{"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":"PALL","summary":{"name":"PALL","price":21.25,"total_oi":27621,"call_oi":15673,"put_oi":11948,"pc_ratio":0.762,"net_gex":71227.13,"avg_iv":64.2,"iv_rank":16.0,"iv_52w_high":134.9,"iv_52w_low":50.69,"gamma_flip":26.98,"max_pain":22.0},"features":{"symbol":"PALL","price":21.25,"total_oi":27621,"analysis_coverage":1.0,"avg_iv_pct":64.2,"iv_rank":16.0,"iv_52w_high_pct":134.9,"iv_52w_low_pct":50.69,"front_dte":14,"front_atm_iv_pct":33.0359,"back_atm_iv_pct":35.699,"term_premium_pp":-2.6631,"expected_move_front_pct":6.47,"straddle_front_pct":5.18,"straddle_30d_pct":5.18,"risk_reversal_front_pp":25.83,"risk_reversal_30d_pp":25.83,"butterfly_front_pp":16.6,"butterfly_30d_pp":16.6,"put_call_oi_ratio":0.762,"put_call_oi_front_ratio":1.949,"put_call_volume_front_ratio":3.655,"option_volume":1173,"volume_oi_ratio":0.042468,"net_delta_normalized":0.028917,"dealer_delta_normalized":-0.028915,"gex_per_100k_oi":257873.103798,"vanna_per_100k_oi":2671.880091,"charm_per_100k_oi":87556.569277,"weekend_delta_shift_per_100k_oi":262666.087397,"iv_surface_range_pp":166.3,"gamma_flip_distance_pct":26.964706,"max_pain_distance_pct":3.529412,"peak_call_distance_pct":3.529412,"peak_put_distance_pct":17.647059},"analyses":{"gamma_walls":[{"strike":13.0,"call_gex":238.45,"put_gex":-301.09,"net_gex":-62.65,"call_oi":51,"put_oi":40},{"strike":14.0,"call_gex":591.33,"put_gex":-4370.43,"net_gex":-3779.1,"call_oi":115,"put_oi":536},{"strike":15.0,"call_gex":2841.17,"put_gex":-7432.87,"net_gex":-4591.7,"call_oi":349,"put_oi":957},{"strike":16.0,"call_gex":481.08,"put_gex":-52134.34,"net_gex":-51653.26,"call_oi":39,"put_oi":3789},{"strike":17.0,"call_gex":11861.73,"put_gex":-10191.27,"net_gex":1670.46,"call_oi":630,"put_oi":551},{"strike":18.0,"call_gex":4045.96,"put_gex":-1353.21,"net_gex":2692.74,"call_oi":160,"put_oi":54},{"strike":19.0,"call_gex":6205.87,"put_gex":-3754.54,"net_gex":2451.33,"call_oi":212,"put_oi":129},{"strike":20.0,"call_gex":15458.13,"put_gex":-31938.54,"net_gex":-16480.41,"call_oi":311,"put_oi":649},{"strike":21.0,"call_gex":40141.9,"put_gex":-29568.84,"net_gex":10573.05,"call_oi":776,"put_oi":561},{"strike":22.0,"call_gex":59476.57,"put_gex":-86742.93,"net_gex":-27266.36,"call_oi":1147,"put_oi":1184},{"strike":23.0,"call_gex":42271.42,"put_gex":-25476.32,"net_gex":16795.1,"call_oi":1062,"put_oi":499},{"strike":24.0,"call_gex":20814.94,"put_gex":-45935.96,"net_gex":-25121.02,"call_oi":533,"put_oi":1100},{"strike":24.799999237060547,"call_gex":7660.92,"put_gex":-899.98,"net_gex":6760.94,"call_oi":210,"put_oi":25},{"strike":25.0,"call_gex":56764.97,"put_gex":-10934.7,"net_gex":45830.28,"call_oi":1750,"put_oi":437},{"strike":25.200000762939453,"call_gex":2113.04,"put_gex":-806.24,"net_gex":1306.81,"call_oi":62,"put_oi":24},{"strike":25.399999618530273,"call_gex":3845.39,"put_gex":-3259.44,"net_gex":585.95,"call_oi":118,"put_oi":100},{"strike":25.600000381469727,"call_gex":650.56,"put_gex":0.0,"net_gex":650.56,"call_oi":27,"put_oi":0},{"strike":25.799999237060547,"call_gex":1243.15,"put_gex":-1515.91,"net_gex":-272.75,"call_oi":41,"put_oi":50},{"strike":26.0,"call_gex":18059.95,"put_gex":-3188.43,"net_gex":14871.53,"call_oi":877,"put_oi":118},{"strike":26.200000762939453,"call_gex":733.16,"put_gex":-141.0,"net_gex":592.16,"call_oi":26,"put_oi":5},{"strike":26.399999618530273,"call_gex":3933.32,"put_gex":-681.42,"net_gex":3251.9,"call_oi":156,"put_oi":25},{"strike":26.600000381469727,"call_gex":2951.82,"put_gex":-131.24,"net_gex":2820.58,"call_oi":120,"put_oi":5},{"strike":26.799999237060547,"call_gex":720.5,"put_gex":0.0,"net_gex":720.5,"call_oi":30,"put_oi":0},{"strike":27.0,"call_gex":22184.29,"put_gex":-2530.8,"net_gex":19653.5,"call_oi":1007,"put_oi":110},{"strike":27.200000762939453,"call_gex":229.43,"put_gex":0.0,"net_gex":229.43,"call_oi":10,"put_oi":0},{"strike":27.399999618530273,"call_gex":1369.22,"put_gex":-223.01,"net_gex":1146.22,"call_oi":61,"put_oi":10},{"strike":27.600000381469727,"call_gex":593.29,"put_gex":-216.47,"net_gex":376.82,"call_oi":27,"put_oi":10},{"strike":27.799999237060547,"call_gex":495.05,"put_gex":0.0,"net_gex":495.05,"call_oi":23,"put_oi":0},{"strike":28.0,"call_gex":8738.25,"put_gex":-1688.73,"net_gex":7049.52,"call_oi":415,"put_oi":87},{"strike":28.200000762939453,"call_gex":723.99,"put_gex":0.0,"net_gex":723.99,"call_oi":35,"put_oi":0},{"strike":28.399999618530273,"call_gex":405.88,"put_gex":-97.04,"net_gex":308.84,"call_oi":20,"put_oi":5},{"strike":28.600000381469727,"call_gex":298.8,"put_gex":-94.64,"net_gex":204.16,"call_oi":15,"put_oi":5},{"strike":28.799999237060547,"call_gex":97.61,"put_gex":-92.37,"net_gex":5.25,"call_oi":5,"put_oi":5},{"strike":29.0,"call_gex":4327.1,"put_gex":-761.29,"net_gex":3565.8,"call_oi":247,"put_oi":44},{"strike":29.200000762939453,"call_gex":283.32,"put_gex":0.0,"net_gex":283.32,"call_oi":15,"put_oi":0},{"strike":29.399999618530273,"call_gex":204.29,"put_gex":-86.24,"net_gex":118.05,"call_oi":11,"put_oi":5},{"strike":29.600000381469727,"call_gex":365.35,"put_gex":0.0,"net_gex":365.35,"call_oi":20,"put_oi":0},{"strike":29.799999237060547,"call_gex":269.62,"put_gex":0.0,"net_gex":269.62,"call_oi":15,"put_oi":0},{"strike":30.0,"call_gex":28480.19,"put_gex":-1668.76,"net_gex":26811.44,"call_oi":1616,"put_oi":102},{"strike":30.200000762939453,"call_gex":174.22,"put_gex":-1667.44,"net_gex":-1493.22,"call_oi":10,"put_oi":105},{"strike":30.399999618530273,"call_gex":137.29,"put_gex":0.0,"net_gex":137.29,"call_oi":8,"put_oi":0},{"strike":30.600000381469727,"call_gex":84.54,"put_gex":0.0,"net_gex":84.54,"call_oi":5,"put_oi":0},{"strike":30.799999237060547,"call_gex":866.61,"put_gex":0.0,"net_gex":866.61,"call_oi":52,"put_oi":0},{"strike":31.0,"call_gex":1894.58,"put_gex":-99.75,"net_gex":1794.83,"call_oi":116,"put_oi":7},{"strike":31.399999618530273,"call_gex":95.9,"put_gex":0.0,"net_gex":95.9,"call_oi":6,"put_oi":0},{"strike":31.600000381469727,"call_gex":157.72,"put_gex":0.0,"net_gex":157.72,"call_oi":10,"put_oi":0},{"strike":32.0,"call_gex":6796.15,"put_gex":-256.7,"net_gex":6539.45,"call_oi":620,"put_oi":20},{"strike":33.0,"call_gex":6200.04,"put_gex":-180.02,"net_gex":6020.02,"call_oi":474,"put_oi":15},{"strike":34.0,"call_gex":1343.51,"put_gex":-6403.25,"net_gex":-5059.74,"call_oi":251,"put_oi":542},{"strike":35.0,"call_gex":9899.88,"put_gex":-278.37,"net_gex":9621.51,"call_oi":835,"put_oi":25},{"strike":36.0,"call_gex":941.13,"put_gex":0.0,"net_gex":941.13,"call_oi":76,"put_oi":0},{"strike":37.0,"call_gex":734.5,"put_gex":0.0,"net_gex":734.5,"call_oi":62,"put_oi":0},{"strike":38.0,"call_gex":3307.86,"put_gex":-48.04,"net_gex":3259.82,"call_oi":291,"put_oi":5},{"strike":39.0,"call_gex":1017.02,"put_gex":0.0,"net_gex":1017.02,"call_oi":93,"put_oi":0},{"strike":40.0,"call_gex":1707.27,"put_gex":-71.02,"net_gex":1636.25,"call_oi":276,"put_oi":8},{"strike":41.0,"call_gex":387.23,"put_gex":0.0,"net_gex":387.23,"call_oi":38,"put_oi":0},{"strike":42.0,"call_gex":30.41,"put_gex":0.0,"net_gex":30.41,"call_oi":3,"put_oi":0},{"strike":43.0,"call_gex":502.86,"put_gex":0.0,"net_gex":502.86,"call_oi":103,"put_oi":0}],"pain_by_strike":[{"strike":13.0,"call_value":0,"put_value":84330.8,"total_value":84330.8},{"strike":14.0,"call_value":51.0,"put_value":72422.8,"total_value":72473.8},{"strike":15.0,"call_value":217.0,"put_value":61050.8,"total_value":61267.8},{"strike":16.0,"call_value":732.0,"put_value":50635.8,"total_value":51367.8},{"strike":17.0,"call_value":1286.0,"put_value":44009.8,"total_value":45295.8},{"strike":18.0,"call_value":2470.0,"put_value":37934.8,"total_value":40404.8},{"strike":19.0,"call_value":3814.0,"put_value":31913.8,"total_value":35727.8},{"strike":20.0,"call_value":5370.0,"put_value":26021.8,"total_value":31391.8},{"strike":21.0,"call_value":7237.0,"put_value":20778.8,"total_value":28015.8},{"strike":22.0,"call_value":9880.0,"put_value":16096.8,"total_value":25976.8},{"strike":23.0,"call_value":13670.0,"put_value":12598.8,"total_value":26268.8},{"strike":24.0,"call_value":18522.0,"put_value":9599.8,"total_value":28121.8},{"strike":24.799999237060547,"call_value":22830.0,"put_value":8080.6,"total_value":30910.6},{"strike":25.0,"call_value":23949.0,"put_value":7705.8,"total_value":31654.8},{"strike":25.200000762939453,"call_value":25418.01,"put_value":7418.4,"total_value":32836.4},{"strike":25.399999618530273,"call_value":26899.4,"put_value":7135.8,"total_value":34035.2},{"strike":25.600000381469727,"call_value":28404.4,"put_value":6873.2,"total_value":35277.6},{"strike":25.799999237060547,"call_value":29914.79,"put_value":6610.6,"total_value":36525.4},{"strike":26.0,"call_value":31433.4,"put_value":6358.0,"total_value":37791.4},{"strike":26.200000762939453,"call_value":33127.41,"put_value":6129.0,"total_value":39256.41},{"strike":26.399999618530273,"call_value":34826.6,"put_value":5901.0,"total_value":40727.6},{"strike":26.600000381469727,"call_value":36557.0,"put_value":5678.0,"total_value":42235.0},{"strike":26.799999237060547,"call_value":38311.39,"put_value":5456.0,"total_value":43767.39},{"strike":27.0,"call_value":40071.8,"put_value":5234.0,"total_value":45305.8},{"strike":27.200000762939453,"call_value":42033.61,"put_value":5034.0,"total_value":47067.61},{"strike":27.399999618530273,"call_value":43997.4,"put_value":4834.0,"total_value":48831.4},{"strike":27.600000381469727,"call_value":45973.4,"put_value":4636.0,"total_value":50609.4},{"strike":27.799999237060547,"call_value":47954.79,"put_value":4440.0,"total_value":52394.79},{"strike":28.0,"call_value":49940.8,"put_value":4244.0,"total_value":54184.8},{"strike":28.200000762939453,"call_value":52009.81,"put_value":4065.4,"total_value":56075.21},{"strike":28.399999618530273,"call_value":54085.8,"put_value":3886.8,"total_value":57972.6},{"strike":28.600000381469727,"call_value":56165.8,"put_value":3709.2,"total_value":59875.0},{"strike":28.799999237060547,"call_value":58248.79,"put_value":3532.6,"total_value":61781.39},{"strike":29.0,"call_value":60332.8,"put_value":3357.0,"total_value":63689.8},{"strike":29.200000762939453,"call_value":62466.21,"put_value":3190.2,"total_value":65656.41},{"strike":29.399999618530273,"call_value":64602.6,"put_value":3023.4,"total_value":67626.0},{"strike":29.600000381469727,"call_value":66741.2,"put_value":2857.6,"total_value":69598.8},{"strike":29.799999237060547,"call_value":68883.79,"put_value":2691.8,"total_value":71575.59},{"strike":30.0,"call_value":71029.4,"put_value":2526.0,"total_value":73555.4},{"strike":30.200000762939453,"call_value":73498.21,"put_value":2380.6,"total_value":75878.81},{"strike":30.399999618530273,"call_value":75969.0,"put_value":2256.2,"total_value":78225.2},{"strike":30.600000381469727,"call_value":78441.4,"put_value":2131.8,"total_value":80573.2},{"strike":30.799999237060547,"call_value":80914.79,"put_value":2007.4,"total_value":82922.19},{"strike":31.0,"call_value":83398.6,"put_value":1883.0,"total_value":85281.6},{"strike":31.399999618530273,"call_value":88412.6,"put_value":1637.0,"total_value":90049.6},{"strike":31.600000381469727,"call_value":90920.81,"put_value":1514.0,"total_value":92434.8},{"strike":32.0,"call_value":95941.2,"put_value":1268.0,"total_value":97209.2},{"strike":33.0,"call_value":109112.2,"put_value":673.0,"total_value":109785.2},{"strike":34.0,"call_value":122757.2,"put_value":93.0,"total_value":122850.2},{"strike":35.0,"call_value":136653.2,"put_value":55.0,"total_value":136708.2},{"strike":36.0,"call_value":151384.2,"put_value":42.0,"total_value":151426.2},{"strike":37.0,"call_value":166191.2,"put_value":29.0,"total_value":166220.2},{"strike":38.0,"call_value":181060.2,"put_value":16.0,"total_value":181076.2},{"strike":39.0,"call_value":196220.2,"put_value":8.0,"total_value":196228.2},{"strike":40.0,"call_value":211473.2,"put_value":0.0,"total_value":211473.2},{"strike":41.0,"call_value":227002.2,"put_value":0.0,"total_value":227002.2},{"strike":42.0,"call_value":242569.2,"put_value":0.0,"total_value":242569.2},{"strike":43.0,"call_value":258139.2,"put_value":0,"total_value":258139.2}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":133.3,"strike":16.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":34.9,"strike":18.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":51.6,"strike":15.5},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":76.4,"strike":19.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":35.4,"strike":19.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":35.5,"strike":19.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":40.0,"strike":20.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":37.7,"strike":20.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":36.7,"strike":20.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":33.9,"strike":21.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":36.6,"strike":21.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":36.7,"strike":21.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":32.2,"strike":22.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":34.8,"strike":22.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":36.3,"strike":22.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":50.1,"strike":23.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":38.7,"strike":23.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":37.8,"strike":23.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":117.2,"strike":28.18},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":54.4,"strike":27.42},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":65.5,"strike":29.9}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.243,"contract_count":8,"total_oi":1189},{"expiration":"11/20/2026","dte":49,"iv":0.0095,"contract_count":8,"total_oi":403},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":8,"total_oi":2489},{"expiration":"03/19/2027","dte":168,"iv":0.2738,"contract_count":8,"total_oi":1997},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":7,"total_oi":87},{"expiration":"01/19/2029","dte":840,"iv":0.6588,"contract_count":4,"total_oi":24}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.47,"expected_move_2std":12.94,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":13.08,"expected_move_2std":26.16,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":16.75,"expected_move_2std":33.5,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":26.91,"expected_move_2std":53.82,"contract_count":4},{"expiration":"01/21/2028","dte":476,"expected_move_1std":52.52,"expected_move_2std":105.03,"contract_count":3},{"expiration":"01/19/2029","dte":840,"expected_move_1std":69.9,"expected_move_2std":139.8,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2415,"put_oi":4706,"total_oi":7121,"pc_ratio":1.949,"pc_ratio_volume":3.655,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":571,"put_oi":220,"total_oi":791,"pc_ratio":0.385,"pc_ratio_volume":0.049,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":7828,"put_oi":5039,"total_oi":12867,"pc_ratio":0.644,"pc_ratio_volume":1.249,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":4726,"put_oi":1893,"total_oi":6619,"pc_ratio":0.401,"pc_ratio_volume":2.111,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":110,"put_oi":67,"total_oi":177,"pc_ratio":0.609,"pc_ratio_volume":0.095,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":23,"put_oi":23,"total_oi":46,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":13.0,"call_delta_oi":4754.0,"put_delta_oi":-315.0,"dealer_delta":-4439.0,"call_oi":49,"put_oi":40},{"strike":14.0,"call_delta_oi":11204.0,"put_delta_oi":-3302.0,"dealer_delta":-7901.0,"call_oi":115,"put_oi":536},{"strike":15.0,"call_delta_oi":33578.0,"put_delta_oi":-4453.0,"dealer_delta":-29126.0,"call_oi":349,"put_oi":957},{"strike":16.0,"call_delta_oi":3670.0,"put_delta_oi":-52567.0,"dealer_delta":48897.0,"call_oi":39,"put_oi":3789},{"strike":17.0,"call_delta_oi":56889.0,"put_delta_oi":-5119.0,"dealer_delta":-51770.0,"call_oi":630,"put_oi":551},{"strike":18.0,"call_delta_oi":13748.0,"put_delta_oi":-964.0,"dealer_delta":-12784.0,"call_oi":160,"put_oi":54},{"strike":19.0,"call_delta_oi":19395.0,"put_delta_oi":-3162.0,"dealer_delta":-16233.0,"call_oi":212,"put_oi":129},{"strike":20.0,"call_delta_oi":22121.0,"put_delta_oi":-17212.0,"dealer_delta":-4909.0,"call_oi":311,"put_oi":649},{"strike":21.0,"call_delta_oi":45903.0,"put_delta_oi":-23437.0,"dealer_delta":-22465.0,"call_oi":776,"put_oi":561},{"strike":22.0,"call_delta_oi":54226.0,"put_delta_oi":-68132.0,"dealer_delta":13906.0,"call_oi":1147,"put_oi":1184},{"strike":23.0,"call_delta_oi":43928.0,"put_delta_oi":-33197.0,"dealer_delta":-10731.0,"call_oi":1062,"put_oi":499},{"strike":24.0,"call_delta_oi":14626.0,"put_delta_oi":-80667.0,"dealer_delta":66041.0,"call_oi":533,"put_oi":1100},{"strike":24.799999237060547,"call_delta_oi":4905.0,"put_delta_oi":-1891.0,"dealer_delta":-3014.0,"call_oi":210,"put_oi":25},{"strike":25.0,"call_delta_oi":46804.0,"put_delta_oi":-39236.0,"dealer_delta":-7568.0,"call_oi":1750,"put_oi":437},{"strike":25.200000762939453,"call_delta_oi":1272.0,"put_delta_oi":-1864.0,"dealer_delta":593.0,"call_oi":62,"put_oi":24},{"strike":25.399999618530273,"call_delta_oi":2446.0,"put_delta_oi":-7930.0,"dealer_delta":5484.0,"call_oi":118,"put_oi":100},{"strike":25.600000381469727,"call_delta_oi":953.0,"put_delta_oi":0,"dealer_delta":-953.0,"call_oi":27,"put_oi":0},{"strike":25.799999237060547,"call_delta_oi":765.0,"put_delta_oi":-4064.0,"dealer_delta":3299.0,"call_oi":41,"put_oi":50},{"strike":26.0,"call_delta_oi":13085.0,"put_delta_oi":-9240.0,"dealer_delta":-3845.0,"call_oi":877,"put_oi":118},{"strike":26.200000762939453,"call_delta_oi":468.0,"put_delta_oi":-409.0,"dealer_delta":-58.0,"call_oi":26,"put_oi":5},{"strike":26.399999618530273,"call_delta_oi":4270.0,"put_delta_oi":-2053.0,"dealer_delta":-2217.0,"call_oi":156,"put_oi":25},{"strike":26.600000381469727,"call_delta_oi":3244.0,"put_delta_oi":-419.0,"dealer_delta":-2826.0,"call_oi":120,"put_oi":5},{"strike":26.799999237060547,"call_delta_oi":801.0,"put_delta_oi":0,"dealer_delta":-801.0,"call_oi":30,"put_oi":0},{"strike":27.0,"call_delta_oi":27722.0,"put_delta_oi":-9349.0,"dealer_delta":-18373.0,"call_oi":1007,"put_oi":110},{"strike":27.200000762939453,"call_delta_oi":261.0,"put_delta_oi":0,"dealer_delta":-261.0,"call_oi":10,"put_oi":0},{"strike":27.399999618530273,"call_delta_oi":1575.0,"put_delta_oi":-874.0,"dealer_delta":-701.0,"call_oi":61,"put_oi":10},{"strike":27.600000381469727,"call_delta_oi":690.0,"put_delta_oi":-875.0,"dealer_delta":185.0,"call_oi":27,"put_oi":10},{"strike":27.799999237060547,"call_delta_oi":582.0,"put_delta_oi":0,"dealer_delta":-582.0,"call_oi":23,"put_oi":0},{"strike":28.0,"call_delta_oi":9311.0,"put_delta_oi":-7537.0,"dealer_delta":-1775.0,"call_oi":415,"put_oi":87},{"strike":28.200000762939453,"call_delta_oi":868.0,"put_delta_oi":0,"dealer_delta":-868.0,"call_oi":35,"put_oi":0},{"strike":28.399999618530273,"call_delta_oi":491.0,"put_delta_oi":-440.0,"dealer_delta":-51.0,"call_oi":20,"put_oi":5},{"strike":28.600000381469727,"call_delta_oi":365.0,"put_delta_oi":-441.0,"dealer_delta":75.0,"call_oi":15,"put_oi":5},{"strike":28.799999237060547,"call_delta_oi":75.0,"put_delta_oi":-441.0,"dealer_delta":366.0,"call_oi":5,"put_oi":5},{"strike":29.0,"call_delta_oi":3377.0,"put_delta_oi":-3919.0,"dealer_delta":542.0,"call_oi":247,"put_oi":44},{"strike":29.200000762939453,"call_delta_oi":356.0,"put_delta_oi":0,"dealer_delta":-356.0,"call_oi":15,"put_oi":0},{"strike":29.399999618530273,"call_delta_oi":259.0,"put_delta_oi":-442.0,"dealer_delta":184.0,"call_oi":11,"put_oi":5},{"strike":29.600000381469727,"call_delta_oi":467.0,"put_delta_oi":0,"dealer_delta":-467.0,"call_oi":20,"put_oi":0},{"strike":29.799999237060547,"call_delta_oi":347.0,"put_delta_oi":0,"dealer_delta":-347.0,"call_oi":15,"put_oi":0},{"strike":30.0,"call_delta_oi":26466.0,"put_delta_oi":-8956.0,"dealer_delta":-17510.0,"call_oi":1616,"put_oi":102},{"strike":30.200000762939453,"call_delta_oi":228.0,"put_delta_oi":-9322.0,"dealer_delta":9094.0,"call_oi":10,"put_oi":105},{"strike":30.399999618530273,"call_delta_oi":181.0,"put_delta_oi":0,"dealer_delta":-181.0,"call_oi":8,"put_oi":0},{"strike":30.600000381469727,"call_delta_oi":112.0,"put_delta_oi":0,"dealer_delta":-112.0,"call_oi":5,"put_oi":0},{"strike":30.799999237060547,"call_delta_oi":1161.0,"put_delta_oi":0,"dealer_delta":-1161.0,"call_oi":52,"put_oi":0},{"strike":31.0,"call_delta_oi":2481.0,"put_delta_oi":-629.0,"dealer_delta":-1852.0,"call_oi":116,"put_oi":7},{"strike":31.399999618530273,"call_delta_oi":131.0,"put_delta_oi":0,"dealer_delta":-131.0,"call_oi":6,"put_oi":0},{"strike":31.600000381469727,"call_delta_oi":217.0,"put_delta_oi":0,"dealer_delta":-217.0,"call_oi":10,"put_oi":0},{"strike":32.0,"call_delta_oi":4232.0,"put_delta_oi":-1811.0,"dealer_delta":-2421.0,"call_oi":620,"put_oi":20},{"strike":33.0,"call_delta_oi":13188.0,"put_delta_oi":-1153.0,"dealer_delta":-12035.0,"call_oi":474,"put_oi":15},{"strike":34.0,"call_delta_oi":17127.0,"put_delta_oi":-48580.0,"dealer_delta":31453.0,"call_oi":251,"put_oi":542},{"strike":35.0,"call_delta_oi":10159.0,"put_delta_oi":-2244.0,"dealer_delta":-7915.0,"call_oi":835,"put_oi":25},{"strike":36.0,"call_delta_oi":1473.0,"put_delta_oi":0,"dealer_delta":-1473.0,"call_oi":76,"put_oi":0},{"strike":37.0,"call_delta_oi":1177.0,"put_delta_oi":0,"dealer_delta":-1177.0,"call_oi":62,"put_oi":0},{"strike":38.0,"call_delta_oi":5417.0,"put_delta_oi":-450.0,"dealer_delta":-4967.0,"call_oi":291,"put_oi":5},{"strike":39.0,"call_delta_oi":1700.0,"put_delta_oi":0,"dealer_delta":-1700.0,"call_oi":93,"put_oi":0},{"strike":40.0,"call_delta_oi":1304.0,"put_delta_oi":-721.0,"dealer_delta":-584.0,"call_oi":276,"put_oi":8},{"strike":41.0,"call_delta_oi":672.0,"put_delta_oi":0,"dealer_delta":-672.0,"call_oi":38,"put_oi":0},{"strike":42.0,"call_delta_oi":67.0,"put_delta_oi":0,"dealer_delta":-67.0,"call_oi":3,"put_oi":0},{"strike":43.0,"call_delta_oi":385.0,"put_delta_oi":0,"dealer_delta":-385.0,"call_oi":103,"put_oi":0}],"net_dealer_delta":-79866.0,"total_call_delta":537686.0,"total_put_delta":-457820.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":21.25,"strikes":[{"strike":14.0,"moneyness":0.6588,"type":"put","iv":0.4648,"delta":-0.061,"oi":501},{"strike":15.0,"moneyness":0.7059,"type":"put","iv":0.4524,"delta":-0.0877,"oi":375},{"strike":20.0,"moneyness":0.9412,"type":"put","iv":0.4237,"delta":-0.3363,"oi":254},{"strike":21.0,"moneyness":0.9882,"type":"call","iv":0.3741,"delta":0.5988,"oi":285},{"strike":22.0,"moneyness":1.0353,"type":"put","iv":0.4138,"delta":-0.4659,"oi":408},{"strike":22.0,"moneyness":1.0353,"type":"call","iv":0.3878,"delta":0.5291,"oi":298},{"strike":23.0,"moneyness":1.0824,"type":"call","iv":0.3851,"delta":0.4606,"oi":616},{"strike":24.0,"moneyness":1.1294,"type":"put","iv":0.3779,"delta":-0.6073,"oi":110},{"strike":24.0,"moneyness":1.1294,"type":"call","iv":0.3892,"delta":0.3987,"oi":148},{"strike":25.0,"moneyness":1.1765,"type":"call","iv":0.4118,"delta":0.3541,"oi":424},{"strike":26.0,"moneyness":1.2235,"type":"call","iv":0.4079,"delta":0.3006,"oi":171},{"strike":27.0,"moneyness":1.2706,"type":"call","iv":0.4001,"delta":0.249,"oi":110},{"strike":30.0,"moneyness":1.4118,"type":"call","iv":0.415,"delta":0.1541,"oi":1242},{"strike":35.0,"moneyness":1.6471,"type":"call","iv":0.5116,"delta":0.1126,"oi":758}]},{"expiration":"10/16/2026","underlying_price":21.25,"strikes":[{"strike":15.0,"moneyness":0.7059,"type":"put","iv":0.9189,"delta":-0.0177,"oi":535},{"strike":16.0,"moneyness":0.7529,"type":"put","iv":1.9816,"delta":-0.1711,"oi":2745},{"strike":19.0,"moneyness":0.8941,"type":"call","iv":0.3441,"delta":0.9624,"oi":153},{"strike":20.0,"moneyness":0.9412,"type":"call","iv":0.4774,"delta":0.7687,"oi":104},{"strike":20.0,"moneyness":0.9412,"type":"put","iv":0.3221,"delta":-0.1463,"oi":214},{"strike":22.0,"moneyness":1.0353,"type":"put","iv":0.298,"delta":-0.7129,"oi":444},{"strike":23.0,"moneyness":1.0824,"type":"put","iv":0.4735,"delta":-0.795,"oi":171},{"strike":24.0,"moneyness":1.1294,"type":"call","iv":0.4968,"delta":0.1084,"oi":117},{"strike":24.0,"moneyness":1.1294,"type":"put","iv":0.5421,"delta":-0.8694,"oi":158},{"strike":25.0,"moneyness":1.1765,"type":"call","iv":1.307,"delta":0.2983,"oi":313},{"strike":25.0,"moneyness":1.1765,"type":"put","iv":0.4968,"delta":-0.9526,"oi":328},{"strike":26.0,"moneyness":1.2235,"type":"call","iv":0.5501,"delta":0.0303,"oi":425},{"strike":27.0,"moneyness":1.2706,"type":"call","iv":1.9056,"delta":0.315,"oi":698},{"strike":28.0,"moneyness":1.3176,"type":"call","iv":1.7233,"delta":0.248,"oi":141}]},{"expiration":"11/20/2026","underlying_price":21.25,"strikes":[{"strike":22.0,"moneyness":1.0353,"type":"call","iv":0.3398,"delta":0.4307,"oi":210}]},{"expiration":"12/18/2026","underlying_price":21.25,"strikes":[{"strike":15.0,"moneyness":0.7059,"type":"call","iv":0.4602,"delta":0.9645,"oi":252},{"strike":16.0,"moneyness":0.7529,"type":"put","iv":0.4232,"delta":-0.0535,"oi":1043},{"strike":17.0,"moneyness":0.8,"type":"call","iv":0.421,"delta":0.9038,"oi":623},{"strike":17.0,"moneyness":0.8,"type":"put","iv":0.4054,"delta":-0.089,"oi":531},{"strike":18.0,"moneyness":0.8471,"type":"call","iv":0.3632,"delta":0.8724,"oi":107},{"strike":20.0,"moneyness":0.9412,"type":"put","iv":0.3602,"delta":-0.3068,"oi":157},{"strike":20.0,"moneyness":0.9412,"type":"call","iv":0.3745,"delta":0.6887,"oi":130},{"strike":21.0,"moneyness":0.9882,"type":"put","iv":0.3877,"delta":-0.4186,"oi":510},{"strike":21.0,"moneyness":0.9882,"type":"call","iv":0.3454,"delta":0.5832,"oi":397},{"strike":22.0,"moneyness":1.0353,"type":"put","iv":0.3653,"delta":-0.5286,"oi":227},{"strike":22.0,"moneyness":1.0353,"type":"call","iv":0.3604,"delta":0.4702,"oi":588},{"strike":23.0,"moneyness":1.0824,"type":"put","iv":0.3818,"delta":-0.6241,"oi":164},{"strike":23.0,"moneyness":1.0824,"type":"call","iv":0.3743,"delta":0.3722,"oi":316},{"strike":24.0,"moneyness":1.1294,"type":"call","iv":0.3864,"delta":0.2905,"oi":208},{"strike":24.0,"moneyness":1.1294,"type":"put","iv":0.3671,"delta":-0.7224,"oi":813},{"strike":24.799999237060547,"moneyness":1.1671,"type":"call","iv":0.391,"delta":0.2336,"oi":210},{"strike":25.0,"moneyness":1.1765,"type":"call","iv":0.3944,"delta":0.2225,"oi":918},{"strike":25.399999618530273,"moneyness":1.1953,"type":"call","iv":0.4087,"delta":0.2073,"oi":118},{"strike":26.0,"moneyness":1.2235,"type":"call","iv":0.4028,"delta":0.1692,"oi":175},{"strike":26.399999618530273,"moneyness":1.2424,"type":"call","iv":0.6149,"delta":0.2737,"oi":156},{"strike":26.600000381469727,"moneyness":1.2518,"type":"call","iv":0.6264,"delta":0.2703,"oi":120},{"strike":27.0,"moneyness":1.2706,"type":"call","iv":0.4733,"delta":0.1685,"oi":133},{"strike":28.0,"moneyness":1.3176,"type":"call","iv":0.5412,"delta":0.1691,"oi":158},{"strike":30.0,"moneyness":1.4118,"type":"call","iv":0.7988,"delta":0.2298,"oi":273},{"strike":30.200000762939453,"moneyness":1.4212,"type":"put","iv":0.5593,"delta":-0.8878,"oi":105},{"strike":32.0,"moneyness":1.5059,"type":"call","iv":0.5283,"delta":0.0617,"oi":588},{"strike":33.0,"moneyness":1.5529,"type":"call","iv":0.9244,"delta":0.2085,"oi":415},{"strike":34.0,"moneyness":1.6,"type":"put","iv":0.7103,"delta":-0.8963,"oi":542},{"strike":38.0,"moneyness":1.7882,"type":"call","iv":1.0978,"delta":0.1862,"oi":291},{"strike":40.0,"moneyness":1.8824,"type":"call","iv":0.7423,"delta":0.0473,"oi":276},{"strike":43.0,"moneyness":2.0235,"type":"call","iv":0.7786,"delta":0.0374,"oi":103}]}],"greeks_heatmap":{"data":[{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0177,"call_gamma":0,"put_gamma":0.011836,"call_theta":0,"put_theta":-0.0061,"call_vega":0,"put_vega":0.0017,"call_oi":0,"put_oi":535},{"strike":16.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1711,"call_gamma":0,"put_gamma":0.031975,"call_theta":0,"put_theta":-0.0771,"call_vega":0,"put_vega":0.0102,"call_oi":0,"put_oi":2745},{"strike":19.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9624,"put_delta":0,"call_gamma":0.059392,"put_gamma":0,"call_theta":-0.0065,"put_theta":0,"call_vega":0.0033,"put_vega":0,"call_oi":153,"put_oi":0},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7687,"put_delta":-0.1463,"call_gamma":0.159073,"put_gamma":0.177476,"call_theta":-0.0242,"put_theta":-0.011,"call_vega":0.0122,"put_vega":0.0092,"call_oi":104,"put_oi":214},{"strike":21.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5973,"put_delta":0,"call_gamma":0.293739,"put_gamma":0,"call_theta":-0.021,"put_theta":0,"call_vega":0.0155,"put_vega":0,"call_oi":70,"put_oi":0},{"strike":22.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.7129,"call_gamma":0,"put_gamma":0.285117,"call_theta":0,"put_theta":-0.0138,"call_vega":0,"put_vega":0.0137,"call_oi":0,"put_oi":444},{"strike":23.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2332,"put_delta":-0.795,"call_gamma":0.144365,"put_gamma":0.149615,"call_theta":-0.0255,"put_theta":-0.0186,"call_vega":0.0123,"put_vega":0.0114,"call_oi":100,"put_oi":171},{"strike":24.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1084,"put_delta":-0.8694,"call_gamma":0.093399,"put_gamma":0.097618,"call_theta":-0.0145,"put_theta":-0.0153,"call_vega":0.0075,"put_vega":0.0085,"call_oi":117,"put_oi":158},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2983,"put_delta":-0.9526,"call_gamma":0.066159,"put_gamma":0.049615,"call_theta":-0.0705,"put_theta":-0.0048,"call_vega":0.0139,"put_vega":0.004,"call_oi":313,"put_oi":328},{"strike":26.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0303,"put_delta":0,"call_gamma":0.031086,"put_gamma":0,"call_theta":-0.0059,"put_theta":0,"call_vega":0.0028,"put_vega":0,"call_oi":425,"put_oi":0},{"strike":27.0,"dte":14,"expiration":"10/16/2026","call_delta":0.315,"put_delta":0,"call_gamma":0.04648,"put_gamma":0,"call_theta":-0.105,"put_theta":0,"call_vega":0.0142,"put_vega":0,"call_oi":698,"put_oi":0},{"strike":22.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4307,"put_delta":-0.5641,"call_gamma":0.150059,"put_gamma":0.143749,"call_theta":-0.0117,"put_theta":-0.0097,"call_vega":0.0303,"put_vega":0.0303,"call_oi":210,"put_oi":85},{"strike":23.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.6823,"call_gamma":0,"put_gamma":0.123642,"call_theta":0,"put_theta":-0.0088,"call_vega":0,"put_vega":0.0275,"call_oi":0,"put_oi":67},{"strike":24.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2356,"put_delta":0,"call_gamma":0.098985,"put_gamma":0,"call_theta":-0.0105,"put_theta":0,"call_vega":0.0237,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1613,"put_delta":0,"call_gamma":0.077966,"put_gamma":0,"call_theta":-0.0084,"put_theta":0,"call_vega":0.0188,"put_vega":0,"call_oi":82,"put_oi":0},{"strike":26.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3358,"put_delta":0,"call_gamma":0.051635,"put_gamma":0,"call_theta":-0.0275,"put_theta":0,"call_vega":0.0281,"put_vega":0,"call_oi":100,"put_oi":0},{"strike":27.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1149,"put_delta":0,"call_gamma":0.050403,"put_gamma":0,"call_theta":-0.008,"put_theta":0,"call_vega":0.0149,"put_vega":0,"call_oi":66,"put_oi":0},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.9645,"put_delta":0,"call_gamma":0.017509,"put_gamma":0,"call_theta":-0.0039,"put_theta":0,"call_vega":0.0076,"put_vega":0,"call_oi":252,"put_oi":0},{"strike":16.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0535,"call_gamma":0,"put_gamma":0.026522,"call_theta":0,"put_theta":-0.0028,"call_vega":0,"put_vega":0.0106,"call_oi":0,"put_oi":1043},{"strike":17.0,"dte":77,"expiration":"12/18/2026","call_delta":0.9038,"put_delta":-0.089,"call_gamma":0.04178,"put_gamma":0.040986,"call_theta":-0.0063,"put_theta":-0.0039,"call_vega":0.0165,"put_vega":0.0156,"call_oi":623,"put_oi":531},{"strike":18.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8724,"put_delta":0,"call_gamma":0.059298,"put_gamma":0,"call_theta":-0.0066,"put_theta":0,"call_vega":0.0203,"put_vega":0,"call_oi":107,"put_oi":0},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6887,"put_delta":-0.3068,"call_gamma":0.097347,"put_gamma":0.10056,"call_theta":-0.0099,"put_theta":-0.0072,"call_vega":0.0343,"put_vega":0.0341,"call_oi":130,"put_oi":157},{"strike":21.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5832,"put_delta":-0.4186,"call_gamma":0.116511,"put_gamma":0.10391,"call_theta":-0.0099,"put_theta":-0.0085,"call_vega":0.0378,"put_vega":0.0379,"call_oi":397,"put_oi":510},{"strike":22.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4702,"put_delta":-0.5286,"call_gamma":0.113844,"put_gamma":0.112349,"call_theta":-0.0102,"put_theta":-0.0078,"call_vega":0.0386,"put_vega":0.0386,"call_oi":588,"put_oi":227},{"strike":23.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3722,"put_delta":-0.6241,"call_gamma":0.104222,"put_gamma":0.102491,"call_theta":-0.0099,"put_theta":-0.0074,"call_vega":0.0367,"put_vega":0.0368,"call_oi":316,"put_oi":164},{"strike":24.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2905,"put_delta":-0.7224,"call_gamma":0.091431,"put_gamma":0.094175,"call_theta":-0.0091,"put_theta":-0.0057,"call_vega":0.0332,"put_vega":0.0325,"call_oi":208,"put_oi":813},{"strike":24.799999237060547,"dte":77,"expiration":"12/18/2026","call_delta":0.2336,"put_delta":0,"call_gamma":0.080787,"put_gamma":0,"call_theta":-0.0082,"put_theta":0,"call_vega":0.0297,"put_vega":0,"call_oi":210,"put_oi":0},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2225,"put_delta":-0.7611,"call_gamma":0.077917,"put_gamma":0.076466,"call_theta":-0.008,"put_theta":-0.0059,"call_vega":0.0289,"put_vega":0.0301,"call_oi":918,"put_oi":70},{"strike":25.200000762939453,"dte":77,"expiration":"12/18/2026","call_delta":0.2051,"put_delta":0,"call_gamma":0.075474,"put_gamma":0,"call_theta":-0.0075,"put_theta":0,"call_vega":0.0276,"put_vega":0,"call_oi":62,"put_oi":0},{"strike":25.399999618530273,"dte":77,"expiration":"12/18/2026","call_delta":0.2073,"put_delta":-0.793,"call_gamma":0.072167,"put_gamma":0.072181,"call_theta":-0.0079,"put_theta":-0.005,"call_vega":0.0277,"put_vega":0.0277,"call_oi":118,"put_oi":100},{"strike":26.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1692,"put_delta":-0.7698,"call_gamma":0.06458,"put_gamma":0.063109,"call_theta":-0.0069,"put_theta":-0.0071,"call_vega":0.0245,"put_vega":0.0295,"call_oi":175,"put_oi":94},{"strike":26.399999618530273,"dte":77,"expiration":"12/18/2026","call_delta":0.2737,"put_delta":0,"call_gamma":0.055836,"put_gamma":0,"call_theta":-0.0136,"put_theta":0,"call_vega":0.0323,"put_vega":0,"call_oi":156,"put_oi":0},{"strike":26.600000381469727,"dte":77,"expiration":"12/18/2026","call_delta":0.2703,"put_delta":0,"call_gamma":0.054474,"put_gamma":0,"call_theta":-0.0138,"put_theta":0,"call_vega":0.0321,"put_vega":0,"call_oi":120,"put_oi":0},{"strike":27.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1685,"put_delta":-0.8413,"call_gamma":0.054837,"put_gamma":0.054531,"call_theta":-0.008,"put_theta":-0.0043,"call_vega":0.0244,"put_vega":0.0235,"call_oi":133,"put_oi":83},{"strike":27.399999618530273,"dte":77,"expiration":"12/18/2026","call_delta":0.2583,"put_delta":0,"call_gamma":0.049708,"put_gamma":0,"call_theta":-0.0144,"put_theta":0,"call_vega":0.0313,"put_vega":0,"call_oi":61,"put_oi":0}],"strikes":[15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,24.799999237060547,25.0,25.200000762939453,25.399999618530273,26.0,26.399999618530273,26.600000381469727,27.0,27.399999618530273],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":25.83,"put_25d_iv":198.16,"call_25d_iv":172.33,"put_25d_strike":16.0,"call_25d_strike":28.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-4.8,"put_25d_iv":35.55,"call_25d_iv":40.35,"put_25d_strike":22.0,"call_25d_strike":24.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-31.05,"put_25d_iv":36.02,"call_25d_iv":67.06,"put_25d_strike":20.0,"call_25d_strike":27.399999618530273,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":-3.41,"put_25d_iv":36.6,"call_25d_iv":40.01,"put_25d_strike":19.0,"call_25d_strike":27.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":14.0,"call_vanna":-2.0,"put_vanna":36.0,"net_vanna":34.0,"call_oi":65,"put_oi":501},{"strike":15.0,"call_vanna":-12.0,"put_vanna":38.0,"net_vanna":26.0,"call_oi":304,"put_oi":910},{"strike":16.0,"call_vanna":0,"put_vanna":133.0,"net_vanna":133.0,"call_oi":0,"put_oi":3788},{"strike":17.0,"call_vanna":-39.0,"put_vanna":32.0,"net_vanna":-7.0,"call_oi":623,"put_oi":531},{"strike":18.0,"call_vanna":-8.0,"put_vanna":0,"net_vanna":-8.0,"call_oi":107,"put_oi":0},{"strike":19.0,"call_vanna":-2.0,"put_vanna":9.0,"net_vanna":6.0,"call_oi":153,"put_oi":81},{"strike":20.0,"call_vanna":-17.0,"put_vanna":37.0,"net_vanna":20.0,"call_oi":306,"put_oi":625},{"strike":21.0,"call_vanna":-27.0,"put_vanna":15.0,"net_vanna":-13.0,"call_oi":752,"put_oi":510},{"strike":22.0,"call_vanna":6.0,"put_vanna":-9.0,"net_vanna":-3.0,"call_oi":1096,"put_oi":1164},{"strike":23.0,"call_vanna":30.0,"put_vanna":-17.0,"net_vanna":13.0,"call_oi":1032,"put_oi":464},{"strike":24.0,"call_vanna":28.0,"put_vanna":-66.0,"net_vanna":-38.0,"call_oi":533,"put_oi":1081},{"strike":24.799999237060547,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":210,"put_oi":0},{"strike":25.0,"call_vanna":114.0,"put_vanna":-11.0,"net_vanna":103.0,"call_oi":1737,"put_oi":398},{"strike":25.200000762939453,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":62,"put_oi":0},{"strike":25.399999618530273,"call_vanna":9.0,"put_vanna":-8.0,"net_vanna":1.0,"call_oi":118,"put_oi":100},{"strike":26.0,"call_vanna":39.0,"put_vanna":-7.0,"net_vanna":32.0,"call_oi":871,"put_oi":94},{"strike":26.399999618530273,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":156,"put_oi":0},{"strike":26.600000381469727,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":120,"put_oi":0},{"strike":27.0,"call_vanna":43.0,"put_vanna":-6.0,"net_vanna":37.0,"call_oi":1007,"put_oi":83},{"strike":27.399999618530273,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":61,"put_oi":0},{"strike":28.0,"call_vanna":26.0,"put_vanna":-4.0,"net_vanna":22.0,"call_oi":384,"put_oi":53},{"strike":29.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":247,"put_oi":0},{"strike":30.0,"call_vanna":160.0,"put_vanna":-6.0,"net_vanna":154.0,"call_oi":1590,"put_oi":85},{"strike":30.200000762939453,"call_vanna":0,"put_vanna":-7.0,"net_vanna":-7.0,"call_oi":0,"put_oi":105},{"strike":30.799999237060547,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":52,"put_oi":0},{"strike":31.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":75,"put_oi":0},{"strike":32.0,"call_vanna":29.0,"put_vanna":0,"net_vanna":29.0,"call_oi":588,"put_oi":0},{"strike":33.0,"call_vanna":32.0,"put_vanna":0,"net_vanna":32.0,"call_oi":415,"put_oi":0},{"strike":34.0,"call_vanna":0.0,"put_vanna":-35.0,"net_vanna":-35.0,"call_oi":251,"put_oi":542},{"strike":35.0,"call_vanna":80.0,"put_vanna":0,"net_vanna":80.0,"call_oi":816,"put_oi":0},{"strike":36.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":76,"put_oi":0},{"strike":37.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":62,"put_oi":0},{"strike":38.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":291,"put_oi":0},{"strike":39.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":93,"put_oi":0},{"strike":40.0,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":276,"put_oi":0},{"strike":43.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":103,"put_oi":0}],"net_vanna":738.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":15.0,"call_charm":0,"put_charm":151.0,"net_charm":151.0,"call_oi":0,"put_oi":535},{"strike":16.0,"call_charm":0,"put_charm":94459.0,"net_charm":94459.0,"call_oi":0,"put_oi":2745},{"strike":19.0,"call_charm":-2482.0,"put_charm":0,"net_charm":-2482.0,"call_oi":153,"put_oi":0},{"strike":20.0,"call_charm":-5034.0,"put_charm":899.0,"net_charm":-4135.0,"call_oi":104,"put_oi":214},{"strike":21.0,"call_charm":-2290.0,"put_charm":0,"net_charm":-2290.0,"call_oi":70,"put_oi":0},{"strike":22.0,"call_charm":-788.0,"put_charm":11723.0,"net_charm":10935.0,"call_oi":210,"put_oi":529},{"strike":23.0,"call_charm":-1550.0,"put_charm":6877.0,"net_charm":5327.0,"call_oi":100,"put_oi":238},{"strike":24.0,"call_charm":-591.0,"put_charm":5467.0,"net_charm":4876.0,"call_oi":177,"put_oi":158},{"strike":25.0,"call_charm":-17253.0,"put_charm":3894.0,"net_charm":-13359.0,"call_oi":395,"put_oi":328},{"strike":26.0,"call_charm":-885.0,"put_charm":0,"net_charm":-885.0,"call_oi":525,"put_oi":0},{"strike":27.0,"call_charm":-60248.0,"put_charm":0,"net_charm":-60248.0,"call_oi":764,"put_oi":0},{"strike":28.0,"call_charm":-7713.0,"put_charm":0,"net_charm":-7713.0,"call_oi":141,"put_oi":0},{"strike":29.0,"call_charm":-146.0,"put_charm":0,"net_charm":-146.0,"call_oi":73,"put_oi":0},{"strike":30.0,"call_charm":-305.0,"put_charm":0,"net_charm":-305.0,"call_oi":75,"put_oi":0}],"net_charm":24184.0,"weekend_delta_shift":72551.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":74506.0,"put_delta":-147770.0,"net_delta":-73264.0,"call_oi":2415,"put_oi":4706,"total_oi":7121,"total_volume":270,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":17969.0,"put_delta":-13991.0,"net_delta":3978.0,"call_oi":571,"put_oi":220,"total_oi":791,"total_volume":362,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":274823.0,"put_delta":-240455.0,"net_delta":34368.0,"call_oi":7828,"put_oi":5039,"total_oi":12867,"total_volume":389,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":163293.0,"put_delta":-52447.0,"net_delta":110846.0,"call_oi":4726,"put_oi":1893,"total_oi":6619,"total_volume":112,"bias":"bullish"},{"expiration":"01/21/2028","dte":476,"call_delta":5722.0,"put_delta":-2312.0,"net_delta":3410.0,"call_oi":110,"put_oi":67,"total_oi":177,"total_volume":23,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":1373.0,"put_delta":-844.0,"net_delta":529.0,"call_oi":21,"put_oi":23,"total_oi":44,"total_volume":4,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":21.0,"straddle_price":1.1,"straddle_pct":5.18,"implied_move":5.18,"avg_iv":33.9},{"expiration":"11/20/2026","dte":49,"strike":22.0,"straddle_price":2.23,"straddle_pct":10.47,"implied_move":10.47,"avg_iv":34.8},{"expiration":"12/18/2026","dte":77,"strike":21.0,"straddle_price":2.82,"straddle_pct":13.29,"implied_move":13.29,"avg_iv":36.7},{"expiration":"03/19/2027","dte":168,"strike":22.0,"straddle_price":4.63,"straddle_pct":21.76,"implied_move":21.76,"avg_iv":40.1}],"volume_profile":{"profile":[{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":40,"total_oi":91,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":115,"put_oi":536,"total_oi":651,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":349,"put_oi":957,"total_oi":1306,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":3789,"total_oi":3828,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":630,"put_oi":551,"total_oi":1181,"bias":"bearish"},{"strike":18.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":160,"put_oi":54,"total_oi":214,"bias":"bullish"},{"strike":19.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":212,"put_oi":129,"total_oi":341,"bias":"bullish"},{"strike":20.0,"call_volume":9,"put_volume":75,"total_volume":84,"call_oi":311,"put_oi":649,"total_oi":960,"bias":"bearish"},{"strike":21.0,"call_volume":34,"put_volume":24,"total_volume":58,"call_oi":776,"put_oi":561,"total_oi":1337,"bias":"neutral"},{"strike":22.0,"call_volume":363,"put_volume":20,"total_volume":383,"call_oi":1147,"put_oi":1184,"total_oi":2331,"bias":"bullish"},{"strike":23.0,"call_volume":146,"put_volume":1,"total_volume":147,"call_oi":1062,"put_oi":499,"total_oi":1561,"bias":"bullish"},{"strike":24.0,"call_volume":2,"put_volume":10,"total_volume":12,"call_oi":533,"put_oi":1100,"total_oi":1633,"bias":"bearish"},{"strike":24.799999237060547,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":210,"put_oi":25,"total_oi":235,"bias":"neutral"},{"strike":25.0,"call_volume":31,"put_volume":403,"total_volume":434,"call_oi":1750,"put_oi":437,"total_oi":2187,"bias":"bearish"},{"strike":25.200000762939453,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":62,"put_oi":24,"total_oi":86,"bias":"neutral"},{"strike":25.399999618530273,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":118,"put_oi":100,"total_oi":218,"bias":"neutral"},{"strike":25.600000381469727,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":0,"total_oi":27,"bias":"neutral"},{"strike":25.799999237060547,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":50,"total_oi":91,"bias":"neutral"},{"strike":26.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":877,"put_oi":118,"total_oi":995,"bias":"bullish"},{"strike":26.200000762939453,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":5,"total_oi":31,"bias":"neutral"},{"strike":26.399999618530273,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":156,"put_oi":25,"total_oi":181,"bias":"neutral"},{"strike":26.600000381469727,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":120,"put_oi":5,"total_oi":125,"bias":"neutral"},{"strike":26.799999237060547,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":1007,"put_oi":110,"total_oi":1117,"bias":"bearish"},{"strike":27.200000762939453,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":27.399999618530273,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":61,"put_oi":10,"total_oi":71,"bias":"neutral"},{"strike":27.600000381469727,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":10,"total_oi":37,"bias":"neutral"},{"strike":27.799999237060547,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":0,"total_oi":23,"bias":"neutral"},{"strike":28.0,"call_volume":32,"put_volume":0,"total_volume":32,"call_oi":415,"put_oi":87,"total_oi":502,"bias":"bullish"},{"strike":28.200000762939453,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":0,"total_oi":35,"bias":"neutral"},{"strike":28.399999618530273,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":5,"total_oi":25,"bias":"neutral"},{"strike":28.600000381469727,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":5,"total_oi":20,"bias":"neutral"},{"strike":28.799999237060547,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":5,"total_oi":10,"bias":"neutral"},{"strike":29.0,"call_volume":1,"put_volume":3,"total_volume":4,"call_oi":247,"put_oi":44,"total_oi":291,"bias":"bearish"},{"strike":29.200000762939453,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":29.399999618530273,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":5,"total_oi":16,"bias":"neutral"},{"strike":29.600000381469727,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":29.799999237060547,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":30.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1616,"put_oi":102,"total_oi":1718,"bias":"bullish"},{"strike":30.200000762939453,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":105,"total_oi":115,"bias":"neutral"},{"strike":30.399999618530273,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":30.600000381469727,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":30.799999237060547,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":0,"total_oi":52,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":116,"put_oi":7,"total_oi":123,"bias":"neutral"},{"strike":31.399999618530273,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":31.600000381469727,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":620,"put_oi":20,"total_oi":640,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":474,"put_oi":15,"total_oi":489,"bias":"neutral"},{"strike":34.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":251,"put_oi":542,"total_oi":793,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":835,"put_oi":25,"total_oi":860,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":0,"total_oi":76,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":62,"put_oi":0,"total_oi":62,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":291,"put_oi":5,"total_oi":296,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":93,"put_oi":0,"total_oi":93,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":276,"put_oi":8,"total_oi":284,"bias":"neutral"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":0,"total_oi":38,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":103,"put_oi":0,"total_oi":103,"bias":"neutral"}],"underlying_price":21.25,"peak_call_strike":22.0,"peak_put_strike":25.0,"total_call_volume":634,"total_put_volume":539,"volume_pc_ratio":0.85},"iv_contours":{"x":[0.71,0.75,0.8,0.85,0.89,0.94,0.99,1.03,1.08,1.13,1.17,1.18,1.19,1.2,1.21,1.22,1.23,1.24,1.25,1.26,1.27,1.29,1.3],"y":[14,49,77,168],"z":[[102.06,198.16,171.0,null,34.41,39.98,33.88,32.18,50.1,51.95,null,90.19,null,null,null,57.27,null,null,null,null,129.69,null,null],[null,null,null,34.91,null,37.93,null,34.77,38.72,37.78,null,40.71,null,null,null,91.64,null,null,null,null,49.94,null,null],[47.92,42.74,41.32,39.89,35.52,36.73,36.66,36.28,37.8,37.67,39.82,40.63,40.11,40.85,51.44,44.96,43.32,53.06,62.64,63.77,46.55,67.06,68.13],[40.23,31.88,null,37.21,35.06,40.12,37.41,40.08,37.79,38.36,null,40.3,null,null,null,41.54,null,null,null,null,40.01,null,null]],"levels":[31.9,48.5,65.1,81.8,98.4,115.0,131.6,148.3,164.9,181.5,198.2],"min_iv":31.9,"max_iv":198.2},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":21.0,"atm_iv":32.85,"otm_strike":22.0,"otm_iv":34.56,"itm_strike":20.0,"itm_iv":47.74,"iv_butterfly":16.6,"price_butterfly":0.47,"convexity":"high_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":21.0,"atm_iv":34.54,"otm_strike":22.0,"otm_iv":36.04,"itm_strike":20.0,"itm_iv":37.45,"iv_butterfly":4.4,"price_butterfly":0.27,"convexity":"high_convexity"},{"expiration":"03/19/2027","dte":168,"atm_strike":21.0,"atm_iv":37.41,"otm_strike":22.0,"otm_iv":38.78,"itm_strike":20.0,"itm_iv":37.87,"iv_butterfly":1.82,"price_butterfly":0.18,"convexity":"moderate_convexity"}],"iv_history":[{"date":"2026-09-14","iv":124.17},{"date":"2026-09-15","iv":134.15},{"date":"2026-09-16","iv":103.49},{"date":"2026-09-17","iv":74.17},{"date":"2026-09-18","iv":62.62},{"date":"2026-09-21","iv":50.69},{"date":"2026-09-22","iv":56.8},{"date":"2026-09-23","iv":59.3},{"date":"2026-09-24","iv":63.9},{"date":"2026-09-25","iv":77.4},{"date":"2026-09-28","iv":73.2},{"date":"2026-09-29","iv":116.1},{"date":"2026-09-30","iv":75.1},{"date":"2026-10-01","iv":134.9},{"date":"2026-10-02","iv":64.2}]}}