{"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":"NRGV","summary":{"name":"NRGV","price":3.94,"total_oi":217893,"call_oi":191624,"put_oi":26269,"pc_ratio":0.137,"net_gex":394983.48,"avg_iv":131.0,"iv_rank":34.1,"iv_52w_high":163.7,"iv_52w_low":114.1,"gamma_flip":2.52,"max_pain":4.0},"features":{"symbol":"NRGV","price":3.94,"total_oi":217893,"analysis_coverage":0.9444,"avg_iv_pct":131.0,"iv_rank":34.1,"iv_52w_high_pct":163.7,"iv_52w_low_pct":114.1,"front_dte":14,"front_atm_iv_pct":96.1463,"back_atm_iv_pct":107.5883,"term_premium_pp":-11.442,"expected_move_front_pct":18.83,"straddle_front_pct":14.59,"straddle_30d_pct":14.59,"risk_reversal_front_pp":-9.41,"risk_reversal_30d_pp":-9.41,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.137,"put_call_oi_front_ratio":0.053,"put_call_volume_front_ratio":0.03,"option_volume":242,"volume_oi_ratio":0.001111,"net_delta_normalized":0.301147,"dealer_delta_normalized":-0.300893,"gex_per_100k_oi":181274.056532,"vanna_per_100k_oi":274.905573,"charm_per_100k_oi":-38120.545405,"weekend_delta_shift_per_100k_oi":-114361.636216,"iv_surface_range_pp":49.1,"gamma_flip_distance_pct":-36.040609,"max_pain_distance_pct":1.522843,"peak_call_distance_pct":52.284264,"peak_put_distance_pct":26.903553},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":16.79,"put_gex":-0.42,"net_gex":16.37,"call_oi":189,"put_oi":8},{"strike":1.0,"call_gex":58.25,"put_gex":-9.2,"net_gex":49.04,"call_oi":234,"put_oi":215},{"strike":1.5,"call_gex":48.37,"put_gex":-52.86,"net_gex":-4.49,"call_oi":106,"put_oi":130},{"strike":2.0,"call_gex":869.17,"put_gex":-243.14,"net_gex":626.03,"call_oi":1375,"put_oi":329},{"strike":2.5,"call_gex":113.49,"put_gex":-1695.35,"net_gex":-1581.86,"call_oi":75,"put_oi":1065},{"strike":3.0,"call_gex":22797.29,"put_gex":-1149.31,"net_gex":21647.99,"call_oi":10189,"put_oi":791},{"strike":3.5,"call_gex":3563.08,"put_gex":-3313.64,"net_gex":249.44,"call_oi":1042,"put_oi":772},{"strike":4.0,"call_gex":129898.62,"put_gex":-3465.05,"net_gex":126433.57,"call_oi":45054,"put_oi":884},{"strike":4.5,"call_gex":65866.19,"put_gex":-335.02,"net_gex":65531.17,"call_oi":9808,"put_oi":53},{"strike":5.0,"call_gex":87492.48,"put_gex":-76978.91,"net_gex":10513.57,"call_oi":38108,"put_oi":20327},{"strike":5.5,"call_gex":2337.35,"put_gex":-644.91,"net_gex":1692.44,"call_oi":811,"put_oi":200},{"strike":6.0,"call_gex":43107.72,"put_gex":-5.53,"net_gex":43102.19,"call_oi":16598,"put_oi":2},{"strike":7.0,"call_gex":104133.2,"put_gex":-7.72,"net_gex":104125.48,"call_oi":51250,"put_oi":5},{"strike":8.0,"call_gex":3779.59,"put_gex":-1.55,"net_gex":3778.04,"call_oi":2071,"put_oi":1},{"strike":9.0,"call_gex":10612.67,"put_gex":0.0,"net_gex":10612.67,"call_oi":6513,"put_oi":0},{"strike":10.0,"call_gex":3137.24,"put_gex":-2031.06,"net_gex":1106.18,"call_oi":2365,"put_oi":1476},{"strike":11.0,"call_gex":1196.57,"put_gex":0.0,"net_gex":1196.57,"call_oi":972,"put_oi":0},{"strike":12.0,"call_gex":5901.27,"put_gex":-12.18,"net_gex":5889.09,"call_oi":4864,"put_oi":11}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":117131.5,"total_value":117131.5},{"strike":1.0,"call_value":94.5,"put_value":104001.0,"total_value":104095.5},{"strike":1.5,"call_value":306.0,"put_value":90978.0,"total_value":91284.0},{"strike":2.0,"call_value":570.5,"put_value":78020.0,"total_value":78590.5},{"strike":2.5,"call_value":1522.5,"put_value":65226.5,"total_value":66749.0},{"strike":3.0,"call_value":2512.0,"put_value":52965.5,"total_value":55477.5},{"strike":3.5,"call_value":8596.0,"put_value":41100.0,"total_value":49696.0},{"strike":4.0,"call_value":15201.0,"put_value":29620.5,"total_value":44821.5},{"strike":4.5,"call_value":44333.0,"put_value":18583.0,"total_value":62916.0},{"strike":5.0,"call_value":78369.0,"put_value":7572.0,"total_value":85941.0},{"strike":5.5,"call_value":131459.0,"put_value":6724.5,"total_value":138183.5},{"strike":6.0,"call_value":184954.5,"put_value":5977.0,"total_value":190931.5},{"strike":7.0,"call_value":308543.5,"put_value":4484.0,"total_value":313027.5},{"strike":8.0,"call_value":483382.5,"put_value":2996.0,"total_value":486378.5},{"strike":9.0,"call_value":660292.5,"put_value":1509.0,"total_value":661801.5},{"strike":10.0,"call_value":843715.5,"put_value":22.0,"total_value":843737.5},{"strike":11.0,"call_value":1029503.5,"put_value":11.0,"total_value":1029514.5},{"strike":12.0,"call_value":1216263.5,"put_value":0,"total_value":1216263.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":178.6,"strike":2.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":163.2,"strike":2.14},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":146.0,"strike":1.82},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":111.9,"strike":3.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":104.6,"strike":3.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":96.5,"strike":3.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":96.1,"strike":4.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":107.6,"strike":4.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":97.8,"strike":4.0},{"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":null,"strike":null},{"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":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":175.4,"strike":5.36},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":134.6,"strike":7.29},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":115.4,"strike":7.19}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":451},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":4629},{"expiration":"01/15/2027","dte":105,"iv":0.1454,"contract_count":2,"total_oi":33984},{"expiration":"02/19/2027","dte":140,"iv":0.4155,"contract_count":2,"total_oi":2821},{"expiration":"01/21/2028","dte":476,"iv":0.5269,"contract_count":2,"total_oi":4053}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":18.83,"expected_move_2std":37.65,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":39.42,"expected_move_2std":78.84,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":52.45,"expected_move_2std":104.9,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":62.48,"expected_move_2std":124.96,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":116.67,"expected_move_2std":233.34,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":11602,"put_oi":614,"total_oi":12216,"pc_ratio":0.053,"pc_ratio_volume":0.03,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":50305,"put_oi":21941,"total_oi":72246,"pc_ratio":0.436,"pc_ratio_volume":0.018,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":85657,"put_oi":1754,"total_oi":87411,"pc_ratio":0.02,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":19205,"put_oi":339,"total_oi":19544,"pc_ratio":0.018,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":200,"put_oi":13,"total_oi":213,"pc_ratio":0.065,"pc_ratio_volume":4.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":24599,"put_oi":1483,"total_oi":26082,"pc_ratio":0.06,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":56,"put_oi":125,"total_oi":181,"pc_ratio":2.232,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":18689.0,"put_delta_oi":-8.0,"dealer_delta":-18680.0,"call_oi":189,"put_oi":4},{"strike":1.0,"call_delta_oi":22573.0,"put_delta_oi":-134.0,"dealer_delta":-22439.0,"call_oi":233,"put_oi":37},{"strike":1.5,"call_delta_oi":10164.0,"put_delta_oi":-915.0,"dealer_delta":-9249.0,"call_oi":106,"put_oi":129},{"strike":2.0,"call_delta_oi":122517.0,"put_delta_oi":-3483.0,"dealer_delta":-119034.0,"call_oi":1375,"put_oi":329},{"strike":2.5,"call_delta_oi":6519.0,"put_delta_oi":-10920.0,"dealer_delta":4402.0,"call_oi":75,"put_oi":1065},{"strike":3.0,"call_delta_oi":811913.0,"put_delta_oi":-15238.0,"dealer_delta":-796674.0,"call_oi":10189,"put_oi":791},{"strike":3.5,"call_delta_oi":72878.0,"put_delta_oi":-21151.0,"dealer_delta":-51727.0,"call_oi":1042,"put_oi":772},{"strike":4.0,"call_delta_oi":2740436.0,"put_delta_oi":-32716.0,"dealer_delta":-2707720.0,"call_oi":45054,"put_oi":884},{"strike":4.5,"call_delta_oi":283938.0,"put_delta_oi":-3670.0,"dealer_delta":-280267.0,"call_oi":9808,"put_oi":53},{"strike":5.0,"call_delta_oi":1972709.0,"put_delta_oi":-1348902.0,"dealer_delta":-623807.0,"call_oi":38108,"put_oi":20327},{"strike":5.5,"call_delta_oi":21815.0,"put_delta_oi":-14548.0,"dealer_delta":-7267.0,"call_oi":811,"put_oi":200},{"strike":6.0,"call_delta_oi":483616.0,"put_delta_oi":-156.0,"dealer_delta":-483460.0,"call_oi":16598,"put_oi":2},{"strike":7.0,"call_delta_oi":1086120.0,"put_delta_oi":-287.0,"dealer_delta":-1085833.0,"call_oi":51250,"put_oi":5},{"strike":8.0,"call_delta_oi":50268.0,"put_delta_oi":-89.0,"dealer_delta":-50179.0,"call_oi":2071,"put_oi":1},{"strike":9.0,"call_delta_oi":146295.0,"put_delta_oi":0,"dealer_delta":-146295.0,"call_oi":6513,"put_oi":0},{"strike":10.0,"call_delta_oi":69776.0,"put_delta_oi":-125103.0,"dealer_delta":55327.0,"call_oi":2365,"put_oi":1476},{"strike":11.0,"call_delta_oi":13537.0,"put_delta_oi":0,"dealer_delta":-13537.0,"call_oi":972,"put_oi":0},{"strike":12.0,"call_delta_oi":200379.0,"put_delta_oi":-566.0,"dealer_delta":-199812.0,"call_oi":4864,"put_oi":11}],"net_dealer_delta":-6556253.0,"total_call_delta":8134141.0,"total_put_delta":-1577888.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":3.940000057220459,"strikes":[{"strike":2.0,"moneyness":0.5076,"type":"call","iv":1.2371,"delta":0.9155,"oi":166},{"strike":3.0,"moneyness":0.7614,"type":"call","iv":1.0209,"delta":0.7867,"oi":5935},{"strike":4.0,"moneyness":1.0152,"type":"call","iv":0.9698,"delta":0.5999,"oi":33933},{"strike":5.0,"moneyness":1.269,"type":"call","iv":1.1024,"delta":0.4641,"oi":20741},{"strike":6.0,"moneyness":1.5228,"type":"call","iv":1.0693,"delta":0.3335,"oi":4524},{"strike":7.0,"moneyness":1.7766,"type":"call","iv":1.2158,"delta":0.2937,"oi":18156},{"strike":8.0,"moneyness":2.0305,"type":"call","iv":1.2104,"delta":0.2253,"oi":162},{"strike":9.0,"moneyness":2.2843,"type":"call","iv":1.2849,"delta":0.1994,"oi":500},{"strike":10.0,"moneyness":2.5381,"type":"put","iv":1.2627,"delta":-0.8478,"oi":1474},{"strike":10.0,"moneyness":2.5381,"type":"call","iv":1.2917,"delta":0.1614,"oi":1257}]},{"expiration":"01/21/2028","underlying_price":3.940000057220459,"strikes":[{"strike":0.5,"moneyness":0.1269,"type":"call","iv":1.1415,"delta":0.9887,"oi":184},{"strike":1.0,"moneyness":0.2538,"type":"call","iv":1.0189,"delta":0.9647,"oi":183},{"strike":2.0,"moneyness":0.5076,"type":"call","iv":1.1211,"delta":0.8874,"oi":1198},{"strike":2.0,"moneyness":0.5076,"type":"put","iv":1.0021,"delta":-0.1125,"oi":231},{"strike":3.0,"moneyness":0.7614,"type":"put","iv":1.0281,"delta":-0.1933,"oi":511},{"strike":3.0,"moneyness":0.7614,"type":"call","iv":1.0677,"delta":0.8101,"oi":310},{"strike":4.0,"moneyness":1.0152,"type":"put","iv":1.0403,"delta":-0.2653,"oi":398},{"strike":4.0,"moneyness":1.0152,"type":"call","iv":1.003,"delta":0.7282,"oi":3655},{"strike":5.0,"moneyness":1.269,"type":"put","iv":1.0686,"delta":-0.323,"oi":148},{"strike":5.0,"moneyness":1.269,"type":"call","iv":1.063,"delta":0.6756,"oi":13063},{"strike":7.0,"moneyness":1.7766,"type":"call","iv":1.0902,"delta":0.5809,"oi":242},{"strike":10.0,"moneyness":2.5381,"type":"call","iv":1.1091,"delta":0.4761,"oi":1014},{"strike":12.0,"moneyness":3.0457,"type":"call","iv":1.111,"delta":0.4202,"oi":4724}]},{"expiration":"02/19/2027","underlying_price":3.940000057220459,"strikes":[{"strike":3.0,"moneyness":0.7614,"type":"call","iv":0.9785,"delta":0.7823,"oi":115},{"strike":3.5,"moneyness":0.8883,"type":"put","iv":0.9798,"delta":-0.2998,"oi":211},{"strike":4.0,"moneyness":1.0152,"type":"call","iv":1.0201,"delta":0.6242,"oi":2781},{"strike":5.0,"moneyness":1.269,"type":"call","iv":1.0259,"delta":0.4863,"oi":215},{"strike":6.0,"moneyness":1.5228,"type":"call","iv":1.0581,"delta":0.3848,"oi":3163},{"strike":7.0,"moneyness":1.7766,"type":"call","iv":1.0772,"delta":0.3058,"oi":5089},{"strike":8.0,"moneyness":2.0305,"type":"call","iv":1.1097,"delta":0.252,"oi":1757},{"strike":9.0,"moneyness":2.2843,"type":"call","iv":1.1788,"delta":0.2268,"oi":6010}]},{"expiration":"10/16/2026","underlying_price":3.940000057220459,"strikes":[{"strike":3.0,"moneyness":0.7614,"type":"call","iv":1.2988,"delta":0.8926,"oi":191},{"strike":3.5,"moneyness":0.8883,"type":"put","iv":0.9503,"delta":-0.2241,"oi":272},{"strike":4.0,"moneyness":1.0152,"type":"put","iv":0.9124,"delta":-0.4972,"oi":235},{"strike":4.0,"moneyness":1.0152,"type":"call","iv":1.01,"delta":0.5096,"oi":216},{"strike":4.5,"moneyness":1.1421,"type":"call","iv":1.0444,"delta":0.285,"oi":9615},{"strike":5.0,"moneyness":1.269,"type":"call","iv":1.1928,"delta":0.1738,"oi":1035},{"strike":5.5,"moneyness":1.3959,"type":"call","iv":1.3276,"delta":0.1151,"oi":312},{"strike":6.0,"moneyness":1.5228,"type":"call","iv":1.883,"delta":0.1583,"oi":164}]},{"expiration":"11/20/2026","underlying_price":3.940000057220459,"strikes":[{"strike":2.5,"moneyness":0.6345,"type":"put","iv":1.2004,"delta":-0.1011,"oi":1023},{"strike":3.0,"moneyness":0.7614,"type":"call","iv":1.1626,"delta":0.808,"oi":3610},{"strike":3.0,"moneyness":0.7614,"type":"put","iv":1.1154,"delta":-0.1868,"oi":113},{"strike":3.5,"moneyness":0.8883,"type":"call","iv":1.062,"delta":0.6966,"oi":932},{"strike":3.5,"moneyness":0.8883,"type":"put","iv":1.0309,"delta":-0.302,"oi":275},{"strike":4.0,"moneyness":1.0152,"type":"call","iv":1.0872,"delta":0.5687,"oi":4469},{"strike":4.0,"moneyness":1.0152,"type":"put","iv":1.0646,"delta":-0.4331,"oi":160},{"strike":4.5,"moneyness":1.1421,"type":"call","iv":1.0011,"delta":0.4328,"oi":105},{"strike":5.0,"moneyness":1.269,"type":"put","iv":1.0335,"delta":-0.6677,"oi":20056},{"strike":5.0,"moneyness":1.269,"type":"call","iv":0.9988,"delta":0.3223,"oi":3039},{"strike":5.5,"moneyness":1.3959,"type":"put","iv":1.1194,"delta":-0.7274,"oi":200},{"strike":5.5,"moneyness":1.3959,"type":"call","iv":1.2803,"delta":0.3177,"oi":389},{"strike":6.0,"moneyness":1.5228,"type":"call","iv":1.225,"delta":0.2382,"oi":8744},{"strike":7.0,"moneyness":1.7766,"type":"call","iv":1.1988,"delta":0.1375,"oi":27707},{"strike":8.0,"moneyness":2.0305,"type":"call","iv":1.4622,"delta":0.1446,"oi":145},{"strike":11.0,"moneyness":2.7919,"type":"call","iv":1.9574,"delta":0.1393,"oi":972}]}],"greeks_heatmap":{"data":[{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8926,"put_delta":0,"call_gamma":0.191321,"put_gamma":0,"call_theta":-0.0072,"put_theta":0,"call_vega":0.0014,"put_vega":0,"call_oi":191,"put_oi":0},{"strike":3.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2241,"call_gamma":0,"put_gamma":0.423478,"call_theta":0,"put_theta":-0.008,"call_vega":0,"put_vega":0.0022,"call_oi":0,"put_oi":272},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5096,"put_delta":-0.4972,"call_gamma":0.531045,"put_gamma":0.588006,"call_theta":-0.0117,"put_theta":-0.0101,"call_vega":0.003,"put_vega":0.003,"call_oi":216,"put_oi":235},{"strike":4.5,"dte":14,"expiration":"10/16/2026","call_delta":0.285,"put_delta":0,"call_gamma":0.437186,"put_gamma":0,"call_theta":-0.0103,"put_theta":0,"call_vega":0.0025,"put_vega":0,"call_oi":9615,"put_oi":0},{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1738,"put_delta":0,"call_gamma":0.289404,"put_gamma":0,"call_theta":-0.0088,"put_theta":0,"call_vega":0.0019,"put_vega":0,"call_oi":1035,"put_oi":0},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0.808,"put_delta":-0.1868,"call_gamma":0.16441,"put_gamma":0.168475,"call_theta":-0.005,"put_theta":-0.0043,"call_vega":0.0039,"put_vega":0.0038,"call_oi":3610,"put_oi":113},{"strike":3.5,"dte":49,"expiration":"11/20/2026","call_delta":0.6966,"put_delta":-0.302,"call_gamma":0.23032,"put_gamma":0.236761,"call_theta":-0.0057,"put_theta":-0.0052,"call_vega":0.005,"put_vega":0.005,"call_oi":932,"put_oi":275},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5687,"put_delta":-0.4331,"call_gamma":0.253004,"put_gamma":0.258583,"call_theta":-0.0066,"put_theta":-0.006,"call_vega":0.0056,"put_vega":0.0056,"call_oi":4469,"put_oi":160},{"strike":4.5,"dte":49,"expiration":"11/20/2026","call_delta":0.4328,"put_delta":0,"call_gamma":0.274948,"put_gamma":0,"call_theta":-0.006,"put_theta":0,"call_vega":0.0056,"put_vega":0,"call_oi":105,"put_oi":0},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3223,"put_delta":-0.6677,"call_gamma":0.251336,"put_gamma":0.245952,"call_theta":-0.0055,"put_theta":-0.0051,"call_vega":0.0051,"put_vega":0.0052,"call_oi":3039,"put_oi":20056}],"strikes":[3.0,3.5,4.0,4.5,5.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-9.41,"put_25d_iv":95.03,"call_25d_iv":104.44,"put_25d_strike":3.5,"call_25d_strike":4.5,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-19.4,"put_25d_iv":103.09,"call_25d_iv":122.5,"put_25d_strike":3.5,"call_25d_strike":6.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-27.01,"put_25d_iv":94.03,"call_25d_iv":121.04,"put_25d_strike":3.0,"call_25d_strike":8.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-13.0,"put_25d_iv":97.98,"call_25d_iv":110.97,"put_25d_strike":3.5,"call_25d_strike":8.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-7.07,"put_25d_iv":104.03,"call_25d_iv":111.1,"put_25d_strike":4.0,"call_25d_strike":12.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":184,"put_oi":0},{"strike":1.0,"call_vanna":-15.0,"put_vanna":0,"net_vanna":-15.0,"call_oi":183,"put_oi":0},{"strike":1.5,"call_vanna":-2.0,"put_vanna":8.0,"net_vanna":6.0,"call_oi":56,"put_oi":62},{"strike":2.0,"call_vanna":-214.0,"put_vanna":43.0,"net_vanna":-171.0,"call_oi":1364,"put_oi":313},{"strike":2.5,"call_vanna":-6.0,"put_vanna":52.0,"net_vanna":47.0,"call_oi":66,"put_oi":1023},{"strike":3.0,"call_vanna":-825.0,"put_vanna":112.0,"net_vanna":-713.0,"call_oi":10161,"put_oi":699},{"strike":3.5,"call_vanna":-56.0,"put_vanna":40.0,"net_vanna":-16.0,"call_oi":1012,"put_oi":758},{"strike":4.0,"call_vanna":-2279.0,"put_vanna":75.0,"net_vanna":-2204.0,"call_oi":45054,"put_oi":844},{"strike":4.5,"call_vanna":261.0,"put_vanna":0,"net_vanna":261.0,"call_oi":9800,"put_oi":0},{"strike":5.0,"call_vanna":-1392.0,"put_vanna":-852.0,"net_vanna":-2244.0,"call_oi":38093,"put_oi":20255},{"strike":5.5,"call_vanna":29.0,"put_vanna":-11.0,"net_vanna":18.0,"call_oi":753,"put_oi":200},{"strike":6.0,"call_vanna":983.0,"put_vanna":0,"net_vanna":983.0,"call_oi":16595,"put_oi":0},{"strike":7.0,"call_vanna":3389.0,"put_vanna":0,"net_vanna":3389.0,"call_oi":51248,"put_oi":0},{"strike":8.0,"call_vanna":194.0,"put_vanna":0,"net_vanna":194.0,"call_oi":2064,"put_oi":0},{"strike":9.0,"call_vanna":655.0,"put_vanna":0,"net_vanna":655.0,"call_oi":6510,"put_oi":0},{"strike":10.0,"call_vanna":138.0,"put_vanna":-129.0,"net_vanna":10.0,"call_oi":2365,"put_oi":1474},{"strike":11.0,"call_vanna":56.0,"put_vanna":0,"net_vanna":56.0,"call_oi":972,"put_oi":0},{"strike":12.0,"call_vanna":347.0,"put_vanna":0,"net_vanna":347.0,"call_oi":4864,"put_oi":0}],"net_vanna":599.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.0,"call_charm":0,"put_charm":24.0,"net_charm":24.0,"call_oi":0,"put_oi":82},{"strike":2.5,"call_charm":0,"put_charm":239.0,"net_charm":239.0,"call_oi":0,"put_oi":1023},{"strike":3.0,"call_charm":-13958.0,"put_charm":68.0,"net_charm":-13889.0,"call_oi":3801,"put_oi":113},{"strike":3.5,"call_charm":-2779.0,"put_charm":1594.0,"net_charm":-1185.0,"call_oi":932,"put_oi":547},{"strike":4.0,"call_charm":-15764.0,"put_charm":3398.0,"net_charm":-12366.0,"call_oi":4685,"put_oi":395},{"strike":4.5,"call_charm":-73479.0,"put_charm":0,"net_charm":-73479.0,"call_oi":9720,"put_oi":0},{"strike":5.0,"call_charm":-8117.0,"put_charm":51153.0,"net_charm":43036.0,"call_oi":4074,"put_oi":20056},{"strike":5.5,"call_charm":-1330.0,"put_charm":542.0,"net_charm":-788.0,"call_oi":701,"put_oi":200},{"strike":6.0,"call_charm":-9775.0,"put_charm":0,"net_charm":-9775.0,"call_oi":8908,"put_oi":0},{"strike":7.0,"call_charm":-14055.0,"put_charm":0,"net_charm":-14055.0,"call_oi":27761,"put_oi":0},{"strike":8.0,"call_charm":-78.0,"put_charm":0,"net_charm":-78.0,"call_oi":145,"put_oi":0},{"strike":10.0,"call_charm":-49.0,"put_charm":0,"net_charm":-49.0,"call_oi":94,"put_oi":0},{"strike":11.0,"call_charm":-656.0,"put_charm":0,"net_charm":-656.0,"call_oi":972,"put_oi":0},{"strike":12.0,"call_charm":-39.0,"put_charm":0,"net_charm":-39.0,"call_oi":58,"put_oi":0}],"net_charm":-83062.0,"weekend_delta_shift":-249186.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":329467.0,"put_delta":-21788.0,"net_delta":307679.0,"call_oi":11601,"put_oi":614,"total_oi":12215,"total_volume":67,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":1336042.0,"put_delta":-1383094.0,"net_delta":-47052.0,"call_oi":50305,"put_oi":21926,"total_oi":72231,"total_volume":111,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":4217011.0,"put_delta":-131678.0,"net_delta":4085333.0,"call_oi":85657,"put_oi":1704,"total_oi":87361,"total_volume":16,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":654941.0,"put_delta":-10546.0,"net_delta":644395.0,"call_oi":19205,"put_oi":339,"total_oi":19544,"total_volume":14,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":13421.0,"put_delta":-202.0,"net_delta":13218.0,"call_oi":200,"put_oi":13,"total_oi":213,"total_volume":5,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":1579075.0,"put_delta":-28997.0,"net_delta":1550079.0,"call_oi":24599,"put_oi":1365,"total_oi":25964,"total_volume":27,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":4183.0,"put_delta":-1583.0,"net_delta":2600.0,"call_oi":56,"put_oi":125,"total_oi":181,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":4.0,"straddle_price":0.58,"straddle_pct":14.59,"implied_move":14.59,"avg_iv":96.1},{"expiration":"11/20/2026","dte":49,"strike":4.0,"straddle_price":1.23,"straddle_pct":31.09,"implied_move":31.09,"avg_iv":107.6},{"expiration":"01/15/2027","dte":105,"strike":4.0,"straddle_price":1.62,"straddle_pct":41.24,"implied_move":41.24,"avg_iv":97.8},{"expiration":"02/19/2027","dte":140,"strike":4.0,"straddle_price":1.92,"straddle_pct":48.86,"implied_move":48.86,"avg_iv":100.9},{"expiration":"01/21/2028","dte":476,"strike":4.0,"straddle_price":3.4,"straddle_pct":86.29,"implied_move":86.29,"avg_iv":102.2}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":189,"put_oi":8,"total_oi":197,"bias":"neutral"},{"strike":1.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":234,"put_oi":215,"total_oi":449,"bias":"bullish"},{"strike":1.5,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":106,"put_oi":130,"total_oi":236,"bias":"bearish"},{"strike":2.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":1375,"put_oi":329,"total_oi":1704,"bias":"bearish"},{"strike":2.5,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":75,"put_oi":1065,"total_oi":1140,"bias":"bearish"},{"strike":3.0,"call_volume":28,"put_volume":0,"total_volume":28,"call_oi":10189,"put_oi":791,"total_oi":10980,"bias":"bullish"},{"strike":3.5,"call_volume":3,"put_volume":2,"total_volume":5,"call_oi":1042,"put_oi":772,"total_oi":1814,"bias":"neutral"},{"strike":4.0,"call_volume":44,"put_volume":0,"total_volume":44,"call_oi":45054,"put_oi":884,"total_oi":45938,"bias":"bullish"},{"strike":4.5,"call_volume":18,"put_volume":0,"total_volume":18,"call_oi":9808,"put_oi":53,"total_oi":9861,"bias":"bullish"},{"strike":5.0,"call_volume":36,"put_volume":10,"total_volume":46,"call_oi":38108,"put_oi":20327,"total_oi":58435,"bias":"bullish"},{"strike":5.5,"call_volume":16,"put_volume":0,"total_volume":16,"call_oi":811,"put_oi":200,"total_oi":1011,"bias":"bullish"},{"strike":6.0,"call_volume":65,"put_volume":0,"total_volume":65,"call_oi":16598,"put_oi":2,"total_oi":16600,"bias":"bullish"},{"strike":7.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":51250,"put_oi":5,"total_oi":51255,"bias":"bullish"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2071,"put_oi":1,"total_oi":2072,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6513,"put_oi":0,"total_oi":6513,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2365,"put_oi":1476,"total_oi":3841,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":972,"put_oi":0,"total_oi":972,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4864,"put_oi":11,"total_oi":4875,"bias":"neutral"}],"underlying_price":3.940000057220459,"peak_call_strike":6.0,"peak_put_strike":5.0,"total_call_volume":220,"total_put_volume":22,"volume_pc_ratio":0.1},"iv_contours":{"x":[0.76,0.89,1.01,1.14,1.27],"y":[14,49,105,140],"z":[[144.34,111.94,96.12,98.7,119.28],[113.9,104.65,107.59,103.66,101.61],[98.06,95.25,97.79,null,107.25],[100.51,97.98,100.89,null,104.92]],"levels":[95.2,100.2,105.1,110.0,114.9,119.8,124.7,129.6,134.5,139.4,144.3],"min_iv":95.2,"max_iv":144.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":139.15},{"date":"2026-09-15","iv":142.11},{"date":"2026-09-16","iv":132.0},{"date":"2026-09-17","iv":128.45},{"date":"2026-09-18","iv":115.78},{"date":"2026-09-21","iv":120.04},{"date":"2026-09-22","iv":136.3},{"date":"2026-09-23","iv":144.7},{"date":"2026-09-24","iv":148.1},{"date":"2026-09-25","iv":114.1},{"date":"2026-09-28","iv":138.9},{"date":"2026-09-29","iv":153.6},{"date":"2026-09-30","iv":129.3},{"date":"2026-10-01","iv":163.7},{"date":"2026-10-02","iv":131.0}]}}