{"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":"OVV","summary":{"name":"OVV","price":60.34,"total_oi":25537,"call_oi":16011,"put_oi":9526,"pc_ratio":0.595,"net_gex":890735.35,"avg_iv":53.9,"iv_rank":44.8,"iv_52w_high":60.8,"iv_52w_low":48.3,"gamma_flip":61.89,"max_pain":60.0},"features":{"symbol":"OVV","price":60.34,"total_oi":25537,"analysis_coverage":1.0,"avg_iv_pct":53.9,"iv_rank":44.8,"iv_52w_high_pct":60.8,"iv_52w_low_pct":48.3,"front_dte":14,"front_atm_iv_pct":35.1294,"back_atm_iv_pct":39.3562,"term_premium_pp":-4.2268,"expected_move_front_pct":6.88,"straddle_front_pct":5.3,"straddle_30d_pct":5.3,"risk_reversal_front_pp":3.22,"risk_reversal_30d_pp":3.22,"butterfly_front_pp":-0.15,"butterfly_30d_pp":-0.15,"put_call_oi_ratio":0.595,"put_call_oi_front_ratio":0.602,"put_call_volume_front_ratio":1.8,"option_volume":160,"volume_oi_ratio":0.006265,"net_delta_normalized":0.118042,"dealer_delta_normalized":-0.116493,"gex_per_100k_oi":3488018.757098,"vanna_per_100k_oi":2690.214199,"charm_per_100k_oi":-117202.490504,"weekend_delta_shift_per_100k_oi":-351611.387399,"iv_surface_range_pp":237.8,"gamma_flip_distance_pct":2.568777,"max_pain_distance_pct":-0.563474,"peak_call_distance_pct":7.722904,"peak_put_distance_pct":-8.849851},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":0.0,"put_gex":-456.67,"net_gex":-456.67,"call_oi":0,"put_oi":91},{"strike":23.0,"call_gex":0.0,"put_gex":-90.08,"net_gex":-90.08,"call_oi":0,"put_oi":16},{"strike":25.0,"call_gex":0.0,"put_gex":-127.42,"net_gex":-127.42,"call_oi":0,"put_oi":19},{"strike":28.0,"call_gex":0.0,"put_gex":-11023.46,"net_gex":-11023.46,"call_oi":2,"put_oi":1028},{"strike":30.0,"call_gex":0.0,"put_gex":-590.63,"net_gex":-590.63,"call_oi":27,"put_oi":51},{"strike":33.0,"call_gex":256.24,"put_gex":-623.43,"net_gex":-367.18,"call_oi":48,"put_oi":42},{"strike":35.0,"call_gex":529.75,"put_gex":-4526.93,"net_gex":-3997.18,"call_oi":203,"put_oi":293},{"strike":37.0,"call_gex":0.0,"put_gex":-876.84,"net_gex":-876.84,"call_oi":6,"put_oi":49},{"strike":38.0,"call_gex":40.85,"put_gex":-4532.38,"net_gex":-4491.52,"call_oi":4,"put_oi":231},{"strike":39.0,"call_gex":0.0,"put_gex":-59.5,"net_gex":-59.5,"call_oi":0,"put_oi":3},{"strike":40.0,"call_gex":656.96,"put_gex":-10072.32,"net_gex":-9415.36,"call_oi":138,"put_oi":439},{"strike":41.0,"call_gex":0.0,"put_gex":-71.06,"net_gex":-71.06,"call_oi":0,"put_oi":3},{"strike":42.0,"call_gex":1684.92,"put_gex":-1879.99,"net_gex":-195.07,"call_oi":106,"put_oi":71},{"strike":43.0,"call_gex":0.0,"put_gex":-114.32,"net_gex":-114.32,"call_oi":0,"put_oi":4},{"strike":44.0,"call_gex":0.0,"put_gex":-6267.09,"net_gex":-6267.09,"call_oi":0,"put_oi":181},{"strike":45.0,"call_gex":3400.09,"put_gex":-8248.99,"net_gex":-4848.91,"call_oi":164,"put_oi":217},{"strike":46.0,"call_gex":0.0,"put_gex":-996.85,"net_gex":-996.85,"call_oi":0,"put_oi":29},{"strike":47.0,"call_gex":2129.0,"put_gex":-13201.38,"net_gex":-11072.37,"call_oi":62,"put_oi":287},{"strike":48.0,"call_gex":0.0,"put_gex":-4766.96,"net_gex":-4766.96,"call_oi":41,"put_oi":96},{"strike":49.0,"call_gex":0.0,"put_gex":-5224.68,"net_gex":-5224.68,"call_oi":5,"put_oi":184},{"strike":50.0,"call_gex":30755.49,"put_gex":-46023.29,"net_gex":-15267.8,"call_oi":565,"put_oi":736},{"strike":55.0,"call_gex":130577.71,"put_gex":-330338.19,"net_gex":-199760.48,"call_oi":1256,"put_oi":2754},{"strike":60.0,"call_gex":501468.9,"put_gex":-470375.6,"net_gex":31093.3,"call_oi":1912,"put_oi":1905},{"strike":65.0,"call_gex":786387.61,"put_gex":-128368.06,"net_gex":658019.55,"call_oi":4459,"put_oi":767},{"strike":70.0,"call_gex":280926.39,"put_gex":-2475.87,"net_gex":278450.52,"call_oi":3935,"put_oi":29},{"strike":75.0,"call_gex":179606.55,"put_gex":-76.25,"net_gex":179530.3,"call_oi":2525,"put_oi":1},{"strike":80.0,"call_gex":10764.51,"put_gex":0.0,"net_gex":10764.51,"call_oi":230,"put_oi":0},{"strike":85.0,"call_gex":5122.37,"put_gex":0.0,"net_gex":5122.37,"call_oi":141,"put_oi":0},{"strike":90.0,"call_gex":7479.43,"put_gex":0.0,"net_gex":7479.43,"call_oi":173,"put_oi":0},{"strike":95.0,"call_gex":356.79,"put_gex":0.0,"net_gex":356.79,"call_oi":9,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":286349.0,"total_value":286349.0},{"strike":23.0,"call_value":0.0,"put_value":258044.0,"total_value":258044.0},{"strike":25.0,"call_value":0.0,"put_value":239206.0,"total_value":239206.0},{"strike":28.0,"call_value":0.0,"put_value":211006.0,"total_value":211006.0},{"strike":30.0,"call_value":4.0,"put_value":194262.0,"total_value":194266.0},{"strike":33.0,"call_value":91.0,"put_value":169299.0,"total_value":169390.0},{"strike":35.0,"call_value":245.0,"put_value":152741.0,"total_value":152986.0},{"strike":37.0,"call_value":805.0,"put_value":136769.0,"total_value":137574.0},{"strike":38.0,"call_value":1091.0,"put_value":128832.0,"total_value":129923.0},{"strike":39.0,"call_value":1381.0,"put_value":121126.0,"total_value":122507.0},{"strike":40.0,"call_value":1671.0,"put_value":113423.0,"total_value":115094.0},{"strike":41.0,"call_value":2099.0,"put_value":106159.0,"total_value":108258.0},{"strike":42.0,"call_value":2527.0,"put_value":98898.0,"total_value":101425.0},{"strike":43.0,"call_value":3061.0,"put_value":91708.0,"total_value":94769.0},{"strike":44.0,"call_value":3595.0,"put_value":84522.0,"total_value":88117.0},{"strike":45.0,"call_value":4129.0,"put_value":77517.0,"total_value":81646.0},{"strike":46.0,"call_value":4827.0,"put_value":70729.0,"total_value":75556.0},{"strike":47.0,"call_value":5525.0,"put_value":63970.0,"total_value":69495.0},{"strike":48.0,"call_value":6285.0,"put_value":57498.0,"total_value":63783.0},{"strike":49.0,"call_value":7086.0,"put_value":51122.0,"total_value":58208.0},{"strike":50.0,"call_value":7892.0,"put_value":44930.0,"total_value":52822.0},{"strike":55.0,"call_value":14747.0,"put_value":17650.0,"total_value":32397.0},{"strike":60.0,"call_value":27882.0,"put_value":4140.0,"total_value":32022.0},{"strike":65.0,"call_value":50577.0,"put_value":155.0,"total_value":50732.0},{"strike":70.0,"call_value":95567.0,"put_value":5.0,"total_value":95572.0},{"strike":75.0,"call_value":160232.0,"put_value":0.0,"total_value":160232.0},{"strike":80.0,"call_value":237522.0,"put_value":0.0,"total_value":237522.0},{"strike":85.0,"call_value":315962.0,"put_value":0.0,"total_value":315962.0},{"strike":90.0,"call_value":395107.0,"put_value":0.0,"total_value":395107.0},{"strike":95.0,"call_value":475117.0,"put_value":0,"total_value":475117.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":162.0,"strike":42.94},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":45.9,"strike":50.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":62.1,"strike":36.94},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":36.8,"strike":55.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":39.9,"strike":55.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":36.7,"strike":55.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":35.1,"strike":60.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":39.4,"strike":60.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":37.2,"strike":60.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":39.8,"strike":65.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":40.2,"strike":65.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":37.7,"strike":65.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":116.4,"strike":80.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":43.5,"strike":75.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":41.4,"strike":80.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0149,"contract_count":6,"total_oi":7641},{"expiration":"11/20/2026","dte":49,"iv":0.9121,"contract_count":6,"total_oi":329},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":6,"total_oi":3818},{"expiration":"03/19/2027","dte":168,"iv":0.1564,"contract_count":6,"total_oi":83},{"expiration":"04/16/2027","dte":196,"iv":0.3891,"contract_count":4,"total_oi":324},{"expiration":"05/21/2027","dte":231,"iv":0.4654,"contract_count":3,"total_oi":19},{"expiration":"08/20/2027","dte":322,"iv":1.0,"contract_count":4,"total_oi":11},{"expiration":"11/19/2027","dte":413,"iv":0.0527,"contract_count":2,"total_oi":7},{"expiration":"01/21/2028","dte":476,"iv":0.223,"contract_count":6,"total_oi":821}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.88,"expected_move_2std":13.77,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":14.42,"expected_move_2std":28.85,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":19.96,"expected_move_2std":39.91,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":25.47,"expected_move_2std":50.94,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":29.51,"expected_move_2std":59.02,"contract_count":1},{"expiration":"05/21/2027","dte":231,"expected_move_1std":29.71,"expected_move_2std":59.41,"contract_count":1},{"expiration":"08/20/2027","dte":322,"expected_move_1std":38.33,"expected_move_2std":76.67,"contract_count":1},{"expiration":"11/19/2027","dte":413,"expected_move_1std":39.73,"expected_move_2std":79.46,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":43.42,"expected_move_2std":86.85,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":7840,"put_oi":4717,"total_oi":12557,"pc_ratio":0.602,"pc_ratio_volume":1.8,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":155,"put_oi":298,"total_oi":453,"pc_ratio":1.923,"pc_ratio_volume":0.294,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":6230,"put_oi":2766,"total_oi":8996,"pc_ratio":0.444,"pc_ratio_volume":0.905,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":120,"put_oi":54,"total_oi":174,"pc_ratio":0.45,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":334,"put_oi":7,"total_oi":341,"pc_ratio":0.021,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":28,"put_oi":5,"total_oi":33,"pc_ratio":0.179,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"08/20/2027","dte":322,"call_oi":14,"put_oi":80,"total_oi":94,"pc_ratio":5.714,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/19/2027","dte":413,"call_oi":18,"put_oi":75,"total_oi":93,"pc_ratio":4.167,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":1272,"put_oi":1524,"total_oi":2796,"pc_ratio":1.198,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-248.0,"dealer_delta":248.0,"call_oi":0,"put_oi":91},{"strike":23.0,"call_delta_oi":0,"put_delta_oi":-37.0,"dealer_delta":37.0,"call_oi":0,"put_oi":16},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-49.0,"dealer_delta":49.0,"call_oi":0,"put_oi":19},{"strike":28.0,"call_delta_oi":0,"put_delta_oi":-6654.0,"dealer_delta":6654.0,"call_oi":0,"put_oi":1028},{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-338.0,"dealer_delta":338.0,"call_oi":0,"put_oi":51},{"strike":33.0,"call_delta_oi":4455.0,"put_delta_oi":-225.0,"dealer_delta":-4230.0,"call_oi":45,"put_oi":42},{"strike":35.0,"call_delta_oi":10123.0,"put_delta_oi":-1738.0,"dealer_delta":-8386.0,"call_oi":102,"put_oi":293},{"strike":37.0,"call_delta_oi":0,"put_delta_oi":-232.0,"dealer_delta":232.0,"call_oi":0,"put_oi":49},{"strike":38.0,"call_delta_oi":393.0,"put_delta_oi":-1618.0,"dealer_delta":1225.0,"call_oi":4,"put_oi":231},{"strike":39.0,"call_delta_oi":0,"put_delta_oi":-13.0,"dealer_delta":13.0,"call_oi":0,"put_oi":3},{"strike":40.0,"call_delta_oi":3027.0,"put_delta_oi":-3071.0,"dealer_delta":44.0,"call_oi":32,"put_oi":439},{"strike":41.0,"call_delta_oi":0,"put_delta_oi":-14.0,"dealer_delta":14.0,"call_oi":0,"put_oi":3},{"strike":42.0,"call_delta_oi":5781.0,"put_delta_oi":-634.0,"dealer_delta":-5147.0,"call_oi":63,"put_oi":71},{"strike":43.0,"call_delta_oi":0,"put_delta_oi":-21.0,"dealer_delta":21.0,"call_oi":0,"put_oi":4},{"strike":44.0,"call_delta_oi":0,"put_delta_oi":-1259.0,"dealer_delta":1259.0,"call_oi":0,"put_oi":181},{"strike":45.0,"call_delta_oi":15393.0,"put_delta_oi":-1674.0,"dealer_delta":-13719.0,"call_oi":163,"put_oi":217},{"strike":46.0,"call_delta_oi":0,"put_delta_oi":-624.0,"dealer_delta":624.0,"call_oi":0,"put_oi":29},{"strike":47.0,"call_delta_oi":5723.0,"put_delta_oi":-2818.0,"dealer_delta":-2906.0,"call_oi":62,"put_oi":287},{"strike":48.0,"call_delta_oi":0,"put_delta_oi":-697.0,"dealer_delta":697.0,"call_oi":0,"put_oi":96},{"strike":49.0,"call_delta_oi":0,"put_delta_oi":-379.0,"dealer_delta":379.0,"call_oi":0,"put_oi":184},{"strike":50.0,"call_delta_oi":51352.0,"put_delta_oi":-7464.0,"dealer_delta":-43888.0,"call_oi":565,"put_oi":736},{"strike":55.0,"call_delta_oi":100586.0,"put_delta_oi":-47258.0,"dealer_delta":-53329.0,"call_oi":1256,"put_oi":2754},{"strike":60.0,"call_delta_oi":110752.0,"put_delta_oi":-81904.0,"dealer_delta":-28848.0,"call_oi":1912,"put_oi":1905},{"strike":65.0,"call_delta_oi":107205.0,"put_delta_oi":-54403.0,"dealer_delta":-52802.0,"call_oi":4459,"put_oi":767},{"strike":70.0,"call_delta_oi":51492.0,"put_delta_oi":-1875.0,"dealer_delta":-49618.0,"call_oi":3935,"put_oi":29},{"strike":75.0,"call_delta_oi":40078.0,"put_delta_oi":-77.0,"dealer_delta":-40002.0,"call_oi":2525,"put_oi":1},{"strike":80.0,"call_delta_oi":2040.0,"put_delta_oi":0,"dealer_delta":-2040.0,"call_oi":230,"put_oi":0},{"strike":85.0,"call_delta_oi":1037.0,"put_delta_oi":0,"dealer_delta":-1037.0,"call_oi":141,"put_oi":0},{"strike":90.0,"call_delta_oi":3241.0,"put_delta_oi":0,"dealer_delta":-3241.0,"call_oi":173,"put_oi":0},{"strike":95.0,"call_delta_oi":133.0,"put_delta_oi":0,"dealer_delta":-133.0,"call_oi":9,"put_oi":0}],"net_dealer_delta":-297489.0,"total_call_delta":512812.0,"total_put_delta":-215323.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":60.34000015258789,"strikes":[{"strike":35.0,"moneyness":0.58,"type":"call","iv":0.4512,"delta":0.9925,"oi":102},{"strike":35.0,"moneyness":0.58,"type":"put","iv":0.6734,"delta":-0.0419,"oi":223},{"strike":47.0,"moneyness":0.7789,"type":"put","iv":0.436,"delta":-0.1071,"oi":242},{"strike":50.0,"moneyness":0.8286,"type":"call","iv":0.3373,"delta":0.8852,"oi":394},{"strike":50.0,"moneyness":0.8286,"type":"put","iv":0.4048,"delta":-0.1505,"oi":174},{"strike":55.0,"moneyness":0.9115,"type":"call","iv":0.3481,"delta":0.7443,"oi":467},{"strike":55.0,"moneyness":0.9115,"type":"put","iv":0.3863,"delta":-0.2705,"oi":1022},{"strike":60.0,"moneyness":0.9944,"type":"call","iv":0.3538,"delta":0.5747,"oi":274},{"strike":60.0,"moneyness":0.9944,"type":"put","iv":0.3904,"delta":-0.4249,"oi":462},{"strike":65.0,"moneyness":1.0772,"type":"put","iv":0.3955,"delta":-0.5751,"oi":272},{"strike":65.0,"moneyness":1.0772,"type":"call","iv":0.358,"delta":0.4089,"oi":1321},{"strike":70.0,"moneyness":1.1601,"type":"call","iv":0.3633,"delta":0.2721,"oi":1390},{"strike":75.0,"moneyness":1.243,"type":"call","iv":0.365,"delta":0.1693,"oi":1745}]},{"expiration":"01/21/2028","underlying_price":60.34000015258789,"strikes":[{"strike":28.0,"moneyness":0.464,"type":"put","iv":0.627,"delta":-0.0657,"oi":1001},{"strike":38.0,"moneyness":0.6298,"type":"put","iv":0.4402,"delta":-0.0999,"oi":114},{"strike":60.0,"moneyness":0.9944,"type":"put","iv":0.4262,"delta":-0.3563,"oi":214},{"strike":60.0,"moneyness":0.9944,"type":"call","iv":0.3343,"delta":0.637,"oi":445},{"strike":65.0,"moneyness":1.0772,"type":"call","iv":0.3309,"delta":0.5549,"oi":111},{"strike":70.0,"moneyness":1.1601,"type":"call","iv":0.3341,"delta":0.4785,"oi":119},{"strike":75.0,"moneyness":1.243,"type":"call","iv":0.3385,"delta":0.4102,"oi":135},{"strike":90.0,"moneyness":1.4915,"type":"call","iv":0.346,"delta":0.2497,"oi":105}]},{"expiration":"04/16/2027","underlying_price":60.34000015258789,"strikes":[{"strike":55.0,"moneyness":0.9115,"type":"call","iv":0.3553,"delta":0.717,"oi":318}]},{"expiration":"10/16/2026","underlying_price":60.34000015258789,"strikes":[{"strike":38.0,"moneyness":0.6298,"type":"put","iv":1.5414,"delta":-0.0409,"oi":117},{"strike":40.0,"moneyness":0.6629,"type":"put","iv":1.3976,"delta":-0.0449,"oi":216},{"strike":44.0,"moneyness":0.7292,"type":"put","iv":1.234,"delta":-0.0696,"oi":181},{"strike":45.0,"moneyness":0.7458,"type":"put","iv":1.1648,"delta":-0.0734,"oi":160},{"strike":49.0,"moneyness":0.8121,"type":"put","iv":0.5586,"delta":-0.0206,"oi":184},{"strike":50.0,"moneyness":0.8286,"type":"put","iv":0.7349,"delta":-0.0756,"oi":456},{"strike":50.0,"moneyness":0.8286,"type":"call","iv":0.4832,"delta":0.9831,"oi":152},{"strike":55.0,"moneyness":0.9115,"type":"put","iv":0.3893,"delta":-0.0937,"oi":1505},{"strike":55.0,"moneyness":0.9115,"type":"call","iv":0.3469,"delta":0.9294,"oi":434},{"strike":60.0,"moneyness":0.9944,"type":"put","iv":0.3716,"delta":-0.4454,"oi":1181},{"strike":60.0,"moneyness":0.9944,"type":"call","iv":0.3314,"delta":0.558,"oi":1136},{"strike":65.0,"moneyness":1.0772,"type":"put","iv":0.4384,"delta":-0.7994,"oi":463},{"strike":65.0,"moneyness":1.0772,"type":"call","iv":0.3571,"delta":0.1474,"oi":2922},{"strike":70.0,"moneyness":1.1601,"type":"call","iv":0.4029,"delta":0.029,"oi":2378},{"strike":75.0,"moneyness":1.243,"type":"call","iv":0.6887,"delta":0.0552,"oi":578},{"strike":80.0,"moneyness":1.3258,"type":"call","iv":0.8453,"delta":0.0466,"oi":103}]},{"expiration":"11/20/2026","underlying_price":60.34000015258789,"strikes":[{"strike":55.0,"moneyness":0.9115,"type":"put","iv":0.4022,"delta":-0.2277,"oi":174}]}],"greeks_heatmap":{"data":[{"strike":44.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0696,"call_gamma":0,"put_gamma":0.00951,"call_theta":0,"put_theta":-0.0717,"call_vega":0,"put_vega":0.0152,"call_oi":0,"put_oi":181},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0734,"call_gamma":0,"put_gamma":0.010494,"call_theta":0,"put_theta":-0.0704,"call_vega":0,"put_vega":0.0159,"call_oi":0,"put_oi":160},{"strike":48.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0726,"call_gamma":0,"put_gamma":0.013638,"call_theta":0,"put_theta":-0.0532,"call_vega":0,"put_vega":0.0157,"call_oi":0,"put_oi":96},{"strike":49.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0206,"call_gamma":0,"put_gamma":0.007799,"call_theta":0,"put_theta":-0.012,"call_vega":0,"put_vega":0.0056,"call_oi":0,"put_oi":184},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9831,"put_delta":-0.0756,"call_gamma":0.007606,"put_gamma":0.017011,"call_theta":-0.0145,"put_theta":-0.0453,"call_vega":0.0048,"put_vega":0.0162,"call_oi":152,"put_oi":456},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9294,"put_delta":-0.0937,"call_gamma":0.034216,"put_gamma":0.037727,"call_theta":-0.0264,"put_theta":-0.0278,"call_vega":0.0154,"put_vega":0.019,"call_oi":434,"put_oi":1505},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.558,"put_delta":-0.4454,"call_gamma":0.104604,"put_gamma":0.093404,"call_theta":-0.061,"put_theta":-0.061,"call_vega":0.0449,"put_vega":0.045,"call_oi":1136,"put_oi":1181},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1474,"put_delta":-0.7994,"call_gamma":0.056667,"put_gamma":0.056179,"call_theta":-0.037,"put_theta":-0.0476,"call_vega":0.0262,"put_vega":0.0319,"call_oi":2922,"put_oi":463},{"strike":70.0,"dte":14,"expiration":"10/16/2026","call_delta":0.029,"put_delta":0,"call_gamma":0.014431,"put_gamma":0,"call_theta":-0.0119,"put_theta":0,"call_vega":0.0075,"put_vega":0,"call_oi":2378,"put_oi":0},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0552,"put_delta":0,"call_gamma":0.014217,"put_gamma":0,"call_theta":-0.034,"put_theta":0,"call_vega":0.0127,"put_vega":0,"call_oi":578,"put_oi":0},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1063,"call_gamma":0,"put_gamma":0.018273,"call_theta":0,"put_theta":-0.0184,"call_vega":0,"put_vega":0.0401,"call_oi":0,"put_oi":83},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2277,"call_gamma":0,"put_gamma":0.034303,"call_theta":0,"put_theta":-0.0259,"call_vega":0,"put_vega":0.0661,"call_oi":0,"put_oi":174},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3333,"put_delta":0,"call_gamma":0.043757,"put_gamma":0,"call_theta":-0.0336,"put_theta":0,"call_vega":0.0796,"put_vega":0,"call_oi":71,"put_oi":0}],"strikes":[44.0,45.0,48.0,49.0,50.0,55.0,60.0,65.0,70.0,75.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":3.22,"put_25d_iv":38.93,"call_25d_iv":35.71,"put_25d_strike":55.0,"call_25d_strike":65.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":2.25,"put_25d_iv":40.22,"call_25d_iv":37.97,"put_25d_strike":55.0,"call_25d_strike":65.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":2.3,"put_25d_iv":38.63,"call_25d_iv":36.33,"put_25d_strike":55.0,"call_25d_strike":70.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":8.03,"put_25d_iv":42.62,"call_25d_iv":34.6,"put_25d_strike":60.0,"call_25d_strike":90.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":28.0,"call_vanna":0,"put_vanna":127.0,"net_vanna":127.0,"call_oi":0,"put_oi":1001},{"strike":35.0,"call_vanna":-1.0,"put_vanna":10.0,"net_vanna":9.0,"call_oi":102,"put_oi":223},{"strike":38.0,"call_vanna":0,"put_vanna":20.0,"net_vanna":20.0,"call_oi":0,"put_oi":231},{"strike":40.0,"call_vanna":0,"put_vanna":27.0,"net_vanna":27.0,"call_oi":0,"put_oi":422},{"strike":42.0,"call_vanna":-9.0,"put_vanna":0,"net_vanna":-9.0,"call_oi":63,"put_oi":0},{"strike":44.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":181},{"strike":45.0,"call_vanna":-13.0,"put_vanna":7.0,"net_vanna":-6.0,"call_oi":158,"put_oi":211},{"strike":47.0,"call_vanna":0,"put_vanna":19.0,"net_vanna":19.0,"call_oi":0,"put_oi":242},{"strike":48.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":96},{"strike":49.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":184},{"strike":50.0,"call_vanna":-33.0,"put_vanna":30.0,"net_vanna":-3.0,"call_oi":546,"put_oi":713},{"strike":55.0,"call_vanna":-83.0,"put_vanna":132.0,"net_vanna":49.0,"call_oi":1219,"put_oi":2701},{"strike":60.0,"call_vanna":-71.0,"put_vanna":50.0,"net_vanna":-20.0,"call_oi":1855,"put_oi":1857},{"strike":65.0,"call_vanna":137.0,"put_vanna":-23.0,"net_vanna":114.0,"call_oi":4425,"put_oi":735},{"strike":70.0,"call_vanna":143.0,"put_vanna":0,"net_vanna":143.0,"call_oi":3887,"put_oi":0},{"strike":75.0,"call_vanna":177.0,"put_vanna":0,"net_vanna":177.0,"call_oi":2458,"put_oi":0},{"strike":80.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":196,"put_oi":0},{"strike":85.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":87,"put_oi":0},{"strike":90.0,"call_vanna":23.0,"put_vanna":0,"net_vanna":23.0,"call_oi":165,"put_oi":0}],"net_vanna":687.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":38.0,"call_charm":0,"put_charm":735.0,"net_charm":735.0,"call_oi":0,"put_oi":117},{"strike":40.0,"call_charm":0,"put_charm":1456.0,"net_charm":1456.0,"call_oi":0,"put_oi":216},{"strike":44.0,"call_charm":0,"put_charm":2354.0,"net_charm":2354.0,"call_oi":0,"put_oi":181},{"strike":45.0,"call_charm":0,"put_charm":2156.0,"net_charm":2156.0,"call_oi":0,"put_oi":160},{"strike":48.0,"call_charm":0,"put_charm":966.0,"net_charm":966.0,"call_oi":0,"put_oi":96},{"strike":49.0,"call_charm":0,"put_charm":118.0,"net_charm":118.0,"call_oi":0,"put_oi":184},{"strike":50.0,"call_charm":-5668.0,"put_charm":4186.0,"net_charm":-1482.0,"call_oi":152,"put_oi":539},{"strike":55.0,"call_charm":-27782.0,"put_charm":10994.0,"net_charm":-16788.0,"call_oi":434,"put_oi":1679},{"strike":60.0,"call_charm":-100818.0,"put_charm":83677.0,"net_charm":-17141.0,"call_oi":1136,"put_oi":1181},{"strike":65.0,"call_charm":-42168.0,"put_charm":45979.0,"net_charm":3811.0,"call_oi":2993,"put_oi":463},{"strike":70.0,"call_charm":-2138.0,"put_charm":0,"net_charm":-2138.0,"call_oi":2378,"put_oi":0},{"strike":75.0,"call_charm":-2826.0,"put_charm":0,"net_charm":-2826.0,"call_oi":578,"put_oi":0},{"strike":80.0,"call_charm":-456.0,"put_charm":0,"net_charm":-456.0,"call_oi":103,"put_oi":0},{"strike":85.0,"call_charm":-696.0,"put_charm":0,"net_charm":-696.0,"call_oi":87,"put_oi":0}],"net_charm":-29930.0,"weekend_delta_shift":-89791.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":172883.0,"put_delta":-113794.0,"net_delta":59089.0,"call_oi":7793,"put_oi":4717,"total_oi":12510,"total_volume":14,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":5519.0,"put_delta":-6854.0,"net_delta":-1335.0,"call_oi":155,"put_oi":298,"total_oi":453,"total_volume":22,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":235746.0,"put_delta":-72223.0,"net_delta":163523.0,"call_oi":6067,"put_oi":2766,"total_oi":8833,"total_volume":80,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":4369.0,"put_delta":-1956.0,"net_delta":2413.0,"call_oi":120,"put_oi":54,"total_oi":174,"total_volume":44,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":23315.0,"put_delta":-181.0,"net_delta":23135.0,"call_oi":334,"put_oi":7,"total_oi":341,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":1628.0,"put_delta":-132.0,"net_delta":1496.0,"call_oi":27,"put_oi":5,"total_oi":32,"total_volume":0,"bias":"neutral"},{"expiration":"08/20/2027","dte":322,"call_delta":492.0,"put_delta":-1089.0,"net_delta":-597.0,"call_oi":14,"put_oi":80,"total_oi":94,"total_volume":0,"bias":"neutral"},{"expiration":"11/19/2027","dte":413,"call_delta":656.0,"put_delta":-918.0,"net_delta":-262.0,"call_oi":18,"put_oi":75,"total_oi":93,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":68203.0,"put_delta":-18176.0,"net_delta":50027.0,"call_oi":1148,"put_oi":1524,"total_oi":2672,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":60.0,"straddle_price":3.2,"straddle_pct":5.3,"implied_move":5.3,"avg_iv":35.1},{"expiration":"11/20/2026","dte":49,"strike":60.0,"straddle_price":6.85,"straddle_pct":11.35,"implied_move":11.35,"avg_iv":39.4},{"expiration":"01/15/2027","dte":105,"strike":60.0,"straddle_price":9.5,"straddle_pct":15.74,"implied_move":15.74,"avg_iv":37.2},{"expiration":"01/21/2028","dte":476,"strike":60.0,"straddle_price":20.3,"straddle_pct":33.64,"implied_move":33.64,"avg_iv":38.0}],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":91,"total_oi":91,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":16,"total_oi":16,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":19,"total_oi":19,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":1028,"total_oi":1030,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":51,"total_oi":78,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":48,"put_oi":42,"total_oi":90,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":203,"put_oi":293,"total_oi":496,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":49,"total_oi":55,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":231,"total_oi":235,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":138,"put_oi":439,"total_oi":577,"bias":"neutral"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":106,"put_oi":71,"total_oi":177,"bias":"neutral"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":181,"total_oi":181,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":164,"put_oi":217,"total_oi":381,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":29,"total_oi":29,"bias":"neutral"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":62,"put_oi":287,"total_oi":349,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":96,"total_oi":137,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":184,"total_oi":189,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":565,"put_oi":736,"total_oi":1301,"bias":"bearish"},{"strike":55.0,"call_volume":0,"put_volume":31,"total_volume":31,"call_oi":1256,"put_oi":2754,"total_oi":4010,"bias":"bearish"},{"strike":60.0,"call_volume":26,"put_volume":17,"total_volume":43,"call_oi":1912,"put_oi":1905,"total_oi":3817,"bias":"bullish"},{"strike":65.0,"call_volume":48,"put_volume":2,"total_volume":50,"call_oi":4459,"put_oi":767,"total_oi":5226,"bias":"bullish"},{"strike":70.0,"call_volume":21,"put_volume":0,"total_volume":21,"call_oi":3935,"put_oi":29,"total_oi":3964,"bias":"bullish"},{"strike":75.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":2525,"put_oi":1,"total_oi":2526,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":230,"put_oi":0,"total_oi":230,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":141,"put_oi":0,"total_oi":141,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":173,"put_oi":0,"total_oi":173,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"}],"underlying_price":60.34000015258789,"peak_call_strike":65.0,"peak_put_strike":55.0,"total_call_volume":108,"total_put_volume":52,"volume_pc_ratio":0.481},"iv_contours":{"x":[0.73,0.75,0.76,0.78,0.8,0.81,0.83,0.91,0.99,1.08,1.16,1.24],"y":[14,49,105,168],"z":[[123.4,116.48,271.98,81.5,88.88,55.86,60.91,36.81,35.15,39.78,40.29,68.87],[null,null,null,null,null,null,45.89,40.22,39.37,37.97,38.6,null],[null,34.21,null,36.15,null,null,37.1,36.72,37.21,37.67,39.74,36.5],[null,null,null,null,null,null,null,37.64,39.42,37.76,null,37.19]],"levels":[34.2,58.0,81.8,105.5,129.3,153.1,176.9,200.6,224.4,248.2,272.0],"min_iv":34.2,"max_iv":272.0},"butterfly_spread":[{"expiration":"01/15/2027","dte":105,"atm_strike":60.0,"atm_iv":35.38,"otm_strike":65.0,"otm_iv":35.8,"itm_strike":55.0,"itm_iv":34.81,"iv_butterfly":-0.15,"price_butterfly":0.85,"convexity":"flat"},{"expiration":"01/21/2028","dte":476,"atm_strike":60.0,"atm_iv":33.43,"otm_strike":65.0,"otm_iv":33.09,"itm_strike":55.0,"itm_iv":32.7,"iv_butterfly":-1.07,"price_butterfly":0.15,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":52.39},{"date":"2026-09-15","iv":60.79},{"date":"2026-09-16","iv":55.99},{"date":"2026-09-17","iv":57.43},{"date":"2026-09-18","iv":54.95},{"date":"2026-09-21","iv":51.41},{"date":"2026-09-22","iv":53.8},{"date":"2026-09-23","iv":48.3},{"date":"2026-09-24","iv":60.8},{"date":"2026-09-25","iv":58.3},{"date":"2026-09-28","iv":54.2},{"date":"2026-09-29","iv":60.5},{"date":"2026-09-30","iv":50.4},{"date":"2026-10-01","iv":49.9},{"date":"2026-10-02","iv":53.9}]}}