{"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":"PD","summary":{"name":"PD","price":15.34,"total_oi":20329,"call_oi":10510,"put_oi":9819,"pc_ratio":0.934,"net_gex":39141.71,"avg_iv":103.4,"iv_rank":80.6,"iv_52w_high":109.95,"iv_52w_low":76.2,"gamma_flip":null,"max_pain":12.5},"features":{"symbol":"PD","price":15.34,"total_oi":20329,"analysis_coverage":0.9444,"avg_iv_pct":103.4,"iv_rank":80.6,"iv_52w_high_pct":109.95,"iv_52w_low_pct":76.2,"front_dte":14,"front_atm_iv_pct":60.0468,"back_atm_iv_pct":59.0071,"term_premium_pp":1.0397,"expected_move_front_pct":11.76,"straddle_front_pct":9.13,"straddle_30d_pct":9.13,"risk_reversal_front_pp":42.14,"risk_reversal_30d_pp":42.14,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.934,"put_call_oi_front_ratio":0.214,"put_call_volume_front_ratio":0.04,"option_volume":31,"volume_oi_ratio":0.001525,"net_delta_normalized":0.34406,"dealer_delta_normalized":-0.253479,"gex_per_100k_oi":192541.246495,"vanna_per_100k_oi":-708.347681,"charm_per_100k_oi":-241669.536131,"weekend_delta_shift_per_100k_oi":-725003.689311,"iv_surface_range_pp":47.7,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-18.51369,"peak_call_distance_pct":-2.216428,"peak_put_distance_pct":14.080834},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":1.14,"put_gex":-0.91,"net_gex":0.23,"call_oi":2,"put_oi":2620},{"strike":5.0,"call_gex":653.87,"put_gex":-67.22,"net_gex":586.65,"call_oi":430,"put_oi":1393},{"strike":7.5,"call_gex":3541.34,"put_gex":-149.64,"net_gex":3391.7,"call_oi":1868,"put_oi":784},{"strike":10.0,"call_gex":12226.93,"put_gex":-2481.1,"net_gex":9745.83,"call_oi":1967,"put_oi":379},{"strike":12.5,"call_gex":29342.28,"put_gex":-25141.51,"net_gex":4200.77,"call_oi":2180,"put_oi":1861},{"strike":15.0,"call_gex":52068.3,"put_gex":-60193.92,"net_gex":-8125.62,"call_oi":1623,"put_oi":2413},{"strike":17.5,"call_gex":17834.28,"put_gex":-7029.53,"net_gex":10804.75,"call_oi":795,"put_oi":296},{"strike":20.0,"call_gex":11379.35,"put_gex":-1132.16,"net_gex":10247.2,"call_oi":810,"put_oi":73},{"strike":22.5,"call_gex":6954.41,"put_gex":0.0,"net_gex":6954.41,"call_oi":644,"put_oi":0},{"strike":25.0,"call_gex":1335.79,"put_gex":0.0,"net_gex":1335.79,"call_oi":191,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":64735.0,"total_value":64735.0},{"strike":5.0,"call_value":5.0,"put_value":46737.5,"total_value":46742.5},{"strike":7.5,"call_value":1085.0,"put_value":32222.5,"total_value":33307.5},{"strike":10.0,"call_value":6835.0,"put_value":19667.5,"total_value":26502.5},{"strike":12.5,"call_value":17502.5,"put_value":8060.0,"total_value":25562.5},{"strike":15.0,"call_value":33620.0,"put_value":1105.0,"total_value":34725.0},{"strike":17.5,"call_value":53795.0,"put_value":182.5,"total_value":53977.5},{"strike":20.0,"call_value":75957.5,"put_value":0.0,"total_value":75957.5},{"strike":22.5,"call_value":100145.0,"put_value":0.0,"total_value":100145.0},{"strike":25.0,"call_value":125942.5,"put_value":0,"total_value":125942.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":205.1,"strike":10.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":150.9,"strike":8.75},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":125.1,"strike":8.54},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"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":60.0,"strike":15.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":59.0,"strike":15.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":55.5,"strike":15.0},{"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":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":69.2,"strike":18.33},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":93.7,"strike":20.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":131.2,"strike":20.45}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.2734,"contract_count":2,"total_oi":740},{"expiration":"11/20/2026","dte":49,"iv":0.2366,"contract_count":2,"total_oi":355},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":2,"total_oi":2123},{"expiration":"01/15/2027","dte":105,"iv":0.2243,"contract_count":2,"total_oi":555},{"expiration":"02/19/2027","dte":140,"iv":0.1017,"contract_count":2,"total_oi":135},{"expiration":"05/21/2027","dte":231,"iv":0.3497,"contract_count":1,"total_oi":70},{"expiration":"12/17/2027","dte":441,"iv":1.0,"contract_count":1,"total_oi":58}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":11.76,"expected_move_2std":23.52,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":21.62,"expected_move_2std":43.24,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":24.08,"expected_move_2std":48.15,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":31.47,"expected_move_2std":62.93,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":34.22,"expected_move_2std":68.43,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":49.45,"expected_move_2std":98.9,"contract_count":1},{"expiration":"12/17/2027","dte":441,"expected_move_1std":88.24,"expected_move_2std":176.48,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1027,"put_oi":220,"total_oi":1247,"pc_ratio":0.214,"pc_ratio_volume":0.04,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3300,"put_oi":312,"total_oi":3612,"pc_ratio":0.095,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1818,"put_oi":4462,"total_oi":6280,"pc_ratio":2.454,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":2748,"put_oi":1401,"total_oi":4149,"pc_ratio":0.51,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":234,"put_oi":320,"total_oi":554,"pc_ratio":1.368,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":70,"put_oi":0,"total_oi":70,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":1313,"put_oi":3104,"total_oi":4417,"pc_ratio":2.364,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":195.0,"put_delta_oi":-2.0,"dealer_delta":-193.0,"call_oi":2,"put_oi":2},{"strike":5.0,"call_delta_oi":41110.0,"put_delta_oi":-188.0,"dealer_delta":-40922.0,"call_oi":430,"put_oi":42},{"strike":7.5,"call_delta_oi":123787.0,"put_delta_oi":-311.0,"dealer_delta":-123476.0,"call_oi":1305,"put_oi":45},{"strike":10.0,"call_delta_oi":166641.0,"put_delta_oi":-4614.0,"dealer_delta":-162027.0,"call_oi":1886,"put_oi":379},{"strike":12.5,"call_delta_oi":178883.0,"put_delta_oi":-37684.0,"dealer_delta":-141199.0,"call_oi":2180,"put_oi":1861},{"strike":15.0,"call_delta_oi":98859.0,"put_delta_oi":-96726.0,"dealer_delta":-2133.0,"call_oi":1623,"put_oi":2413},{"strike":17.5,"call_delta_oi":27496.0,"put_delta_oi":-19273.0,"dealer_delta":-8223.0,"call_oi":795,"put_oi":296},{"strike":20.0,"call_delta_oi":21667.0,"put_delta_oi":-5254.0,"dealer_delta":-16413.0,"call_oi":810,"put_oi":73},{"strike":22.5,"call_delta_oi":14252.0,"put_delta_oi":0,"dealer_delta":-14252.0,"call_oi":644,"put_oi":0},{"strike":25.0,"call_delta_oi":6460.0,"put_delta_oi":0,"dealer_delta":-6460.0,"call_oi":191,"put_oi":0}],"net_dealer_delta":-515298.0,"total_call_delta":679351.0,"total_put_delta":-164052.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":15.34000015258789,"strikes":[{"strike":5.0,"moneyness":0.3259,"type":"call","iv":1.4445,"delta":0.9682,"oi":156},{"strike":7.5,"moneyness":0.4889,"type":"call","iv":1.0542,"delta":0.9423,"oi":851},{"strike":10.0,"moneyness":0.6519,"type":"call","iv":1.1072,"delta":0.8508,"oi":153},{"strike":10.0,"moneyness":0.6519,"type":"put","iv":0.8594,"delta":-0.1173,"oi":222},{"strike":12.5,"moneyness":0.8149,"type":"put","iv":0.6108,"delta":-0.2038,"oi":224},{"strike":12.5,"moneyness":0.8149,"type":"call","iv":0.5142,"delta":0.8231,"oi":176},{"strike":15.0,"moneyness":0.9778,"type":"put","iv":0.5701,"delta":-0.3953,"oi":128},{"strike":15.0,"moneyness":0.9778,"type":"call","iv":0.6032,"delta":0.6057,"oi":427},{"strike":17.5,"moneyness":1.1408,"type":"put","iv":0.3398,"delta":-0.7153,"oi":170},{"strike":20.0,"moneyness":1.3038,"type":"call","iv":0.59,"delta":0.259,"oi":236},{"strike":22.5,"moneyness":1.4668,"type":"call","iv":0.6084,"delta":0.1636,"oi":585}]},{"expiration":"02/19/2027","underlying_price":15.34000015258789,"strikes":[{"strike":15.0,"moneyness":0.9778,"type":"call","iv":0.5827,"delta":0.613,"oi":134},{"strike":17.5,"moneyness":1.1408,"type":"put","iv":0.5814,"delta":-0.5567,"oi":122}]},{"expiration":"10/16/2026","underlying_price":15.34000015258789,"strikes":[{"strike":15.0,"moneyness":0.9778,"type":"call","iv":0.5947,"delta":0.6062,"oi":610},{"strike":15.0,"moneyness":0.9778,"type":"put","iv":0.606,"delta":-0.395,"oi":130},{"strike":17.5,"moneyness":1.1408,"type":"call","iv":0.6522,"delta":0.1595,"oi":159},{"strike":20.0,"moneyness":1.3038,"type":"call","iv":1.0073,"delta":0.0981,"oi":189}]},{"expiration":"11/20/2026","underlying_price":15.34000015258789,"strikes":[{"strike":7.5,"moneyness":0.4889,"type":"call","iv":0.9129,"delta":0.9905,"oi":279},{"strike":10.0,"moneyness":0.6519,"type":"call","iv":1.1616,"delta":0.8924,"oi":1465},{"strike":12.5,"moneyness":0.8149,"type":"call","iv":0.7292,"delta":0.8232,"oi":998},{"strike":15.0,"moneyness":0.9778,"type":"call","iv":0.5962,"delta":0.5939,"oi":224},{"strike":15.0,"moneyness":0.9778,"type":"put","iv":0.584,"delta":-0.4059,"oi":131},{"strike":17.5,"moneyness":1.1408,"type":"call","iv":0.6287,"delta":0.3302,"oi":315}]},{"expiration":"12/17/2027","underlying_price":15.34000015258789,"strikes":[{"strike":5.0,"moneyness":0.3259,"type":"call","iv":0.9071,"delta":0.953,"oi":108},{"strike":7.5,"moneyness":0.4889,"type":"call","iv":0.7355,"delta":0.912,"oi":174},{"strike":10.0,"moneyness":0.6519,"type":"call","iv":0.6152,"delta":0.8525,"oi":239},{"strike":12.5,"moneyness":0.8149,"type":"call","iv":0.6682,"delta":0.7629,"oi":402},{"strike":20.0,"moneyness":1.3038,"type":"call","iv":0.5517,"delta":0.4799,"oi":195}]},{"expiration":"12/18/2026","underlying_price":15.34000015258789,"strikes":[{"strike":5.0,"moneyness":0.3259,"type":"call","iv":2.2537,"delta":0.9466,"oi":153},{"strike":10.0,"moneyness":0.6519,"type":"put","iv":1.0178,"delta":-0.1205,"oi":108},{"strike":12.5,"moneyness":0.8149,"type":"put","iv":0.7208,"delta":-0.2079,"oi":1454},{"strike":12.5,"moneyness":0.8149,"type":"call","iv":0.5034,"delta":0.8519,"oi":510},{"strike":15.0,"moneyness":0.9778,"type":"put","iv":0.556,"delta":-0.4013,"oi":2023},{"strike":17.5,"moneyness":1.1408,"type":"call","iv":0.59,"delta":0.3738,"oi":125},{"strike":20.0,"moneyness":1.3038,"type":"call","iv":0.6263,"delta":0.2253,"oi":176}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.9083,"put_delta":-0.1315,"call_gamma":0.064945,"put_gamma":0.068611,"call_theta":-0.0173,"put_theta":-0.0252,"call_vega":0.0048,"put_vega":0.0062,"call_oi":66,"put_oi":71},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6062,"put_delta":-0.395,"call_gamma":0.223484,"put_gamma":0.219457,"call_theta":-0.0265,"put_theta":-0.0252,"call_vega":0.0111,"put_vega":0.0111,"call_oi":610,"put_oi":130},{"strike":17.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1595,"put_delta":0,"call_gamma":0.12861,"put_gamma":0,"call_theta":-0.0179,"put_theta":0,"call_vega":0.007,"put_vega":0,"call_oi":159,"put_oi":0},{"strike":12.5,"dte":49,"expiration":"11/20/2026","call_delta":0.8232,"put_delta":-0.1495,"call_gamma":0.063961,"put_gamma":0.06669,"call_theta":-0.012,"put_theta":-0.0082,"call_vega":0.0144,"put_vega":0.0129,"call_oi":998,"put_oi":71},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5939,"put_delta":-0.4059,"call_gamma":0.116937,"put_gamma":0.119374,"call_theta":-0.0143,"put_theta":-0.0123,"call_vega":0.0216,"put_vega":0.0216,"call_oi":224,"put_oi":131},{"strike":17.5,"dte":49,"expiration":"11/20/2026","call_delta":0.3302,"put_delta":0,"call_gamma":0.103581,"put_gamma":0,"call_theta":-0.0137,"put_theta":0,"call_vega":0.0202,"put_vega":0,"call_oi":315,"put_oi":0},{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0.8519,"put_delta":-0.2079,"call_gamma":0.065603,"put_gamma":0.05678,"call_theta":-0.0065,"put_theta":-0.0091,"call_vega":0.0162,"put_vega":0.0201,"call_oi":510,"put_oi":1454},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5993,"put_delta":-0.4013,"call_gamma":0.112152,"put_gamma":0.099355,"call_theta":-0.0096,"put_theta":-0.009,"call_vega":0.0271,"put_vega":0.0271,"call_oi":100,"put_oi":2023},{"strike":17.5,"dte":77,"expiration":"12/18/2026","call_delta":0.3738,"put_delta":0,"call_gamma":0.091721,"put_gamma":0,"call_theta":-0.0109,"put_theta":0,"call_vega":0.0265,"put_vega":0,"call_oi":125,"put_oi":0}],"strikes":[12.5,15.0,17.5],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":42.14,"put_25d_iv":107.37,"call_25d_iv":65.22,"put_25d_strike":12.5,"call_25d_strike":17.5,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-0.16,"put_25d_iv":62.71,"call_25d_iv":62.87,"put_25d_strike":12.5,"call_25d_strike":17.5,"skew":"neutral"},{"expiration":"12/18/2026","dte":77,"risk_reversal":9.45,"put_25d_iv":72.08,"call_25d_iv":62.63,"put_25d_strike":12.5,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":2.08,"put_25d_iv":61.08,"call_25d_iv":59.0,"put_25d_strike":12.5,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-0.13,"put_25d_iv":58.14,"call_25d_iv":58.27,"put_25d_strike":17.5,"call_25d_strike":15.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-23.0,"put_vanna":0,"net_vanna":-23.0,"call_oi":417,"put_oi":0},{"strike":7.5,"call_vanna":-74.0,"put_vanna":0,"net_vanna":-74.0,"call_oi":1304,"put_oi":0},{"strike":10.0,"call_vanna":-133.0,"put_vanna":25.0,"net_vanna":-108.0,"call_oi":1857,"put_oi":330},{"strike":12.5,"call_vanna":-188.0,"put_vanna":137.0,"net_vanna":-50.0,"call_oi":2152,"put_oi":1820},{"strike":15.0,"call_vanna":-59.0,"put_vanna":81.0,"net_vanna":22.0,"call_oi":1623,"put_oi":2412},{"strike":17.5,"call_vanna":19.0,"put_vanna":-17.0,"net_vanna":3.0,"call_oi":760,"put_oi":292},{"strike":20.0,"call_vanna":41.0,"put_vanna":-7.0,"net_vanna":35.0,"call_oi":796,"put_oi":72},{"strike":22.5,"call_vanna":47.0,"put_vanna":0,"net_vanna":47.0,"call_oi":642,"put_oi":0},{"strike":25.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":152,"put_oi":0}],"net_vanna":-144.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":-453.0,"put_charm":0,"net_charm":-453.0,"call_oi":279,"put_oi":0},{"strike":10.0,"call_charm":-13024.0,"put_charm":0,"net_charm":-13024.0,"call_oi":1465,"put_oi":0},{"strike":12.5,"call_charm":-10082.0,"put_charm":679.0,"net_charm":-9403.0,"call_oi":1064,"put_oi":142},{"strike":15.0,"call_charm":-26918.0,"put_charm":3862.0,"net_charm":-23057.0,"call_oi":834,"put_oi":261},{"strike":17.5,"call_charm":-2246.0,"put_charm":0,"net_charm":-2246.0,"call_oi":474,"put_oi":0},{"strike":20.0,"call_charm":-946.0,"put_charm":0,"net_charm":-946.0,"call_oi":189,"put_oi":0}],"net_charm":-49129.0,"weekend_delta_shift":-147386.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":47632.0,"put_delta":-6510.0,"net_delta":41122.0,"call_oi":1027,"put_oi":220,"total_oi":1247,"total_volume":26,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":265609.0,"put_delta":-7222.0,"net_delta":258387.0,"call_oi":3300,"put_oi":312,"total_oi":3612,"total_volume":2,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":81453.0,"put_delta":-112833.0,"net_delta":-31380.0,"call_oi":1174,"put_oi":3587,"total_oi":4761,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":168334.0,"put_delta":-24472.0,"net_delta":143862.0,"call_oi":2748,"put_oi":747,"total_oi":3495,"total_volume":3,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":14439.0,"put_delta":-12880.0,"net_delta":1559.0,"call_oi":234,"put_oi":239,"total_oi":473,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":4448.0,"put_delta":0,"net_delta":4448.0,"call_oi":70,"put_oi":0,"total_oi":70,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":97435.0,"put_delta":-134.0,"net_delta":97301.0,"call_oi":1313,"put_oi":6,"total_oi":1319,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":15.0,"straddle_price":1.4,"straddle_pct":9.13,"implied_move":9.13,"avg_iv":60.0},{"expiration":"11/20/2026","dte":49,"strike":15.0,"straddle_price":2.6,"straddle_pct":16.95,"implied_move":16.95,"avg_iv":59.0},{"expiration":"01/15/2027","dte":105,"strike":15.0,"straddle_price":3.77,"straddle_pct":24.61,"implied_move":24.61,"avg_iv":58.7}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":2620,"total_oi":2622,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":430,"put_oi":1393,"total_oi":1823,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1868,"put_oi":784,"total_oi":2652,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1967,"put_oi":379,"total_oi":2346,"bias":"neutral"},{"strike":12.5,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":2180,"put_oi":1861,"total_oi":4041,"bias":"bullish"},{"strike":15.0,"call_volume":21,"put_volume":0,"total_volume":21,"call_oi":1623,"put_oi":2413,"total_oi":4036,"bias":"bullish"},{"strike":17.5,"call_volume":3,"put_volume":1,"total_volume":4,"call_oi":795,"put_oi":296,"total_oi":1091,"bias":"bullish"},{"strike":20.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":810,"put_oi":73,"total_oi":883,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":644,"put_oi":0,"total_oi":644,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":191,"put_oi":0,"total_oi":191,"bias":"neutral"}],"underlying_price":15.34000015258789,"peak_call_strike":15.0,"peak_put_strike":17.5,"total_call_volume":30,"total_put_volume":1,"volume_pc_ratio":0.033},"iv_contours":{"x":[0.81,0.98,1.14],"y":[14,49,77,105,140],"z":[[97.49,60.03,65.22],[67.81,59.01,62.87],[61.21,52.42,59.0],[56.25,58.66,49.83],[66.97,58.27,54.84]],"levels":[49.8,54.6,59.4,64.1,68.9,73.7,78.4,83.2,88.0,92.7,97.5],"min_iv":49.8,"max_iv":97.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":109.95},{"date":"2026-09-15","iv":102.17},{"date":"2026-09-16","iv":108.6},{"date":"2026-09-17","iv":83.73},{"date":"2026-09-18","iv":83.49},{"date":"2026-09-21","iv":88.79},{"date":"2026-09-22","iv":86.7},{"date":"2026-09-23","iv":91.1},{"date":"2026-09-24","iv":76.2},{"date":"2026-09-25","iv":100.5},{"date":"2026-09-28","iv":92.9},{"date":"2026-09-29","iv":77.5},{"date":"2026-09-30","iv":105.2},{"date":"2026-10-01","iv":86.8},{"date":"2026-10-02","iv":103.4}]}}