{"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":"NTNX","summary":{"name":"NTNX","price":72.29,"total_oi":88682,"call_oi":49943,"put_oi":38739,"pc_ratio":0.776,"net_gex":2629094.24,"avg_iv":62.5,"iv_rank":12.8,"iv_52w_high":85.68,"iv_52w_low":59.1,"gamma_flip":23.02,"max_pain":65.0},"features":{"symbol":"NTNX","price":72.29,"total_oi":88682,"analysis_coverage":1.0,"avg_iv_pct":62.5,"iv_rank":12.8,"iv_52w_high_pct":85.68,"iv_52w_low_pct":59.1,"front_dte":14,"front_atm_iv_pct":35.8443,"back_atm_iv_pct":38.6466,"term_premium_pp":-2.8023,"expected_move_front_pct":7.02,"straddle_front_pct":5.81,"straddle_30d_pct":5.81,"risk_reversal_front_pp":4.67,"risk_reversal_30d_pp":4.67,"butterfly_front_pp":-2.31,"butterfly_30d_pp":-2.31,"put_call_oi_ratio":0.776,"put_call_oi_front_ratio":0.611,"put_call_volume_front_ratio":0.431,"option_volume":778,"volume_oi_ratio":0.008773,"net_delta_normalized":0.203884,"dealer_delta_normalized":-0.201728,"gex_per_100k_oi":2964631.199116,"vanna_per_100k_oi":5064.161837,"charm_per_100k_oi":-193577.050585,"weekend_delta_shift_per_100k_oi":-580730.024131,"iv_surface_range_pp":80.4,"gamma_flip_distance_pct":-68.156038,"max_pain_distance_pct":-10.084382,"peak_call_distance_pct":0.290497,"peak_put_distance_pct":7.207083},"analyses":{"gamma_walls":[{"strike":17.5,"call_gex":0.0,"put_gex":-3.51,"net_gex":-3.51,"call_oi":21,"put_oi":1},{"strike":20.0,"call_gex":18.52,"put_gex":-118.93,"net_gex":-100.41,"call_oi":22,"put_oi":23},{"strike":22.5,"call_gex":2.38,"put_gex":-65.03,"net_gex":-62.65,"call_oi":6,"put_oi":14},{"strike":25.0,"call_gex":1213.06,"put_gex":-405.13,"net_gex":807.93,"call_oi":257,"put_oi":69},{"strike":27.5,"call_gex":164.54,"put_gex":-1707.23,"net_gex":-1542.7,"call_oi":27,"put_oi":263},{"strike":30.0,"call_gex":379.06,"put_gex":-3989.94,"net_gex":-3610.88,"call_oi":74,"put_oi":408},{"strike":32.5,"call_gex":130.9,"put_gex":-235.14,"net_gex":-104.24,"call_oi":74,"put_oi":23},{"strike":35.0,"call_gex":1885.34,"put_gex":-12757.4,"net_gex":-10872.06,"call_oi":232,"put_oi":1209},{"strike":37.5,"call_gex":575.74,"put_gex":-2229.82,"net_gex":-1654.09,"call_oi":46,"put_oi":148},{"strike":40.0,"call_gex":2237.53,"put_gex":-246847.79,"net_gex":-244610.25,"call_oi":194,"put_oi":13413},{"strike":42.5,"call_gex":1578.7,"put_gex":-5329.45,"net_gex":-3750.75,"call_oi":176,"put_oi":310},{"strike":45.0,"call_gex":5952.64,"put_gex":-5757.46,"net_gex":195.18,"call_oi":392,"put_oi":290},{"strike":47.5,"call_gex":10614.83,"put_gex":-572.41,"net_gex":10042.42,"call_oi":503,"put_oi":24},{"strike":50.0,"call_gex":13324.43,"put_gex":-14369.5,"net_gex":-1045.07,"call_oi":516,"put_oi":467},{"strike":52.5,"call_gex":18529.98,"put_gex":-5961.54,"net_gex":12568.45,"call_oi":525,"put_oi":163},{"strike":55.0,"call_gex":87907.33,"put_gex":-14055.38,"net_gex":73851.95,"call_oi":1818,"put_oi":295},{"strike":57.5,"call_gex":11647.63,"put_gex":-114068.19,"net_gex":-102420.56,"call_oi":503,"put_oi":1796},{"strike":60.0,"call_gex":27615.68,"put_gex":-21517.83,"net_gex":6097.85,"call_oi":589,"put_oi":367},{"strike":62.5,"call_gex":8773.19,"put_gex":-15758.04,"net_gex":-6984.85,"call_oi":140,"put_oi":168},{"strike":65.0,"call_gex":29682.16,"put_gex":-521994.7,"net_gex":-492312.54,"call_oi":545,"put_oi":12794},{"strike":67.5,"call_gex":135459.89,"put_gex":-243068.06,"net_gex":-107608.17,"call_oi":932,"put_oi":5429},{"strike":70.0,"call_gex":804957.17,"put_gex":-90338.12,"net_gex":714619.05,"call_oi":5299,"put_oi":456},{"strike":72.5,"call_gex":114070.63,"put_gex":-16343.62,"net_gex":97727.01,"call_oi":483,"put_oi":129},{"strike":75.0,"call_gex":291187.68,"put_gex":-20929.73,"net_gex":270257.95,"call_oi":1219,"put_oi":164},{"strike":77.5,"call_gex":72676.28,"put_gex":-16175.66,"net_gex":56500.62,"call_oi":532,"put_oi":83},{"strike":80.0,"call_gex":1383705.01,"put_gex":-364.63,"net_gex":1383340.38,"call_oi":11640,"put_oi":5},{"strike":82.5,"call_gex":39606.57,"put_gex":-207.93,"net_gex":39398.64,"call_oi":353,"put_oi":3},{"strike":85.0,"call_gex":436855.55,"put_gex":-1143.51,"net_gex":435712.05,"call_oi":9789,"put_oi":21},{"strike":87.5,"call_gex":22252.13,"put_gex":-5980.25,"net_gex":16271.89,"call_oi":229,"put_oi":120},{"strike":90.0,"call_gex":292766.6,"put_gex":-2771.56,"net_gex":289995.05,"call_oi":6986,"put_oi":32},{"strike":95.0,"call_gex":35363.25,"put_gex":-2547.39,"net_gex":32815.86,"call_oi":772,"put_oi":52},{"strike":100.0,"call_gex":17953.68,"put_gex":0.0,"net_gex":17953.68,"call_oi":325,"put_oi":0},{"strike":105.0,"call_gex":44076.17,"put_gex":0.0,"net_gex":44076.17,"call_oi":952,"put_oi":0},{"strike":110.0,"call_gex":12231.1,"put_gex":0.0,"net_gex":12231.1,"call_oi":293,"put_oi":0},{"strike":115.0,"call_gex":85709.29,"put_gex":0.0,"net_gex":85709.29,"call_oi":3322,"put_oi":0},{"strike":120.0,"call_gex":5604.44,"put_gex":0.0,"net_gex":5604.44,"call_oi":157,"put_oi":0}],"pain_by_strike":[{"strike":17.5,"call_value":0,"put_value":1419302.5,"total_value":1419302.5},{"strike":20.0,"call_value":52.5,"put_value":1322457.5,"total_value":1322510.0},{"strike":22.5,"call_value":160.0,"put_value":1225670.0,"total_value":1225830.0},{"strike":25.0,"call_value":282.5,"put_value":1128917.5,"total_value":1129200.0},{"strike":27.5,"call_value":1047.5,"put_value":1032337.5,"total_value":1033385.0},{"strike":30.0,"call_value":1880.0,"put_value":936415.0,"total_value":938295.0},{"strike":32.5,"call_value":2897.5,"put_value":841512.5,"total_value":844410.0},{"strike":35.0,"call_value":4100.0,"put_value":746667.5,"total_value":750767.5},{"strike":37.5,"call_value":5882.5,"put_value":654845.0,"total_value":660727.5},{"strike":40.0,"call_value":7780.0,"put_value":563392.5,"total_value":571172.5},{"strike":42.5,"call_value":10162.5,"put_value":505472.5,"total_value":515635.0},{"strike":45.0,"call_value":12985.0,"put_value":448327.5,"total_value":461312.5},{"strike":47.5,"call_value":16787.5,"put_value":391907.5,"total_value":408695.0},{"strike":50.0,"call_value":21847.5,"put_value":335547.5,"total_value":357395.0},{"strike":52.5,"call_value":28197.5,"put_value":280355.0,"total_value":308552.5},{"strike":55.0,"call_value":35860.0,"put_value":225570.0,"total_value":261430.0},{"strike":57.5,"call_value":48067.5,"put_value":171522.5,"total_value":219590.0},{"strike":60.0,"call_value":61532.5,"put_value":121965.0,"total_value":183497.5},{"strike":62.5,"call_value":76470.0,"put_value":73325.0,"total_value":149795.0},{"strike":65.0,"call_value":91757.5,"put_value":25105.0,"total_value":116862.5},{"strike":67.5,"call_value":108407.5,"put_value":8870.0,"total_value":117277.5},{"strike":70.0,"call_value":127387.5,"put_value":6207.5,"total_value":133595.0},{"strike":72.5,"call_value":159615.0,"put_value":4685.0,"total_value":164300.0},{"strike":75.0,"call_value":193050.0,"put_value":3485.0,"total_value":196535.0},{"strike":77.5,"call_value":229532.5,"put_value":2695.0,"total_value":232227.5},{"strike":80.0,"call_value":267345.0,"put_value":2112.5,"total_value":269457.5},{"strike":82.5,"call_value":334257.5,"put_value":1542.5,"total_value":335800.0},{"strike":85.0,"call_value":402052.5,"put_value":980.0,"total_value":403032.5},{"strike":87.5,"call_value":494320.0,"put_value":470.0,"total_value":494790.0},{"strike":90.0,"call_value":587160.0,"put_value":260.0,"total_value":587420.0},{"strike":95.0,"call_value":807770.0,"put_value":0.0,"total_value":807770.0},{"strike":100.0,"call_value":1032240.0,"put_value":0.0,"total_value":1032240.0},{"strike":105.0,"call_value":1258335.0,"put_value":0.0,"total_value":1258335.0},{"strike":110.0,"call_value":1489190.0,"put_value":0.0,"total_value":1489190.0},{"strike":115.0,"call_value":1721510.0,"put_value":0.0,"total_value":1721510.0},{"strike":120.0,"call_value":1970440.0,"put_value":0,"total_value":1970440.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":189.9,"strike":41.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":51.4,"strike":57.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":67.4,"strike":42.58},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":42.4,"strike":65.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":41.6,"strike":65.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":47.2,"strike":65.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":36.8,"strike":68.75},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":39.2,"strike":68.75},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":45.5,"strike":68.75},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":37.2,"strike":72.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":37.4,"strike":72.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":46.1,"strike":72.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":34.0,"strike":76.25},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":38.7,"strike":75.83},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":45.7,"strike":76.25},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":40.8,"strike":80.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":38.8,"strike":80.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":45.7,"strike":80.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":81.1,"strike":90.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":49.3,"strike":90.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":45.4,"strike":95.96}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":10,"total_oi":1976},{"expiration":"11/20/2026","dte":49,"iv":0.2127,"contract_count":8,"total_oi":535},{"expiration":"01/15/2027","dte":105,"iv":0.7037,"contract_count":10,"total_oi":7123},{"expiration":"04/16/2027","dte":196,"iv":0.8534,"contract_count":6,"total_oi":78},{"expiration":"01/21/2028","dte":476,"iv":0.97,"contract_count":10,"total_oi":346},{"expiration":"06/16/2028","dte":623,"iv":0.9651,"contract_count":1,"total_oi":3},{"expiration":"12/15/2028","dte":805,"iv":1.0,"contract_count":5,"total_oi":4663},{"expiration":"01/19/2029","dte":840,"iv":0.9628,"contract_count":2,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.02,"expected_move_2std":14.03,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":14.16,"expected_move_2std":28.33,"contract_count":5},{"expiration":"01/15/2027","dte":105,"expected_move_1std":24.47,"expected_move_2std":48.93,"contract_count":6},{"expiration":"04/16/2027","dte":196,"expected_move_1std":35.1,"expected_move_2std":70.2,"contract_count":4},{"expiration":"01/21/2028","dte":476,"expected_move_1std":56.79,"expected_move_2std":113.59,"contract_count":6},{"expiration":"06/16/2028","dte":623,"expected_move_1std":64.53,"expected_move_2std":129.06,"contract_count":1},{"expiration":"12/15/2028","dte":805,"expected_move_1std":73.4,"expected_move_2std":146.81,"contract_count":3},{"expiration":"01/19/2029","dte":840,"expected_move_1std":74.88,"expected_move_2std":149.77,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":5187,"put_oi":3170,"total_oi":8357,"pc_ratio":0.611,"pc_ratio_volume":0.431,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":765,"put_oi":144,"total_oi":909,"pc_ratio":0.188,"pc_ratio_volume":0.04,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":25112,"put_oi":5409,"total_oi":30521,"pc_ratio":0.215,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":478,"put_oi":583,"total_oi":1061,"pc_ratio":1.22,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":2130,"put_oi":13607,"total_oi":15737,"pc_ratio":6.388,"pc_ratio_volume":1.073,"sentiment":"bearish"},{"expiration":"06/16/2028","dte":623,"call_oi":34,"put_oi":11,"total_oi":45,"pc_ratio":0.324,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/15/2028","dte":805,"call_oi":16165,"put_oi":15814,"total_oi":31979,"pc_ratio":0.978,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"01/19/2029","dte":840,"call_oi":72,"put_oi":1,"total_oi":73,"pc_ratio":0.014,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-2.0,"dealer_delta":2.0,"call_oi":0,"put_oi":1},{"strike":20.0,"call_delta_oi":794.0,"put_delta_oi":-71.0,"dealer_delta":-723.0,"call_oi":8,"put_oi":23},{"strike":22.5,"call_delta_oi":99.0,"put_delta_oi":-24.0,"dealer_delta":-75.0,"call_oi":1,"put_oi":14},{"strike":25.0,"call_delta_oi":25278.0,"put_delta_oi":-167.0,"dealer_delta":-25110.0,"call_oi":257,"put_oi":69},{"strike":27.5,"call_delta_oi":2442.0,"put_delta_oi":-548.0,"dealer_delta":-1894.0,"call_oi":25,"put_oi":263},{"strike":30.0,"call_delta_oi":7278.0,"put_delta_oi":-1871.0,"dealer_delta":-5407.0,"call_oi":74,"put_oi":408},{"strike":32.5,"call_delta_oi":1146.0,"put_delta_oi":-80.0,"dealer_delta":-1066.0,"call_oi":12,"put_oi":23},{"strike":35.0,"call_delta_oi":22495.0,"put_delta_oi":-3259.0,"dealer_delta":-19236.0,"call_oi":232,"put_oi":1209},{"strike":37.5,"call_delta_oi":4392.0,"put_delta_oi":-968.0,"dealer_delta":-3423.0,"call_oi":46,"put_oi":148},{"strike":40.0,"call_delta_oi":18776.0,"put_delta_oi":-112718.0,"dealer_delta":93942.0,"call_oi":194,"put_oi":13413},{"strike":42.5,"call_delta_oi":9421.0,"put_delta_oi":-1115.0,"dealer_delta":-8306.0,"call_oi":99,"put_oi":310},{"strike":45.0,"call_delta_oi":26338.0,"put_delta_oi":-1165.0,"dealer_delta":-25172.0,"call_oi":278,"put_oi":290},{"strike":47.5,"call_delta_oi":43175.0,"put_delta_oi":-99.0,"dealer_delta":-43076.0,"call_oi":453,"put_oi":24},{"strike":50.0,"call_delta_oi":37434.0,"put_delta_oi":-2830.0,"dealer_delta":-34604.0,"call_oi":411,"put_oi":467},{"strike":52.5,"call_delta_oi":44253.0,"put_delta_oi":-1096.0,"dealer_delta":-43157.0,"call_oi":501,"put_oi":163},{"strike":55.0,"call_delta_oi":151604.0,"put_delta_oi":-3005.0,"dealer_delta":-148599.0,"call_oi":1707,"put_oi":295},{"strike":57.5,"call_delta_oi":48604.0,"put_delta_oi":-25180.0,"dealer_delta":-23425.0,"call_oi":503,"put_oi":1796},{"strike":60.0,"call_delta_oi":35318.0,"put_delta_oi":-4838.0,"dealer_delta":-30481.0,"call_oi":442,"put_oi":367},{"strike":62.5,"call_delta_oi":12018.0,"put_delta_oi":-2945.0,"dealer_delta":-9073.0,"call_oi":140,"put_oi":168},{"strike":65.0,"call_delta_oi":24632.0,"put_delta_oi":-321652.0,"dealer_delta":297021.0,"call_oi":339,"put_oi":12794},{"strike":67.5,"call_delta_oi":67118.0,"put_delta_oi":-153155.0,"dealer_delta":86037.0,"call_oi":932,"put_oi":5429},{"strike":70.0,"call_delta_oi":336269.0,"put_delta_oi":-16179.0,"dealer_delta":-320089.0,"call_oi":5299,"put_oi":456},{"strike":72.5,"call_delta_oi":26546.0,"put_delta_oi":-5600.0,"dealer_delta":-20947.0,"call_oi":483,"put_oi":129},{"strike":75.0,"call_delta_oi":52297.0,"put_delta_oi":-8171.0,"dealer_delta":-44126.0,"call_oi":1219,"put_oi":164},{"strike":77.5,"call_delta_oi":22457.0,"put_delta_oi":-6197.0,"dealer_delta":-16260.0,"call_oi":532,"put_oi":83},{"strike":80.0,"call_delta_oi":408906.0,"put_delta_oi":-247.0,"dealer_delta":-408659.0,"call_oi":11640,"put_oi":5},{"strike":82.5,"call_delta_oi":12386.0,"put_delta_oi":-152.0,"dealer_delta":-12234.0,"call_oi":353,"put_oi":3},{"strike":85.0,"call_delta_oi":562400.0,"put_delta_oi":-983.0,"dealer_delta":-561417.0,"call_oi":9789,"put_oi":21},{"strike":87.5,"call_delta_oi":6273.0,"put_delta_oi":-5741.0,"dealer_delta":-532.0,"call_oi":229,"put_oi":120},{"strike":90.0,"call_delta_oi":388035.0,"put_delta_oi":-2347.0,"dealer_delta":-385688.0,"call_oi":6986,"put_oi":32},{"strike":95.0,"call_delta_oi":34093.0,"put_delta_oi":-2761.0,"dealer_delta":-31331.0,"call_oi":772,"put_oi":52},{"strike":100.0,"call_delta_oi":7827.0,"put_delta_oi":0,"dealer_delta":-7827.0,"call_oi":325,"put_oi":0},{"strike":105.0,"call_delta_oi":9882.0,"put_delta_oi":0,"dealer_delta":-9882.0,"call_oi":952,"put_oi":0},{"strike":110.0,"call_delta_oi":6546.0,"put_delta_oi":0,"dealer_delta":-6546.0,"call_oi":293,"put_oi":0},{"strike":115.0,"call_delta_oi":14653.0,"put_delta_oi":0,"dealer_delta":-14653.0,"call_oi":3322,"put_oi":0},{"strike":120.0,"call_delta_oi":2946.0,"put_delta_oi":0,"dealer_delta":-2946.0,"call_oi":157,"put_oi":0}],"net_dealer_delta":-1788964.0,"total_call_delta":2474129.0,"total_put_delta":-685165.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":72.29000091552734,"strikes":[{"strike":27.5,"moneyness":0.3804,"type":"put","iv":1.0403,"delta":-0.0207,"oi":260},{"strike":35.0,"moneyness":0.4842,"type":"call","iv":0.571,"delta":0.9949,"oi":125},{"strike":40.0,"moneyness":0.5533,"type":"call","iv":0.5608,"delta":0.9849,"oi":128},{"strike":40.0,"moneyness":0.5533,"type":"put","iv":0.6681,"delta":-0.0306,"oi":592},{"strike":45.0,"moneyness":0.6225,"type":"call","iv":0.5756,"delta":0.9587,"oi":230},{"strike":47.5,"moneyness":0.6571,"type":"call","iv":0.4985,"delta":0.9605,"oi":418},{"strike":50.0,"moneyness":0.6917,"type":"call","iv":0.5231,"delta":0.9336,"oi":300},{"strike":50.0,"moneyness":0.6917,"type":"put","iv":0.4893,"delta":-0.0561,"oi":300},{"strike":52.5,"moneyness":0.7262,"type":"call","iv":0.473,"delta":0.9252,"oi":287},{"strike":55.0,"moneyness":0.7608,"type":"call","iv":0.4845,"delta":0.8912,"oi":1644},{"strike":55.0,"moneyness":0.7608,"type":"put","iv":0.4882,"delta":-0.1102,"oi":154},{"strike":57.5,"moneyness":0.7954,"type":"put","iv":0.4775,"delta":-0.1416,"oi":1758},{"strike":60.0,"moneyness":0.83,"type":"put","iv":0.4826,"delta":-0.1843,"oi":113},{"strike":60.0,"moneyness":0.83,"type":"call","iv":0.4692,"delta":0.8206,"oi":249},{"strike":65.0,"moneyness":0.8992,"type":"call","iv":0.4669,"delta":0.7256,"oi":250},{"strike":65.0,"moneyness":0.8992,"type":"put","iv":0.4764,"delta":-0.2767,"oi":390},{"strike":67.5,"moneyness":0.9337,"type":"put","iv":0.4564,"delta":-0.3253,"oi":744},{"strike":67.5,"moneyness":0.9337,"type":"call","iv":0.4598,"delta":0.6741,"oi":543},{"strike":70.0,"moneyness":0.9683,"type":"put","iv":0.446,"delta":-0.3801,"oi":276},{"strike":70.0,"moneyness":0.9683,"type":"call","iv":0.4574,"delta":0.6193,"oi":4380},{"strike":72.5,"moneyness":1.0029,"type":"put","iv":0.4564,"delta":-0.4366,"oi":115},{"strike":72.5,"moneyness":1.0029,"type":"call","iv":0.4654,"delta":0.5641,"oi":132},{"strike":75.0,"moneyness":1.0375,"type":"put","iv":0.4671,"delta":-0.4898,"oi":146},{"strike":75.0,"moneyness":1.0375,"type":"call","iv":0.4448,"delta":0.5059,"oi":325},{"strike":77.5,"moneyness":1.0721,"type":"call","iv":0.4547,"delta":0.454,"oi":433},{"strike":80.0,"moneyness":1.1067,"type":"call","iv":0.4567,"delta":0.4035,"oi":9514},{"strike":82.5,"moneyness":1.1412,"type":"call","iv":0.4475,"delta":0.3509,"oi":353},{"strike":85.0,"moneyness":1.1758,"type":"call","iv":0.472,"delta":0.3196,"oi":552},{"strike":87.5,"moneyness":1.2104,"type":"call","iv":0.4418,"delta":0.2609,"oi":217},{"strike":90.0,"moneyness":1.245,"type":"call","iv":0.427,"delta":0.2135,"oi":111},{"strike":100.0,"moneyness":1.3833,"type":"call","iv":0.4409,"delta":0.1132,"oi":193},{"strike":105.0,"moneyness":1.4525,"type":"call","iv":0.4497,"delta":0.0831,"oi":885},{"strike":110.0,"moneyness":1.5216,"type":"call","iv":0.4282,"delta":0.0475,"oi":120},{"strike":115.0,"moneyness":1.5908,"type":"call","iv":0.4498,"delta":0.039,"oi":3260}]},{"expiration":"01/21/2028","underlying_price":72.29000091552734,"strikes":[{"strike":25.0,"moneyness":0.3458,"type":"call","iv":0.5473,"delta":0.9822,"oi":236},{"strike":30.0,"moneyness":0.415,"type":"put","iv":0.6459,"delta":-0.0508,"oi":333},{"strike":35.0,"moneyness":0.4842,"type":"call","iv":0.5558,"delta":0.9392,"oi":104},{"strike":37.5,"moneyness":0.5187,"type":"put","iv":0.5858,"delta":-0.0809,"oi":101},{"strike":40.0,"moneyness":0.5533,"type":"put","iv":0.5371,"delta":-0.0865,"oi":12811},{"strike":50.0,"moneyness":0.6917,"type":"call","iv":0.5101,"delta":0.846,"oi":101},{"strike":52.5,"moneyness":0.7262,"type":"call","iv":0.5004,"delta":0.8271,"oi":213},{"strike":75.0,"moneyness":1.0375,"type":"call","iv":0.4968,"delta":0.624,"oi":204},{"strike":87.5,"moneyness":1.2104,"type":"put","iv":0.5065,"delta":-0.4784,"oi":120},{"strike":100.0,"moneyness":1.3833,"type":"call","iv":0.4829,"delta":0.4156,"oi":110},{"strike":110.0,"moneyness":1.5216,"type":"call","iv":0.477,"delta":0.3454,"oi":173}]},{"expiration":"04/16/2027","underlying_price":72.29000091552734,"strikes":[{"strike":65.0,"moneyness":0.8992,"type":"put","iv":0.4796,"delta":-0.2935,"oi":454},{"strike":85.0,"moneyness":1.1758,"type":"call","iv":0.4849,"delta":0.4146,"oi":120},{"strike":90.0,"moneyness":1.245,"type":"call","iv":0.4519,"delta":0.3338,"oi":148}]},{"expiration":"10/16/2026","underlying_price":72.29000091552734,"strikes":[{"strike":35.0,"moneyness":0.4842,"type":"put","iv":2.2227,"delta":-0.026,"oi":1103},{"strike":42.5,"moneyness":0.5879,"type":"put","iv":1.6959,"delta":-0.034,"oi":240},{"strike":45.0,"moneyness":0.6225,"type":"put","iv":1.4412,"delta":-0.0298,"oi":182},{"strike":50.0,"moneyness":0.6917,"type":"put","iv":1.267,"delta":-0.0477,"oi":132},{"strike":52.5,"moneyness":0.7262,"type":"put","iv":1.1286,"delta":-0.0531,"oi":118},{"strike":57.5,"moneyness":0.7954,"type":"call","iv":0.5291,"delta":0.9908,"oi":428},{"strike":60.0,"moneyness":0.83,"type":"put","iv":0.5551,"delta":-0.0325,"oi":143},{"strike":65.0,"moneyness":0.8992,"type":"put","iv":0.4238,"delta":-0.0826,"oi":744},{"strike":67.5,"moneyness":0.9337,"type":"call","iv":0.4017,"delta":0.832,"oi":236},{"strike":70.0,"moneyness":0.9683,"type":"call","iv":0.31,"delta":0.7275,"oi":680},{"strike":70.0,"moneyness":0.9683,"type":"put","iv":0.384,"delta":-0.3081,"oi":154},{"strike":72.5,"moneyness":1.0029,"type":"call","iv":0.381,"delta":0.5066,"oi":202},{"strike":75.0,"moneyness":1.0375,"type":"call","iv":0.3373,"delta":0.3006,"oi":550},{"strike":80.0,"moneyness":1.1067,"type":"call","iv":0.3396,"delta":0.0636,"oi":1799},{"strike":85.0,"moneyness":1.1758,"type":"call","iv":0.6772,"delta":0.1167,"oi":174},{"strike":95.0,"moneyness":1.3142,"type":"call","iv":0.9134,"delta":0.0681,"oi":108}]},{"expiration":"11/20/2026","underlying_price":72.29000091552734,"strikes":[{"strike":67.5,"moneyness":0.9337,"type":"call","iv":0.3912,"delta":0.7236,"oi":109},{"strike":70.0,"moneyness":0.9683,"type":"call","iv":0.3919,"delta":0.6319,"oi":143},{"strike":75.0,"moneyness":1.0375,"type":"call","iv":0.3857,"delta":0.4391,"oi":110},{"strike":80.0,"moneyness":1.1067,"type":"call","iv":0.3882,"delta":0.271,"oi":190}]},{"expiration":"12/15/2028","underlying_price":72.29000091552734,"strikes":[{"strike":65.0,"moneyness":0.8992,"type":"put","iv":0.5107,"delta":-0.2602,"oi":11167},{"strike":67.5,"moneyness":0.9337,"type":"put","iv":0.5103,"delta":-0.2767,"oi":4608},{"strike":85.0,"moneyness":1.1758,"type":"call","iv":0.4833,"delta":0.6038,"oi":8791},{"strike":90.0,"moneyness":1.245,"type":"call","iv":0.4812,"delta":0.572,"oi":6613},{"strike":95.0,"moneyness":1.3142,"type":"call","iv":0.4822,"delta":0.5426,"oi":545}]}],"greeks_heatmap":{"data":[{"strike":52.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0531,"call_gamma":0,"put_gamma":0.007028,"call_theta":0,"put_theta":-0.0636,"call_vega":0,"put_vega":0.0148,"call_oi":0,"put_oi":118},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0596,"call_gamma":0,"put_gamma":0.008735,"call_theta":0,"put_theta":-0.0613,"call_vega":0,"put_vega":0.0162,"call_oi":111,"put_oi":95},{"strike":57.5,"dte":14,"expiration":"10/16/2026","call_delta":0.9908,"put_delta":0,"call_gamma":0.003434,"put_gamma":0,"call_theta":-0.0135,"put_theta":0,"call_vega":0.0034,"put_vega":0,"call_oi":428,"put_oi":0},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0325,"call_gamma":0,"put_gamma":0.009594,"call_theta":0,"put_theta":-0.0209,"call_vega":0,"put_vega":0.0099,"call_oi":147,"put_oi":143},{"strike":62.5,"dte":14,"expiration":"10/16/2026","call_delta":0.9903,"put_delta":0,"call_gamma":0.005642,"put_gamma":0,"call_theta":-0.0118,"put_theta":0,"call_vega":0.0035,"put_vega":0,"call_oi":55,"put_oi":0},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0826,"call_gamma":0,"put_gamma":0.026337,"call_theta":0,"put_theta":-0.0331,"call_vega":0,"put_vega":0.0208,"call_oi":206,"put_oi":744},{"strike":67.5,"dte":14,"expiration":"10/16/2026","call_delta":0.832,"put_delta":-0.1536,"call_gamma":0.045821,"put_gamma":0.046085,"call_theta":-0.0593,"put_theta":-0.0455,"call_vega":0.0343,"put_vega":0.0323,"call_oi":236,"put_oi":55},{"strike":70.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7275,"put_delta":-0.3081,"call_gamma":0.078529,"put_gamma":0.067163,"call_theta":-0.0598,"put_theta":-0.0682,"call_vega":0.0453,"put_vega":0.048,"call_oi":680,"put_oi":154},{"strike":72.5,"dte":14,"expiration":"10/16/2026","call_delta":0.5066,"put_delta":0,"call_gamma":0.076735,"put_gamma":0,"call_theta":-0.0838,"put_theta":0,"call_vega":0.0544,"put_vega":0,"call_oi":202,"put_oi":0},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3006,"put_delta":0,"call_gamma":0.075632,"put_gamma":0,"call_theta":-0.064,"put_theta":0,"call_vega":0.0475,"put_vega":0,"call_oi":550,"put_oi":0},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0636,"put_delta":0,"call_gamma":0.026898,"put_gamma":0,"call_theta":-0.0227,"put_theta":0,"call_vega":0.017,"put_vega":0,"call_oi":1799,"put_oi":0},{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1167,"put_delta":0,"call_gamma":0.021232,"put_gamma":0,"call_theta":-0.0706,"put_theta":0,"call_vega":0.0268,"put_vega":0,"call_oi":174,"put_oi":0},{"strike":90.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0984,"put_delta":0,"call_gamma":0.015106,"put_gamma":0,"call_theta":-0.0774,"put_theta":0,"call_vega":0.0237,"put_vega":0,"call_oi":53,"put_oi":0},{"strike":67.5,"dte":49,"expiration":"11/20/2026","call_delta":0.7236,"put_delta":0,"call_gamma":0.032619,"put_gamma":0,"call_theta":-0.041,"put_theta":0,"call_vega":0.0877,"put_vega":0,"call_oi":109,"put_oi":0},{"strike":70.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6319,"put_delta":0,"call_gamma":0.036691,"put_gamma":0,"call_theta":-0.045,"put_theta":0,"call_vega":0.0988,"put_vega":0,"call_oi":143,"put_oi":0},{"strike":72.5,"dte":49,"expiration":"11/20/2026","call_delta":0.5349,"put_delta":0,"call_gamma":0.040544,"put_gamma":0,"call_theta":-0.0446,"put_theta":0,"call_vega":0.1042,"put_vega":0,"call_oi":64,"put_oi":0},{"strike":75.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4391,"put_delta":0,"call_gamma":0.038993,"put_gamma":0,"call_theta":-0.0449,"put_theta":0,"call_vega":0.1034,"put_vega":0,"call_oi":110,"put_oi":0},{"strike":77.5,"dte":49,"expiration":"11/20/2026","call_delta":0.3503,"put_delta":0,"call_gamma":0.036423,"put_gamma":0,"call_theta":-0.042,"put_theta":0,"call_vega":0.0971,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":80.0,"dte":49,"expiration":"11/20/2026","call_delta":0.271,"put_delta":0,"call_gamma":0.032551,"put_gamma":0,"call_theta":-0.0372,"put_theta":0,"call_vega":0.0868,"put_vega":0,"call_oi":190,"put_oi":0}],"strikes":[52.5,55.0,57.5,60.0,62.5,65.0,67.5,70.0,72.5,75.0,77.5,80.0,85.0,90.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":4.67,"put_25d_iv":38.4,"call_25d_iv":33.73,"put_25d_strike":70.0,"call_25d_strike":75.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":4.22,"put_25d_iv":48.39,"call_25d_iv":44.18,"put_25d_strike":62.5,"call_25d_strike":87.5,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":2.77,"put_25d_iv":47.96,"call_25d_iv":45.19,"put_25d_strike":65.0,"call_25d_strike":90.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":6.18,"put_25d_iv":53.71,"call_25d_iv":47.53,"put_25d_strike":40.0,"call_25d_strike":120.0,"skew":"put_skew"},{"expiration":"12/15/2028","dte":805,"risk_reversal":2.84,"put_25d_iv":51.07,"call_25d_iv":48.22,"put_25d_strike":65.0,"call_25d_strike":95.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":-11.0,"put_vanna":1.0,"net_vanna":-10.0,"call_oi":236,"put_oi":57},{"strike":27.5,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":260},{"strike":30.0,"call_vanna":0,"put_vanna":37.0,"net_vanna":37.0,"call_oi":0,"put_oi":397},{"strike":35.0,"call_vanna":-14.0,"put_vanna":14.0,"net_vanna":0.0,"call_oi":229,"put_oi":1155},{"strike":37.5,"call_vanna":0,"put_vanna":14.0,"net_vanna":14.0,"call_oi":0,"put_oi":101},{"strike":40.0,"call_vanna":-3.0,"put_vanna":1926.0,"net_vanna":1924.0,"call_oi":128,"put_oi":13403},{"strike":42.5,"call_vanna":-2.0,"put_vanna":6.0,"net_vanna":4.0,"call_oi":66,"put_oi":304},{"strike":45.0,"call_vanna":-10.0,"put_vanna":6.0,"net_vanna":-4.0,"call_oi":230,"put_oi":262},{"strike":47.5,"call_vanna":-18.0,"put_vanna":0,"net_vanna":-18.0,"call_oi":418,"put_oi":0},{"strike":50.0,"call_vanna":-37.0,"put_vanna":18.0,"net_vanna":-19.0,"call_oi":401,"put_oi":432},{"strike":52.5,"call_vanna":-59.0,"put_vanna":2.0,"net_vanna":-57.0,"call_oi":500,"put_oi":118},{"strike":55.0,"call_vanna":-139.0,"put_vanna":14.0,"net_vanna":-125.0,"call_oi":1701,"put_oi":249},{"strike":57.5,"call_vanna":-2.0,"put_vanna":151.0,"net_vanna":149.0,"call_oi":428,"put_oi":1758},{"strike":60.0,"call_vanna":-48.0,"put_vanna":12.0,"net_vanna":-36.0,"call_oi":412,"put_oi":256},{"strike":62.5,"call_vanna":-7.0,"put_vanna":7.0,"net_vanna":0.0,"call_oi":135,"put_oi":84},{"strike":65.0,"call_vanna":-20.0,"put_vanna":2675.0,"net_vanna":2655.0,"call_oi":250,"put_oi":12755},{"strike":67.5,"call_vanna":-50.0,"put_vanna":1074.0,"net_vanna":1024.0,"call_oi":888,"put_oi":5407},{"strike":70.0,"call_vanna":-237.0,"put_vanna":17.0,"net_vanna":-220.0,"call_oi":5203,"put_oi":430},{"strike":72.5,"call_vanna":-13.0,"put_vanna":3.0,"net_vanna":-10.0,"call_oi":468,"put_oi":115},{"strike":75.0,"call_vanna":-6.0,"put_vanna":1.0,"net_vanna":-6.0,"call_oi":1189,"put_oi":146},{"strike":77.5,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":493,"put_oi":0},{"strike":80.0,"call_vanna":413.0,"put_vanna":0,"net_vanna":413.0,"call_oi":11590,"put_oi":0},{"strike":82.5,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":353,"put_oi":0},{"strike":85.0,"call_vanna":-1003.0,"put_vanna":0,"net_vanna":-1003.0,"call_oi":9698,"put_oi":0},{"strike":87.5,"call_vanna":18.0,"put_vanna":2.0,"net_vanna":20.0,"call_oi":217,"put_oi":120},{"strike":90.0,"call_vanna":-530.0,"put_vanna":0,"net_vanna":-530.0,"call_oi":6925,"put_oi":0},{"strike":95.0,"call_vanna":-25.0,"put_vanna":-1.0,"net_vanna":-26.0,"call_oi":653,"put_oi":52},{"strike":100.0,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":303,"put_oi":0},{"strike":105.0,"call_vanna":60.0,"put_vanna":0,"net_vanna":60.0,"call_oi":885,"put_oi":0},{"strike":110.0,"call_vanna":28.0,"put_vanna":0,"net_vanna":28.0,"call_oi":293,"put_oi":0},{"strike":115.0,"call_vanna":145.0,"put_vanna":0,"net_vanna":145.0,"call_oi":3322,"put_oi":0},{"strike":120.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":157,"put_oi":0}],"net_vanna":4491.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":35.0,"call_charm":0,"put_charm":5262.0,"net_charm":5262.0,"call_oi":0,"put_oi":1103},{"strike":42.5,"call_charm":0,"put_charm":1425.0,"net_charm":1425.0,"call_oi":0,"put_oi":240},{"strike":45.0,"call_charm":0,"put_charm":718.0,"net_charm":718.0,"call_oi":0,"put_oi":182},{"strike":50.0,"call_charm":0,"put_charm":1076.0,"net_charm":1076.0,"call_oi":0,"put_oi":132},{"strike":52.5,"call_charm":0,"put_charm":1039.0,"net_charm":1039.0,"call_oi":0,"put_oi":118},{"strike":55.0,"call_charm":0,"put_charm":906.0,"net_charm":906.0,"call_oi":0,"put_oi":95},{"strike":57.5,"call_charm":-14911.0,"put_charm":0,"net_charm":-14911.0,"call_oi":428,"put_oi":0},{"strike":60.0,"call_charm":0,"put_charm":253.0,"net_charm":253.0,"call_oi":0,"put_oi":143},{"strike":62.5,"call_charm":-1675.0,"put_charm":0,"net_charm":-1675.0,"call_oi":55,"put_oi":0},{"strike":65.0,"call_charm":0,"put_charm":5311.0,"net_charm":5311.0,"call_oi":0,"put_oi":744},{"strike":67.5,"call_charm":-32767.0,"put_charm":1002.0,"net_charm":-31765.0,"call_oi":345,"put_oi":55},{"strike":70.0,"call_charm":-80156.0,"put_charm":8431.0,"net_charm":-71724.0,"call_oi":823,"put_oi":154},{"strike":72.5,"call_charm":-23492.0,"put_charm":0,"net_charm":-23492.0,"call_oi":266,"put_oi":0},{"strike":75.0,"call_charm":-29217.0,"put_charm":0,"net_charm":-29217.0,"call_oi":660,"put_oi":0},{"strike":77.5,"call_charm":-657.0,"put_charm":0,"net_charm":-657.0,"call_oi":60,"put_oi":0},{"strike":80.0,"call_charm":-8205.0,"put_charm":0,"net_charm":-8205.0,"call_oi":1989,"put_oi":0},{"strike":85.0,"call_charm":-3740.0,"put_charm":0,"net_charm":-3740.0,"call_oi":174,"put_oi":0},{"strike":90.0,"call_charm":-1052.0,"put_charm":0,"net_charm":-1052.0,"call_oi":53,"put_oi":0},{"strike":95.0,"call_charm":-1219.0,"put_charm":0,"net_charm":-1219.0,"call_oi":108,"put_oi":0}],"net_charm":-171668.0,"weekend_delta_shift":-515003.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":162044.0,"put_delta":-24352.0,"net_delta":137692.0,"call_oi":4353,"put_oi":3170,"total_oi":7523,"total_volume":301,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":34737.0,"put_delta":-3136.0,"net_delta":31601.0,"call_oi":765,"put_oi":144,"total_oi":909,"total_volume":183,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1149038.0,"put_delta":-97998.0,"net_delta":1051040.0,"call_oi":25034,"put_oi":5409,"total_oi":30443,"total_volume":158,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":23576.0,"put_delta":-14849.0,"net_delta":8727.0,"call_oi":478,"put_oi":583,"total_oi":1061,"total_volume":18,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":145212.0,"put_delta":-125572.0,"net_delta":19640.0,"call_oi":2104,"put_oi":13607,"total_oi":15711,"total_volume":85,"bias":"neutral"},{"expiration":"06/16/2028","dte":623,"call_delta":2094.0,"put_delta":-282.0,"net_delta":1812.0,"call_oi":34,"put_oi":11,"total_oi":45,"total_volume":0,"bias":"neutral"},{"expiration":"12/15/2028","dte":805,"call_delta":953010.0,"put_delta":-418953.0,"net_delta":534057.0,"call_oi":16165,"put_oi":15814,"total_oi":31979,"total_volume":0,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":4417.0,"put_delta":-23.0,"net_delta":4395.0,"call_oi":72,"put_oi":1,"total_oi":73,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":70.0,"straddle_price":4.2,"straddle_pct":5.81,"implied_move":5.81,"avg_iv":34.7},{"expiration":"11/20/2026","dte":49,"strike":70.0,"straddle_price":8.35,"straddle_pct":11.55,"implied_move":11.55,"avg_iv":39.3},{"expiration":"01/15/2027","dte":105,"strike":72.5,"straddle_price":14.1,"straddle_pct":19.5,"implied_move":19.5,"avg_iv":46.1}],"volume_profile":{"profile":[{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":1,"total_oi":22,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":23,"total_oi":45,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":14,"total_oi":20,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":257,"put_oi":69,"total_oi":326,"bias":"neutral"},{"strike":27.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":263,"total_oi":290,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":74,"put_oi":408,"total_oi":482,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":74,"put_oi":23,"total_oi":97,"bias":"neutral"},{"strike":35.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":232,"put_oi":1209,"total_oi":1441,"bias":"bullish"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":148,"total_oi":194,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":194,"put_oi":13413,"total_oi":13607,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":176,"put_oi":310,"total_oi":486,"bias":"neutral"},{"strike":45.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":392,"put_oi":290,"total_oi":682,"bias":"bullish"},{"strike":47.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":503,"put_oi":24,"total_oi":527,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":516,"put_oi":467,"total_oi":983,"bias":"neutral"},{"strike":52.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":525,"put_oi":163,"total_oi":688,"bias":"neutral"},{"strike":55.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":1818,"put_oi":295,"total_oi":2113,"bias":"bullish"},{"strike":57.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":503,"put_oi":1796,"total_oi":2299,"bias":"neutral"},{"strike":60.0,"call_volume":2,"put_volume":7,"total_volume":9,"call_oi":589,"put_oi":367,"total_oi":956,"bias":"bearish"},{"strike":62.5,"call_volume":3,"put_volume":1,"total_volume":4,"call_oi":140,"put_oi":168,"total_oi":308,"bias":"bullish"},{"strike":65.0,"call_volume":37,"put_volume":5,"total_volume":42,"call_oi":545,"put_oi":12794,"total_oi":13339,"bias":"bullish"},{"strike":67.5,"call_volume":64,"put_volume":20,"total_volume":84,"call_oi":932,"put_oi":5429,"total_oi":6361,"bias":"bullish"},{"strike":70.0,"call_volume":47,"put_volume":27,"total_volume":74,"call_oi":5299,"put_oi":456,"total_oi":5755,"bias":"bullish"},{"strike":72.5,"call_volume":131,"put_volume":5,"total_volume":136,"call_oi":483,"put_oi":129,"total_oi":612,"bias":"bullish"},{"strike":75.0,"call_volume":122,"put_volume":36,"total_volume":158,"call_oi":1219,"put_oi":164,"total_oi":1383,"bias":"bullish"},{"strike":77.5,"call_volume":14,"put_volume":52,"total_volume":66,"call_oi":532,"put_oi":83,"total_oi":615,"bias":"bearish"},{"strike":80.0,"call_volume":118,"put_volume":0,"total_volume":118,"call_oi":11640,"put_oi":5,"total_oi":11645,"bias":"bullish"},{"strike":82.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":353,"put_oi":3,"total_oi":356,"bias":"neutral"},{"strike":85.0,"call_volume":75,"put_volume":0,"total_volume":75,"call_oi":9789,"put_oi":21,"total_oi":9810,"bias":"bullish"},{"strike":87.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":229,"put_oi":120,"total_oi":349,"bias":"bullish"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6986,"put_oi":32,"total_oi":7018,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":772,"put_oi":52,"total_oi":824,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":325,"put_oi":0,"total_oi":325,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":952,"put_oi":0,"total_oi":952,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":293,"put_oi":0,"total_oi":293,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3322,"put_oi":0,"total_oi":3322,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":157,"put_oi":0,"total_oi":157,"bias":"neutral"}],"underlying_price":72.29000091552734,"peak_call_strike":72.5,"peak_put_strike":77.5,"total_call_volume":625,"total_put_volume":153,"volume_pc_ratio":0.245},"iv_contours":{"x":[0.73,0.76,0.8,0.83,0.86,0.9,0.93,0.97,1.0,1.04,1.07,1.11,1.14,1.18,1.21,1.25],"y":[14,49,105],"z":[[112.86,99.49,70.39,55.51,48.08,42.38,38.92,34.7,38.1,33.73,32.51,33.96,null,67.72,null,84.16],[null,52.39,null,42.13,41.37,41.61,39.07,39.34,37.39,38.57,38.8,38.82,null,39.02,null,42.08],[47.27,48.64,48.14,47.59,47.56,47.16,45.81,45.17,46.09,45.59,45.87,45.67,44.75,47.2,44.18,45.55]],"levels":[32.5,40.5,48.6,56.6,64.7,72.7,80.7,88.8,96.8,104.8,112.9],"min_iv":32.5,"max_iv":112.9},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":72.5,"atm_iv":38.1,"otm_strike":75.0,"otm_iv":33.73,"itm_strike":67.5,"itm_iv":40.17,"iv_butterfly":-2.31,"price_butterfly":2.2,"convexity":"inverted"},{"expiration":"11/20/2026","dte":49,"atm_strike":72.5,"atm_iv":37.39,"otm_strike":75.0,"otm_iv":38.57,"itm_strike":67.5,"itm_iv":39.12,"iv_butterfly":2.91,"price_butterfly":2.1,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":72.5,"atm_iv":46.54,"otm_strike":75.0,"otm_iv":44.48,"itm_strike":67.5,"itm_iv":45.98,"iv_butterfly":-2.62,"price_butterfly":1.1,"convexity":"inverted"},{"expiration":"04/16/2027","dte":196,"atm_strike":72.5,"atm_iv":47.79,"otm_strike":75.0,"otm_iv":48.32,"itm_strike":67.5,"itm_iv":47.48,"iv_butterfly":0.21,"price_butterfly":1.4,"convexity":"flat"},{"expiration":"01/21/2028","dte":476,"atm_strike":72.5,"atm_iv":49.75,"otm_strike":75.0,"otm_iv":49.68,"itm_strike":67.5,"itm_iv":48.47,"iv_butterfly":-1.36,"price_butterfly":0.75,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":79.57},{"date":"2026-09-15","iv":85.68},{"date":"2026-09-16","iv":84.51},{"date":"2026-09-17","iv":74.11},{"date":"2026-09-18","iv":66.28},{"date":"2026-09-21","iv":65.71},{"date":"2026-09-22","iv":63.2},{"date":"2026-09-23","iv":60.9},{"date":"2026-09-24","iv":59.8},{"date":"2026-09-25","iv":62.8},{"date":"2026-09-28","iv":61.6},{"date":"2026-09-29","iv":59.1},{"date":"2026-09-30","iv":65.1},{"date":"2026-10-01","iv":61.1},{"date":"2026-10-02","iv":62.5}]}}