{"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":"LCID","summary":{"name":"Lucid Group Inc.","price":4.13,"total_oi":766226,"call_oi":331556,"put_oi":434670,"pc_ratio":1.311,"net_gex":-245942.35,"avg_iv":1772.9,"iv_rank":100.0,"iv_52w_high":1772.9,"iv_52w_low":144.01,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"LCID","price":4.13,"total_oi":766226,"analysis_coverage":1.0,"avg_iv_pct":1772.9,"iv_rank":100.0,"iv_52w_high_pct":1772.9,"iv_52w_low_pct":144.01,"front_dte":7,"front_atm_iv_pct":76.3982,"back_atm_iv_pct":98.4452,"term_premium_pp":-22.047,"expected_move_front_pct":10.58,"straddle_front_pct":8.11,"straddle_30d_pct":14.77,"risk_reversal_front_pp":-2.0,"risk_reversal_30d_pp":-6.95,"butterfly_front_pp":-1.07,"butterfly_30d_pp":21.08,"put_call_oi_ratio":1.311,"put_call_oi_front_ratio":0.493,"put_call_volume_front_ratio":0.464,"option_volume":19943,"volume_oi_ratio":0.026028,"net_delta_normalized":-0.068619,"dealer_delta_normalized":0.068464,"gex_per_100k_oi":-32097.886263,"vanna_per_100k_oi":3957.970625,"charm_per_100k_oi":62827.155435,"weekend_delta_shift_per_100k_oi":188481.596813,"iv_surface_range_pp":149.7,"gamma_flip_distance_pct":null,"max_pain_distance_pct":21.065375,"peak_call_distance_pct":-3.1477,"peak_put_distance_pct":8.958838},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":13.04,"put_gex":-1528.88,"net_gex":-1515.84,"call_oi":428,"put_oi":15611},{"strike":1.0,"call_gex":93.38,"put_gex":-42.38,"net_gex":51.0,"call_oi":439,"put_oi":195},{"strike":1.5,"call_gex":41.52,"put_gex":-2031.27,"net_gex":-1989.75,"call_oi":156,"put_oi":4356},{"strike":2.0,"call_gex":5046.93,"put_gex":-13189.53,"net_gex":-8142.6,"call_oi":6174,"put_oi":17060},{"strike":2.5,"call_gex":1849.72,"put_gex":-8139.41,"net_gex":-6289.69,"call_oi":2234,"put_oi":6493},{"strike":3.0,"call_gex":28222.47,"put_gex":-173823.4,"net_gex":-145600.92,"call_oi":21756,"put_oi":118395},{"strike":3.5,"call_gex":6169.64,"put_gex":-38405.97,"net_gex":-32236.33,"call_oi":2364,"put_oi":9461},{"strike":4.0,"call_gex":133577.4,"put_gex":-268329.97,"net_gex":-134752.57,"call_oi":10670,"put_oi":48721},{"strike":4.5,"call_gex":127755.37,"put_gex":-118283.78,"net_gex":9471.59,"call_oi":17925,"put_oi":24059},{"strike":5.0,"call_gex":215552.96,"put_gex":-264486.15,"net_gex":-48933.19,"call_oi":59665,"put_oi":91619},{"strike":5.5,"call_gex":20219.75,"put_gex":-7581.56,"net_gex":12638.18,"call_oi":7625,"put_oi":3155},{"strike":6.0,"call_gex":57473.6,"put_gex":-45315.52,"net_gex":12158.08,"call_oi":20040,"put_oi":16522},{"strike":6.5,"call_gex":1941.84,"put_gex":-60.06,"net_gex":1881.78,"call_oi":1121,"put_oi":33},{"strike":7.0,"call_gex":41272.08,"put_gex":-18120.93,"net_gex":23151.15,"call_oi":19221,"put_oi":8312},{"strike":7.5,"call_gex":126.01,"put_gex":-5.53,"net_gex":120.48,"call_oi":121,"put_oi":4},{"strike":8.0,"call_gex":32261.72,"put_gex":-34321.6,"net_gex":-2059.87,"call_oi":25401,"put_oi":21295},{"strike":8.5,"call_gex":22.23,"put_gex":-10.86,"net_gex":11.37,"call_oi":118,"put_oi":6},{"strike":9.0,"call_gex":12797.36,"put_gex":-8543.32,"net_gex":4254.03,"call_oi":17932,"put_oi":6156},{"strike":9.5,"call_gex":1.49,"put_gex":-3.0,"net_gex":-1.51,"call_oi":1,"put_oi":2},{"strike":10.0,"call_gex":56101.36,"put_gex":-21947.36,"net_gex":34154.0,"call_oi":42271,"put_oi":17986},{"strike":10.5,"call_gex":0.0,"put_gex":-0.02,"net_gex":-0.02,"call_oi":0,"put_oi":2},{"strike":11.0,"call_gex":1758.05,"put_gex":-504.17,"net_gex":1253.88,"call_oi":2191,"put_oi":369},{"strike":12.0,"call_gex":2990.05,"put_gex":-817.21,"net_gex":2172.84,"call_oi":2820,"put_oi":684},{"strike":13.0,"call_gex":12503.16,"put_gex":-6982.0,"net_gex":5521.15,"call_oi":10257,"put_oi":5908},{"strike":14.0,"call_gex":427.47,"put_gex":-34.26,"net_gex":393.22,"call_oi":434,"put_oi":28},{"strike":15.0,"call_gex":8757.18,"put_gex":-8231.39,"net_gex":525.79,"call_oi":10093,"put_oi":7593},{"strike":16.0,"call_gex":126.29,"put_gex":-15.09,"net_gex":111.2,"call_oi":174,"put_oi":14},{"strike":17.0,"call_gex":4022.28,"put_gex":-1503.09,"net_gex":2519.19,"call_oi":4355,"put_oi":1466},{"strike":18.0,"call_gex":2447.69,"put_gex":0.0,"net_gex":2447.69,"call_oi":2962,"put_oi":0},{"strike":20.0,"call_gex":12785.37,"put_gex":-6357.94,"net_gex":6427.43,"call_oi":15595,"put_oi":6289},{"strike":22.0,"call_gex":1221.13,"put_gex":-138.9,"net_gex":1082.22,"call_oi":1528,"put_oi":171},{"strike":25.0,"call_gex":4563.38,"put_gex":-1844.49,"net_gex":2718.88,"call_oi":6189,"put_oi":2136},{"strike":27.0,"call_gex":606.91,"put_gex":-149.7,"net_gex":457.21,"call_oi":952,"put_oi":170},{"strike":30.0,"call_gex":7791.05,"put_gex":-43.63,"net_gex":7747.42,"call_oi":10423,"put_oi":54},{"strike":32.0,"call_gex":377.25,"put_gex":-220.09,"net_gex":157.16,"call_oi":685,"put_oi":254},{"strike":35.0,"call_gex":1831.14,"put_gex":0.0,"net_gex":1831.14,"call_oi":3493,"put_oi":0},{"strike":37.0,"call_gex":1107.34,"put_gex":-35.05,"net_gex":1072.29,"call_oi":1757,"put_oi":40},{"strike":40.0,"call_gex":1279.28,"put_gex":-29.72,"net_gex":1249.56,"call_oi":1986,"put_oi":51}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":2007027.0,"total_value":2007027.0},{"strike":1.0,"call_value":214.0,"put_value":1797497.5,"total_value":1797711.5},{"strike":1.5,"call_value":647.5,"put_value":1588065.5,"total_value":1588713.0},{"strike":2.0,"call_value":1159.0,"put_value":1380811.5,"total_value":1381970.5},{"strike":2.5,"call_value":4757.5,"put_value":1182087.5,"total_value":1186845.0},{"strike":3.0,"call_value":9473.0,"put_value":986610.0,"total_value":996083.0},{"strike":3.5,"call_value":25066.5,"put_value":850330.0,"total_value":875396.5},{"strike":4.0,"call_value":41842.0,"put_value":718780.5,"total_value":760622.5},{"strike":4.5,"call_value":63952.5,"put_value":611591.5,"total_value":675544.0},{"strike":5.0,"call_value":95025.5,"put_value":516432.0,"total_value":611457.5},{"strike":5.5,"call_value":155931.0,"put_value":467082.0,"total_value":623013.0},{"strike":6.0,"call_value":220649.0,"put_value":419309.5,"total_value":639958.5},{"strike":6.5,"call_value":295387.0,"put_value":379798.0,"total_value":675185.0},{"strike":7.0,"call_value":370685.5,"put_value":340303.0,"total_value":710988.5},{"strike":7.5,"call_value":455594.5,"put_value":304964.0,"total_value":760558.5},{"strike":8.0,"call_value":540564.0,"put_value":269627.0,"total_value":810191.0},{"strike":8.5,"call_value":638234.0,"put_value":244937.5,"total_value":883171.5},{"strike":9.0,"call_value":735963.0,"put_value":220251.0,"total_value":956214.0},{"strike":9.5,"call_value":842658.0,"put_value":198642.5,"total_value":1041300.5},{"strike":10.0,"call_value":949353.5,"put_value":177035.0,"total_value":1126388.5},{"strike":10.5,"call_value":1077184.5,"put_value":164420.5,"total_value":1241605.0},{"strike":11.0,"call_value":1205015.5,"put_value":151807.0,"total_value":1356822.5},{"strike":12.0,"call_value":1462868.5,"put_value":126949.0,"total_value":1589817.5},{"strike":13.0,"call_value":1723541.5,"put_value":102775.0,"total_value":1826316.5},{"strike":14.0,"call_value":1994471.5,"put_value":84509.0,"total_value":2078980.5},{"strike":15.0,"call_value":2265835.5,"put_value":66271.0,"total_value":2332106.5},{"strike":16.0,"call_value":2547292.5,"put_value":55626.0,"total_value":2602918.5},{"strike":17.0,"call_value":2828923.5,"put_value":44995.0,"total_value":2873918.5},{"strike":18.0,"call_value":3114909.5,"put_value":35830.0,"total_value":3150739.5},{"strike":20.0,"call_value":3692805.5,"put_value":17500.0,"total_value":3710305.5},{"strike":22.0,"call_value":4301891.5,"put_value":11748.0,"total_value":4313639.5},{"strike":25.0,"call_value":5220104.5,"put_value":3633.0,"total_value":5223737.5},{"strike":27.0,"call_value":5844624.5,"put_value":2495.0,"total_value":5847119.5},{"strike":30.0,"call_value":6784260.5,"put_value":1298.0,"total_value":6785558.5},{"strike":32.0,"call_value":7431530.5,"put_value":608.0,"total_value":7432138.5},{"strike":35.0,"call_value":8404490.5,"put_value":335.0,"total_value":8404825.5},{"strike":37.0,"call_value":9060116.5,"put_value":153.0,"total_value":9060269.5},{"strike":40.0,"call_value":10048826.5,"put_value":0,"total_value":10048826.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":205.0,"strike":3.33},{"moneyness":0.85,"dte":14,"iv":200.7,"strike":2.58},{"moneyness":0.85,"dte":21,"iv":144.9,"strike":3.12},{"moneyness":0.85,"dte":30,"iv":189.4,"strike":3.12},{"moneyness":0.85,"dte":45,"iv":153.5,"strike":2.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":157.0,"strike":2.08},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":76.4,"strike":4.0},{"moneyness":0.95,"dte":14,"iv":84.9,"strike":4.0},{"moneyness":0.95,"dte":21,"iv":83.2,"strike":4.0},{"moneyness":0.95,"dte":30,"iv":79.4,"strike":4.0},{"moneyness":0.95,"dte":45,"iv":98.5,"strike":4.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":100.3,"strike":4.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":85.4,"strike":4.5},{"moneyness":1.1,"dte":14,"iv":77.7,"strike":4.5},{"moneyness":1.1,"dte":21,"iv":75.5,"strike":4.5},{"moneyness":1.1,"dte":30,"iv":86.3,"strike":4.5},{"moneyness":1.1,"dte":45,"iv":83.8,"strike":4.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":99.8,"strike":4.5},{"moneyness":1.15,"dte":7,"iv":273.8,"strike":7.07},{"moneyness":1.15,"dte":14,"iv":214.5,"strike":8.76},{"moneyness":1.15,"dte":21,"iv":181.1,"strike":7.03},{"moneyness":1.15,"dte":30,"iv":129.8,"strike":6.03},{"moneyness":1.15,"dte":45,"iv":144.9,"strike":9.78},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":158.2,"strike":16.32}],"term_structure":[{"expiration":"10/02/2026","dte":0,"iv":1.0,"contract_count":1,"total_oi":2386},{"expiration":"10/09/2026","dte":7,"iv":0.043,"contract_count":4,"total_oi":4316},{"expiration":"10/16/2026","dte":14,"iv":0.045,"contract_count":4,"total_oi":15285},{"expiration":"10/23/2026","dte":21,"iv":0.0344,"contract_count":4,"total_oi":1786},{"expiration":"10/30/2026","dte":28,"iv":0.0,"contract_count":4,"total_oi":616},{"expiration":"11/06/2026","dte":35,"iv":0.1075,"contract_count":4,"total_oi":22},{"expiration":"11/20/2026","dte":49,"iv":0.1,"contract_count":4,"total_oi":20496},{"expiration":"12/18/2026","dte":77,"iv":0.1445,"contract_count":4,"total_oi":9160},{"expiration":"01/15/2027","dte":105,"iv":0.1549,"contract_count":4,"total_oi":12160},{"expiration":"02/19/2027","dte":140,"iv":0.1244,"contract_count":4,"total_oi":2858},{"expiration":"03/19/2027","dte":168,"iv":0.1229,"contract_count":2,"total_oi":2685},{"expiration":"05/21/2027","dte":231,"iv":0.1541,"contract_count":2,"total_oi":4},{"expiration":"06/17/2027","dte":258,"iv":0.1722,"contract_count":2,"total_oi":62},{"expiration":"12/17/2027","dte":441,"iv":0.1764,"contract_count":4,"total_oi":5288},{"expiration":"01/21/2028","dte":476,"iv":0.1895,"contract_count":4,"total_oi":12837},{"expiration":"01/19/2029","dte":840,"iv":0.2337,"contract_count":2,"total_oi":197}],"expected_move":[{"expiration":"10/09/2026","dte":7,"expected_move_1std":10.58,"expected_move_2std":21.16,"contract_count":2},{"expiration":"10/16/2026","dte":14,"expected_move_1std":16.63,"expected_move_2std":33.25,"contract_count":2},{"expiration":"10/23/2026","dte":21,"expected_move_1std":19.97,"expected_move_2std":39.93,"contract_count":2},{"expiration":"10/30/2026","dte":28,"expected_move_1std":18.86,"expected_move_2std":37.73,"contract_count":2},{"expiration":"11/06/2026","dte":35,"expected_move_1std":28.06,"expected_move_2std":56.13,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":36.07,"expected_move_2std":72.15,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":46.22,"expected_move_2std":92.43,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":53.61,"expected_move_2std":107.22,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":61.15,"expected_move_2std":122.31,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":64.61,"expected_move_2std":129.23,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":80.21,"expected_move_2std":160.43,"contract_count":2},{"expiration":"06/17/2027","dte":258,"expected_move_1std":87.49,"expected_move_2std":174.98,"contract_count":2},{"expiration":"12/17/2027","dte":441,"expected_move_1std":114.6,"expected_move_2std":229.19,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":123.97,"expected_move_2std":247.94,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":174.59,"expected_move_2std":349.19,"contract_count":2}],"pc_skew":[{"expiration":"10/02/2026","dte":0,"call_oi":13232,"put_oi":7572,"total_oi":20804,"pc_ratio":0.572,"pc_ratio_volume":0.825,"sentiment":"bullish"},{"expiration":"10/09/2026","dte":7,"call_oi":5033,"put_oi":2482,"total_oi":7515,"pc_ratio":0.493,"pc_ratio_volume":0.464,"sentiment":"bullish"},{"expiration":"10/16/2026","dte":14,"call_oi":30615,"put_oi":33201,"total_oi":63816,"pc_ratio":1.084,"pc_ratio_volume":2.096,"sentiment":"neutral"},{"expiration":"10/23/2026","dte":21,"call_oi":3914,"put_oi":2099,"total_oi":6013,"pc_ratio":0.536,"pc_ratio_volume":0.521,"sentiment":"bullish"},{"expiration":"10/30/2026","dte":28,"call_oi":3471,"put_oi":1983,"total_oi":5454,"pc_ratio":0.571,"pc_ratio_volume":0.415,"sentiment":"bullish"},{"expiration":"11/06/2026","dte":35,"call_oi":262,"put_oi":29,"total_oi":291,"pc_ratio":0.111,"pc_ratio_volume":0.025,"sentiment":"bullish"},{"expiration":"11/13/2026","dte":42,"call_oi":4,"put_oi":18,"total_oi":22,"pc_ratio":4.5,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":42844,"put_oi":70353,"total_oi":113197,"pc_ratio":1.642,"pc_ratio_volume":0.294,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":44701,"put_oi":39457,"total_oi":84158,"pc_ratio":0.883,"pc_ratio_volume":3.806,"sentiment":"neutral"},{"expiration":"01/15/2027","dte":105,"call_oi":62079,"put_oi":105638,"total_oi":167717,"pc_ratio":1.702,"pc_ratio_volume":0.058,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":11818,"put_oi":13505,"total_oi":25323,"pc_ratio":1.143,"pc_ratio_volume":1.974,"sentiment":"neutral"},{"expiration":"03/19/2027","dte":168,"call_oi":12847,"put_oi":15186,"total_oi":28033,"pc_ratio":1.182,"pc_ratio_volume":0.634,"sentiment":"neutral"},{"expiration":"05/21/2027","dte":231,"call_oi":57,"put_oi":694,"total_oi":751,"pc_ratio":12.175,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"06/17/2027","dte":258,"call_oi":6706,"put_oi":1243,"total_oi":7949,"pc_ratio":0.185,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":27121,"put_oi":53245,"total_oi":80366,"pc_ratio":1.963,"pc_ratio_volume":0.667,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":65847,"put_oi":87247,"total_oi":153094,"pc_ratio":1.325,"pc_ratio_volume":0.042,"sentiment":"bearish"},{"expiration":"01/19/2029","dte":840,"call_oi":1005,"put_oi":718,"total_oi":1723,"pc_ratio":0.714,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":40966.0,"put_delta_oi":-28568.0,"dealer_delta":-12397.0,"call_oi":413,"put_oi":15610},{"strike":1.0,"call_delta_oi":39991.0,"put_delta_oi":-663.0,"dealer_delta":-39328.0,"call_oi":416,"put_oi":176},{"strike":1.5,"call_delta_oi":14680.0,"put_delta_oi":-16334.0,"dealer_delta":1654.0,"call_oi":156,"put_oi":4356},{"strike":2.0,"call_delta_oi":559345.0,"put_delta_oi":-102748.0,"dealer_delta":-456597.0,"call_oi":6172,"put_oi":16062},{"strike":2.5,"call_delta_oi":190775.0,"put_delta_oi":-74019.0,"dealer_delta":-116756.0,"call_oi":2230,"put_oi":6481},{"strike":3.0,"call_delta_oi":1751006.0,"put_delta_oi":-1997642.0,"dealer_delta":246636.0,"call_oi":21653,"put_oi":118395},{"strike":3.5,"call_delta_oi":136294.0,"put_delta_oi":-130780.0,"dealer_delta":-5514.0,"call_oi":1812,"put_oi":9461},{"strike":4.0,"call_delta_oi":714554.0,"put_delta_oi":-1560309.0,"dealer_delta":845756.0,"call_oi":10670,"put_oi":48721},{"strike":4.5,"call_delta_oi":590765.0,"put_delta_oi":-1288803.0,"dealer_delta":698038.0,"call_oi":17925,"put_oi":24059},{"strike":5.0,"call_delta_oi":2409858.0,"put_delta_oi":-4467598.0,"dealer_delta":2057740.0,"call_oi":59665,"put_oi":91619},{"strike":5.5,"call_delta_oi":284402.0,"put_delta_oi":-164550.0,"dealer_delta":-119852.0,"call_oi":7625,"put_oi":3155},{"strike":6.0,"call_delta_oi":558852.0,"put_delta_oi":-1099196.0,"dealer_delta":540344.0,"call_oi":20040,"put_oi":16522},{"strike":6.5,"call_delta_oi":37854.0,"put_delta_oi":-3043.0,"dealer_delta":-34810.0,"call_oi":1121,"put_oi":33},{"strike":7.0,"call_delta_oi":428219.0,"put_delta_oi":-656202.0,"dealer_delta":227983.0,"call_oi":19221,"put_oi":8312},{"strike":7.5,"call_delta_oi":7834.0,"put_delta_oi":-368.0,"dealer_delta":-7466.0,"call_oi":121,"put_oi":4},{"strike":8.0,"call_delta_oi":1043517.0,"put_delta_oi":-1479031.0,"dealer_delta":435514.0,"call_oi":25401,"put_oi":21295},{"strike":8.5,"call_delta_oi":10931.0,"put_delta_oi":-425.0,"dealer_delta":-10507.0,"call_oi":118,"put_oi":6},{"strike":9.0,"call_delta_oi":787089.0,"put_delta_oi":-555157.0,"dealer_delta":-231932.0,"call_oi":17932,"put_oi":6156},{"strike":9.5,"call_delta_oi":13.0,"put_delta_oi":-174.0,"dealer_delta":161.0,"call_oi":1,"put_oi":2},{"strike":10.0,"call_delta_oi":899241.0,"put_delta_oi":-1240922.0,"dealer_delta":341681.0,"call_oi":42271,"put_oi":17986},{"strike":10.5,"call_delta_oi":0,"put_delta_oi":-200.0,"dealer_delta":200.0,"call_oi":0,"put_oi":2},{"strike":11.0,"call_delta_oi":79988.0,"put_delta_oi":-31206.0,"dealer_delta":-48782.0,"call_oi":2191,"put_oi":369},{"strike":12.0,"call_delta_oi":33251.0,"put_delta_oi":-58268.0,"dealer_delta":25017.0,"call_oi":2820,"put_oi":684},{"strike":13.0,"call_delta_oi":219016.0,"put_delta_oi":-459434.0,"dealer_delta":240419.0,"call_oi":10257,"put_oi":5908},{"strike":14.0,"call_delta_oi":5360.0,"put_delta_oi":-2078.0,"dealer_delta":-3282.0,"call_oi":434,"put_oi":28},{"strike":15.0,"call_delta_oi":139775.0,"put_delta_oi":-638161.0,"dealer_delta":498386.0,"call_oi":10093,"put_oi":7593},{"strike":16.0,"call_delta_oi":4021.0,"put_delta_oi":-1178.0,"dealer_delta":-2843.0,"call_oi":174,"put_oi":14},{"strike":17.0,"call_delta_oi":51599.0,"put_delta_oi":-108271.0,"dealer_delta":56671.0,"call_oi":4355,"put_oi":1466},{"strike":18.0,"call_delta_oi":28225.0,"put_delta_oi":0,"dealer_delta":-28225.0,"call_oi":2962,"put_oi":0},{"strike":20.0,"call_delta_oi":174024.0,"put_delta_oi":-495341.0,"dealer_delta":321317.0,"call_oi":15595,"put_oi":6289},{"strike":22.0,"call_delta_oi":18989.0,"put_delta_oi":-7607.0,"dealer_delta":-11383.0,"call_oi":1528,"put_oi":171},{"strike":25.0,"call_delta_oi":81362.0,"put_delta_oi":-118522.0,"dealer_delta":37160.0,"call_oi":6189,"put_oi":2136},{"strike":27.0,"call_delta_oi":24971.0,"put_delta_oi":-9449.0,"dealer_delta":-15522.0,"call_oi":952,"put_oi":170},{"strike":30.0,"call_delta_oi":133216.0,"put_delta_oi":-4039.0,"dealer_delta":-129176.0,"call_oi":10423,"put_oi":54},{"strike":32.0,"call_delta_oi":5631.0,"put_delta_oi":-20175.0,"dealer_delta":14544.0,"call_oi":685,"put_oi":254},{"strike":35.0,"call_delta_oi":31950.0,"put_delta_oi":0,"dealer_delta":-31950.0,"call_oi":3493,"put_oi":0},{"strike":37.0,"call_delta_oi":19601.0,"put_delta_oi":-2880.0,"dealer_delta":-16722.0,"call_oi":1757,"put_oi":40},{"strike":40.0,"call_delta_oi":22000.0,"put_delta_oi":-1702.0,"dealer_delta":-20299.0,"call_oi":1986,"put_oi":51}],"net_dealer_delta":5245880.0,"total_call_delta":11579164.0,"total_put_delta":-16825044.0,"bias":"bullish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.130000114440918,"strikes":[{"strike":1.5,"moneyness":0.3632,"type":"put","iv":1.3532,"delta":-0.0375,"oi":4253},{"strike":2.0,"moneyness":0.4843,"type":"put","iv":1.0138,"delta":-0.0512,"oi":9136},{"strike":2.5,"moneyness":0.6053,"type":"put","iv":0.9275,"delta":-0.0992,"oi":195},{"strike":3.0,"moneyness":0.7264,"type":"put","iv":1.0029,"delta":-0.1874,"oi":22517},{"strike":3.0,"moneyness":0.7264,"type":"call","iv":0.8446,"delta":0.8318,"oi":524},{"strike":4.0,"moneyness":0.9685,"type":"put","iv":1.1163,"delta":-0.355,"oi":11110},{"strike":4.0,"moneyness":0.9685,"type":"call","iv":0.8828,"delta":0.629,"oi":362},{"strike":4.5,"moneyness":1.0896,"type":"put","iv":1.1512,"delta":-0.4257,"oi":200},{"strike":4.5,"moneyness":1.0896,"type":"call","iv":0.8881,"delta":0.5325,"oi":488},{"strike":5.0,"moneyness":1.2107,"type":"call","iv":0.8727,"delta":0.4398,"oi":3389},{"strike":5.0,"moneyness":1.2107,"type":"put","iv":1.0273,"delta":-0.5209,"oi":15935},{"strike":5.5,"moneyness":1.3317,"type":"put","iv":1.0125,"delta":-0.5938,"oi":986},{"strike":5.5,"moneyness":1.3317,"type":"call","iv":0.8866,"delta":0.3658,"oi":858},{"strike":6.0,"moneyness":1.4528,"type":"put","iv":1.1005,"delta":-0.6261,"oi":7746},{"strike":6.0,"moneyness":1.4528,"type":"call","iv":0.9315,"delta":0.3163,"oi":2797},{"strike":7.0,"moneyness":1.6949,"type":"put","iv":1.086,"delta":-0.7256,"oi":3353},{"strike":7.0,"moneyness":1.6949,"type":"call","iv":0.928,"delta":0.2139,"oi":4118},{"strike":8.0,"moneyness":1.937,"type":"put","iv":1.1462,"delta":-0.7749,"oi":2895},{"strike":8.0,"moneyness":1.937,"type":"call","iv":1.0655,"delta":0.1958,"oi":1980},{"strike":9.0,"moneyness":2.1792,"type":"put","iv":1.0149,"delta":-0.8738,"oi":1489},{"strike":10.0,"moneyness":2.4213,"type":"call","iv":0.9965,"delta":0.0848,"oi":15163},{"strike":10.0,"moneyness":2.4213,"type":"put","iv":1.1231,"delta":-0.876,"oi":7289},{"strike":11.0,"moneyness":2.6634,"type":"put","iv":1.2316,"delta":-0.8735,"oi":193},{"strike":13.0,"moneyness":3.1477,"type":"put","iv":1.4237,"delta":-0.8671,"oi":3746},{"strike":13.0,"moneyness":3.1477,"type":"call","iv":1.399,"delta":0.1259,"oi":3467},{"strike":15.0,"moneyness":3.632,"type":"put","iv":1.5909,"delta":-0.8599,"oi":7020},{"strike":15.0,"moneyness":3.632,"type":"call","iv":1.2372,"delta":0.0543,"oi":5324},{"strike":17.0,"moneyness":4.1162,"type":"put","iv":1.7397,"delta":-0.8523,"oi":934},{"strike":17.0,"moneyness":4.1162,"type":"call","iv":1.5641,"delta":0.1033,"oi":2170},{"strike":20.0,"moneyness":4.8426,"type":"put","iv":2.0349,"delta":-0.8154,"oi":5648},{"strike":20.0,"moneyness":4.8426,"type":"call","iv":1.6858,"delta":0.0986,"oi":11258},{"strike":22.0,"moneyness":5.3269,"type":"call","iv":1.742,"delta":0.0932,"oi":910},{"strike":25.0,"moneyness":6.0533,"type":"put","iv":2.2171,"delta":-0.8211,"oi":500},{"strike":25.0,"moneyness":6.0533,"type":"call","iv":1.8331,"delta":0.0904,"oi":1671},{"strike":27.0,"moneyness":6.5375,"type":"call","iv":1.6827,"delta":0.0518,"oi":124},{"strike":30.0,"moneyness":7.2639,"type":"call","iv":1.7728,"delta":0.0538,"oi":610},{"strike":32.0,"moneyness":7.7482,"type":"put","iv":2.5421,"delta":-0.7943,"oi":254},{"strike":35.0,"moneyness":8.4746,"type":"call","iv":1.7485,"delta":0.0351,"oi":1213},{"strike":37.0,"moneyness":8.9588,"type":"call","iv":2.0859,"delta":0.0805,"oi":464}]},{"expiration":"01/19/2029","underlying_price":4.130000114440918,"strikes":[{"strike":1.0,"moneyness":0.2421,"type":"call","iv":0.9482,"delta":0.9619,"oi":110},{"strike":4.0,"moneyness":0.9685,"type":"put","iv":1.3115,"delta":-0.1447,"oi":141},{"strike":5.0,"moneyness":1.2107,"type":"put","iv":1.3146,"delta":-0.1711,"oi":377},{"strike":5.0,"moneyness":1.2107,"type":"call","iv":0.9099,"delta":0.733,"oi":343},{"strike":7.0,"moneyness":1.6949,"type":"put","iv":1.3228,"delta":-0.2152,"oi":133},{"strike":7.0,"moneyness":1.6949,"type":"call","iv":0.887,"delta":0.6379,"oi":469}]},{"expiration":"01/21/2028","underlying_price":4.130000114440918,"strikes":[{"strike":0.5,"moneyness":0.1211,"type":"put","iv":1.6642,"delta":-0.0183,"oi":14417},{"strike":2.0,"moneyness":0.4843,"type":"put","iv":1.2652,"delta":-0.1034,"oi":365},{"strike":2.5,"moneyness":0.6053,"type":"put","iv":1.265,"delta":-0.134,"oi":1633},{"strike":2.5,"moneyness":0.6053,"type":"call","iv":1.0034,"delta":0.8552,"oi":2185},{"strike":3.0,"moneyness":0.7264,"type":"put","iv":1.2909,"delta":-0.1609,"oi":31206},{"strike":3.0,"moneyness":0.7264,"type":"call","iv":0.854,"delta":0.8084,"oi":17205},{"strike":3.5,"moneyness":0.8475,"type":"put","iv":1.2573,"delta":-0.1919,"oi":465},{"strike":4.0,"moneyness":0.9685,"type":"put","iv":1.2393,"delta":-0.2211,"oi":11084},{"strike":4.0,"moneyness":0.9685,"type":"call","iv":0.9318,"delta":0.7303,"oi":339},{"strike":4.5,"moneyness":1.0896,"type":"put","iv":1.2314,"delta":-0.248,"oi":331},{"strike":4.5,"moneyness":1.0896,"type":"call","iv":0.8839,"delta":0.6822,"oi":1083},{"strike":5.0,"moneyness":1.2107,"type":"put","iv":1.2362,"delta":-0.2713,"oi":15098},{"strike":5.0,"moneyness":1.2107,"type":"call","iv":0.9802,"delta":0.6692,"oi":5564},{"strike":5.5,"moneyness":1.3317,"type":"call","iv":0.9638,"delta":0.6329,"oi":2246},{"strike":8.0,"moneyness":1.937,"type":"put","iv":1.2323,"delta":-0.3928,"oi":7094},{"strike":8.0,"moneyness":1.937,"type":"call","iv":0.9546,"delta":0.4953,"oi":5938},{"strike":10.0,"moneyness":2.4213,"type":"put","iv":1.2564,"delta":-0.445,"oi":2261},{"strike":10.0,"moneyness":2.4213,"type":"call","iv":0.9579,"delta":0.4159,"oi":12120},{"strike":13.0,"moneyness":3.1477,"type":"put","iv":1.3206,"delta":-0.4885,"oi":408},{"strike":13.0,"moneyness":3.1477,"type":"call","iv":0.9626,"delta":0.3282,"oi":2959},{"strike":15.0,"moneyness":3.632,"type":"put","iv":1.282,"delta":-0.5449,"oi":231},{"strike":15.0,"moneyness":3.632,"type":"call","iv":0.9669,"delta":0.2851,"oi":3007},{"strike":17.0,"moneyness":4.1162,"type":"put","iv":1.4067,"delta":-0.5179,"oi":479},{"strike":17.0,"moneyness":4.1162,"type":"call","iv":1.0091,"delta":0.2724,"oi":194},{"strike":20.0,"moneyness":4.8426,"type":"put","iv":1.4937,"delta":-0.5165,"oi":410},{"strike":20.0,"moneyness":4.8426,"type":"call","iv":0.9625,"delta":0.2012,"oi":1396},{"strike":22.0,"moneyness":5.3269,"type":"call","iv":1.002,"delta":0.1995,"oi":203},{"strike":25.0,"moneyness":6.0533,"type":"put","iv":1.6857,"delta":-0.4785,"oi":1517},{"strike":25.0,"moneyness":6.0533,"type":"call","iv":1.0411,"delta":0.1906,"oi":1211},{"strike":27.0,"moneyness":6.5375,"type":"call","iv":1.0994,"delta":0.2044,"oi":183},{"strike":30.0,"moneyness":7.2639,"type":"call","iv":1.0287,"delta":0.1455,"oi":7366},{"strike":35.0,"moneyness":8.4746,"type":"call","iv":1.1168,"delta":0.1594,"oi":382},{"strike":40.0,"moneyness":9.6852,"type":"call","iv":1.0622,"delta":0.1108,"oi":1986}]},{"expiration":"02/19/2027","underlying_price":4.130000114440918,"strikes":[{"strike":0.5,"moneyness":0.1211,"type":"put","iv":2.966,"delta":-0.0189,"oi":607},{"strike":2.0,"moneyness":0.4843,"type":"put","iv":1.0864,"delta":-0.0748,"oi":3379},{"strike":3.0,"moneyness":0.7264,"type":"call","iv":0.9916,"delta":0.8037,"oi":358},{"strike":3.0,"moneyness":0.7264,"type":"put","iv":1.0243,"delta":-0.1984,"oi":4882},{"strike":3.5,"moneyness":0.8475,"type":"put","iv":1.0912,"delta":-0.2721,"oi":104},{"strike":3.5,"moneyness":0.8475,"type":"call","iv":0.9423,"delta":0.7268,"oi":114},{"strike":4.0,"moneyness":0.9685,"type":"call","iv":0.8449,"delta":0.638,"oi":299},{"strike":4.0,"moneyness":0.9685,"type":"put","iv":1.13,"delta":-0.3381,"oi":1281},{"strike":4.5,"moneyness":1.0896,"type":"call","iv":0.7768,"delta":0.5376,"oi":1205},{"strike":5.0,"moneyness":1.2107,"type":"call","iv":0.8485,"delta":0.4712,"oi":2477},{"strike":5.0,"moneyness":1.2107,"type":"put","iv":1.0653,"delta":-0.4751,"oi":434},{"strike":5.5,"moneyness":1.3317,"type":"call","iv":0.92,"delta":0.4238,"oi":715},{"strike":5.5,"moneyness":1.3317,"type":"put","iv":1.1363,"delta":-0.5139,"oi":723},{"strike":6.0,"moneyness":1.4528,"type":"call","iv":0.8716,"delta":0.3463,"oi":2086},{"strike":6.0,"moneyness":1.4528,"type":"put","iv":0.9722,"delta":-0.6162,"oi":1149},{"strike":7.0,"moneyness":1.6949,"type":"call","iv":0.9005,"delta":0.2603,"oi":1953},{"strike":7.0,"moneyness":1.6949,"type":"put","iv":1.0847,"delta":-0.6662,"oi":144},{"strike":8.0,"moneyness":1.937,"type":"call","iv":0.8272,"delta":0.1567,"oi":747},{"strike":8.0,"moneyness":1.937,"type":"put","iv":0.9971,"delta":-0.7705,"oi":121},{"strike":9.0,"moneyness":2.1792,"type":"call","iv":0.9875,"delta":0.1718,"oi":1072},{"strike":9.0,"moneyness":2.1792,"type":"put","iv":1.0875,"delta":-0.7884,"oi":149},{"strike":10.0,"moneyness":2.4213,"type":"call","iv":0.9772,"delta":0.1276,"oi":309},{"strike":13.0,"moneyness":3.1477,"type":"put","iv":1.3253,"delta":-0.8348,"oi":193},{"strike":17.0,"moneyness":4.1162,"type":"call","iv":1.24,"delta":0.0742,"oi":293}]},{"expiration":"03/19/2027","underlying_price":4.130000114440918,"strikes":[{"strike":2.0,"moneyness":0.4843,"type":"put","iv":1.1259,"delta":-0.0872,"oi":2670},{"strike":2.0,"moneyness":0.4843,"type":"call","iv":1.1953,"delta":0.9074,"oi":4878},{"strike":3.0,"moneyness":0.7264,"type":"call","iv":0.9425,"delta":0.8025,"oi":3059},{"strike":3.0,"moneyness":0.7264,"type":"put","iv":1.0419,"delta":-0.2023,"oi":10116},{"strike":4.0,"moneyness":0.9685,"type":"put","iv":1.0337,"delta":-0.3361,"oi":662},{"strike":4.0,"moneyness":0.9685,"type":"call","iv":0.8712,"delta":0.6487,"oi":2023},{"strike":5.0,"moneyness":1.2107,"type":"call","iv":0.8868,"delta":0.5055,"oi":473},{"strike":5.0,"moneyness":1.2107,"type":"put","iv":1.1087,"delta":-0.442,"oi":316},{"strike":6.0,"moneyness":1.4528,"type":"call","iv":0.9474,"delta":0.4083,"oi":604},{"strike":6.0,"moneyness":1.4528,"type":"put","iv":1.1611,"delta":-0.5232,"oi":493},{"strike":7.0,"moneyness":1.6949,"type":"call","iv":0.8513,"delta":0.276,"oi":343},{"strike":7.0,"moneyness":1.6949,"type":"put","iv":1.0375,"delta":-0.6455,"oi":187},{"strike":8.0,"moneyness":1.937,"type":"call","iv":0.9263,"delta":0.2386,"oi":1176},{"strike":8.0,"moneyness":1.937,"type":"put","iv":1.0972,"delta":-0.6892,"oi":280},{"strike":11.0,"moneyness":2.6634,"type":"put","iv":1.1615,"delta":-0.7965,"oi":101},{"strike":13.0,"moneyness":3.1477,"type":"put","iv":1.2579,"delta":-0.8158,"oi":153},{"strike":15.0,"moneyness":3.632,"type":"call","iv":1.0436,"delta":0.074,"oi":101}]},{"expiration":"05/21/2027","underlying_price":4.130000114440918,"strikes":[{"strike":6.0,"moneyness":1.4528,"type":"put","iv":1.1037,"delta":-0.4831,"oi":672}]},{"expiration":"06/17/2027","underlying_price":4.130000114440918,"strikes":[{"strike":3.0,"moneyness":0.7264,"type":"put","iv":1.1627,"delta":-0.1987,"oi":208},{"strike":5.0,"moneyness":1.2107,"type":"call","iv":1.0227,"delta":0.5953,"oi":3113},{"strike":5.0,"moneyness":1.2107,"type":"put","iv":1.1107,"delta":-0.3848,"oi":163},{"strike":7.0,"moneyness":1.6949,"type":"call","iv":0.9976,"delta":0.4301,"oi":3070},{"strike":7.0,"moneyness":1.6949,"type":"put","iv":1.1188,"delta":-0.5242,"oi":287},{"strike":10.0,"moneyness":2.4213,"type":"put","iv":1.1599,"delta":-0.6522,"oi":260},{"strike":12.0,"moneyness":2.9056,"type":"call","iv":1.0141,"delta":0.214,"oi":117},{"strike":12.0,"moneyness":2.9056,"type":"put","iv":1.1805,"delta":-0.7093,"oi":141}]},{"expiration":"10/02/2026","underlying_price":4.130000114440918,"strikes":[{"strike":4.0,"moneyness":0.9685,"type":"put","iv":2.5234,"delta":-0.1002,"oi":2386}]}],"greeks_heatmap":{"data":[{"strike":3.0,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.0194,"call_gamma":0,"put_gamma":0.071072,"call_theta":0,"put_theta":-0.4307,"call_vega":0,"put_vega":0.0,"call_oi":0,"put_oi":67},{"strike":3.5,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.0325,"call_gamma":0,"put_gamma":0.191377,"call_theta":0,"put_theta":-0.3785,"call_vega":0,"put_vega":0.0,"call_oi":552,"put_oi":2385},{"strike":4.0,"dte":0,"expiration":"10/02/2026","call_delta":0.7387,"put_delta":-0.1002,"call_gamma":1.509679,"put_gamma":1.686804,"call_theta":-0.9599,"put_theta":-0.2509,"call_vega":0.0001,"put_vega":0.0001,"call_oi":3281,"put_oi":2386},{"strike":4.5,"dte":0,"expiration":"10/02/2026","call_delta":0.0551,"put_delta":-0.9127,"call_gamma":0.51035,"put_gamma":0.62211,"call_theta":-0.3328,"put_theta":-0.5546,"call_vega":0.0,"put_vega":0.0001,"call_oi":5425,"put_oi":2511},{"strike":5.0,"dte":0,"expiration":"10/02/2026","call_delta":0.0319,"put_delta":-0.9996,"call_gamma":0.172791,"put_gamma":0.005663,"call_theta":-0.4073,"put_theta":-0.0036,"call_vega":0.0,"put_vega":0.0,"call_oi":1758,"put_oi":77},{"strike":3.0,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.201,"call_gamma":0,"put_gamma":0.115267,"call_theta":0,"put_theta":-0.0569,"call_vega":0,"put_vega":0.0015,"call_oi":101,"put_oi":110},{"strike":3.5,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.068,"call_gamma":0,"put_gamma":0.274004,"call_theta":0,"put_theta":-0.0052,"call_vega":0,"put_vega":0.0007,"call_oi":0,"put_oi":1381},{"strike":4.0,"dte":7,"expiration":"10/09/2026","call_delta":0.6557,"put_delta":-0.3569,"call_gamma":0.96749,"put_gamma":0.87038,"call_theta":-0.012,"put_theta":-0.0131,"call_vega":0.0019,"put_vega":0.002,"call_oi":1023,"put_oi":373},{"strike":4.5,"dte":7,"expiration":"10/09/2026","call_delta":0.2275,"put_delta":-0.7576,"call_gamma":0.68719,"put_gamma":0.671331,"call_theta":-0.0111,"put_theta":-0.0117,"call_vega":0.0016,"put_vega":0.0017,"call_oi":2719,"put_oi":201},{"strike":5.0,"dte":7,"expiration":"10/09/2026","call_delta":0.0697,"put_delta":-0.7626,"call_gamma":0.261948,"put_gamma":0.325888,"call_theta":-0.0057,"put_theta":-0.0239,"call_vega":0.0007,"put_vega":0.0016,"call_oi":617,"put_oi":339},{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.042,"call_gamma":0,"put_gamma":0.110183,"call_theta":0,"put_theta":-0.0028,"call_vega":0,"put_vega":0.0007,"call_oi":0,"put_oi":4865},{"strike":3.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1029,"call_gamma":0,"put_gamma":0.310478,"call_theta":0,"put_theta":-0.0039,"call_vega":0,"put_vega":0.0014,"call_oi":0,"put_oi":1110},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6144,"put_delta":-0.3868,"call_gamma":0.58492,"put_gamma":0.571617,"call_theta":-0.0099,"put_theta":-0.0096,"call_vega":0.003,"put_vega":0.003,"call_oi":1649,"put_oi":11630},{"strike":4.5,"dte":14,"expiration":"10/16/2026","call_delta":0.3224,"put_delta":-0.7079,"call_gamma":0.555694,"put_gamma":0.607537,"call_theta":-0.009,"put_theta":-0.0071,"call_vega":0.0028,"put_vega":0.0027,"call_oi":1932,"put_oi":74},{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1577,"put_delta":-0.7845,"call_gamma":0.335672,"put_gamma":0.333815,"call_theta":-0.0067,"put_theta":-0.0094,"call_vega":0.0019,"put_vega":0.0023,"call_oi":13960,"put_oi":9851},{"strike":3.0,"dte":21,"expiration":"10/23/2026","call_delta":0,"put_delta":-0.0885,"call_gamma":0,"put_gamma":0.146878,"call_theta":0,"put_theta":-0.0043,"call_vega":0,"put_vega":0.0016,"call_oi":0,"put_oi":1093},{"strike":3.5,"dte":21,"expiration":"10/23/2026","call_delta":0.8086,"put_delta":-0.197,"call_gamma":0.299927,"put_gamma":0.295641,"call_theta":-0.0065,"put_theta":-0.0064,"call_vega":0.0026,"put_vega":0.0027,"call_oi":67,"put_oi":298},{"strike":4.0,"dte":21,"expiration":"10/23/2026","call_delta":0.6114,"put_delta":-0.3946,"call_gamma":0.526858,"put_gamma":0.436493,"call_theta":-0.0072,"put_theta":-0.0083,"call_vega":0.0037,"put_vega":0.0037,"call_oi":112,"put_oi":454},{"strike":4.5,"dte":21,"expiration":"10/23/2026","call_delta":0.3134,"put_delta":-0.6199,"call_gamma":0.576571,"put_gamma":0.450144,"call_theta":-0.0056,"put_theta":-0.0077,"call_vega":0.0034,"put_vega":0.0037,"call_oi":1132,"put_oi":88},{"strike":5.0,"dte":21,"expiration":"10/23/2026","call_delta":0.2186,"put_delta":-0.7852,"call_gamma":0.334304,"put_gamma":0.335268,"call_theta":-0.0066,"put_theta":-0.0059,"call_vega":0.0029,"put_vega":0.0028,"call_oi":479,"put_oi":154},{"strike":3.0,"dte":28,"expiration":"10/30/2026","call_delta":0,"put_delta":-0.2001,"call_gamma":0,"put_gamma":0.114477,"call_theta":0,"put_theta":-0.0125,"call_vega":0,"put_vega":0.0031,"call_oi":0,"put_oi":620},{"strike":3.5,"dte":28,"expiration":"10/30/2026","call_delta":0.7583,"put_delta":-0.2029,"call_gamma":0.244849,"put_gamma":0.28906,"call_theta":-0.0076,"put_theta":-0.005,"call_vega":0.0035,"put_vega":0.0032,"call_oi":613,"put_oi":713},{"strike":4.0,"dte":28,"expiration":"10/30/2026","call_delta":0.6203,"put_delta":-0.3935,"call_gamma":0.603062,"put_gamma":0.427901,"call_theta":-0.0047,"put_theta":-0.0062,"call_vega":0.0043,"put_vega":0.0043,"call_oi":121,"put_oi":149},{"strike":4.5,"dte":28,"expiration":"10/30/2026","call_delta":0.3866,"put_delta":0,"call_gamma":0.440924,"put_gamma":0,"call_theta":-0.0063,"put_theta":0,"call_vega":0.0043,"put_vega":0,"call_oi":340,"put_oi":0},{"strike":5.0,"dte":28,"expiration":"10/30/2026","call_delta":0.2715,"put_delta":-0.7406,"call_gamma":0.314271,"put_gamma":0.320307,"call_theta":-0.0066,"put_theta":-0.0056,"call_vega":0.0037,"put_vega":0.0036,"call_oi":280,"put_oi":280},{"strike":5.0,"dte":35,"expiration":"11/06/2026","call_delta":0.2948,"put_delta":0,"call_gamma":0.302261,"put_gamma":0,"call_theta":-0.0059,"put_theta":0,"call_vega":0.0043,"put_vega":0,"call_oi":57,"put_oi":0},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1394,"call_gamma":0,"put_gamma":0.149176,"call_theta":0,"put_theta":-0.0034,"call_vega":0,"put_vega":0.0033,"call_oi":0,"put_oi":9301},{"strike":3.5,"dte":49,"expiration":"11/20/2026","call_delta":0.7381,"put_delta":-0.2303,"call_gamma":0.205236,"put_gamma":0.255385,"call_theta":-0.0056,"put_theta":-0.0036,"call_vega":0.0049,"put_vega":0.0046,"call_oi":418,"put_oi":2749},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0.612,"put_delta":-0.3886,"call_gamma":0.256928,"put_gamma":0.262894,"call_theta":-0.0062,"put_theta":-0.0056,"call_vega":0.0057,"put_vega":0.0057,"call_oi":815,"put_oi":5271},{"strike":4.5,"dte":49,"expiration":"11/20/2026","call_delta":0.4414,"put_delta":-0.5319,"call_gamma":0.341979,"put_gamma":0.293258,"call_theta":-0.0049,"put_theta":-0.0053,"call_vega":0.0059,"put_vega":0.006,"call_oi":800,"put_oi":13610},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3502,"put_delta":-0.6383,"call_gamma":0.267129,"put_gamma":0.258741,"call_theta":-0.0055,"put_theta":-0.0052,"call_vega":0.0055,"put_vega":0.0056,"call_oi":12953,"put_oi":20172},{"strike":3.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8434,"put_delta":-0.177,"call_gamma":0.142233,"put_gamma":0.131689,"call_theta":-0.0029,"put_theta":-0.0033,"call_vega":0.0045,"put_vega":0.0049,"call_oi":213,"put_oi":10199},{"strike":3.5,"dte":77,"expiration":"12/18/2026","call_delta":0.736,"put_delta":-0.2682,"call_gamma":0.193647,"put_gamma":0.183335,"call_theta":-0.0039,"put_theta":-0.0037,"call_vega":0.0062,"put_vega":0.0062,"call_oi":228,"put_oi":149},{"strike":4.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6189,"put_delta":-0.3679,"call_gamma":0.229782,"put_gamma":0.176608,"call_theta":-0.0044,"put_theta":-0.005,"call_vega":0.0072,"put_vega":0.0071,"call_oi":485,"put_oi":2953},{"strike":4.5,"dte":77,"expiration":"12/18/2026","call_delta":0.4886,"put_delta":-0.4536,"call_gamma":0.264723,"put_gamma":0.182508,"call_theta":-0.0041,"put_theta":-0.0053,"call_vega":0.0075,"put_vega":0.0075,"call_oi":208,"put_oi":5514},{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0.407,"put_delta":-0.5555,"call_gamma":0.2276,"put_gamma":0.199209,"call_theta":-0.0045,"put_theta":-0.0047,"call_vega":0.0073,"put_vega":0.0074,"call_oi":3450,"put_oi":8344}],"strikes":[3.0,3.5,4.0,4.5,5.0],"dtes":[0,7,14,21,28,35,49,77]},"risk_reversal":[{"expiration":"10/09/2026","dte":7,"risk_reversal":-2.0,"put_25d_iv":80.93,"call_25d_iv":82.93,"put_25d_strike":4.0,"call_25d_strike":4.5,"skew":"call_skew"},{"expiration":"10/16/2026","dte":14,"risk_reversal":3.1,"put_25d_iv":85.91,"call_25d_iv":82.82,"put_25d_strike":4.0,"call_25d_strike":4.5,"skew":"put_skew"},{"expiration":"10/23/2026","dte":21,"risk_reversal":5.79,"put_25d_iv":97.07,"call_25d_iv":91.28,"put_25d_strike":3.5,"call_25d_strike":5.0,"skew":"put_skew"},{"expiration":"10/30/2026","dte":28,"risk_reversal":-6.95,"put_25d_iv":86.97,"call_25d_iv":93.92,"put_25d_strike":3.5,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-12.47,"put_25d_iv":79.44,"call_25d_iv":91.9,"put_25d_strike":3.5,"call_25d_strike":5.5,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":3.93,"put_25d_iv":95.38,"call_25d_iv":91.45,"put_25d_strike":3.5,"call_25d_strike":6.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":7.88,"put_25d_iv":100.68,"call_25d_iv":92.8,"put_25d_strike":3.5,"call_25d_strike":7.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":19.07,"put_25d_iv":109.12,"call_25d_iv":90.05,"put_25d_strike":3.5,"call_25d_strike":7.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":11.56,"put_25d_iv":104.19,"call_25d_iv":92.63,"put_25d_strike":3.0,"call_25d_strike":8.0,"skew":"put_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":23.36,"put_25d_iv":116.27,"call_25d_iv":92.92,"put_25d_strike":3.0,"call_25d_strike":10.0,"skew":"put_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":-2.01,"put_25d_iv":119.92,"call_25d_iv":121.93,"put_25d_strike":4.0,"call_25d_strike":25.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":22.23,"put_25d_iv":123.14,"call_25d_iv":100.91,"put_25d_strike":4.5,"call_25d_strike":17.0,"skew":"put_skew"},{"expiration":"01/19/2029","dte":840,"risk_reversal":43.58,"put_25d_iv":132.28,"call_25d_iv":88.7,"put_25d_strike":7.0,"call_25d_strike":7.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-2.0,"put_vanna":753.0,"net_vanna":751.0,"call_oi":400,"put_oi":15568},{"strike":1.0,"call_vanna":-25.0,"put_vanna":2.0,"net_vanna":-22.0,"call_oi":337,"put_oi":60},{"strike":1.5,"call_vanna":-2.0,"put_vanna":175.0,"net_vanna":173.0,"call_oi":93,"put_oi":4321},{"strike":2.0,"call_vanna":-625.0,"put_vanna":1026.0,"net_vanna":401.0,"call_oi":6058,"put_oi":16017},{"strike":2.5,"call_vanna":-403.0,"put_vanna":556.0,"net_vanna":153.0,"call_oi":2185,"put_oi":6449},{"strike":3.0,"call_vanna":-3789.0,"put_vanna":15328.0,"net_vanna":11539.0,"call_oi":21584,"put_oi":118337},{"strike":3.5,"call_vanna":-120.0,"put_vanna":376.0,"net_vanna":256.0,"call_oi":1721,"put_oi":9441},{"strike":4.0,"call_vanna":-366.0,"put_vanna":3641.0,"net_vanna":3275.0,"call_oi":10617,"put_oi":48706},{"strike":4.5,"call_vanna":-399.0,"put_vanna":266.0,"net_vanna":-134.0,"call_oi":17924,"put_oi":24045},{"strike":5.0,"call_vanna":-1094.0,"put_vanna":4461.0,"net_vanna":3367.0,"call_oi":59659,"put_oi":91615},{"strike":5.5,"call_vanna":-93.0,"put_vanna":24.0,"net_vanna":-69.0,"call_oi":7576,"put_oi":3070},{"strike":6.0,"call_vanna":1202.0,"put_vanna":-811.0,"net_vanna":391.0,"call_oi":19984,"put_oi":16500},{"strike":6.5,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":1069,"put_oi":0},{"strike":7.0,"call_vanna":1086.0,"put_vanna":-517.0,"net_vanna":569.0,"call_oi":19170,"put_oi":8299},{"strike":7.5,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":104,"put_oi":0},{"strike":8.0,"call_vanna":946.0,"put_vanna":-116.0,"net_vanna":830.0,"call_oi":25367,"put_oi":21282},{"strike":8.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":100,"put_oi":0},{"strike":9.0,"call_vanna":501.0,"put_vanna":-366.0,"net_vanna":134.0,"call_oi":17922,"put_oi":6134},{"strike":10.0,"call_vanna":3158.0,"put_vanna":-186.0,"net_vanna":2972.0,"call_oi":42257,"put_oi":17983},{"strike":11.0,"call_vanna":91.0,"put_vanna":-33.0,"net_vanna":58.0,"call_oi":2168,"put_oi":364},{"strike":12.0,"call_vanna":174.0,"put_vanna":-50.0,"net_vanna":123.0,"call_oi":2759,"put_oi":616},{"strike":13.0,"call_vanna":1108.0,"put_vanna":-404.0,"net_vanna":704.0,"call_oi":10222,"put_oi":5880},{"strike":14.0,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":421,"put_oi":0},{"strike":15.0,"call_vanna":890.0,"put_vanna":-616.0,"net_vanna":274.0,"call_oi":10064,"put_oi":7528},{"strike":16.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":147,"put_oi":0},{"strike":17.0,"call_vanna":420.0,"put_vanna":-89.0,"net_vanna":331.0,"call_oi":4355,"put_oi":1413},{"strike":18.0,"call_vanna":147.0,"put_vanna":0,"net_vanna":147.0,"call_oi":2962,"put_oi":0},{"strike":20.0,"call_vanna":1385.0,"put_vanna":-528.0,"net_vanna":857.0,"call_oi":15595,"put_oi":6279},{"strike":22.0,"call_vanna":145.0,"put_vanna":11.0,"net_vanna":156.0,"call_oi":1528,"put_oi":143},{"strike":25.0,"call_vanna":652.0,"put_vanna":-6.0,"net_vanna":646.0,"call_oi":6189,"put_oi":2136},{"strike":27.0,"call_vanna":26.0,"put_vanna":2.0,"net_vanna":28.0,"call_oi":952,"put_oi":72},{"strike":30.0,"call_vanna":1604.0,"put_vanna":0,"net_vanna":1604.0,"call_oi":10423,"put_oi":0},{"strike":32.0,"call_vanna":46.0,"put_vanna":-23.0,"net_vanna":24.0,"call_oi":641,"put_oi":254},{"strike":35.0,"call_vanna":220.0,"put_vanna":0,"net_vanna":220.0,"call_oi":3493,"put_oi":0},{"strike":37.0,"call_vanna":172.0,"put_vanna":0,"net_vanna":172.0,"call_oi":1757,"put_oi":0},{"strike":40.0,"call_vanna":333.0,"put_vanna":7.0,"net_vanna":340.0,"call_oi":1986,"put_oi":51}],"net_vanna":30327.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":0.5,"call_charm":-3762.0,"put_charm":0,"net_charm":-3762.0,"call_oi":400,"put_oi":0},{"strike":1.0,"call_charm":-2042.0,"put_charm":0,"net_charm":-2042.0,"call_oi":132,"put_oi":0},{"strike":1.5,"call_charm":-4036.0,"put_charm":0,"net_charm":-4036.0,"call_oi":93,"put_oi":0},{"strike":2.0,"call_charm":0,"put_charm":82.0,"net_charm":82.0,"call_oi":0,"put_oi":467},{"strike":2.5,"call_charm":0,"put_charm":1453.0,"net_charm":1453.0,"call_oi":0,"put_oi":4314},{"strike":3.0,"call_charm":0,"put_charm":14042.0,"net_charm":14042.0,"call_oi":0,"put_oi":15989},{"strike":3.5,"call_charm":-6528.0,"put_charm":7023.0,"net_charm":495.0,"call_oi":1098,"put_oi":6251},{"strike":4.0,"call_charm":-71537.0,"put_charm":133837.0,"net_charm":62300.0,"call_oi":3720,"put_oi":17877},{"strike":4.5,"call_charm":-56453.0,"put_charm":39438.0,"net_charm":-17015.0,"call_oi":6923,"put_oi":13973},{"strike":5.0,"call_charm":-60375.0,"put_charm":273865.0,"net_charm":213490.0,"call_oi":28346,"put_oi":30796},{"strike":5.5,"call_charm":-2478.0,"put_charm":4078.0,"net_charm":1600.0,"call_oi":2761,"put_oi":337},{"strike":6.0,"call_charm":-4839.0,"put_charm":13481.0,"net_charm":8642.0,"call_oi":5756,"put_oi":4797},{"strike":6.5,"call_charm":-473.0,"put_charm":0,"net_charm":-473.0,"call_oi":859,"put_oi":0},{"strike":7.0,"call_charm":-15176.0,"put_charm":3428.0,"net_charm":-11748.0,"call_oi":6872,"put_oi":2057},{"strike":7.5,"call_charm":-635.0,"put_charm":0,"net_charm":-635.0,"call_oi":52,"put_oi":0},{"strike":8.0,"call_charm":-2875.0,"put_charm":218048.0,"net_charm":215173.0,"call_oi":10068,"put_oi":9144},{"strike":9.0,"call_charm":-1191.0,"put_charm":3302.0,"net_charm":2111.0,"call_oi":10743,"put_oi":2894},{"strike":10.0,"call_charm":-120.0,"put_charm":4068.0,"net_charm":3948.0,"call_oi":2178,"put_oi":840},{"strike":11.0,"call_charm":-107.0,"put_charm":0,"net_charm":-107.0,"call_oi":536,"put_oi":0},{"strike":12.0,"call_charm":-206.0,"put_charm":0,"net_charm":-206.0,"call_oi":600,"put_oi":0},{"strike":13.0,"call_charm":-286.0,"put_charm":0,"net_charm":-286.0,"call_oi":637,"put_oi":0},{"strike":14.0,"call_charm":-126.0,"put_charm":0,"net_charm":-126.0,"call_oi":282,"put_oi":0},{"strike":15.0,"call_charm":-53.0,"put_charm":0,"net_charm":-53.0,"call_oi":159,"put_oi":0},{"strike":16.0,"call_charm":-29.0,"put_charm":0,"net_charm":-29.0,"call_oi":66,"put_oi":0},{"strike":17.0,"call_charm":-115.0,"put_charm":0,"net_charm":-115.0,"call_oi":260,"put_oi":0},{"strike":18.0,"call_charm":-1304.0,"put_charm":0,"net_charm":-1304.0,"call_oi":2962,"put_oi":0}],"net_charm":481398.0,"weekend_delta_shift":1444195.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/02/2026","dte":0,"call_delta":413209.0,"put_delta":-280579.0,"net_delta":132630.0,"call_oi":12663,"put_oi":7572,"total_oi":20235,"total_volume":4794,"bias":"bullish"},{"expiration":"10/09/2026","dte":7,"call_delta":139841.0,"put_delta":-72610.0,"net_delta":67231.0,"call_oi":4932,"put_oi":2482,"total_oi":7414,"total_volume":4817,"bias":"neutral"},{"expiration":"10/16/2026","dte":14,"call_delta":1270489.0,"put_delta":-1743327.0,"net_delta":-472838.0,"call_oi":30613,"put_oi":33188,"total_oi":63801,"total_volume":2802,"bias":"bearish"},{"expiration":"10/23/2026","dte":21,"call_delta":142738.0,"put_delta":-51899.0,"net_delta":90839.0,"call_oi":3912,"put_oi":2099,"total_oi":6011,"total_volume":146,"bias":"neutral"},{"expiration":"10/30/2026","dte":28,"call_delta":131264.0,"put_delta":-54592.0,"net_delta":76672.0,"call_oi":3471,"put_oi":1777,"total_oi":5248,"total_volume":358,"bias":"neutral"},{"expiration":"11/06/2026","dte":35,"call_delta":13769.0,"put_delta":-1309.0,"net_delta":12460.0,"call_oi":262,"put_oi":29,"total_oi":291,"total_volume":121,"bias":"neutral"},{"expiration":"11/13/2026","dte":42,"call_delta":129.0,"put_delta":-1231.0,"net_delta":-1102.0,"call_oi":4,"put_oi":18,"total_oi":22,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":836012.0,"put_delta":-3699654.0,"net_delta":-2863642.0,"call_oi":42834,"put_oi":70353,"total_oi":113187,"total_volume":161,"bias":"bearish"},{"expiration":"12/18/2026","dte":77,"call_delta":732460.0,"put_delta":-1940497.0,"net_delta":-1208037.0,"call_oi":44701,"put_oi":38657,"total_oi":83358,"total_volume":447,"bias":"bearish"},{"expiration":"01/15/2027","dte":105,"call_delta":1366530.0,"put_delta":-5053226.0,"net_delta":-3686696.0,"call_oi":62079,"put_oi":105638,"total_oi":167717,"total_volume":1469,"bias":"bearish"},{"expiration":"02/19/2027","dte":140,"call_delta":445131.0,"put_delta":-361061.0,"net_delta":84070.0,"call_oi":11818,"put_oi":13494,"total_oi":25312,"total_volume":1508,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":909693.0,"put_delta":-357487.0,"net_delta":552207.0,"call_oi":12847,"put_oi":15186,"total_oi":28033,"total_volume":1894,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":2512.0,"put_delta":-32903.0,"net_delta":-30392.0,"call_oi":57,"put_oi":694,"total_oi":751,"total_volume":32,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":342125.0,"put_delta":-62627.0,"net_delta":279498.0,"call_oi":6706,"put_oi":1243,"total_oi":7949,"total_volume":21,"bias":"bullish"},{"expiration":"12/17/2027","dte":441,"call_delta":1371068.0,"put_delta":-1335690.0,"net_delta":35378.0,"call_oi":27121,"put_oi":53245,"total_oi":80366,"total_volume":5,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":3389654.0,"put_delta":-1764265.0,"net_delta":1625389.0,"call_oi":65832,"put_oi":87247,"total_oi":153079,"total_volume":911,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":72541.0,"put_delta":-12086.0,"net_delta":60455.0,"call_oi":1005,"put_oi":718,"total_oi":1723,"total_volume":112,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/09/2026","dte":7,"strike":4.0,"straddle_price":0.33,"straddle_pct":8.11,"implied_move":8.11,"avg_iv":76.4},{"expiration":"10/16/2026","dte":14,"strike":4.0,"straddle_price":0.53,"straddle_pct":12.83,"implied_move":12.83,"avg_iv":84.9},{"expiration":"10/23/2026","dte":21,"strike":4.0,"straddle_price":0.64,"straddle_pct":15.5,"implied_move":15.5,"avg_iv":83.2},{"expiration":"10/30/2026","dte":28,"strike":4.0,"straddle_price":0.61,"straddle_pct":14.77,"implied_move":14.77,"avg_iv":68.1},{"expiration":"11/20/2026","dte":49,"strike":4.0,"straddle_price":1.15,"straddle_pct":27.97,"implied_move":27.97,"avg_iv":98.5},{"expiration":"12/18/2026","dte":77,"strike":4.0,"straddle_price":1.48,"straddle_pct":35.71,"implied_move":35.71,"avg_iv":100.6},{"expiration":"01/15/2027","dte":105,"strike":4.0,"straddle_price":1.71,"straddle_pct":41.28,"implied_move":41.28,"avg_iv":100.0},{"expiration":"02/19/2027","dte":140,"strike":4.0,"straddle_price":1.93,"straddle_pct":46.85,"implied_move":46.85,"avg_iv":98.7},{"expiration":"03/19/2027","dte":168,"strike":4.0,"straddle_price":2.04,"straddle_pct":49.39,"implied_move":49.39,"avg_iv":95.2},{"expiration":"12/17/2027","dte":441,"strike":4.0,"straddle_price":3.43,"straddle_pct":83.05,"implied_move":83.05,"avg_iv":104.3},{"expiration":"01/21/2028","dte":476,"strike":4.0,"straddle_price":3.67,"straddle_pct":88.86,"implied_move":88.86,"avg_iv":108.6},{"expiration":"01/19/2029","dte":840,"strike":4.0,"straddle_price":4.77,"straddle_pct":115.5,"implied_move":115.5,"avg_iv":115.1}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":611,"put_volume":0,"total_volume":611,"call_oi":428,"put_oi":15611,"total_oi":16039,"bias":"bullish"},{"strike":1.0,"call_volume":176,"put_volume":2,"total_volume":178,"call_oi":439,"put_oi":195,"total_oi":634,"bias":"bullish"},{"strike":1.5,"call_volume":144,"put_volume":2,"total_volume":146,"call_oi":156,"put_oi":4356,"total_oi":4512,"bias":"bullish"},{"strike":2.0,"call_volume":18,"put_volume":4,"total_volume":22,"call_oi":6174,"put_oi":17060,"total_oi":23234,"bias":"bullish"},{"strike":2.5,"call_volume":13,"put_volume":6,"total_volume":19,"call_oi":2234,"put_oi":6493,"total_oi":8727,"bias":"bullish"},{"strike":3.0,"call_volume":705,"put_volume":159,"total_volume":864,"call_oi":21756,"put_oi":118395,"total_oi":140151,"bias":"bullish"},{"strike":3.5,"call_volume":164,"put_volume":814,"total_volume":978,"call_oi":2364,"put_oi":9461,"total_oi":11825,"bias":"bearish"},{"strike":4.0,"call_volume":4479,"put_volume":2324,"total_volume":6803,"call_oi":10670,"put_oi":48721,"total_oi":59391,"bias":"bullish"},{"strike":4.5,"call_volume":2279,"put_volume":3194,"total_volume":5473,"call_oi":17925,"put_oi":24059,"total_oi":41984,"bias":"neutral"},{"strike":5.0,"call_volume":1118,"put_volume":1191,"total_volume":2309,"call_oi":59665,"put_oi":91619,"total_oi":151284,"bias":"neutral"},{"strike":5.5,"call_volume":8,"put_volume":32,"total_volume":40,"call_oi":7625,"put_oi":3155,"total_oi":10780,"bias":"bearish"},{"strike":6.0,"call_volume":1034,"put_volume":496,"total_volume":1530,"call_oi":20040,"put_oi":16522,"total_oi":36562,"bias":"bullish"},{"strike":6.5,"call_volume":1,"put_volume":2,"total_volume":3,"call_oi":1121,"put_oi":33,"total_oi":1154,"bias":"bearish"},{"strike":7.0,"call_volume":92,"put_volume":9,"total_volume":101,"call_oi":19221,"put_oi":8312,"total_oi":27533,"bias":"bullish"},{"strike":7.5,"call_volume":2,"put_volume":2,"total_volume":4,"call_oi":121,"put_oi":4,"total_oi":125,"bias":"neutral"},{"strike":8.0,"call_volume":522,"put_volume":1,"total_volume":523,"call_oi":25401,"put_oi":21295,"total_oi":46696,"bias":"bullish"},{"strike":8.5,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":118,"put_oi":6,"total_oi":124,"bias":"bearish"},{"strike":9.0,"call_volume":116,"put_volume":1,"total_volume":117,"call_oi":17932,"put_oi":6156,"total_oi":24088,"bias":"bullish"},{"strike":9.5,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"bearish"},{"strike":10.0,"call_volume":28,"put_volume":6,"total_volume":34,"call_oi":42271,"put_oi":17986,"total_oi":60257,"bias":"bullish"},{"strike":10.5,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"bearish"},{"strike":11.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":2191,"put_oi":369,"total_oi":2560,"bias":"bearish"},{"strike":11.5,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":0,"put_oi":0,"total_oi":0,"bias":"bearish"},{"strike":12.0,"call_volume":20,"put_volume":3,"total_volume":23,"call_oi":2820,"put_oi":684,"total_oi":3504,"bias":"bullish"},{"strike":13.0,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":10257,"put_oi":5908,"total_oi":16165,"bias":"bullish"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":434,"put_oi":28,"total_oi":462,"bias":"neutral"},{"strike":15.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":10093,"put_oi":7593,"total_oi":17686,"bias":"bullish"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":174,"put_oi":14,"total_oi":188,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4355,"put_oi":1466,"total_oi":5821,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2962,"put_oi":0,"total_oi":2962,"bias":"neutral"},{"strike":20.0,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":15595,"put_oi":6289,"total_oi":21884,"bias":"bullish"},{"strike":22.0,"call_volume":84,"put_volume":0,"total_volume":84,"call_oi":1528,"put_oi":171,"total_oi":1699,"bias":"bullish"},{"strike":25.0,"call_volume":23,"put_volume":0,"total_volume":23,"call_oi":6189,"put_oi":2136,"total_oi":8325,"bias":"bullish"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":952,"put_oi":170,"total_oi":1122,"bias":"neutral"},{"strike":30.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":10423,"put_oi":54,"total_oi":10477,"bias":"bullish"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":685,"put_oi":254,"total_oi":939,"bias":"neutral"},{"strike":35.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":3493,"put_oi":0,"total_oi":3493,"bias":"bullish"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1757,"put_oi":40,"total_oi":1797,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1986,"put_oi":51,"total_oi":2037,"bias":"neutral"}],"underlying_price":4.130000114440918,"peak_call_strike":4.0,"peak_put_strike":4.5,"total_call_volume":11683,"total_put_volume":8260,"volume_pc_ratio":0.707},"iv_contours":{"x":[0.73,0.85,0.97,1.09,1.21],"y":[7,14,21,28,35,49,77,105,140,168],"z":[[null,77.4,76.4,85.44,137.76],[118.19,78.88,84.89,77.67,102.28],[112.97,95.54,83.23,75.55,90.69],[217.81,100.22,68.11,77.27,91.98],[null,null,107.56,null,90.54],[110.95,92.68,98.45,83.8,94.65],[97.06,92.48,100.62,97.56,97.85],[92.38,95.08,99.95,101.97,95.0],[100.8,101.68,98.75,92.25,95.69],[99.22,null,95.25,null,99.78]],"levels":[68.1,83.1,98.0,113.0,128.0,143.0,157.9,172.9,187.9,202.8,217.8],"min_iv":68.1,"max_iv":217.8},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":4.0,"atm_iv":83.88,"otm_strike":4.5,"otm_iv":82.82,"itm_strike":4.0,"itm_iv":83.88,"iv_butterfly":-1.07,"price_butterfly":-0.2,"convexity":"inverted"},{"expiration":"10/23/2026","dte":21,"atm_strike":4.0,"atm_iv":75.25,"otm_strike":4.5,"otm_iv":63.59,"itm_strike":4.0,"itm_iv":75.25,"iv_butterfly":-11.67,"price_butterfly":-0.25,"convexity":"inverted"},{"expiration":"10/30/2026","dte":28,"atm_strike":4.0,"atm_iv":56.19,"otm_strike":4.5,"otm_iv":77.27,"itm_strike":4.0,"itm_iv":56.19,"iv_butterfly":21.08,"price_butterfly":-0.11,"convexity":"high_convexity"},{"expiration":"11/20/2026","dte":49,"atm_strike":4.0,"atm_iv":99.56,"otm_strike":4.5,"otm_iv":77.05,"itm_strike":4.0,"itm_iv":99.56,"iv_butterfly":-22.51,"price_butterfly":-0.33,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":4.0,"atm_iv":88.01,"otm_strike":4.5,"otm_iv":79.93,"itm_strike":4.0,"itm_iv":88.01,"iv_butterfly":-8.07,"price_butterfly":-0.26,"convexity":"inverted"},{"expiration":"01/15/2027","dte":105,"atm_strike":4.0,"atm_iv":88.28,"otm_strike":4.5,"otm_iv":88.81,"itm_strike":4.0,"itm_iv":88.28,"iv_butterfly":0.53,"price_butterfly":-0.19,"convexity":"moderate_convexity"},{"expiration":"02/19/2027","dte":140,"atm_strike":4.0,"atm_iv":84.49,"otm_strike":4.5,"otm_iv":77.68,"itm_strike":4.0,"itm_iv":84.49,"iv_butterfly":-6.81,"price_butterfly":-0.26,"convexity":"inverted"},{"expiration":"12/17/2027","dte":441,"atm_strike":4.0,"atm_iv":88.59,"otm_strike":4.5,"otm_iv":94.64,"itm_strike":4.0,"itm_iv":88.59,"iv_butterfly":6.04,"price_butterfly":-0.06,"convexity":"high_convexity"},{"expiration":"01/21/2028","dte":476,"atm_strike":4.0,"atm_iv":93.18,"otm_strike":4.5,"otm_iv":88.39,"itm_strike":4.0,"itm_iv":93.18,"iv_butterfly":-4.79,"price_butterfly":-0.23,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":150.48},{"date":"2026-09-15","iv":144.01},{"date":"2026-09-16","iv":151.6},{"date":"2026-09-17","iv":147.33},{"date":"2026-09-18","iv":146.42},{"date":"2026-09-21","iv":144.51},{"date":"2026-09-22","iv":222.6},{"date":"2026-09-23","iv":237.0},{"date":"2026-09-24","iv":495.8},{"date":"2026-09-25","iv":581.4},{"date":"2026-09-28","iv":209.2},{"date":"2026-09-29","iv":234.4},{"date":"2026-09-30","iv":209.5},{"date":"2026-10-01","iv":778.8},{"date":"2026-10-02","iv":1772.9}]}}