_oi":64979,"put_oi":23299},{"strike":3.5,"call_gex":66848.03,"put_gex":-82293.75,"net_gex":-15445.72,"call_oi":22859,"put_oi":10838},{"strike":4.0,"call_gex":556831.6,"put_gex":-37387.7,"net_gex":519443.89,"call_oi":124436,"put_oi":9848},{"strike":4.5,"call_gex":75942.45,"put_gex":-22952.75,"net_gex":52989.71,"call_oi":28346,"put_oi":7733},{"strike":5.0,"call_gex":208207.01,"put_gex":-12294.78,"net_gex":195912.23,"call_oi":96011,"put_oi":4720},{"strike":5.5,"call_gex":60553.98,"put_gex":-39063.15,"net_gex":21490.83,"call_oi":28336,"put_oi":15711},{"strike":6.0,"call_gex":9518.75,"put_gex":-300.66,"net_gex":9218.09,"call_oi":5647,"put_oi":149},{"strike":6.5,"call_gex":545.55,"put_gex":-3.03,"net_gex":542.52,"call_oi":483,"put_oi":109},{"strike":7.0,"call_gex":207035.8,"put_gex":-51807.08,"net_gex":155228.72,"call_oi":138766,"put_oi":30132},{"strike":7.5,"call_gex":7.83,"put_gex":-0.8,"net_gex":7.03,"call_oi":8,"put_oi":1},{"strike":8.0,"call_gex":22257.69,"put_gex":-394.95,"net_gex":21862.75,"call_oi":18524,"put_oi":295},{"strike":9.0,"call_gex":13218.97,"put_gex":-3.57,"net_gex":13215.4,"call_oi":15849,"put_oi":3},{"strike":10.0,"call_gex":105279.19,"put_gex":-658.75,"net_gex":104620.43,"call_oi":106982,"put_oi":625},{"strike":11.0,"call_gex":1176.54,"put_gex":-4.4,"net_gex":1172.14,"call_oi":1853,"put_oi":4},{"strike":12.0,"call_gex":72060.24,"put_gex":-17300.87,"net_gex":54759.37,"call_oi":84033,"put_oi":19738},{"strike":13.0,"call_gex":990.29,"put_gex":0.0,"net_gex":990.29,"call_oi":1982,"put_oi":0},{"strike":14.0,"call_gex":3008.43,"put_gex":-0.99,"net_gex":3007.45,"call_oi":6800,"put_oi":1}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":762228.5,"total_value":762228.5},{"strike":1.0,"call_value":6621.5,"put_value":672020.0,"total_value":678641.5},{"strike":1.5,"call_value":20774.5,"put_value":584481.0,"total_value":605255.5},{"strike":2.0,"call_value":42035.5,"put_value":508968.0,"total_value":551003.5},{"strike":2.5,"call_value":87161.0,"put_value":442101.0,"total_value":529262.0},{"strike":3.0,"call_value":141447.0,"put_value":380498.0,"total_value":521945.0},{"strike":3.5,"call_value":228222.5,"put_value":330544.5,"total_value":558767.0},{"strike":4.0,"call_value":326427.5,"put_value":286010.0,"total_value":612437.5},{"strike":4.5,"call_value":486850.5,"put_value":246399.5,"total_value":733250.0},{"strike":5.0,"call_value":661446.5,"put_value":210655.5,"total_value":872102.0},{"strike":5.5,"call_value":884048.0,"put_value":177271.5,"total_value":1061319.5},{"strike":6.0,"call_value":1120817.5,"put_value":151743.0,"total_value":1272560.5},{"strike":6.5,"call_value":1360410.5,"put_value":126289.0,"total_value":1486699.5},{"strike":7.0,"call_value":1600245.0,"put_value":100889.5,"total_value":1701134.5},{"strike":7.5,"call_value":1909462.5,"put_value":90556.0,"total_value":2000018.5},{"strike":8.0,"call_value":2218684.0,"put_value":80223.0,"total_value":2298907.0},{"strike":9.0,"call_value":2855651.0,"put_value":59852.0,"total_value":2915503.0},{"strike":10.0,"call_value":3508467.0,"put_value":39484.0,"total_value":3547951.0},{"strike":11.0,"call_value":4268265.0,"put_value":19741.0,"total_value":4288006.0},{"strike":12.0,"call_value":5029916.0,"put_value":2.0,"total_value":5029918.0},{"strike":13.0,"call_value":5875600.0,"put_value":1.0,"total_value":5875601.0},{"strike":14.0,"call_value":6723266.0,"put_value":0,"total_value":6723266.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":286.7,"strike":2.25},{"moneyness":0.85,"dte":14,"iv":236.5,"strike":1.93},{"moneyness":0.85,"dte":21,"iv":195.3,"strike":1.94},{"moneyness":0.85,"dte":30,"iv":182.7,"strike":2.18},{"moneyness":0.85,"dte":45,"iv":153.1,"strike":1.8},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":110.0,"strike":2.07},{"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":85.1,"strike":3.5},{"moneyness":0.95,"dte":14,"iv":87.7,"strike":3.5},{"moneyness":0.95,"dte":21,"iv":80.7,"strike":3.5},{"moneyness":0.95,"dte":30,"iv":92.6,"strike":3.5},{"moneyness":0.95,"dte":45,"iv":92.7,"strike":3.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":92.8,"strike":3.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"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":96.3,"strike":4.0},{"moneyness":1.1,"dte":14,"iv":89.1,"strike":4.0},{"moneyness":1.1,"dte":21,"iv":76.9,"strike":4.0},{"moneyness":1.1,"dte":30,"iv":107.0,"strike":4.0},{"moneyness":1.1,"dte":45,"iv":97.0,"strike":4.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":93.4,"strike":4.0},{"moneyness":1.15,"dte":7,"iv":213.3,"strike":5.81},{"moneyness":1.15,"dte":14,"iv":130.6,"strike":5.68},{"moneyness":1.15,"dte":21,"iv":118.4,"strike":5.92},{"moneyness":1.15,"dte":30,"iv":115.6,"strike":5.43},{"moneyness":1.15,"dte":45,"iv":123.1,"strike":7.94},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":106.4,"strike":7.84}],"term_structure":[{"expiration":"10/09/2026","dte":7,"iv":0.2749,"contract_count":2,"total_oi":2349},{"expiration":"10/16/2026","dte":14,"iv":0.4404,"contract_count":2,"total_oi":1207},{"expiration":"10/23/2026","dte":21,"iv":0.0,"contract_count":2,"total_oi":813},{"expiration":"10/30/2026","dte":28,"iv":0.497,"contract_count":2,"total_oi":761},{"expiration":"11/06/2026","dte":35,"iv":1.0,"contract_count":2,"total_oi":23},{"expiration":"11/13/2026","dte":42,"iv":0.6827,"contract_count":1,"total_oi":103},{"expiration":"11/20/2026","dte":49,"iv":0.7879,"contract_count":2,"total_oi":9279},{"expiration":"01/15/2027","dte":105,"iv":0.7566,"contract_count":2,"total_oi":8948},{"expiration":"01/21/2028","dte":476,"iv":0.5246,"contract_count":2,"total_oi":6545}],"expected_move":[{"expiration":"10/09/2026","dte":7,"expected_move_1std":11.79,"expected_move_2std":23.57,"contract_count":2},{"expiration":"10/16/2026","dte":14,"expected_move_1std":17.18,"expected_move_2std":34.37,"contract_count":2},{"expiration":"10/23/2026","dte":21,"expected_move_1std":19.36,"expected_move_2std":38.72,"contract_count":2},{"expiration":"10/30/2026","dte":28,"expected_move_1std":24.55,"expected_move_2std":49.1,"contract_count":2},{"expiration":"11/06/2026","dte":35,"expected_move_1std":29.93,"expected_move_2std":59.86,"contract_count":2},{"expiration":"11/13/2026","dte":42,"expected_move_1std":31.07,"expected_move_2std":62.14,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":34.18,"expected_move_2std":68.35,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":49.76,"expected_move_2std":99.52,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":101.73,"expected_move_2std":203.45,"contract_count":2}],"pc_skew":[{"expiration":"10/02/2026","dte":0,"call_oi":28225,"put_oi":2294,"total_oi":30519,"pc_ratio":0.081,"pc_ratio_volume":0.171,"sentiment":"bullish"},{"expiration":"10/09/2026","dte":7,"call_oi":14037,"put_oi":12058,"total_oi":26095,"pc_ratio":0.859,"pc_ratio_volume":0.678,"sentiment":"neutral"},{"expiration":"10/16/2026","dte":14,"call_oi":34774,"put_oi":4583,"total_oi":39357,"pc_ratio":0.132,"pc_ratio_volume":0.122,"sentiment":"bullish"},{"expiration":"10/23/2026","dte":21,"call_oi":3307,"put_oi":2030,"total_oi":5337,"pc_ratio":0.614,"pc_ratio_volume":0.273,"sentiment":"bullish"},{"expiration":"10/30/2026","dte":28,"call_oi":10171,"put_oi":1003,"total_oi":11174,"pc_ratio":0.099,"pc_ratio_volume":15.511,"sentiment":"bullish"},{"expiration":"11/06/2026","dte":35,"call_oi":2235,"put_oi":236,"total_oi":2471,"pc_ratio":0.106,"pc_ratio_volume":0.005,"sentiment":"bullish"},{"expiration":"11/13/2026","dte":42,"call_oi":113,"put_oi":0,"total_oi":113,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":79305,"put_oi":33703,"total_oi":113008,"pc_ratio":0.425,"pc_ratio_volume":0.113,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":3106,"put_oi":629,"total_oi":3735,"pc_ratio":0.203,"pc_ratio_volume":0.003,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":415426,"put_oi":85481,"total_oi":500907,"pc_ratio":0.206,"pc_ratio_volume":0.041,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":19312,"put_oi":3656,"total_oi":22968,"pc_ratio":0.189,"pc_ratio_volume":0.013,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":481,"put_oi":105,"total_oi":586,"pc_ratio":0.218,"pc_ratio_volume":0.075,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":4753,"put_oi":249,"total_oi":5002,"pc_ratio":0.052,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":168908,"put_oi":18886,"total_oi":187794,"pc_ratio":0.112,"pc_ratio_volume":0.003,"sentiment":"bullish"},{"expiration":"12/15/2028","dte":805,"call_oi":67986,"put_oi":15937,"total_oi":83923,"pc_ratio":0.234,"pc_ratio_volume":0.11,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":2327,"put_oi":82,"total_oi":2409,"pc_ratio":0.035,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":67218.0,"put_delta_oi":-350.0,"dealer_delta":-66868.0,"call_oi":679,"put_oi":513},{"strike":1.0,"call_delta_oi":313991.0,"put_delta_oi":-9839.0,"dealer_delta":-304152.0,"call_oi":3207,"put_oi":5339},{"strike":1.5,"call_delta_oi":272866.0,"put_delta_oi":-85100.0,"dealer_delta":-187766.0,"call_oi":2970,"put_oi":24052},{"strike":2.0,"call_delta_oi":4235537.0,"put_delta_oi":-127366.0,"dealer_delta":-4108171.0,"call_oi":46244,"put_oi":17292},{"strike":2.5,"call_delta_oi":1505535.0,"put_delta_oi":-150668.0,"dealer_delta":-1354866.0,"call_oi":18091,"put_oi":10528},{"strike":3.0,"call_delta_oi":4944721.0,"put_delta_oi":-371012.0,"dealer_delta":-4573708.0,"call_oi":64778,"put_oi":23299},{"strike":3.5,"call_delta_oi":1332703.0,"put_delta_oi":-374191.0,"dealer_delta":-958512.0,"call_oi":20336,"put_oi":10838},{"strike":4.0,"call_delta_oi":5555441.0,"put_delta_oi":-514531.0,"dealer_delta":-5040910.0,"call_oi":124436,"put_oi":9848},{"strike":4.5,"call_delta_oi":731054.0,"put_delta_oi":-448678.0,"dealer_delta":-282376.0,"call_oi":28346,"put_oi":7733},{"strike":5.0,"call_delta_oi":3910629.0,"put_delta_oi":-318968.0,"dealer_delta":-3591661.0,"call_oi":96011,"put_oi":4720},{"strike":5.5,"call_delta_oi":918004.0,"put_delta_oi":-1171495.0,"dealer_delta":253491.0,"call_oi":28336,"put_oi":15711},{"strike":6.0,"call_delta_oi":126657.0,"put_delta_oi":-10437.0,"dealer_delta":-116220.0,"call_oi":5647,"put_oi":149},{"strike":6.5,"call_delta_oi":2618.0,"put_delta_oi":-10892.0,"dealer_delta":8274.0,"call_oi":483,"put_oi":109},{"strike":7.0,"call_delta_oi":4118636.0,"put_delta_oi":-2297703.0,"dealer_delta":-1820932.0,"call_oi":138766,"put_oi":30132},{"strike":7.5,"call_delta_oi":101.0,"put_delta_oi":-96.0,"dealer_delta":-5.0,"call_oi":8,"put_oi":1},{"strike":8.0,"call_delta_oi":191341.0,"put_delta_oi":-25762.0,"dealer_delta":-165579.0,"call_oi":18524,"put_oi":295},{"strike":9.0,"call_delta_oi":101062.0,"put_delta_oi":-263.0,"dealer_delta":-100800.0,"call_oi":15849,"put_oi":3},{"strike":10.0,"call_delta_oi":1887587.0,"put_delta_oi":-32737.0,"dealer_delta":-1854850.0,"call_oi":106982,"put_oi":625},{"strike":11.0,"call_delta_oi":9328.0,"put_delta_oi":-339.0,"dealer_delta":-8989.0,"call_oi":1853,"put_oi":4},{"strike":12.0,"call_delta_oi":2308337.0,"put_delta_oi":-897231.0,"dealer_delta":-1411106.0,"call_oi":84033,"put_oi":19738},{"strike":13.0,"call_delta_oi":7800.0,"put_delta_oi":0,"dealer_delta":-7800.0,"call_oi":1982,"put_oi":0},{"strike":14.0,"call_delta_oi":23908.0,"put_delta_oi":-82.0,"dealer_delta":-23825.0,"call_oi":6800,"put_oi":1}],"net_dealer_delta":-25717331.0,"total_call_delta":32565073.0,"total_put_delta":-6847742.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":3.619999885559082,"strikes":[{"strike":0.5,"moneyness":0.1381,"type":"put","iv":1.858,"delta":-0.0061,"oi":446},{"strike":1.0,"moneyness":0.2762,"type":"put","iv":1.2163,"delta":-0.01,"oi":2422},{"strike":1.5,"moneyness":0.4144,"type":"put","iv":1.0126,"delta":-0.0273,"oi":17197},{"strike":2.0,"moneyness":0.5525,"type":"put","iv":0.9847,"delta":-0.0786,"oi":10455},{"strike":2.0,"moneyness":0.5525,"type":"call","iv":0.914,"delta":0.9312,"oi":33704},{"strike":2.5,"moneyness":0.6906,"type":"put","iv":0.8865,"delta":-0.1481,"oi":7740},{"strike":2.5,"moneyness":0.6906,"type":"call","iv":1.0468,"delta":0.8324,"oi":8223},{"strike":3.0,"moneyness":0.8287,"type":"put","iv":0.9257,"delta":-0.2573,"oi":2168},{"strike":3.0,"moneyness":0.8287,"type":"call","iv":0.932,"delta":0.7424,"oi":35491},{"strike":3.5,"moneyness":0.9669,"type":"put","iv":0.9086,"delta":-0.3681,"oi":1571},{"strike":3.5,"moneyness":0.9669,"type":"call","iv":0.9469,"delta":0.6343,"oi":7377},{"strike":4.0,"moneyness":1.105,"type":"call","iv":0.9723,"delta":0.536,"oi":31656},{"strike":4.0,"moneyness":1.105,"type":"put","iv":0.8853,"delta":-0.4798,"oi":5001},{"strike":4.5,"moneyness":1.2431,"type":"call","iv":0.946,"delta":0.4386,"oi":8511},{"strike":4.5,"moneyness":1.2431,"type":"put","iv":0.9186,"delta":-0.569,"oi":6691},{"strike":5.0,"moneyness":1.3812,"type":"put","iv":0.9668,"delta":-0.6347,"oi":2140},{"strike":5.0,"moneyness":1.3812,"type":"call","iv":0.9803,"delta":0.3698,"oi":42635},{"strike":5.5,"moneyness":1.5193,"type":"put","iv":0.9893,"delta":-0.6933,"oi":2131},{"strike":5.5,"moneyness":1.5193,"type":"call","iv":1.0095,"delta":0.3141,"oi":16119},{"strike":7.0,"moneyness":1.9337,"type":"put","iv":1.1164,"delta":-0.7847,"oi":27256},{"strike":7.0,"moneyness":1.9337,"type":"call","iv":1.0249,"delta":0.1815,"oi":70728},{"strike":8.0,"moneyness":2.2099,"type":"put","iv":1.0684,"delta":-0.8608,"oi":223},{"strike":8.0,"moneyness":2.2099,"type":"call","iv":1.0414,"delta":0.1299,"oi":9202},{"strike":9.0,"moneyness":2.4862,"type":"call","iv":1.0461,"delta":0.0918,"oi":8239},{"strike":10.0,"moneyness":2.7624,"type":"call","iv":1.1477,"delta":0.0913,"oi":70483},{"strike":11.0,"moneyness":3.0387,"type":"call","iv":1.0894,"delta":0.0548,"oi":866},{"strike":12.0,"moneyness":3.3149,"type":"call","iv":1.128,"delta":0.0475,"oi":32679},{"strike":13.0,"moneyness":3.5912,"type":"call","iv":1.1567,"delta":0.0407,"oi":1562},{"strike":14.0,"moneyness":3.8674,"type":"call","iv":1.1758,"delta":0.0342,"oi":4202}]},{"expiration":"01/19/2029","underlying_price":3.619999885559082,"strikes":[{"strike":1.0,"moneyness":0.2762,"type":"call","iv":1.0655,"delta":0.952,"oi":112},{"strike":3.0,"moneyness":0.8287,"type":"call","iv":0.9762,"delta":0.8246,"oi":108},{"strike":4.0,"moneyness":1.105,"type":"call","iv":0.9461,"delta":0.7629,"oi":1293},{"strike":5.0,"moneyness":1.3812,"type":"call","iv":0.9528,"delta":0.7144,"oi":149},{"strike":7.0,"moneyness":1.9337,"type":"call","iv":0.986,"delta":0.6449,"oi":586}]},{"expiration":"01/21/2028","underlying_price":3.619999885559082,"strikes":[{"strike":1.0,"moneyness":0.2762,"type":"call","iv":0.6972,"delta":0.9814,"oi":2253},{"strike":1.0,"moneyness":0.2762,"type":"put","iv":0.9956,"delta":-0.0401,"oi":1440},{"strike":1.5,"moneyness":0.4144,"type":"call","iv":1.0901,"delta":0.9154,"oi":2649},{"strike":1.5,"moneyness":0.4144,"type":"put","iv":0.9317,"delta":-0.0789,"oi":4179},{"strike":2.0,"moneyness":0.5525,"type":"call","iv":1.0417,"delta":0.8729,"oi":11718},{"strike":2.0,"moneyness":0.5525,"type":"put","iv":0.9808,"delta":-0.1273,"oi":477},{"strike":2.5,"moneyness":0.6906,"type":"call","iv":1.0123,"delta":0.8279,"oi":8561},{"strike":2.5,"moneyness":0.6906,"type":"put","iv":0.8943,"delta":-0.1769,"oi":911},{"strike":3.0,"moneyness":0.8287,"type":"put","iv":0.9499,"delta":-0.2218,"oi":1635},{"strike":3.0,"moneyness":0.8287,"type":"call","iv":0.9569,"delta":0.7789,"oi":15976},{"strike":3.5,"moneyness":0.9669,"type":"call","iv":0.982,"delta":0.7388,"oi":5434},{"strike":3.5,"moneyness":0.9669,"type":"put","iv":0.7995,"delta":-0.2899,"oi":1111},{"strike":4.0,"moneyness":1.105,"type":"call","iv":1.0129,"delta":0.7051,"oi":24076},{"strike":4.0,"moneyness":1.105,"type":"put","iv":0.9163,"delta":-0.3156,"oi":323},{"strike":4.5,"moneyness":1.2431,"type":"call","iv":0.9858,"delta":0.662,"oi":3056},{"strike":4.5,"moneyness":1.2431,"type":"put","iv":0.9872,"delta":-0.3376,"oi":115},{"strike":5.0,"moneyness":1.3812,"type":"call","iv":0.9773,"delta":0.6245,"oi":13634},{"strike":5.0,"moneyness":1.3812,"type":"put","iv":0.9322,"delta":-0.3897,"oi":195},{"strike":5.5,"moneyness":1.5193,"type":"put","iv":0.9996,"delta":-0.4006,"oi":273},{"strike":5.5,"moneyness":1.5193,"type":"call","iv":0.9646,"delta":0.5872,"oi":5449},{"strike":7.0,"moneyness":1.9337,"type":"put","iv":1.0312,"delta":-0.4702,"oi":581},{"strike":7.0,"moneyness":1.9337,"type":"call","iv":0.9725,"delta":0.504,"oi":32587},{"strike":10.0,"moneyness":2.7624,"type":"put","iv":1.1129,"delta":-0.5486,"oi":430},{"strike":10.0,"moneyness":2.7624,"type":"call","iv":0.971,"delta":0.3769,"oi":17583},{"strike":12.0,"moneyness":3.3149,"type":"put","iv":1.1862,"delta":-0.5668,"oi":7156},{"strike":12.0,"moneyness":3.3149,"type":"call","iv":1.0923,"delta":0.3842,"oi":24825}]},{"expiration":"02/19/2027","underlying_price":3.619999885559082,"strikes":[{"strike":1.0,"moneyness":0.2762,"type":"call","iv":1.4363,"delta":0.9721,"oi":358},{"strike":2.0,"moneyness":0.5525,"type":"put","iv":0.9009,"delta":-0.0847,"oi":2777},{"strike":2.0,"moneyness":0.5525,"type":"call","iv":0.9645,"delta":0.9069,"oi":507},{"strike":3.0,"moneyness":0.8287,"type":"put","iv":0.9258,"delta":-0.2602,"oi":305},{"strike":3.0,"moneyness":0.8287,"type":"call","iv":0.9628,"delta":0.7391,"oi":1176},{"strike":4.0,"moneyness":1.105,"type":"call","iv":0.948,"delta":0.5594,"oi":3638},{"strike":4.0,"moneyness":1.105,"type":"put","iv":0.9471,"delta":-0.4407,"oi":208},{"strike":5.0,"moneyness":1.3812,"type":"put","iv":0.8789,"delta":-0.6158,"oi":160},{"strike":5.0,"moneyness":1.3812,"type":"call","iv":0.9942,"delta":0.4234,"oi":2846},{"strike":6.0,"moneyness":1.6575,"type":"put","iv":0.9917,"delta":-0.6891,"oi":129},{"strike":6.0,"moneyness":1.6575,"type":"call","iv":1.0586,"delta":0.3365,"oi":1906},{"strike":7.0,"moneyness":1.9337,"type":"call","iv":0.9859,"delta":0.2257,"oi":2743},{"strike":8.0,"moneyness":2.2099,"type":"call","iv":1.0028,"delta":0.1721,"oi":1840},{"strike":9.0,"moneyness":2.4862,"type":"call","iv":1.1407,"delta":0.1791,"oi":232},{"strike":10.0,"moneyness":2.7624,"type":"call","iv":1.0529,"delta":0.1123,"oi":1310},{"strike":11.0,"moneyness":3.0387,"type":"call","iv":1.0413,"delta":0.0833,"oi":356},{"strike":12.0,"moneyness":3.3149,"type":"call","iv":1.0337,"delta":0.0625,"oi":544},{"strike":13.0,"moneyness":3.5912,"type":"call","iv":1.0224,"delta":0.046,"oi":200},{"strike":14.0,"moneyness":3.8674,"type":"call","iv":1.0673,"delta":0.0446,"oi":1656}]},{"expiration":"05/21/2027","underlying_price":3.619999885559082,"strikes":[{"strike":4.0,"moneyness":1.105,"type":"call","iv":0.9483,"delta":0.61,"oi":228},{"strike":6.0,"moneyness":1.6575,"type":"call","iv":0.9709,"delta":0.4069,"oi":127}]},{"expiration":"06/17/2027","underlying_price":3.619999885559082,"strikes":[{"strike":2.0,"moneyness":0.5525,"type":"call","iv":1.0405,"delta":0.875,"oi":130},{"strike":3.0,"moneyness":0.8287,"type":"call","iv":0.9693,"delta":0.75,"oi":296},{"strike":4.0,"moneyness":1.105,"type":"call","iv":1.0326,"delta":0.6378,"oi":682},{"strike":5.0,"moneyness":1.3812,"type":"call","iv":0.9512,"delta":0.5128,"oi":681},{"strike":6.0,"moneyness":1.6575,"type":"call","iv":0.9666,"delta":0.4284,"oi":340},{"strike":7.0,"moneyness":1.9337,"type":"call","iv":0.9168,"delta":0.3323,"oi":2592}]},{"expiration":"10/09/2026","underlying_price":3.619999885559082,"strikes":[{"strike":2.5,"moneyness":0.6906,"type":"put","iv":1.781,"delta":-0.0411,"oi":140},{"strike":3.0,"moneyness":0.8287,"type":"put","iv":1.238,"delta":-0.1025,"oi":10246},{"strike":3.5,"moneyness":0.9669,"type":"call","iv":0.9162,"delta":0.6374,"oi":1016},{"strike":3.5,"moneyness":0.9669,"type":"put","iv":0.7858,"delta":-0.3476,"oi":1333},{"strike":4.0,"moneyness":1.105,"type":"call","iv":0.8816,"delta":0.206,"oi":9921},{"strike":4.0,"moneyness":1.105,"type":"put","iv":1.044,"delta":-0.7497,"oi":289},{"strike":4.5,"moneyness":1.2431,"type":"call","iv":1.0073,"delta":0.0532,"oi":1382},{"strike":5.0,"moneyness":1.3812,"type":"call","iv":1.3764,"delta":0.0411,"oi":443},{"strike":5.5,"moneyness":1.5193,"type":"call","iv":1.6926,"delta":0.0347,"oi":102}]},{"expiration":"10/16/2026","underlying_price":3.619999885559082,"strikes":[{"strike":2.0,"moneyness":0.5525,"type":"put","iv":1.6821,"delta":-0.0211,"oi":102},{"strike":3.0,"moneyness":0.8287,"type":"put","iv":0.8835,"delta":-0.1114,"oi":2718},{"strike":3.0,"moneyness":0.8287,"type":"call","iv":1.1516,"delta":0.8365,"oi":927},{"strike":3.5,"moneyness":0.9669,"type":"call","iv":0.8864,"delta":0.6157,"oi":411},{"strike":3.5,"moneyness":0.9669,"type":"put","iv":0.8684,"delta":-0.3833,"oi":796},{"strike":4.0,"moneyness":1.105,"type":"call","iv":0.8476,"delta":0.2965,"oi":21730},{"strike":4.0,"moneyness":1.105,"type":"put","iv":0.9351,"delta":-0.6804,"oi":913},{"strike":4.5,"moneyness":1.2431,"type":"call","iv":0.837,"delta":0.0987,"oi":1624},{"strike":5.0,"moneyness":1.3812,"type":"call","iv":1.0671,"delta":0.0674,"oi":5814},{"strike":5.5,"moneyness":1.5193,"type":"call","iv":1.2319,"delta":0.0468,"oi":400},{"strike":6.0,"moneyness":1.6575,"type":"call","iv":1.4294,"delta":0.0416,"oi":868},{"strike":7.0,"moneyness":1.9337,"type":"call","iv":1.6578,"delta":0.0258,"oi":2863}]}],"greeks_heatmap":{"data":[{"strike":3.0,"dte":0,"expiration":"10/02/2026","call_delta":0.9676,"put_delta":-0.2648,"call_gamma":0.191252,"put_gamma":0.184915,"call_theta":-0.3766,"put_theta":-7.9411,"call_vega":0.0,"put_vega":0.0001,"call_oi":207,"put_oi":378},{"strike":3.5,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.1546,"call_gamma":0,"put_gamma":1.949147,"call_theta":0,"put_theta":-0.3977,"call_vega":0,"put_vega":0.0001,"call_oi":2523,"put_oi":1146},{"strike":4.0,"dte":0,"expiration":"10/02/2026","call_delta":0.0545,"put_delta":-0.9994,"call_gamma":0.499427,"put_gamma":0.01843,"call_theta":-0.3351,"put_theta":-0.0026,"call_vega":0.0,"put_vega":0.0,"call_oi":10070,"put_oi":125},{"strike":4.5,"dte":0,"expiration":"10/02/2026","call_delta":0.0322,"put_delta":0,"call_gamma":0.174593,"put_gamma":0,"call_theta":-0.4083,"put_theta":0,"call_vega":0.0,"put_vega":0,"call_oi":10271,"put_oi":0},{"strike":3.0,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.1025,"call_gamma":0,"put_gamma":0.311017,"call_theta":0,"put_theta":-0.0085,"call_vega":0,"put_vega":0.0008,"call_oi":201,"put_oi":10246},{"strike":3.5,"dte":7,"expiration":"10/09/2026","call_delta":0.6374,"put_delta":-0.3476,"call_gamma":0.88188,"put_gamma":1.013039,"call_theta":-0.0135,"put_theta":-0.0111,"call_vega":0.0017,"put_vega":0.0017,"call_oi":1016,"put_oi":1333},{"strike":4.0,"dte":7,"expiration":"10/09/2026","call_delta":0.206,"put_delta":-0.7497,"call_gamma":0.696363,"put_gamma":0.656224,"call_theta":-0.0098,"put_theta":-0.0125,"call_vega":0.0013,"put_vega":0.0015,"call_oi":9921,"put_oi":289},{"strike":4.5,"dte":7,"expiration":"10/09/2026","call_delta":0.0532,"put_delta":0,"call_gamma":0.231629,"put_gamma":0,"call_theta":-0.0042,"put_theta":0,"call_vega":0.0005,"put_vega":0,"call_oi":1382,"put_oi":0},{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8365,"put_delta":-0.1114,"call_gamma":0.313699,"put_gamma":0.314351,"call_theta":-0.0077,"put_theta":-0.0044,"call_vega":0.0017,"put_vega":0.0013,"call_oi":927,"put_oi":2718},{"strike":3.5,"dte":14,"expiration":"10/16/2026","call_delta":0.6157,"put_delta":-0.3833,"call_gamma":0.630889,"put_gamma":0.643486,"call_theta":-0.0091,"put_theta":-0.0085,"call_vega":0.0026,"put_vega":0.0026,"call_oi":411,"put_oi":796},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2965,"put_delta":-0.6804,"call_gamma":0.597234,"put_gamma":0.559482,"call_theta":-0.0078,"put_theta":-0.0084,"call_vega":0.0024,"put_vega":0.0024,"call_oi":21730,"put_oi":913},{"strike":4.5,"dte":14,"expiration":"10/16/2026","call_delta":0.0987,"put_delta":0,"call_gamma":0.30398,"put_gamma":0,"call_theta":-0.0039,"put_theta":0,"call_vega":0.0012,"put_vega":0,"call_oi":1624,"put_oi":0},{"strike":3.0,"dte":21,"expiration":"10/23/2026","call_delta":0.8139,"put_delta":-0.1467,"call_gamma":0.299077,"put_gamma":0.317195,"call_theta":-0.0063,"put_theta":-0.0041,"call_vega":0.0023,"put_vega":0.0019,"call_oi":66,"put_oi":137},{"strike":3.5,"dte":21,"expiration":"10/23/2026","call_delta":0.6149,"put_delta":-0.3898,"call_gamma":0.596629,"put_gamma":0.527492,"call_theta":-0.0063,"put_theta":-0.0068,"call_vega":0.0032,"put_vega":0.0033,"call_oi":164,"put_oi":649},{"strike":4.0,"dte":21,"expiration":"10/23/2026","call_delta":0.3548,"put_delta":-0.7097,"call_gamma":0.50095,"put_gamma":0.611304,"call_theta":-0.007,"put_theta":-0.0044,"call_vega":0.0032,"put_vega":0.0029,"call_oi":658,"put_oi":118},{"strike":4.5,"dte":21,"expiration":"10/23/2026","call_delta":0.1758,"put_delta":0,"call_gamma":0.343494,"put_gamma":0,"call_theta":-0.0049,"put_theta":0,"call_vega":0.0022,"put_vega":0,"call_oi":698,"put_oi":0},{"strike":3.0,"dte":28,"expiration":"10/30/2026","call_delta":0.9072,"put_delta":-0.1757,"call_gamma":0.299608,"put_gamma":0.304475,"call_theta":-0.002,"put_theta":-0.004,"call_vega":0.0016,"put_vega":0.0025,"call_oi":161,"put_oi":215},{"strike":3.5,"dte":28,"expiration":"10/30/2026","call_delta":0.608,"put_delta":-0.3925,"call_gamma":0.447614,"put_gamma":0.433313,"call_theta":-0.0063,"put_theta":-0.0061,"call_vega":0.0038,"put_vega":0.0038,"call_oi":133,"put_oi":628},{"strike":4.0,"dte":28,"expiration":"10/30/2026","call_delta":0.377,"put_delta":-0.5428,"call_gamma":0.463047,"put_gamma":0.317443,"call_theta":-0.0059,"put_theta":-0.0089,"call_vega":0.0037,"put_vega":0.0039,"call_oi":7849,"put_oi":132},{"strike":4.5,"dte":28,"expiration":"10/30/2026","call_delta":0.2162,"put_delta":0,"call_gamma":0.341231,"put_gamma":0,"call_theta":-0.0047,"put_theta":0,"call_vega":0.0029,"put_vega":0,"call_oi":459,"put_oi":0},{"strike":3.0,"dte":35,"expiration":"11/06/2026","call_delta":0,"put_delta":-0.2102,"call_gamma":0,"put_gamma":0.274286,"call_theta":0,"put_theta":-0.0044,"call_vega":0,"put_vega":0.0032,"call_oi":0,"put_oi":133},{"strike":4.0,"dte":35,"expiration":"11/06/2026","call_delta":0.4242,"put_delta":0,"call_gamma":0.377531,"put_gamma":0,"call_theta":-0.0061,"put_theta":0,"call_vega":0.0043,"put_vega":0,"call_oi":1952,"put_oi":0},{"strike":3.5,"dte":42,"expiration":"11/13/2026","call_delta":0.6098,"put_delta":0,"call_gamma":0.345282,"put_gamma":0,"call_theta":-0.0054,"put_theta":0,"call_vega":0.0047,"put_vega":0,"call_oi":103,"put_oi":0},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7664,"put_delta":-0.2326,"call_gamma":0.241351,"put_gamma":0.242837,"call_theta":-0.0043,"put_theta":-0.0039,"call_vega":0.004,"put_vega":0.004,"call_oi":3973,"put_oi":3101},{"strike":3.5,"dte":49,"expiration":"11/20/2026","call_delta":0.6121,"put_delta":-0.3875,"call_gamma":0.316056,"put_gamma":0.309619,"call_theta":-0.005,"put_theta":-0.0047,"call_vega":0.005,"put_vega":0.005,"call_oi":5683,"put_oi":3596},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4615,"put_delta":-0.5292,"call_gamma":0.315088,"put_gamma":0.299403,"call_theta":-0.0054,"put_theta":-0.0052,"call_vega":0.0052,"put_vega":0.0052,"call_oi":10042,"put_oi":2520},{"strike":4.5,"dte":49,"expiration":"11/20/2026","call_delta":0.328,"put_delta":-0.6567,"call_gamma":0.290494,"put_gamma":0.280201,"call_theta":-0.0048,"put_theta":-0.0046,"call_vega":0.0047,"put_vega":0.0048,"call_oi":2318,"put_oi":777},{"strike":3.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7453,"put_delta":-0.2529,"call_gamma":0.194818,"put_gamma":0.199225,"call_theta":-0.0037,"put_theta":-0.0032,"call_vega":0.0053,"put_vega":0.0053,"call_oi":98,"put_oi":474},{"strike":4.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5035,"put_delta":-0.502,"call_gamma":0.25317,"put_gamma":0.261393,"call_theta":-0.0043,"put_theta":-0.0037,"call_vega":0.0066,"put_vega":0.0066,"call_oi":638,"put_oi":126}],"strikes":[3.0,3.5,4.0,4.5],"dtes":[0,7,14,21,28,35,42,49,77]},"risk_reversal":[{"expiration":"10/09/2026","dte":7,"risk_reversal":-9.59,"put_25d_iv":78.58,"call_25d_iv":88.16,"put_25d_strike":3.5,"call_25d_strike":4.0,"skew":"call_skew"},{"expiration":"10/16/2026","dte":14,"risk_reversal":2.08,"put_25d_iv":86.84,"call_25d_iv":84.76,"put_25d_strike":3.5,"call_25d_strike":4.0,"skew":"put_skew"},{"expiration":"10/23/2026","dte":21,"risk_reversal":-3.36,"put_25d_iv":85.45,"call_25d_iv":88.81,"put_25d_strike":3.0,"call_25d_strike":4.5,"skew":"call_skew"},{"expiration":"10/30/2026","dte":28,"risk_reversal":-1.05,"put_25d_iv":86.21,"call_25d_iv":87.26,"put_25d_strike":3.0,"call_25d_strike":4.5,"skew":"neutral"},{"expiration":"11/06/2026","dte":35,"risk_reversal":1.25,"put_25d_iv":95.16,"call_25d_iv":93.91,"put_25d_strike":3.0,"call_25d_strike":4.0,"skew":"neutral"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-5.35,"put_25d_iv":95.85,"call_25d_iv":101.19,"put_25d_strike":3.0,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":15.3,"put_25d_iv":97.15,"call_25d_iv":81.86,"put_25d_strike":3.0,"call_25d_strike":5.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-8.38,"put_25d_iv":92.57,"call_25d_iv":100.95,"put_25d_strike":3.0,"call_25d_strike":5.5,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-6.0,"put_25d_iv":92.58,"call_25d_iv":98.59,"put_25d_strike":3.0,"call_25d_strike":7.0,"skew":"call_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":4.57,"put_25d_iv":96.25,"call_25d_iv":91.68,"put_25d_strike":3.0,"call_25d_strike":7.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-2.11,"put_25d_iv":94.99,"call_25d_iv":97.1,"put_25d_strike":3.0,"call_25d_strike":10.0,"skew":"call_skew"},{"expiration":"12/15/2028","dte":805,"risk_reversal":-2.51,"put_25d_iv":95.99,"call_25d_iv":98.49,"put_25d_strike":5.0,"call_25d_strike":12.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-5.0,"put_vanna":6.0,"net_vanna":2.0,"call_oi":659,"put_oi":506},{"strike":1.0,"call_vanna":-145.0,"put_vanna":179.0,"net_vanna":34.0,"call_oi":3175,"put_oi":5294},{"strike":1.5,"call_vanna":-397.0,"put_vanna":1180.0,"net_vanna":783.0,"call_oi":2868,"put_oi":24048},{"strike":2.0,"call_vanna":-4210.0,"put_vanna":1103.0,"net_vanna":-3107.0,"call_oi":46189,"put_oi":17250},{"strike":2.5,"call_vanna":-2441.0,"put_vanna":927.0,"net_vanna":-1514.0,"call_oi":18086,"put_oi":10517},{"strike":3.0,"call_vanna":-7998.0,"put_vanna":1445.0,"net_vanna":-6553.0,"call_oi":64725,"put_oi":23251},{"strike":3.5,"call_vanna":-1567.0,"put_vanna":440.0,"net_vanna":-1128.0,"call_oi":20321,"put_oi":10830},{"strike":4.0,"call_vanna":-3707.0,"put_vanna":43.0,"net_vanna":-3664.0,"call_oi":124433,"put_oi":9755},{"strike":4.5,"call_vanna":26.0,"put_vanna":-211.0,"net_vanna":-184.0,"call_oi":28319,"put_oi":7583},{"strike":5.0,"call_vanna":-1119.0,"put_vanna":-134.0,"net_vanna":-1253.0,"call_oi":95996,"put_oi":4600},{"strike":5.5,"call_vanna":1045.0,"put_vanna":-906.0,"net_vanna":139.0,"call_oi":28294,"put_oi":15707},{"strike":6.0,"call_vanna":244.0,"put_vanna":-11.0,"net_vanna":233.0,"call_oi":5647,"put_oi":129},{"strike":6.5,"call_vanna":0.0,"put_vanna":-0.0,"net_vanna":0.0,"call_oi":455,"put_oi":108},{"strike":7.0,"call_vanna":5159.0,"put_vanna":-2238.0,"net_vanna":2921.0,"call_oi":138682,"put_oi":30091},{"strike":8.0,"call_vanna":1223.0,"put_vanna":-22.0,"net_vanna":1202.0,"call_oi":18520,"put_oi":276},{"strike":9.0,"call_vanna":782.0,"put_vanna":0,"net_vanna":782.0,"call_oi":15849,"put_oi":0},{"strike":10.0,"call_vanna":6629.0,"put_vanna":2.0,"net_vanna":6631.0,"call_oi":106982,"put_oi":588},{"strike":11.0,"call_vanna":87.0,"put_vanna":0,"net_vanna":87.0,"call_oi":1853,"put_oi":0},{"strike":12.0,"call_vanna":4424.0,"put_vanna":1137.0,"net_vanna":5561.0,"call_oi":84033,"put_oi":19738},{"strike":13.0,"call_vanna":82.0,"put_vanna":0,"net_vanna":82.0,"call_oi":1982,"put_oi":0},{"strike":14.0,"call_vanna":264.0,"put_vanna":0,"net_vanna":264.0,"call_oi":6800,"put_oi":0}],"net_vanna":1318.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":0.5,"call_charm":-2105.0,"put_charm":0,"net_charm":-2105.0,"call_oi":659,"put_oi":0},{"strike":1.0,"call_charm":-2136.0,"put_charm":7.0,"net_charm":-2129.0,"call_oi":226,"put_oi":1378},{"strike":1.5,"call_charm":-464.0,"put_charm":33.0,"net_charm":-431.0,"call_oi":219,"put_oi":2672},{"strike":2.0,"call_charm":-1090.0,"put_charm":156.0,"net_charm":-933.0,"call_oi":51,"put_oi":3338},{"strike":2.5,"call_charm":-3261.0,"put_charm":594.0,"net_charm":-2668.0,"call_oi":1302,"put_oi":1592},{"strike":3.0,"call_charm":-26306.0,"put_charm":52593.0,"net_charm":26287.0,"call_oi":5127,"put_oi":16550},{"strike":3.5,"call_charm":-66824.0,"put_charm":43378.0,"net_charm":-23446.0,"call_oi":7510,"put_oi":7002},{"strike":4.0,"call_charm":-285119.0,"put_charm":34392.0,"net_charm":-250727.0,"call_oi":52152,"put_oi":3972},{"strike":4.5,"call_charm":-7618.0,"put_charm":1757.0,"net_charm":-5861.0,"call_oi":6481,"put_oi":777},{"strike":5.0,"call_charm":-13994.0,"put_charm":7861.0,"net_charm":-6133.0,"call_oi":18703,"put_oi":1847},{"strike":5.5,"call_charm":-2477.0,"put_charm":34859.0,"net_charm":32382.0,"call_oi":6007,"put_oi":13231},{"strike":6.0,"call_charm":-100675.0,"put_charm":0,"net_charm":-100675.0,"call_oi":2248,"put_oi":0},{"strike":7.0,"call_charm":-1852.0,"put_charm":1754.0,"net_charm":-98.0,"call_oi":14787,"put_oi":964},{"strike":8.0,"call_charm":-519.0,"put_charm":80.0,"net_charm":-440.0,"call_oi":7390,"put_oi":53},{"strike":9.0,"call_charm":-171.0,"put_charm":0,"net_charm":-171.0,"call_oi":7378,"put_oi":0},{"strike":10.0,"call_charm":-276.0,"put_charm":0,"net_charm":-276.0,"call_oi":7858,"put_oi":0},{"strike":11.0,"call_charm":-14.0,"put_charm":0,"net_charm":-14.0,"call_oi":631,"put_oi":0},{"strike":12.0,"call_charm":-35.0,"put_charm":0,"net_charm":-35.0,"call_oi":1669,"put_oi":0},{"strike":13.0,"call_charm":-5.0,"put_charm":0,"net_charm":-5.0,"call_oi":220,"put_oi":0},{"strike":14.0,"call_charm":-19.0,"put_charm":0,"net_charm":-19.0,"call_oi":942,"put_oi":0}],"net_charm":-337496.0,"weekend_delta_shift":-1012488.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/02/2026","dte":0,"call_delta":145058.0,"put_delta":-63675.0,"net_delta":81383.0,"call_oi":25080,"put_oi":2294,"total_oi":27374,"total_volume":1548,"bias":"neutral"},{"expiration":"10/09/2026","dte":7,"call_delta":306491.0,"put_delta":-177976.0,"net_delta":128515.0,"call_oi":13685,"put_oi":12056,"total_oi":25741,"total_volume":4706,"bias":"bullish"},{"expiration":"10/16/2026","dte":14,"call_delta":827330.0,"put_delta":-127452.0,"net_delta":699878.0,"call_oi":34773,"put_oi":4583,"total_oi":39356,"total_volume":3037,"bias":"bullish"},{"expiration":"10/23/2026","dte":21,"call_delta":81659.0,"put_delta":-128743.0,"net_delta":-47084.0,"call_oi":3276,"put_oi":2030,"total_oi":5306,"total_volume":695,"bias":"neutral"},{"expiration":"10/30/2026","dte":28,"call_delta":363839.0,"put_delta":-37197.0,"net_delta":326642.0,"call_oi":10113,"put_oi":1003,"total_oi":11116,"total_volume":10962,"bias":"bullish"},{"expiration":"11/06/2026","dte":35,"call_delta":102896.0,"put_delta":-5025.0,"net_delta":97870.0,"call_oi":2235,"put_oi":236,"total_oi":2471,"total_volume":202,"bias":"neutral"},{"expiration":"11/13/2026","dte":42,"call_delta":6708.0,"put_delta":0,"net_delta":6708.0,"call_oi":113,"put_oi":0,"total_oi":113,"total_volume":11,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1885080.0,"put_delta":-1590735.0,"net_delta":294345.0,"call_oi":77652,"put_oi":33703,"total_oi":111355,"total_volume":1954,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":95020.0,"put_delta":-19951.0,"net_delta":75068.0,"call_oi":3106,"put_oi":629,"total_oi":3735,"total_volume":341,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":13382359.0,"put_delta":-3425652.0,"net_delta":9956708.0,"call_oi":381677,"put_oi":85481,"total_oi":467158,"total_volume":3112,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":682967.0,"put_delta":-61219.0,"net_delta":621748.0,"call_oi":19312,"put_oi":3656,"total_oi":22968,"total_volume":1184,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":25204.0,"put_delta":-3904.0,"net_delta":21300.0,"call_oi":472,"put_oi":105,"total_oi":577,"total_volume":41,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":215774.0,"put_delta":-7479.0,"net_delta":208295.0,"call_oi":4753,"put_oi":249,"total_oi":5002,"total_volume":264,"bias":"bullish"},{"expiration":"01/21/2028","dte":476,"call_delta":10171558.0,"put_delta":-618584.0,"net_delta":9552974.0,"call_oi":167801,"put_oi":18886,"total_oi":186687,"total_volume":1818,"bias":"bullish"},{"expiration":"12/15/2028","dte":805,"call_delta":4099436.0,"put_delta":-578913.0,"net_delta":3520523.0,"call_oi":67986,"put_oi":15937,"total_oi":83923,"total_volume":525,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":173694.0,"put_delta":-1237.0,"net_delta":172457.0,"call_oi":2327,"put_oi":82,"total_oi":2409,"total_volume":931,"bias":"bullish"}],"straddle_pricing":[{"expiration":"10/09/2026","dte":7,"strike":3.5,"straddle_price":0.32,"straddle_pct":8.98,"implied_move":8.98,"avg_iv":85.1},{"expiration":"10/16/2026","dte":14,"strike":3.5,"straddle_price":0.48,"straddle_pct":13.26,"implied_move":13.26,"avg_iv":87.7},{"expiration":"10/23/2026","dte":21,"strike":3.5,"straddle_price":0.54,"straddle_pct":15.06,"implied_move":15.06,"avg_iv":80.7},{"expiration":"10/30/2026","dte":28,"strike":3.5,"straddle_price":0.69,"straddle_pct":19.06,"implied_move":19.06,"avg_iv":88.6},{"expiration":"11/20/2026","dte":49,"strike":3.5,"straddle_price":0.96,"straddle_pct":26.52,"implied_move":26.52,"avg_iv":93.3},{"expiration":"01/15/2027","dte":105,"strike":3.5,"straddle_price":1.39,"straddle_pct":38.4,"implied_move":38.4,"avg_iv":92.8},{"expiration":"01/21/2028","dte":476,"strike":3.5,"straddle_price":2.7,"straddle_pct":74.59,"implied_move":74.59,"avg_iv":89.1}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":209,"put_volume":4,"total_volume":213,"call_oi":13243,"put_oi":515,"total_oi":13758,"bias":"bullish"},{"strike":1.0,"call_volume":750,"put_volume":5,"total_volume":755,"call_oi":15063,"put_oi":5339,"total_oi":20402,"bias":"bullish"},{"strike":1.5,"call_volume":8,"put_volume":1,"total_volume":9,"call_oi":14216,"put_oi":24052,"total_oi":38268,"bias":"bullish"},{"strike":2.0,"call_volume":63,"put_volume":6,"total_volume":69,"call_oi":47729,"put_oi":17292,"total_oi":65021,"bias":"bullish"},{"strike":2.5,"call_volume":88,"put_volume":222,"total_volume":310,"call_oi":18321,"put_oi":10528,"total_oi":28849,"bias":"bearish"},{"strike":3.0,"call_volume":965,"put_volume":10504,"total_volume":11469,"call_oi":64979,"put_oi":23299,"total_oi":88278,"bias":"bearish"},{"strike":3.5,"call_volume":3872,"put_volume":1459,"total_volume":5331,"call_oi":22859,"put_oi":10838,"total_oi":33697,"bias":"bullish"},{"strike":4.0,"call_volume":6790,"put_volume":1244,"total_volume":8034,"call_oi":124436,"put_oi":9848,"total_oi":134284,"bias":"bullish"},{"strike":4.5,"call_volume":1014,"put_volume":13,"total_volume":1027,"call_oi":28346,"put_oi":7733,"total_oi":36079,"bias":"bullish"},{"strike":5.0,"call_volume":2249,"put_volume":130,"total_volume":2379,"call_oi":96011,"put_oi":4720,"total_oi":100731,"bias":"bullish"},{"strike":5.5,"call_volume":95,"put_volume":147,"total_volume":242,"call_oi":28336,"put_oi":15711,"total_oi":44047,"bias":"bearish"},{"strike":6.0,"call_volume":352,"put_volume":330,"total_volume":682,"call_oi":5647,"put_oi":149,"total_oi":5796,"bias":"neutral"},{"strike":6.5,"call_volume":2,"put_volume":7,"total_volume":9,"call_oi":483,"put_oi":109,"total_oi":592,"bias":"bearish"},{"strike":7.0,"call_volume":1858,"put_volume":147,"total_volume":2005,"call_oi":138766,"put_oi":30132,"total_oi":168898,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":8,"put_oi":1,"total_oi":9,"bias":"bearish"},{"strike":8.0,"call_volume":61,"put_volume":2,"total_volume":63,"call_oi":18524,"put_oi":295,"total_oi":18819,"bias":"bullish"},{"strike":9.0,"call_volume":114,"put_volume":0,"total_volume":114,"call_oi":15849,"put_oi":3,"total_oi":15852,"bias":"bullish"},{"strike":10.0,"call_volume":1851,"put_volume":31,"total_volume":1882,"call_oi":106982,"put_oi":625,"total_oi":107607,"bias":"bullish"},{"strike":11.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1853,"put_oi":4,"total_oi":1857,"bias":"bullish"},{"strike":12.0,"call_volume":376,"put_volume":0,"total_volume":376,"call_oi":84033,"put_oi":19738,"total_oi":103771,"bias":"bullish"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1982,"put_oi":0,"total_oi":1982,"bias":"neutral"},{"strike":14.0,"call_volume":403,"put_volume":0,"total_volume":403,"call_oi":6800,"put_oi":1,"total_oi":6801,"bias":"bullish"}],"underlying_price":3.619999885559082,"peak_call_strike":4.0,"peak_put_strike":3.0,"total_call_volume":21121,"total_put_volume":14254,"volume_pc_ratio":0.675},"iv_contours":{"x":[0.83,0.97,1.1,1.24],"y":[7,14,21,28,35,42,49,77,105,140],"z":[[123.8,85.1,96.28,91.59],[101.75,87.74,89.14,94.68],[95.59,80.72,76.9,93.26],[71.26,88.64,105.11,87.26],[107.66,107.99,108.88,94.79],[null,91.6,null,null],[96.25,93.28,98.62,97.36],[98.44,null,93.89,null],[92.88,92.78,92.88,93.23],[94.43,null,94.75,null]],"levels":[71.3,76.5,81.8,87.0,92.3,97.5,102.8,108.0,113.3,118.5,123.8],"min_iv":71.3,"max_iv":123.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":149.39},{"date":"2026-09-15","iv":146.59},{"date":"2026-09-16","iv":147.43},{"date":"2026-09-17","iv":130.36},{"date":"2026-09-18","iv":133.94},{"date":"2026-09-21","iv":140.0},{"date":"2026-09-22","iv":136.0},{"date":"2026-09-23","iv":170.5},{"date":"2026-09-24","iv":351.9},{"date":"2026-09-25","iv":777.1},{"date":"2026-09-28","iv":158.6},{"date":"2026-09-29","iv":146.2},{"date":"2026-09-30","iv":160.4},{"date":"2026-10-01","iv":352.0},{"date":"2026-10-02","iv":356.3}]}}