{"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":"PGEN","summary":{"name":"PGEN","price":8.54,"total_oi":108473,"call_oi":101095,"put_oi":7378,"pc_ratio":0.073,"net_gex":651037.19,"avg_iv":131.3,"iv_rank":29.3,"iv_52w_high":184.1,"iv_52w_low":109.4,"gamma_flip":4.56,"max_pain":4.0},"features":{"symbol":"PGEN","price":8.54,"total_oi":108473,"analysis_coverage":0.8889,"avg_iv_pct":131.3,"iv_rank":29.3,"iv_52w_high_pct":184.1,"iv_52w_low_pct":109.4,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":12.11,"risk_reversal_30d_pp":12.11,"butterfly_front_pp":-7.1,"butterfly_30d_pp":-7.1,"put_call_oi_ratio":0.073,"put_call_oi_front_ratio":0.083,"put_call_volume_front_ratio":0.012,"option_volume":1879,"volume_oi_ratio":0.017322,"net_delta_normalized":0.598874,"dealer_delta_normalized":-0.469507,"gex_per_100k_oi":600183.63095,"vanna_per_100k_oi":-2037.373356,"charm_per_100k_oi":-259352.096835,"weekend_delta_shift_per_100k_oi":-778057.212394,"iv_surface_range_pp":187.4,"gamma_flip_distance_pct":-46.604215,"max_pain_distance_pct":-53.161593,"peak_call_distance_pct":17.096019,"peak_put_distance_pct":17.096019},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":0.4,"put_gex":0.0,"net_gex":0.4,"call_oi":54,"put_oi":20},{"strike":1.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":25,"put_oi":0},{"strike":1.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":59,"put_oi":10},{"strike":2.0,"call_gex":0.0,"put_gex":-3.31,"net_gex":-3.31,"call_oi":850,"put_oi":10},{"strike":2.5,"call_gex":0.0,"put_gex":-198.77,"net_gex":-198.77,"call_oi":224,"put_oi":278},{"strike":3.0,"call_gex":272.03,"put_gex":-1944.71,"net_gex":-1672.69,"call_oi":445,"put_oi":2380},{"strike":3.5,"call_gex":1232.6,"put_gex":-43.08,"net_gex":1189.52,"call_oi":2702,"put_oi":67},{"strike":4.0,"call_gex":225.63,"put_gex":-232.86,"net_gex":-7.24,"call_oi":1137,"put_oi":162},{"strike":4.5,"call_gex":162.64,"put_gex":-194.67,"net_gex":-32.03,"call_oi":416,"put_oi":126},{"strike":5.0,"call_gex":6353.62,"put_gex":-190.67,"net_gex":6162.95,"call_oi":16516,"put_oi":1123},{"strike":5.5,"call_gex":2523.62,"put_gex":-5262.48,"net_gex":-2738.86,"call_oi":5550,"put_oi":1536},{"strike":6.0,"call_gex":11621.61,"put_gex":-670.31,"net_gex":10951.29,"call_oi":10180,"put_oi":160},{"strike":7.0,"call_gex":10297.17,"put_gex":-333.68,"net_gex":9963.49,"call_oi":1276,"put_oi":49},{"strike":7.5,"call_gex":281835.98,"put_gex":-10528.66,"net_gex":271307.32,"call_oi":29987,"put_oi":982},{"strike":8.0,"call_gex":33837.89,"put_gex":-907.95,"net_gex":32929.94,"call_oi":2831,"put_oi":85},{"strike":9.0,"call_gex":132272.78,"put_gex":-4648.7,"net_gex":127624.07,"call_oi":8473,"put_oi":226},{"strike":10.0,"call_gex":181298.89,"put_gex":-1412.11,"net_gex":179886.78,"call_oi":18295,"put_oi":157},{"strike":11.0,"call_gex":10627.84,"put_gex":-40.85,"net_gex":10586.99,"call_oi":1163,"put_oi":7},{"strike":12.0,"call_gex":1844.6,"put_gex":0.0,"net_gex":1844.6,"call_oi":354,"put_oi":0},{"strike":13.0,"call_gex":3242.73,"put_gex":0.0,"net_gex":3242.73,"call_oi":557,"put_oi":0},{"strike":14.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":32732.5,"total_value":32732.5},{"strike":1.0,"call_value":27.0,"put_value":29053.5,"total_value":29080.5},{"strike":1.5,"call_value":66.5,"put_value":25374.5,"total_value":25441.0},{"strike":2.0,"call_value":135.5,"put_value":21700.5,"total_value":21836.0},{"strike":2.5,"call_value":629.5,"put_value":18031.5,"total_value":18661.0},{"strike":3.0,"call_value":1235.5,"put_value":14501.5,"total_value":15737.0},{"strike":3.5,"call_value":2064.0,"put_value":12161.5,"total_value":14225.5},{"strike":4.0,"call_value":4243.5,"put_value":9855.0,"total_value":14098.5},{"strike":4.5,"call_value":6991.5,"put_value":7629.5,"total_value":14621.0},{"strike":5.0,"call_value":9947.5,"put_value":5467.0,"total_value":15414.5},{"strike":5.5,"call_value":21161.5,"put_value":3866.0,"total_value":25027.5},{"strike":6.0,"call_value":35150.5,"put_value":3033.0,"total_value":38183.5},{"strike":7.0,"call_value":73308.5,"put_value":1527.0,"total_value":74835.5},{"strike":7.5,"call_value":93025.5,"put_value":798.5,"total_value":93824.0},{"strike":8.0,"call_value":127736.0,"put_value":561.0,"total_value":128297.0},{"strike":9.0,"call_value":199988.0,"put_value":171.0,"total_value":200159.0},{"strike":10.0,"call_value":280713.0,"put_value":7.0,"total_value":280720.0},{"strike":11.0,"call_value":379733.0,"put_value":0.0,"total_value":379733.0},{"strike":12.0,"call_value":479916.0,"put_value":0.0,"total_value":479916.0},{"strike":13.0,"call_value":580453.0,"put_value":0.0,"total_value":580453.0},{"strike":14.0,"call_value":681547.0,"put_value":0,"total_value":681547.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":244.4,"strike":5.62},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":112.8,"strike":6.67},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":176.9,"strike":4.27},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":90.4,"strike":7.5},{"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":67.4,"strike":7.5},{"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":76.3,"strike":8.0},{"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":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":68.7,"strike":9.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":78.6,"strike":9.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":74.9,"strike":9.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":131.0,"strike":10.33},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":72.9,"strike":10.33},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":74.8,"strike":10.75}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0204,"contract_count":2,"total_oi":3283},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":3,"total_oi":3931},{"expiration":"01/15/2027","dte":105,"iv":0.7406,"contract_count":2,"total_oi":4303},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":3,"total_oi":98}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":42404,"put_oi":3534,"total_oi":45938,"pc_ratio":0.083,"pc_ratio_volume":0.012,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":8876,"put_oi":154,"total_oi":9030,"pc_ratio":0.017,"pc_ratio_volume":0.06,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":41805,"put_oi":2047,"total_oi":43852,"pc_ratio":0.049,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":1017,"put_oi":73,"total_oi":1090,"pc_ratio":0.072,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":6964,"put_oi":1553,"total_oi":8517,"pc_ratio":0.223,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":29,"put_oi":17,"total_oi":46,"pc_ratio":0.586,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":1594.0,"put_delta_oi":0,"dealer_delta":-1594.0,"call_oi":16,"put_oi":0},{"strike":2.0,"call_delta_oi":0,"put_delta_oi":-37.0,"dealer_delta":37.0,"call_oi":0,"put_oi":9},{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-1406.0,"dealer_delta":1406.0,"call_oi":0,"put_oi":278},{"strike":3.0,"call_delta_oi":34335.0,"put_delta_oi":-17485.0,"dealer_delta":-16851.0,"call_oi":370,"put_oi":2367},{"strike":3.5,"call_delta_oi":203031.0,"put_delta_oi":-406.0,"dealer_delta":-202624.0,"call_oi":2057,"put_oi":67},{"strike":4.0,"call_delta_oi":13529.0,"put_delta_oi":-1639.0,"dealer_delta":-11890.0,"call_oi":145,"put_oi":162},{"strike":4.5,"call_delta_oi":7644.0,"put_delta_oi":-1041.0,"dealer_delta":-6604.0,"call_oi":85,"put_oi":95},{"strike":5.0,"call_delta_oi":239530.0,"put_delta_oi":-1144.0,"dealer_delta":-238386.0,"call_oi":2549,"put_oi":82},{"strike":5.5,"call_delta_oi":90298.0,"put_delta_oi":-19932.0,"dealer_delta":-70366.0,"call_oi":953,"put_oi":1524},{"strike":6.0,"call_delta_oi":941332.0,"put_delta_oi":-2105.0,"dealer_delta":-939228.0,"call_oi":9679,"put_oi":160},{"strike":7.0,"call_delta_oi":102955.0,"put_delta_oi":-984.0,"dealer_delta":-101971.0,"call_oi":1276,"put_oi":49},{"strike":7.5,"call_delta_oi":2226455.0,"put_delta_oi":-22029.0,"dealer_delta":-2204426.0,"call_oi":29987,"put_oi":982},{"strike":8.0,"call_delta_oi":185920.0,"put_delta_oi":-2965.0,"dealer_delta":-182956.0,"call_oi":2831,"put_oi":85},{"strike":9.0,"call_delta_oi":393414.0,"put_delta_oi":-13217.0,"dealer_delta":-380198.0,"call_oi":8473,"put_oi":226},{"strike":10.0,"call_delta_oi":689223.0,"put_delta_oi":-9334.0,"dealer_delta":-679889.0,"call_oi":18295,"put_oi":157},{"strike":11.0,"call_delta_oi":25646.0,"put_delta_oi":-380.0,"dealer_delta":-25267.0,"call_oi":1163,"put_oi":7},{"strike":12.0,"call_delta_oi":15264.0,"put_delta_oi":0,"dealer_delta":-15264.0,"call_oi":354,"put_oi":0},{"strike":13.0,"call_delta_oi":16714.0,"put_delta_oi":0,"dealer_delta":-16714.0,"call_oi":557,"put_oi":0},{"strike":14.0,"call_delta_oi":100.0,"put_delta_oi":0,"dealer_delta":-100.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-5092883.0,"total_call_delta":5186985.0,"total_put_delta":-94102.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":8.539999961853027,"strikes":[{"strike":2.5,"moneyness":0.2927,"type":"put","iv":2.2298,"delta":-0.0508,"oi":121},{"strike":3.0,"moneyness":0.3513,"type":"call","iv":2.9863,"delta":0.928,"oi":370},{"strike":5.0,"moneyness":0.5855,"type":"call","iv":0.7478,"delta":0.9419,"oi":2437},{"strike":5.5,"moneyness":0.644,"type":"put","iv":0.9809,"delta":-0.1302,"oi":1464},{"strike":5.5,"moneyness":0.644,"type":"call","iv":0.5278,"delta":0.9596,"oi":845},{"strike":6.0,"moneyness":0.7026,"type":"call","iv":0.8347,"delta":0.8513,"oi":1600},{"strike":7.5,"moneyness":0.8782,"type":"call","iv":0.6643,"delta":0.7183,"oi":23070},{"strike":9.0,"moneyness":1.0539,"type":"call","iv":0.6871,"delta":0.5292,"oi":4253},{"strike":10.0,"moneyness":1.171,"type":"put","iv":0.722,"delta":-0.5736,"oi":134},{"strike":10.0,"moneyness":1.171,"type":"call","iv":0.7301,"delta":0.429,"oi":6914}]},{"expiration":"01/21/2028","underlying_price":8.539999961853027,"strikes":[{"strike":2.5,"moneyness":0.2927,"type":"put","iv":1.1281,"delta":-0.0504,"oi":157},{"strike":3.5,"moneyness":0.4098,"type":"call","iv":0.4176,"delta":0.987,"oi":2057},{"strike":4.0,"moneyness":0.4684,"type":"call","iv":0.6243,"delta":0.933,"oi":145},{"strike":5.5,"moneyness":0.644,"type":"call","iv":0.6263,"delta":0.8533,"oi":108},{"strike":7.5,"moneyness":0.8782,"type":"call","iv":0.7128,"delta":0.7371,"oi":533},{"strike":7.5,"moneyness":0.8782,"type":"put","iv":0.9692,"delta":-0.2357,"oi":195},{"strike":10.0,"moneyness":1.171,"type":"call","iv":0.7392,"delta":0.6179,"oi":3081},{"strike":12.0,"moneyness":1.4052,"type":"call","iv":0.6711,"delta":0.5043,"oi":203}]},{"expiration":"04/16/2027","underlying_price":8.539999961853027,"strikes":[{"strike":5.0,"moneyness":0.5855,"type":"call","iv":0.8119,"delta":0.892,"oi":111},{"strike":7.0,"moneyness":0.8197,"type":"call","iv":0.7552,"delta":0.7509,"oi":127},{"strike":13.0,"moneyness":1.5222,"type":"call","iv":0.6979,"delta":0.3001,"oi":557}]},{"expiration":"10/16/2026","underlying_price":8.539999961853027,"strikes":[{"strike":6.0,"moneyness":0.7026,"type":"call","iv":0.6907,"delta":0.9973,"oi":8039},{"strike":7.5,"moneyness":0.8782,"type":"put","iv":1.018,"delta":-0.2177,"oi":742},{"strike":7.5,"moneyness":0.8782,"type":"call","iv":0.7898,"delta":0.8304,"oi":6384},{"strike":9.0,"moneyness":1.0539,"type":"put","iv":0.7105,"delta":-0.6228,"oi":176},{"strike":9.0,"moneyness":1.0539,"type":"call","iv":0.6636,"delta":0.3653,"oi":3107},{"strike":10.0,"moneyness":1.171,"type":"call","iv":0.8969,"delta":0.2008,"oi":5950}]},{"expiration":"11/20/2026","underlying_price":8.539999961853027,"strikes":[{"strike":7.0,"moneyness":0.8197,"type":"call","iv":0.7478,"delta":0.8131,"oi":1142},{"strike":8.0,"moneyness":0.9368,"type":"call","iv":0.7155,"delta":0.6565,"oi":2749},{"strike":9.0,"moneyness":1.0539,"type":"call","iv":0.7865,"delta":0.4913,"oi":1098},{"strike":10.0,"moneyness":1.171,"type":"call","iv":0.7948,"delta":0.3505,"oi":2321},{"strike":11.0,"moneyness":1.2881,"type":"call","iv":0.7136,"delta":0.2041,"oi":1062}]}],"greeks_heatmap":{"data":[{"strike":6.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9973,"put_delta":-0.0811,"call_gamma":0.007417,"put_gamma":0.062348,"call_theta":-0.001,"put_theta":-0.0138,"call_vega":0.0001,"put_vega":0.0024,"call_oi":8039,"put_oi":58},{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0.8304,"put_delta":-0.2177,"call_gamma":0.198468,"put_gamma":0.179401,"call_theta":-0.0131,"put_theta":-0.0183,"call_vega":0.0041,"put_vega":0.0047,"call_oi":6384,"put_oi":742},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3653,"put_delta":-0.6228,"call_gamma":0.351562,"put_gamma":0.331721,"call_theta":-0.0158,"put_theta":-0.016,"call_vega":0.0061,"put_vega":0.0061,"call_oi":3107,"put_oi":176},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2008,"put_delta":0,"call_gamma":0.19413,"put_gamma":0,"call_theta":-0.0158,"put_theta":0,"call_vega":0.0045,"put_vega":0,"call_oi":5950,"put_oi":0},{"strike":6.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":501,"put_oi":0},{"strike":7.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8131,"put_delta":0,"call_gamma":0.115981,"put_gamma":0,"call_theta":-0.0071,"put_theta":0,"call_vega":0.0083,"put_vega":0,"call_oi":1142,"put_oi":0},{"strike":8.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6565,"put_delta":-0.349,"call_gamma":0.166006,"put_gamma":0.147252,"call_theta":-0.009,"put_theta":-0.0093,"call_vega":0.0114,"put_vega":0.0115,"call_oi":2749,"put_oi":84},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4913,"put_delta":0,"call_gamma":0.163752,"put_gamma":0,"call_theta":-0.0105,"put_theta":0,"call_vega":0.0124,"put_vega":0,"call_oi":1098,"put_oi":0},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3505,"put_delta":0,"call_gamma":0.150547,"put_gamma":0,"call_theta":-0.0098,"put_theta":0,"call_vega":0.0115,"put_vega":0,"call_oi":2321,"put_oi":0},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2041,"put_delta":0,"call_gamma":0.128215,"put_gamma":0,"call_theta":-0.0067,"put_theta":0,"call_vega":0.0088,"put_vega":0,"call_oi":1062,"put_oi":0}],"strikes":[6.0,7.0,7.5,8.0,9.0,10.0,11.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":12.11,"put_25d_iv":101.8,"call_25d_iv":89.69,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":9.78,"put_25d_iv":81.13,"call_25d_iv":71.36,"put_25d_strike":8.0,"call_25d_strike":11.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":32.68,"put_25d_iv":98.09,"call_25d_iv":65.42,"put_25d_strike":5.5,"call_25d_strike":12.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":29.8,"put_25d_iv":96.92,"call_25d_iv":67.11,"put_25d_strike":7.5,"call_25d_strike":12.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":0,"put_vanna":23.0,"net_vanna":23.0,"call_oi":0,"put_oi":278},{"strike":3.0,"call_vanna":-23.0,"put_vanna":53.0,"net_vanna":30.0,"call_oi":370,"put_oi":2357},{"strike":3.5,"call_vanna":-76.0,"put_vanna":0,"net_vanna":-76.0,"call_oi":2057,"put_oi":0},{"strike":4.0,"call_vanna":-19.0,"put_vanna":11.0,"net_vanna":-7.0,"call_oi":145,"put_oi":133},{"strike":4.5,"call_vanna":-14.0,"put_vanna":6.0,"net_vanna":-7.0,"call_oi":85,"put_oi":82},{"strike":5.0,"call_vanna":-145.0,"put_vanna":0,"net_vanna":-145.0,"call_oi":2548,"put_oi":0},{"strike":5.5,"call_vanna":-56.0,"put_vanna":124.0,"net_vanna":68.0,"call_oi":953,"put_oi":1524},{"strike":6.0,"call_vanna":-152.0,"put_vanna":1.0,"net_vanna":-150.0,"call_oi":9639,"put_oi":58},{"strike":7.0,"call_vanna":-84.0,"put_vanna":0,"net_vanna":-84.0,"call_oi":1269,"put_oi":0},{"strike":7.5,"call_vanna":-2110.0,"put_vanna":59.0,"net_vanna":-2051.0,"call_oi":29987,"put_oi":937},{"strike":8.0,"call_vanna":-122.0,"put_vanna":3.0,"net_vanna":-119.0,"call_oi":2831,"put_oi":84},{"strike":9.0,"call_vanna":9.0,"put_vanna":-3.0,"net_vanna":6.0,"call_oi":8458,"put_oi":176},{"strike":10.0,"call_vanna":172.0,"put_vanna":-4.0,"net_vanna":167.0,"call_oi":18266,"put_oi":134},{"strike":11.0,"call_vanna":68.0,"put_vanna":0,"net_vanna":68.0,"call_oi":1147,"put_oi":0},{"strike":12.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":334,"put_oi":0},{"strike":13.0,"call_vanna":57.0,"put_vanna":0,"net_vanna":57.0,"call_oi":557,"put_oi":0}],"net_vanna":-2210.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":3.0,"call_charm":0,"put_charm":30264.0,"net_charm":30264.0,"call_oi":0,"put_oi":2357},{"strike":4.0,"call_charm":0,"put_charm":1341.0,"net_charm":1341.0,"call_oi":0,"put_oi":71},{"strike":5.5,"call_charm":0,"put_charm":951.0,"net_charm":951.0,"call_oi":0,"put_oi":60},{"strike":6.0,"call_charm":-21913.0,"put_charm":170.0,"net_charm":-21743.0,"call_oi":8039,"put_oi":58},{"strike":7.0,"call_charm":-4892.0,"put_charm":0,"net_charm":-4892.0,"call_oi":1142,"put_oi":0},{"strike":7.5,"call_charm":-180487.0,"put_charm":7720.0,"net_charm":-172766.0,"call_oi":6384,"put_oi":742},{"strike":8.0,"call_charm":-12107.0,"put_charm":202.0,"net_charm":-11905.0,"call_oi":2749,"put_oi":84},{"strike":9.0,"call_charm":-50985.0,"put_charm":4581.0,"net_charm":-46404.0,"call_oi":4205,"put_oi":176},{"strike":10.0,"call_charm":-55091.0,"put_charm":0,"net_charm":-55091.0,"call_oi":8271,"put_oi":0},{"strike":11.0,"call_charm":-1081.0,"put_charm":0,"net_charm":-1081.0,"call_oi":1062,"put_oi":0}],"net_charm":-281327.0,"weekend_delta_shift":-843982.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1565296.0,"put_delta":-47972.0,"net_delta":1517324.0,"call_oi":23491,"put_oi":3534,"total_oi":27025,"total_volume":652,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":430404.0,"put_delta":-5030.0,"net_delta":425375.0,"call_oi":8373,"put_oi":154,"total_oi":8527,"total_volume":338,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":2666557.0,"put_delta":-33218.0,"net_delta":2633338.0,"call_oi":39669,"put_oi":2028,"total_oi":41697,"total_volume":255,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":49254.0,"put_delta":-1547.0,"net_delta":47707.0,"call_oi":1017,"put_oi":73,"total_oi":1090,"total_volume":334,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":473324.0,"put_delta":-6179.0,"net_delta":467145.0,"call_oi":6212,"put_oi":453,"total_oi":6665,"total_volume":95,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":2150.0,"put_delta":-155.0,"net_delta":1996.0,"call_oi":29,"put_oi":8,"total_oi":37,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":54,"put_oi":20,"total_oi":74,"bias":"neutral"},{"strike":1.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":25,"put_oi":0,"total_oi":25,"bias":"bullish"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":59,"put_oi":10,"total_oi":69,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":850,"put_oi":10,"total_oi":860,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":224,"put_oi":278,"total_oi":502,"bias":"neutral"},{"strike":3.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":445,"put_oi":2380,"total_oi":2825,"bias":"bullish"},{"strike":3.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2702,"put_oi":67,"total_oi":2769,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1137,"put_oi":162,"total_oi":1299,"bias":"neutral"},{"strike":4.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":416,"put_oi":126,"total_oi":542,"bias":"neutral"},{"strike":5.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":16516,"put_oi":1123,"total_oi":17639,"bias":"bullish"},{"strike":5.5,"call_volume":200,"put_volume":0,"total_volume":200,"call_oi":5550,"put_oi":1536,"total_oi":7086,"bias":"bullish"},{"strike":6.0,"call_volume":138,"put_volume":0,"total_volume":138,"call_oi":10180,"put_oi":160,"total_oi":10340,"bias":"bullish"},{"strike":7.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":1276,"put_oi":49,"total_oi":1325,"bias":"bullish"},{"strike":7.5,"call_volume":406,"put_volume":5,"total_volume":411,"call_oi":29987,"put_oi":982,"total_oi":30969,"bias":"bullish"},{"strike":8.0,"call_volume":103,"put_volume":9,"total_volume":112,"call_oi":2831,"put_oi":85,"total_oi":2916,"bias":"bullish"},{"strike":9.0,"call_volume":251,"put_volume":5,"total_volume":256,"call_oi":8473,"put_oi":226,"total_oi":8699,"bias":"bullish"},{"strike":10.0,"call_volume":439,"put_volume":10,"total_volume":449,"call_oi":18295,"put_oi":157,"total_oi":18452,"bias":"bullish"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1163,"put_oi":7,"total_oi":1170,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":354,"put_oi":0,"total_oi":354,"bias":"neutral"},{"strike":13.0,"call_volume":300,"put_volume":0,"total_volume":300,"call_oi":557,"put_oi":0,"total_oi":557,"bias":"bullish"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":8.539999961853027,"peak_call_strike":10.0,"peak_put_strike":10.0,"total_call_volume":1850,"total_put_volume":29,"volume_pc_ratio":0.016},"iv_contours":{"x":[0.7,0.82,0.88,0.94,1.05,1.17,1.29],"y":[14,49,105],"z":[[109.28,null,90.39,null,68.7,89.69,254.79],[185.42,76.5,null,76.34,78.65,73.72,71.36],[77.87,null,67.41,null,74.88,72.61,88.59]],"levels":[67.4,86.1,104.9,123.6,142.4,161.1,179.8,198.6,217.3,236.1,254.8],"min_iv":67.4,"max_iv":254.8},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":9.0,"atm_iv":78.65,"otm_strike":9.0,"otm_iv":78.65,"itm_strike":8.0,"itm_iv":71.55,"iv_butterfly":-7.1,"price_butterfly":0.38,"convexity":"inverted"},{"expiration":"04/16/2027","dte":196,"atm_strike":9.0,"atm_iv":70.03,"otm_strike":9.0,"otm_iv":70.03,"itm_strike":8.0,"itm_iv":62.96,"iv_butterfly":-7.07,"price_butterfly":0.25,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":149.0},{"date":"2026-09-15","iv":114.62},{"date":"2026-09-16","iv":123.91},{"date":"2026-09-17","iv":110.36},{"date":"2026-09-18","iv":125.2},{"date":"2026-09-21","iv":125.76},{"date":"2026-09-22","iv":122.5},{"date":"2026-09-23","iv":144.2},{"date":"2026-09-24","iv":138.5},{"date":"2026-09-25","iv":184.1},{"date":"2026-09-28","iv":119.9},{"date":"2026-09-29","iv":109.4},{"date":"2026-09-30","iv":114.6},{"date":"2026-10-01","iv":160.0},{"date":"2026-10-02","iv":131.3}]}}