{"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":"KEY","summary":{"name":"KEY","price":20.08,"total_oi":103615,"call_oi":62211,"put_oi":41404,"pc_ratio":0.666,"net_gex":676960.81,"avg_iv":39.2,"iv_rank":16.4,"iv_52w_high":58.62,"iv_52w_low":35.4,"gamma_flip":21.99,"max_pain":20.0},"features":{"symbol":"KEY","price":20.08,"total_oi":103615,"analysis_coverage":1.0,"avg_iv_pct":39.2,"iv_rank":16.4,"iv_52w_high_pct":58.62,"iv_52w_low_pct":35.4,"front_dte":14,"front_atm_iv_pct":25.6322,"back_atm_iv_pct":26.1465,"term_premium_pp":-0.5143,"expected_move_front_pct":5.02,"straddle_front_pct":3.98,"straddle_30d_pct":3.98,"risk_reversal_front_pp":3.67,"risk_reversal_30d_pp":3.67,"butterfly_front_pp":1.5,"butterfly_30d_pp":1.5,"put_call_oi_ratio":0.666,"put_call_oi_front_ratio":0.353,"put_call_volume_front_ratio":3.882,"option_volume":589,"volume_oi_ratio":0.005685,"net_delta_normalized":0.025839,"dealer_delta_normalized":-0.025766,"gex_per_100k_oi":653342.479371,"vanna_per_100k_oi":4057.327607,"charm_per_100k_oi":24173.140954,"weekend_delta_shift_per_100k_oi":72519.422863,"iv_surface_range_pp":53.6,"gamma_flip_distance_pct":9.511952,"max_pain_distance_pct":-0.398406,"peak_call_distance_pct":24.501992,"peak_put_distance_pct":-0.398406},"analyses":{"gamma_walls":[{"strike":3.0,"call_gex":0.0,"put_gex":-18.7,"net_gex":-18.7,"call_oi":9,"put_oi":35},{"strike":5.0,"call_gex":0.0,"put_gex":-78.22,"net_gex":-78.22,"call_oi":7,"put_oi":73},{"strike":8.0,"call_gex":0.0,"put_gex":-315.67,"net_gex":-315.67,"call_oi":5,"put_oi":190},{"strike":10.0,"call_gex":240.64,"put_gex":-4933.37,"net_gex":-4692.73,"call_oi":95,"put_oi":1217},{"strike":12.0,"call_gex":10.74,"put_gex":0.0,"net_gex":10.74,"call_oi":18,"put_oi":0},{"strike":13.0,"call_gex":90.25,"put_gex":-7403.1,"net_gex":-7312.85,"call_oi":117,"put_oi":1336},{"strike":14.0,"call_gex":0.0,"put_gex":-85.5,"net_gex":-85.5,"call_oi":0,"put_oi":14},{"strike":15.0,"call_gex":2841.21,"put_gex":-86314.33,"net_gex":-83473.12,"call_oi":465,"put_oi":7828},{"strike":16.0,"call_gex":0.0,"put_gex":-2945.95,"net_gex":-2945.95,"call_oi":0,"put_oi":203},{"strike":17.0,"call_gex":79495.51,"put_gex":-157336.8,"net_gex":-77841.29,"call_oi":3346,"put_oi":7206},{"strike":18.0,"call_gex":11558.81,"put_gex":-20965.93,"net_gex":-9407.12,"call_oi":630,"put_oi":737},{"strike":19.0,"call_gex":4922.99,"put_gex":-137287.42,"net_gex":-132364.42,"call_oi":83,"put_oi":2850},{"strike":20.0,"call_gex":305719.83,"put_gex":-647062.89,"net_gex":-341343.06,"call_oi":5769,"put_oi":11429},{"strike":21.0,"call_gex":267982.59,"put_gex":-175173.16,"net_gex":92809.43,"call_oi":2870,"put_oi":1816},{"strike":22.0,"call_gex":779509.4,"put_gex":-208912.04,"net_gex":570597.35,"call_oi":16627,"put_oi":5742},{"strike":23.0,"call_gex":124334.1,"put_gex":-13667.95,"net_gex":110666.14,"call_oi":3649,"put_oi":362},{"strike":24.0,"call_gex":98210.33,"put_gex":-4854.66,"net_gex":93355.67,"call_oi":4087,"put_oi":157},{"strike":25.0,"call_gex":389930.34,"put_gex":-3646.4,"net_gex":386283.94,"call_oi":18257,"put_oi":190},{"strike":26.0,"call_gex":22233.4,"put_gex":0.0,"net_gex":22233.4,"call_oi":1570,"put_oi":0},{"strike":27.0,"call_gex":37509.08,"put_gex":-194.45,"net_gex":37314.63,"call_oi":2685,"put_oi":11},{"strike":28.0,"call_gex":544.62,"put_gex":0.0,"net_gex":544.62,"call_oi":39,"put_oi":0},{"strike":29.0,"call_gex":159.32,"put_gex":0.0,"net_gex":159.32,"call_oi":18,"put_oi":0},{"strike":30.0,"call_gex":21173.87,"put_gex":-106.94,"net_gex":21066.92,"call_oi":1592,"put_oi":7},{"strike":31.0,"call_gex":54.66,"put_gex":0.0,"net_gex":54.66,"call_oi":4,"put_oi":0},{"strike":32.0,"call_gex":517.02,"put_gex":0.0,"net_gex":517.02,"call_oi":39,"put_oi":0},{"strike":35.0,"call_gex":1236.96,"put_gex":-11.38,"net_gex":1225.58,"call_oi":230,"put_oi":1}],"pain_by_strike":[{"strike":3.0,"call_value":0,"put_value":628524.0,"total_value":628524.0},{"strike":5.0,"call_value":18.0,"put_value":545786.0,"total_value":545804.0},{"strike":8.0,"call_value":66.0,"put_value":421898.0,"total_value":421964.0},{"strike":10.0,"call_value":108.0,"put_value":339686.0,"total_value":339794.0},{"strike":12.0,"call_value":340.0,"put_value":259908.0,"total_value":260248.0},{"strike":13.0,"call_value":474.0,"put_value":220019.0,"total_value":220493.0},{"strike":14.0,"call_value":725.0,"put_value":181466.0,"total_value":182191.0},{"strike":15.0,"call_value":976.0,"put_value":142927.0,"total_value":143903.0},{"strike":16.0,"call_value":1692.0,"put_value":112216.0,"total_value":113908.0},{"strike":17.0,"call_value":2408.0,"put_value":81708.0,"total_value":84116.0},{"strike":18.0,"call_value":6470.0,"put_value":58406.0,"total_value":64876.0},{"strike":19.0,"call_value":11162.0,"put_value":35841.0,"total_value":47003.0},{"strike":20.0,"call_value":15937.0,"put_value":16126.0,"total_value":32063.0},{"strike":21.0,"call_value":26481.0,"put_value":7840.0,"total_value":34321.0},{"strike":22.0,"call_value":39895.0,"put_value":1370.0,"total_value":41265.0},{"strike":23.0,"call_value":69936.0,"put_value":642.0,"total_value":70578.0},{"strike":24.0,"call_value":103626.0,"put_value":276.0,"total_value":103902.0},{"strike":25.0,"call_value":141403.0,"put_value":67.0,"total_value":141470.0},{"strike":26.0,"call_value":197437.0,"put_value":48.0,"total_value":197485.0},{"strike":27.0,"call_value":255041.0,"put_value":29.0,"total_value":255070.0},{"strike":28.0,"call_value":315330.0,"put_value":21.0,"total_value":315351.0},{"strike":29.0,"call_value":375658.0,"put_value":13.0,"total_value":375671.0},{"strike":30.0,"call_value":436004.0,"put_value":5.0,"total_value":436009.0},{"strike":31.0,"call_value":497942.0,"put_value":4.0,"total_value":497946.0},{"strike":32.0,"call_value":559884.0,"put_value":3.0,"total_value":559887.0},{"strike":35.0,"call_value":745827.0,"put_value":0,"total_value":745827.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":89.2,"strike":14.62},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":38.6,"strike":16.67},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":63.9,"strike":13.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":42.6,"strike":18.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":33.3,"strike":18.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":30.6,"strike":18.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":34.4,"strike":19.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":30.0,"strike":19.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":29.6,"strike":19.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":26.4,"strike":20.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":26.7,"strike":20.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":26.9,"strike":20.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":24.9,"strike":21.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":25.6,"strike":21.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":27.8,"strike":21.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":30.1,"strike":22.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":28.1,"strike":22.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":28.0,"strike":22.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":67.6,"strike":25.62},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":47.2,"strike":25.44},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":42.6,"strike":26.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.6043,"contract_count":8,"total_oi":9514},{"expiration":"11/20/2026","dte":49,"iv":0.2263,"contract_count":8,"total_oi":4269},{"expiration":"12/18/2026","dte":77,"iv":0.4551,"contract_count":8,"total_oi":11772},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":4,"total_oi":10504},{"expiration":"03/19/2027","dte":168,"iv":0.2413,"contract_count":8,"total_oi":1640},{"expiration":"06/17/2027","dte":258,"iv":0.4333,"contract_count":4,"total_oi":3370},{"expiration":"09/17/2027","dte":350,"iv":0.2961,"contract_count":3,"total_oi":79},{"expiration":"12/17/2027","dte":441,"iv":0.8022,"contract_count":4,"total_oi":2417},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":4,"total_oi":3346},{"expiration":"01/19/2029","dte":840,"iv":0.133,"contract_count":3,"total_oi":275}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.02,"expected_move_2std":10.04,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":9.58,"expected_move_2std":19.16,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":12.75,"expected_move_2std":25.51,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":13.98,"expected_move_2std":27.97,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":18.56,"expected_move_2std":37.12,"contract_count":4},{"expiration":"06/17/2027","dte":258,"expected_move_1std":23.98,"expected_move_2std":47.97,"contract_count":2},{"expiration":"09/17/2027","dte":350,"expected_move_1std":28.5,"expected_move_2std":57.01,"contract_count":2},{"expiration":"12/17/2027","dte":441,"expected_move_1std":33.25,"expected_move_2std":66.5,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":35.07,"expected_move_2std":70.14,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":44.51,"expected_move_2std":89.03,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":9099,"put_oi":3210,"total_oi":12309,"pc_ratio":0.353,"pc_ratio_volume":3.882,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":6809,"put_oi":2240,"total_oi":9049,"pc_ratio":0.329,"pc_ratio_volume":0.745,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":13705,"put_oi":7477,"total_oi":21182,"pc_ratio":0.546,"pc_ratio_volume":1.514,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":16515,"put_oi":17861,"total_oi":34376,"pc_ratio":1.082,"pc_ratio_volume":0.229,"sentiment":"neutral"},{"expiration":"03/19/2027","dte":168,"call_oi":1608,"put_oi":2080,"total_oi":3688,"pc_ratio":1.294,"pc_ratio_volume":0.077,"sentiment":"bearish"},{"expiration":"06/17/2027","dte":258,"call_oi":3988,"put_oi":3924,"total_oi":7912,"pc_ratio":0.984,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"09/17/2027","dte":350,"call_oi":141,"put_oi":102,"total_oi":243,"pc_ratio":0.723,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":2822,"put_oi":1793,"total_oi":4615,"pc_ratio":0.635,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":5252,"put_oi":2527,"total_oi":7779,"pc_ratio":0.481,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":2272,"put_oi":190,"total_oi":2462,"pc_ratio":0.084,"pc_ratio_volume":0.023,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":3.0,"call_delta_oi":0,"put_delta_oi":-79.0,"dealer_delta":79.0,"call_oi":0,"put_oi":35},{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-282.0,"dealer_delta":282.0,"call_oi":0,"put_oi":73},{"strike":8.0,"call_delta_oi":0,"put_delta_oi":-354.0,"dealer_delta":354.0,"call_oi":0,"put_oi":190},{"strike":10.0,"call_delta_oi":9189.0,"put_delta_oi":-11116.0,"dealer_delta":1927.0,"call_oi":94,"put_oi":1217},{"strike":12.0,"call_delta_oi":1797.0,"put_delta_oi":0,"dealer_delta":-1797.0,"call_oi":18,"put_oi":0},{"strike":13.0,"call_delta_oi":1754.0,"put_delta_oi":-5611.0,"dealer_delta":3857.0,"call_oi":18,"put_oi":1336},{"strike":14.0,"call_delta_oi":0,"put_delta_oi":-39.0,"dealer_delta":39.0,"call_oi":0,"put_oi":14},{"strike":15.0,"call_delta_oi":27722.0,"put_delta_oi":-46281.0,"dealer_delta":18559.0,"call_oi":296,"put_oi":7828},{"strike":16.0,"call_delta_oi":0,"put_delta_oi":-1466.0,"dealer_delta":1466.0,"call_oi":0,"put_oi":203},{"strike":17.0,"call_delta_oi":297292.0,"put_delta_oi":-118209.0,"dealer_delta":-179083.0,"call_oi":3346,"put_oi":7206},{"strike":18.0,"call_delta_oi":49422.0,"put_delta_oi":-17819.0,"dealer_delta":-31603.0,"call_oi":630,"put_oi":737},{"strike":19.0,"call_delta_oi":6040.0,"put_delta_oi":-85116.0,"dealer_delta":79076.0,"call_oi":83,"put_oi":2850},{"strike":20.0,"call_delta_oi":342314.0,"put_delta_oi":-485949.0,"dealer_delta":143635.0,"call_oi":5769,"put_oi":11429},{"strike":21.0,"call_delta_oi":77726.0,"put_delta_oi":-132879.0,"dealer_delta":55153.0,"call_oi":2870,"put_oi":1816},{"strike":22.0,"call_delta_oi":399898.0,"put_delta_oi":-374765.0,"dealer_delta":-25134.0,"call_oi":16627,"put_oi":5742},{"strike":23.0,"call_delta_oi":39322.0,"put_delta_oi":-28549.0,"dealer_delta":-10773.0,"call_oi":3649,"put_oi":362},{"strike":24.0,"call_delta_oi":31387.0,"put_delta_oi":-13016.0,"dealer_delta":-18371.0,"call_oi":4087,"put_oi":157},{"strike":25.0,"call_delta_oi":269841.0,"put_delta_oi":-12259.0,"dealer_delta":-257582.0,"call_oi":18257,"put_oi":190},{"strike":26.0,"call_delta_oi":8171.0,"put_delta_oi":0,"dealer_delta":-8171.0,"call_oi":1570,"put_oi":0},{"strike":27.0,"call_delta_oi":20979.0,"put_delta_oi":-720.0,"dealer_delta":-20259.0,"call_oi":2685,"put_oi":11},{"strike":28.0,"call_delta_oi":652.0,"put_delta_oi":0,"dealer_delta":-652.0,"call_oi":39,"put_oi":0},{"strike":29.0,"call_delta_oi":88.0,"put_delta_oi":0,"dealer_delta":-88.0,"call_oi":18,"put_oi":0},{"strike":30.0,"call_delta_oi":16565.0,"put_delta_oi":-530.0,"dealer_delta":-16035.0,"call_oi":1592,"put_oi":7},{"strike":31.0,"call_delta_oi":109.0,"put_delta_oi":0,"dealer_delta":-109.0,"call_oi":4,"put_oi":0},{"strike":32.0,"call_delta_oi":1037.0,"put_delta_oi":0,"dealer_delta":-1037.0,"call_oi":39,"put_oi":0},{"strike":35.0,"call_delta_oi":781.0,"put_delta_oi":-69.0,"dealer_delta":-712.0,"call_oi":230,"put_oi":1}],"net_dealer_delta":-266977.0,"total_call_delta":1602086.0,"total_put_delta":-1335108.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":20.079999923706055,"strikes":[{"strike":10.0,"moneyness":0.498,"type":"put","iv":1.6012,"delta":-0.1043,"oi":994},{"strike":13.0,"moneyness":0.6474,"type":"put","iv":0.4549,"delta":-0.0249,"oi":926},{"strike":15.0,"moneyness":0.747,"type":"put","iv":0.3777,"delta":-0.054,"oi":7167},{"strike":17.0,"moneyness":0.8466,"type":"put","iv":0.3356,"delta":-0.1386,"oi":4524},{"strike":17.0,"moneyness":0.8466,"type":"call","iv":0.2852,"delta":0.8942,"oi":2803},{"strike":20.0,"moneyness":0.996,"type":"put","iv":0.2721,"delta":-0.4272,"oi":3509},{"strike":20.0,"moneyness":0.996,"type":"call","iv":0.2493,"delta":0.5744,"oi":2715},{"strike":22.0,"moneyness":1.0956,"type":"put","iv":0.3073,"delta":-0.6558,"oi":664},{"strike":22.0,"moneyness":1.0956,"type":"call","iv":0.2434,"delta":0.2929,"oi":3616},{"strike":25.0,"moneyness":1.245,"type":"call","iv":0.265,"delta":0.0818,"oi":4974},{"strike":27.0,"moneyness":1.3446,"type":"call","iv":0.2935,"delta":0.0414,"oi":1583},{"strike":30.0,"moneyness":1.494,"type":"call","iv":0.4472,"delta":0.0653,"oi":573},{"strike":35.0,"moneyness":1.743,"type":"call","iv":0.4484,"delta":0.0157,"oi":110}]},{"expiration":"01/19/2029","underlying_price":20.079999923706055,"strikes":[{"strike":18.0,"moneyness":0.8964,"type":"call","iv":0.222,"delta":0.7833,"oi":597},{"strike":20.0,"moneyness":0.996,"type":"call","iv":0.2322,"delta":0.679,"oi":106},{"strike":25.0,"moneyness":1.245,"type":"put","iv":0.372,"delta":-0.4734,"oi":101},{"strike":25.0,"moneyness":1.245,"type":"call","iv":0.2247,"delta":0.4262,"oi":1450}]},{"expiration":"01/21/2028","underlying_price":20.079999923706055,"strikes":[{"strike":10.0,"moneyness":0.498,"type":"put","iv":0.4407,"delta":-0.0402,"oi":128},{"strike":13.0,"moneyness":0.6474,"type":"put","iv":0.3976,"delta":-0.0956,"oi":223},{"strike":15.0,"moneyness":0.747,"type":"call","iv":0.251,"delta":0.9123,"oi":158},{"strike":17.0,"moneyness":0.8466,"type":"put","iv":0.3628,"delta":-0.2288,"oi":1702},{"strike":17.0,"moneyness":0.8466,"type":"call","iv":0.2447,"delta":0.8249,"oi":118},{"strike":20.0,"moneyness":0.996,"type":"put","iv":0.3539,"delta":-0.3636,"oi":173},{"strike":20.0,"moneyness":0.996,"type":"call","iv":0.2603,"delta":0.6361,"oi":820},{"strike":22.0,"moneyness":1.0956,"type":"put","iv":0.3482,"delta":-0.457,"oi":124},{"strike":22.0,"moneyness":1.0956,"type":"call","iv":0.2507,"delta":0.5068,"oi":2229},{"strike":25.0,"moneyness":1.245,"type":"call","iv":0.2516,"delta":0.3346,"oi":1190},{"strike":27.0,"moneyness":1.3446,"type":"call","iv":0.2481,"delta":0.2391,"oi":279},{"strike":30.0,"moneyness":1.494,"type":"call","iv":0.2512,"delta":0.1435,"oi":207}]},{"expiration":"03/19/2027","underlying_price":20.079999923706055,"strikes":[{"strike":15.0,"moneyness":0.747,"type":"put","iv":0.348,"delta":-0.075,"oi":146},{"strike":18.0,"moneyness":0.8964,"type":"put","iv":0.3455,"delta":-0.2521,"oi":659},{"strike":19.0,"moneyness":0.9462,"type":"put","iv":0.3162,"delta":-0.3241,"oi":629},{"strike":20.0,"moneyness":0.996,"type":"put","iv":0.3081,"delta":-0.4142,"oi":185},{"strike":20.0,"moneyness":0.996,"type":"call","iv":0.2485,"delta":0.5884,"oi":433},{"strike":21.0,"moneyness":1.0458,"type":"put","iv":0.3066,"delta":-0.5074,"oi":115},{"strike":22.0,"moneyness":1.0956,"type":"put","iv":0.3028,"delta":-0.5981,"oi":130},{"strike":22.0,"moneyness":1.0956,"type":"call","iv":0.2442,"delta":0.3622,"oi":131},{"strike":23.0,"moneyness":1.1454,"type":"call","iv":0.2334,"delta":0.2553,"oi":254},{"strike":24.0,"moneyness":1.1952,"type":"call","iv":0.2314,"delta":0.1745,"oi":349},{"strike":25.0,"moneyness":1.245,"type":"call","iv":0.2437,"delta":0.1295,"oi":166}]},{"expiration":"06/17/2027","underlying_price":20.079999923706055,"strikes":[{"strike":15.0,"moneyness":0.747,"type":"put","iv":0.3746,"delta":-0.1189,"oi":336},{"strike":17.0,"moneyness":0.8466,"type":"put","iv":0.3448,"delta":-0.2051,"oi":577},{"strike":17.0,"moneyness":0.8466,"type":"call","iv":0.24,"delta":0.8591,"oi":242},{"strike":20.0,"moneyness":0.996,"type":"put","iv":0.3214,"delta":-0.3972,"oi":1790},{"strike":20.0,"moneyness":0.996,"type":"call","iv":0.2491,"delta":0.6052,"oi":276},{"strike":22.0,"moneyness":1.0956,"type":"put","iv":0.3229,"delta":-0.5363,"oi":1092},{"strike":22.0,"moneyness":1.0956,"type":"call","iv":0.2397,"delta":0.4189,"oi":212},{"strike":25.0,"moneyness":1.245,"type":"call","iv":0.2476,"delta":0.2099,"oi":2681},{"strike":27.0,"moneyness":1.3446,"type":"call","iv":0.2549,"delta":0.1276,"oi":417}]},{"expiration":"10/16/2026","underlying_price":20.079999923706055,"strikes":[{"strike":20.0,"moneyness":0.996,"type":"call","iv":0.2603,"delta":0.5543,"oi":249},{"strike":20.0,"moneyness":0.996,"type":"put","iv":0.2671,"delta":-0.4465,"oi":534},{"strike":21.0,"moneyness":1.0458,"type":"call","iv":0.2304,"delta":0.1651,"oi":1555},{"strike":21.0,"moneyness":1.0458,"type":"put","iv":0.2669,"delta":-0.7979,"oi":1242},{"strike":22.0,"moneyness":1.0956,"type":"call","iv":0.2918,"delta":0.0545,"oi":4637},{"strike":22.0,"moneyness":1.0956,"type":"put","iv":0.3101,"delta":-0.9339,"oi":1249},{"strike":23.0,"moneyness":1.1454,"type":"call","iv":0.4018,"delta":0.0416,"oi":1107},{"strike":24.0,"moneyness":1.1952,"type":"call","iv":0.7054,"delta":0.1035,"oi":412},{"strike":25.0,"moneyness":1.245,"type":"call","iv":0.5945,"delta":0.0298,"oi":380},{"strike":26.0,"moneyness":1.2948,"type":"call","iv":0.7665,"delta":0.0442,"oi":632}]},{"expiration":"11/20/2026","underlying_price":20.079999923706055,"strikes":[{"strike":19.0,"moneyness":0.9462,"type":"put","iv":0.2974,"delta":-0.2682,"oi":358},{"strike":20.0,"moneyness":0.996,"type":"put","iv":0.2567,"delta":-0.4406,"oi":857},{"strike":20.0,"moneyness":0.996,"type":"call","iv":0.277,"delta":0.5579,"oi":111},{"strike":21.0,"moneyness":1.0458,"type":"put","iv":0.2462,"delta":-0.6534,"oi":193},{"strike":21.0,"moneyness":1.0458,"type":"call","iv":0.2658,"delta":0.36,"oi":186},{"strike":22.0,"moneyness":1.0956,"type":"put","iv":0.2991,"delta":-0.7692,"oi":570},{"strike":22.0,"moneyness":1.0956,"type":"call","iv":0.2625,"delta":0.1968,"oi":1932},{"strike":23.0,"moneyness":1.1454,"type":"call","iv":0.2779,"delta":0.1073,"oi":1112},{"strike":23.0,"moneyness":1.1454,"type":"put","iv":0.3318,"delta":-0.8465,"oi":142},{"strike":24.0,"moneyness":1.1952,"type":"call","iv":0.292,"delta":0.0573,"oi":2755},{"strike":25.0,"moneyness":1.245,"type":"call","iv":0.3448,"delta":0.0499,"oi":401},{"strike":26.0,"moneyness":1.2948,"type":"call","iv":0.4763,"delta":0.0843,"oi":211}]},{"expiration":"12/17/2027","underlying_price":20.079999923706055,"strikes":[{"strike":15.0,"moneyness":0.747,"type":"call","iv":0.1885,"delta":0.9608,"oi":105},{"strike":20.0,"moneyness":0.996,"type":"call","iv":0.2542,"delta":0.6321,"oi":722},{"strike":20.0,"moneyness":0.996,"type":"put","iv":0.3508,"delta":-0.3684,"oi":101},{"strike":22.0,"moneyness":1.0956,"type":"put","iv":0.3386,"delta":-0.4689,"oi":1500},{"strike":25.0,"moneyness":1.245,"type":"call","iv":0.2485,"delta":0.3159,"oi":1131},{"strike":30.0,"moneyness":1.494,"type":"call","iv":0.2473,"delta":0.1242,"oi":685}]}],"greeks_heatmap":{"data":[{"strike":16.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0259,"call_gamma":0,"put_gamma":0.024704,"call_theta":0,"put_theta":-0.0056,"call_vega":0,"put_vega":0.0023,"call_oi":0,"put_oi":55},{"strike":17.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0328,"call_gamma":0,"put_gamma":0.038948,"call_theta":0,"put_theta":-0.0052,"call_vega":0,"put_vega":0.0028,"call_oi":0,"put_oi":51},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5543,"put_delta":-0.4465,"call_gamma":0.400668,"put_gamma":0.390523,"call_theta":-0.0162,"put_theta":-0.0143,"call_vega":0.015,"put_vega":0.015,"call_oi":249,"put_oi":534},{"strike":21.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1651,"put_delta":-0.7979,"call_gamma":0.284416,"put_gamma":0.278533,"call_theta":-0.0087,"put_theta":-0.009,"call_vega":0.0094,"put_vega":0.0107,"call_oi":1555,"put_oi":1242},{"strike":22.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0545,"put_delta":-0.9339,"call_gamma":0.099814,"put_gamma":0.109354,"call_theta":-0.0048,"put_theta":-0.0034,"call_vega":0.0042,"put_vega":0.0049,"call_oi":4637,"put_oi":1249},{"strike":23.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0416,"put_delta":0,"call_gamma":0.058393,"put_gamma":0,"call_theta":-0.0053,"put_theta":0,"call_vega":0.0034,"put_vega":0,"call_oi":1107,"put_oi":0},{"strike":24.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1035,"put_delta":0,"call_gamma":0.067338,"put_gamma":0,"call_theta":-0.0187,"put_theta":0,"call_vega":0.0068,"put_vega":0,"call_oi":412,"put_oi":0},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0298,"put_delta":0,"call_gamma":0.030041,"put_gamma":0,"call_theta":-0.0059,"put_theta":0,"call_vega":0.0026,"put_vega":0,"call_oi":380,"put_oi":0},{"strike":26.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0442,"put_delta":0,"call_gamma":0.032191,"put_gamma":0,"call_theta":-0.0105,"put_theta":0,"call_vega":0.0035,"put_vega":0,"call_oi":632,"put_oi":0},{"strike":18.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1425,"call_gamma":0,"put_gamma":0.098809,"call_theta":0,"put_theta":-0.005,"call_vega":0,"put_vega":0.0164,"call_oi":0,"put_oi":51},{"strike":19.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7286,"put_delta":-0.2682,"call_gamma":0.150119,"put_gamma":0.152155,"call_theta":-0.0091,"put_theta":-0.0068,"call_vega":0.0241,"put_vega":0.024,"call_oi":62,"put_oi":358},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5579,"put_delta":-0.4406,"call_gamma":0.195671,"put_gamma":0.211078,"call_theta":-0.0095,"put_theta":-0.0066,"call_vega":0.0287,"put_vega":0.0287,"call_oi":111,"put_oi":857},{"strike":21.0,"dte":49,"expiration":"11/20/2026","call_delta":0.36,"put_delta":-0.6534,"call_gamma":0.193284,"put_gamma":0.205844,"call_theta":-0.0083,"put_theta":-0.0052,"call_vega":0.0272,"put_vega":0.0269,"call_oi":186,"put_oi":193},{"strike":22.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1968,"put_delta":-0.7692,"call_gamma":0.145062,"put_gamma":0.139701,"call_theta":-0.006,"put_theta":-0.0049,"call_vega":0.0202,"put_vega":0.0222,"call_oi":1932,"put_oi":570},{"strike":23.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1073,"put_delta":-0.8465,"call_gamma":0.091238,"put_gamma":0.097972,"call_theta":-0.0041,"put_theta":-0.0036,"call_vega":0.0134,"put_vega":0.0172,"call_oi":1112,"put_oi":142},{"strike":24.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0573,"put_delta":0,"call_gamma":0.054002,"put_gamma":0,"call_theta":-0.0027,"put_theta":0,"call_vega":0.0084,"put_vega":0,"call_oi":2755,"put_oi":0},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0499,"put_delta":0,"call_gamma":0.041027,"put_gamma":0,"call_theta":-0.0028,"put_theta":0,"call_vega":0.0075,"put_vega":0,"call_oi":401,"put_oi":0},{"strike":26.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0843,"put_delta":0,"call_gamma":0.044567,"put_gamma":0,"call_theta":-0.0058,"put_theta":0,"call_vega":0.0113,"put_vega":0,"call_oi":211,"put_oi":0},{"strike":16.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0649,"call_gamma":0,"put_gamma":0.03828,"call_theta":0,"put_theta":-0.0026,"call_vega":0,"put_vega":0.0116,"call_oi":0,"put_oi":63},{"strike":17.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8912,"put_delta":-0.1105,"call_gamma":0.061305,"put_gamma":0.06147,"call_theta":-0.0054,"put_theta":-0.0035,"call_vega":0.0171,"put_vega":0.0173,"call_oi":139,"put_oi":238},{"strike":19.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2989,"call_gamma":0,"put_gamma":0.123323,"call_theta":0,"put_theta":-0.0057,"call_vega":0,"put_vega":0.0318,"call_oi":0,"put_oi":1818},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5678,"put_delta":-0.4358,"call_gamma":0.174818,"put_gamma":0.13882,"call_theta":-0.007,"put_theta":-0.0062,"call_vega":0.036,"put_vega":0.0361,"call_oi":325,"put_oi":4200},{"strike":21.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4008,"put_delta":-0.5766,"call_gamma":0.165628,"put_gamma":0.14199,"call_theta":-0.0068,"put_theta":-0.0056,"call_vega":0.0354,"put_vega":0.0359,"call_oi":1114,"put_oi":266},{"strike":22.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2518,"put_delta":-0.6877,"call_gamma":0.139778,"put_gamma":0.120241,"call_theta":-0.0053,"put_theta":-0.005,"call_vega":0.0292,"put_vega":0.0324,"call_oi":3620,"put_oi":413},{"strike":23.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1387,"put_delta":-0.7714,"call_gamma":0.099082,"put_gamma":0.097459,"call_theta":-0.0036,"put_theta":-0.004,"call_vega":0.0203,"put_vega":0.0277,"call_oi":1176,"put_oi":129},{"strike":24.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0921,"put_delta":-0.8253,"call_gamma":0.067411,"put_gamma":0.077095,"call_theta":-0.0029,"put_theta":-0.0033,"call_vega":0.0151,"put_vega":0.0236,"call_oi":571,"put_oi":148},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0504,"put_delta":-0.8559,"call_gamma":0.041859,"put_gamma":0.061984,"call_theta":-0.0018,"put_theta":-0.0029,"call_vega":0.0095,"put_vega":0.0208,"call_oi":5856,"put_oi":74},{"strike":26.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0451,"put_delta":0,"call_gamma":0.033447,"put_gamma":0,"call_theta":-0.0019,"put_theta":0,"call_vega":0.0087,"put_vega":0,"call_oi":651,"put_oi":0}],"strikes":[16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":3.67,"put_25d_iv":26.71,"call_25d_iv":23.04,"put_25d_strike":20.0,"call_25d_strike":21.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.49,"put_25d_iv":29.74,"call_25d_iv":26.25,"put_25d_strike":19.0,"call_25d_strike":22.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":5.81,"put_25d_iv":30.72,"call_25d_iv":24.91,"put_25d_strike":19.0,"call_25d_strike":22.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":9.23,"put_25d_iv":33.56,"call_25d_iv":24.34,"put_25d_strike":17.0,"call_25d_strike":22.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":11.21,"put_25d_iv":34.55,"call_25d_iv":23.34,"put_25d_strike":18.0,"call_25d_strike":23.0,"skew":"put_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":9.72,"put_25d_iv":34.48,"call_25d_iv":24.76,"put_25d_strike":17.0,"call_25d_strike":25.0,"skew":"put_skew"},{"expiration":"09/17/2027","dte":350,"risk_reversal":11.88,"put_25d_iv":37.2,"call_25d_iv":25.32,"put_25d_strike":15.0,"call_25d_strike":22.0,"skew":"put_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":10.98,"put_25d_iv":35.83,"call_25d_iv":24.85,"put_25d_strike":17.0,"call_25d_strike":25.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":11.47,"put_25d_iv":36.28,"call_25d_iv":24.81,"put_25d_strike":17.0,"call_25d_strike":27.0,"skew":"put_skew"},{"expiration":"01/19/2029","dte":840,"risk_reversal":12.99,"put_25d_iv":35.47,"call_25d_iv":22.47,"put_25d_strike":20.0,"call_25d_strike":25.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":62},{"strike":8.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":126},{"strike":10.0,"call_vanna":-5.0,"put_vanna":88.0,"net_vanna":82.0,"call_oi":94,"put_oi":1122},{"strike":13.0,"call_vanna":0,"put_vanna":70.0,"net_vanna":70.0,"call_oi":0,"put_oi":1258},{"strike":15.0,"call_vanna":-33.0,"put_vanna":454.0,"net_vanna":421.0,"call_oi":263,"put_oi":7798},{"strike":16.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":175},{"strike":17.0,"call_vanna":-280.0,"put_vanna":812.0,"net_vanna":532.0,"call_oi":3302,"put_oi":7147},{"strike":18.0,"call_vanna":-151.0,"put_vanna":74.0,"net_vanna":-77.0,"call_oi":597,"put_oi":710},{"strike":19.0,"call_vanna":-3.0,"put_vanna":189.0,"net_vanna":186.0,"call_oi":62,"put_oi":2805},{"strike":20.0,"call_vanna":-330.0,"put_vanna":396.0,"net_vanna":66.0,"call_oi":5757,"put_oi":11425},{"strike":21.0,"call_vanna":95.0,"put_vanna":-55.0,"net_vanna":40.0,"call_oi":2855,"put_oi":1816},{"strike":22.0,"call_vanna":741.0,"put_vanna":-113.0,"net_vanna":627.0,"call_oi":16627,"put_oi":5742},{"strike":23.0,"call_vanna":188.0,"put_vanna":-24.0,"net_vanna":164.0,"call_oi":3649,"put_oi":345},{"strike":24.0,"call_vanna":187.0,"put_vanna":-11.0,"net_vanna":176.0,"call_oi":4087,"put_oi":148},{"strike":25.0,"call_vanna":1450.0,"put_vanna":-2.0,"net_vanna":1448.0,"call_oi":18229,"put_oi":175},{"strike":26.0,"call_vanna":52.0,"put_vanna":0,"net_vanna":52.0,"call_oi":1570,"put_oi":0},{"strike":27.0,"call_vanna":190.0,"put_vanna":0,"net_vanna":190.0,"call_oi":2632,"put_oi":0},{"strike":30.0,"call_vanna":192.0,"put_vanna":0,"net_vanna":192.0,"call_oi":1528,"put_oi":0},{"strike":35.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":199,"put_oi":0}],"net_vanna":4204.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":16.0,"call_charm":0,"put_charm":21.0,"net_charm":21.0,"call_oi":0,"put_oi":55},{"strike":17.0,"call_charm":0,"put_charm":23.0,"net_charm":23.0,"call_oi":0,"put_oi":51},{"strike":18.0,"call_charm":0,"put_charm":27.0,"net_charm":27.0,"call_oi":0,"put_oi":51},{"strike":19.0,"call_charm":-308.0,"put_charm":484.0,"net_charm":176.0,"call_oi":62,"put_oi":358},{"strike":20.0,"call_charm":-6282.0,"put_charm":10745.0,"net_charm":4463.0,"call_oi":360,"put_oi":1391},{"strike":21.0,"call_charm":-6253.0,"put_charm":23688.0,"net_charm":17435.0,"call_oi":1741,"put_oi":1435},{"strike":22.0,"call_charm":-4861.0,"put_charm":11932.0,"net_charm":7071.0,"call_oi":6569,"put_oi":1819},{"strike":23.0,"call_charm":-1003.0,"put_charm":325.0,"net_charm":-678.0,"call_oi":2219,"put_oi":142},{"strike":24.0,"call_charm":-2398.0,"put_charm":0,"net_charm":-2398.0,"call_oi":3167,"put_oi":0},{"strike":25.0,"call_charm":-217.0,"put_charm":0,"net_charm":-217.0,"call_oi":781,"put_oi":0},{"strike":26.0,"call_charm":-845.0,"put_charm":0,"net_charm":-845.0,"call_oi":843,"put_oi":0},{"strike":27.0,"call_charm":-31.0,"put_charm":0,"net_charm":-31.0,"call_oi":78,"put_oi":0}],"net_charm":25047.0,"weekend_delta_shift":75141.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":82269.0,"put_delta":-242365.0,"net_delta":-160095.0,"call_oi":9099,"put_oi":3210,"total_oi":12309,"total_volume":166,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":88150.0,"put_delta":-117763.0,"net_delta":-29613.0,"call_oi":6809,"put_oi":2240,"total_oi":9049,"total_volume":82,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":224231.0,"put_delta":-313164.0,"net_delta":-88933.0,"call_oi":13698,"put_oi":7477,"total_oi":21175,"total_volume":186,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":563670.0,"put_delta":-308516.0,"net_delta":255154.0,"call_oi":16374,"put_oi":17861,"total_oi":34235,"total_volume":85,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":49518.0,"put_delta":-65765.0,"net_delta":-16247.0,"call_oi":1603,"put_oi":2080,"total_oi":3683,"total_volume":14,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":109340.0,"put_delta":-146567.0,"net_delta":-37227.0,"call_oi":3955,"put_oi":3924,"total_oi":7879,"total_volume":0,"bias":"neutral"},{"expiration":"09/17/2027","dte":350,"call_delta":6924.0,"put_delta":-1570.0,"net_delta":5354.0,"call_oi":141,"put_oi":102,"total_oi":243,"total_volume":1,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":107680.0,"put_delta":-76236.0,"net_delta":31444.0,"call_oi":2789,"put_oi":1793,"total_oi":4582,"total_volume":2,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":248423.0,"put_delta":-55768.0,"net_delta":192655.0,"call_oi":5184,"put_oi":2527,"total_oi":7711,"total_volume":7,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":121881.0,"put_delta":-7394.0,"net_delta":114487.0,"call_oi":2269,"put_oi":190,"total_oi":2459,"total_volume":44,"bias":"bullish"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":20.0,"straddle_price":0.8,"straddle_pct":3.98,"implied_move":3.98,"avg_iv":26.4},{"expiration":"11/20/2026","dte":49,"strike":20.0,"straddle_price":1.55,"straddle_pct":7.72,"implied_move":7.72,"avg_iv":26.7},{"expiration":"12/18/2026","dte":77,"strike":20.0,"straddle_price":2.02,"straddle_pct":10.08,"implied_move":10.08,"avg_iv":27.8},{"expiration":"01/15/2027","dte":105,"strike":20.0,"straddle_price":2.22,"straddle_pct":11.08,"implied_move":11.08,"avg_iv":26.1},{"expiration":"03/19/2027","dte":168,"strike":20.0,"straddle_price":3.0,"straddle_pct":14.94,"implied_move":14.94,"avg_iv":27.8},{"expiration":"06/17/2027","dte":258,"strike":20.0,"straddle_price":3.8,"straddle_pct":18.92,"implied_move":18.92,"avg_iv":28.5},{"expiration":"12/17/2027","dte":441,"strike":20.0,"straddle_price":5.22,"straddle_pct":26.02,"implied_move":26.02,"avg_iv":30.2},{"expiration":"01/21/2028","dte":476,"strike":20.0,"straddle_price":5.5,"straddle_pct":27.39,"implied_move":27.39,"avg_iv":30.7},{"expiration":"01/19/2029","dte":840,"strike":20.0,"straddle_price":6.9,"straddle_pct":34.36,"implied_move":34.36,"avg_iv":29.3}],"volume_profile":{"profile":[{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":35,"total_oi":44,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":73,"total_oi":80,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":190,"total_oi":195,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":95,"put_oi":1217,"total_oi":1312,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":0,"total_oi":18,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":117,"put_oi":1336,"total_oi":1453,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":14,"total_oi":14,"bias":"neutral"},{"strike":15.0,"call_volume":2,"put_volume":40,"total_volume":42,"call_oi":465,"put_oi":7828,"total_oi":8293,"bias":"bearish"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":203,"total_oi":203,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":42,"total_volume":42,"call_oi":3346,"put_oi":7206,"total_oi":10552,"bias":"bearish"},{"strike":18.0,"call_volume":35,"put_volume":22,"total_volume":57,"call_oi":630,"put_oi":737,"total_oi":1367,"bias":"bullish"},{"strike":19.0,"call_volume":1,"put_volume":31,"total_volume":32,"call_oi":83,"put_oi":2850,"total_oi":2933,"bias":"bearish"},{"strike":20.0,"call_volume":42,"put_volume":90,"total_volume":132,"call_oi":5769,"put_oi":11429,"total_oi":17198,"bias":"bearish"},{"strike":21.0,"call_volume":12,"put_volume":1,"total_volume":13,"call_oi":2870,"put_oi":1816,"total_oi":4686,"bias":"bullish"},{"strike":22.0,"call_volume":58,"put_volume":61,"total_volume":119,"call_oi":16627,"put_oi":5742,"total_oi":22369,"bias":"neutral"},{"strike":23.0,"call_volume":67,"put_volume":10,"total_volume":77,"call_oi":3649,"put_oi":362,"total_oi":4011,"bias":"bullish"},{"strike":24.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":4087,"put_oi":157,"total_oi":4244,"bias":"bullish"},{"strike":25.0,"call_volume":69,"put_volume":0,"total_volume":69,"call_oi":18257,"put_oi":190,"total_oi":18447,"bias":"bullish"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1570,"put_oi":0,"total_oi":1570,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2685,"put_oi":11,"total_oi":2696,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":0,"total_oi":39,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":0,"total_oi":18,"bias":"neutral"},{"strike":30.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1592,"put_oi":7,"total_oi":1599,"bias":"bullish"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":32.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":39,"put_oi":0,"total_oi":39,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":230,"put_oi":1,"total_oi":231,"bias":"neutral"}],"underlying_price":20.079999923706055,"peak_call_strike":25.0,"peak_put_strike":20.0,"total_call_volume":292,"total_put_volume":297,"volume_pc_ratio":1.017},"iv_contours":{"x":[0.75,0.8,0.85,0.9,0.95,1.0,1.05,1.1,1.15,1.2,1.25,1.29],"y":[14,49,77,105,168],"z":[[null,64.3,49.61,null,33.58,26.37,24.87,30.09,41.5,70.54,59.45,76.65],[null,44.92,33.08,31.31,30.03,26.69,25.6,28.08,30.48,29.2,34.48,47.63],[43.8,36.1,33.34,31.95,29.57,27.76,27.79,28.52,29.12,31.59,33.52,30.98],[37.77,null,31.04,null,null,26.07,null,27.54,null,null,26.5,null],[34.8,36.0,33.39,30.61,31.62,27.83,26.88,27.35,27.33,23.14,24.37,24.5]],"levels":[23.1,28.5,33.8,39.2,44.5,49.9,55.2,60.6,65.9,71.3,76.7],"min_iv":23.1,"max_iv":76.7},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":20.0,"atm_iv":27.7,"otm_strike":21.0,"otm_iv":26.58,"itm_strike":19.0,"itm_iv":30.33,"iv_butterfly":1.5,"price_butterfly":0.23,"convexity":"moderate_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":20.0,"atm_iv":24.55,"otm_strike":21.0,"otm_iv":25.47,"itm_strike":19.0,"itm_iv":28.42,"iv_butterfly":4.8,"price_butterfly":0.33,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":58.62},{"date":"2026-09-15","iv":58.02},{"date":"2026-09-16","iv":58.38},{"date":"2026-09-17","iv":51.48},{"date":"2026-09-18","iv":47.29},{"date":"2026-09-21","iv":52.71},{"date":"2026-09-22","iv":46.0},{"date":"2026-09-23","iv":35.4},{"date":"2026-09-24","iv":41.8},{"date":"2026-09-25","iv":38.2},{"date":"2026-09-28","iv":47.7},{"date":"2026-09-29","iv":35.7},{"date":"2026-09-30","iv":48.5},{"date":"2026-10-01","iv":46.2},{"date":"2026-10-02","iv":39.2}]}}