{"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":"LNTH","summary":{"name":"LNTH","price":99.96,"total_oi":11017,"call_oi":8525,"put_oi":2492,"pc_ratio":0.292,"net_gex":817517.48,"avg_iv":52.0,"iv_rank":40.0,"iv_52w_high":77.79,"iv_52w_low":34.8,"gamma_flip":97.84,"max_pain":70.0},"features":{"symbol":"LNTH","price":99.96,"total_oi":11017,"analysis_coverage":0.9444,"avg_iv_pct":52.0,"iv_rank":40.0,"iv_52w_high_pct":77.79,"iv_52w_low_pct":34.8,"front_dte":14,"front_atm_iv_pct":28.1342,"back_atm_iv_pct":16.5394,"term_premium_pp":11.5948,"expected_move_front_pct":5.51,"straddle_front_pct":4.8,"straddle_30d_pct":4.8,"risk_reversal_front_pp":105.94,"risk_reversal_30d_pp":105.94,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.292,"put_call_oi_front_ratio":0.228,"put_call_volume_front_ratio":0.0,"option_volume":2,"volume_oi_ratio":0.000182,"net_delta_normalized":0.137219,"dealer_delta_normalized":-0.062974,"gex_per_100k_oi":7420509.031497,"vanna_per_100k_oi":-99.845693,"charm_per_100k_oi":219070.527367,"weekend_delta_shift_per_100k_oi":657220.658982,"iv_surface_range_pp":164.7,"gamma_flip_distance_pct":-2.120848,"max_pain_distance_pct":-29.971989,"peak_call_distance_pct":-24.969988,"peak_put_distance_pct":0.040016},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":14,"put_oi":0},{"strike":30.0,"call_gex":0.0,"put_gex":-45.6,"net_gex":-45.6,"call_oi":22,"put_oi":5},{"strike":32.5,"call_gex":0.0,"put_gex":-176.06,"net_gex":-176.06,"call_oi":1,"put_oi":17},{"strike":35.0,"call_gex":0.0,"put_gex":-4741.09,"net_gex":-4741.09,"call_oi":10,"put_oi":406},{"strike":37.5,"call_gex":0.0,"put_gex":-157.38,"net_gex":-157.38,"call_oi":5,"put_oi":12},{"strike":40.0,"call_gex":0.0,"put_gex":-1948.07,"net_gex":-1948.07,"call_oi":43,"put_oi":133},{"strike":42.5,"call_gex":0.0,"put_gex":-131.16,"net_gex":-131.16,"call_oi":0,"put_oi":8},{"strike":45.0,"call_gex":0.0,"put_gex":-5981.9,"net_gex":-5981.9,"call_oi":33,"put_oi":328},{"strike":47.5,"call_gex":0.0,"put_gex":-183.06,"net_gex":-183.06,"call_oi":33,"put_oi":9},{"strike":50.0,"call_gex":0.0,"put_gex":-1536.72,"net_gex":-1536.72,"call_oi":162,"put_oi":68},{"strike":52.5,"call_gex":0.0,"put_gex":-25.15,"net_gex":-25.15,"call_oi":2,"put_oi":1},{"strike":55.0,"call_gex":0.0,"put_gex":-860.88,"net_gex":-860.88,"call_oi":117,"put_oi":31},{"strike":57.5,"call_gex":0.0,"put_gex":-93.32,"net_gex":-93.32,"call_oi":11,"put_oi":3},{"strike":60.0,"call_gex":0.0,"put_gex":-1512.97,"net_gex":-1512.97,"call_oi":217,"put_oi":44},{"strike":62.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":65.0,"call_gex":0.0,"put_gex":-11874.68,"net_gex":-11874.68,"call_oi":176,"put_oi":275},{"strike":67.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":70.0,"call_gex":0.0,"put_gex":-7950.38,"net_gex":-7950.38,"call_oi":421,"put_oi":150},{"strike":72.5,"call_gex":0.0,"put_gex":-121.96,"net_gex":-121.96,"call_oi":2,"put_oi":2},{"strike":75.0,"call_gex":0.0,"put_gex":-2512.37,"net_gex":-2512.37,"call_oi":496,"put_oi":38},{"strike":77.5,"call_gex":0.0,"put_gex":-159.63,"net_gex":-159.63,"call_oi":11,"put_oi":2},{"strike":80.0,"call_gex":0.0,"put_gex":-3178.64,"net_gex":-3178.64,"call_oi":1314,"put_oi":38},{"strike":82.5,"call_gex":0.0,"put_gex":-2158.12,"net_gex":-2158.12,"call_oi":9,"put_oi":20},{"strike":85.0,"call_gex":0.0,"put_gex":-21545.74,"net_gex":-21545.74,"call_oi":1175,"put_oi":173},{"strike":87.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":191,"put_oi":0},{"strike":90.0,"call_gex":0.0,"put_gex":-5316.24,"net_gex":-5316.24,"call_oi":732,"put_oi":30},{"strike":92.5,"call_gex":1162.29,"put_gex":0.0,"net_gex":1162.29,"call_oi":7,"put_oi":0},{"strike":95.0,"call_gex":2789.85,"put_gex":-24604.16,"net_gex":-21814.32,"call_oi":771,"put_oi":77},{"strike":97.5,"call_gex":2562.85,"put_gex":0.0,"net_gex":2562.85,"call_oi":4,"put_oi":0},{"strike":100.0,"call_gex":999579.18,"put_gex":-344794.59,"net_gex":654784.59,"call_oi":1066,"put_oi":582},{"strike":105.0,"call_gex":119608.51,"put_gex":-3909.12,"net_gex":115699.39,"call_oi":281,"put_oi":8},{"strike":110.0,"call_gex":39990.24,"put_gex":-6978.6,"net_gex":33011.64,"call_oi":151,"put_oi":31},{"strike":115.0,"call_gex":13202.96,"put_gex":0.0,"net_gex":13202.96,"call_oi":71,"put_oi":0},{"strike":120.0,"call_gex":48990.06,"put_gex":-155.04,"net_gex":48835.02,"call_oi":335,"put_oi":1},{"strike":125.0,"call_gex":5304.57,"put_gex":0.0,"net_gex":5304.57,"call_oi":43,"put_oi":0},{"strike":130.0,"call_gex":4847.91,"put_gex":0.0,"net_gex":4847.91,"call_oi":45,"put_oi":0},{"strike":135.0,"call_gex":1128.95,"put_gex":0.0,"net_gex":1128.95,"call_oi":12,"put_oi":0},{"strike":140.0,"call_gex":843.64,"put_gex":0.0,"net_gex":843.64,"call_oi":10,"put_oi":0},{"strike":145.0,"call_gex":2846.68,"put_gex":0.0,"net_gex":2846.68,"call_oi":38,"put_oi":0},{"strike":150.0,"call_gex":8112.97,"put_gex":0.0,"net_gex":8112.97,"call_oi":173,"put_oi":0},{"strike":155.0,"call_gex":5906.89,"put_gex":0.0,"net_gex":5906.89,"call_oi":91,"put_oi":0},{"strike":160.0,"call_gex":6977.08,"put_gex":0.0,"net_gex":6977.08,"call_oi":115,"put_oi":0},{"strike":165.0,"call_gex":4754.31,"put_gex":0.0,"net_gex":4754.31,"call_oi":84,"put_oi":0},{"strike":170.0,"call_gex":1214.45,"put_gex":0.0,"net_gex":1214.45,"call_oi":22,"put_oi":0},{"strike":180.0,"call_gex":346.74,"put_gex":0.0,"net_gex":346.74,"call_oi":7,"put_oi":0}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":105385.0,"total_value":105385.0},{"strike":30.0,"call_value":70.0,"put_value":92925.0,"total_value":92995.0},{"strike":32.5,"call_value":160.0,"put_value":86707.5,"total_value":86867.5},{"strike":35.0,"call_value":252.5,"put_value":80532.5,"total_value":80785.0},{"strike":37.5,"call_value":370.0,"put_value":75372.5,"total_value":75742.5},{"strike":40.0,"call_value":500.0,"put_value":70242.5,"total_value":70742.5},{"strike":42.5,"call_value":737.5,"put_value":65445.0,"total_value":66182.5},{"strike":45.0,"call_value":975.0,"put_value":60667.5,"total_value":61642.5},{"strike":47.5,"call_value":1295.0,"put_value":56710.0,"total_value":58005.0},{"strike":50.0,"call_value":1697.5,"put_value":52775.0,"total_value":54472.5},{"strike":52.5,"call_value":2505.0,"put_value":49010.0,"total_value":51515.0},{"strike":55.0,"call_value":3317.5,"put_value":45247.5,"total_value":48565.0},{"strike":57.5,"call_value":4422.5,"put_value":41562.5,"total_value":45985.0},{"strike":60.0,"call_value":5555.0,"put_value":37885.0,"total_value":43440.0},{"strike":62.5,"call_value":7230.0,"put_value":34317.5,"total_value":41547.5},{"strike":65.0,"call_value":8907.5,"put_value":30750.0,"total_value":39657.5},{"strike":67.5,"call_value":11025.0,"put_value":27870.0,"total_value":38895.0},{"strike":70.0,"call_value":13145.0,"put_value":24990.0,"total_value":38135.0},{"strike":72.5,"call_value":16317.5,"put_value":22485.0,"total_value":38802.5},{"strike":75.0,"call_value":19495.0,"put_value":19985.0,"total_value":39480.0},{"strike":77.5,"call_value":23912.5,"put_value":17580.0,"total_value":41492.5},{"strike":80.0,"call_value":28357.5,"put_value":15180.0,"total_value":43537.5},{"strike":82.5,"call_value":36087.5,"put_value":12875.0,"total_value":48962.5},{"strike":85.0,"call_value":43840.0,"put_value":10620.0,"total_value":54460.0},{"strike":87.5,"call_value":54530.0,"put_value":8797.5,"total_value":63327.5},{"strike":90.0,"call_value":65697.5,"put_value":6975.0,"total_value":72672.5},{"strike":92.5,"call_value":78695.0,"put_value":5227.5,"total_value":83922.5},{"strike":95.0,"call_value":91710.0,"put_value":3480.0,"total_value":95190.0},{"strike":97.5,"call_value":106652.5,"put_value":1925.0,"total_value":108577.5},{"strike":100.0,"call_value":121605.0,"put_value":370.0,"total_value":121975.0},{"strike":105.0,"call_value":156840.0,"put_value":170.0,"total_value":157010.0},{"strike":110.0,"call_value":193480.0,"put_value":10.0,"total_value":193490.0},{"strike":115.0,"call_value":230875.0,"put_value":5.0,"total_value":230880.0},{"strike":120.0,"call_value":268625.0,"put_value":0.0,"total_value":268625.0},{"strike":125.0,"call_value":308050.0,"put_value":0.0,"total_value":308050.0},{"strike":130.0,"call_value":347690.0,"put_value":0.0,"total_value":347690.0},{"strike":135.0,"call_value":387555.0,"put_value":0.0,"total_value":387555.0},{"strike":140.0,"call_value":427480.0,"put_value":0.0,"total_value":427480.0},{"strike":145.0,"call_value":467455.0,"put_value":0.0,"total_value":467455.0},{"strike":150.0,"call_value":507620.0,"put_value":0.0,"total_value":507620.0},{"strike":155.0,"call_value":548650.0,"put_value":0.0,"total_value":548650.0},{"strike":160.0,"call_value":590135.0,"put_value":0.0,"total_value":590135.0},{"strike":165.0,"call_value":632195.0,"put_value":0.0,"total_value":632195.0},{"strike":170.0,"call_value":674675.0,"put_value":0.0,"total_value":674675.0},{"strike":180.0,"call_value":759855.0,"put_value":0,"total_value":759855.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":249.0,"strike":60.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":111.1,"strike":57.05},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":88.4,"strike":90.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":33.2,"strike":90.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":62.9,"strike":95.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":16.6,"strike":95.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":15.1,"strike":94.38},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":10.8,"strike":100.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":16.3,"strike":100.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":9.8,"strike":99.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":58.8,"strike":105.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":29.6,"strike":105.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":15.9,"strike":105.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":79.0,"strike":110.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":23.0,"strike":110.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":125.0,"strike":125.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":58.7,"strike":142.92}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":5,"total_oi":190},{"expiration":"11/20/2026","dte":49,"iv":0.2997,"contract_count":4,"total_oi":12},{"expiration":"12/18/2026","dte":77,"iv":0.2029,"contract_count":9,"total_oi":322},{"expiration":"01/15/2027","dte":105,"iv":0.1929,"contract_count":6,"total_oi":308},{"expiration":"04/16/2027","dte":196,"iv":0.0146,"contract_count":3,"total_oi":382},{"expiration":"06/17/2027","dte":258,"iv":0.0,"contract_count":3,"total_oi":424},{"expiration":"09/17/2027","dte":350,"iv":0.1428,"contract_count":1,"total_oi":5},{"expiration":"12/17/2027","dte":441,"iv":0.1069,"contract_count":4,"total_oi":421}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.51,"expected_move_2std":11.03,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":6.06,"expected_move_2std":12.11,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":5.73,"expected_move_2std":11.45,"contract_count":5},{"expiration":"01/15/2027","dte":105,"expected_move_1std":6.53,"expected_move_2std":13.06,"contract_count":3},{"expiration":"04/16/2027","dte":196,"expected_move_1std":6.02,"expected_move_2std":12.04,"contract_count":2},{"expiration":"06/17/2027","dte":258,"expected_move_1std":3.54,"expected_move_2std":7.07,"contract_count":1},{"expiration":"12/17/2027","dte":441,"expected_move_1std":16.29,"expected_move_2std":32.58,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2197,"put_oi":502,"total_oi":2699,"pc_ratio":0.228,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":207,"put_oi":5,"total_oi":212,"pc_ratio":0.024,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":2286,"put_oi":1008,"total_oi":3294,"pc_ratio":0.441,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":2106,"put_oi":509,"total_oi":2615,"pc_ratio":0.242,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":414,"put_oi":383,"total_oi":797,"pc_ratio":0.925,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"06/17/2027","dte":258,"call_oi":480,"put_oi":1,"total_oi":481,"pc_ratio":0.002,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"09/17/2027","dte":350,"call_oi":5,"put_oi":0,"total_oi":5,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":830,"put_oi":84,"total_oi":914,"pc_ratio":0.101,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-21.0,"dealer_delta":21.0,"call_oi":0,"put_oi":5},{"strike":32.5,"call_delta_oi":0,"put_delta_oi":-76.0,"dealer_delta":76.0,"call_oi":0,"put_oi":17},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-1963.0,"dealer_delta":1963.0,"call_oi":0,"put_oi":406},{"strike":37.5,"call_delta_oi":0,"put_delta_oi":-62.0,"dealer_delta":62.0,"call_oi":0,"put_oi":12},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-737.0,"dealer_delta":737.0,"call_oi":0,"put_oi":133},{"strike":42.5,"call_delta_oi":0,"put_delta_oi":-47.0,"dealer_delta":47.0,"call_oi":0,"put_oi":8},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-2070.0,"dealer_delta":2070.0,"call_oi":0,"put_oi":328},{"strike":47.5,"call_delta_oi":0,"put_delta_oi":-61.0,"dealer_delta":61.0,"call_oi":0,"put_oi":9},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-487.0,"dealer_delta":487.0,"call_oi":0,"put_oi":68},{"strike":52.5,"call_delta_oi":0,"put_delta_oi":-8.0,"dealer_delta":8.0,"call_oi":0,"put_oi":1},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-248.0,"dealer_delta":248.0,"call_oi":0,"put_oi":31},{"strike":57.5,"call_delta_oi":0,"put_delta_oi":-26.0,"dealer_delta":26.0,"call_oi":0,"put_oi":3},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-387.0,"dealer_delta":387.0,"call_oi":0,"put_oi":44},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-2527.0,"dealer_delta":2527.0,"call_oi":0,"put_oi":275},{"strike":70.0,"call_delta_oi":0,"put_delta_oi":-1583.0,"dealer_delta":1583.0,"call_oi":0,"put_oi":150},{"strike":72.5,"call_delta_oi":0,"put_delta_oi":-22.0,"dealer_delta":22.0,"call_oi":0,"put_oi":2},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-399.0,"dealer_delta":399.0,"call_oi":0,"put_oi":38},{"strike":77.5,"call_delta_oi":0,"put_delta_oi":-25.0,"dealer_delta":25.0,"call_oi":0,"put_oi":2},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-393.0,"dealer_delta":393.0,"call_oi":0,"put_oi":38},{"strike":82.5,"call_delta_oi":0,"put_delta_oi":-296.0,"dealer_delta":296.0,"call_oi":0,"put_oi":20},{"strike":85.0,"call_delta_oi":0,"put_delta_oi":-3265.0,"dealer_delta":3265.0,"call_oi":0,"put_oi":173},{"strike":90.0,"call_delta_oi":0,"put_delta_oi":-679.0,"dealer_delta":679.0,"call_oi":0,"put_oi":30},{"strike":92.5,"call_delta_oi":674.0,"put_delta_oi":0,"dealer_delta":-674.0,"call_oi":7,"put_oi":0},{"strike":95.0,"call_delta_oi":842.0,"put_delta_oi":-1930.0,"dealer_delta":1088.0,"call_oi":9,"put_oi":77},{"strike":97.5,"call_delta_oi":307.0,"put_delta_oi":0,"dealer_delta":-307.0,"call_oi":4,"put_oi":0},{"strike":100.0,"call_delta_oi":81152.0,"put_delta_oi":-22741.0,"dealer_delta":-58411.0,"call_oi":1066,"put_oi":582},{"strike":105.0,"call_delta_oi":10232.0,"put_delta_oi":-553.0,"dealer_delta":-9679.0,"call_oi":281,"put_oi":8},{"strike":110.0,"call_delta_oi":3888.0,"put_delta_oi":-1860.0,"dealer_delta":-2029.0,"call_oi":151,"put_oi":31},{"strike":115.0,"call_delta_oi":1729.0,"put_delta_oi":0,"dealer_delta":-1729.0,"call_oi":71,"put_oi":0},{"strike":120.0,"call_delta_oi":5033.0,"put_delta_oi":-75.0,"dealer_delta":-4958.0,"call_oi":335,"put_oi":1},{"strike":125.0,"call_delta_oi":905.0,"put_delta_oi":0,"dealer_delta":-905.0,"call_oi":43,"put_oi":0},{"strike":130.0,"call_delta_oi":885.0,"put_delta_oi":0,"dealer_delta":-885.0,"call_oi":45,"put_oi":0},{"strike":135.0,"call_delta_oi":190.0,"put_delta_oi":0,"dealer_delta":-190.0,"call_oi":12,"put_oi":0},{"strike":140.0,"call_delta_oi":157.0,"put_delta_oi":0,"dealer_delta":-157.0,"call_oi":10,"put_oi":0},{"strike":145.0,"call_delta_oi":513.0,"put_delta_oi":0,"dealer_delta":-513.0,"call_oi":38,"put_oi":0},{"strike":150.0,"call_delta_oi":1024.0,"put_delta_oi":0,"dealer_delta":-1024.0,"call_oi":173,"put_oi":0},{"strike":155.0,"call_delta_oi":1283.0,"put_delta_oi":0,"dealer_delta":-1283.0,"call_oi":91,"put_oi":0},{"strike":160.0,"call_delta_oi":1592.0,"put_delta_oi":0,"dealer_delta":-1592.0,"call_oi":115,"put_oi":0},{"strike":165.0,"call_delta_oi":1106.0,"put_delta_oi":0,"dealer_delta":-1106.0,"call_oi":84,"put_oi":0},{"strike":170.0,"call_delta_oi":313.0,"put_delta_oi":0,"dealer_delta":-313.0,"call_oi":22,"put_oi":0},{"strike":180.0,"call_delta_oi":95.0,"put_delta_oi":0,"dealer_delta":-95.0,"call_oi":7,"put_oi":0}],"net_dealer_delta":-69378.0,"total_call_delta":111918.0,"total_put_delta":-42540.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":99.95999908447266,"strikes":[{"strike":45.0,"moneyness":0.4502,"type":"put","iv":1.2755,"delta":-0.063,"oi":107},{"strike":100.0,"moneyness":1.0004,"type":"call","iv":0.0371,"delta":0.7262,"oi":147},{"strike":150.0,"moneyness":1.5006,"type":"call","iv":0.4092,"delta":0.0452,"oi":152}]},{"expiration":"04/16/2027","underlying_price":99.95999908447266,"strikes":[{"strike":100.0,"moneyness":1.0004,"type":"put","iv":0.1104,"delta":-0.3757,"oi":372}]},{"expiration":"06/17/2027","underlying_price":99.95999908447266,"strikes":[{"strike":100.0,"moneyness":1.0004,"type":"call","iv":0.0421,"delta":0.8034,"oi":421}]},{"expiration":"10/16/2026","underlying_price":99.95999908447266,"strikes":[{"strike":65.0,"moneyness":0.6503,"type":"put","iv":1.9715,"delta":-0.089,"oi":220}]},{"expiration":"12/17/2027","underlying_price":99.95999908447266,"strikes":[{"strike":100.0,"moneyness":1.0004,"type":"call","iv":0.0579,"delta":0.797,"oi":369}]},{"expiration":"12/18/2026","underlying_price":99.95999908447266,"strikes":[{"strike":35.0,"moneyness":0.3501,"type":"put","iv":1.8834,"delta":-0.0483,"oi":402},{"strike":45.0,"moneyness":0.4502,"type":"put","iv":1.487,"delta":-0.0632,"oi":219},{"strike":105.0,"moneyness":1.0504,"type":"call","iv":0.1948,"delta":0.3411,"oi":144},{"strike":120.0,"moneyness":1.2005,"type":"call","iv":0.3191,"delta":0.1311,"oi":270}]}],"greeks_heatmap":{"data":[{"strike":70.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1019,"call_gamma":0,"put_gamma":0.00552,"call_theta":0,"put_theta":-0.2192,"call_vega":0,"put_vega":0.0336,"call_oi":75,"put_oi":87},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":80,"put_oi":0},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":251,"put_oi":0},{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1913,"call_gamma":0,"put_gamma":0.012767,"call_theta":0,"put_theta":-0.2212,"call_vega":0,"put_vega":0.0514,"call_oi":854,"put_oi":92},{"strike":90.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":74,"put_oi":0},{"strike":95.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":607,"put_oi":0},{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5353,"put_delta":0,"call_gamma":0.292027,"put_gamma":0,"call_theta":-0.027,"put_theta":0,"call_vega":0.075,"put_vega":0,"call_oi":74,"put_oi":0},{"strike":90.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":197,"put_oi":0},{"strike":70.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":86,"put_oi":0},{"strike":75.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":110,"put_oi":0},{"strike":80.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":678,"put_oi":0},{"strike":85.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":105,"put_oi":0},{"strike":87.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":191,"put_oi":0},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4371,"call_gamma":0,"put_gamma":0.057963,"call_theta":0,"put_theta":-0.0123,"call_vega":0,"put_vega":0.1797,"call_oi":0,"put_oi":58},{"strike":105.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3411,"put_delta":0,"call_gamma":0.041289,"put_gamma":0,"call_theta":-0.0252,"put_theta":0,"call_vega":0.1673,"put_vega":0,"call_oi":144,"put_oi":0},{"strike":110.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2033,"put_delta":0,"call_gamma":0.028631,"put_gamma":0,"call_theta":-0.0206,"put_theta":0,"call_vega":0.129,"put_vega":0,"call_oi":67,"put_oi":0},{"strike":120.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1311,"put_delta":0,"call_gamma":0.014618,"put_gamma":0,"call_theta":-0.0218,"put_theta":0,"call_vega":0.097,"put_vega":0,"call_oi":270,"put_oi":0}],"strikes":[70.0,75.0,80.0,85.0,87.5,90.0,95.0,100.0,105.0,110.0,120.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":105.94,"put_25d_iv":113.15,"call_25d_iv":7.21,"put_25d_strike":85.0,"call_25d_strike":100.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":127.05,"put_25d_iv":148.7,"call_25d_iv":21.65,"put_25d_strike":45.0,"call_25d_strike":110.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-6.99,"put_25d_iv":8.74,"call_25d_iv":15.73,"put_25d_strike":100.0,"call_25d_strike":105.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":35.0,"call_vanna":0,"put_vanna":17.0,"net_vanna":17.0,"call_oi":0,"put_oi":402},{"strike":40.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":127},{"strike":45.0,"call_vanna":0,"put_vanna":17.0,"net_vanna":17.0,"call_oi":0,"put_oi":326},{"strike":65.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":220},{"strike":70.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":87},{"strike":85.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":92},{"strike":100.0,"call_vanna":-140.0,"put_vanna":31.0,"net_vanna":-109.0,"call_oi":1011,"put_oi":519},{"strike":105.0,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":198,"put_oi":0},{"strike":110.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":67,"put_oi":0},{"strike":120.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":270,"put_oi":0},{"strike":150.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":152,"put_oi":0},{"strike":160.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":67,"put_oi":0}],"net_vanna":-11.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":65.0,"call_charm":0,"put_charm":11699.0,"net_charm":11699.0,"call_oi":0,"put_oi":220},{"strike":70.0,"call_charm":0,"put_charm":5068.0,"net_charm":5068.0,"call_oi":0,"put_oi":87},{"strike":85.0,"call_charm":0,"put_charm":10152.0,"net_charm":10152.0,"call_oi":0,"put_oi":92},{"strike":100.0,"call_charm":-2784.0,"put_charm":0,"net_charm":-2784.0,"call_oi":74,"put_oi":0}],"net_charm":24135.0,"weekend_delta_shift":72406.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":7766.0,"put_delta":-7608.0,"net_delta":158.0,"call_oi":207,"put_oi":502,"total_oi":709,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":610.0,"put_delta":-164.0,"net_delta":446.0,"call_oi":7,"put_oi":5,"total_oi":12,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":18159.0,"put_delta":-9700.0,"net_delta":8460.0,"call_oi":802,"put_oi":1008,"total_oi":1810,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":19596.0,"put_delta":-7840.0,"net_delta":11756.0,"call_oi":709,"put_oi":509,"total_oi":1218,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":653.0,"put_delta":-14730.0,"net_delta":-14077.0,"call_oi":10,"put_oi":383,"total_oi":393,"total_volume":0,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":33906.0,"put_delta":-55.0,"net_delta":33851.0,"call_oi":423,"put_oi":1,"total_oi":424,"total_volume":0,"bias":"neutral"},{"expiration":"09/17/2027","dte":350,"call_delta":251.0,"put_delta":0,"net_delta":251.0,"call_oi":5,"put_oi":0,"total_oi":5,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":30977.0,"put_delta":-2443.0,"net_delta":28533.0,"call_oi":401,"put_oi":84,"total_oi":485,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":100.0,"straddle_price":4.8,"straddle_pct":4.8,"implied_move":4.8,"avg_iv":13.1}],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":0,"total_oi":14,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":5,"total_oi":27,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":17,"total_oi":18,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":406,"total_oi":416,"bias":"neutral"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":12,"total_oi":17,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":133,"total_oi":176,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":8,"total_oi":8,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":328,"total_oi":361,"bias":"neutral"},{"strike":47.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":9,"total_oi":42,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":162,"put_oi":68,"total_oi":230,"bias":"neutral"},{"strike":52.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":1,"total_oi":3,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":117,"put_oi":31,"total_oi":148,"bias":"neutral"},{"strike":57.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":3,"total_oi":14,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":217,"put_oi":44,"total_oi":261,"bias":"neutral"},{"strike":62.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":176,"put_oi":275,"total_oi":451,"bias":"neutral"},{"strike":67.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":421,"put_oi":150,"total_oi":571,"bias":"neutral"},{"strike":72.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":2,"total_oi":4,"bias":"neutral"},{"strike":75.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":496,"put_oi":38,"total_oi":534,"bias":"bullish"},{"strike":77.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":2,"total_oi":13,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1314,"put_oi":38,"total_oi":1352,"bias":"neutral"},{"strike":82.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":20,"total_oi":29,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1175,"put_oi":173,"total_oi":1348,"bias":"neutral"},{"strike":87.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":191,"put_oi":0,"total_oi":191,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":732,"put_oi":30,"total_oi":762,"bias":"neutral"},{"strike":92.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":771,"put_oi":77,"total_oi":848,"bias":"neutral"},{"strike":97.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":1066,"put_oi":582,"total_oi":1648,"bias":"bearish"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":281,"put_oi":8,"total_oi":289,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":151,"put_oi":31,"total_oi":182,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":71,"put_oi":0,"total_oi":71,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":335,"put_oi":1,"total_oi":336,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":0,"total_oi":43,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":0,"total_oi":45,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":0,"total_oi":38,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":173,"put_oi":0,"total_oi":173,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":91,"put_oi":0,"total_oi":91,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":115,"put_oi":0,"total_oi":115,"bias":"neutral"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":84,"put_oi":0,"total_oi":84,"bias":"neutral"},{"strike":170.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":180.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"}],"underlying_price":99.95999908447266,"peak_call_strike":75.0,"peak_put_strike":100.0,"total_call_volume":1,"total_put_volume":1,"volume_pc_ratio":1.0},"iv_contours":{"x":[0.7,0.75,0.8,0.82,0.85,0.9,0.95,1.0,1.05,1.1,1.15,1.2,1.25],"y":[14,77,105],"z":[[170.88,null,null,null,113.15,null,62.9,10.78,58.78,79.04,null,111.96,126.08],[null,48.54,35.17,46.86,48.07,37.91,15.0,13.12,19.48,21.65,38.74,31.91,51.12],[68.78,59.35,50.33,null,41.57,null,24.09,6.22,15.73,26.39,28.46,38.25,43.3]],"levels":[6.2,22.7,39.2,55.6,72.1,88.6,105.0,121.5,137.9,154.4,170.9],"min_iv":6.2,"max_iv":170.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":63.0},{"date":"2026-09-15","iv":71.54},{"date":"2026-09-16","iv":77.78},{"date":"2026-09-17","iv":68.67},{"date":"2026-09-18","iv":77.79},{"date":"2026-09-21","iv":61.79},{"date":"2026-09-22","iv":71.0},{"date":"2026-09-23","iv":43.1},{"date":"2026-09-24","iv":67.2},{"date":"2026-09-25","iv":49.4},{"date":"2026-09-28","iv":44.7},{"date":"2026-09-29","iv":34.8},{"date":"2026-09-30","iv":50.6},{"date":"2026-10-01","iv":62.3},{"date":"2026-10-02","iv":52.0}]}}