{"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":"PLAB","summary":{"name":"PLAB","price":31.49,"total_oi":31375,"call_oi":15862,"put_oi":15513,"pc_ratio":0.978,"net_gex":259939.63,"avg_iv":82.2,"iv_rank":40.7,"iv_52w_high":113.84,"iv_52w_low":60.5,"gamma_flip":32.52,"max_pain":30.0},"features":{"symbol":"PLAB","price":31.49,"total_oi":31375,"analysis_coverage":0.9444,"avg_iv_pct":82.2,"iv_rank":40.7,"iv_52w_high_pct":113.84,"iv_52w_low_pct":60.5,"front_dte":14,"front_atm_iv_pct":49.2731,"back_atm_iv_pct":49.1271,"term_premium_pp":0.146,"expected_move_front_pct":9.65,"straddle_front_pct":8.26,"straddle_30d_pct":8.26,"risk_reversal_front_pp":-170.59,"risk_reversal_30d_pp":-170.59,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.978,"put_call_oi_front_ratio":0.276,"put_call_volume_front_ratio":1.717,"option_volume":373,"volume_oi_ratio":0.011888,"net_delta_normalized":0.059267,"dealer_delta_normalized":-0.058851,"gex_per_100k_oi":828492.844622,"vanna_per_100k_oi":3566.533865,"charm_per_100k_oi":-357539.442231,"weekend_delta_shift_per_100k_oi":-1072615.139442,"iv_surface_range_pp":167.9,"gamma_flip_distance_pct":3.27088,"max_pain_distance_pct":-4.731661,"peak_call_distance_pct":11.146396,"peak_put_distance_pct":-20.609717},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":127.87,"put_gex":-372.64,"net_gex":-244.77,"call_oi":29,"put_oi":69},{"strike":17.5,"call_gex":544.38,"put_gex":-2710.55,"net_gex":-2166.17,"call_oi":75,"put_oi":349},{"strike":20.0,"call_gex":3386.9,"put_gex":-15805.41,"net_gex":-12418.51,"call_oi":323,"put_oi":1438},{"strike":22.5,"call_gex":813.76,"put_gex":-61075.48,"net_gex":-60261.71,"call_oi":267,"put_oi":3399},{"strike":25.0,"call_gex":10150.65,"put_gex":-164324.91,"net_gex":-154174.26,"call_oi":406,"put_oi":6244},{"strike":30.0,"call_gex":185647.11,"put_gex":-112792.23,"net_gex":72854.88,"call_oi":2870,"put_oi":2043},{"strike":35.0,"call_gex":368108.83,"put_gex":-58103.74,"net_gex":310005.1,"call_oi":5953,"put_oi":1339},{"strike":40.0,"call_gex":74832.21,"put_gex":-19783.68,"net_gex":55048.53,"call_oi":2265,"put_oi":555},{"strike":45.0,"call_gex":19871.48,"put_gex":-1691.74,"net_gex":18179.74,"call_oi":814,"put_oi":66},{"strike":50.0,"call_gex":8997.09,"put_gex":-177.96,"net_gex":8819.13,"call_oi":561,"put_oi":10},{"strike":55.0,"call_gex":14482.31,"put_gex":-15.11,"net_gex":14467.2,"call_oi":1162,"put_oi":1},{"strike":60.0,"call_gex":4464.53,"put_gex":0.0,"net_gex":4464.53,"call_oi":402,"put_oi":0},{"strike":65.0,"call_gex":2330.62,"put_gex":0.0,"net_gex":2330.62,"call_oi":163,"put_oi":0},{"strike":70.0,"call_gex":968.35,"put_gex":0.0,"net_gex":968.35,"call_oi":116,"put_oi":0},{"strike":75.0,"call_gex":2066.97,"put_gex":0.0,"net_gex":2066.97,"call_oi":456,"put_oi":0}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":169665.0,"total_value":169665.0},{"strike":17.5,"call_value":72.5,"put_value":131055.0,"total_value":131127.5},{"strike":20.0,"call_value":332.5,"put_value":93317.5,"total_value":93650.0},{"strike":22.5,"call_value":1400.0,"put_value":59175.0,"total_value":60575.0},{"strike":25.0,"call_value":3135.0,"put_value":33530.0,"total_value":36665.0},{"strike":30.0,"call_value":8635.0,"put_value":13460.0,"total_value":22095.0},{"strike":35.0,"call_value":28485.0,"put_value":3605.0,"total_value":32090.0},{"strike":40.0,"call_value":78100.0,"put_value":445.0,"total_value":78545.0},{"strike":45.0,"call_value":139040.0,"put_value":60.0,"total_value":139100.0},{"strike":50.0,"call_value":204050.0,"put_value":5.0,"total_value":204055.0},{"strike":55.0,"call_value":271865.0,"put_value":0.0,"total_value":271865.0},{"strike":60.0,"call_value":345490.0,"put_value":0.0,"total_value":345490.0},{"strike":65.0,"call_value":421125.0,"put_value":0.0,"total_value":421125.0},{"strike":70.0,"call_value":497575.0,"put_value":0.0,"total_value":497575.0},{"strike":75.0,"call_value":574605.0,"put_value":0,"total_value":574605.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":201.2,"strike":21.67},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":99.5,"strike":22.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":86.4,"strike":20.0},{"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":49.3,"strike":30.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":49.1,"strike":30.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":62.9,"strike":30.0},{"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":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":55.4,"strike":35.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":49.6,"strike":35.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":60.7,"strike":35.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":172.1,"strike":42.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":51.2,"strike":40.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":80.9,"strike":54.17}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.008,"contract_count":2,"total_oi":1339},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":228},{"expiration":"12/18/2026","dte":77,"iv":0.8001,"contract_count":2,"total_oi":3019},{"expiration":"03/19/2027","dte":168,"iv":0.712,"contract_count":2,"total_oi":323},{"expiration":"01/21/2028","dte":476,"iv":0.836,"contract_count":1,"total_oi":2},{"expiration":"01/19/2029","dte":840,"iv":1.0,"contract_count":1,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.65,"expected_move_2std":19.29,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":18.0,"expected_move_2std":35.99,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":28.89,"expected_move_2std":57.78,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":41.65,"expected_move_2std":83.29,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":72.54,"expected_move_2std":145.08,"contract_count":1},{"expiration":"01/19/2029","dte":840,"expected_move_1std":100.65,"expected_move_2std":201.31,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4438,"put_oi":1225,"total_oi":5663,"pc_ratio":0.276,"pc_ratio_volume":1.717,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":794,"put_oi":296,"total_oi":1090,"pc_ratio":0.373,"pc_ratio_volume":2.368,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":9610,"put_oi":13304,"total_oi":22914,"pc_ratio":1.384,"pc_ratio_volume":0.533,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":911,"put_oi":661,"total_oi":1572,"pc_ratio":0.726,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":15,"put_oi":8,"total_oi":23,"pc_ratio":0.533,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":94,"put_oi":19,"total_oi":113,"pc_ratio":0.202,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":2769.0,"put_delta_oi":-456.0,"dealer_delta":-2312.0,"call_oi":29,"put_oi":69},{"strike":17.5,"call_delta_oi":7172.0,"put_delta_oi":-3427.0,"dealer_delta":-3745.0,"call_oi":75,"put_oi":349},{"strike":20.0,"call_delta_oi":30620.0,"put_delta_oi":-8286.0,"dealer_delta":-22334.0,"call_oi":323,"put_oi":1438},{"strike":22.5,"call_delta_oi":4226.0,"put_delta_oi":-35794.0,"dealer_delta":31568.0,"call_oi":47,"put_oi":3399},{"strike":25.0,"call_delta_oi":34270.0,"put_delta_oi":-97965.0,"dealer_delta":63696.0,"call_oi":406,"put_oi":6244},{"strike":30.0,"call_delta_oi":190134.0,"put_delta_oi":-71026.0,"dealer_delta":-119108.0,"call_oi":2870,"put_oi":2043},{"strike":35.0,"call_delta_oi":160498.0,"put_delta_oi":-77486.0,"dealer_delta":-83012.0,"call_oi":5953,"put_oi":1339},{"strike":40.0,"call_delta_oi":65134.0,"put_delta_oi":-41954.0,"dealer_delta":-23180.0,"call_oi":2265,"put_oi":555},{"strike":45.0,"call_delta_oi":11394.0,"put_delta_oi":-5354.0,"dealer_delta":-6040.0,"call_oi":814,"put_oi":66},{"strike":50.0,"call_delta_oi":4503.0,"put_delta_oi":-896.0,"dealer_delta":-3608.0,"call_oi":561,"put_oi":10},{"strike":55.0,"call_delta_oi":7880.0,"put_delta_oi":-89.0,"dealer_delta":-7791.0,"call_oi":1162,"put_oi":1},{"strike":60.0,"call_delta_oi":2826.0,"put_delta_oi":0,"dealer_delta":-2826.0,"call_oi":402,"put_oi":0},{"strike":65.0,"call_delta_oi":4166.0,"put_delta_oi":0,"dealer_delta":-4166.0,"call_oi":163,"put_oi":0},{"strike":70.0,"call_delta_oi":682.0,"put_delta_oi":0,"dealer_delta":-682.0,"call_oi":116,"put_oi":0},{"strike":75.0,"call_delta_oi":1105.0,"put_delta_oi":0,"dealer_delta":-1105.0,"call_oi":456,"put_oi":0}],"net_dealer_delta":-184646.0,"total_call_delta":527379.0,"total_put_delta":-342733.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":31.489999771118164,"strikes":[{"strike":22.5,"moneyness":0.7145,"type":"put","iv":0.6243,"delta":-0.1461,"oi":276},{"strike":30.0,"moneyness":0.9527,"type":"call","iv":0.6065,"delta":0.6446,"oi":233},{"strike":35.0,"moneyness":1.1115,"type":"call","iv":0.6128,"delta":0.4997,"oi":145},{"strike":40.0,"moneyness":1.2702,"type":"call","iv":0.6137,"delta":0.3738,"oi":384}]},{"expiration":"10/16/2026","underlying_price":31.489999771118164,"strikes":[{"strike":22.5,"moneyness":0.7145,"type":"put","iv":1.2991,"delta":-0.0668,"oi":263},{"strike":25.0,"moneyness":0.7939,"type":"put","iv":0.6801,"delta":-0.0304,"oi":393},{"strike":30.0,"moneyness":0.9527,"type":"call","iv":0.5212,"delta":0.7114,"oi":991},{"strike":30.0,"moneyness":0.9527,"type":"put","iv":0.4639,"delta":-0.2693,"oi":348},{"strike":35.0,"moneyness":1.1115,"type":"call","iv":0.4903,"delta":0.1402,"oi":2972},{"strike":40.0,"moneyness":1.2702,"type":"call","iv":2.1697,"delta":0.3536,"oi":139}]},{"expiration":"11/20/2026","underlying_price":31.489999771118164,"strikes":[{"strike":25.0,"moneyness":0.7939,"type":"put","iv":0.564,"delta":-0.1042,"oi":104},{"strike":30.0,"moneyness":0.9527,"type":"put","iv":0.492,"delta":-0.3475,"oi":144},{"strike":35.0,"moneyness":1.1115,"type":"call","iv":0.496,"delta":0.3204,"oi":647}]},{"expiration":"12/18/2026","underlying_price":31.489999771118164,"strikes":[{"strike":17.5,"moneyness":0.5557,"type":"put","iv":0.8574,"delta":-0.0427,"oi":112},{"strike":20.0,"moneyness":0.6351,"type":"put","iv":0.7093,"delta":-0.0557,"oi":1373},{"strike":20.0,"moneyness":0.6351,"type":"call","iv":0.6828,"delta":0.9496,"oi":288},{"strike":22.5,"moneyness":0.7145,"type":"put","iv":0.6909,"delta":-0.1053,"oi":2823},{"strike":25.0,"moneyness":0.7939,"type":"put","iv":0.6359,"delta":-0.1658,"oi":5656},{"strike":25.0,"moneyness":0.7939,"type":"call","iv":0.64,"delta":0.8331,"oi":297},{"strike":30.0,"moneyness":0.9527,"type":"call","iv":0.6217,"delta":0.6345,"oi":1560},{"strike":30.0,"moneyness":0.9527,"type":"put","iv":0.6364,"delta":-0.366,"oi":1459},{"strike":35.0,"moneyness":1.1115,"type":"call","iv":0.6002,"delta":0.4143,"oi":2182},{"strike":35.0,"moneyness":1.1115,"type":"put","iv":0.6133,"delta":-0.5816,"oi":1227},{"strike":40.0,"moneyness":1.2702,"type":"call","iv":0.6222,"delta":0.2516,"oi":1606},{"strike":40.0,"moneyness":1.2702,"type":"put","iv":0.604,"delta":-0.7574,"oi":549},{"strike":45.0,"moneyness":1.429,"type":"call","iv":0.6264,"delta":0.1411,"oi":761},{"strike":50.0,"moneyness":1.5878,"type":"call","iv":0.6414,"delta":0.0803,"oi":561},{"strike":55.0,"moneyness":1.7466,"type":"call","iv":0.7255,"delta":0.0678,"oi":1162},{"strike":60.0,"moneyness":1.9054,"type":"call","iv":0.8371,"delta":0.0703,"oi":402},{"strike":65.0,"moneyness":2.0641,"type":"call","iv":1.5517,"delta":0.2556,"oi":163},{"strike":70.0,"moneyness":2.2229,"type":"call","iv":0.9693,"delta":0.0588,"oi":116},{"strike":75.0,"moneyness":2.3817,"type":"call","iv":0.8671,"delta":0.0242,"oi":456}]}],"greeks_heatmap":{"data":[{"strike":22.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0668,"call_gamma":0,"put_gamma":0.016779,"call_theta":0,"put_theta":-0.0382,"call_vega":0,"put_vega":0.0077,"call_oi":220,"put_oi":263},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9607,"put_delta":-0.0304,"call_gamma":0.019639,"put_gamma":0.017044,"call_theta":-0.0169,"put_theta":-0.0106,"call_vega":0.0051,"put_vega":0.0041,"call_oi":52,"put_oi":393},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7114,"put_delta":-0.2693,"call_gamma":0.110265,"put_gamma":0.119801,"call_theta":-0.0431,"put_theta":-0.034,"call_vega":0.0203,"put_vega":0.0196,"call_oi":991,"put_oi":348},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1402,"put_delta":0,"call_gamma":0.076458,"put_gamma":0,"call_theta":-0.0255,"put_theta":0,"call_vega":0.0132,"put_vega":0,"call_oi":2972,"put_oi":0},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3536,"put_delta":0,"call_gamma":0.02883,"put_gamma":0,"call_theta":-0.1854,"put_theta":0,"call_vega":0.0221,"put_vega":0,"call_oi":139,"put_oi":0},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1042,"call_gamma":0,"put_gamma":0.028075,"call_theta":0,"put_theta":-0.0117,"call_vega":0,"put_vega":0.0206,"call_oi":0,"put_oi":104},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6528,"put_delta":-0.3475,"call_gamma":0.065958,"put_gamma":0.065748,"call_theta":-0.0236,"put_theta":-0.0202,"call_vega":0.0422,"put_vega":0.0422,"call_oi":84,"put_oi":144},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3204,"put_delta":0,"call_gamma":0.063174,"put_gamma":0,"call_theta":-0.0222,"put_theta":0,"call_vega":0.0409,"put_vega":0,"call_oi":647,"put_oi":0},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1217,"put_delta":0,"call_gamma":0.034586,"put_gamma":0,"call_theta":-0.0127,"put_theta":0,"call_vega":0.0231,"put_vega":0,"call_oi":61,"put_oi":0},{"strike":22.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1053,"call_gamma":0,"put_gamma":0.018353,"call_theta":0,"put_theta":-0.0114,"call_vega":0,"put_vega":0.0262,"call_oi":0,"put_oi":2823},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8331,"put_delta":-0.1658,"call_gamma":0.027189,"put_gamma":0.02725,"call_theta":-0.0173,"put_theta":-0.0143,"call_vega":0.0359,"put_vega":0.0358,"call_oi":297,"put_oi":5656},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6345,"put_delta":-0.366,"call_gamma":0.042093,"put_gamma":0.041141,"call_theta":-0.0239,"put_theta":-0.021,"call_vega":0.054,"put_vega":0.0541,"call_oi":1560,"put_oi":1459},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4143,"put_delta":-0.5816,"call_gamma":0.045182,"put_gamma":0.044317,"call_theta":-0.0234,"put_theta":-0.0199,"call_vega":0.056,"put_vega":0.0561,"call_oi":2182,"put_oi":1227},{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2516,"put_delta":-0.7574,"call_gamma":0.035665,"put_gamma":0.036028,"call_theta":-0.0195,"put_theta":-0.014,"call_vega":0.0458,"put_vega":0.0449,"call_oi":1606,"put_oi":549}],"strikes":[22.5,25.0,30.0,35.0,40.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-170.59,"put_25d_iv":46.39,"call_25d_iv":216.97,"put_25d_strike":30.0,"call_25d_strike":40.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-0.4,"put_25d_iv":49.2,"call_25d_iv":49.6,"put_25d_strike":30.0,"call_25d_strike":35.0,"skew":"neutral"},{"expiration":"12/18/2026","dte":77,"risk_reversal":1.37,"put_25d_iv":63.59,"call_25d_iv":62.22,"put_25d_strike":25.0,"call_25d_strike":40.0,"skew":"neutral"},{"expiration":"03/19/2027","dte":168,"risk_reversal":0.58,"put_25d_iv":61.95,"call_25d_iv":61.37,"put_25d_strike":25.0,"call_25d_strike":40.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":17.5,"call_vanna":-4.0,"put_vanna":10.0,"net_vanna":6.0,"call_oi":67,"put_oi":310},{"strike":20.0,"call_vanna":-12.0,"put_vanna":68.0,"net_vanna":56.0,"call_oi":288,"put_oi":1430},{"strike":22.5,"call_vanna":0,"put_vanna":221.0,"net_vanna":221.0,"call_oi":0,"put_oi":3362},{"strike":25.0,"call_vanna":-23.0,"put_vanna":450.0,"net_vanna":426.0,"call_oi":349,"put_oi":6242},{"strike":30.0,"call_vanna":-119.0,"put_vanna":90.0,"net_vanna":-30.0,"call_oi":2868,"put_oi":2041},{"strike":35.0,"call_vanna":187.0,"put_vanna":-36.0,"net_vanna":151.0,"call_oi":5946,"put_oi":1321},{"strike":40.0,"call_vanna":136.0,"put_vanna":-40.0,"net_vanna":96.0,"call_oi":2258,"put_oi":549},{"strike":45.0,"call_vanna":56.0,"put_vanna":-5.0,"net_vanna":51.0,"call_oi":761,"put_oi":66},{"strike":50.0,"call_vanna":32.0,"put_vanna":0,"net_vanna":32.0,"call_oi":561,"put_oi":0},{"strike":55.0,"call_vanna":60.0,"put_vanna":0,"net_vanna":60.0,"call_oi":1162,"put_oi":0},{"strike":60.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":402,"put_oi":0},{"strike":65.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":163,"put_oi":0},{"strike":70.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":116,"put_oi":0},{"strike":75.0,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":456,"put_oi":0}],"net_vanna":1119.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":17.5,"call_charm":0,"put_charm":13783.0,"net_charm":13783.0,"call_oi":0,"put_oi":198},{"strike":22.5,"call_charm":0,"put_charm":1750.0,"net_charm":1750.0,"call_oi":0,"put_oi":263},{"strike":25.0,"call_charm":-2203.0,"put_charm":425.0,"net_charm":-1778.0,"call_oi":52,"put_oi":497},{"strike":30.0,"call_charm":-80089.0,"put_charm":9054.0,"net_charm":-71035.0,"call_oi":1075,"put_oi":492},{"strike":35.0,"call_charm":-31076.0,"put_charm":0,"net_charm":-31076.0,"call_oi":3619,"put_oi":0},{"strike":40.0,"call_charm":-23821.0,"put_charm":0,"net_charm":-23821.0,"call_oi":200,"put_oi":0}],"net_charm":-112178.0,"weekend_delta_shift":-336533.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":124207.0,"put_delta":-16399.0,"net_delta":107808.0,"call_oi":4218,"put_oi":1225,"total_oi":5443,"total_volume":125,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":27137.0,"put_delta":-6478.0,"net_delta":20658.0,"call_oi":794,"put_oi":296,"total_oi":1090,"total_volume":64,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":319017.0,"put_delta":-304596.0,"net_delta":14421.0,"call_oi":9610,"put_oi":13304,"total_oi":22914,"total_volume":138,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":49631.0,"put_delta":-14879.0,"net_delta":34752.0,"call_oi":911,"put_oi":661,"total_oi":1572,"total_volume":46,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":990.0,"put_delta":-163.0,"net_delta":827.0,"call_oi":15,"put_oi":8,"total_oi":23,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":6397.0,"put_delta":-218.0,"net_delta":6179.0,"call_oi":94,"put_oi":19,"total_oi":113,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":30.0,"straddle_price":2.6,"straddle_pct":8.26,"implied_move":8.26,"avg_iv":49.3},{"expiration":"11/20/2026","dte":49,"strike":30.0,"straddle_price":4.55,"straddle_pct":14.45,"implied_move":14.45,"avg_iv":49.1},{"expiration":"12/18/2026","dte":77,"strike":30.0,"straddle_price":7.12,"straddle_pct":22.63,"implied_move":22.63,"avg_iv":62.9},{"expiration":"03/19/2027","dte":168,"strike":30.0,"straddle_price":10.15,"straddle_pct":32.23,"implied_move":32.23,"avg_iv":61.4}],"volume_profile":{"profile":[{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":69,"total_oi":98,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":75,"put_oi":349,"total_oi":424,"bias":"neutral"},{"strike":20.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":323,"put_oi":1438,"total_oi":1761,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":53,"total_volume":53,"call_oi":267,"put_oi":3399,"total_oi":3666,"bias":"bearish"},{"strike":25.0,"call_volume":3,"put_volume":84,"total_volume":87,"call_oi":406,"put_oi":6244,"total_oi":6650,"bias":"bearish"},{"strike":30.0,"call_volume":17,"put_volume":23,"total_volume":40,"call_oi":2870,"put_oi":2043,"total_oi":4913,"bias":"neutral"},{"strike":35.0,"call_volume":85,"put_volume":12,"total_volume":97,"call_oi":5953,"put_oi":1339,"total_oi":7292,"bias":"bullish"},{"strike":40.0,"call_volume":83,"put_volume":0,"total_volume":83,"call_oi":2265,"put_oi":555,"total_oi":2820,"bias":"bullish"},{"strike":45.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":814,"put_oi":66,"total_oi":880,"bias":"bullish"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":561,"put_oi":10,"total_oi":571,"bias":"neutral"},{"strike":55.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":1162,"put_oi":1,"total_oi":1163,"bias":"bullish"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":402,"put_oi":0,"total_oi":402,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":163,"put_oi":0,"total_oi":163,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":116,"put_oi":0,"total_oi":116,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":456,"put_oi":0,"total_oi":456,"bias":"neutral"}],"underlying_price":31.489999771118164,"peak_call_strike":35.0,"peak_put_strike":25.0,"total_call_volume":201,"total_put_volume":172,"volume_pc_ratio":0.856},"iv_contours":{"x":[0.71,0.79,0.95,1.11,1.27],"y":[14,49,77,168],"z":[[129.91,70.44,49.25,55.41,216.97],[69.92,56.4,49.12,49.6,51.17],[65.78,63.8,62.91,60.67,61.31],[62.43,61.78,61.39,61.66,61.37]],"levels":[49.1,65.9,82.7,99.5,116.3,133.0,149.8,166.6,183.4,200.2,217.0],"min_iv":49.1,"max_iv":217.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":113.84},{"date":"2026-09-15","iv":99.64},{"date":"2026-09-16","iv":105.17},{"date":"2026-09-17","iv":77.96},{"date":"2026-09-18","iv":68.82},{"date":"2026-09-21","iv":68.86},{"date":"2026-09-22","iv":60.5},{"date":"2026-09-23","iv":75.4},{"date":"2026-09-24","iv":74.1},{"date":"2026-09-25","iv":70.2},{"date":"2026-09-28","iv":69.5},{"date":"2026-09-29","iv":72.6},{"date":"2026-09-30","iv":77.5},{"date":"2026-10-01","iv":78.3},{"date":"2026-10-02","iv":82.2}]}}