{"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":"OMER","summary":{"name":"OMER","price":18.61,"total_oi":59197,"call_oi":36964,"put_oi":22233,"pc_ratio":0.601,"net_gex":318913.64,"avg_iv":110.1,"iv_rank":60.3,"iv_52w_high":125.57,"iv_52w_low":86.6,"gamma_flip":16.52,"max_pain":12.0},"features":{"symbol":"OMER","price":18.61,"total_oi":59197,"analysis_coverage":1.0,"avg_iv_pct":110.1,"iv_rank":60.3,"iv_52w_high_pct":125.57,"iv_52w_low_pct":86.6,"front_dte":14,"front_atm_iv_pct":58.6171,"back_atm_iv_pct":70.2517,"term_premium_pp":-11.6346,"expected_move_front_pct":11.48,"straddle_front_pct":8.87,"straddle_30d_pct":8.87,"risk_reversal_front_pp":57.35,"risk_reversal_30d_pp":57.35,"butterfly_front_pp":12.83,"butterfly_30d_pp":12.83,"put_call_oi_ratio":0.601,"put_call_oi_front_ratio":0.644,"put_call_volume_front_ratio":0.181,"option_volume":961,"volume_oi_ratio":0.016234,"net_delta_normalized":0.263484,"dealer_delta_normalized":-0.249598,"gex_per_100k_oi":538732.77362,"vanna_per_100k_oi":3066.033752,"charm_per_100k_oi":-39510.448165,"weekend_delta_shift_per_100k_oi":-118533.033769,"iv_surface_range_pp":93.3,"gamma_flip_distance_pct":-11.230521,"max_pain_distance_pct":-35.518538,"peak_call_distance_pct":7.469103,"peak_put_distance_pct":-8.651263},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":91.78,"put_gex":0.0,"net_gex":91.78,"call_oi":607,"put_oi":32},{"strike":2.0,"call_gex":185.11,"put_gex":-32.3,"net_gex":152.81,"call_oi":509,"put_oi":170},{"strike":3.0,"call_gex":449.59,"put_gex":-206.4,"net_gex":243.19,"call_oi":801,"put_oi":328},{"strike":4.0,"call_gex":369.47,"put_gex":-139.39,"net_gex":230.07,"call_oi":480,"put_oi":142},{"strike":5.0,"call_gex":1337.45,"put_gex":-467.47,"net_gex":869.98,"call_oi":1104,"put_oi":343},{"strike":6.0,"call_gex":23.1,"put_gex":0.0,"net_gex":23.1,"call_oi":21,"put_oi":21},{"strike":7.0,"call_gex":2337.77,"put_gex":-1933.19,"net_gex":404.58,"call_oi":1894,"put_oi":1002},{"strike":8.0,"call_gex":864.24,"put_gex":-379.68,"net_gex":484.57,"call_oi":347,"put_oi":213},{"strike":9.0,"call_gex":749.2,"put_gex":-184.11,"net_gex":565.09,"call_oi":247,"put_oi":151},{"strike":10.0,"call_gex":7767.01,"put_gex":-39012.64,"net_gex":-31245.63,"call_oi":3766,"put_oi":9267},{"strike":11.0,"call_gex":236.77,"put_gex":-2987.11,"net_gex":-2750.35,"call_oi":43,"put_oi":585},{"strike":12.0,"call_gex":11671.12,"put_gex":-8719.07,"net_gex":2952.05,"call_oi":1730,"put_oi":1579},{"strike":13.0,"call_gex":1313.84,"put_gex":-2090.07,"net_gex":-776.23,"call_oi":131,"put_oi":219},{"strike":14.0,"call_gex":3553.57,"put_gex":-5420.56,"net_gex":-1866.98,"call_oi":285,"put_oi":471},{"strike":15.0,"call_gex":42563.33,"put_gex":-17813.46,"net_gex":24749.87,"call_oi":2927,"put_oi":1776},{"strike":16.0,"call_gex":19606.6,"put_gex":-18043.45,"net_gex":1563.15,"call_oi":981,"put_oi":866},{"strike":17.0,"call_gex":26009.37,"put_gex":-17666.74,"net_gex":8342.63,"call_oi":1258,"put_oi":1257},{"strike":18.0,"call_gex":29594.84,"put_gex":-15496.84,"net_gex":14098.0,"call_oi":1084,"put_oi":406},{"strike":19.0,"call_gex":36525.84,"put_gex":-23263.34,"net_gex":13262.5,"call_oi":1094,"put_oi":549},{"strike":20.0,"call_gex":129025.29,"put_gex":-26197.19,"net_gex":102828.1,"call_oi":4836,"put_oi":1462},{"strike":21.0,"call_gex":19649.94,"put_gex":-36081.92,"net_gex":-16431.98,"call_oi":625,"put_oi":991},{"strike":22.0,"call_gex":83652.12,"put_gex":-5641.28,"net_gex":78010.84,"call_oi":3363,"put_oi":295},{"strike":23.0,"call_gex":11818.65,"put_gex":-495.98,"net_gex":11322.67,"call_oi":598,"put_oi":29},{"strike":24.0,"call_gex":13393.19,"put_gex":-1128.56,"net_gex":12264.62,"call_oi":690,"put_oi":68},{"strike":25.0,"call_gex":36431.44,"put_gex":-146.07,"net_gex":36285.37,"call_oi":2097,"put_oi":9},{"strike":26.0,"call_gex":23905.29,"put_gex":0.0,"net_gex":23905.29,"call_oi":1491,"put_oi":0},{"strike":27.0,"call_gex":1798.44,"put_gex":-14.62,"net_gex":1783.83,"call_oi":141,"put_oi":1},{"strike":28.0,"call_gex":8043.63,"put_gex":0.0,"net_gex":8043.63,"call_oi":608,"put_oi":0},{"strike":29.0,"call_gex":1664.66,"put_gex":0.0,"net_gex":1664.66,"call_oi":141,"put_oi":0},{"strike":30.0,"call_gex":23425.2,"put_gex":0.0,"net_gex":23425.2,"call_oi":2601,"put_oi":0},{"strike":31.0,"call_gex":566.21,"put_gex":0.0,"net_gex":566.21,"call_oi":50,"put_oi":0},{"strike":32.0,"call_gex":783.19,"put_gex":0.0,"net_gex":783.19,"call_oi":74,"put_oi":0},{"strike":33.0,"call_gex":40.83,"put_gex":0.0,"net_gex":40.83,"call_oi":4,"put_oi":0},{"strike":35.0,"call_gex":3033.74,"put_gex":-6.73,"net_gex":3027.01,"call_oi":336,"put_oi":1}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":257834.0,"total_value":257834.0},{"strike":2.0,"call_value":607.0,"put_value":235633.0,"total_value":236240.0},{"strike":3.0,"call_value":1723.0,"put_value":213602.0,"total_value":215325.0},{"strike":4.0,"call_value":3640.0,"put_value":191899.0,"total_value":195539.0},{"strike":5.0,"call_value":6037.0,"put_value":170338.0,"total_value":176375.0},{"strike":6.0,"call_value":9538.0,"put_value":149120.0,"total_value":158658.0},{"strike":7.0,"call_value":13060.0,"put_value":127923.0,"total_value":140983.0},{"strike":8.0,"call_value":18476.0,"put_value":107728.0,"total_value":126204.0},{"strike":9.0,"call_value":24239.0,"put_value":87746.0,"total_value":111985.0},{"strike":10.0,"call_value":30249.0,"put_value":67915.0,"total_value":98164.0},{"strike":11.0,"call_value":40025.0,"put_value":57351.0,"total_value":97376.0},{"strike":12.0,"call_value":49844.0,"put_value":47372.0,"total_value":97216.0},{"strike":13.0,"call_value":61393.0,"put_value":38972.0,"total_value":100365.0},{"strike":14.0,"call_value":73073.0,"put_value":30791.0,"total_value":103864.0},{"strike":15.0,"call_value":85038.0,"put_value":23081.0,"total_value":108119.0},{"strike":16.0,"call_value":99930.0,"put_value":17147.0,"total_value":117077.0},{"strike":17.0,"call_value":115803.0,"put_value":12079.0,"total_value":127882.0},{"strike":18.0,"call_value":132934.0,"put_value":8268.0,"total_value":141202.0},{"strike":19.0,"call_value":151149.0,"put_value":4863.0,"total_value":156012.0},{"strike":20.0,"call_value":170458.0,"put_value":2007.0,"total_value":172465.0},{"strike":21.0,"call_value":194603.0,"put_value":613.0,"total_value":195216.0},{"strike":22.0,"call_value":219373.0,"put_value":210.0,"total_value":219583.0},{"strike":23.0,"call_value":247506.0,"put_value":102.0,"total_value":247608.0},{"strike":24.0,"call_value":276237.0,"put_value":23.0,"total_value":276260.0},{"strike":25.0,"call_value":305658.0,"put_value":12.0,"total_value":305670.0},{"strike":26.0,"call_value":337176.0,"put_value":10.0,"total_value":337186.0},{"strike":27.0,"call_value":370185.0,"put_value":8.0,"total_value":370193.0},{"strike":28.0,"call_value":403335.0,"put_value":7.0,"total_value":403342.0},{"strike":29.0,"call_value":437093.0,"put_value":6.0,"total_value":437099.0},{"strike":30.0,"call_value":470992.0,"put_value":5.0,"total_value":470997.0},{"strike":31.0,"call_value":507492.0,"put_value":4.0,"total_value":507496.0},{"strike":32.0,"call_value":544042.0,"put_value":3.0,"total_value":544045.0},{"strike":33.0,"call_value":580666.0,"put_value":2.0,"total_value":580668.0},{"strike":35.0,"call_value":653922.0,"put_value":0,"total_value":653922.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":188.2,"strike":13.11},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":118.1,"strike":11.87},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":131.9,"strike":9.29},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":67.1,"strike":17.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":76.5,"strike":17.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":69.4,"strike":17.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":59.8,"strike":18.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":71.3,"strike":18.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":68.1,"strike":18.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":57.4,"strike":19.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":69.2,"strike":19.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":67.8,"strike":19.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":60.3,"strike":20.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":73.4,"strike":20.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":67.1,"strike":20.0},{"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":96.2,"strike":23.14},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":104.3,"strike":24.3},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":77.7,"strike":26.07}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0009,"contract_count":8,"total_oi":1647},{"expiration":"11/20/2026","dte":49,"iv":0.9974,"contract_count":8,"total_oi":3554},{"expiration":"12/18/2026","dte":77,"iv":0.606,"contract_count":8,"total_oi":1579},{"expiration":"01/15/2027","dte":105,"iv":0.6039,"contract_count":7,"total_oi":1874},{"expiration":"02/19/2027","dte":140,"iv":1.0,"contract_count":8,"total_oi":509},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":3,"total_oi":3},{"expiration":"01/21/2028","dte":476,"iv":0.2582,"contract_count":4,"total_oi":2749},{"expiration":"01/19/2029","dte":840,"iv":0.6065,"contract_count":2,"total_oi":31}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":11.48,"expected_move_2std":22.97,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":25.74,"expected_move_2std":51.48,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":31.31,"expected_move_2std":62.61,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":36.29,"expected_move_2std":72.58,"contract_count":3},{"expiration":"02/19/2027","dte":140,"expected_move_1std":43.93,"expected_move_2std":87.86,"contract_count":4},{"expiration":"05/21/2027","dte":231,"expected_move_1std":44.97,"expected_move_2std":89.94,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3627,"put_oi":2334,"total_oi":5961,"pc_ratio":0.644,"pc_ratio_volume":0.181,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":7268,"put_oi":1953,"total_oi":9221,"pc_ratio":0.269,"pc_ratio_volume":0.182,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":5686,"put_oi":3295,"total_oi":8981,"pc_ratio":0.579,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":12234,"put_oi":1566,"total_oi":13800,"pc_ratio":0.128,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":1579,"put_oi":1392,"total_oi":2971,"pc_ratio":0.882,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"05/21/2027","dte":231,"call_oi":4,"put_oi":0,"total_oi":4,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":6550,"put_oi":11652,"total_oi":18202,"pc_ratio":1.779,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"01/19/2029","dte":840,"call_oi":16,"put_oi":41,"total_oi":57,"pc_ratio":2.562,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":58279.0,"put_delta_oi":0,"dealer_delta":-58279.0,"call_oi":587,"put_oi":0},{"strike":2.0,"call_delta_oi":47379.0,"put_delta_oi":-166.0,"dealer_delta":-47213.0,"call_oi":480,"put_oi":100},{"strike":3.0,"call_delta_oi":78986.0,"put_delta_oi":-542.0,"dealer_delta":-78445.0,"call_oi":801,"put_oi":328},{"strike":4.0,"call_delta_oi":47256.0,"put_delta_oi":-508.0,"dealer_delta":-46748.0,"call_oi":480,"put_oi":139},{"strike":5.0,"call_delta_oi":106774.0,"put_delta_oi":-1403.0,"dealer_delta":-105371.0,"call_oi":1104,"put_oi":337},{"strike":6.0,"call_delta_oi":2070.0,"put_delta_oi":0,"dealer_delta":-2070.0,"call_oi":21,"put_oi":0},{"strike":7.0,"call_delta_oi":96638.0,"put_delta_oi":-5383.0,"dealer_delta":-91255.0,"call_oi":1017,"put_oi":843},{"strike":8.0,"call_delta_oi":32529.0,"put_delta_oi":-1228.0,"dealer_delta":-31301.0,"call_oi":337,"put_oi":213},{"strike":9.0,"call_delta_oi":23850.0,"put_delta_oi":-624.0,"dealer_delta":-23226.0,"call_oi":247,"put_oi":151},{"strike":10.0,"call_delta_oi":170250.0,"put_delta_oi":-90583.0,"dealer_delta":-79667.0,"call_oi":1873,"put_oi":9267},{"strike":11.0,"call_delta_oi":4055.0,"put_delta_oi":-5091.0,"dealer_delta":1036.0,"call_oi":43,"put_oi":585},{"strike":12.0,"call_delta_oi":157798.0,"put_delta_oi":-23874.0,"dealer_delta":-133923.0,"call_oi":1730,"put_oi":1579},{"strike":13.0,"call_delta_oi":11706.0,"put_delta_oi":-3035.0,"dealer_delta":-8671.0,"call_oi":131,"put_oi":219},{"strike":14.0,"call_delta_oi":24173.0,"put_delta_oi":-8214.0,"dealer_delta":-15959.0,"call_oi":285,"put_oi":471},{"strike":15.0,"call_delta_oi":234357.0,"put_delta_oi":-35849.0,"dealer_delta":-198508.0,"call_oi":2927,"put_oi":1776},{"strike":16.0,"call_delta_oi":74033.0,"put_delta_oi":-20560.0,"dealer_delta":-53473.0,"call_oi":981,"put_oi":866},{"strike":17.0,"call_delta_oi":87047.0,"put_delta_oi":-35206.0,"dealer_delta":-51841.0,"call_oi":1258,"put_oi":1257},{"strike":18.0,"call_delta_oi":66420.0,"put_delta_oi":-15082.0,"dealer_delta":-51338.0,"call_oi":1084,"put_oi":406},{"strike":19.0,"call_delta_oi":57253.0,"put_delta_oi":-26961.0,"dealer_delta":-30292.0,"call_oi":1094,"put_oi":549},{"strike":20.0,"call_delta_oi":228704.0,"put_delta_oi":-64482.0,"dealer_delta":-164222.0,"call_oi":4836,"put_oi":1462},{"strike":21.0,"call_delta_oi":17927.0,"put_delta_oi":-79823.0,"dealer_delta":61896.0,"call_oi":625,"put_oi":991},{"strike":22.0,"call_delta_oi":81635.0,"put_delta_oi":-17283.0,"dealer_delta":-64352.0,"call_oi":3363,"put_oi":295},{"strike":23.0,"call_delta_oi":12327.0,"put_delta_oi":-1742.0,"dealer_delta":-10585.0,"call_oi":598,"put_oi":29},{"strike":24.0,"call_delta_oi":15362.0,"put_delta_oi":-4350.0,"dealer_delta":-11011.0,"call_oi":690,"put_oi":68},{"strike":25.0,"call_delta_oi":48942.0,"put_delta_oi":-632.0,"dealer_delta":-48310.0,"call_oi":2097,"put_oi":9},{"strike":26.0,"call_delta_oi":33990.0,"put_delta_oi":0,"dealer_delta":-33990.0,"call_oi":1491,"put_oi":0},{"strike":27.0,"call_delta_oi":4014.0,"put_delta_oi":-81.0,"dealer_delta":-3933.0,"call_oi":141,"put_oi":1},{"strike":28.0,"call_delta_oi":9500.0,"put_delta_oi":0,"dealer_delta":-9500.0,"call_oi":608,"put_oi":0},{"strike":29.0,"call_delta_oi":1843.0,"put_delta_oi":0,"dealer_delta":-1843.0,"call_oi":141,"put_oi":0},{"strike":30.0,"call_delta_oi":74394.0,"put_delta_oi":0,"dealer_delta":-74394.0,"call_oi":2601,"put_oi":0},{"strike":31.0,"call_delta_oi":1050.0,"put_delta_oi":0,"dealer_delta":-1050.0,"call_oi":50,"put_oi":0},{"strike":32.0,"call_delta_oi":1595.0,"put_delta_oi":0,"dealer_delta":-1595.0,"call_oi":74,"put_oi":0},{"strike":33.0,"call_delta_oi":76.0,"put_delta_oi":0,"dealer_delta":-76.0,"call_oi":4,"put_oi":0},{"strike":35.0,"call_delta_oi":8084.0,"put_delta_oi":-47.0,"dealer_delta":-8036.0,"call_oi":336,"put_oi":1}],"net_dealer_delta":-1477543.0,"total_call_delta":1920294.0,"total_put_delta":-442751.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":18.610000610351562,"strikes":[{"strike":3.0,"moneyness":0.1612,"type":"put","iv":2.3898,"delta":-0.0189,"oi":210},{"strike":4.0,"moneyness":0.2149,"type":"call","iv":1.5931,"delta":0.9877,"oi":156},{"strike":5.0,"moneyness":0.2687,"type":"call","iv":1.336,"delta":0.9867,"oi":144},{"strike":5.0,"moneyness":0.2687,"type":"put","iv":1.902,"delta":-0.0348,"oi":135},{"strike":8.0,"moneyness":0.4299,"type":"put","iv":1.9684,"delta":-0.0901,"oi":116},{"strike":9.0,"moneyness":0.4836,"type":"call","iv":0.8598,"delta":0.967,"oi":230},{"strike":10.0,"moneyness":0.5373,"type":"put","iv":1.03,"delta":-0.0768,"oi":337},{"strike":11.0,"moneyness":0.5911,"type":"put","iv":0.8209,"delta":-0.074,"oi":217},{"strike":15.0,"moneyness":0.806,"type":"call","iv":0.661,"delta":0.7944,"oi":1696},{"strike":19.0,"moneyness":1.021,"type":"call","iv":0.6578,"delta":0.56,"oi":262},{"strike":20.0,"moneyness":1.0747,"type":"call","iv":0.6484,"delta":0.5,"oi":1413},{"strike":22.0,"moneyness":1.1822,"type":"call","iv":0.6472,"delta":0.391,"oi":542},{"strike":23.0,"moneyness":1.2359,"type":"call","iv":0.6861,"delta":0.3586,"oi":101},{"strike":24.0,"moneyness":1.2896,"type":"call","iv":0.6541,"delta":0.3018,"oi":192},{"strike":25.0,"moneyness":1.3434,"type":"call","iv":0.6463,"delta":0.2585,"oi":811},{"strike":26.0,"moneyness":1.3971,"type":"call","iv":0.6614,"delta":0.2308,"oi":1409},{"strike":28.0,"moneyness":1.5046,"type":"call","iv":0.633,"delta":0.1576,"oi":555},{"strike":29.0,"moneyness":1.5583,"type":"call","iv":0.6239,"delta":0.1294,"oi":130},{"strike":30.0,"moneyness":1.612,"type":"call","iv":0.6181,"delta":0.1065,"oi":1201},{"strike":35.0,"moneyness":1.8807,"type":"call","iv":0.8138,"delta":0.1133,"oi":123}]},{"expiration":"01/21/2028","underlying_price":18.610000610351562,"strikes":[{"strike":1.0,"moneyness":0.0537,"type":"call","iv":2.1383,"delta":0.9927,"oi":525},{"strike":2.0,"moneyness":0.1075,"type":"call","iv":1.4328,"delta":0.9866,"oi":437},{"strike":3.0,"moneyness":0.1612,"type":"call","iv":1.0952,"delta":0.9834,"oi":502},{"strike":4.0,"moneyness":0.2149,"type":"call","iv":0.8699,"delta":0.9822,"oi":285},{"strike":5.0,"moneyness":0.2687,"type":"call","iv":1.0459,"delta":0.9595,"oi":814},{"strike":5.0,"moneyness":0.2687,"type":"put","iv":1.1642,"delta":-0.045,"oi":110},{"strike":7.0,"moneyness":0.3761,"type":"call","iv":0.7589,"delta":0.948,"oi":758},{"strike":7.0,"moneyness":0.3761,"type":"put","iv":0.9411,"delta":-0.0669,"oi":661},{"strike":10.0,"moneyness":0.5373,"type":"call","iv":0.7591,"delta":0.8876,"oi":1246},{"strike":10.0,"moneyness":0.5373,"type":"put","iv":0.7524,"delta":-0.1118,"oi":6307},{"strike":12.0,"moneyness":0.6448,"type":"call","iv":0.764,"delta":0.842,"oi":355},{"strike":12.0,"moneyness":0.6448,"type":"put","iv":0.7406,"delta":-0.1569,"oi":1431},{"strike":15.0,"moneyness":0.806,"type":"call","iv":0.8452,"delta":0.7773,"oi":324},{"strike":15.0,"moneyness":0.806,"type":"put","iv":0.7343,"delta":-0.229,"oi":1120},{"strike":17.0,"moneyness":0.9135,"type":"call","iv":0.6679,"delta":0.7164,"oi":222},{"strike":17.0,"moneyness":0.9135,"type":"put","iv":0.6714,"delta":-0.2832,"oi":880},{"strike":20.0,"moneyness":1.0747,"type":"call","iv":0.6788,"delta":0.6427,"oi":561},{"strike":20.0,"moneyness":1.0747,"type":"put","iv":0.5463,"delta":-0.3879,"oi":1086},{"strike":30.0,"moneyness":1.612,"type":"call","iv":0.732,"delta":0.4649,"oi":247},{"strike":35.0,"moneyness":1.8807,"type":"call","iv":0.6093,"delta":0.315,"oi":210}]},{"expiration":"02/19/2027","underlying_price":18.610000610351562,"strikes":[{"strike":3.0,"moneyness":0.1612,"type":"call","iv":1.6379,"delta":0.99,"oi":233},{"strike":11.0,"moneyness":0.5911,"type":"put","iv":0.8273,"delta":-0.0939,"oi":132},{"strike":13.0,"moneyness":0.6985,"type":"put","iv":0.776,"delta":-0.1533,"oi":116},{"strike":14.0,"moneyness":0.7523,"type":"call","iv":0.6947,"delta":0.8202,"oi":101},{"strike":14.0,"moneyness":0.7523,"type":"put","iv":0.771,"delta":-0.1921,"oi":285},{"strike":19.0,"moneyness":1.021,"type":"put","iv":0.7263,"delta":-0.4153,"oi":102},{"strike":20.0,"moneyness":1.0747,"type":"call","iv":0.7403,"delta":0.5423,"oi":136},{"strike":21.0,"moneyness":1.1284,"type":"put","iv":0.6824,"delta":-0.5151,"oi":117},{"strike":22.0,"moneyness":1.1822,"type":"call","iv":0.6384,"delta":0.426,"oi":188},{"strike":22.0,"moneyness":1.1822,"type":"put","iv":0.7296,"delta":-0.544,"oi":140},{"strike":25.0,"moneyness":1.3434,"type":"call","iv":0.6874,"delta":0.3279,"oi":198},{"strike":30.0,"moneyness":1.612,"type":"call","iv":0.7143,"delta":0.2044,"oi":400}]},{"expiration":"10/16/2026","underlying_price":18.610000610351562,"strikes":[{"strike":15.0,"moneyness":0.806,"type":"put","iv":0.8329,"delta":-0.0721,"oi":206},{"strike":16.0,"moneyness":0.8598,"type":"put","iv":1.1698,"delta":-0.2114,"oi":102},{"strike":17.0,"moneyness":0.9135,"type":"put","iv":0.6394,"delta":-0.2053,"oi":139},{"strike":18.0,"moneyness":0.9672,"type":"put","iv":0.584,"delta":-0.3552,"oi":159},{"strike":19.0,"moneyness":1.021,"type":"put","iv":0.5884,"delta":-0.5468,"oi":248},{"strike":19.0,"moneyness":1.021,"type":"call","iv":0.5605,"delta":0.4487,"oi":166},{"strike":20.0,"moneyness":1.0747,"type":"put","iv":0.609,"delta":-0.7109,"oi":164},{"strike":20.0,"moneyness":1.0747,"type":"call","iv":0.5963,"delta":0.2842,"oi":733},{"strike":21.0,"moneyness":1.1284,"type":"put","iv":0.5684,"delta":-0.8551,"oi":836},{"strike":21.0,"moneyness":1.1284,"type":"call","iv":0.5786,"delta":0.1496,"oi":294},{"strike":22.0,"moneyness":1.1822,"type":"call","iv":0.6876,"delta":0.1126,"oi":1583},{"strike":23.0,"moneyness":1.2359,"type":"call","iv":0.7228,"delta":0.0703,"oi":254},{"strike":24.0,"moneyness":1.2896,"type":"call","iv":1.2671,"delta":0.1742,"oi":431},{"strike":25.0,"moneyness":1.3434,"type":"call","iv":1.3944,"delta":0.1625,"oi":103}]},{"expiration":"11/20/2026","underlying_price":18.610000610351562,"strikes":[{"strike":10.0,"moneyness":0.5373,"type":"call","iv":1.3786,"delta":0.9337,"oi":176},{"strike":12.0,"moneyness":0.6448,"type":"call","iv":0.8768,"delta":0.9402,"oi":1034},{"strike":14.0,"moneyness":0.7523,"type":"call","iv":0.8183,"delta":0.87,"oi":134},{"strike":15.0,"moneyness":0.806,"type":"put","iv":0.7765,"delta":-0.1771,"oi":161},{"strike":15.0,"moneyness":0.806,"type":"call","iv":0.7367,"delta":0.8319,"oi":585},{"strike":16.0,"moneyness":0.8598,"type":"put","iv":0.718,"delta":-0.2321,"oi":564},{"strike":16.0,"moneyness":0.8598,"type":"call","iv":0.7425,"delta":0.7632,"oi":633},{"strike":17.0,"moneyness":0.9135,"type":"call","iv":0.7538,"delta":0.6873,"oi":848},{"strike":18.0,"moneyness":0.9672,"type":"put","iv":0.7347,"delta":-0.39,"oi":118},{"strike":18.0,"moneyness":0.9672,"type":"call","iv":0.6921,"delta":0.6105,"oi":716},{"strike":19.0,"moneyness":1.021,"type":"put","iv":0.704,"delta":-0.4728,"oi":111},{"strike":19.0,"moneyness":1.021,"type":"call","iv":0.6794,"delta":0.5246,"oi":584},{"strike":20.0,"moneyness":1.0747,"type":"call","iv":0.795,"delta":0.4656,"oi":1064},{"strike":21.0,"moneyness":1.1284,"type":"call","iv":0.8223,"delta":0.4062,"oi":232},{"strike":22.0,"moneyness":1.1822,"type":"call","iv":0.6747,"delta":0.295,"oi":428},{"strike":22.0,"moneyness":1.1822,"type":"put","iv":0.7515,"delta":-0.6763,"oi":122},{"strike":23.0,"moneyness":1.2359,"type":"call","iv":0.682,"delta":0.2388,"oi":174},{"strike":25.0,"moneyness":1.3434,"type":"call","iv":0.7485,"delta":0.1759,"oi":346},{"strike":30.0,"moneyness":1.612,"type":"call","iv":0.7408,"delta":0.0524,"oi":109}]},{"expiration":"12/18/2026","underlying_price":18.610000610351562,"strikes":[{"strike":3.0,"moneyness":0.1612,"type":"put","iv":2.3399,"delta":-0.0122,"oi":116},{"strike":5.0,"moneyness":0.2687,"type":"call","iv":1.4233,"delta":0.9909,"oi":127},{"strike":7.0,"moneyness":0.3761,"type":"call","iv":1.607,"delta":0.9566,"oi":258},{"strike":7.0,"moneyness":0.3761,"type":"put","iv":1.7798,"delta":-0.0525,"oi":180},{"strike":8.0,"moneyness":0.4299,"type":"call","iv":1.2056,"delta":0.9661,"oi":313},{"strike":10.0,"moneyness":0.5373,"type":"call","iv":0.904,"delta":0.9585,"oi":445},{"strike":10.0,"moneyness":0.5373,"type":"put","iv":1.0681,"delta":-0.0622,"oi":2063},{"strike":12.0,"moneyness":0.6448,"type":"call","iv":0.9085,"delta":0.901,"oi":280},{"strike":15.0,"moneyness":0.806,"type":"call","iv":0.7245,"delta":0.8008,"oi":286},{"strike":15.0,"moneyness":0.806,"type":"put","iv":0.6675,"delta":-0.1869,"oi":126},{"strike":16.0,"moneyness":0.8598,"type":"put","iv":0.7267,"delta":-0.2584,"oi":113},{"strike":16.0,"moneyness":0.8598,"type":"call","iv":0.7263,"delta":0.7416,"oi":288},{"strike":18.0,"moneyness":0.9672,"type":"call","iv":0.6948,"delta":0.6147,"oi":316},{"strike":20.0,"moneyness":1.0747,"type":"call","iv":0.6472,"delta":0.4736,"oi":917},{"strike":22.0,"moneyness":1.1822,"type":"call","iv":0.6458,"delta":0.3481,"oi":608},{"strike":25.0,"moneyness":1.3434,"type":"call","iv":0.6343,"delta":0.1992,"oi":609}]}],"greeks_heatmap":{"data":[{"strike":14.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1254,"call_gamma":0,"put_gamma":0.038983,"call_theta":0,"put_theta":-0.0417,"call_vega":0,"put_vega":0.0072,"call_oi":0,"put_oi":80},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0721,"call_gamma":0,"put_gamma":0.046967,"call_theta":0,"put_theta":-0.0153,"call_vega":0,"put_vega":0.0048,"call_oi":0,"put_oi":206},{"strike":16.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2114,"call_gamma":0,"put_gamma":0.070414,"call_theta":0,"put_theta":-0.0452,"call_vega":0,"put_vega":0.0102,"call_oi":0,"put_oi":102},{"strike":17.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2053,"call_gamma":0,"put_gamma":0.126645,"call_theta":0,"put_theta":-0.0241,"call_vega":0,"put_vega":0.01,"call_oi":0,"put_oi":139},{"strike":18.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3552,"call_gamma":0,"put_gamma":0.181557,"call_theta":0,"put_theta":-0.0285,"call_vega":0,"put_vega":0.0131,"call_oi":0,"put_oi":159},{"strike":19.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4487,"put_delta":-0.5468,"call_gamma":0.200983,"put_gamma":0.191732,"call_theta":-0.0309,"put_theta":-0.0302,"call_vega":0.0139,"put_vega":0.0139,"call_oi":166,"put_oi":248},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2842,"put_delta":-0.7109,"call_gamma":0.161898,"put_gamma":0.159791,"call_theta":-0.0279,"put_theta":-0.0264,"call_vega":0.0119,"put_vega":0.012,"call_oi":733,"put_oi":164},{"strike":21.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1496,"put_delta":-0.8551,"call_gamma":0.114545,"put_gamma":0.114113,"call_theta":-0.0185,"put_theta":-0.0153,"call_vega":0.0082,"put_vega":0.008,"call_oi":294,"put_oi":836},{"strike":22.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1126,"put_delta":0,"call_gamma":0.079157,"put_gamma":0,"call_theta":-0.018,"put_theta":0,"call_vega":0.0067,"put_vega":0,"call_oi":1583,"put_oi":0},{"strike":23.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0703,"put_delta":0,"call_gamma":0.053082,"put_gamma":0,"call_theta":-0.0133,"put_theta":0,"call_vega":0.0047,"put_vega":0,"call_oi":254,"put_oi":0},{"strike":24.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1742,"put_delta":0,"call_gamma":0.057752,"put_gamma":0,"call_theta":-0.0443,"put_theta":0,"call_vega":0.009,"put_vega":0,"call_oi":431,"put_oi":0},{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0.87,"put_delta":0,"call_gamma":0.038305,"put_gamma":0,"call_theta":-0.0135,"put_theta":0,"call_vega":0.0143,"put_vega":0,"call_oi":134,"put_oi":0},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8319,"put_delta":-0.1771,"call_gamma":0.050531,"put_gamma":0.049563,"call_theta":-0.0143,"put_theta":-0.0137,"call_vega":0.017,"put_vega":0.0175,"call_oi":585,"put_oi":161},{"strike":16.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7632,"put_delta":-0.2321,"call_gamma":0.061586,"put_gamma":0.062982,"call_theta":-0.0174,"put_theta":-0.0148,"call_vega":0.0208,"put_vega":0.0206,"call_oi":633,"put_oi":564},{"strike":17.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6873,"put_delta":-0.3149,"call_gamma":0.069616,"put_gamma":0.067769,"call_theta":-0.0199,"put_theta":-0.0186,"call_vega":0.0239,"put_vega":0.024,"call_oi":848,"put_oi":74},{"strike":18.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6105,"put_delta":-0.39,"call_gamma":0.082114,"put_gamma":0.077379,"call_theta":-0.0197,"put_theta":-0.0188,"call_vega":0.0259,"put_vega":0.0259,"call_oi":716,"put_oi":118},{"strike":19.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5246,"put_delta":-0.4728,"call_gamma":0.086838,"put_gamma":0.083777,"call_theta":-0.02,"put_theta":-0.0184,"call_vega":0.0269,"put_vega":0.0269,"call_oi":584,"put_oi":111},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4656,"put_delta":0,"call_gamma":0.074078,"put_gamma":0,"call_theta":-0.023,"put_theta":0,"call_vega":0.0268,"put_vega":0,"call_oi":1064,"put_oi":0},{"strike":21.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4062,"put_delta":0,"call_gamma":0.069894,"put_gamma":0,"call_theta":-0.0231,"put_theta":0,"call_vega":0.0262,"put_vega":0,"call_oi":232,"put_oi":0},{"strike":22.0,"dte":49,"expiration":"11/20/2026","call_delta":0.295,"put_delta":-0.6763,"call_gamma":0.075776,"put_gamma":0.070853,"call_theta":-0.0169,"put_theta":-0.017,"call_vega":0.0233,"put_vega":0.0243,"call_oi":428,"put_oi":122},{"strike":23.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2388,"put_delta":0,"call_gamma":0.067362,"put_gamma":0,"call_theta":-0.0153,"put_theta":0,"call_vega":0.0209,"put_vega":0,"call_oi":174,"put_oi":0},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8008,"put_delta":-0.1869,"call_gamma":0.045398,"put_gamma":0.047392,"call_theta":-0.0125,"put_theta":-0.0095,"call_vega":0.0237,"put_vega":0.0228,"call_oi":286,"put_oi":126},{"strike":16.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7416,"put_delta":-0.2584,"call_gamma":0.05242,"put_gamma":0.052399,"call_theta":-0.0143,"put_theta":-0.0124,"call_vega":0.0275,"put_vega":0.0275,"call_oi":288,"put_oi":113},{"strike":17.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6796,"put_delta":0,"call_gamma":0.05845,"put_gamma":0,"call_theta":-0.0155,"put_theta":0,"call_vega":0.0304,"put_vega":0,"call_oi":83,"put_oi":0},{"strike":18.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6147,"put_delta":0,"call_gamma":0.064802,"put_gamma":0,"call_theta":-0.0159,"put_theta":0,"call_vega":0.0325,"put_vega":0,"call_oi":316,"put_oi":0},{"strike":19.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5457,"put_delta":0,"call_gamma":0.069348,"put_gamma":0,"call_theta":-0.0158,"put_theta":0,"call_vega":0.0337,"put_vega":0,"call_oi":77,"put_oi":0},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4736,"put_delta":-0.5178,"call_gamma":0.072429,"put_gamma":0.068269,"call_theta":-0.0152,"put_theta":-0.0138,"call_vega":0.0338,"put_vega":0.0338,"call_oi":917,"put_oi":63},{"strike":21.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4061,"put_delta":0,"call_gamma":0.071389,"put_gamma":0,"call_theta":-0.0146,"put_theta":0,"call_vega":0.0329,"put_vega":0,"call_oi":86,"put_oi":0},{"strike":22.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3481,"put_delta":0,"call_gamma":0.067408,"put_gamma":0,"call_theta":-0.014,"put_theta":0,"call_vega":0.0314,"put_vega":0,"call_oi":608,"put_oi":0}],"strikes":[14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":57.35,"put_25d_iv":116.98,"call_25d_iv":59.63,"put_25d_strike":16.0,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.6,"put_25d_iv":71.8,"call_25d_iv":68.2,"put_25d_strike":16.0,"call_25d_strike":23.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":9.24,"put_25d_iv":72.67,"call_25d_iv":63.43,"put_25d_strike":16.0,"call_25d_strike":25.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":2.9,"put_25d_iv":67.53,"call_25d_iv":64.63,"put_25d_strike":15.0,"call_25d_strike":25.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":2.29,"put_25d_iv":73.73,"call_25d_iv":71.43,"put_25d_strike":15.0,"call_25d_strike":30.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":12.5,"put_25d_iv":73.43,"call_25d_iv":60.93,"put_25d_strike":15.0,"call_25d_strike":35.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":1.0,"call_vanna":-12.0,"put_vanna":0,"net_vanna":-12.0,"call_oi":587,"put_oi":0},{"strike":2.0,"call_vanna":-17.0,"put_vanna":2.0,"net_vanna":-15.0,"call_oi":437,"put_oi":100},{"strike":3.0,"call_vanna":-27.0,"put_vanna":7.0,"net_vanna":-20.0,"call_oi":735,"put_oi":326},{"strike":4.0,"call_vanna":-16.0,"put_vanna":4.0,"net_vanna":-12.0,"call_oi":441,"put_oi":112},{"strike":5.0,"call_vanna":-78.0,"put_vanna":20.0,"net_vanna":-59.0,"call_oi":1085,"put_oi":337},{"strike":7.0,"call_vanna":-92.0,"put_vanna":93.0,"net_vanna":0.0,"call_oi":1016,"put_oi":841},{"strike":8.0,"call_vanna":-10.0,"put_vanna":9.0,"net_vanna":-1.0,"call_oi":313,"put_oi":202},{"strike":9.0,"call_vanna":-8.0,"put_vanna":3.0,"net_vanna":-5.0,"call_oi":230,"put_oi":117},{"strike":10.0,"call_vanna":-234.0,"put_vanna":1203.0,"net_vanna":969.0,"call_oi":1867,"put_oi":9266},{"strike":11.0,"call_vanna":0,"put_vanna":33.0,"net_vanna":33.0,"call_oi":0,"put_oi":560},{"strike":12.0,"call_vanna":-124.0,"put_vanna":274.0,"net_vanna":150.0,"call_oi":1669,"put_oi":1517},{"strike":13.0,"call_vanna":-4.0,"put_vanna":12.0,"net_vanna":8.0,"call_oi":75,"put_oi":116},{"strike":14.0,"call_vanna":-18.0,"put_vanna":39.0,"net_vanna":21.0,"call_oi":235,"put_oi":449},{"strike":15.0,"call_vanna":-270.0,"put_vanna":247.0,"net_vanna":-23.0,"call_oi":2891,"put_oi":1756},{"strike":16.0,"call_vanna":-58.0,"put_vanna":53.0,"net_vanna":-5.0,"call_oi":921,"put_oi":866},{"strike":17.0,"call_vanna":-88.0,"put_vanna":163.0,"net_vanna":74.0,"call_oi":1231,"put_oi":1186},{"strike":18.0,"call_vanna":-35.0,"put_vanna":12.0,"net_vanna":-22.0,"call_oi":1032,"put_oi":369},{"strike":19.0,"call_vanna":-11.0,"put_vanna":3.0,"net_vanna":-7.0,"call_oi":1089,"put_oi":461},{"strike":20.0,"call_vanna":-31.0,"put_vanna":102.0,"net_vanna":71.0,"call_oi":4824,"put_oi":1373},{"strike":21.0,"call_vanna":18.0,"put_vanna":-26.0,"net_vanna":-8.0,"call_oi":612,"put_oi":953},{"strike":22.0,"call_vanna":128.0,"put_vanna":-9.0,"net_vanna":120.0,"call_oi":3349,"put_oi":262},{"strike":23.0,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":595,"put_oi":0},{"strike":24.0,"call_vanna":28.0,"put_vanna":-4.0,"net_vanna":23.0,"call_oi":623,"put_oi":68},{"strike":25.0,"call_vanna":154.0,"put_vanna":0,"net_vanna":154.0,"call_oi":2067,"put_oi":0},{"strike":26.0,"call_vanna":129.0,"put_vanna":0,"net_vanna":129.0,"call_oi":1486,"put_oi":0},{"strike":27.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":75,"put_oi":0},{"strike":28.0,"call_vanna":49.0,"put_vanna":0,"net_vanna":49.0,"call_oi":555,"put_oi":0},{"strike":29.0,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":130,"put_oi":0},{"strike":30.0,"call_vanna":115.0,"put_vanna":0,"net_vanna":115.0,"call_oi":2597,"put_oi":0},{"strike":32.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":62,"put_oi":0},{"strike":35.0,"call_vanna":41.0,"put_vanna":0,"net_vanna":41.0,"call_oi":333,"put_oi":0}],"net_vanna":1815.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":8.0,"call_charm":0,"put_charm":17.0,"net_charm":17.0,"call_oi":0,"put_oi":86},{"strike":9.0,"call_charm":0,"put_charm":142.0,"net_charm":142.0,"call_oi":0,"put_oi":117},{"strike":10.0,"call_charm":-1648.0,"put_charm":7884.0,"net_charm":6236.0,"call_oi":176,"put_oi":559},{"strike":11.0,"call_charm":0,"put_charm":3115.0,"net_charm":3115.0,"call_oi":0,"put_oi":211},{"strike":12.0,"call_charm":-6200.0,"put_charm":0,"net_charm":-6200.0,"call_oi":1034,"put_oi":0},{"strike":13.0,"call_charm":-657.0,"put_charm":0,"net_charm":-657.0,"call_oi":75,"put_oi":0},{"strike":14.0,"call_charm":-1169.0,"put_charm":1089.0,"net_charm":-80.0,"call_oi":134,"put_oi":80},{"strike":15.0,"call_charm":-5193.0,"put_charm":884.0,"net_charm":-4309.0,"call_oi":585,"put_oi":367},{"strike":16.0,"call_charm":-6245.0,"put_charm":3984.0,"net_charm":-2261.0,"call_oi":633,"put_oi":666},{"strike":17.0,"call_charm":-8647.0,"put_charm":2114.0,"net_charm":-6532.0,"call_oi":848,"put_oi":213},{"strike":18.0,"call_charm":-6423.0,"put_charm":4847.0,"net_charm":-1576.0,"call_oi":716,"put_oi":277},{"strike":19.0,"call_charm":-10547.0,"put_charm":11392.0,"net_charm":846.0,"call_oi":750,"put_oi":359},{"strike":20.0,"call_charm":-23644.0,"put_charm":8018.0,"net_charm":-15626.0,"call_oi":1797,"put_oi":164},{"strike":21.0,"call_charm":-3745.0,"put_charm":28600.0,"net_charm":24855.0,"call_oi":526,"put_oi":836},{"strike":22.0,"call_charm":-9947.0,"put_charm":1047.0,"net_charm":-8900.0,"call_oi":2011,"put_oi":122},{"strike":23.0,"call_charm":-1093.0,"put_charm":0,"net_charm":-1093.0,"call_oi":428,"put_oi":0},{"strike":24.0,"call_charm":-8674.0,"put_charm":0,"net_charm":-8674.0,"call_oi":431,"put_oi":0},{"strike":25.0,"call_charm":-2665.0,"put_charm":0,"net_charm":-2665.0,"call_oi":449,"put_oi":0},{"strike":30.0,"call_charm":-24.0,"put_charm":0,"net_charm":-24.0,"call_oi":109,"put_oi":0}],"net_charm":-23389.0,"weekend_delta_shift":-70168.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":66136.0,"put_delta":-114191.0,"net_delta":-48055.0,"call_oi":3627,"put_oi":2334,"total_oi":5961,"total_volume":281,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":450394.0,"put_delta":-43712.0,"net_delta":406682.0,"call_oi":7258,"put_oi":1866,"total_oi":9124,"total_volume":91,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":348586.0,"put_delta":-31370.0,"net_delta":317216.0,"call_oi":5657,"put_oi":3290,"total_oi":8947,"total_volume":18,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":412006.0,"put_delta":-15040.0,"net_delta":396967.0,"call_oi":9444,"put_oi":1367,"total_oi":10811,"total_volume":411,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":80228.0,"put_delta":-45629.0,"net_delta":34599.0,"call_oi":1579,"put_oi":1392,"total_oi":2971,"total_volume":100,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":230.0,"put_delta":0,"net_delta":230.0,"call_oi":4,"put_oi":0,"total_oi":4,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":561667.0,"put_delta":-191862.0,"net_delta":369805.0,"call_oi":6550,"put_oi":11652,"total_oi":18202,"total_volume":60,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":1045.0,"put_delta":-948.0,"net_delta":98.0,"call_oi":16,"put_oi":41,"total_oi":57,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":19.0,"straddle_price":1.65,"straddle_pct":8.87,"implied_move":8.87,"avg_iv":57.4},{"expiration":"11/20/2026","dte":49,"strike":19.0,"straddle_price":3.75,"straddle_pct":20.15,"implied_move":20.15,"avg_iv":69.2},{"expiration":"12/18/2026","dte":77,"strike":19.0,"straddle_price":4.6,"straddle_pct":24.72,"implied_move":24.72,"avg_iv":67.7},{"expiration":"01/15/2027","dte":105,"strike":19.0,"straddle_price":5.38,"straddle_pct":28.88,"implied_move":28.88,"avg_iv":67.9}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":607,"put_oi":32,"total_oi":639,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":509,"put_oi":170,"total_oi":679,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":801,"put_oi":328,"total_oi":1129,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":480,"put_oi":142,"total_oi":622,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1104,"put_oi":343,"total_oi":1447,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":21,"total_oi":42,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1894,"put_oi":1002,"total_oi":2896,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":347,"put_oi":213,"total_oi":560,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":247,"put_oi":151,"total_oi":398,"bias":"neutral"},{"strike":10.0,"call_volume":30,"put_volume":0,"total_volume":30,"call_oi":3766,"put_oi":9267,"total_oi":13033,"bias":"bullish"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":585,"total_oi":628,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1730,"put_oi":1579,"total_oi":3309,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":131,"put_oi":219,"total_oi":350,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":285,"put_oi":471,"total_oi":756,"bias":"neutral"},{"strike":15.0,"call_volume":250,"put_volume":5,"total_volume":255,"call_oi":2927,"put_oi":1776,"total_oi":4703,"bias":"bullish"},{"strike":16.0,"call_volume":4,"put_volume":11,"total_volume":15,"call_oi":981,"put_oi":866,"total_oi":1847,"bias":"bearish"},{"strike":17.0,"call_volume":0,"put_volume":30,"total_volume":30,"call_oi":1258,"put_oi":1257,"total_oi":2515,"bias":"bearish"},{"strike":18.0,"call_volume":35,"put_volume":1,"total_volume":36,"call_oi":1084,"put_oi":406,"total_oi":1490,"bias":"bullish"},{"strike":19.0,"call_volume":31,"put_volume":10,"total_volume":41,"call_oi":1094,"put_oi":549,"total_oi":1643,"bias":"bullish"},{"strike":20.0,"call_volume":404,"put_volume":0,"total_volume":404,"call_oi":4836,"put_oi":1462,"total_oi":6298,"bias":"bullish"},{"strike":21.0,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":625,"put_oi":991,"total_oi":1616,"bias":"bullish"},{"strike":22.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":3363,"put_oi":295,"total_oi":3658,"bias":"bullish"},{"strike":23.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":598,"put_oi":29,"total_oi":627,"bias":"bullish"},{"strike":24.0,"call_volume":19,"put_volume":0,"total_volume":19,"call_oi":690,"put_oi":68,"total_oi":758,"bias":"bullish"},{"strike":25.0,"call_volume":100,"put_volume":0,"total_volume":100,"call_oi":2097,"put_oi":9,"total_oi":2106,"bias":"bullish"},{"strike":26.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1491,"put_oi":0,"total_oi":1491,"bias":"bullish"},{"strike":27.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":141,"put_oi":1,"total_oi":142,"bias":"bullish"},{"strike":28.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":608,"put_oi":0,"total_oi":608,"bias":"bullish"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":141,"put_oi":0,"total_oi":141,"bias":"neutral"},{"strike":30.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":2601,"put_oi":0,"total_oi":2601,"bias":"bullish"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":50,"put_oi":0,"total_oi":50,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":74,"put_oi":0,"total_oi":74,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":336,"put_oi":1,"total_oi":337,"bias":"neutral"}],"underlying_price":18.610000610351562,"peak_call_strike":20.0,"peak_put_strike":17.0,"total_call_volume":904,"total_put_volume":57,"volume_pc_ratio":0.063},"iv_contours":{"x":[0.75,0.81,0.86,0.91,0.97,1.02,1.07,1.13,1.18,1.24,1.29],"y":[14,49,77,105,140],"z":[[150.66,83.29,116.98,63.94,59.84,57.45,60.27,57.35,68.76,72.28,126.71],[81.41,75.66,73.03,76.52,71.34,69.17,73.35,76.47,71.31,68.2,null],[71.19,69.6,72.65,69.37,68.61,67.7,66.73,65.41,64.58,null,68.31],[77.03,66.81,70.37,69.42,67.23,67.87,67.37,null,64.72,68.61,65.41],[73.28,73.0,75.52,77.01,70.55,72.63,71.63,68.24,68.4,68.89,71.5]],"levels":[57.4,66.7,76.0,85.3,94.7,104.0,113.3,122.7,132.0,141.3,150.7],"min_iv":57.4,"max_iv":150.7},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":19.0,"atm_iv":67.94,"otm_strike":20.0,"otm_iv":79.5,"itm_strike":18.0,"itm_iv":69.21,"iv_butterfly":12.83,"price_butterfly":0.42,"convexity":"high_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":19.0,"atm_iv":67.3,"otm_strike":20.0,"otm_iv":64.72,"itm_strike":18.0,"itm_iv":69.48,"iv_butterfly":-0.4,"price_butterfly":0.05,"convexity":"flat"},{"expiration":"01/15/2027","dte":105,"atm_strike":19.0,"atm_iv":65.78,"otm_strike":20.0,"otm_iv":64.84,"itm_strike":18.0,"itm_iv":67.23,"iv_butterfly":0.5,"price_butterfly":0.07,"convexity":"flat"},{"expiration":"02/19/2027","dte":140,"atm_strike":20.0,"atm_iv":74.03,"otm_strike":20.0,"otm_iv":74.03,"itm_strike":17.0,"itm_iv":83.29,"iv_butterfly":9.26,"price_butterfly":1.65,"convexity":"high_convexity"},{"expiration":"01/21/2028","dte":476,"atm_strike":20.0,"atm_iv":67.88,"otm_strike":20.0,"otm_iv":67.88,"itm_strike":17.0,"itm_iv":66.79,"iv_butterfly":-1.09,"price_butterfly":1.0,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":125.57},{"date":"2026-09-15","iv":101.63},{"date":"2026-09-16","iv":124.93},{"date":"2026-09-17","iv":102.21},{"date":"2026-09-18","iv":115.37},{"date":"2026-09-21","iv":90.16},{"date":"2026-09-22","iv":86.6},{"date":"2026-09-23","iv":93.2},{"date":"2026-09-24","iv":113.6},{"date":"2026-09-25","iv":118.4},{"date":"2026-09-28","iv":116.5},{"date":"2026-09-29","iv":97.8},{"date":"2026-09-30","iv":115.0},{"date":"2026-10-01","iv":116.8},{"date":"2026-10-02","iv":110.1}]}}