{"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":"PS","summary":{"name":"PS","price":52.76,"total_oi":15421,"call_oi":5930,"put_oi":9491,"pc_ratio":1.601,"net_gex":183494.43,"avg_iv":67.2,"iv_rank":15.0,"iv_52w_high":98.85,"iv_52w_low":61.6,"gamma_flip":44.22,"max_pain":45.0},"features":{"symbol":"PS","price":52.76,"total_oi":15421,"analysis_coverage":1.0,"avg_iv_pct":67.2,"iv_rank":15.0,"iv_52w_high_pct":98.85,"iv_52w_low_pct":61.6,"front_dte":14,"front_atm_iv_pct":91.0403,"back_atm_iv_pct":72.8718,"term_premium_pp":18.1685,"expected_move_front_pct":17.83,"straddle_front_pct":21.61,"straddle_30d_pct":21.61,"risk_reversal_front_pp":23.05,"risk_reversal_30d_pp":23.05,"butterfly_front_pp":-4.14,"butterfly_30d_pp":-4.14,"put_call_oi_ratio":1.601,"put_call_oi_front_ratio":1.814,"put_call_volume_front_ratio":0.889,"option_volume":163,"volume_oi_ratio":0.01057,"net_delta_normalized":0.188502,"dealer_delta_normalized":-0.182903,"gex_per_100k_oi":1189899.682251,"vanna_per_100k_oi":1536.865314,"charm_per_100k_oi":-340827.443097,"weekend_delta_shift_per_100k_oi":-1022482.329291,"iv_surface_range_pp":115.2,"gamma_flip_distance_pct":-16.186505,"max_pain_distance_pct":-14.708112,"peak_call_distance_pct":32.67627,"peak_put_distance_pct":-14.708112},"analyses":{"gamma_walls":[{"strike":17.5,"call_gex":0.0,"put_gex":-171.65,"net_gex":-171.65,"call_oi":0,"put_oi":34},{"strike":20.0,"call_gex":0.0,"put_gex":-486.28,"net_gex":-486.28,"call_oi":0,"put_oi":76},{"strike":22.5,"call_gex":0.0,"put_gex":-4536.75,"net_gex":-4536.75,"call_oi":23,"put_oi":906},{"strike":25.0,"call_gex":0.0,"put_gex":-14052.26,"net_gex":-14052.26,"call_oi":41,"put_oi":1854},{"strike":30.0,"call_gex":0.0,"put_gex":-32831.6,"net_gex":-32831.6,"call_oi":117,"put_oi":2476},{"strike":35.0,"call_gex":0.0,"put_gex":-19349.79,"net_gex":-19349.79,"call_oi":57,"put_oi":902},{"strike":40.0,"call_gex":0.0,"put_gex":-78992.78,"net_gex":-78992.78,"call_oi":213,"put_oi":2066},{"strike":45.0,"call_gex":218238.95,"put_gex":-40100.41,"net_gex":178138.54,"call_oi":3328,"put_oi":702},{"strike":50.0,"call_gex":23413.95,"put_gex":-30092.02,"net_gex":-6678.07,"call_oi":212,"put_oi":341},{"strike":55.0,"call_gex":83383.3,"put_gex":-5951.9,"net_gex":77431.4,"call_oi":627,"put_oi":89},{"strike":60.0,"call_gex":43958.57,"put_gex":-2063.91,"net_gex":41894.66,"call_oi":499,"put_oi":35},{"strike":65.0,"call_gex":27759.47,"put_gex":-116.88,"net_gex":27642.59,"call_oi":428,"put_oi":2},{"strike":70.0,"call_gex":8531.81,"put_gex":-45.79,"net_gex":8486.03,"call_oi":167,"put_oi":1},{"strike":75.0,"call_gex":1096.01,"put_gex":-167.22,"net_gex":928.78,"call_oi":25,"put_oi":5},{"strike":80.0,"call_gex":5170.38,"put_gex":-73.03,"net_gex":5097.35,"call_oi":165,"put_oi":2},{"strike":85.0,"call_gex":974.27,"put_gex":0.0,"net_gex":974.27,"call_oi":28,"put_oi":0}],"pain_by_strike":[{"strike":17.5,"call_value":0,"put_value":147617.5,"total_value":147617.5},{"strike":20.0,"call_value":0.0,"put_value":123975.0,"total_value":123975.0},{"strike":22.5,"call_value":0.0,"put_value":100522.5,"total_value":100522.5},{"strike":25.0,"call_value":57.5,"put_value":79335.0,"total_value":79392.5},{"strike":30.0,"call_value":377.5,"put_value":46230.0,"total_value":46607.5},{"strike":35.0,"call_value":1282.5,"put_value":25505.0,"total_value":26787.5},{"strike":40.0,"call_value":2472.5,"put_value":9290.0,"total_value":11762.5},{"strike":45.0,"call_value":4727.5,"put_value":3405.0,"total_value":8132.5},{"strike":50.0,"call_value":23622.5,"put_value":1030.0,"total_value":24652.5},{"strike":55.0,"call_value":43577.5,"put_value":360.0,"total_value":43937.5},{"strike":60.0,"call_value":66667.5,"put_value":135.0,"total_value":66802.5},{"strike":65.0,"call_value":92252.5,"put_value":85.0,"total_value":92337.5},{"strike":70.0,"call_value":119977.5,"put_value":45.0,"total_value":120022.5},{"strike":75.0,"call_value":148537.5,"put_value":10.0,"total_value":148547.5},{"strike":80.0,"call_value":177222.5,"put_value":0.0,"total_value":177222.5},{"strike":85.0,"call_value":206732.5,"put_value":0,"total_value":206732.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":154.0,"strike":34.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":114.9,"strike":31.11},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":98.1,"strike":31.11},{"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":74.0,"strike":50.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":74.6,"strike":50.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":63.4,"strike":50.0},{"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":91.0,"strike":55.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":72.9,"strike":55.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":47.1,"strike":55.0},{"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":100.8,"strike":64.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":92.0,"strike":71.36},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":58.9,"strike":70.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":757},{"expiration":"11/20/2026","dte":49,"iv":0.7823,"contract_count":4,"total_oi":359},{"expiration":"01/15/2027","dte":105,"iv":0.3926,"contract_count":3,"total_oi":34},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":2,"total_oi":27},{"expiration":"05/21/2027","dte":231,"iv":0.4003,"contract_count":4,"total_oi":12},{"expiration":"01/21/2028","dte":476,"iv":0.0369,"contract_count":3,"total_oi":80}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":17.83,"expected_move_2std":35.65,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":26.7,"expected_move_2std":53.4,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":25.24,"expected_move_2std":50.48,"contract_count":1},{"expiration":"02/19/2027","dte":140,"expected_move_1std":28.36,"expected_move_2std":56.72,"contract_count":1},{"expiration":"05/21/2027","dte":231,"expected_move_1std":47.96,"expected_move_2std":95.92,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":34.33,"expected_move_2std":68.67,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":916,"put_oi":1662,"total_oi":2578,"pc_ratio":1.814,"pc_ratio_volume":0.889,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":4217,"put_oi":6833,"total_oi":11050,"pc_ratio":1.62,"pc_ratio_volume":1.096,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":367,"put_oi":570,"total_oi":937,"pc_ratio":1.553,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":56,"put_oi":77,"total_oi":133,"pc_ratio":1.375,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":15,"put_oi":55,"total_oi":70,"pc_ratio":3.667,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":359,"put_oi":294,"total_oi":653,"pc_ratio":0.819,"pc_ratio_volume":0.667,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-116.0,"dealer_delta":116.0,"call_oi":0,"put_oi":34},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-298.0,"dealer_delta":298.0,"call_oi":0,"put_oi":76},{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-2015.0,"dealer_delta":2015.0,"call_oi":0,"put_oi":906},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-5506.0,"dealer_delta":5506.0,"call_oi":0,"put_oi":1854},{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-12121.0,"dealer_delta":12121.0,"call_oi":0,"put_oi":2476},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-6310.0,"dealer_delta":6310.0,"call_oi":0,"put_oi":902},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-29745.0,"dealer_delta":29745.0,"call_oi":0,"put_oi":2066},{"strike":45.0,"call_delta_oi":302126.0,"put_delta_oi":-15852.0,"dealer_delta":-286274.0,"call_oi":3321,"put_oi":702},{"strike":50.0,"call_delta_oi":14466.0,"put_delta_oi":-11882.0,"dealer_delta":-2584.0,"call_oi":212,"put_oi":341},{"strike":55.0,"call_delta_oi":27285.0,"put_delta_oi":-4291.0,"dealer_delta":-22993.0,"call_oi":627,"put_oi":89},{"strike":60.0,"call_delta_oi":14840.0,"put_delta_oi":-1913.0,"dealer_delta":-12927.0,"call_oi":499,"put_oi":35},{"strike":65.0,"call_delta_oi":7579.0,"put_delta_oi":-138.0,"dealer_delta":-7441.0,"call_oi":428,"put_oi":2},{"strike":70.0,"call_delta_oi":3668.0,"put_delta_oi":-68.0,"dealer_delta":-3600.0,"call_oi":167,"put_oi":1},{"strike":75.0,"call_delta_oi":557.0,"put_delta_oi":-303.0,"dealer_delta":-254.0,"call_oi":25,"put_oi":5},{"strike":80.0,"call_delta_oi":1551.0,"put_delta_oi":-148.0,"dealer_delta":-1403.0,"call_oi":165,"put_oi":2},{"strike":85.0,"call_delta_oi":690.0,"put_delta_oi":0,"dealer_delta":-690.0,"call_oi":28,"put_oi":0}],"net_dealer_delta":-282055.0,"total_call_delta":372761.0,"total_put_delta":-90706.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":52.7599983215332,"strikes":[{"strike":22.5,"moneyness":0.4265,"type":"put","iv":1.3033,"delta":-0.0559,"oi":113},{"strike":30.0,"moneyness":0.5686,"type":"put","iv":0.7988,"delta":-0.0587,"oi":180},{"strike":35.0,"moneyness":0.6634,"type":"put","iv":0.7666,"delta":-0.108,"oi":105},{"strike":70.0,"moneyness":1.3268,"type":"call","iv":0.6244,"delta":0.2594,"oi":102}]},{"expiration":"01/21/2028","underlying_price":52.7599983215332,"strikes":[{"strike":30.0,"moneyness":0.5686,"type":"put","iv":0.6581,"delta":-0.1149,"oi":118}]},{"expiration":"10/16/2026","underlying_price":52.7599983215332,"strikes":[{"strike":30.0,"moneyness":0.5686,"type":"put","iv":1.8459,"delta":-0.036,"oi":397},{"strike":35.0,"moneyness":0.6634,"type":"put","iv":1.485,"delta":-0.0537,"oi":404},{"strike":40.0,"moneyness":0.7582,"type":"put","iv":1.4712,"delta":-0.1268,"oi":515},{"strike":45.0,"moneyness":0.8529,"type":"put","iv":0.8396,"delta":-0.1372,"oi":123},{"strike":50.0,"moneyness":0.9477,"type":"put","iv":0.8963,"delta":-0.3405,"oi":196},{"strike":55.0,"moneyness":1.0425,"type":"call","iv":0.7488,"delta":0.4157,"oi":483},{"strike":60.0,"moneyness":1.1372,"type":"call","iv":0.6657,"delta":0.1714,"oi":167},{"strike":65.0,"moneyness":1.232,"type":"call","iv":0.8178,"delta":0.103,"oi":181}]},{"expiration":"11/20/2026","underlying_price":52.7599983215332,"strikes":[{"strike":22.5,"moneyness":0.4265,"type":"put","iv":1.186,"delta":-0.0136,"oi":742},{"strike":25.0,"moneyness":0.4738,"type":"put","iv":1.2098,"delta":-0.0265,"oi":1725},{"strike":30.0,"moneyness":0.5686,"type":"put","iv":1.0556,"delta":-0.0464,"oi":1768},{"strike":35.0,"moneyness":0.6634,"type":"put","iv":0.8351,"delta":-0.0636,"oi":316},{"strike":40.0,"moneyness":0.7582,"type":"put","iv":0.875,"delta":-0.1471,"oi":1463},{"strike":45.0,"moneyness":0.8529,"type":"call","iv":0.3524,"delta":0.9119,"oi":3198},{"strike":45.0,"moneyness":0.8529,"type":"put","iv":0.8308,"delta":-0.2428,"oi":542},{"strike":50.0,"moneyness":0.9477,"type":"put","iv":0.9721,"delta":-0.3652,"oi":127},{"strike":60.0,"moneyness":1.1372,"type":"call","iv":0.6366,"delta":0.3382,"oi":238},{"strike":65.0,"moneyness":1.232,"type":"call","iv":0.641,"delta":0.2244,"oi":230},{"strike":80.0,"moneyness":1.5163,"type":"call","iv":0.7739,"delta":0.0929,"oi":163}]}],"greeks_heatmap":{"data":[{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1268,"call_gamma":0,"put_gamma":0.014196,"call_theta":0,"put_theta":-0.1163,"call_vega":0,"put_vega":0.0207,"call_oi":0,"put_oi":515},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1372,"call_gamma":0,"put_gamma":0.026265,"call_theta":0,"put_theta":-0.0697,"call_vega":0,"put_vega":0.0219,"call_oi":0,"put_oi":123},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7111,"put_delta":-0.3405,"call_gamma":0.058802,"put_gamma":0.041081,"call_theta":-0.0803,"put_theta":-0.1235,"call_vega":0.034,"put_vega":0.0365,"call_oi":72,"put_oi":196},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4157,"put_delta":0,"call_gamma":0.052312,"put_gamma":0,"call_theta":-0.1141,"put_theta":0,"call_vega":0.0388,"put_vega":0,"call_oi":483,"put_oi":0},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1714,"put_delta":0,"call_gamma":0.038377,"put_gamma":0,"call_theta":-0.0658,"put_theta":0,"call_vega":0.0253,"put_vega":0,"call_oi":167,"put_oi":0},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.103,"put_delta":0,"call_gamma":0.022016,"put_gamma":0,"call_theta":-0.0567,"put_theta":0,"call_vega":0.0178,"put_vega":0,"call_oi":181,"put_oi":0},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1471,"call_gamma":0,"put_gamma":0.013748,"call_theta":0,"put_theta":-0.0391,"call_vega":0,"put_vega":0.044,"call_oi":133,"put_oi":1463},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0.9119,"put_delta":-0.2428,"call_gamma":0.023706,"put_gamma":0.019681,"call_theta":-0.0159,"put_theta":-0.05,"call_vega":0.0306,"put_vega":0.0599,"call_oi":3198,"put_oi":542},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6588,"put_delta":-0.3652,"call_gamma":0.036945,"put_gamma":0.020214,"call_theta":-0.0414,"put_theta":-0.0699,"call_vega":0.0702,"put_vega":0.0719,"call_oi":54,"put_oi":127},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4699,"put_delta":-0.4793,"call_gamma":0.037097,"put_gamma":0.023215,"call_theta":-0.0469,"put_theta":-0.0674,"call_vega":0.0761,"put_vega":0.0762,"call_oi":96,"put_oi":82},{"strike":60.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3382,"put_delta":0,"call_gamma":0.030021,"put_gamma":0,"call_theta":-0.0482,"put_theta":0,"call_vega":0.07,"put_vega":0,"call_oi":238,"put_oi":0},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2244,"put_delta":0,"call_gamma":0.02442,"put_gamma":0,"call_theta":-0.0395,"put_theta":0,"call_vega":0.0573,"put_vega":0,"call_oi":230,"put_oi":0}],"strikes":[40.0,45.0,50.0,55.0,60.0,65.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":23.05,"put_25d_iv":89.63,"call_25d_iv":66.57,"put_25d_strike":50.0,"call_25d_strike":60.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":18.98,"put_25d_iv":83.08,"call_25d_iv":64.1,"put_25d_strike":45.0,"call_25d_strike":65.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":14.22,"put_25d_iv":76.66,"call_25d_iv":62.44,"put_25d_strike":35.0,"call_25d_strike":70.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":46.82,"put_25d_iv":65.81,"call_25d_iv":18.99,"put_25d_strike":30.0,"call_25d_strike":45.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":20.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":57},{"strike":22.5,"call_vanna":0,"put_vanna":22.0,"net_vanna":22.0,"call_oi":0,"put_oi":906},{"strike":25.0,"call_vanna":0,"put_vanna":49.0,"net_vanna":49.0,"call_oi":0,"put_oi":1847},{"strike":30.0,"call_vanna":0,"put_vanna":92.0,"net_vanna":92.0,"call_oi":0,"put_oi":2463},{"strike":35.0,"call_vanna":0,"put_vanna":33.0,"net_vanna":33.0,"call_oi":0,"put_oi":880},{"strike":40.0,"call_vanna":0,"put_vanna":101.0,"net_vanna":101.0,"call_oi":0,"put_oi":1978},{"strike":45.0,"call_vanna":-166.0,"put_vanna":35.0,"net_vanna":-131.0,"call_oi":3272,"put_oi":665},{"strike":50.0,"call_vanna":-4.0,"put_vanna":9.0,"net_vanna":5.0,"call_oi":126,"put_oi":323},{"strike":55.0,"call_vanna":7.0,"put_vanna":0.0,"net_vanna":7.0,"call_oi":579,"put_oi":82},{"strike":60.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":488,"put_oi":0},{"strike":65.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":411,"put_oi":0},{"strike":70.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":156,"put_oi":0},{"strike":80.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":163,"put_oi":0}],"net_vanna":237.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":20.0,"call_charm":0,"put_charm":48.0,"net_charm":48.0,"call_oi":0,"put_oi":57},{"strike":22.5,"call_charm":0,"put_charm":61.0,"net_charm":61.0,"call_oi":0,"put_oi":742},{"strike":25.0,"call_charm":0,"put_charm":498.0,"net_charm":498.0,"call_oi":0,"put_oi":1725},{"strike":30.0,"call_charm":0,"put_charm":3302.0,"net_charm":3302.0,"call_oi":0,"put_oi":2165},{"strike":35.0,"call_charm":0,"put_charm":3795.0,"net_charm":3795.0,"call_oi":0,"put_oi":720},{"strike":40.0,"call_charm":0,"put_charm":26061.0,"net_charm":26061.0,"call_oi":0,"put_oi":1978},{"strike":45.0,"call_charm":-34456.0,"put_charm":7969.0,"net_charm":-26487.0,"call_oi":3198,"put_oi":665},{"strike":50.0,"call_charm":-11811.0,"put_charm":23899.0,"net_charm":12088.0,"call_oi":126,"put_oi":323},{"strike":55.0,"call_charm":-61329.0,"put_charm":1972.0,"net_charm":-59357.0,"call_oi":579,"put_oi":82},{"strike":60.0,"call_charm":-7803.0,"put_charm":0,"net_charm":-7803.0,"call_oi":405,"put_oi":0},{"strike":65.0,"call_charm":-4274.0,"put_charm":0,"net_charm":-4274.0,"call_oi":411,"put_oi":0},{"strike":70.0,"call_charm":-194.0,"put_charm":0,"net_charm":-194.0,"call_oi":54,"put_oi":0},{"strike":80.0,"call_charm":-295.0,"put_charm":0,"net_charm":-295.0,"call_oi":163,"put_oi":0}],"net_charm":-52559.0,"weekend_delta_shift":-157677.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":29968.0,"put_delta":-20183.0,"net_delta":9785.0,"call_oi":908,"put_oi":1662,"total_oi":2570,"total_volume":34,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":315317.0,"put_delta":-59877.0,"net_delta":255439.0,"call_oi":4039,"put_oi":6833,"total_oi":10872,"total_volume":108,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":11420.0,"put_delta":-5090.0,"net_delta":6331.0,"call_oi":275,"put_oi":570,"total_oi":845,"total_volume":5,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":2998.0,"put_delta":-801.0,"net_delta":2197.0,"call_oi":48,"put_oi":77,"total_oi":125,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":682.0,"put_delta":-1185.0,"net_delta":-503.0,"call_oi":15,"put_oi":55,"total_oi":70,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":12376.0,"put_delta":-3570.0,"net_delta":8806.0,"call_oi":187,"put_oi":294,"total_oi":481,"total_volume":15,"bias":"neutral"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":55.0,"straddle_price":11.4,"straddle_pct":21.61,"implied_move":21.61,"avg_iv":72.9}],"volume_profile":{"profile":[{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":34,"total_oi":34,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":76,"total_oi":76,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":906,"total_oi":929,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":41,"put_oi":1854,"total_oi":1895,"bias":"bearish"},{"strike":30.0,"call_volume":1,"put_volume":2,"total_volume":3,"call_oi":117,"put_oi":2476,"total_oi":2593,"bias":"bearish"},{"strike":35.0,"call_volume":0,"put_volume":8,"total_volume":8,"call_oi":57,"put_oi":902,"total_oi":959,"bias":"bearish"},{"strike":40.0,"call_volume":0,"put_volume":11,"total_volume":11,"call_oi":213,"put_oi":2066,"total_oi":2279,"bias":"bearish"},{"strike":45.0,"call_volume":11,"put_volume":19,"total_volume":30,"call_oi":3328,"put_oi":702,"total_oi":4030,"bias":"bearish"},{"strike":50.0,"call_volume":7,"put_volume":15,"total_volume":22,"call_oi":212,"put_oi":341,"total_oi":553,"bias":"bearish"},{"strike":55.0,"call_volume":8,"put_volume":15,"total_volume":23,"call_oi":627,"put_oi":89,"total_oi":716,"bias":"bearish"},{"strike":60.0,"call_volume":21,"put_volume":2,"total_volume":23,"call_oi":499,"put_oi":35,"total_oi":534,"bias":"bullish"},{"strike":65.0,"call_volume":10,"put_volume":1,"total_volume":11,"call_oi":428,"put_oi":2,"total_oi":430,"bias":"bullish"},{"strike":70.0,"call_volume":22,"put_volume":0,"total_volume":22,"call_oi":167,"put_oi":1,"total_oi":168,"bias":"bullish"},{"strike":75.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":25,"put_oi":5,"total_oi":30,"bias":"bullish"},{"strike":80.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":165,"put_oi":2,"total_oi":167,"bias":"bullish"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"}],"underlying_price":52.7599983215332,"peak_call_strike":70.0,"peak_put_strike":45.0,"total_call_volume":84,"total_put_volume":79,"volume_pc_ratio":0.94},"iv_contours":{"x":[0.76,0.85,0.95,1.04,1.14,1.23],"y":[14,49,105,140],"z":[[147.12,83.96,74.0,74.88,91.5,81.78],[87.5,59.16,74.55,72.88,63.66,64.1],[71.37,59.84,42.15,null,56.77,53.41],[null,31.87,38.43,null,null,null]],"levels":[31.9,43.4,54.9,66.4,78.0,89.5,101.0,112.5,124.1,135.6,147.1],"min_iv":31.9,"max_iv":147.1},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":55.0,"atm_iv":56.05,"otm_strike":55.0,"otm_iv":56.05,"itm_strike":50.0,"itm_iv":51.9,"iv_butterfly":-4.14,"price_butterfly":2.1,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":83.33},{"date":"2026-09-15","iv":85.65},{"date":"2026-09-16","iv":98.85},{"date":"2026-09-17","iv":77.38},{"date":"2026-09-18","iv":82.53},{"date":"2026-09-21","iv":79.74},{"date":"2026-09-22","iv":61.6},{"date":"2026-09-23","iv":77.9},{"date":"2026-09-24","iv":68.0},{"date":"2026-09-25","iv":83.3},{"date":"2026-09-28","iv":72.5},{"date":"2026-09-29","iv":72.8},{"date":"2026-09-30","iv":74.9},{"date":"2026-10-01","iv":73.8},{"date":"2026-10-02","iv":67.2}]}}