{"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":"LEGN","summary":{"name":"LEGN","price":18.57,"total_oi":24283,"call_oi":16887,"put_oi":7396,"pc_ratio":0.438,"net_gex":111079.0,"avg_iv":92.4,"iv_rank":40.9,"iv_52w_high":106.13,"iv_52w_low":82.9,"gamma_flip":19.08,"max_pain":20.0},"features":{"symbol":"LEGN","price":18.57,"total_oi":24283,"analysis_coverage":0.8889,"avg_iv_pct":92.4,"iv_rank":40.9,"iv_52w_high_pct":106.13,"iv_52w_low_pct":82.9,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":153.99,"risk_reversal_30d_pp":153.99,"butterfly_front_pp":-13.0,"butterfly_30d_pp":-13.0,"put_call_oi_ratio":0.438,"put_call_oi_front_ratio":0.327,"put_call_volume_front_ratio":0.617,"option_volume":1095,"volume_oi_ratio":0.045093,"net_delta_normalized":0.091405,"dealer_delta_normalized":-0.091405,"gex_per_100k_oi":457435.242762,"vanna_per_100k_oi":1124.243298,"charm_per_100k_oi":-196363.711238,"weekend_delta_shift_per_100k_oi":-589091.133715,"iv_surface_range_pp":116.5,"gamma_flip_distance_pct":2.746365,"max_pain_distance_pct":7.700592,"peak_call_distance_pct":21.163166,"peak_put_distance_pct":-5.761982},"analyses":{"gamma_walls":[{"strike":7.5,"call_gex":16.78,"put_gex":-5.2,"net_gex":11.59,"call_oi":7,"put_oi":2},{"strike":10.0,"call_gex":75.32,"put_gex":-13.32,"net_gex":62.0,"call_oi":17,"put_oi":3},{"strike":12.5,"call_gex":464.67,"put_gex":-354.83,"net_gex":109.84,"call_oi":67,"put_oi":55},{"strike":15.0,"call_gex":8077.4,"put_gex":-3896.36,"net_gex":4181.04,"call_oi":806,"put_oi":280},{"strike":17.5,"call_gex":11442.24,"put_gex":-40893.81,"net_gex":-29451.56,"call_oi":598,"put_oi":1193},{"strike":20.0,"call_gex":97223.23,"put_gex":-57561.23,"net_gex":39662.0,"call_oi":4520,"put_oi":2174},{"strike":22.5,"call_gex":61158.98,"put_gex":-23247.54,"net_gex":37911.44,"call_oi":2987,"put_oi":1404},{"strike":25.0,"call_gex":42237.86,"put_gex":-10808.84,"net_gex":31429.02,"call_oi":2679,"put_oi":715},{"strike":27.5,"call_gex":6947.26,"put_gex":-17273.51,"net_gex":-10326.25,"call_oi":576,"put_oi":1431},{"strike":30.0,"call_gex":11527.57,"put_gex":-683.51,"net_gex":10844.06,"call_oi":1046,"put_oi":61},{"strike":32.5,"call_gex":2832.4,"put_gex":-9.81,"net_gex":2822.59,"call_oi":278,"put_oi":1},{"strike":35.0,"call_gex":9182.91,"put_gex":-398.96,"net_gex":8783.94,"call_oi":1030,"put_oi":56},{"strike":37.5,"call_gex":7805.12,"put_gex":-12.13,"net_gex":7792.99,"call_oi":905,"put_oi":2},{"strike":40.0,"call_gex":3165.39,"put_gex":-62.35,"net_gex":3103.05,"call_oi":394,"put_oi":8},{"strike":42.5,"call_gex":873.41,"put_gex":-66.97,"net_gex":806.44,"call_oi":114,"put_oi":9},{"strike":45.0,"call_gex":843.69,"put_gex":0.0,"net_gex":843.69,"call_oi":120,"put_oi":0},{"strike":47.5,"call_gex":257.37,"put_gex":0.0,"net_gex":257.37,"call_oi":37,"put_oi":0},{"strike":50.0,"call_gex":2238.0,"put_gex":-13.34,"net_gex":2224.66,"call_oi":630,"put_oi":2},{"strike":55.0,"call_gex":11.11,"put_gex":0.0,"net_gex":11.11,"call_oi":76,"put_oi":0}],"pain_by_strike":[{"strike":7.5,"call_value":0,"put_value":107337.5,"total_value":107337.5},{"strike":10.0,"call_value":17.5,"put_value":88852.5,"total_value":88870.0},{"strike":12.5,"call_value":77.5,"put_value":70375.0,"total_value":70452.5},{"strike":15.0,"call_value":305.0,"put_value":52035.0,"total_value":52340.0},{"strike":17.5,"call_value":2547.5,"put_value":34395.0,"total_value":36942.5},{"strike":20.0,"call_value":6285.0,"put_value":19737.5,"total_value":26022.5},{"strike":22.5,"call_value":21322.5,"put_value":10515.0,"total_value":31837.5},{"strike":25.0,"call_value":43827.5,"put_value":4802.5,"total_value":48630.0},{"strike":27.5,"call_value":73030.0,"put_value":877.5,"total_value":73907.5},{"strike":30.0,"call_value":103672.5,"put_value":530.0,"total_value":104202.5},{"strike":32.5,"call_value":136930.0,"put_value":335.0,"total_value":137265.0},{"strike":35.0,"call_value":170882.5,"put_value":142.5,"total_value":171025.0},{"strike":37.5,"call_value":207410.0,"put_value":90.0,"total_value":207500.0},{"strike":40.0,"call_value":246200.0,"put_value":42.5,"total_value":246242.5},{"strike":42.5,"call_value":285975.0,"put_value":15.0,"total_value":285990.0},{"strike":45.0,"call_value":326035.0,"put_value":10.0,"total_value":326045.0},{"strike":47.5,"call_value":366395.0,"put_value":5.0,"total_value":366400.0},{"strike":50.0,"call_value":406847.5,"put_value":0.0,"total_value":406847.5},{"strike":55.0,"call_value":490902.5,"put_value":0,"total_value":490902.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":217.4,"strike":13.75},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":80.9,"strike":12.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":87.8,"strike":12.08},{"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":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":60.7,"strike":17.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":71.9,"strike":17.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":68.5,"strike":17.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":74.4,"strike":20.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":50.5,"strike":20.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":72.9,"strike":20.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":152.3,"strike":25.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":143.5,"strike":34.41},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":103.4,"strike":33.75}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.4637,"contract_count":4,"total_oi":1850},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":4,"total_oi":1066},{"expiration":"12/18/2026","dte":77,"iv":0.5,"contract_count":4,"total_oi":1045},{"expiration":"01/15/2027","dte":105,"iv":0.8925,"contract_count":4,"total_oi":1554},{"expiration":"02/19/2027","dte":140,"iv":0.4277,"contract_count":3,"total_oi":110},{"expiration":"03/19/2027","dte":168,"iv":0.9566,"contract_count":4,"total_oi":465},{"expiration":"05/21/2027","dte":231,"iv":1.0,"contract_count":4,"total_oi":1319},{"expiration":"12/17/2027","dte":441,"iv":0.3064,"contract_count":3,"total_oi":154},{"expiration":"01/21/2028","dte":476,"iv":0.3447,"contract_count":4,"total_oi":818},{"expiration":"01/19/2029","dte":840,"iv":0.1756,"contract_count":4,"total_oi":104}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2407,"put_oi":788,"total_oi":3195,"pc_ratio":0.327,"pc_ratio_volume":0.617,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2234,"put_oi":921,"total_oi":3155,"pc_ratio":0.412,"pc_ratio_volume":0.706,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":2516,"put_oi":2154,"total_oi":4670,"pc_ratio":0.856,"pc_ratio_volume":0.05,"sentiment":"neutral"},{"expiration":"01/15/2027","dte":105,"call_oi":3587,"put_oi":1216,"total_oi":4803,"pc_ratio":0.339,"pc_ratio_volume":1.076,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":155,"put_oi":171,"total_oi":326,"pc_ratio":1.103,"pc_ratio_volume":0.071,"sentiment":"neutral"},{"expiration":"03/19/2027","dte":168,"call_oi":1610,"put_oi":268,"total_oi":1878,"pc_ratio":0.166,"pc_ratio_volume":0.019,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":1341,"put_oi":23,"total_oi":1364,"pc_ratio":0.017,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":486,"put_oi":138,"total_oi":624,"pc_ratio":0.284,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":2489,"put_oi":1621,"total_oi":4110,"pc_ratio":0.651,"pc_ratio_volume":34.667,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":62,"put_oi":96,"total_oi":158,"pc_ratio":1.548,"pc_ratio_volume":0.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":7.5,"call_delta_oi":666.0,"put_delta_oi":-16.0,"dealer_delta":-649.0,"call_oi":7,"put_oi":2},{"strike":10.0,"call_delta_oi":1582.0,"put_delta_oi":-35.0,"dealer_delta":-1547.0,"call_oi":17,"put_oi":3},{"strike":12.5,"call_delta_oi":5890.0,"put_delta_oi":-965.0,"dealer_delta":-4925.0,"call_oi":67,"put_oi":55},{"strike":15.0,"call_delta_oi":63069.0,"put_delta_oi":-5718.0,"dealer_delta":-57351.0,"call_oi":806,"put_oi":280},{"strike":17.5,"call_delta_oi":39636.0,"put_delta_oi":-38907.0,"dealer_delta":-729.0,"call_oi":598,"put_oi":1193},{"strike":20.0,"call_delta_oi":231992.0,"put_delta_oi":-112981.0,"dealer_delta":-119011.0,"call_oi":4520,"put_oi":2174},{"strike":22.5,"call_delta_oi":101058.0,"put_delta_oi":-79994.0,"dealer_delta":-21064.0,"call_oi":2987,"put_oi":1404},{"strike":25.0,"call_delta_oi":70564.0,"put_delta_oi":-56821.0,"dealer_delta":-13743.0,"call_oi":2679,"put_oi":715},{"strike":27.5,"call_delta_oi":18358.0,"put_delta_oi":-101486.0,"dealer_delta":83127.0,"call_oi":576,"put_oi":1431},{"strike":30.0,"call_delta_oi":22138.0,"put_delta_oi":-4917.0,"dealer_delta":-17221.0,"call_oi":1046,"put_oi":61},{"strike":32.5,"call_delta_oi":7285.0,"put_delta_oi":-85.0,"dealer_delta":-7200.0,"call_oi":278,"put_oi":1},{"strike":35.0,"call_delta_oi":23237.0,"put_delta_oi":-5114.0,"dealer_delta":-18123.0,"call_oi":1030,"put_oi":56},{"strike":37.5,"call_delta_oi":24250.0,"put_delta_oi":-186.0,"dealer_delta":-24064.0,"call_oi":905,"put_oi":2},{"strike":40.0,"call_delta_oi":11201.0,"put_delta_oi":-509.0,"dealer_delta":-10691.0,"call_oi":394,"put_oi":8},{"strike":42.5,"call_delta_oi":2666.0,"put_delta_oi":-580.0,"dealer_delta":-2086.0,"call_oi":114,"put_oi":9},{"strike":45.0,"call_delta_oi":2483.0,"put_delta_oi":0,"dealer_delta":-2483.0,"call_oi":120,"put_oi":0},{"strike":47.5,"call_delta_oi":887.0,"put_delta_oi":0,"dealer_delta":-887.0,"call_oi":37,"put_oi":0},{"strike":50.0,"call_delta_oi":3437.0,"put_delta_oi":-131.0,"dealer_delta":-3306.0,"call_oi":630,"put_oi":2},{"strike":55.0,"call_delta_oi":5.0,"put_delta_oi":0,"dealer_delta":-5.0,"call_oi":76,"put_oi":0}],"net_dealer_delta":-221958.0,"total_call_delta":630405.0,"total_put_delta":-408447.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":18.56999969482422,"strikes":[{"strike":15.0,"moneyness":0.8078,"type":"call","iv":0.6722,"delta":0.7905,"oi":116},{"strike":20.0,"moneyness":1.077,"type":"call","iv":0.8116,"delta":0.5292,"oi":537},{"strike":20.0,"moneyness":1.077,"type":"put","iv":0.7953,"delta":-0.4737,"oi":924},{"strike":22.5,"moneyness":1.2116,"type":"call","iv":0.6649,"delta":0.371,"oi":229},{"strike":25.0,"moneyness":1.3463,"type":"call","iv":0.6954,"delta":0.28,"oi":886},{"strike":27.5,"moneyness":1.4809,"type":"call","iv":0.6371,"delta":0.1713,"oi":209},{"strike":30.0,"moneyness":1.6155,"type":"call","iv":0.6832,"delta":0.1357,"oi":585},{"strike":35.0,"moneyness":1.8848,"type":"call","iv":1.1411,"delta":0.2369,"oi":160},{"strike":50.0,"moneyness":2.6925,"type":"call","iv":0.9189,"delta":0.0401,"oi":568}]},{"expiration":"01/21/2028","underlying_price":18.56999969482422,"strikes":[{"strike":15.0,"moneyness":0.8078,"type":"call","iv":0.6163,"delta":0.7685,"oi":519},{"strike":20.0,"moneyness":1.077,"type":"put","iv":0.6375,"delta":-0.3678,"oi":320},{"strike":20.0,"moneyness":1.077,"type":"call","iv":0.682,"delta":0.6424,"oi":443},{"strike":22.5,"moneyness":1.2116,"type":"put","iv":0.6181,"delta":-0.4369,"oi":555},{"strike":22.5,"moneyness":1.2116,"type":"call","iv":0.6685,"delta":0.5801,"oi":525},{"strike":25.0,"moneyness":1.3463,"type":"call","iv":0.7728,"delta":0.566,"oi":260},{"strike":27.5,"moneyness":1.4809,"type":"put","iv":0.6213,"delta":-0.5484,"oi":663},{"strike":27.5,"moneyness":1.4809,"type":"call","iv":0.6688,"delta":0.4758,"oi":105},{"strike":35.0,"moneyness":1.8848,"type":"call","iv":0.707,"delta":0.3768,"oi":173}]},{"expiration":"03/19/2027","underlying_price":18.56999969482422,"strikes":[{"strike":20.0,"moneyness":1.077,"type":"call","iv":0.867,"delta":0.5792,"oi":308},{"strike":22.5,"moneyness":1.2116,"type":"put","iv":0.701,"delta":-0.5504,"oi":125},{"strike":35.0,"moneyness":1.8848,"type":"call","iv":0.9927,"delta":0.2812,"oi":153},{"strike":37.5,"moneyness":2.0194,"type":"call","iv":1.0507,"delta":0.2722,"oi":752}]},{"expiration":"05/21/2027","underlying_price":18.56999969482422,"strikes":[{"strike":20.0,"moneyness":1.077,"type":"call","iv":0.7736,"delta":0.5909,"oi":1269}]},{"expiration":"10/16/2026","underlying_price":18.56999969482422,"strikes":[{"strike":17.5,"moneyness":0.9424,"type":"put","iv":0.6589,"delta":-0.2906,"oi":327},{"strike":20.0,"moneyness":1.077,"type":"call","iv":0.9026,"delta":0.3664,"oi":1123},{"strike":20.0,"moneyness":1.077,"type":"put","iv":0.5847,"delta":-0.7269,"oi":363},{"strike":22.5,"moneyness":1.2116,"type":"call","iv":1.0111,"delta":0.1834,"oi":822},{"strike":25.0,"moneyness":1.3463,"type":"call","iv":1.0922,"delta":0.0914,"oi":376}]},{"expiration":"11/20/2026","underlying_price":18.56999969482422,"strikes":[{"strike":17.5,"moneyness":0.9424,"type":"put","iv":0.5623,"delta":-0.3371,"oi":198},{"strike":17.5,"moneyness":0.9424,"type":"call","iv":0.8758,"delta":0.6418,"oi":210},{"strike":20.0,"moneyness":1.077,"type":"put","iv":0.2645,"delta":-0.7477,"oi":116},{"strike":20.0,"moneyness":1.077,"type":"call","iv":0.7458,"delta":0.4529,"oi":542},{"strike":22.5,"moneyness":1.2116,"type":"put","iv":0.5826,"delta":-0.7813,"oi":170},{"strike":22.5,"moneyness":1.2116,"type":"call","iv":0.7466,"delta":0.2901,"oi":431},{"strike":25.0,"moneyness":1.3463,"type":"put","iv":0.553,"delta":-0.9122,"oi":348},{"strike":25.0,"moneyness":1.3463,"type":"call","iv":0.7667,"delta":0.1814,"oi":565},{"strike":30.0,"moneyness":1.6155,"type":"call","iv":1.4438,"delta":0.2599,"oi":189},{"strike":32.5,"moneyness":1.7501,"type":"call","iv":1.5621,"delta":0.2435,"oi":167}]},{"expiration":"12/18/2026","underlying_price":18.56999969482422,"strikes":[{"strike":17.5,"moneyness":0.9424,"type":"call","iv":0.9085,"delta":0.645,"oi":141},{"strike":17.5,"moneyness":0.9424,"type":"put","iv":0.5029,"delta":-0.3402,"oi":508},{"strike":20.0,"moneyness":1.077,"type":"put","iv":0.4651,"delta":-0.58,"oi":247},{"strike":20.0,"moneyness":1.077,"type":"call","iv":0.8452,"delta":0.5093,"oi":149},{"strike":22.5,"moneyness":1.2116,"type":"put","iv":0.6366,"delta":-0.6862,"oi":319},{"strike":22.5,"moneyness":1.2116,"type":"call","iv":0.6388,"delta":0.3147,"oi":765},{"strike":25.0,"moneyness":1.3463,"type":"call","iv":0.8095,"delta":0.2755,"oi":539},{"strike":25.0,"moneyness":1.3463,"type":"put","iv":0.7236,"delta":-0.7607,"oi":189},{"strike":27.5,"moneyness":1.4809,"type":"put","iv":0.707,"delta":-0.8481,"oi":767},{"strike":35.0,"moneyness":1.8848,"type":"call","iv":1.0433,"delta":0.1413,"oi":504}]}],"greeks_heatmap":{"data":[{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2459,"call_gamma":0,"put_gamma":0.035235,"call_theta":0,"put_theta":-0.1076,"call_vega":0,"put_vega":0.011,"call_oi":0,"put_oi":55},{"strike":17.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2906,"call_gamma":0,"put_gamma":0.148378,"call_theta":0,"put_theta":-0.0298,"call_vega":0,"put_vega":0.012,"call_oi":0,"put_oi":327},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3664,"put_delta":-0.7269,"call_gamma":0.118973,"put_gamma":0.16228,"call_theta":-0.0465,"put_theta":-0.0244,"call_vega":0.0132,"put_vega":0.0117,"call_oi":1123,"put_oi":363},{"strike":22.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1834,"put_delta":0,"call_gamma":0.07491,"put_gamma":0,"call_theta":-0.0365,"put_theta":0,"call_vega":0.0093,"put_vega":0,"call_oi":822,"put_oi":0},{"strike":17.5,"dte":49,"expiration":"11/20/2026","call_delta":0.6418,"put_delta":-0.3371,"call_gamma":0.063324,"put_gamma":0.096446,"call_theta":-0.024,"put_theta":-0.0136,"call_vega":0.0252,"put_vega":0.0246,"call_oi":210,"put_oi":198},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4529,"put_delta":-0.7477,"call_gamma":0.078876,"put_gamma":0.179289,"call_theta":-0.0215,"put_theta":-0.0041,"call_vega":0.0267,"put_vega":0.0215,"call_oi":542,"put_oi":116},{"strike":22.5,"dte":49,"expiration":"11/20/2026","call_delta":0.2901,"put_delta":-0.7813,"call_gamma":0.068097,"put_gamma":0.075215,"call_theta":-0.0185,"put_theta":-0.0099,"call_vega":0.0231,"put_vega":0.0199,"call_oi":431,"put_oi":170},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1669,"call_gamma":0,"put_gamma":0.050455,"call_theta":0,"put_theta":-0.0077,"call_vega":0,"put_vega":0.0212,"call_oi":0,"put_oi":72},{"strike":17.5,"dte":77,"expiration":"12/18/2026","call_delta":0.645,"put_delta":-0.3402,"call_gamma":0.048364,"put_gamma":0.085997,"call_theta":-0.0198,"put_theta":-0.0094,"call_vega":0.0315,"put_vega":0.0311,"call_oi":141,"put_oi":508},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5093,"put_delta":-0.58,"call_gamma":0.055689,"put_gamma":0.099196,"call_theta":-0.0196,"put_theta":-0.0086,"call_vega":0.0338,"put_vega":0.0331,"call_oi":149,"put_oi":247},{"strike":22.5,"dte":77,"expiration":"12/18/2026","call_delta":0.3147,"put_delta":-0.6862,"call_gamma":0.065602,"put_gamma":0.065747,"call_theta":-0.0132,"put_theta":-0.0106,"call_vega":0.0301,"put_vega":0.0301,"call_oi":765,"put_oi":319}],"strikes":[15.0,17.5,20.0,22.5],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":153.99,"put_25d_iv":255.1,"call_25d_iv":101.11,"put_25d_strike":15.0,"call_25d_strike":22.5,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-99.98,"put_25d_iv":56.23,"call_25d_iv":156.21,"put_25d_strike":17.5,"call_25d_strike":32.5,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-94.19,"put_25d_iv":58.49,"call_25d_iv":152.68,"put_25d_strike":15.0,"call_25d_strike":40.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-22.01,"put_25d_iv":85.8,"call_25d_iv":107.8,"put_25d_strike":15.0,"call_25d_strike":32.5,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-4.91,"put_25d_iv":63.41,"call_25d_iv":68.32,"put_25d_strike":22.5,"call_25d_strike":22.5,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":-39.03,"put_25d_iv":70.1,"call_25d_iv":109.13,"put_25d_strike":22.5,"call_25d_strike":40.0,"skew":"call_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":-14.88,"put_25d_iv":64.07,"call_25d_iv":78.96,"put_25d_strike":22.5,"call_25d_strike":40.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-12.04,"put_25d_iv":63.75,"call_25d_iv":75.78,"put_25d_strike":20.0,"call_25d_strike":40.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":15.0,"call_vanna":-117.0,"put_vanna":13.0,"net_vanna":-104.0,"call_oi":690,"put_oi":195},{"strike":17.5,"call_vanna":-28.0,"put_vanna":49.0,"net_vanna":22.0,"call_oi":467,"put_oi":1116},{"strike":20.0,"call_vanna":-126.0,"put_vanna":37.0,"net_vanna":-89.0,"call_oi":4507,"put_oi":2040},{"strike":22.5,"call_vanna":73.0,"put_vanna":-6.0,"net_vanna":67.0,"call_oi":2911,"put_oi":1392},{"strike":25.0,"call_vanna":135.0,"put_vanna":-36.0,"net_vanna":100.0,"call_oi":2626,"put_oi":603},{"strike":27.5,"call_vanna":27.0,"put_vanna":-86.0,"net_vanna":-59.0,"call_oi":491,"put_oi":1430},{"strike":30.0,"call_vanna":78.0,"put_vanna":0,"net_vanna":78.0,"call_oi":1022,"put_oi":0},{"strike":32.5,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":219,"put_oi":0},{"strike":35.0,"call_vanna":85.0,"put_vanna":0,"net_vanna":85.0,"call_oi":990,"put_oi":0},{"strike":37.5,"call_vanna":89.0,"put_vanna":0,"net_vanna":89.0,"call_oi":872,"put_oi":0},{"strike":40.0,"call_vanna":39.0,"put_vanna":0,"net_vanna":39.0,"call_oi":379,"put_oi":0},{"strike":42.5,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":81,"put_oi":0},{"strike":50.0,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":568,"put_oi":0},{"strike":55.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":76,"put_oi":0}],"net_vanna":273.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":15.0,"call_charm":0,"put_charm":3794.0,"net_charm":3794.0,"call_oi":0,"put_oi":55},{"strike":17.5,"call_charm":-2409.0,"put_charm":8046.0,"net_charm":5637.0,"call_oi":210,"put_oi":525},{"strike":20.0,"call_charm":-53816.0,"put_charm":17078.0,"net_charm":-36739.0,"call_oi":1665,"put_oi":479},{"strike":22.5,"call_charm":-16077.0,"put_charm":977.0,"net_charm":-15100.0,"call_oi":1253,"put_oi":170},{"strike":25.0,"call_charm":-3292.0,"put_charm":818.0,"net_charm":-2474.0,"call_oi":941,"put_oi":348},{"strike":27.5,"call_charm":-532.0,"put_charm":0,"net_charm":-532.0,"call_oi":81,"put_oi":0},{"strike":30.0,"call_charm":-1217.0,"put_charm":0,"net_charm":-1217.0,"call_oi":189,"put_oi":0},{"strike":32.5,"call_charm":-1052.0,"put_charm":0,"net_charm":-1052.0,"call_oi":167,"put_oi":0}],"net_charm":-47683.0,"weekend_delta_shift":-143049.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":66582.0,"put_delta":-39023.0,"net_delta":27559.0,"call_oi":2407,"put_oi":788,"total_oi":3195,"total_volume":637,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":73308.0,"put_delta":-65453.0,"net_delta":7855.0,"call_oi":2234,"put_oi":921,"total_oi":3155,"total_volume":29,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":76317.0,"put_delta":-138271.0,"net_delta":-61954.0,"call_oi":2516,"put_oi":2154,"total_oi":4670,"total_volume":42,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":96272.0,"put_delta":-57976.0,"net_delta":38295.0,"call_oi":3587,"put_oi":1216,"total_oi":4803,"total_volume":191,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":7374.0,"put_delta":-9090.0,"net_delta":-1716.0,"call_oi":155,"put_oi":171,"total_oi":326,"total_volume":30,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":58167.0,"put_delta":-12665.0,"net_delta":45502.0,"call_oi":1610,"put_oi":268,"total_oi":1878,"total_volume":54,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":79677.0,"put_delta":-899.0,"net_delta":78779.0,"call_oi":1341,"put_oi":23,"total_oi":1364,"total_volume":1,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":26040.0,"put_delta":-6349.0,"net_delta":19691.0,"call_oi":486,"put_oi":138,"total_oi":624,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":142616.0,"put_delta":-75961.0,"net_delta":66655.0,"call_oi":2489,"put_oi":1621,"total_oi":4110,"total_volume":107,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":4052.0,"put_delta":-2760.0,"net_delta":1292.0,"call_oi":62,"put_oi":96,"total_oi":158,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":7.5,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":7,"put_oi":2,"total_oi":9,"bias":"bearish"},{"strike":10.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":17,"put_oi":3,"total_oi":20,"bias":"bearish"},{"strike":12.5,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":67,"put_oi":55,"total_oi":122,"bias":"bearish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":806,"put_oi":280,"total_oi":1086,"bias":"neutral"},{"strike":17.5,"call_volume":5,"put_volume":233,"total_volume":238,"call_oi":598,"put_oi":1193,"total_oi":1791,"bias":"bearish"},{"strike":20.0,"call_volume":261,"put_volume":183,"total_volume":444,"call_oi":4520,"put_oi":2174,"total_oi":6694,"bias":"neutral"},{"strike":22.5,"call_volume":279,"put_volume":42,"total_volume":321,"call_oi":2987,"put_oi":1404,"total_oi":4391,"bias":"bullish"},{"strike":25.0,"call_volume":58,"put_volume":0,"total_volume":58,"call_oi":2679,"put_oi":715,"total_oi":3394,"bias":"bullish"},{"strike":27.5,"call_volume":27,"put_volume":2,"total_volume":29,"call_oi":576,"put_oi":1431,"total_oi":2007,"bias":"bullish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1046,"put_oi":61,"total_oi":1107,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":278,"put_oi":1,"total_oi":279,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1030,"put_oi":56,"total_oi":1086,"bias":"neutral"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":905,"put_oi":2,"total_oi":907,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":394,"put_oi":8,"total_oi":402,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":114,"put_oi":9,"total_oi":123,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":120,"put_oi":0,"total_oi":120,"bias":"neutral"},{"strike":47.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":0,"total_oi":37,"bias":"neutral"},{"strike":50.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":630,"put_oi":2,"total_oi":632,"bias":"bullish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":0,"total_oi":76,"bias":"neutral"}],"underlying_price":18.56999969482422,"peak_call_strike":22.5,"peak_put_strike":17.5,"total_call_volume":631,"total_put_volume":464,"volume_pc_ratio":0.735},"iv_contours":{"x":[0.81,0.94,1.08,1.21],"y":[14,49,77,105,140,168],"z":[[166.99,60.72,74.37,81.81],[60.23,71.91,50.52,66.46],[60.17,70.57,65.52,63.77],[76.51,72.99,80.34,66.36],[null,54.53,73.31,65.86],[79.14,68.88,79.67,72.32]],"levels":[50.5,62.2,73.8,85.5,97.1,108.8,120.4,132.0,143.7,155.3,167.0],"min_iv":50.5,"max_iv":167.0},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":17.5,"atm_iv":87.58,"otm_strike":20.0,"otm_iv":74.58,"itm_strike":17.5,"itm_iv":87.58,"iv_butterfly":-13.0,"price_butterfly":-1.43,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":17.5,"atm_iv":90.85,"otm_strike":20.0,"otm_iv":84.52,"itm_strike":17.5,"itm_iv":90.85,"iv_butterfly":-6.33,"price_butterfly":-1.25,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":17.5,"atm_iv":69.08,"otm_strike":20.0,"otm_iv":86.7,"itm_strike":17.5,"itm_iv":69.08,"iv_butterfly":17.62,"price_butterfly":-0.15,"convexity":"high_convexity"},{"expiration":"12/17/2027","dte":441,"atm_strike":17.5,"atm_iv":65.92,"otm_strike":20.0,"otm_iv":64.69,"itm_strike":17.5,"itm_iv":65.92,"iv_butterfly":-1.23,"price_butterfly":-1.0,"convexity":"inverted"},{"expiration":"01/21/2028","dte":476,"atm_strike":17.5,"atm_iv":68.51,"otm_strike":20.0,"otm_iv":68.2,"itm_strike":17.5,"itm_iv":68.51,"iv_butterfly":-0.3,"price_butterfly":-0.9,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":100.52},{"date":"2026-09-15","iv":99.43},{"date":"2026-09-16","iv":106.13},{"date":"2026-09-17","iv":93.64},{"date":"2026-09-18","iv":89.85},{"date":"2026-09-21","iv":85.86},{"date":"2026-09-22","iv":83.9},{"date":"2026-09-23","iv":88.5},{"date":"2026-09-24","iv":83.1},{"date":"2026-09-25","iv":85.4},{"date":"2026-09-28","iv":88.8},{"date":"2026-09-29","iv":91.3},{"date":"2026-09-30","iv":82.9},{"date":"2026-10-01","iv":88.4},{"date":"2026-10-02","iv":92.4}]}}