{"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":"KVUE","summary":{"name":"KVUE","price":17.2,"total_oi":132432,"call_oi":89403,"put_oi":43029,"pc_ratio":0.481,"net_gex":1254301.31,"avg_iv":332.9,"iv_rank":63.3,"iv_52w_high":486.3,"iv_52w_low":68.53,"gamma_flip":17.9,"max_pain":18.0},"features":{"symbol":"KVUE","price":17.2,"total_oi":132432,"analysis_coverage":0.9444,"avg_iv_pct":332.9,"iv_rank":63.3,"iv_52w_high_pct":486.3,"iv_52w_low_pct":68.53,"front_dte":7,"front_atm_iv_pct":55.4573,"back_atm_iv_pct":17.6039,"term_premium_pp":37.8534,"expected_move_front_pct":7.68,"straddle_front_pct":4.51,"straddle_30d_pct":4.51,"risk_reversal_front_pp":53.62,"risk_reversal_30d_pp":6.19,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.481,"put_call_oi_front_ratio":0.636,"put_call_volume_front_ratio":5.8,"option_volume":568,"volume_oi_ratio":0.004289,"net_delta_normalized":0.069195,"dealer_delta_normalized":-0.068125,"gex_per_100k_oi":947128.571644,"vanna_per_100k_oi":5281.200918,"charm_per_100k_oi":-8799.232814,"weekend_delta_shift_per_100k_oi":-26397.698441,"iv_surface_range_pp":170.2,"gamma_flip_distance_pct":4.069767,"max_pain_distance_pct":4.651163,"peak_call_distance_pct":4.651163,"peak_put_distance_pct":-1.162791},"analyses":{"gamma_walls":[{"strike":3.0,"call_gex":3.37,"put_gex":-21.27,"net_gex":-17.9,"call_oi":6,"put_oi":112},{"strike":5.0,"call_gex":6.38,"put_gex":-713.66,"net_gex":-707.28,"call_oi":5,"put_oi":633},{"strike":8.0,"call_gex":23.5,"put_gex":-2018.78,"net_gex":-1995.27,"call_oi":119,"put_oi":618},{"strike":10.0,"call_gex":304.46,"put_gex":-29455.07,"net_gex":-29150.6,"call_oi":443,"put_oi":7584},{"strike":11.0,"call_gex":0.0,"put_gex":-42.47,"net_gex":-42.47,"call_oi":6,"put_oi":6},{"strike":12.0,"call_gex":107.14,"put_gex":-2155.74,"net_gex":-2048.61,"call_oi":20,"put_oi":234},{"strike":13.0,"call_gex":4250.85,"put_gex":-56633.33,"net_gex":-52382.47,"call_oi":1102,"put_oi":5657},{"strike":13.5,"call_gex":28.62,"put_gex":-149.72,"net_gex":-121.09,"call_oi":2,"put_oi":10},{"strike":14.0,"call_gex":0.0,"put_gex":-1808.07,"net_gex":-1808.07,"call_oi":1,"put_oi":112},{"strike":14.5,"call_gex":0.0,"put_gex":-1019.64,"net_gex":-1019.64,"call_oi":3,"put_oi":50},{"strike":15.0,"call_gex":52618.96,"put_gex":-209746.2,"net_gex":-157127.25,"call_oi":3672,"put_oi":9104},{"strike":15.5,"call_gex":0.0,"put_gex":-7541.3,"net_gex":-7541.3,"call_oi":0,"put_oi":259},{"strike":16.0,"call_gex":39.24,"put_gex":-51091.4,"net_gex":-51052.16,"call_oi":1,"put_oi":1112},{"strike":16.5,"call_gex":33.36,"put_gex":-41221.55,"net_gex":-41188.19,"call_oi":1,"put_oi":803},{"strike":17.0,"call_gex":246643.47,"put_gex":-270771.81,"net_gex":-24128.33,"call_oi":3652,"put_oi":3855},{"strike":17.5,"call_gex":4828.3,"put_gex":-142398.5,"net_gex":-137570.2,"call_oi":36,"put_oi":610},{"strike":18.0,"call_gex":1119835.07,"put_gex":-483113.25,"net_gex":636721.83,"call_oi":15537,"put_oi":7519},{"strike":18.5,"call_gex":26857.75,"put_gex":-76.63,"net_gex":26781.12,"call_oi":500,"put_oi":4},{"strike":19.0,"call_gex":80871.39,"put_gex":-27951.3,"net_gex":52920.09,"call_oi":1828,"put_oi":639},{"strike":19.5,"call_gex":12093.41,"put_gex":-28.29,"net_gex":12065.11,"call_oi":377,"put_oi":1},{"strike":20.0,"call_gex":627936.18,"put_gex":-96361.29,"net_gex":531574.89,"call_oi":20815,"put_oi":3584},{"strike":20.5,"call_gex":3458.32,"put_gex":0.0,"net_gex":3458.32,"call_oi":138,"put_oi":0},{"strike":21.0,"call_gex":15997.98,"put_gex":-5243.84,"net_gex":10754.14,"call_oi":870,"put_oi":246},{"strike":21.5,"call_gex":41.0,"put_gex":0.0,"net_gex":41.0,"call_oi":2,"put_oi":0},{"strike":22.0,"call_gex":157197.06,"put_gex":-5372.0,"net_gex":151825.06,"call_oi":7825,"put_oi":277},{"strike":22.5,"call_gex":50.8,"put_gex":0.0,"net_gex":50.8,"call_oi":3,"put_oi":0},{"strike":23.0,"call_gex":120.63,"put_gex":0.0,"net_gex":120.63,"call_oi":7,"put_oi":0},{"strike":23.5,"call_gex":26.84,"put_gex":0.0,"net_gex":26.84,"call_oi":2,"put_oi":0},{"strike":24.0,"call_gex":29.09,"put_gex":0.0,"net_gex":29.09,"call_oi":2,"put_oi":0},{"strike":24.5,"call_gex":26.29,"put_gex":0.0,"net_gex":26.29,"call_oi":2,"put_oi":0},{"strike":25.0,"call_gex":67874.6,"put_gex":0.0,"net_gex":67874.6,"call_oi":6399,"put_oi":0},{"strike":26.0,"call_gex":107.35,"put_gex":0.0,"net_gex":107.35,"call_oi":9,"put_oi":0},{"strike":27.0,"call_gex":216630.68,"put_gex":0.0,"net_gex":216630.68,"call_oi":19680,"put_oi":0},{"strike":30.0,"call_gex":29617.37,"put_gex":0.0,"net_gex":29617.37,"call_oi":3053,"put_oi":0},{"strike":32.0,"call_gex":3559.96,"put_gex":0.0,"net_gex":3559.96,"call_oi":475,"put_oi":0},{"strike":35.0,"call_gex":18016.99,"put_gex":0.0,"net_gex":18016.99,"call_oi":2810,"put_oi":0}],"pain_by_strike":[{"strike":3.0,"call_value":0,"put_value":512383.5,"total_value":512383.5},{"strike":5.0,"call_value":12.0,"put_value":426549.5,"total_value":426561.5},{"strike":8.0,"call_value":45.0,"put_value":299697.5,"total_value":299742.5},{"strike":10.0,"call_value":305.0,"put_value":216365.5,"total_value":216670.5},{"strike":11.0,"call_value":878.0,"put_value":182283.5,"total_value":183161.5},{"strike":12.0,"call_value":1457.0,"put_value":148207.5,"total_value":149664.5},{"strike":13.0,"call_value":2056.0,"put_value":114365.5,"total_value":116421.5},{"strike":13.5,"call_value":2906.5,"put_value":100273.0,"total_value":103179.5},{"strike":14.0,"call_value":3758.0,"put_value":86185.5,"total_value":89943.5},{"strike":14.5,"call_value":4610.0,"put_value":72154.0,"total_value":76764.0},{"strike":15.0,"call_value":5463.5,"put_value":58147.5,"total_value":63611.0},{"strike":15.5,"call_value":8153.0,"put_value":48693.0,"total_value":56846.0},{"strike":16.0,"call_value":10842.5,"put_value":39368.0,"total_value":50210.5},{"strike":16.5,"call_value":13532.5,"put_value":30599.0,"total_value":44131.5},{"strike":17.0,"call_value":16223.0,"put_value":22231.5,"total_value":38454.5},{"strike":17.5,"call_value":20739.5,"put_value":15791.5,"total_value":36531.0},{"strike":18.0,"call_value":25274.0,"put_value":9656.5,"total_value":34930.5},{"strike":18.5,"call_value":37577.0,"put_value":7281.0,"total_value":44858.0},{"strike":19.0,"call_value":50130.0,"put_value":4907.5,"total_value":55037.5},{"strike":19.5,"call_value":63597.0,"put_value":2853.5,"total_value":66450.5},{"strike":20.0,"call_value":77252.5,"put_value":800.0,"total_value":78052.5},{"strike":20.5,"call_value":101315.5,"put_value":538.5,"total_value":101854.0},{"strike":21.0,"call_value":125447.5,"put_value":277.0,"total_value":125724.5},{"strike":21.5,"call_value":150014.5,"put_value":138.5,"total_value":150153.0},{"strike":22.0,"call_value":174582.5,"put_value":0.0,"total_value":174582.5},{"strike":22.5,"call_value":203063.0,"put_value":0.0,"total_value":203063.0},{"strike":23.0,"call_value":231545.0,"put_value":0.0,"total_value":231545.0},{"strike":23.5,"call_value":260030.5,"put_value":0.0,"total_value":260030.5},{"strike":24.0,"call_value":288517.0,"put_value":0.0,"total_value":288517.0},{"strike":24.5,"call_value":317004.5,"put_value":0.0,"total_value":317004.5},{"strike":25.0,"call_value":345493.0,"put_value":0.0,"total_value":345493.0},{"strike":26.0,"call_value":408869.0,"put_value":0.0,"total_value":408869.0},{"strike":27.0,"call_value":472254.0,"put_value":0.0,"total_value":472254.0},{"strike":30.0,"call_value":721449.0,"put_value":0.0,"total_value":721449.0},{"strike":32.0,"call_value":893685.0,"put_value":0.0,"total_value":893685.0},{"strike":35.0,"call_value":1153464.0,"put_value":0,"total_value":1153464.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":269.1,"strike":12.75},{"moneyness":0.85,"dte":14,"iv":158.9,"strike":13.5},{"moneyness":0.85,"dte":21,"iv":215.5,"strike":11.12},{"moneyness":0.85,"dte":30,"iv":147.4,"strike":11.92},{"moneyness":0.85,"dte":45,"iv":92.4,"strike":12.86},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":93.4,"strike":10.71},{"moneyness":0.9,"dte":7,"iv":135.5,"strike":15.5},{"moneyness":0.9,"dte":14,"iv":148.4,"strike":15.5},{"moneyness":0.9,"dte":21,"iv":82.6,"strike":15.5},{"moneyness":0.9,"dte":30,"iv":64.8,"strike":15.5},{"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":131.2,"strike":16.33},{"moneyness":0.95,"dte":14,"iv":35.8,"strike":16.25},{"moneyness":0.95,"dte":21,"iv":41.2,"strike":16.25},{"moneyness":0.95,"dte":30,"iv":50.6,"strike":16.25},{"moneyness":0.95,"dte":45,"iv":22.7,"strike":16.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":18.9,"strike":17.25},{"moneyness":1.0,"dte":14,"iv":24.9,"strike":17.25},{"moneyness":1.0,"dte":21,"iv":32.6,"strike":17.33},{"moneyness":1.0,"dte":30,"iv":27.9,"strike":17.29},{"moneyness":1.0,"dte":45,"iv":16.2,"strike":17.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":22.0,"strike":17.0},{"moneyness":1.05,"dte":7,"iv":37.5,"strike":18.0},{"moneyness":1.05,"dte":14,"iv":20.5,"strike":18.0},{"moneyness":1.05,"dte":21,"iv":40.4,"strike":18.0},{"moneyness":1.05,"dte":30,"iv":30.0,"strike":18.0},{"moneyness":1.05,"dte":45,"iv":19.0,"strike":18.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":23.2,"strike":18.0},{"moneyness":1.1,"dte":7,"iv":94.3,"strike":18.75},{"moneyness":1.1,"dte":14,"iv":69.2,"strike":18.83},{"moneyness":1.1,"dte":21,"iv":59.3,"strike":18.67},{"moneyness":1.1,"dte":30,"iv":40.0,"strike":18.88},{"moneyness":1.1,"dte":45,"iv":24.4,"strike":19.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":126.9,"strike":20.1},{"moneyness":1.15,"dte":14,"iv":150.3,"strike":22.5},{"moneyness":1.15,"dte":21,"iv":58.5,"strike":20.17},{"moneyness":1.15,"dte":30,"iv":63.3,"strike":19.75},{"moneyness":1.15,"dte":45,"iv":41.9,"strike":20.8},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":58.1,"strike":24.79}],"term_structure":[{"expiration":"10/02/2026","dte":0,"iv":1.0,"contract_count":6,"total_oi":234},{"expiration":"10/09/2026","dte":7,"iv":0.2509,"contract_count":11,"total_oi":2416},{"expiration":"10/16/2026","dte":14,"iv":0.127,"contract_count":10,"total_oi":6006},{"expiration":"10/23/2026","dte":21,"iv":0.137,"contract_count":10,"total_oi":772},{"expiration":"10/30/2026","dte":28,"iv":0.0897,"contract_count":10,"total_oi":998},{"expiration":"11/06/2026","dte":35,"iv":0.1112,"contract_count":8,"total_oi":192},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":5,"total_oi":3953},{"expiration":"12/18/2026","dte":77,"iv":0.0175,"contract_count":2,"total_oi":2241},{"expiration":"01/15/2027","dte":105,"iv":0.0235,"contract_count":2,"total_oi":12059},{"expiration":"02/19/2027","dte":140,"iv":0.0635,"contract_count":4,"total_oi":376},{"expiration":"03/19/2027","dte":168,"iv":0.0331,"contract_count":2,"total_oi":250},{"expiration":"05/21/2027","dte":231,"iv":0.0718,"contract_count":3,"total_oi":15},{"expiration":"06/17/2027","dte":258,"iv":0.0077,"contract_count":2,"total_oi":186},{"expiration":"09/17/2027","dte":350,"iv":0.1079,"contract_count":2,"total_oi":3},{"expiration":"12/17/2027","dte":441,"iv":0.0358,"contract_count":2,"total_oi":772},{"expiration":"01/21/2028","dte":476,"iv":0.0432,"contract_count":2,"total_oi":2621},{"expiration":"01/19/2029","dte":840,"iv":0.0221,"contract_count":1,"total_oi":4}],"expected_move":[{"expiration":"10/09/2026","dte":7,"expected_move_1std":7.68,"expected_move_2std":15.37,"contract_count":8},{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.99,"expected_move_2std":9.99,"contract_count":7},{"expiration":"10/23/2026","dte":21,"expected_move_1std":9.15,"expected_move_2std":18.29,"contract_count":6},{"expiration":"10/30/2026","dte":28,"expected_move_1std":8.9,"expected_move_2std":17.79,"contract_count":7},{"expiration":"11/06/2026","dte":35,"expected_move_1std":9.98,"expected_move_2std":19.96,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":6.45,"expected_move_2std":12.9,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":10.12,"expected_move_2std":20.24,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":12.45,"expected_move_2std":24.89,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":19.92,"expected_move_2std":39.83,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":17.01,"expected_move_2std":34.01,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":22.51,"expected_move_2std":45.01,"contract_count":2},{"expiration":"06/17/2027","dte":258,"expected_move_1std":16.91,"expected_move_2std":33.82,"contract_count":2},{"expiration":"09/17/2027","dte":350,"expected_move_1std":38.84,"expected_move_2std":77.68,"contract_count":2},{"expiration":"12/17/2027","dte":441,"expected_move_1std":28.14,"expected_move_2std":56.27,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":30.9,"expected_move_2std":61.79,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":34.77,"expected_move_2std":69.54,"contract_count":1}],"pc_skew":[{"expiration":"10/02/2026","dte":0,"call_oi":1148,"put_oi":299,"total_oi":1447,"pc_ratio":0.26,"pc_ratio_volume":1.667,"sentiment":"bullish"},{"expiration":"10/09/2026","dte":7,"call_oi":1594,"put_oi":1013,"total_oi":2607,"pc_ratio":0.636,"pc_ratio_volume":5.8,"sentiment":"bullish"},{"expiration":"10/16/2026","dte":14,"call_oi":5827,"put_oi":754,"total_oi":6581,"pc_ratio":0.129,"pc_ratio_volume":0.179,"sentiment":"bullish"},{"expiration":"10/23/2026","dte":21,"call_oi":683,"put_oi":543,"total_oi":1226,"pc_ratio":0.795,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"10/30/2026","dte":28,"call_oi":544,"put_oi":991,"total_oi":1535,"pc_ratio":1.822,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/06/2026","dte":35,"call_oi":154,"put_oi":179,"total_oi":333,"pc_ratio":1.162,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":4413,"put_oi":4097,"total_oi":8510,"pc_ratio":0.928,"pc_ratio_volume":0.238,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":7873,"put_oi":5850,"total_oi":13723,"pc_ratio":0.743,"pc_ratio_volume":11.5,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":50993,"put_oi":16324,"total_oi":67317,"pc_ratio":0.32,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":913,"put_oi":680,"total_oi":1593,"pc_ratio":0.745,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":451,"put_oi":635,"total_oi":1086,"pc_ratio":1.408,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":21,"put_oi":2,"total_oi":23,"pc_ratio":0.095,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":735,"put_oi":797,"total_oi":1532,"pc_ratio":1.084,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"09/17/2027","dte":350,"call_oi":304,"put_oi":399,"total_oi":703,"pc_ratio":1.312,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/17/2027","dte":441,"call_oi":4713,"put_oi":1206,"total_oi":5919,"pc_ratio":0.256,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":8980,"put_oi":9256,"total_oi":18236,"pc_ratio":1.031,"pc_ratio_volume":0.394,"sentiment":"neutral"},{"expiration":"01/19/2029","dte":840,"call_oi":57,"put_oi":4,"total_oi":61,"pc_ratio":0.07,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":3.0,"call_delta_oi":592.0,"put_delta_oi":-109.0,"dealer_delta":-483.0,"call_oi":6,"put_oi":89},{"strike":5.0,"call_delta_oi":487.0,"put_delta_oi":-1527.0,"dealer_delta":1039.0,"call_oi":5,"put_oi":633},{"strike":8.0,"call_delta_oi":765.0,"put_delta_oi":-4357.0,"dealer_delta":3592.0,"call_oi":8,"put_oi":618},{"strike":10.0,"call_delta_oi":6005.0,"put_delta_oi":-32905.0,"dealer_delta":26901.0,"call_oi":64,"put_oi":7584},{"strike":11.0,"call_delta_oi":0,"put_delta_oi":-74.0,"dealer_delta":74.0,"call_oi":0,"put_oi":6},{"strike":12.0,"call_delta_oi":1095.0,"put_delta_oi":-2993.0,"dealer_delta":1898.0,"call_oi":12,"put_oi":234},{"strike":13.0,"call_delta_oi":31735.0,"put_delta_oi":-54528.0,"dealer_delta":22793.0,"call_oi":380,"put_oi":5657},{"strike":13.5,"call_delta_oi":182.0,"put_delta_oi":-144.0,"dealer_delta":-38.0,"call_oi":2,"put_oi":10},{"strike":14.0,"call_delta_oi":0,"put_delta_oi":-936.0,"dealer_delta":936.0,"call_oi":0,"put_oi":112},{"strike":14.5,"call_delta_oi":0,"put_delta_oi":-976.0,"dealer_delta":976.0,"call_oi":0,"put_oi":50},{"strike":15.0,"call_delta_oi":261768.0,"put_delta_oi":-139063.0,"dealer_delta":-122704.0,"call_oi":2878,"put_oi":9104},{"strike":15.5,"call_delta_oi":0,"put_delta_oi":-6586.0,"dealer_delta":6586.0,"call_oi":0,"put_oi":259},{"strike":16.0,"call_delta_oi":77.0,"put_delta_oi":-22773.0,"dealer_delta":22696.0,"call_oi":1,"put_oi":1112},{"strike":16.5,"call_delta_oi":62.0,"put_delta_oi":-26701.0,"dealer_delta":26639.0,"call_oi":1,"put_oi":803},{"strike":17.0,"call_delta_oi":239044.0,"put_delta_oi":-146621.0,"dealer_delta":-92422.0,"call_oi":3652,"put_oi":3855},{"strike":17.5,"call_delta_oi":1337.0,"put_delta_oi":-52823.0,"dealer_delta":51487.0,"call_oi":36,"put_oi":610},{"strike":18.0,"call_delta_oi":474178.0,"put_delta_oi":-471311.0,"dealer_delta":-2866.0,"call_oi":15537,"put_oi":7519},{"strike":18.5,"call_delta_oi":12313.0,"put_delta_oi":-324.0,"dealer_delta":-11990.0,"call_oi":500,"put_oi":4},{"strike":19.0,"call_delta_oi":34537.0,"put_delta_oi":-50801.0,"dealer_delta":16265.0,"call_oi":1828,"put_oi":639},{"strike":19.5,"call_delta_oi":10347.0,"put_delta_oi":-93.0,"dealer_delta":-10254.0,"call_oi":377,"put_oi":1},{"strike":20.0,"call_delta_oi":432288.0,"put_delta_oi":-256256.0,"dealer_delta":-176032.0,"call_oi":20815,"put_oi":3584},{"strike":20.5,"call_delta_oi":3132.0,"put_delta_oi":0,"dealer_delta":-3132.0,"call_oi":138,"put_oi":0},{"strike":21.0,"call_delta_oi":7159.0,"put_delta_oi":-22044.0,"dealer_delta":14884.0,"call_oi":870,"put_oi":246},{"strike":21.5,"call_delta_oi":44.0,"put_delta_oi":0,"dealer_delta":-44.0,"call_oi":2,"put_oi":0},{"strike":22.0,"call_delta_oi":170601.0,"put_delta_oi":-21168.0,"dealer_delta":-149433.0,"call_oi":7825,"put_oi":277},{"strike":22.5,"call_delta_oi":72.0,"put_delta_oi":0,"dealer_delta":-72.0,"call_oi":3,"put_oi":0},{"strike":23.0,"call_delta_oi":141.0,"put_delta_oi":0,"dealer_delta":-141.0,"call_oi":7,"put_oi":0},{"strike":23.5,"call_delta_oi":66.0,"put_delta_oi":0,"dealer_delta":-66.0,"call_oi":2,"put_oi":0},{"strike":24.0,"call_delta_oi":38.0,"put_delta_oi":0,"dealer_delta":-38.0,"call_oi":2,"put_oi":0},{"strike":24.5,"call_delta_oi":56.0,"put_delta_oi":0,"dealer_delta":-56.0,"call_oi":2,"put_oi":0},{"strike":25.0,"call_delta_oi":56924.0,"put_delta_oi":0,"dealer_delta":-56924.0,"call_oi":6399,"put_oi":0},{"strike":26.0,"call_delta_oi":231.0,"put_delta_oi":0,"dealer_delta":-231.0,"call_oi":9,"put_oi":0},{"strike":27.0,"call_delta_oi":370430.0,"put_delta_oi":0,"dealer_delta":-370430.0,"call_oi":19680,"put_oi":0},{"strike":30.0,"call_delta_oi":67675.0,"put_delta_oi":0,"dealer_delta":-67675.0,"call_oi":3053,"put_oi":0},{"strike":32.0,"call_delta_oi":5960.0,"put_delta_oi":0,"dealer_delta":-5960.0,"call_oi":475,"put_oi":0},{"strike":35.0,"call_delta_oi":27968.0,"put_delta_oi":0,"dealer_delta":-27968.0,"call_oi":2810,"put_oi":0}],"net_dealer_delta":-902195.0,"total_call_delta":2217309.0,"total_put_delta":-1315114.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":17.200000762939453,"strikes":[{"strike":5.0,"moneyness":0.2907,"type":"put","iv":1.4135,"delta":-0.0211,"oi":534},{"strike":8.0,"moneyness":0.4651,"type":"put","iv":1.2697,"delta":-0.0686,"oi":397},{"strike":10.0,"moneyness":0.5814,"type":"put","iv":0.564,"delta":-0.0232,"oi":2545},{"strike":13.0,"moneyness":0.7558,"type":"call","iv":0.737,"delta":0.8262,"oi":203},{"strike":13.0,"moneyness":0.7558,"type":"put","iv":0.37,"delta":-0.0574,"oi":2233},{"strike":15.0,"moneyness":0.8721,"type":"call","iv":0.1559,"delta":0.9665,"oi":1366},{"strike":15.0,"moneyness":0.8721,"type":"put","iv":0.2437,"delta":-0.1131,"oi":3697},{"strike":18.0,"moneyness":1.0465,"type":"call","iv":0.2451,"delta":0.4248,"oi":6205},{"strike":18.0,"moneyness":1.0465,"type":"put","iv":0.219,"delta":-0.5897,"oi":5854},{"strike":20.0,"moneyness":1.1628,"type":"call","iv":0.3038,"delta":0.2194,"oi":11020},{"strike":20.0,"moneyness":1.1628,"type":"put","iv":0.5412,"delta":-0.6315,"oi":850},{"strike":22.0,"moneyness":1.2791,"type":"put","iv":0.4341,"delta":-0.8143,"oi":194},{"strike":22.0,"moneyness":1.2791,"type":"call","iv":0.477,"delta":0.2142,"oi":4706},{"strike":25.0,"moneyness":1.4535,"type":"call","iv":0.4373,"delta":0.0759,"oi":4822},{"strike":27.0,"moneyness":1.5698,"type":"call","iv":0.7033,"delta":0.1632,"oi":18324},{"strike":30.0,"moneyness":1.7442,"type":"call","iv":0.9906,"delta":0.2222,"oi":2871},{"strike":32.0,"moneyness":1.8605,"type":"call","iv":0.7858,"delta":0.1072,"oi":455},{"strike":35.0,"moneyness":2.0349,"type":"call","iv":0.9545,"delta":0.1322,"oi":961}]},{"expiration":"01/21/2028","underlying_price":17.200000762939453,"strikes":[{"strike":8.0,"moneyness":0.4651,"type":"put","iv":0.6697,"delta":-0.0726,"oi":209},{"strike":10.0,"moneyness":0.5814,"type":"put","iv":0.3638,"delta":-0.0497,"oi":4751},{"strike":13.0,"moneyness":0.7558,"type":"put","iv":0.2521,"delta":-0.0952,"oi":1730},{"strike":15.0,"moneyness":0.8721,"type":"put","iv":0.5445,"delta":-0.2676,"oi":1286},{"strike":17.0,"moneyness":0.9884,"type":"put","iv":0.403,"delta":-0.3536,"oi":950},{"strike":17.0,"moneyness":0.9884,"type":"call","iv":0.1381,"delta":0.6929,"oi":1671},{"strike":20.0,"moneyness":1.1628,"type":"call","iv":0.1981,"delta":0.3784,"oi":1722},{"strike":20.0,"moneyness":1.1628,"type":"put","iv":0.247,"delta":-0.5785,"oi":135},{"strike":22.0,"moneyness":1.2791,"type":"call","iv":0.2131,"delta":0.2535,"oi":1011},{"strike":25.0,"moneyness":1.4535,"type":"call","iv":0.2017,"delta":0.102,"oi":557},{"strike":27.0,"moneyness":1.5698,"type":"call","iv":0.609,"delta":0.4121,"oi":283},{"strike":30.0,"moneyness":1.7442,"type":"call","iv":0.4168,"delta":0.2072,"oi":155},{"strike":35.0,"moneyness":2.0349,"type":"call","iv":0.3471,"delta":0.0726,"oi":1809}]},{"expiration":"02/19/2027","underlying_price":17.200000762939453,"strikes":[{"strike":15.0,"moneyness":0.8721,"type":"put","iv":0.4156,"delta":-0.2343,"oi":103},{"strike":16.0,"moneyness":0.9302,"type":"put","iv":0.3796,"delta":-0.3103,"oi":164},{"strike":18.0,"moneyness":1.0465,"type":"call","iv":0.191,"delta":0.4249,"oi":200},{"strike":19.0,"moneyness":1.1047,"type":"put","iv":0.2545,"delta":-0.6744,"oi":202},{"strike":20.0,"moneyness":1.1628,"type":"put","iv":0.2772,"delta":-0.7585,"oi":200},{"strike":20.0,"moneyness":1.1628,"type":"call","iv":0.2738,"delta":0.2381,"oi":664}]},{"expiration":"03/19/2027","underlying_price":17.200000762939453,"strikes":[{"strike":13.0,"moneyness":0.7558,"type":"put","iv":0.4461,"delta":-0.1265,"oi":260},{"strike":17.0,"moneyness":0.9884,"type":"call","iv":0.176,"delta":0.6259,"oi":183},{"strike":20.0,"moneyness":1.1628,"type":"put","iv":0.2733,"delta":-0.7318,"oi":268},{"strike":20.0,"moneyness":1.1628,"type":"call","iv":0.2732,"delta":0.2681,"oi":164}]},{"expiration":"06/17/2027","underlying_price":17.200000762939453,"strikes":[{"strike":13.0,"moneyness":0.7558,"type":"put","iv":0.4316,"delta":-0.1499,"oi":439},{"strike":15.0,"moneyness":0.8721,"type":"put","iv":0.3565,"delta":-0.2398,"oi":170},{"strike":17.0,"moneyness":0.9884,"type":"put","iv":0.2182,"delta":-0.3749,"oi":185},{"strike":20.0,"moneyness":1.1628,"type":"call","iv":0.1909,"delta":0.2499,"oi":225},{"strike":25.0,"moneyness":1.4535,"type":"call","iv":0.3834,"delta":0.1818,"oi":318}]},{"expiration":"09/17/2027","underlying_price":17.200000762939453,"strikes":[{"strike":13.0,"moneyness":0.7558,"type":"put","iv":0.757,"delta":-0.2109,"oi":145},{"strike":20.0,"moneyness":1.1628,"type":"call","iv":0.4664,"delta":0.4946,"oi":203},{"strike":20.0,"moneyness":1.1628,"type":"put","iv":0.3006,"delta":-0.5901,"oi":250}]},{"expiration":"10/02/2026","underlying_price":17.200000762939453,"strikes":[{"strike":17.0,"moneyness":0.9884,"type":"put","iv":2.681,"delta":-0.3264,"oi":101}]},{"expiration":"10/09/2026","underlying_price":17.200000762939453,"strikes":[{"strike":16.0,"moneyness":0.9302,"type":"put","iv":1.0051,"delta":-0.264,"oi":184},{"strike":16.5,"moneyness":0.9593,"type":"put","iv":1.4037,"delta":-0.3727,"oi":139},{"strike":17.0,"moneyness":0.9884,"type":"put","iv":0.1884,"delta":-0.2997,"oi":112},{"strike":17.5,"moneyness":1.0174,"type":"put","iv":0.1049,"delta":-0.89,"oi":470},{"strike":18.0,"moneyness":1.0465,"type":"call","iv":0.4689,"delta":0.2375,"oi":1147},{"strike":18.5,"moneyness":1.0756,"type":"call","iv":0.636,"delta":0.1993,"oi":277}]}],"greeks_heatmap":{"data":[{"strike":17.0,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.3264,"call_gamma":0,"put_gamma":0.781882,"call_theta":0,"put_theta":-2.277,"call_vega":0,"put_vega":0.0006,"call_oi":0,"put_oi":101},{"strike":17.5,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.8571,"call_gamma":0,"put_gamma":0.816257,"call_theta":0,"put_theta":-0.8528,"call_vega":0,"put_vega":0.0004,"call_oi":0,"put_oi":96},{"strike":18.0,"dte":0,"expiration":"10/02/2026","call_delta":0.2113,"put_delta":0,"call_gamma":0.306812,"put_gamma":0,"call_theta":-3.7351,"put_theta":0,"call_vega":0.0005,"put_vega":0,"call_oi":603,"put_oi":0},{"strike":18.5,"dte":0,"expiration":"10/02/2026","call_delta":0.3255,"put_delta":0,"call_gamma":0.150051,"put_gamma":0,"call_theta":-11.842,"put_theta":0,"call_vega":0.0006,"put_vega":0,"call_oi":141,"put_oi":0},{"strike":20.0,"dte":0,"expiration":"10/02/2026","call_delta":0.0128,"put_delta":0,"call_gamma":0.028856,"put_gamma":0,"call_theta":-0.5184,"put_theta":0,"call_vega":0.0001,"put_vega":0,"call_oi":129,"put_oi":0},{"strike":20.5,"dte":0,"expiration":"10/02/2026","call_delta":0.2405,"put_delta":0,"call_gamma":0.083785,"put_gamma":0,"call_theta":-15.8364,"put_theta":0,"call_vega":0.0005,"put_vega":0,"call_oi":102,"put_oi":0},{"strike":16.0,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.264,"call_gamma":0,"put_gamma":0.147491,"call_theta":0,"put_theta":-0.0598,"call_vega":0,"put_vega":0.0072,"call_oi":0,"put_oi":184},{"strike":16.5,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.3727,"call_gamma":0,"put_gamma":0.122261,"call_theta":0,"put_theta":-0.0968,"call_vega":0,"put_vega":0.0083,"call_oi":0,"put_oi":139},{"strike":17.0,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.2997,"call_gamma":0,"put_gamma":0.836546,"call_theta":0,"put_theta":-0.0114,"call_vega":0,"put_vega":0.0077,"call_oi":0,"put_oi":112},{"strike":17.5,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.89,"call_gamma":0,"put_gamma":0.812536,"call_theta":0,"put_theta":-0.0018,"call_vega":0,"put_vega":0.0041,"call_oi":0,"put_oi":470},{"strike":18.0,"dte":7,"expiration":"10/09/2026","call_delta":0.2375,"put_delta":0,"call_gamma":0.298873,"put_gamma":0,"call_theta":-0.0271,"put_theta":0,"call_vega":0.0068,"put_vega":0,"call_oi":1147,"put_oi":0},{"strike":18.5,"dte":7,"expiration":"10/09/2026","call_delta":0.1993,"put_delta":0,"call_gamma":0.199181,"put_gamma":0,"call_theta":-0.033,"put_theta":0,"call_vega":0.0062,"put_vega":0,"call_oi":277,"put_oi":0},{"strike":20.0,"dte":7,"expiration":"10/09/2026","call_delta":0.1591,"put_delta":0,"call_gamma":0.100307,"put_gamma":0,"call_theta":-0.0491,"put_theta":0,"call_vega":0.0053,"put_vega":0,"call_oi":64,"put_oi":0},{"strike":16.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1175,"call_gamma":0,"put_gamma":0.179343,"call_theta":0,"put_theta":-0.0081,"call_vega":0,"put_vega":0.0064,"call_oi":0,"put_oi":55},{"strike":16.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2607,"call_gamma":0,"put_gamma":0.265584,"call_theta":0,"put_theta":-0.0147,"call_vega":0,"put_vega":0.0105,"call_oi":0,"put_oi":122},{"strike":17.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3915,"call_gamma":0,"put_gamma":0.420796,"call_theta":0,"put_theta":-0.0127,"call_vega":0,"put_vega":0.0125,"call_oi":0,"put_oi":267},{"strike":18.0,"dte":14,"expiration":"10/16/2026","call_delta":0.143,"put_delta":-0.8792,"call_gamma":0.324733,"put_gamma":0.316241,"call_theta":-0.0063,"put_theta":-0.0031,"call_vega":0.0073,"put_vega":0.0065,"call_oi":5228,"put_oi":251},{"strike":19.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1376,"put_delta":0,"call_gamma":0.148016,"put_gamma":0,"call_theta":-0.0128,"put_theta":0,"call_vega":0.0071,"put_vega":0,"call_oi":235,"put_oi":0},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1523,"put_delta":0,"call_gamma":0.10041,"put_gamma":0,"call_theta":-0.0215,"put_theta":0,"call_vega":0.0076,"put_vega":0,"call_oi":229,"put_oi":0},{"strike":16.0,"dte":21,"expiration":"10/23/2026","call_delta":0,"put_delta":-0.1513,"call_gamma":0,"put_gamma":0.181415,"call_theta":0,"put_theta":-0.0073,"call_vega":0,"put_vega":0.0094,"call_oi":0,"put_oi":93},{"strike":16.5,"dte":21,"expiration":"10/23/2026","call_delta":0,"put_delta":-0.333,"call_gamma":0,"put_gamma":0.1795,"call_theta":0,"put_theta":-0.0177,"call_vega":0,"put_vega":0.0146,"call_oi":0,"put_oi":70},{"strike":17.0,"dte":21,"expiration":"10/23/2026","call_delta":0,"put_delta":-0.4081,"call_gamma":0,"put_gamma":0.316852,"call_theta":0,"put_theta":-0.011,"call_vega":0,"put_vega":0.0156,"call_oi":0,"put_oi":130},{"strike":18.0,"dte":21,"expiration":"10/23/2026","call_delta":0.389,"put_delta":-0.7402,"call_gamma":0.178018,"put_gamma":0.295376,"call_theta":-0.0214,"put_theta":-0.0073,"call_vega":0.0154,"put_vega":0.0131,"call_oi":278,"put_oi":119},{"strike":19.0,"dte":21,"expiration":"10/23/2026","call_delta":0.2975,"put_delta":0,"call_gamma":0.126604,"put_gamma":0,"call_theta":-0.0242,"put_theta":0,"call_vega":0.0139,"put_vega":0,"call_oi":218,"put_oi":0},{"strike":19.5,"dte":21,"expiration":"10/23/2026","call_delta":0.2744,"put_delta":0,"call_gamma":0.10839,"put_gamma":0,"call_theta":-0.0261,"put_theta":0,"call_vega":0.0134,"put_vega":0,"call_oi":153,"put_oi":0},{"strike":15.5,"dte":28,"expiration":"10/30/2026","call_delta":0,"put_delta":-0.2587,"call_gamma":0,"put_gamma":0.096454,"call_theta":0,"put_theta":-0.0195,"call_vega":0,"put_vega":0.0151,"call_oi":0,"put_oi":119},{"strike":16.0,"dte":28,"expiration":"10/30/2026","call_delta":0,"put_delta":-0.154,"call_gamma":0,"put_gamma":0.179319,"call_theta":0,"put_theta":-0.0055,"call_vega":0,"put_vega":0.0111,"call_oi":0,"put_oi":396},{"strike":16.5,"dte":28,"expiration":"10/30/2026","call_delta":0,"put_delta":-0.3435,"call_gamma":0,"put_gamma":0.160981,"call_theta":0,"put_theta":-0.0148,"call_vega":0,"put_vega":0.0172,"call_oi":0,"put_oi":438},{"strike":19.0,"dte":28,"expiration":"10/30/2026","call_delta":0.1885,"put_delta":0,"call_gamma":0.152301,"put_gamma":0,"call_theta":-0.0092,"put_theta":0,"call_vega":0.0126,"put_vega":0,"call_oi":339,"put_oi":0},{"strike":19.5,"dte":28,"expiration":"10/30/2026","call_delta":0.275,"put_delta":0,"call_gamma":0.108884,"put_gamma":0,"call_theta":-0.0194,"put_theta":0,"call_vega":0.0156,"put_vega":0,"call_oi":140,"put_oi":0},{"strike":15.5,"dte":35,"expiration":"11/06/2026","call_delta":0,"put_delta":-0.2419,"call_gamma":0,"put_gamma":0.102814,"call_theta":0,"put_theta":-0.0134,"call_vega":0,"put_vega":0.0164,"call_oi":0,"put_oi":70},{"strike":16.0,"dte":35,"expiration":"11/06/2026","call_delta":0,"put_delta":-0.3229,"call_gamma":0,"put_gamma":0.095968,"call_theta":0,"put_theta":-0.019,"call_vega":0,"put_vega":0.0188,"call_oi":0,"put_oi":58},{"strike":19.0,"dte":35,"expiration":"11/06/2026","call_delta":0.2992,"put_delta":0,"call_gamma":0.127947,"put_gamma":0,"call_theta":-0.0144,"put_theta":0,"call_vega":0.0182,"put_vega":0,"call_oi":70,"put_oi":0},{"strike":13.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0396,"call_gamma":0,"put_gamma":0.029053,"call_theta":0,"put_theta":-0.0025,"call_vega":0,"put_vega":0.0053,"call_oi":0,"put_oi":181},{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0817,"call_gamma":0,"put_gamma":0.054538,"call_theta":0,"put_theta":-0.0042,"call_vega":0,"put_vega":0.0094,"call_oi":0,"put_oi":110},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1002,"call_gamma":0,"put_gamma":0.087673,"call_theta":0,"put_theta":-0.0035,"call_vega":0,"put_vega":0.011,"call_oi":0,"put_oi":356},{"strike":16.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1614,"call_gamma":0,"put_gamma":0.17304,"call_theta":0,"put_theta":-0.0033,"call_vega":0,"put_vega":0.0153,"call_oi":0,"put_oi":132},{"strike":17.0,"dte":49,"expiration":"11/20/2026","call_delta":0.628,"put_delta":-0.3746,"call_gamma":0.378422,"put_gamma":0.36972,"call_theta":-0.0051,"put_theta":-0.0033,"call_vega":0.0236,"put_vega":0.0236,"call_oi":806,"put_oi":741},{"strike":18.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3259,"put_delta":-0.7509,"call_gamma":0.258339,"put_gamma":0.326299,"call_theta":-0.0059,"put_theta":-0.0016,"call_vega":0.0225,"put_vega":0.0198,"call_oi":1172,"put_oi":1102},{"strike":19.0,"dte":49,"expiration":"11/20/2026","call_delta":0.163,"put_delta":-0.8546,"call_gamma":0.156671,"put_gamma":0.155332,"call_theta":-0.0043,"put_theta":-0.0016,"call_vega":0.0154,"put_vega":0.0142,"call_oi":908,"put_oi":426},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0926,"put_delta":-0.6824,"call_gamma":0.091461,"put_gamma":0.085087,"call_theta":-0.0033,"put_theta":-0.0138,"call_vega":0.0103,"put_vega":0.0222,"call_oi":527,"put_oi":709},{"strike":21.0,"dte":49,"expiration":"11/20/2026","call_delta":0.067,"put_delta":-0.8961,"call_gamma":0.060717,"put_gamma":0.072054,"call_theta":-0.003,"put_theta":-0.0025,"call_vega":0.0081,"put_vega":0.0113,"call_oi":787,"put_oi":246},{"strike":22.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0516,"put_delta":0,"call_gamma":0.043441,"put_gamma":0,"call_theta":-0.0028,"put_theta":0,"call_vega":0.0066,"put_vega":0,"call_oi":209,"put_oi":0},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.821,"put_delta":-0.1439,"call_gamma":0.086759,"put_gamma":0.089512,"call_theta":-0.0065,"put_theta":-0.0035,"call_vega":0.0205,"put_vega":0.0178,"call_oi":199,"put_oi":3201},{"strike":17.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6168,"put_delta":-0.409,"call_gamma":0.277886,"put_gamma":0.186278,"call_theta":-0.0046,"put_theta":-0.0044,"call_vega":0.03,"put_vega":0.0305,"call_oi":957,"put_oi":1284},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1123,"put_delta":-0.8407,"call_gamma":0.099282,"put_gamma":0.105718,"call_theta":-0.0026,"put_theta":-0.0017,"call_vega":0.015,"put_vega":0.019,"call_oi":5300,"put_oi":1104},{"strike":22.0,"dte":77,"expiration":"12/18/2026","call_delta":0.213,"put_delta":0,"call_gamma":0.065821,"put_gamma":0,"call_theta":-0.0088,"put_theta":0,"call_vega":0.0228,"put_vega":0,"call_oi":983,"put_oi":0}],"strikes":[13.0,14.0,15.0,15.5,16.0,16.5,17.0,17.5,18.0,18.5,19.0,19.5,20.0,20.5,21.0,22.0],"dtes":[0,7,14,21,28,35,49,77]},"risk_reversal":[{"expiration":"10/09/2026","dte":7,"risk_reversal":53.62,"put_25d_iv":100.51,"call_25d_iv":46.89,"put_25d_strike":16.0,"call_25d_strike":18.0,"skew":"put_skew"},{"expiration":"10/16/2026","dte":14,"risk_reversal":-34.59,"put_25d_iv":37.68,"call_25d_iv":72.27,"put_25d_strike":16.5,"call_25d_strike":20.0,"skew":"call_skew"},{"expiration":"10/23/2026","dte":21,"risk_reversal":-26.08,"put_25d_iv":50.29,"call_25d_iv":76.38,"put_25d_strike":16.5,"call_25d_strike":19.5,"skew":"call_skew"},{"expiration":"10/30/2026","dte":28,"risk_reversal":6.19,"put_25d_iv":71.71,"call_25d_iv":65.51,"put_25d_strike":15.5,"call_25d_strike":19.5,"skew":"put_skew"},{"expiration":"11/06/2026","dte":35,"risk_reversal":6.15,"put_25d_iv":57.85,"call_25d_iv":51.7,"put_25d_strike":15.5,"call_25d_strike":19.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":0.31,"put_25d_iv":22.67,"call_25d_iv":22.36,"put_25d_strike":16.0,"call_25d_strike":18.0,"skew":"neutral"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-23.98,"put_25d_iv":32.28,"call_25d_iv":56.26,"put_25d_strike":15.0,"call_25d_strike":22.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-74.7,"put_25d_iv":24.37,"call_25d_iv":99.06,"put_25d_strike":15.0,"call_25d_strike":30.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":14.18,"put_25d_iv":41.56,"call_25d_iv":27.38,"put_25d_strike":15.0,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":17.28,"put_25d_iv":44.61,"call_25d_iv":27.32,"put_25d_strike":13.0,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":16.56,"put_25d_iv":35.65,"call_25d_iv":19.09,"put_25d_strike":15.0,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"09/17/2027","dte":350,"risk_reversal":29.56,"put_25d_iv":75.7,"call_25d_iv":46.15,"put_25d_strike":13.0,"call_25d_strike":22.0,"skew":"put_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":11.9,"put_25d_iv":32.24,"call_25d_iv":20.34,"put_25d_strike":15.0,"call_25d_strike":22.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":33.15,"put_25d_iv":54.45,"call_25d_iv":21.31,"put_25d_strike":15.0,"call_25d_strike":22.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":3.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":69},{"strike":5.0,"call_vanna":0,"put_vanna":20.0,"net_vanna":20.0,"call_oi":0,"put_oi":595},{"strike":8.0,"call_vanna":0,"put_vanna":52.0,"net_vanna":52.0,"call_oi":0,"put_oi":606},{"strike":10.0,"call_vanna":-3.0,"put_vanna":606.0,"net_vanna":604.0,"call_oi":52,"put_oi":7565},{"strike":12.0,"call_vanna":0,"put_vanna":14.0,"net_vanna":14.0,"call_oi":0,"put_oi":216},{"strike":13.0,"call_vanna":-40.0,"put_vanna":628.0,"net_vanna":588.0,"call_oi":380,"put_oi":5642},{"strike":14.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":110},{"strike":15.0,"call_vanna":-290.0,"put_vanna":841.0,"net_vanna":551.0,"call_oi":2847,"put_oi":9016},{"strike":15.5,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":189},{"strike":16.0,"call_vanna":0,"put_vanna":50.0,"net_vanna":50.0,"call_oi":0,"put_oi":1082},{"strike":16.5,"call_vanna":0,"put_vanna":21.0,"net_vanna":21.0,"call_oi":0,"put_oi":769},{"strike":17.0,"call_vanna":-337.0,"put_vanna":212.0,"net_vanna":-126.0,"call_oi":3617,"put_oi":3837},{"strike":17.5,"call_vanna":0,"put_vanna":-9.0,"net_vanna":-9.0,"call_oi":0,"put_oi":566},{"strike":18.0,"call_vanna":416.0,"put_vanna":-287.0,"net_vanna":129.0,"call_oi":15512,"put_oi":7419},{"strike":18.5,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":418,"put_oi":0},{"strike":19.0,"call_vanna":87.0,"put_vanna":-41.0,"net_vanna":47.0,"call_oi":1770,"put_oi":628},{"strike":19.5,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":293,"put_oi":0},{"strike":20.0,"call_vanna":1714.0,"put_vanna":-240.0,"net_vanna":1475.0,"call_oi":20693,"put_oi":3578},{"strike":20.5,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":102,"put_oi":0},{"strike":21.0,"call_vanna":32.0,"put_vanna":-13.0,"net_vanna":19.0,"call_oi":787,"put_oi":246},{"strike":22.0,"call_vanna":821.0,"put_vanna":-26.0,"net_vanna":796.0,"call_oi":7756,"put_oi":259},{"strike":25.0,"call_vanna":498.0,"put_vanna":0,"net_vanna":498.0,"call_oi":6385,"put_oi":0},{"strike":27.0,"call_vanna":1590.0,"put_vanna":0,"net_vanna":1590.0,"call_oi":19658,"put_oi":0},{"strike":30.0,"call_vanna":283.0,"put_vanna":0,"net_vanna":283.0,"call_oi":3026,"put_oi":0},{"strike":32.0,"call_vanna":35.0,"put_vanna":0,"net_vanna":35.0,"call_oi":455,"put_oi":0},{"strike":35.0,"call_vanna":324.0,"put_vanna":0,"net_vanna":324.0,"call_oi":2770,"put_oi":0}],"net_vanna":6994.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":12.0,"call_charm":0,"put_charm":127.0,"net_charm":127.0,"call_oi":0,"put_oi":82},{"strike":13.0,"call_charm":0,"put_charm":14.0,"net_charm":14.0,"call_oi":0,"put_oi":181},{"strike":14.0,"call_charm":0,"put_charm":28.0,"net_charm":28.0,"call_oi":0,"put_oi":110},{"strike":15.0,"call_charm":0,"put_charm":92.0,"net_charm":92.0,"call_oi":0,"put_oi":356},{"strike":15.5,"call_charm":0,"put_charm":1020.0,"net_charm":1020.0,"call_oi":0,"put_oi":189},{"strike":16.0,"call_charm":0,"put_charm":16323.0,"net_charm":16323.0,"call_oi":0,"put_oi":918},{"strike":16.5,"call_charm":0,"put_charm":30984.0,"net_charm":30984.0,"call_oi":0,"put_oi":769},{"strike":17.0,"call_charm":-1934.0,"put_charm":7145.0,"net_charm":5211.0,"call_oi":806,"put_oi":1250},{"strike":17.5,"call_charm":0,"put_charm":3945.0,"net_charm":3945.0,"call_oi":0,"put_oi":470},{"strike":18.0,"call_charm":-56476.0,"put_charm":3870.0,"net_charm":-52606.0,"call_oi":7825,"put_oi":1472},{"strike":18.5,"call_charm":-9506.0,"put_charm":0,"net_charm":-9506.0,"call_oi":277,"put_oi":0},{"strike":19.0,"call_charm":-5376.0,"put_charm":428.0,"net_charm":-4949.0,"call_oi":1770,"put_oi":426},{"strike":19.5,"call_charm":-2881.0,"put_charm":0,"net_charm":-2881.0,"call_oi":293,"put_oi":0},{"strike":20.0,"call_charm":-4688.0,"put_charm":4969.0,"net_charm":281.0,"call_oi":820,"put_oi":709},{"strike":21.0,"call_charm":-119.0,"put_charm":406.0,"net_charm":287.0,"call_oi":787,"put_oi":246},{"strike":22.0,"call_charm":-22.0,"put_charm":0,"net_charm":-22.0,"call_oi":209,"put_oi":0}],"net_charm":-11653.0,"weekend_delta_shift":-34959.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/02/2026","dte":0,"call_delta":23648.0,"put_delta":-15619.0,"net_delta":8028.0,"call_oi":1116,"put_oi":299,"total_oi":1415,"total_volume":111,"bias":"neutral"},{"expiration":"10/09/2026","dte":7,"call_delta":36349.0,"put_delta":-60810.0,"net_delta":-24461.0,"call_oi":1594,"put_oi":1013,"total_oi":2607,"total_volume":68,"bias":"neutral"},{"expiration":"10/16/2026","dte":14,"call_delta":86013.0,"put_delta":-38385.0,"net_delta":47628.0,"call_oi":5827,"put_oi":754,"total_oi":6581,"total_volume":99,"bias":"neutral"},{"expiration":"10/23/2026","dte":21,"call_delta":22234.0,"put_delta":-21548.0,"net_delta":686.0,"call_oi":683,"put_oi":543,"total_oi":1226,"total_volume":6,"bias":"neutral"},{"expiration":"10/30/2026","dte":28,"call_delta":12275.0,"put_delta":-25421.0,"net_delta":-13146.0,"call_oi":544,"put_oi":991,"total_oi":1535,"total_volume":9,"bias":"neutral"},{"expiration":"11/06/2026","dte":35,"call_delta":4527.0,"put_delta":-6217.0,"net_delta":-1690.0,"call_oi":154,"put_oi":179,"total_oi":333,"total_volume":14,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":115140.0,"put_delta":-225905.0,"net_delta":-110765.0,"call_oi":4413,"put_oi":4097,"total_oi":8510,"total_volume":26,"bias":"bearish"},{"expiration":"12/18/2026","dte":77,"call_delta":158750.0,"put_delta":-194221.0,"net_delta":-35471.0,"call_oi":7873,"put_oi":5850,"total_oi":13723,"total_volume":25,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1177785.0,"put_delta":-479104.0,"net_delta":698681.0,"call_oi":50993,"put_oi":16324,"total_oi":67317,"total_volume":7,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":25741.0,"put_delta":-36742.0,"net_delta":-11001.0,"call_oi":913,"put_oi":680,"total_oi":1593,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":24244.0,"put_delta":-26407.0,"net_delta":-2163.0,"call_oi":451,"put_oi":635,"total_oi":1086,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":829.0,"put_delta":-71.0,"net_delta":758.0,"call_oi":21,"put_oi":2,"total_oi":23,"total_volume":1,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":21518.0,"put_delta":-17790.0,"net_delta":3728.0,"call_oi":735,"put_oi":797,"total_oi":1532,"total_volume":10,"bias":"neutral"},{"expiration":"09/17/2027","dte":350,"call_delta":14194.0,"put_delta":-17940.0,"net_delta":-3746.0,"call_oi":304,"put_oi":399,"total_oi":703,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":250130.0,"put_delta":-26881.0,"net_delta":223250.0,"call_oi":4487,"put_oi":1183,"total_oi":5670,"total_volume":12,"bias":"bullish"},{"expiration":"01/21/2028","dte":476,"call_delta":240849.0,"put_delta":-121981.0,"net_delta":118868.0,"call_oi":7214,"put_oi":9256,"total_oi":16470,"total_volume":79,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":3083.0,"put_delta":-71.0,"net_delta":3012.0,"call_oi":57,"put_oi":4,"total_oi":61,"total_volume":10,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":17.0,"straddle_price":0.77,"straddle_pct":4.51,"implied_move":4.51,"avg_iv":29.3},{"expiration":"11/20/2026","dte":49,"strike":17.0,"straddle_price":0.84,"straddle_pct":4.85,"implied_move":4.85,"avg_iv":16.2},{"expiration":"12/18/2026","dte":77,"strike":17.0,"straddle_price":1.4,"straddle_pct":8.11,"implied_move":8.11,"avg_iv":22.0},{"expiration":"01/15/2027","dte":105,"strike":18.0,"straddle_price":1.79,"straddle_pct":10.41,"implied_move":10.41,"avg_iv":23.2},{"expiration":"01/21/2028","dte":476,"strike":17.0,"straddle_price":4.2,"straddle_pct":24.39,"implied_move":24.39,"avg_iv":27.1}],"volume_profile":{"profile":[{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":112,"total_oi":118,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":633,"total_oi":638,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":119,"put_oi":618,"total_oi":737,"bias":"neutral"},{"strike":10.0,"call_volume":1,"put_volume":27,"total_volume":28,"call_oi":443,"put_oi":7584,"total_oi":8027,"bias":"bearish"},{"strike":11.0,"call_volume":2,"put_volume":1,"total_volume":3,"call_oi":6,"put_oi":6,"total_oi":12,"bias":"bullish"},{"strike":12.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":20,"put_oi":234,"total_oi":254,"bias":"bullish"},{"strike":13.0,"call_volume":5,"put_volume":2,"total_volume":7,"call_oi":1102,"put_oi":5657,"total_oi":6759,"bias":"bullish"},{"strike":13.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2,"put_oi":10,"total_oi":12,"bias":"bullish"},{"strike":14.0,"call_volume":3,"put_volume":3,"total_volume":6,"call_oi":1,"put_oi":112,"total_oi":113,"bias":"neutral"},{"strike":14.5,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":3,"put_oi":50,"total_oi":53,"bias":"bullish"},{"strike":15.0,"call_volume":52,"put_volume":6,"total_volume":58,"call_oi":3672,"put_oi":9104,"total_oi":12776,"bias":"bullish"},{"strike":15.5,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":0,"put_oi":259,"total_oi":259,"bias":"bullish"},{"strike":16.0,"call_volume":13,"put_volume":5,"total_volume":18,"call_oi":1,"put_oi":1112,"total_oi":1113,"bias":"bullish"},{"strike":16.5,"call_volume":0,"put_volume":22,"total_volume":22,"call_oi":1,"put_oi":803,"total_oi":804,"bias":"bearish"},{"strike":17.0,"call_volume":9,"put_volume":88,"total_volume":97,"call_oi":3652,"put_oi":3855,"total_oi":7507,"bias":"bearish"},{"strike":17.5,"call_volume":15,"put_volume":47,"total_volume":62,"call_oi":36,"put_oi":610,"total_oi":646,"bias":"bearish"},{"strike":18.0,"call_volume":121,"put_volume":34,"total_volume":155,"call_oi":15537,"put_oi":7519,"total_oi":23056,"bias":"bullish"},{"strike":18.5,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":500,"put_oi":4,"total_oi":504,"bias":"bullish"},{"strike":19.0,"call_volume":6,"put_volume":1,"total_volume":7,"call_oi":1828,"put_oi":639,"total_oi":2467,"bias":"bullish"},{"strike":19.5,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":377,"put_oi":1,"total_oi":378,"bias":"bearish"},{"strike":20.0,"call_volume":77,"put_volume":3,"total_volume":80,"call_oi":20815,"put_oi":3584,"total_oi":24399,"bias":"bullish"},{"strike":20.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":138,"put_oi":0,"total_oi":138,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":870,"put_oi":246,"total_oi":1116,"bias":"neutral"},{"strike":21.5,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"bearish"},{"strike":22.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":7825,"put_oi":277,"total_oi":8102,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":23.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":24.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6399,"put_oi":0,"total_oi":6399,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19680,"put_oi":0,"total_oi":19680,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3053,"put_oi":0,"total_oi":3053,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":475,"put_oi":0,"total_oi":475,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2810,"put_oi":0,"total_oi":2810,"bias":"neutral"}],"underlying_price":17.200000762939453,"peak_call_strike":18.0,"peak_put_strike":17.0,"total_call_volume":326,"total_put_volume":242,"volume_pc_ratio":0.742},"iv_contours":{"x":[0.76,0.81,0.84,0.87,0.9,0.93,0.96,0.99,1.02,1.05,1.08,1.1,1.13,1.16,1.19,1.22,1.28],"y":[7,14,21,28,35,49,77,105,140,168],"z":[[null,null,null,null,135.51,100.51,140.37,18.84,10.49,37.5,63.6,125.06,140.38,109.61,139.29,180.74,null],[166.95,null,null,107.17,null,33.85,37.68,29.29,null,20.5,73.28,45.79,null,72.27,null,null,150.86],[null,null,98.53,95.01,82.62,32.1,50.29,30.44,23.25,40.38,33.01,67.95,76.38,null,null,null,null],[null,null,null,null,71.71,28.28,48.85,null,null,null,36.4,37.9,65.51,65.44,null,null,null],[null,null,null,null,57.85,71.26,54.07,null,null,28.93,null,51.7,58.18,64.21,null,null,null],[47.15,44.4,null,32.15,null,22.67,null,16.23,null,18.97,null,24.38,null,48.12,null,37.22,39.0],[null,null,null,35.34,null,null,null,22.04,null,null,null,null,null,26.87,null,null,56.26],[55.35,null,null,19.98,null,null,null,null,null,23.2,null,null,null,42.25,null,null,45.55],[null,null,null,41.56,null,37.96,null,45.21,null,19.1,null,24.05,null,27.55,null,null,null],[50.67,null,null,25.62,null,null,null,25.07,null,null,null,null,null,27.32,null,null,null]],"levels":[10.5,27.5,44.5,61.6,78.6,95.6,112.6,129.7,146.7,163.7,180.7],"min_iv":10.5,"max_iv":180.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":89.95},{"date":"2026-09-15","iv":99.82},{"date":"2026-09-16","iv":88.01},{"date":"2026-09-17","iv":85.97},{"date":"2026-09-18","iv":68.53},{"date":"2026-09-21","iv":75.37},{"date":"2026-09-22","iv":83.4},{"date":"2026-09-23","iv":132.2},{"date":"2026-09-24","iv":442.1},{"date":"2026-09-25","iv":486.3},{"date":"2026-09-28","iv":131.6},{"date":"2026-09-29","iv":87.3},{"date":"2026-09-30","iv":124.2},{"date":"2026-10-01","iv":480.6},{"date":"2026-10-02","iv":332.9}]}}