{"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":"LOGI","summary":{"name":"LOGI","price":104.32,"total_oi":17875,"call_oi":10635,"put_oi":7240,"pc_ratio":0.681,"net_gex":952880.13,"avg_iv":53.6,"iv_rank":22.2,"iv_52w_high":74.23,"iv_52w_low":47.7,"gamma_flip":106.28,"max_pain":105.0},"features":{"symbol":"LOGI","price":104.32,"total_oi":17875,"analysis_coverage":1.0,"avg_iv_pct":53.6,"iv_rank":22.2,"iv_52w_high_pct":74.23,"iv_52w_low_pct":47.7,"front_dte":14,"front_atm_iv_pct":35.7421,"back_atm_iv_pct":41.2394,"term_premium_pp":-5.4973,"expected_move_front_pct":7.0,"straddle_front_pct":5.25,"straddle_30d_pct":5.25,"risk_reversal_front_pp":0.47,"risk_reversal_30d_pp":0.47,"butterfly_front_pp":3.28,"butterfly_30d_pp":3.28,"put_call_oi_ratio":0.681,"put_call_oi_front_ratio":0.582,"put_call_volume_front_ratio":1.588,"option_volume":127,"volume_oi_ratio":0.007105,"net_delta_normalized":0.079222,"dealer_delta_normalized":-0.079222,"gex_per_100k_oi":5330797.93007,"vanna_per_100k_oi":2181.818182,"charm_per_100k_oi":-437700.699301,"weekend_delta_shift_per_100k_oi":-1313096.503497,"iv_surface_range_pp":45.1,"gamma_flip_distance_pct":1.878834,"max_pain_distance_pct":0.65184,"peak_call_distance_pct":10.23773,"peak_put_distance_pct":-18.519939},"analyses":{"gamma_walls":[{"strike":45.0,"call_gex":0.0,"put_gex":-6.14,"net_gex":-6.14,"call_oi":0,"put_oi":1},{"strike":50.0,"call_gex":0.0,"put_gex":-167.78,"net_gex":-167.78,"call_oi":0,"put_oi":15},{"strike":55.0,"call_gex":0.0,"put_gex":-1473.62,"net_gex":-1473.62,"call_oi":0,"put_oi":100},{"strike":60.0,"call_gex":0.0,"put_gex":-2288.13,"net_gex":-2288.13,"call_oi":0,"put_oi":117},{"strike":65.0,"call_gex":0.0,"put_gex":-1543.21,"net_gex":-1543.21,"call_oi":0,"put_oi":60},{"strike":70.0,"call_gex":35.79,"put_gex":-18513.74,"net_gex":-18477.95,"call_oi":1,"put_oi":566},{"strike":75.0,"call_gex":58.31,"put_gex":-15026.33,"net_gex":-14968.01,"call_oi":1,"put_oi":305},{"strike":80.0,"call_gex":0.0,"put_gex":-20347.28,"net_gex":-20347.28,"call_oi":0,"put_oi":302},{"strike":85.0,"call_gex":3669.66,"put_gex":-56516.31,"net_gex":-52846.65,"call_oi":36,"put_oi":598},{"strike":90.0,"call_gex":33716.22,"put_gex":-114755.71,"net_gex":-81039.49,"call_oi":234,"put_oi":968},{"strike":95.0,"call_gex":66549.59,"put_gex":-150869.01,"net_gex":-84319.42,"call_oi":379,"put_oi":737},{"strike":100.0,"call_gex":211892.29,"put_gex":-289291.01,"net_gex":-77398.72,"call_oi":728,"put_oi":1068},{"strike":105.0,"call_gex":602502.32,"put_gex":-381021.93,"net_gex":221480.39,"call_oi":1859,"put_oi":1192},{"strike":110.0,"call_gex":685554.13,"put_gex":-163144.82,"net_gex":522409.3,"call_oi":2132,"put_oi":465},{"strike":115.0,"call_gex":351904.2,"put_gex":-119926.04,"net_gex":231978.16,"call_oi":1680,"put_oi":522},{"strike":120.0,"call_gex":76460.43,"put_gex":-3641.7,"net_gex":72818.73,"call_oi":471,"put_oi":19},{"strike":125.0,"call_gex":178127.05,"put_gex":-29248.68,"net_gex":148878.38,"call_oi":1347,"put_oi":188},{"strike":130.0,"call_gex":17739.46,"put_gex":-2120.09,"net_gex":15619.36,"call_oi":155,"put_oi":17},{"strike":135.0,"call_gex":29957.21,"put_gex":0.0,"net_gex":29957.21,"call_oi":344,"put_oi":0},{"strike":140.0,"call_gex":14515.25,"put_gex":0.0,"net_gex":14515.25,"call_oi":193,"put_oi":0},{"strike":145.0,"call_gex":6671.52,"put_gex":0.0,"net_gex":6671.52,"call_oi":106,"put_oi":0},{"strike":150.0,"call_gex":8079.93,"put_gex":0.0,"net_gex":8079.93,"call_oi":153,"put_oi":0},{"strike":155.0,"call_gex":14647.6,"put_gex":0.0,"net_gex":14647.6,"call_oi":395,"put_oi":0},{"strike":160.0,"call_gex":18496.45,"put_gex":0.0,"net_gex":18496.45,"call_oi":328,"put_oi":0},{"strike":165.0,"call_gex":1735.74,"put_gex":0.0,"net_gex":1735.74,"call_oi":66,"put_oi":0},{"strike":175.0,"call_gex":183.59,"put_gex":0.0,"net_gex":183.59,"call_oi":10,"put_oi":0},{"strike":180.0,"call_gex":255.01,"put_gex":0.0,"net_gex":255.01,"call_oi":15,"put_oi":0},{"strike":190.0,"call_gex":29.89,"put_gex":0.0,"net_gex":29.89,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":45.0,"call_value":0,"put_value":357165.0,"total_value":357165.0},{"strike":50.0,"call_value":0.0,"put_value":320970.0,"total_value":320970.0},{"strike":55.0,"call_value":0.0,"put_value":284850.0,"total_value":284850.0},{"strike":60.0,"call_value":0.0,"put_value":249230.0,"total_value":249230.0},{"strike":65.0,"call_value":0.0,"put_value":214195.0,"total_value":214195.0},{"strike":70.0,"call_value":0.0,"put_value":179460.0,"total_value":179460.0},{"strike":75.0,"call_value":5.0,"put_value":147555.0,"total_value":147560.0},{"strike":80.0,"call_value":15.0,"put_value":117175.0,"total_value":117190.0},{"strike":85.0,"call_value":25.0,"put_value":88305.0,"total_value":88330.0},{"strike":90.0,"call_value":215.0,"put_value":62425.0,"total_value":62640.0},{"strike":95.0,"call_value":1575.0,"put_value":41385.0,"total_value":42960.0},{"strike":100.0,"call_value":4830.0,"put_value":24030.0,"total_value":28860.0},{"strike":105.0,"call_value":11725.0,"put_value":12015.0,"total_value":23740.0},{"strike":110.0,"call_value":27915.0,"put_value":5960.0,"total_value":33875.0},{"strike":115.0,"call_value":54765.0,"put_value":2230.0,"total_value":56995.0},{"strike":120.0,"call_value":90015.0,"put_value":1110.0,"total_value":91125.0},{"strike":125.0,"call_value":127620.0,"put_value":85.0,"total_value":127705.0},{"strike":130.0,"call_value":171960.0,"put_value":0.0,"total_value":171960.0},{"strike":135.0,"call_value":217075.0,"put_value":0.0,"total_value":217075.0},{"strike":140.0,"call_value":263910.0,"put_value":0.0,"total_value":263910.0},{"strike":145.0,"call_value":311710.0,"put_value":0.0,"total_value":311710.0},{"strike":150.0,"call_value":360040.0,"put_value":0.0,"total_value":360040.0},{"strike":155.0,"call_value":409135.0,"put_value":0.0,"total_value":409135.0},{"strike":160.0,"call_value":460205.0,"put_value":0.0,"total_value":460205.0},{"strike":165.0,"call_value":512915.0,"put_value":0.0,"total_value":512915.0},{"strike":175.0,"call_value":618995.0,"put_value":0.0,"total_value":618995.0},{"strike":180.0,"call_value":672085.0,"put_value":0.0,"total_value":672085.0},{"strike":190.0,"call_value":778415.0,"put_value":0,"total_value":778415.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":123.1,"strike":75.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":65.9,"strike":70.83},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":54.0,"strike":72.92},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":40.1,"strike":95.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":43.4,"strike":95.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":40.2,"strike":95.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":36.8,"strike":100.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":41.7,"strike":100.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":39.0,"strike":100.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":34.7,"strike":105.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":40.8,"strike":105.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":38.5,"strike":105.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":35.4,"strike":110.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":40.8,"strike":110.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":38.5,"strike":110.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":34.9,"strike":115.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":41.2,"strike":115.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":38.8,"strike":115.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":89.4,"strike":137.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":48.4,"strike":142.14},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":42.4,"strike":142.14}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":8,"total_oi":2504},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":8,"total_oi":2311},{"expiration":"12/18/2026","dte":77,"iv":0.4664,"contract_count":8,"total_oi":2169},{"expiration":"03/19/2027","dte":168,"iv":0.2702,"contract_count":8,"total_oi":1576}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.0,"expected_move_2std":14.01,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":15.11,"expected_move_2std":30.23,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":17.8,"expected_move_2std":35.59,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":25.78,"expected_move_2std":51.55,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2630,"put_oi":1530,"total_oi":4160,"pc_ratio":0.582,"pc_ratio_volume":1.588,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2854,"put_oi":2702,"total_oi":5556,"pc_ratio":0.947,"pc_ratio_volume":3.0,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":3449,"put_oi":1319,"total_oi":4768,"pc_ratio":0.382,"pc_ratio_volume":0.455,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1702,"put_oi":1689,"total_oi":3391,"pc_ratio":0.992,"pc_ratio_volume":1.875,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-1.0,"dealer_delta":1.0,"call_oi":0,"put_oi":1},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-30.0,"dealer_delta":30.0,"call_oi":0,"put_oi":15},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-217.0,"dealer_delta":217.0,"call_oi":0,"put_oi":100},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-309.0,"dealer_delta":309.0,"call_oi":0,"put_oi":117},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-198.0,"dealer_delta":198.0,"call_oi":0,"put_oi":60},{"strike":70.0,"call_delta_oi":96.0,"put_delta_oi":-1922.0,"dealer_delta":1826.0,"call_oi":1,"put_oi":566},{"strike":75.0,"call_delta_oi":91.0,"put_delta_oi":-1595.0,"dealer_delta":1504.0,"call_oi":1,"put_oi":305},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-2018.0,"dealer_delta":2018.0,"call_oi":0,"put_oi":302},{"strike":85.0,"call_delta_oi":3186.0,"put_delta_oi":-5435.0,"dealer_delta":2248.0,"call_oi":36,"put_oi":598},{"strike":90.0,"call_delta_oi":19374.0,"put_delta_oi":-17009.0,"dealer_delta":-2365.0,"call_oi":234,"put_oi":968},{"strike":95.0,"call_delta_oi":28105.0,"put_delta_oi":-11915.0,"dealer_delta":-16189.0,"call_oi":379,"put_oi":737},{"strike":100.0,"call_delta_oi":49153.0,"put_delta_oi":-34850.0,"dealer_delta":-14303.0,"call_oi":728,"put_oi":1068},{"strike":105.0,"call_delta_oi":98724.0,"put_delta_oi":-55761.0,"dealer_delta":-42963.0,"call_oi":1859,"put_oi":1192},{"strike":110.0,"call_delta_oi":76991.0,"put_delta_oi":-30900.0,"dealer_delta":-46091.0,"call_oi":2132,"put_oi":465},{"strike":115.0,"call_delta_oi":48630.0,"put_delta_oi":-36965.0,"dealer_delta":-11665.0,"call_oi":1680,"put_oi":522},{"strike":120.0,"call_delta_oi":7547.0,"put_delta_oi":-1428.0,"dealer_delta":-6119.0,"call_oi":471,"put_oi":19},{"strike":125.0,"call_delta_oi":16330.0,"put_delta_oi":-15803.0,"dealer_delta":-527.0,"call_oi":1347,"put_oi":188},{"strike":130.0,"call_delta_oi":1855.0,"put_delta_oi":-1477.0,"dealer_delta":-377.0,"call_oi":155,"put_oi":17},{"strike":135.0,"call_delta_oi":2614.0,"put_delta_oi":0,"dealer_delta":-2614.0,"call_oi":344,"put_oi":0},{"strike":140.0,"call_delta_oi":1329.0,"put_delta_oi":0,"dealer_delta":-1329.0,"call_oi":193,"put_oi":0},{"strike":145.0,"call_delta_oi":660.0,"put_delta_oi":0,"dealer_delta":-660.0,"call_oi":106,"put_oi":0},{"strike":150.0,"call_delta_oi":830.0,"put_delta_oi":0,"dealer_delta":-830.0,"call_oi":153,"put_oi":0},{"strike":155.0,"call_delta_oi":1264.0,"put_delta_oi":0,"dealer_delta":-1264.0,"call_oi":395,"put_oi":0},{"strike":160.0,"call_delta_oi":2472.0,"put_delta_oi":0,"dealer_delta":-2472.0,"call_oi":328,"put_oi":0},{"strike":165.0,"call_delta_oi":149.0,"put_delta_oi":0,"dealer_delta":-149.0,"call_oi":66,"put_oi":0},{"strike":175.0,"call_delta_oi":16.0,"put_delta_oi":0,"dealer_delta":-16.0,"call_oi":10,"put_oi":0},{"strike":180.0,"call_delta_oi":23.0,"put_delta_oi":0,"dealer_delta":-23.0,"call_oi":15,"put_oi":0},{"strike":190.0,"call_delta_oi":3.0,"put_delta_oi":0,"dealer_delta":-3.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-141610.0,"total_call_delta":359444.0,"total_put_delta":-217834.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":104.31999969482422,"strikes":[{"strike":90.0,"moneyness":0.8627,"type":"put","iv":0.396,"delta":-0.2243,"oi":590},{"strike":95.0,"moneyness":0.9107,"type":"call","iv":0.3893,"delta":0.7126,"oi":124},{"strike":100.0,"moneyness":0.9586,"type":"put","iv":0.383,"delta":-0.3565,"oi":407},{"strike":100.0,"moneyness":0.9586,"type":"call","iv":0.3813,"delta":0.6437,"oi":110},{"strike":105.0,"moneyness":1.0065,"type":"call","iv":0.377,"delta":0.5707,"oi":429},{"strike":105.0,"moneyness":1.0065,"type":"put","iv":0.3785,"delta":-0.4291,"oi":369},{"strike":115.0,"moneyness":1.1024,"type":"call","iv":0.3702,"delta":0.4261,"oi":534},{"strike":160.0,"moneyness":1.5337,"type":"call","iv":0.3894,"delta":0.0781,"oi":311}]},{"expiration":"10/16/2026","underlying_price":104.31999969482422,"strikes":[{"strike":85.0,"moneyness":0.8148,"type":"put","iv":0.564,"delta":-0.0232,"oi":104},{"strike":90.0,"moneyness":0.8627,"type":"put","iv":0.4287,"delta":-0.0298,"oi":171},{"strike":95.0,"moneyness":0.9107,"type":"put","iv":0.3694,"delta":-0.0809,"oi":399},{"strike":100.0,"moneyness":0.9586,"type":"call","iv":0.3747,"delta":0.7437,"oi":204},{"strike":100.0,"moneyness":0.9586,"type":"put","iv":0.3622,"delta":-0.2498,"oi":274},{"strike":105.0,"moneyness":1.0065,"type":"call","iv":0.3497,"delta":0.483,"oi":468},{"strike":105.0,"moneyness":1.0065,"type":"put","iv":0.3438,"delta":-0.5177,"oi":274},{"strike":110.0,"moneyness":1.0544,"type":"call","iv":0.3575,"delta":0.2328,"oi":658},{"strike":110.0,"moneyness":1.0544,"type":"put","iv":0.351,"delta":-0.7717,"oi":216},{"strike":115.0,"moneyness":1.1024,"type":"call","iv":0.3632,"delta":0.086,"oi":471},{"strike":120.0,"moneyness":1.1503,"type":"call","iv":0.4232,"delta":0.0451,"oi":200},{"strike":125.0,"moneyness":1.1982,"type":"call","iv":0.5044,"delta":0.0331,"oi":421},{"strike":135.0,"moneyness":1.2941,"type":"call","iv":0.7983,"delta":0.052,"oi":135}]},{"expiration":"11/20/2026","underlying_price":104.31999969482422,"strikes":[{"strike":70.0,"moneyness":0.671,"type":"put","iv":0.631,"delta":-0.0299,"oi":378},{"strike":75.0,"moneyness":0.7189,"type":"put","iv":0.5702,"delta":-0.0422,"oi":107},{"strike":80.0,"moneyness":0.7669,"type":"put","iv":0.5193,"delta":-0.0626,"oi":155},{"strike":85.0,"moneyness":0.8148,"type":"put","iv":0.4764,"delta":-0.0961,"oi":354},{"strike":90.0,"moneyness":0.8627,"type":"call","iv":0.4673,"delta":0.8387,"oi":173},{"strike":90.0,"moneyness":0.8627,"type":"put","iv":0.4477,"delta":-0.1527,"oi":168},{"strike":95.0,"moneyness":0.9107,"type":"put","iv":0.4294,"delta":-0.2374,"oi":109},{"strike":95.0,"moneyness":0.9107,"type":"call","iv":0.4379,"delta":0.7593,"oi":112},{"strike":100.0,"moneyness":0.9586,"type":"put","iv":0.4165,"delta":-0.3473,"oi":296},{"strike":100.0,"moneyness":0.9586,"type":"call","iv":0.4182,"delta":0.6523,"oi":225},{"strike":105.0,"moneyness":1.0065,"type":"put","iv":0.4078,"delta":-0.473,"oi":381},{"strike":105.0,"moneyness":1.0065,"type":"call","iv":0.4075,"delta":0.527,"oi":256},{"strike":110.0,"moneyness":1.0544,"type":"call","iv":0.4088,"delta":0.4029,"oi":834},{"strike":115.0,"moneyness":1.1024,"type":"put","iv":0.4142,"delta":-0.7042,"oi":398},{"strike":115.0,"moneyness":1.1024,"type":"call","iv":0.4095,"delta":0.2931,"oi":223},{"strike":120.0,"moneyness":1.1503,"type":"call","iv":0.4146,"delta":0.2064,"oi":102},{"strike":125.0,"moneyness":1.1982,"type":"put","iv":0.4421,"delta":-0.8445,"oi":174},{"strike":125.0,"moneyness":1.1982,"type":"call","iv":0.4231,"delta":0.1433,"oi":590},{"strike":155.0,"moneyness":1.4858,"type":"call","iv":0.5235,"delta":0.0249,"oi":132}]},{"expiration":"12/18/2026","underlying_price":104.31999969482422,"strikes":[{"strike":70.0,"moneyness":0.671,"type":"put","iv":0.5463,"delta":-0.0392,"oi":168},{"strike":75.0,"moneyness":0.7189,"type":"put","iv":0.4988,"delta":-0.0545,"oi":178},{"strike":80.0,"moneyness":0.7669,"type":"put","iv":0.463,"delta":-0.0802,"oi":103},{"strike":85.0,"moneyness":0.8148,"type":"put","iv":0.4341,"delta":-0.1195,"oi":116},{"strike":95.0,"moneyness":0.9107,"type":"put","iv":0.4006,"delta":-0.2573,"oi":160},{"strike":95.0,"moneyness":0.9107,"type":"call","iv":0.4034,"delta":0.7417,"oi":132},{"strike":100.0,"moneyness":0.9586,"type":"call","iv":0.3896,"delta":0.6468,"oi":189},{"strike":105.0,"moneyness":1.0065,"type":"put","iv":0.3865,"delta":-0.4596,"oi":168},{"strike":105.0,"moneyness":1.0065,"type":"call","iv":0.3841,"delta":0.5402,"oi":706},{"strike":110.0,"moneyness":1.0544,"type":"put","iv":0.3873,"delta":-0.5642,"oi":128},{"strike":110.0,"moneyness":1.0544,"type":"call","iv":0.3826,"delta":0.4342,"oi":595},{"strike":115.0,"moneyness":1.1024,"type":"call","iv":0.3847,"delta":0.3383,"oi":452},{"strike":120.0,"moneyness":1.1503,"type":"call","iv":0.3849,"delta":0.255,"oi":147},{"strike":125.0,"moneyness":1.1982,"type":"call","iv":0.3887,"delta":0.1892,"oi":325},{"strike":135.0,"moneyness":1.2941,"type":"call","iv":0.3967,"delta":0.0994,"oi":158},{"strike":140.0,"moneyness":1.342,"type":"call","iv":0.4069,"delta":0.0744,"oi":137},{"strike":150.0,"moneyness":1.4379,"type":"call","iv":0.42,"delta":0.0398,"oi":114},{"strike":155.0,"moneyness":1.4858,"type":"call","iv":0.4371,"delta":0.0328,"oi":251}]}],"greeks_heatmap":{"data":[{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0232,"call_gamma":0,"put_gamma":0.004944,"call_theta":0,"put_theta":-0.0231,"call_vega":0,"put_vega":0.0108,"call_oi":0,"put_oi":104},{"strike":90.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0298,"call_gamma":0,"put_gamma":0.008009,"call_theta":0,"put_theta":-0.0216,"call_vega":0,"put_vega":0.0133,"call_oi":0,"put_oi":171},{"strike":95.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0809,"call_gamma":0,"put_gamma":0.020618,"call_theta":0,"put_theta":-0.0409,"call_vega":0,"put_vega":0.0295,"call_oi":0,"put_oi":399},{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7437,"put_delta":-0.2498,"call_gamma":0.043644,"put_gamma":0.044548,"call_theta":-0.0997,"put_theta":-0.084,"call_vega":0.0634,"put_vega":0.0625,"call_oi":204,"put_oi":274},{"strike":105.0,"dte":14,"expiration":"10/16/2026","call_delta":0.483,"put_delta":-0.5177,"call_gamma":0.057898,"put_gamma":0.058885,"call_theta":-0.1111,"put_theta":-0.0971,"call_vega":0.0785,"put_vega":0.0785,"call_oi":468,"put_oi":274},{"strike":110.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2328,"put_delta":-0.7717,"call_gamma":0.043437,"put_gamma":0.043761,"call_theta":-0.0855,"put_theta":-0.0703,"call_vega":0.0602,"put_vega":0.0595,"call_oi":658,"put_oi":216},{"strike":115.0,"dte":14,"expiration":"10/16/2026","call_delta":0.086,"put_delta":0,"call_gamma":0.021958,"put_gamma":0,"call_theta":-0.0442,"put_theta":0,"call_vega":0.0309,"put_vega":0,"call_oi":471,"put_oi":0},{"strike":120.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0451,"put_delta":0,"call_gamma":0.011395,"put_gamma":0,"call_theta":-0.031,"put_theta":0,"call_vega":0.0187,"put_vega":0,"call_oi":200,"put_oi":0},{"strike":125.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0331,"put_delta":0,"call_gamma":0.00744,"put_gamma":0,"call_theta":-0.0286,"put_theta":0,"call_vega":0.0145,"put_vega":0,"call_oi":421,"put_oi":0},{"strike":135.0,"dte":14,"expiration":"10/16/2026","call_delta":0.052,"put_delta":0,"call_gamma":0.006769,"put_gamma":0,"call_theta":-0.0649,"put_theta":0,"call_vega":0.0209,"put_vega":0,"call_oi":135,"put_oi":0},{"strike":75.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0422,"call_gamma":0,"put_gamma":0.004168,"call_theta":0,"put_theta":-0.0196,"call_vega":0,"put_vega":0.034,"call_oi":0,"put_oi":107},{"strike":80.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0626,"call_gamma":0,"put_gamma":0.006268,"call_theta":0,"put_theta":-0.0244,"call_vega":0,"put_vega":0.0466,"call_oi":0,"put_oi":155},{"strike":85.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0961,"call_gamma":0,"put_gamma":0.009456,"call_theta":0,"put_theta":-0.0307,"call_vega":0,"put_vega":0.0645,"call_oi":0,"put_oi":354},{"strike":90.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8387,"put_delta":-0.1527,"call_gamma":0.013838,"put_gamma":0.013929,"call_theta":-0.0533,"put_theta":-0.0396,"call_vega":0.0926,"put_vega":0.0892,"call_oi":173,"put_oi":168},{"strike":95.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7593,"put_delta":-0.2374,"call_gamma":0.018796,"put_gamma":0.019024,"call_theta":-0.0615,"put_theta":-0.0491,"call_vega":0.1178,"put_vega":0.1169,"call_oi":112,"put_oi":109},{"strike":100.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6523,"put_delta":-0.3473,"call_gamma":0.023358,"put_gamma":0.02344,"call_theta":-0.0678,"put_theta":-0.0559,"call_vega":0.1398,"put_vega":0.1397,"call_oi":225,"put_oi":296},{"strike":105.0,"dte":49,"expiration":"11/20/2026","call_delta":0.527,"put_delta":-0.473,"call_gamma":0.025819,"put_gamma":0.025797,"call_theta":-0.0696,"put_theta":-0.0575,"call_vega":0.1506,"put_vega":0.1506,"call_oi":256,"put_oi":381},{"strike":110.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4029,"put_delta":-0.5975,"call_gamma":0.025029,"put_gamma":0.025093,"call_theta":-0.0668,"put_theta":-0.0538,"call_vega":0.1464,"put_vega":0.1464,"call_oi":834,"put_oi":98},{"strike":115.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2931,"put_delta":-0.7042,"call_gamma":0.022203,"put_gamma":0.022046,"call_theta":-0.0588,"put_theta":-0.0463,"call_vega":0.1301,"put_vega":0.1307,"call_oi":223,"put_oi":398},{"strike":120.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2064,"put_delta":0,"call_gamma":0.018188,"put_gamma":0,"call_theta":-0.0489,"put_theta":0,"call_vega":0.1079,"put_vega":0,"call_oi":102,"put_oi":0},{"strike":125.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1433,"put_delta":-0.8445,"call_gamma":0.014128,"put_gamma":0.014279,"call_theta":-0.0393,"put_theta":-0.0289,"call_vega":0.0855,"put_vega":0.0903,"call_oi":590,"put_oi":174},{"strike":75.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0545,"call_gamma":0,"put_gamma":0.004653,"call_theta":0,"put_theta":-0.0165,"call_vega":0,"put_vega":0.0526,"call_oi":0,"put_oi":178},{"strike":80.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0802,"call_gamma":0,"put_gamma":0.006757,"call_theta":0,"put_theta":-0.0205,"call_vega":0,"put_vega":0.0709,"call_oi":0,"put_oi":103},{"strike":85.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1195,"call_gamma":0,"put_gamma":0.00965,"call_theta":0,"put_theta":-0.0255,"call_vega":0,"put_vega":0.0949,"call_oi":0,"put_oi":116},{"strike":95.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7417,"put_delta":-0.2573,"call_gamma":0.016836,"put_gamma":0.016918,"call_theta":-0.0483,"put_theta":-0.037,"call_vega":0.1539,"put_vega":0.1536,"call_oi":132,"put_oi":160},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6468,"put_delta":-0.3533,"call_gamma":0.02004,"put_gamma":0.020037,"call_theta":-0.052,"put_theta":-0.0405,"call_vega":0.1769,"put_vega":0.1769,"call_oi":189,"put_oi":91},{"strike":105.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5402,"put_delta":-0.4596,"call_gamma":0.021707,"put_gamma":0.021572,"call_theta":-0.0534,"put_theta":-0.0416,"call_vega":0.1889,"put_vega":0.1889,"call_oi":706,"put_oi":168},{"strike":110.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4342,"put_delta":-0.5642,"call_gamma":0.021608,"put_gamma":0.021357,"call_theta":-0.0518,"put_theta":-0.0397,"call_vega":0.1873,"put_vega":0.1874,"call_oi":595,"put_oi":128},{"strike":115.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3383,"put_delta":0,"call_gamma":0.019971,"put_gamma":0,"call_theta":-0.0477,"put_theta":0,"call_vega":0.1741,"put_vega":0,"call_oi":452,"put_oi":0},{"strike":120.0,"dte":77,"expiration":"12/18/2026","call_delta":0.255,"put_delta":0,"call_gamma":0.017522,"put_gamma":0,"call_theta":-0.0415,"put_theta":0,"call_vega":0.1528,"put_vega":0,"call_oi":147,"put_oi":0},{"strike":125.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1892,"put_delta":0,"call_gamma":0.014625,"put_gamma":0,"call_theta":-0.035,"put_theta":0,"call_vega":0.1288,"put_vega":0,"call_oi":325,"put_oi":0},{"strike":130.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1388,"put_delta":0,"call_gamma":0.011805,"put_gamma":0,"call_theta":-0.0288,"put_theta":0,"call_vega":0.1053,"put_vega":0,"call_oi":69,"put_oi":0},{"strike":135.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0994,"put_delta":0,"call_gamma":0.009253,"put_gamma":0,"call_theta":-0.0228,"put_theta":0,"call_vega":0.0832,"put_vega":0,"call_oi":158,"put_oi":0}],"strikes":[75.0,80.0,85.0,90.0,95.0,100.0,105.0,110.0,115.0,120.0,125.0,130.0,135.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":0.47,"put_25d_iv":36.22,"call_25d_iv":35.75,"put_25d_strike":100.0,"call_25d_strike":110.0,"skew":"neutral"},{"expiration":"11/20/2026","dte":49,"risk_reversal":1.98,"put_25d_iv":42.94,"call_25d_iv":40.95,"put_25d_strike":95.0,"call_25d_strike":115.0,"skew":"neutral"},{"expiration":"12/18/2026","dte":77,"risk_reversal":1.56,"put_25d_iv":40.06,"call_25d_iv":38.49,"put_25d_strike":95.0,"call_25d_strike":120.0,"skew":"neutral"},{"expiration":"03/19/2027","dte":168,"risk_reversal":0.66,"put_25d_iv":39.6,"call_25d_iv":38.94,"put_25d_strike":90.0,"call_25d_strike":160.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":60.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":56},{"strike":70.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":546},{"strike":75.0,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":285},{"strike":80.0,"call_vanna":0,"put_vanna":12.0,"net_vanna":12.0,"call_oi":0,"put_oi":258},{"strike":85.0,"call_vanna":0,"put_vanna":27.0,"net_vanna":27.0,"call_oi":0,"put_oi":574},{"strike":90.0,"call_vanna":-10.0,"put_vanna":78.0,"net_vanna":68.0,"call_oi":173,"put_oi":929},{"strike":95.0,"call_vanna":-28.0,"put_vanna":34.0,"net_vanna":6.0,"call_oi":368,"put_oi":737},{"strike":100.0,"call_vanna":-33.0,"put_vanna":54.0,"net_vanna":22.0,"call_oi":728,"put_oi":1068},{"strike":105.0,"call_vanna":-27.0,"put_vanna":19.0,"net_vanna":-9.0,"call_oi":1859,"put_oi":1192},{"strike":110.0,"call_vanna":57.0,"put_vanna":-12.0,"net_vanna":45.0,"call_oi":2087,"put_oi":442},{"strike":115.0,"call_vanna":68.0,"put_vanna":-20.0,"net_vanna":48.0,"call_oi":1680,"put_oi":398},{"strike":120.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":449,"put_oi":0},{"strike":125.0,"call_vanna":65.0,"put_vanna":-10.0,"net_vanna":55.0,"call_oi":1336,"put_oi":174},{"strike":130.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":69,"put_oi":0},{"strike":135.0,"call_vanna":13.0,"put_vanna":0,"net_vanna":13.0,"call_oi":293,"put_oi":0},{"strike":140.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":137,"put_oi":0},{"strike":145.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":66,"put_oi":0},{"strike":150.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":114,"put_oi":0},{"strike":155.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":383,"put_oi":0},{"strike":160.0,"call_vanna":26.0,"put_vanna":0,"net_vanna":26.0,"call_oi":311,"put_oi":0},{"strike":165.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":66,"put_oi":0}],"net_vanna":390.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":70.0,"call_charm":0,"put_charm":139.0,"net_charm":139.0,"call_oi":0,"put_oi":378},{"strike":75.0,"call_charm":0,"put_charm":66.0,"net_charm":66.0,"call_oi":0,"put_oi":107},{"strike":80.0,"call_charm":0,"put_charm":176.0,"net_charm":176.0,"call_oi":0,"put_oi":155},{"strike":85.0,"call_charm":0,"put_charm":924.0,"net_charm":924.0,"call_oi":0,"put_oi":458},{"strike":90.0,"call_charm":-5763.0,"put_charm":1043.0,"net_charm":-4720.0,"call_oi":173,"put_oi":339},{"strike":95.0,"call_charm":-3897.0,"put_charm":4392.0,"net_charm":495.0,"call_oi":112,"put_oi":508},{"strike":100.0,"call_charm":-46854.0,"put_charm":19267.0,"net_charm":-27588.0,"call_oi":429,"put_oi":570},{"strike":105.0,"call_charm":-72482.0,"put_charm":43634.0,"net_charm":-28848.0,"call_oi":724,"put_oi":655},{"strike":110.0,"call_charm":-50840.0,"put_charm":32879.0,"net_charm":-17961.0,"call_oi":1492,"put_oi":314},{"strike":115.0,"call_charm":-7529.0,"put_charm":9677.0,"net_charm":2147.0,"call_oi":694,"put_oi":398},{"strike":120.0,"call_charm":-1495.0,"put_charm":0,"net_charm":-1495.0,"call_oi":302,"put_oi":0},{"strike":125.0,"call_charm":-3517.0,"put_charm":3160.0,"net_charm":-357.0,"call_oi":1011,"put_oi":174},{"strike":135.0,"call_charm":-1187.0,"put_charm":0,"net_charm":-1187.0,"call_oi":135,"put_oi":0},{"strike":155.0,"call_charm":-30.0,"put_charm":0,"net_charm":-30.0,"call_oi":132,"put_oi":0}],"net_charm":-78239.0,"weekend_delta_shift":-234716.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":61916.0,"put_delta":-45762.0,"net_delta":16153.0,"call_oi":2630,"put_oi":1530,"total_oi":4160,"total_volume":44,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":105533.0,"put_delta":-89385.0,"net_delta":16149.0,"call_oi":2854,"put_oi":2702,"total_oi":5556,"total_volume":44,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":118539.0,"put_delta":-32341.0,"net_delta":86199.0,"call_oi":3449,"put_oi":1319,"total_oi":4768,"total_volume":16,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":73456.0,"put_delta":-50347.0,"net_delta":23109.0,"call_oi":1702,"put_oi":1689,"total_oi":3391,"total_volume":23,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":105.0,"straddle_price":5.47,"straddle_pct":5.25,"implied_move":5.25,"avg_iv":34.7},{"expiration":"11/20/2026","dte":49,"strike":105.0,"straddle_price":12.3,"straddle_pct":11.79,"implied_move":11.79,"avg_iv":40.8},{"expiration":"12/18/2026","dte":77,"strike":105.0,"straddle_price":14.6,"straddle_pct":14.0,"implied_move":14.0,"avg_iv":38.5},{"expiration":"03/19/2027","dte":168,"strike":105.0,"straddle_price":21.1,"straddle_pct":20.23,"implied_move":20.23,"avg_iv":37.8}],"volume_profile":{"profile":[{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":15,"total_oi":15,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":15,"total_volume":15,"call_oi":0,"put_oi":100,"total_oi":100,"bias":"bearish"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":117,"total_oi":117,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":60,"total_oi":60,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":566,"total_oi":567,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":305,"total_oi":306,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":7,"total_volume":7,"call_oi":0,"put_oi":302,"total_oi":302,"bias":"bearish"},{"strike":85.0,"call_volume":0,"put_volume":26,"total_volume":26,"call_oi":36,"put_oi":598,"total_oi":634,"bias":"bearish"},{"strike":90.0,"call_volume":1,"put_volume":4,"total_volume":5,"call_oi":234,"put_oi":968,"total_oi":1202,"bias":"bearish"},{"strike":95.0,"call_volume":0,"put_volume":21,"total_volume":21,"call_oi":379,"put_oi":737,"total_oi":1116,"bias":"bearish"},{"strike":100.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":728,"put_oi":1068,"total_oi":1796,"bias":"bearish"},{"strike":105.0,"call_volume":7,"put_volume":5,"total_volume":12,"call_oi":1859,"put_oi":1192,"total_oi":3051,"bias":"neutral"},{"strike":110.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":2132,"put_oi":465,"total_oi":2597,"bias":"bullish"},{"strike":115.0,"call_volume":15,"put_volume":0,"total_volume":15,"call_oi":1680,"put_oi":522,"total_oi":2202,"bias":"bullish"},{"strike":120.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":471,"put_oi":19,"total_oi":490,"bias":"bullish"},{"strike":125.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1347,"put_oi":188,"total_oi":1535,"bias":"bullish"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":155,"put_oi":17,"total_oi":172,"bias":"neutral"},{"strike":135.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":344,"put_oi":0,"total_oi":344,"bias":"bullish"},{"strike":140.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":193,"put_oi":0,"total_oi":193,"bias":"bullish"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":106,"put_oi":0,"total_oi":106,"bias":"neutral"},{"strike":150.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":153,"put_oi":0,"total_oi":153,"bias":"bullish"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":395,"put_oi":0,"total_oi":395,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":328,"put_oi":0,"total_oi":328,"bias":"neutral"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":66,"put_oi":0,"total_oi":66,"bias":"neutral"},{"strike":175.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":180.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":190.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":104.31999969482422,"peak_call_strike":115.0,"peak_put_strike":85.0,"total_call_volume":47,"total_put_volume":80,"volume_pc_ratio":1.702},"iv_contours":{"x":[0.72,0.77,0.81,0.86,0.91,0.96,1.01,1.05,1.1,1.15,1.2,1.25,1.29],"y":[14,49,77,168],"z":[[null,72.93,56.4,42.87,40.06,36.84,34.67,35.42,34.89,42.32,50.44,59.29,79.83],[57.02,51.93,49.34,45.75,43.36,41.73,40.77,40.82,41.19,41.46,43.26,44.56,41.63],[49.88,46.3,43.41,41.83,40.2,38.96,38.53,38.49,38.85,38.5,40.17,39.37,39.67],[43.74,41.89,40.47,39.71,38.93,38.22,37.78,37.41,37.44,36.92,36.94,37.03,null]],"levels":[34.7,39.2,43.7,48.2,52.7,57.2,61.8,66.3,70.8,75.3,79.8],"min_iv":34.7,"max_iv":79.8},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":105.0,"atm_iv":34.97,"otm_strike":110.0,"otm_iv":35.75,"itm_strike":100.0,"itm_iv":37.47,"iv_butterfly":3.28,"price_butterfly":1.57,"convexity":"high_convexity"},{"expiration":"11/20/2026","dte":49,"atm_strike":105.0,"atm_iv":40.75,"otm_strike":110.0,"otm_iv":40.88,"itm_strike":100.0,"itm_iv":41.82,"iv_butterfly":1.2,"price_butterfly":0.8,"convexity":"moderate_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":105.0,"atm_iv":38.41,"otm_strike":110.0,"otm_iv":38.26,"itm_strike":100.0,"itm_iv":38.96,"iv_butterfly":0.39,"price_butterfly":0.6,"convexity":"flat"},{"expiration":"03/19/2027","dte":168,"atm_strike":105.0,"atm_iv":37.7,"otm_strike":110.0,"otm_iv":37.25,"itm_strike":100.0,"itm_iv":38.13,"iv_butterfly":-0.02,"price_butterfly":0.35,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":71.38},{"date":"2026-09-15","iv":74.23},{"date":"2026-09-16","iv":72.88},{"date":"2026-09-17","iv":62.75},{"date":"2026-09-18","iv":56.45},{"date":"2026-09-21","iv":51.24},{"date":"2026-09-22","iv":49.7},{"date":"2026-09-23","iv":47.7},{"date":"2026-09-24","iv":49.8},{"date":"2026-09-25","iv":48.4},{"date":"2026-09-28","iv":50.1},{"date":"2026-09-29","iv":51.2},{"date":"2026-09-30","iv":51.7},{"date":"2026-10-01","iv":52.1},{"date":"2026-10-02","iv":53.6}]}}