{"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":"ORLY","summary":{"name":"ORLY","price":84.9,"total_oi":53947,"call_oi":36126,"put_oi":17821,"pc_ratio":0.493,"net_gex":21840.42,"avg_iv":38.3,"iv_rank":4.3,"iv_52w_high":88.89,"iv_52w_low":36.0,"gamma_flip":56.6,"max_pain":85.0},"features":{"symbol":"ORLY","price":84.9,"total_oi":53947,"analysis_coverage":1.0,"avg_iv_pct":38.3,"iv_rank":4.3,"iv_52w_high_pct":88.89,"iv_52w_low_pct":36.0,"front_dte":14,"front_atm_iv_pct":25.8365,"back_atm_iv_pct":31.1957,"term_premium_pp":-5.3592,"expected_move_front_pct":5.06,"straddle_front_pct":3.89,"straddle_30d_pct":3.89,"risk_reversal_front_pp":40.55,"risk_reversal_30d_pp":40.55,"butterfly_front_pp":0.45,"butterfly_30d_pp":0.45,"put_call_oi_ratio":0.493,"put_call_oi_front_ratio":0.688,"put_call_volume_front_ratio":0.042,"option_volume":478,"volume_oi_ratio":0.008861,"net_delta_normalized":0.033481,"dealer_delta_normalized":-0.033481,"gex_per_100k_oi":40484.957458,"vanna_per_100k_oi":3407.047658,"charm_per_100k_oi":430563.330676,"weekend_delta_shift_per_100k_oi":1291689.992029,"iv_surface_range_pp":41.9,"gamma_flip_distance_pct":-33.333333,"max_pain_distance_pct":0.117786,"peak_call_distance_pct":11.896349,"peak_put_distance_pct":-11.660777},"analyses":{"gamma_walls":[{"strike":45.0,"call_gex":319.13,"put_gex":-973.26,"net_gex":-654.14,"call_oi":37,"put_oi":60},{"strike":50.0,"call_gex":612.13,"put_gex":-1990.09,"net_gex":-1377.96,"call_oi":37,"put_oi":123},{"strike":55.0,"call_gex":3504.37,"put_gex":-7440.86,"net_gex":-3936.49,"call_oi":128,"put_oi":282},{"strike":60.0,"call_gex":26572.32,"put_gex":-7934.65,"net_gex":18637.67,"call_oi":650,"put_oi":198},{"strike":65.0,"call_gex":37802.5,"put_gex":-57385.96,"net_gex":-19583.47,"call_oi":727,"put_oi":939},{"strike":70.0,"call_gex":23915.63,"put_gex":-86590.56,"net_gex":-62674.93,"call_oi":346,"put_oi":1022},{"strike":75.0,"call_gex":78661.04,"put_gex":-221300.05,"net_gex":-142639.01,"call_oi":841,"put_oi":1654},{"strike":80.0,"call_gex":200676.04,"put_gex":-759138.33,"net_gex":-558462.29,"call_oi":1212,"put_oi":3177},{"strike":85.0,"call_gex":317990.68,"put_gex":-3697253.49,"net_gex":-3379262.81,"call_oi":962,"put_oi":7614},{"strike":90.0,"call_gex":1689300.89,"put_gex":-223119.13,"net_gex":1466181.76,"call_oi":5308,"put_oi":1008},{"strike":95.0,"call_gex":1285236.81,"put_gex":-163334.0,"net_gex":1121902.81,"call_oi":7983,"put_oi":909},{"strike":100.0,"call_gex":825267.28,"put_gex":-68065.41,"net_gex":757201.87,"call_oi":6238,"put_oi":500},{"strike":105.0,"call_gex":309033.52,"put_gex":-23305.99,"net_gex":285727.53,"call_oi":3175,"put_oi":208},{"strike":110.0,"call_gex":249082.35,"put_gex":-11272.94,"net_gex":237809.4,"call_oi":2991,"put_oi":125},{"strike":115.0,"call_gex":114637.5,"put_gex":-153.13,"net_gex":114484.36,"call_oi":1735,"put_oi":2},{"strike":120.0,"call_gex":52165.12,"put_gex":0.0,"net_gex":52165.12,"call_oi":933,"put_oi":0},{"strike":125.0,"call_gex":40408.78,"put_gex":0.0,"net_gex":40408.78,"call_oi":607,"put_oi":0},{"strike":130.0,"call_gex":6697.05,"put_gex":0.0,"net_gex":6697.05,"call_oi":138,"put_oi":0},{"strike":135.0,"call_gex":12148.32,"put_gex":0.0,"net_gex":12148.32,"call_oi":238,"put_oi":0},{"strike":140.0,"call_gex":1940.04,"put_gex":0.0,"net_gex":1940.04,"call_oi":60,"put_oi":0},{"strike":145.0,"call_gex":4736.2,"put_gex":0.0,"net_gex":4736.2,"call_oi":124,"put_oi":0},{"strike":150.0,"call_gex":4117.03,"put_gex":0.0,"net_gex":4117.03,"call_oi":119,"put_oi":0},{"strike":155.0,"call_gex":535.5,"put_gex":0.0,"net_gex":535.5,"call_oi":22,"put_oi":0},{"strike":160.0,"call_gex":65738.05,"put_gex":0.0,"net_gex":65738.05,"call_oi":1515,"put_oi":0}],"pain_by_strike":[{"strike":45.0,"call_value":0,"put_value":655165.0,"total_value":655165.0},{"strike":50.0,"call_value":185.0,"put_value":566360.0,"total_value":566545.0},{"strike":55.0,"call_value":555.0,"put_value":478170.0,"total_value":478725.0},{"strike":60.0,"call_value":1565.0,"put_value":391390.0,"total_value":392955.0},{"strike":65.0,"call_value":5825.0,"put_value":305600.0,"total_value":311425.0},{"strike":70.0,"call_value":13720.0,"put_value":224505.0,"total_value":238225.0},{"strike":75.0,"call_value":23345.0,"put_value":148520.0,"total_value":171865.0},{"strike":80.0,"call_value":37175.0,"put_value":80805.0,"total_value":117980.0},{"strike":85.0,"call_value":57065.0,"put_value":28975.0,"total_value":86040.0},{"strike":90.0,"call_value":81765.0,"put_value":15215.0,"total_value":96980.0},{"strike":95.0,"call_value":133005.0,"put_value":6495.0,"total_value":139500.0},{"strike":100.0,"call_value":224160.0,"put_value":2320.0,"total_value":226480.0},{"strike":105.0,"call_value":346505.0,"put_value":645.0,"total_value":347150.0},{"strike":110.0,"call_value":484725.0,"put_value":10.0,"total_value":484735.0},{"strike":115.0,"call_value":637900.0,"put_value":0.0,"total_value":637900.0},{"strike":120.0,"call_value":799750.0,"put_value":0.0,"total_value":799750.0},{"strike":125.0,"call_value":966265.0,"put_value":0.0,"total_value":966265.0},{"strike":130.0,"call_value":1135815.0,"put_value":0.0,"total_value":1135815.0},{"strike":135.0,"call_value":1306055.0,"put_value":0.0,"total_value":1306055.0},{"strike":140.0,"call_value":1477485.0,"put_value":0.0,"total_value":1477485.0},{"strike":145.0,"call_value":1649215.0,"put_value":0.0,"total_value":1649215.0},{"strike":150.0,"call_value":1821565.0,"put_value":0.0,"total_value":1821565.0},{"strike":155.0,"call_value":1994510.0,"put_value":0.0,"total_value":1994510.0},{"strike":160.0,"call_value":2167565.0,"put_value":0,"total_value":2167565.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":71.2,"strike":57.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":50.1,"strike":59.05},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":60.1,"strike":75.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":35.1,"strike":75.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":32.3,"strike":75.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":31.9,"strike":80.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":31.0,"strike":80.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":30.6,"strike":80.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":25.8,"strike":85.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":31.2,"strike":85.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":29.6,"strike":85.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":30.1,"strike":90.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":30.4,"strike":90.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":29.3,"strike":90.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":35.4,"strike":95.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":31.2,"strike":95.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":29.6,"strike":95.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":74.6,"strike":105.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":50.8,"strike":113.12},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":44.8,"strike":122.68}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0314,"contract_count":6,"total_oi":9016},{"expiration":"11/20/2026","dte":49,"iv":0.8554,"contract_count":6,"total_oi":3587},{"expiration":"12/18/2026","dte":77,"iv":0.6707,"contract_count":6,"total_oi":1369},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":6,"total_oi":2909},{"expiration":"02/19/2027","dte":140,"iv":0.4764,"contract_count":6,"total_oi":145},{"expiration":"03/19/2027","dte":168,"iv":0.6607,"contract_count":6,"total_oi":700},{"expiration":"05/21/2027","dte":231,"iv":1.0,"contract_count":2,"total_oi":6},{"expiration":"06/17/2027","dte":258,"iv":0.9508,"contract_count":6,"total_oi":269},{"expiration":"09/17/2027","dte":350,"iv":0.7757,"contract_count":5,"total_oi":535},{"expiration":"01/21/2028","dte":476,"iv":0.6228,"contract_count":6,"total_oi":743},{"expiration":"01/19/2029","dte":840,"iv":0.428,"contract_count":2,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.06,"expected_move_2std":10.11,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":11.43,"expected_move_2std":22.87,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":13.71,"expected_move_2std":27.42,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":15.71,"expected_move_2std":31.42,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":18.7,"expected_move_2std":37.4,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":20.42,"expected_move_2std":40.85,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":24.12,"expected_move_2std":48.23,"contract_count":1},{"expiration":"06/17/2027","dte":258,"expected_move_1std":26.17,"expected_move_2std":52.35,"contract_count":2},{"expiration":"09/17/2027","dte":350,"expected_move_1std":29.21,"expected_move_2std":58.43,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":34.9,"expected_move_2std":69.8,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":46.17,"expected_move_2std":92.34,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":7881,"put_oi":5426,"total_oi":13307,"pc_ratio":0.688,"pc_ratio_volume":0.042,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":8501,"put_oi":3751,"total_oi":12252,"pc_ratio":0.441,"pc_ratio_volume":1.14,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":2954,"put_oi":1853,"total_oi":4807,"pc_ratio":0.627,"pc_ratio_volume":0.059,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":7252,"put_oi":3912,"total_oi":11164,"pc_ratio":0.539,"pc_ratio_volume":0.7,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":777,"put_oi":223,"total_oi":1000,"pc_ratio":0.287,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1367,"put_oi":1320,"total_oi":2687,"pc_ratio":0.966,"pc_ratio_volume":37.0,"sentiment":"neutral"},{"expiration":"05/21/2027","dte":231,"call_oi":90,"put_oi":18,"total_oi":108,"pc_ratio":0.2,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":748,"put_oi":558,"total_oi":1306,"pc_ratio":0.746,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"09/17/2027","dte":350,"call_oi":383,"put_oi":312,"total_oi":695,"pc_ratio":0.815,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":6155,"put_oi":444,"total_oi":6599,"pc_ratio":0.072,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":18,"put_oi":4,"total_oi":22,"pc_ratio":0.222,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":45.0,"call_delta_oi":3652.0,"put_delta_oi":-270.0,"dealer_delta":-3382.0,"call_oi":37,"put_oi":60},{"strike":50.0,"call_delta_oi":3588.0,"put_delta_oi":-334.0,"dealer_delta":-3254.0,"call_oi":37,"put_oi":123},{"strike":55.0,"call_delta_oi":12005.0,"put_delta_oi":-1200.0,"dealer_delta":-10805.0,"call_oi":128,"put_oi":282},{"strike":60.0,"call_delta_oi":57476.0,"put_delta_oi":-1327.0,"dealer_delta":-56149.0,"call_oi":650,"put_oi":198},{"strike":65.0,"call_delta_oi":62055.0,"put_delta_oi":-9628.0,"dealer_delta":-52427.0,"call_oi":727,"put_oi":939},{"strike":70.0,"call_delta_oi":28677.0,"put_delta_oi":-11680.0,"dealer_delta":-16997.0,"call_oi":346,"put_oi":1022},{"strike":75.0,"call_delta_oi":64869.0,"put_delta_oi":-29479.0,"dealer_delta":-35390.0,"call_oi":841,"put_oi":1654},{"strike":80.0,"call_delta_oi":87835.0,"put_delta_oi":-76771.0,"dealer_delta":-11064.0,"call_oi":1212,"put_oi":3177},{"strike":85.0,"call_delta_oi":53697.0,"put_delta_oi":-357454.0,"dealer_delta":303756.0,"call_oi":962,"put_oi":7614},{"strike":90.0,"call_delta_oi":122894.0,"put_delta_oi":-60353.0,"dealer_delta":-62541.0,"call_oi":5308,"put_oi":1008},{"strike":95.0,"call_delta_oi":113446.0,"put_delta_oi":-64156.0,"dealer_delta":-49290.0,"call_oi":7983,"put_oi":909},{"strike":100.0,"call_delta_oi":97327.0,"put_delta_oi":-39013.0,"dealer_delta":-58314.0,"call_oi":6238,"put_oi":500},{"strike":105.0,"call_delta_oi":38275.0,"put_delta_oi":-17361.0,"dealer_delta":-20914.0,"call_oi":3175,"put_oi":208},{"strike":110.0,"call_delta_oi":39114.0,"put_delta_oi":-10080.0,"dealer_delta":-29033.0,"call_oi":2991,"put_oi":125},{"strike":115.0,"call_delta_oi":16445.0,"put_delta_oi":-131.0,"dealer_delta":-16313.0,"call_oi":1735,"put_oi":2},{"strike":120.0,"call_delta_oi":8976.0,"put_delta_oi":0,"dealer_delta":-8976.0,"call_oi":933,"put_oi":0},{"strike":125.0,"call_delta_oi":10148.0,"put_delta_oi":0,"dealer_delta":-10148.0,"call_oi":607,"put_oi":0},{"strike":130.0,"call_delta_oi":1438.0,"put_delta_oi":0,"dealer_delta":-1438.0,"call_oi":138,"put_oi":0},{"strike":135.0,"call_delta_oi":2714.0,"put_delta_oi":0,"dealer_delta":-2714.0,"call_oi":238,"put_oi":0},{"strike":140.0,"call_delta_oi":337.0,"put_delta_oi":0,"dealer_delta":-337.0,"call_oi":60,"put_oi":0},{"strike":145.0,"call_delta_oi":1047.0,"put_delta_oi":0,"dealer_delta":-1047.0,"call_oi":124,"put_oi":0},{"strike":150.0,"call_delta_oi":953.0,"put_delta_oi":0,"dealer_delta":-953.0,"call_oi":119,"put_oi":0},{"strike":155.0,"call_delta_oi":95.0,"put_delta_oi":0,"dealer_delta":-95.0,"call_oi":22,"put_oi":0},{"strike":160.0,"call_delta_oi":32797.0,"put_delta_oi":0,"dealer_delta":-32797.0,"call_oi":1515,"put_oi":0}],"net_dealer_delta":-180620.0,"total_call_delta":859858.0,"total_put_delta":-679238.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":84.9000015258789,"strikes":[{"strike":65.0,"moneyness":0.7656,"type":"put","iv":0.3798,"delta":-0.0696,"oi":103},{"strike":70.0,"moneyness":0.8245,"type":"put","iv":0.3315,"delta":-0.1061,"oi":335},{"strike":75.0,"moneyness":0.8834,"type":"call","iv":0.321,"delta":0.8105,"oi":151},{"strike":75.0,"moneyness":0.8834,"type":"put","iv":0.3068,"delta":-0.1807,"oi":401},{"strike":80.0,"moneyness":0.9423,"type":"call","iv":0.3016,"delta":0.7002,"oi":227},{"strike":80.0,"moneyness":0.9423,"type":"put","iv":0.3008,"delta":-0.2995,"oi":283},{"strike":85.0,"moneyness":1.0012,"type":"call","iv":0.2993,"delta":0.559,"oi":157},{"strike":85.0,"moneyness":1.0012,"type":"put","iv":0.2866,"delta":-0.4412,"oi":1376},{"strike":90.0,"moneyness":1.0601,"type":"call","iv":0.2792,"delta":0.4069,"oi":625},{"strike":90.0,"moneyness":1.0601,"type":"put","iv":0.2839,"delta":-0.5906,"oi":241},{"strike":95.0,"moneyness":1.119,"type":"call","iv":0.2948,"delta":0.2882,"oi":592},{"strike":95.0,"moneyness":1.119,"type":"put","iv":0.3024,"delta":-0.7056,"oi":495},{"strike":100.0,"moneyness":1.1779,"type":"call","iv":0.2815,"delta":0.1752,"oi":811},{"strike":100.0,"moneyness":1.1779,"type":"put","iv":0.3275,"delta":-0.7822,"oi":122},{"strike":105.0,"moneyness":1.2367,"type":"call","iv":0.2993,"delta":0.1201,"oi":750},{"strike":105.0,"moneyness":1.2367,"type":"put","iv":0.3542,"delta":-0.8328,"oi":191},{"strike":110.0,"moneyness":1.2956,"type":"put","iv":0.4068,"delta":-0.8482,"oi":101},{"strike":110.0,"moneyness":1.2956,"type":"call","iv":0.3343,"delta":0.0978,"oi":2016},{"strike":115.0,"moneyness":1.3545,"type":"call","iv":0.343,"delta":0.0668,"oi":1026},{"strike":120.0,"moneyness":1.4134,"type":"call","iv":0.3499,"delta":0.0451,"oi":387}]},{"expiration":"01/21/2028","underlying_price":84.9000015258789,"strikes":[{"strike":60.0,"moneyness":0.7067,"type":"call","iv":0.3567,"delta":0.8835,"oi":639},{"strike":65.0,"moneyness":0.7656,"type":"call","iv":0.3378,"delta":0.8483,"oi":678},{"strike":70.0,"moneyness":0.8245,"type":"call","iv":0.334,"delta":0.8001,"oi":232},{"strike":75.0,"moneyness":0.8834,"type":"put","iv":0.3075,"delta":-0.2462,"oi":109},{"strike":75.0,"moneyness":0.8834,"type":"call","iv":0.3193,"delta":0.7499,"oi":581},{"strike":80.0,"moneyness":0.9423,"type":"put","iv":0.3027,"delta":-0.3068,"oi":129},{"strike":80.0,"moneyness":0.9423,"type":"call","iv":0.3099,"delta":0.6919,"oi":365},{"strike":85.0,"moneyness":1.0012,"type":"call","iv":0.3121,"delta":0.6293,"oi":194},{"strike":100.0,"moneyness":1.1779,"type":"call","iv":0.2938,"delta":0.4381,"oi":235},{"strike":105.0,"moneyness":1.2367,"type":"call","iv":0.2967,"delta":0.3839,"oi":110},{"strike":110.0,"moneyness":1.2956,"type":"call","iv":0.2907,"delta":0.3269,"oi":426},{"strike":115.0,"moneyness":1.3545,"type":"call","iv":0.2881,"delta":0.2773,"oi":106},{"strike":120.0,"moneyness":1.4134,"type":"call","iv":0.2828,"delta":0.2297,"oi":205},{"strike":125.0,"moneyness":1.4723,"type":"call","iv":0.2872,"delta":0.1981,"oi":460},{"strike":135.0,"moneyness":1.5901,"type":"call","iv":0.2874,"delta":0.1396,"oi":162},{"strike":160.0,"moneyness":1.8846,"type":"call","iv":0.4962,"delta":0.2301,"oi":1420}]},{"expiration":"02/19/2027","underlying_price":84.9000015258789,"strikes":[{"strike":95.0,"moneyness":1.119,"type":"call","iv":0.2944,"delta":0.3304,"oi":195},{"strike":100.0,"moneyness":1.1779,"type":"call","iv":0.2991,"delta":0.2398,"oi":174},{"strike":115.0,"moneyness":1.3545,"type":"call","iv":0.3168,"delta":0.0851,"oi":243}]},{"expiration":"03/19/2027","underlying_price":84.9000015258789,"strikes":[{"strike":70.0,"moneyness":0.8245,"type":"put","iv":0.332,"delta":-0.145,"oi":164},{"strike":75.0,"moneyness":0.8834,"type":"put","iv":0.3204,"delta":-0.2206,"oi":238},{"strike":80.0,"moneyness":0.9423,"type":"put","iv":0.3149,"delta":-0.3167,"oi":245},{"strike":85.0,"moneyness":1.0012,"type":"put","iv":0.2974,"delta":-0.4241,"oi":115},{"strike":90.0,"moneyness":1.0601,"type":"put","iv":0.2996,"delta":-0.5361,"oi":147},{"strike":95.0,"moneyness":1.119,"type":"put","iv":0.2803,"delta":-0.6537,"oi":180},{"strike":95.0,"moneyness":1.119,"type":"call","iv":0.2884,"delta":0.3523,"oi":280},{"strike":100.0,"moneyness":1.1779,"type":"call","iv":0.2873,"delta":0.2594,"oi":252},{"strike":105.0,"moneyness":1.2367,"type":"call","iv":0.3211,"delta":0.2177,"oi":194},{"strike":120.0,"moneyness":1.4134,"type":"call","iv":0.3054,"delta":0.0698,"oi":255}]},{"expiration":"06/17/2027","underlying_price":84.9000015258789,"strikes":[{"strike":55.0,"moneyness":0.6478,"type":"put","iv":0.3572,"delta":-0.0447,"oi":127},{"strike":65.0,"moneyness":0.7656,"type":"put","iv":0.3294,"delta":-0.1126,"oi":119},{"strike":100.0,"moneyness":1.1779,"type":"call","iv":0.2881,"delta":0.3327,"oi":185},{"strike":105.0,"moneyness":1.2367,"type":"call","iv":0.2866,"delta":0.2614,"oi":181},{"strike":115.0,"moneyness":1.3545,"type":"call","iv":0.2755,"delta":0.1428,"oi":131}]},{"expiration":"09/17/2027","underlying_price":84.9000015258789,"strikes":[{"strike":80.0,"moneyness":0.9423,"type":"call","iv":0.3352,"delta":0.6806,"oi":205}]},{"expiration":"10/16/2026","underlying_price":84.9000015258789,"strikes":[{"strike":75.0,"moneyness":0.8834,"type":"put","iv":0.6765,"delta":-0.1476,"oi":284},{"strike":80.0,"moneyness":0.9423,"type":"call","iv":0.3259,"delta":0.8466,"oi":260},{"strike":80.0,"moneyness":0.9423,"type":"put","iv":0.3113,"delta":-0.143,"oi":947},{"strike":85.0,"moneyness":1.0012,"type":"call","iv":0.256,"delta":0.5124,"oi":249},{"strike":85.0,"moneyness":1.0012,"type":"put","iv":0.2604,"delta":-0.4875,"oi":4128},{"strike":90.0,"moneyness":1.0601,"type":"call","iv":0.271,"delta":0.1389,"oi":3366},{"strike":95.0,"moneyness":1.119,"type":"call","iv":0.3411,"delta":0.0455,"oi":3787},{"strike":100.0,"moneyness":1.1779,"type":"call","iv":0.4634,"delta":0.0351,"oi":207}]},{"expiration":"11/20/2026","underlying_price":84.9000015258789,"strikes":[{"strike":65.0,"moneyness":0.7656,"type":"put","iv":0.6654,"delta":-0.1055,"oi":505},{"strike":70.0,"moneyness":0.8245,"type":"put","iv":0.3972,"delta":-0.0735,"oi":112},{"strike":75.0,"moneyness":0.8834,"type":"put","iv":0.3489,"delta":-0.1384,"oi":286},{"strike":80.0,"moneyness":0.9423,"type":"put","iv":0.3063,"delta":-0.2607,"oi":1002},{"strike":85.0,"moneyness":1.0012,"type":"put","iv":0.3212,"delta":-0.4617,"oi":1489},{"strike":85.0,"moneyness":1.0012,"type":"call","iv":0.3029,"delta":0.5379,"oi":204},{"strike":90.0,"moneyness":1.0601,"type":"put","iv":0.3118,"delta":-0.6591,"oi":198},{"strike":90.0,"moneyness":1.0601,"type":"call","iv":0.2961,"delta":0.3308,"oi":667},{"strike":95.0,"moneyness":1.119,"type":"call","iv":0.3075,"delta":0.1835,"oi":2620},{"strike":100.0,"moneyness":1.1779,"type":"call","iv":0.3426,"delta":0.113,"oi":3153},{"strike":105.0,"moneyness":1.2367,"type":"call","iv":0.3674,"delta":0.0686,"oi":1248},{"strike":110.0,"moneyness":1.2956,"type":"call","iv":0.4868,"delta":0.089,"oi":377}]}],"greeks_heatmap":{"data":[{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1476,"call_gamma":0,"put_gamma":0.021279,"call_theta":0,"put_theta":-0.0946,"call_vega":0,"put_vega":0.037,"call_oi":0,"put_oi":284},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8466,"put_delta":-0.143,"call_gamma":0.045324,"put_gamma":0.045266,"call_theta":-0.0553,"put_theta":-0.0419,"call_vega":0.0379,"put_vega":0.0362,"call_oi":260,"put_oi":947},{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5124,"put_delta":-0.4875,"call_gamma":0.097229,"put_gamma":0.095559,"call_theta":-0.0678,"put_theta":-0.059,"call_vega":0.0639,"put_vega":0.0639,"call_oi":249,"put_oi":4128},{"strike":90.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1389,"put_delta":-0.8105,"call_gamma":0.050978,"put_gamma":0.051158,"call_theta":-0.0383,"put_theta":-0.0465,"call_vega":0.0355,"put_vega":0.0434,"call_oi":3366,"put_oi":66},{"strike":95.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0455,"put_delta":0,"call_gamma":0.017495,"put_gamma":0,"call_theta":-0.0205,"put_theta":0,"call_vega":0.0153,"put_vega":0,"call_oi":3787,"put_oi":0},{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0351,"put_delta":0,"call_gamma":0.010428,"put_gamma":0,"call_theta":-0.0224,"put_theta":0,"call_vega":0.0124,"put_vega":0,"call_oi":207,"put_oi":0},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1055,"call_gamma":0,"put_gamma":0.008908,"call_theta":0,"put_theta":-0.0378,"call_vega":0,"put_vega":0.0562,"call_oi":0,"put_oi":505},{"strike":70.0,"dte":49,"expiration":"11/20/2026","call_delta":0.9179,"put_delta":-0.0735,"call_gamma":0.011831,"put_gamma":0.011393,"call_theta":-0.0275,"put_theta":-0.017,"call_vega":0.0467,"put_vega":0.0429,"call_oi":57,"put_oi":112},{"strike":75.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1384,"call_gamma":0,"put_gamma":0.020563,"call_theta":0,"put_theta":-0.0233,"call_vega":0,"put_vega":0.068,"call_oi":0,"put_oi":286},{"strike":80.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2607,"call_gamma":0,"put_gamma":0.034447,"call_theta":0,"put_theta":-0.0291,"call_vega":0,"put_vega":0.1,"call_oi":0,"put_oi":1002},{"strike":85.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5379,"put_delta":-0.4617,"call_gamma":0.042588,"put_gamma":0.040158,"call_theta":-0.0434,"put_theta":-0.0359,"call_vega":0.1223,"put_vega":0.1223,"call_oi":204,"put_oi":1489},{"strike":90.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3308,"put_delta":-0.6591,"call_gamma":0.039771,"put_gamma":0.038209,"call_theta":-0.0375,"put_theta":-0.0294,"call_vega":0.1116,"put_vega":0.1129,"call_oi":667,"put_oi":198},{"strike":95.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1835,"put_delta":-0.8082,"call_gamma":0.028052,"put_gamma":0.027955,"call_theta":-0.0279,"put_theta":-0.0185,"call_vega":0.0818,"put_vega":0.084,"call_oi":2620,"put_oi":86},{"strike":100.0,"dte":49,"expiration":"11/20/2026","call_delta":0.113,"put_delta":0,"call_gamma":0.018179,"put_gamma":0,"call_theta":-0.0221,"put_theta":0,"call_vega":0.059,"put_vega":0,"call_oi":3153,"put_oi":0},{"strike":105.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0686,"put_delta":0,"call_gamma":0.011687,"put_gamma":0,"call_theta":-0.0162,"put_theta":0,"call_vega":0.0407,"put_vega":0,"call_oi":1248,"put_oi":0},{"strike":110.0,"dte":49,"expiration":"11/20/2026","call_delta":0.089,"put_delta":0,"call_gamma":0.010741,"put_gamma":0,"call_theta":-0.0259,"put_theta":0,"call_vega":0.0496,"put_vega":0,"call_oi":377,"put_oi":0},{"strike":70.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0872,"call_gamma":0,"put_gamma":0.011843,"call_theta":0,"put_theta":-0.0131,"call_vega":0,"put_vega":0.0615,"call_oi":0,"put_oi":229},{"strike":75.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8247,"put_delta":-0.165,"call_gamma":0.019583,"put_gamma":0.019817,"call_theta":-0.0291,"put_theta":-0.0187,"call_vega":0.1,"put_vega":0.0962,"call_oi":69,"put_oi":235},{"strike":80.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2898,"call_gamma":0,"put_gamma":0.028526,"call_theta":0,"put_theta":-0.0239,"call_vega":0,"put_vega":0.1326,"call_oi":0,"put_oi":415},{"strike":85.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5495,"put_delta":-0.4505,"call_gamma":0.034413,"put_gamma":0.034047,"call_theta":-0.0348,"put_theta":-0.0253,"call_vega":0.1534,"put_vega":0.1534,"call_oi":72,"put_oi":322},{"strike":90.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3891,"put_delta":-0.6138,"call_gamma":0.032114,"put_gamma":0.03263,"call_theta":-0.0336,"put_theta":-0.0226,"call_vega":0.1485,"put_vega":0.1482,"call_oi":355,"put_oi":199},{"strike":95.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2358,"put_delta":-0.7578,"call_gamma":0.027518,"put_gamma":0.027246,"call_theta":-0.0248,"put_theta":-0.0148,"call_vega":0.1193,"put_vega":0.121,"call_oi":401,"put_oi":99},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1456,"put_delta":-0.8219,"call_gamma":0.019548,"put_gamma":0.019828,"call_theta":-0.0189,"put_theta":-0.0126,"call_vega":0.0886,"put_vega":0.101,"call_oi":1122,"put_oi":285},{"strike":105.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1063,"put_delta":0,"call_gamma":0.014042,"put_gamma":0,"call_theta":-0.0167,"put_theta":0,"call_vega":0.0711,"put_vega":0,"call_oi":646,"put_oi":0},{"strike":110.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0921,"put_delta":0,"call_gamma":0.011018,"put_gamma":0,"call_theta":-0.0171,"put_theta":0,"call_vega":0.064,"put_vega":0,"call_oi":74,"put_oi":0}],"strikes":[65.0,70.0,75.0,80.0,85.0,90.0,95.0,100.0,105.0,110.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":40.55,"put_25d_iv":67.65,"call_25d_iv":27.1,"put_25d_strike":75.0,"call_25d_strike":90.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-0.12,"put_25d_iv":30.63,"call_25d_iv":30.75,"put_25d_strike":80.0,"call_25d_strike":95.0,"skew":"neutral"},{"expiration":"12/18/2026","dte":77,"risk_reversal":2.09,"put_25d_iv":30.96,"call_25d_iv":28.88,"put_25d_strike":80.0,"call_25d_strike":95.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":0.6,"put_25d_iv":30.08,"call_25d_iv":29.48,"put_25d_strike":80.0,"call_25d_strike":95.0,"skew":"neutral"},{"expiration":"02/19/2027","dte":140,"risk_reversal":3.15,"put_25d_iv":33.05,"call_25d_iv":29.91,"put_25d_strike":75.0,"call_25d_strike":100.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":3.31,"put_25d_iv":32.04,"call_25d_iv":28.73,"put_25d_strike":75.0,"call_25d_strike":100.0,"skew":"put_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":4.39,"put_25d_iv":33.05,"call_25d_iv":28.66,"put_25d_strike":70.0,"call_25d_strike":105.0,"skew":"put_skew"},{"expiration":"09/17/2027","dte":350,"risk_reversal":1.15,"put_25d_iv":30.42,"call_25d_iv":29.27,"put_25d_strike":80.0,"call_25d_strike":115.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-18.88,"put_25d_iv":30.75,"call_25d_iv":49.62,"put_25d_strike":75.0,"call_25d_strike":160.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":50.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":79},{"strike":55.0,"call_vanna":-12.0,"put_vanna":16.0,"net_vanna":4.0,"call_oi":80,"put_oi":273},{"strike":60.0,"call_vanna":-110.0,"put_vanna":5.0,"net_vanna":-105.0,"call_oi":639,"put_oi":91},{"strike":65.0,"call_vanna":-127.0,"put_vanna":67.0,"net_vanna":-60.0,"call_oi":678,"put_oi":880},{"strike":70.0,"call_vanna":-47.0,"put_vanna":79.0,"net_vanna":32.0,"call_oi":289,"put_oi":950},{"strike":75.0,"call_vanna":-124.0,"put_vanna":132.0,"net_vanna":8.0,"call_oi":801,"put_oi":1612},{"strike":80.0,"call_vanna":-115.0,"put_vanna":187.0,"net_vanna":72.0,"call_oi":1146,"put_oi":3110},{"strike":85.0,"call_vanna":-30.0,"put_vanna":79.0,"net_vanna":50.0,"call_oi":876,"put_oi":7576},{"strike":90.0,"call_vanna":169.0,"put_vanna":-28.0,"net_vanna":141.0,"call_oi":5270,"put_oi":937},{"strike":95.0,"call_vanna":333.0,"put_vanna":-64.0,"net_vanna":269.0,"call_oi":7968,"put_oi":860},{"strike":100.0,"call_vanna":413.0,"put_vanna":-35.0,"net_vanna":377.0,"call_oi":6223,"put_oi":469},{"strike":105.0,"call_vanna":212.0,"put_vanna":-17.0,"net_vanna":195.0,"call_oi":3129,"put_oi":191},{"strike":110.0,"call_vanna":233.0,"put_vanna":-9.0,"net_vanna":224.0,"call_oi":2893,"put_oi":101},{"strike":115.0,"call_vanna":134.0,"put_vanna":0,"net_vanna":134.0,"call_oi":1660,"put_oi":0},{"strike":120.0,"call_vanna":76.0,"put_vanna":0,"net_vanna":76.0,"call_oi":847,"put_oi":0},{"strike":125.0,"call_vanna":97.0,"put_vanna":0,"net_vanna":97.0,"call_oi":571,"put_oi":0},{"strike":130.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":55,"put_oi":0},{"strike":135.0,"call_vanna":33.0,"put_vanna":0,"net_vanna":33.0,"call_oi":223,"put_oi":0},{"strike":140.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":53,"put_oi":0},{"strike":145.0,"call_vanna":13.0,"put_vanna":0,"net_vanna":13.0,"call_oi":122,"put_oi":0},{"strike":150.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":77,"put_oi":0},{"strike":160.0,"call_vanna":267.0,"put_vanna":0,"net_vanna":267.0,"call_oi":1515,"put_oi":0}],"net_vanna":1838.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":65.0,"call_charm":0,"put_charm":1499.0,"net_charm":1499.0,"call_oi":0,"put_oi":505},{"strike":70.0,"call_charm":-1071.0,"put_charm":104.0,"net_charm":-966.0,"call_oi":57,"put_oi":112},{"strike":75.0,"call_charm":0,"put_charm":11025.0,"net_charm":11025.0,"call_oi":0,"put_oi":570},{"strike":80.0,"call_charm":-31715.0,"put_charm":20453.0,"net_charm":-11262.0,"call_oi":260,"put_oi":1949},{"strike":85.0,"call_charm":-26094.0,"put_charm":327831.0,"net_charm":301737.0,"call_oi":453,"put_oi":5617},{"strike":90.0,"call_charm":-52864.0,"put_charm":9346.0,"net_charm":-43518.0,"call_oi":4033,"put_oi":264},{"strike":95.0,"call_charm":-19218.0,"put_charm":960.0,"net_charm":-18259.0,"call_oi":6407,"put_oi":86},{"strike":100.0,"call_charm":-6298.0,"put_charm":0,"net_charm":-6298.0,"call_oi":3360,"put_oi":0},{"strike":105.0,"call_charm":-1034.0,"put_charm":0,"net_charm":-1034.0,"call_oi":1248,"put_oi":0},{"strike":110.0,"call_charm":-648.0,"put_charm":0,"net_charm":-648.0,"call_oi":377,"put_oi":0}],"net_charm":232276.0,"weekend_delta_shift":696828.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":99694.0,"put_delta":-224404.0,"net_delta":-124710.0,"call_oi":7881,"put_oi":5426,"total_oi":13307,"total_volume":25,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":141904.0,"put_delta":-127396.0,"net_delta":14508.0,"call_oi":8501,"put_oi":3751,"total_oi":12252,"total_volume":92,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":66139.0,"put_delta":-77421.0,"net_delta":-11282.0,"call_oi":2954,"put_oi":1853,"total_oi":4807,"total_volume":214,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":138863.0,"put_delta":-164897.0,"net_delta":-26034.0,"call_oi":7252,"put_oi":3912,"total_oi":11164,"total_volume":17,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":17237.0,"put_delta":-6524.0,"net_delta":10713.0,"call_oi":777,"put_oi":223,"total_oi":1000,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":37266.0,"put_delta":-41736.0,"net_delta":-4470.0,"call_oi":1367,"put_oi":1320,"total_oi":2687,"total_volume":38,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":2843.0,"put_delta":-392.0,"net_delta":2451.0,"call_oi":90,"put_oi":18,"total_oi":108,"total_volume":0,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":22973.0,"put_delta":-11582.0,"net_delta":11391.0,"call_oi":748,"put_oi":558,"total_oi":1306,"total_volume":92,"bias":"neutral"},{"expiration":"09/17/2027","dte":350,"call_delta":21384.0,"put_delta":-10700.0,"net_delta":10684.0,"call_oi":383,"put_oi":312,"total_oi":695,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":310891.0,"put_delta":-14098.0,"net_delta":296794.0,"call_oi":6155,"put_oi":444,"total_oi":6599,"total_volume":0,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":665.0,"put_delta":-90.0,"net_delta":575.0,"call_oi":18,"put_oi":4,"total_oi":22,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":85.0,"straddle_price":3.3,"straddle_pct":3.89,"implied_move":3.89,"avg_iv":25.8},{"expiration":"11/20/2026","dte":49,"strike":85.0,"straddle_price":7.65,"straddle_pct":9.01,"implied_move":9.01,"avg_iv":31.2},{"expiration":"12/18/2026","dte":77,"strike":85.0,"straddle_price":9.2,"straddle_pct":10.84,"implied_move":10.84,"avg_iv":29.9},{"expiration":"01/15/2027","dte":105,"strike":85.0,"straddle_price":10.55,"straddle_pct":12.43,"implied_move":12.43,"avg_iv":29.3},{"expiration":"03/19/2027","dte":168,"strike":85.0,"straddle_price":13.7,"straddle_pct":16.14,"implied_move":16.14,"avg_iv":30.1},{"expiration":"06/17/2027","dte":258,"strike":85.0,"straddle_price":17.5,"straddle_pct":20.61,"implied_move":20.61,"avg_iv":31.1}],"volume_profile":{"profile":[{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":60,"total_oi":97,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":123,"total_oi":160,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":128,"put_oi":282,"total_oi":410,"bias":"bearish"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":650,"put_oi":198,"total_oi":848,"bias":"neutral"},{"strike":65.0,"call_volume":2,"put_volume":4,"total_volume":6,"call_oi":727,"put_oi":939,"total_oi":1666,"bias":"bearish"},{"strike":70.0,"call_volume":0,"put_volume":23,"total_volume":23,"call_oi":346,"put_oi":1022,"total_oi":1368,"bias":"bearish"},{"strike":75.0,"call_volume":5,"put_volume":56,"total_volume":61,"call_oi":841,"put_oi":1654,"total_oi":2495,"bias":"bearish"},{"strike":80.0,"call_volume":9,"put_volume":10,"total_volume":19,"call_oi":1212,"put_oi":3177,"total_oi":4389,"bias":"neutral"},{"strike":85.0,"call_volume":23,"put_volume":14,"total_volume":37,"call_oi":962,"put_oi":7614,"total_oi":8576,"bias":"bullish"},{"strike":90.0,"call_volume":31,"put_volume":30,"total_volume":61,"call_oi":5308,"put_oi":1008,"total_oi":6316,"bias":"neutral"},{"strike":95.0,"call_volume":192,"put_volume":1,"total_volume":193,"call_oi":7983,"put_oi":909,"total_oi":8892,"bias":"bullish"},{"strike":100.0,"call_volume":18,"put_volume":0,"total_volume":18,"call_oi":6238,"put_oi":500,"total_oi":6738,"bias":"bullish"},{"strike":105.0,"call_volume":46,"put_volume":4,"total_volume":50,"call_oi":3175,"put_oi":208,"total_oi":3383,"bias":"bullish"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2991,"put_oi":125,"total_oi":3116,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1735,"put_oi":2,"total_oi":1737,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":933,"put_oi":0,"total_oi":933,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":607,"put_oi":0,"total_oi":607,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":138,"put_oi":0,"total_oi":138,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":238,"put_oi":0,"total_oi":238,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":60,"put_oi":0,"total_oi":60,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":124,"put_oi":0,"total_oi":124,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":119,"put_oi":0,"total_oi":119,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1515,"put_oi":0,"total_oi":1515,"bias":"neutral"}],"underlying_price":84.9000015258789,"peak_call_strike":95.0,"peak_put_strike":75.0,"total_call_volume":326,"total_put_volume":152,"volume_pc_ratio":0.466},"iv_contours":{"x":[0.71,0.77,0.82,0.88,0.94,1.0,1.06,1.12,1.18,1.24,1.3],"y":[14,49,77,105,140,168],"z":[[null,null,null,67.65,31.86,25.82,30.07,34.11,46.34,null,null],[null,66.54,40.67,35.12,31.02,31.2,30.39,31.23,34.32,36.74,48.68],[null,47.34,35.05,33.17,30.96,29.85,30.55,29.24,32.05,35.65,38.72],[46.44,37.92,33.15,31.39,30.12,29.3,28.16,29.86,30.45,32.67,37.05],[null,37.72,31.35,33.05,30.21,29.5,29.46,28.71,29.91,27.32,33.14],[36.87,33.62,33.2,32.04,31.7,30.1,29.67,28.44,28.73,32.11,29.96]],"levels":[25.8,30.0,34.2,38.4,42.6,46.7,50.9,55.1,59.3,63.5,67.7],"min_iv":25.8,"max_iv":67.7},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":85.0,"atm_iv":30.29,"otm_strike":90.0,"otm_iv":29.61,"itm_strike":80.0,"itm_iv":31.42,"iv_butterfly":0.45,"price_butterfly":1.07,"convexity":"flat"},{"expiration":"01/15/2027","dte":105,"atm_strike":85.0,"atm_iv":29.93,"otm_strike":90.0,"otm_iv":27.92,"itm_strike":80.0,"itm_iv":30.16,"iv_butterfly":-1.78,"price_butterfly":0.4,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":85.0,"atm_iv":30.47,"otm_strike":90.0,"otm_iv":29.38,"itm_strike":80.0,"itm_iv":31.9,"iv_butterfly":0.35,"price_butterfly":0.6,"convexity":"flat"},{"expiration":"06/17/2027","dte":258,"atm_strike":85.0,"atm_iv":31.48,"otm_strike":90.0,"otm_iv":30.68,"itm_strike":80.0,"itm_iv":33.83,"iv_butterfly":1.54,"price_butterfly":0.8,"convexity":"moderate_convexity"},{"expiration":"01/21/2028","dte":476,"atm_strike":85.0,"atm_iv":31.21,"otm_strike":90.0,"otm_iv":30.2,"itm_strike":80.0,"itm_iv":30.99,"iv_butterfly":-1.23,"price_butterfly":-0.15,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":74.26},{"date":"2026-09-15","iv":88.89},{"date":"2026-09-16","iv":84.63},{"date":"2026-09-17","iv":56.07},{"date":"2026-09-18","iv":54.76},{"date":"2026-09-21","iv":38.37},{"date":"2026-09-22","iv":38.9},{"date":"2026-09-23","iv":36.0},{"date":"2026-09-24","iv":38.5},{"date":"2026-09-25","iv":37.1},{"date":"2026-09-28","iv":37.6},{"date":"2026-09-29","iv":39.7},{"date":"2026-09-30","iv":38.4},{"date":"2026-10-01","iv":38.0},{"date":"2026-10-02","iv":38.3}]}}