{"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":"PTF","summary":{"name":"PTF","price":112.26,"total_oi":1246,"call_oi":778,"put_oi":468,"pc_ratio":0.602,"net_gex":108613.22,"avg_iv":62.0,"iv_rank":10.0,"iv_52w_high":109.55,"iv_52w_low":56.7,"gamma_flip":99.66,"max_pain":100.0},"features":{"symbol":"PTF","price":112.26,"total_oi":1246,"analysis_coverage":0.8889,"avg_iv_pct":62.0,"iv_rank":10.0,"iv_52w_high_pct":109.55,"iv_52w_low_pct":56.7,"front_dte":14,"front_atm_iv_pct":44.2692,"back_atm_iv_pct":50.4098,"term_premium_pp":-6.1406,"expected_move_front_pct":8.67,"straddle_front_pct":18.35,"straddle_30d_pct":18.35,"risk_reversal_front_pp":28.19,"risk_reversal_30d_pp":28.19,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.602,"put_call_oi_front_ratio":0.556,"put_call_volume_front_ratio":0.0,"option_volume":63,"volume_oi_ratio":0.050562,"net_delta_normalized":0.277624,"dealer_delta_normalized":-0.277624,"gex_per_100k_oi":8716951.845907,"vanna_per_100k_oi":-160.513644,"charm_per_100k_oi":-981540.930979,"weekend_delta_shift_per_100k_oi":-2944542.536116,"iv_surface_range_pp":34.8,"gamma_flip_distance_pct":-11.223944,"max_pain_distance_pct":-10.921076,"peak_call_distance_pct":-10.921076,"peak_put_distance_pct":-51.006592},"analyses":{"gamma_walls":[{"strike":45.0,"call_gex":0.0,"put_gex":-139.81,"net_gex":-139.81,"call_oi":0,"put_oi":12},{"strike":50.0,"call_gex":17.31,"put_gex":-55.67,"net_gex":-38.35,"call_oi":1,"put_oi":5},{"strike":55.0,"call_gex":55.18,"put_gex":-119.53,"net_gex":-64.35,"call_oi":4,"put_oi":7},{"strike":60.0,"call_gex":18.07,"put_gex":-515.09,"net_gex":-497.02,"call_oi":1,"put_oi":20},{"strike":65.0,"call_gex":60.1,"put_gex":-813.29,"net_gex":-753.19,"call_oi":2,"put_oi":24},{"strike":70.0,"call_gex":534.88,"put_gex":-2676.67,"net_gex":-2141.79,"call_oi":13,"put_oi":72},{"strike":75.0,"call_gex":254.4,"put_gex":-891.58,"net_gex":-637.19,"call_oi":5,"put_oi":18},{"strike":80.0,"call_gex":253.16,"put_gex":-1810.14,"net_gex":-1556.98,"call_oi":4,"put_oi":35},{"strike":85.0,"call_gex":81.16,"put_gex":-2367.38,"net_gex":-2286.23,"call_oi":1,"put_oi":44},{"strike":90.0,"call_gex":270.52,"put_gex":-2563.9,"net_gex":-2293.38,"call_oi":3,"put_oi":30},{"strike":91.0,"call_gex":4785.53,"put_gex":-105.92,"net_gex":4679.61,"call_oi":45,"put_oi":1},{"strike":92.0,"call_gex":222.18,"put_gex":0.0,"net_gex":222.18,"call_oi":2,"put_oi":0},{"strike":94.0,"call_gex":4363.91,"put_gex":0.0,"net_gex":4363.91,"call_oi":38,"put_oi":0},{"strike":95.0,"call_gex":499.68,"put_gex":-3894.81,"net_gex":-3395.13,"call_oi":4,"put_oi":31},{"strike":96.0,"call_gex":0.0,"put_gex":-3500.57,"net_gex":-3500.57,"call_oi":0,"put_oi":27},{"strike":98.0,"call_gex":0.0,"put_gex":-171.0,"net_gex":-171.0,"call_oi":0,"put_oi":1},{"strike":99.0,"call_gex":251.15,"put_gex":-358.73,"net_gex":-107.59,"call_oi":2,"put_oi":2},{"strike":100.0,"call_gex":16092.33,"put_gex":-3450.51,"net_gex":12641.82,"call_oi":86,"put_oi":22},{"strike":102.0,"call_gex":9045.55,"put_gex":0.0,"net_gex":9045.55,"call_oi":57,"put_oi":0},{"strike":104.0,"call_gex":2862.96,"put_gex":0.0,"net_gex":2862.96,"call_oi":17,"put_oi":0},{"strike":105.0,"call_gex":8033.5,"put_gex":-2122.91,"net_gex":5910.59,"call_oi":44,"put_oi":6},{"strike":106.0,"call_gex":176.99,"put_gex":0.0,"net_gex":176.99,"call_oi":1,"put_oi":0},{"strike":107.0,"call_gex":181.42,"put_gex":0.0,"net_gex":181.42,"call_oi":1,"put_oi":0},{"strike":108.0,"call_gex":10547.49,"put_gex":-2379.22,"net_gex":8168.27,"call_oi":57,"put_oi":13},{"strike":109.0,"call_gex":7364.53,"put_gex":0.0,"net_gex":7364.53,"call_oi":32,"put_oi":0},{"strike":110.0,"call_gex":16283.18,"put_gex":-569.96,"net_gex":15713.22,"call_oi":80,"put_oi":3},{"strike":111.0,"call_gex":2577.74,"put_gex":0.0,"net_gex":2577.74,"call_oi":5,"put_oi":0},{"strike":112.0,"call_gex":3163.29,"put_gex":0.0,"net_gex":3163.29,"call_oi":6,"put_oi":0},{"strike":113.0,"call_gex":2732.54,"put_gex":0.0,"net_gex":2732.54,"call_oi":5,"put_oi":0},{"strike":114.0,"call_gex":2176.05,"put_gex":0.0,"net_gex":2176.05,"call_oi":4,"put_oi":0},{"strike":115.0,"call_gex":20813.22,"put_gex":-1207.52,"net_gex":19605.7,"call_oi":62,"put_oi":6},{"strike":116.0,"call_gex":0.0,"put_gex":-660.21,"net_gex":-660.21,"call_oi":0,"put_oi":2},{"strike":118.0,"call_gex":2432.27,"put_gex":0.0,"net_gex":2432.27,"call_oi":5,"put_oi":0},{"strike":119.0,"call_gex":2360.01,"put_gex":0.0,"net_gex":2360.01,"call_oi":10,"put_oi":0},{"strike":120.0,"call_gex":10314.3,"put_gex":-5110.88,"net_gex":5203.42,"call_oi":28,"put_oi":25},{"strike":125.0,"call_gex":12495.72,"put_gex":-2374.92,"net_gex":10120.79,"call_oi":61,"put_oi":12},{"strike":130.0,"call_gex":3055.26,"put_gex":-2912.93,"net_gex":142.33,"call_oi":16,"put_oi":16},{"strike":135.0,"call_gex":2475.24,"put_gex":0.0,"net_gex":2475.24,"call_oi":15,"put_oi":0},{"strike":140.0,"call_gex":2956.79,"put_gex":0.0,"net_gex":2956.79,"call_oi":21,"put_oi":0},{"strike":145.0,"call_gex":942.81,"put_gex":0.0,"net_gex":942.81,"call_oi":8,"put_oi":0},{"strike":150.0,"call_gex":663.19,"put_gex":-3587.2,"net_gex":-2924.02,"call_oi":7,"put_oi":34},{"strike":155.0,"call_gex":233.2,"put_gex":0.0,"net_gex":233.2,"call_oi":3,"put_oi":0},{"strike":160.0,"call_gex":925.46,"put_gex":0.0,"net_gex":925.46,"call_oi":15,"put_oi":0},{"strike":165.0,"call_gex":48.04,"put_gex":0.0,"net_gex":48.04,"call_oi":1,"put_oi":0},{"strike":180.0,"call_gex":68.06,"put_gex":0.0,"net_gex":68.06,"call_oi":1,"put_oi":0},{"strike":190.0,"call_gex":60.96,"put_gex":0.0,"net_gex":60.96,"call_oi":1,"put_oi":0},{"strike":195.0,"call_gex":58.03,"put_gex":0.0,"net_gex":58.03,"call_oi":1,"put_oi":0},{"strike":200.0,"call_gex":166.26,"put_gex":0.0,"net_gex":166.26,"call_oi":3,"put_oi":0}],"pain_by_strike":[{"strike":45.0,"call_value":0,"put_value":21595.0,"total_value":21595.0},{"strike":50.0,"call_value":0.0,"put_value":19315.0,"total_value":19315.0},{"strike":55.0,"call_value":5.0,"put_value":17060.0,"total_value":17065.0},{"strike":60.0,"call_value":30.0,"put_value":14840.0,"total_value":14870.0},{"strike":65.0,"call_value":60.0,"put_value":12720.0,"total_value":12780.0},{"strike":70.0,"call_value":100.0,"put_value":10720.0,"total_value":10820.0},{"strike":75.0,"call_value":205.0,"put_value":9080.0,"total_value":9285.0},{"strike":80.0,"call_value":335.0,"put_value":7530.0,"total_value":7865.0},{"strike":85.0,"call_value":485.0,"put_value":6155.0,"total_value":6640.0},{"strike":90.0,"call_value":640.0,"put_value":5000.0,"total_value":5640.0},{"strike":91.0,"call_value":674.0,"put_value":4799.0,"total_value":5473.0},{"strike":92.0,"call_value":753.0,"put_value":4599.0,"total_value":5352.0},{"strike":94.0,"call_value":915.0,"put_value":4199.0,"total_value":5114.0},{"strike":95.0,"call_value":1034.0,"put_value":3999.0,"total_value":5033.0},{"strike":96.0,"call_value":1157.0,"put_value":3830.0,"total_value":4987.0},{"strike":98.0,"call_value":1403.0,"put_value":3546.0,"total_value":4949.0},{"strike":99.0,"call_value":1526.0,"put_value":3405.0,"total_value":4931.0},{"strike":100.0,"call_value":1651.0,"put_value":3266.0,"total_value":4917.0},{"strike":102.0,"call_value":2073.0,"put_value":3032.0,"total_value":5105.0},{"strike":104.0,"call_value":2609.0,"put_value":2798.0,"total_value":5407.0},{"strike":105.0,"call_value":2894.0,"put_value":2681.0,"total_value":5575.0},{"strike":106.0,"call_value":3223.0,"put_value":2570.0,"total_value":5793.0},{"strike":107.0,"call_value":3553.0,"put_value":2459.0,"total_value":6012.0},{"strike":108.0,"call_value":3884.0,"put_value":2348.0,"total_value":6232.0},{"strike":109.0,"call_value":4272.0,"put_value":2250.0,"total_value":6522.0},{"strike":110.0,"call_value":4692.0,"put_value":2152.0,"total_value":6844.0},{"strike":111.0,"call_value":5192.0,"put_value":2057.0,"total_value":7249.0},{"strike":112.0,"call_value":5697.0,"put_value":1962.0,"total_value":7659.0},{"strike":113.0,"call_value":6208.0,"put_value":1867.0,"total_value":8075.0},{"strike":114.0,"call_value":6724.0,"put_value":1772.0,"total_value":8496.0},{"strike":115.0,"call_value":7244.0,"put_value":1677.0,"total_value":8921.0},{"strike":116.0,"call_value":7826.0,"put_value":1588.0,"total_value":9414.0},{"strike":118.0,"call_value":8990.0,"put_value":1414.0,"total_value":10404.0},{"strike":119.0,"call_value":9577.0,"put_value":1327.0,"total_value":10904.0},{"strike":120.0,"call_value":10174.0,"put_value":1240.0,"total_value":11414.0},{"strike":125.0,"call_value":13299.0,"put_value":930.0,"total_value":14229.0},{"strike":130.0,"call_value":16729.0,"put_value":680.0,"total_value":17409.0},{"strike":135.0,"call_value":20239.0,"put_value":510.0,"total_value":20749.0},{"strike":140.0,"call_value":23824.0,"put_value":340.0,"total_value":24164.0},{"strike":145.0,"call_value":27514.0,"put_value":170.0,"total_value":27684.0},{"strike":150.0,"call_value":31244.0,"put_value":0.0,"total_value":31244.0},{"strike":155.0,"call_value":35009.0,"put_value":0.0,"total_value":35009.0},{"strike":160.0,"call_value":38789.0,"put_value":0.0,"total_value":38789.0},{"strike":165.0,"call_value":42644.0,"put_value":0.0,"total_value":42644.0},{"strike":180.0,"call_value":54224.0,"put_value":0.0,"total_value":54224.0},{"strike":190.0,"call_value":61954.0,"put_value":0.0,"total_value":61954.0},{"strike":195.0,"call_value":65824.0,"put_value":0.0,"total_value":65824.0},{"strike":200.0,"call_value":69699.0,"put_value":0,"total_value":69699.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":109.4,"strike":84.8},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":70.1,"strike":76.42},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":54.5,"strike":99.67},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":55.8,"strike":99.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":54.0,"strike":100.25},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":46.5,"strike":106.33},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":50.6,"strike":109.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":50.9,"strike":106.71},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":44.2,"strike":112.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":50.2,"strike":110.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":49.0,"strike":112.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":41.3,"strike":118.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":46.3,"strike":119.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":46.9,"strike":120.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":39.2,"strike":125.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":44.5,"strike":125.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":45.9,"strike":125.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":72.1,"strike":130.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":44.2,"strike":130.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":57.0,"strike":158.93}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":12,"total_oi":93},{"expiration":"11/20/2026","dte":49,"iv":0.8448,"contract_count":3,"total_oi":21},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":14,"total_oi":311},{"expiration":"03/19/2027","dte":168,"iv":0.7674,"contract_count":4,"total_oi":44}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.67,"expected_move_2std":17.35,"contract_count":8},{"expiration":"11/20/2026","dte":49,"expected_move_1std":18.47,"expected_move_2std":36.93,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":22.85,"expected_move_2std":45.7,"contract_count":8},{"expiration":"03/19/2027","dte":168,"expected_move_1std":33.3,"expected_move_2std":66.6,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":162,"put_oi":90,"total_oi":252,"pc_ratio":0.556,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":27,"put_oi":1,"total_oi":28,"pc_ratio":0.037,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":514,"put_oi":313,"total_oi":827,"pc_ratio":0.609,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":75,"put_oi":64,"total_oi":139,"pc_ratio":0.853,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-30.0,"dealer_delta":30.0,"call_oi":0,"put_oi":12},{"strike":50.0,"call_delta_oi":96.0,"put_delta_oi":-9.0,"dealer_delta":-87.0,"call_oi":1,"put_oi":5},{"strike":55.0,"call_delta_oi":392.0,"put_delta_oi":-21.0,"dealer_delta":-371.0,"call_oi":4,"put_oi":7},{"strike":60.0,"call_delta_oi":98.0,"put_delta_oi":-107.0,"dealer_delta":9.0,"call_oi":1,"put_oi":20},{"strike":65.0,"call_delta_oi":189.0,"put_delta_oi":-171.0,"dealer_delta":-18.0,"call_oi":2,"put_oi":24},{"strike":70.0,"call_delta_oi":1189.0,"put_delta_oi":-400.0,"dealer_delta":-788.0,"call_oi":13,"put_oi":72},{"strike":75.0,"call_delta_oi":444.0,"put_delta_oi":-144.0,"dealer_delta":-301.0,"call_oi":5,"put_oi":18},{"strike":80.0,"call_delta_oi":362.0,"put_delta_oi":-253.0,"dealer_delta":-109.0,"call_oi":4,"put_oi":35},{"strike":85.0,"call_delta_oi":88.0,"put_delta_oi":-302.0,"dealer_delta":214.0,"call_oi":1,"put_oi":44},{"strike":90.0,"call_delta_oi":243.0,"put_delta_oi":-353.0,"dealer_delta":110.0,"call_oi":3,"put_oi":30},{"strike":91.0,"call_delta_oi":3730.0,"put_delta_oi":-17.0,"dealer_delta":-3713.0,"call_oi":45,"put_oi":1},{"strike":92.0,"call_delta_oi":164.0,"put_delta_oi":0,"dealer_delta":-164.0,"call_oi":2,"put_oi":0},{"strike":94.0,"call_delta_oi":3250.0,"put_delta_oi":0,"dealer_delta":-3250.0,"call_oi":38,"put_oi":0},{"strike":95.0,"call_delta_oi":316.0,"put_delta_oi":-547.0,"dealer_delta":230.0,"call_oi":4,"put_oi":31},{"strike":96.0,"call_delta_oi":0,"put_delta_oi":-551.0,"dealer_delta":551.0,"call_oi":0,"put_oi":27},{"strike":98.0,"call_delta_oi":0,"put_delta_oi":-9.0,"dealer_delta":9.0,"call_oi":0,"put_oi":1},{"strike":99.0,"call_delta_oi":147.0,"put_delta_oi":-33.0,"dealer_delta":-114.0,"call_oi":2,"put_oi":2},{"strike":100.0,"call_delta_oi":7174.0,"put_delta_oi":-475.0,"dealer_delta":-6699.0,"call_oi":86,"put_oi":22},{"strike":102.0,"call_delta_oi":4047.0,"put_delta_oi":0,"dealer_delta":-4047.0,"call_oi":57,"put_oi":0},{"strike":104.0,"call_delta_oi":1162.0,"put_delta_oi":0,"dealer_delta":-1162.0,"call_oi":17,"put_oi":0},{"strike":105.0,"call_delta_oi":2977.0,"put_delta_oi":-131.0,"dealer_delta":-2846.0,"call_oi":44,"put_oi":6},{"strike":106.0,"call_delta_oi":66.0,"put_delta_oi":0,"dealer_delta":-66.0,"call_oi":1,"put_oi":0},{"strike":107.0,"call_delta_oi":64.0,"put_delta_oi":0,"dealer_delta":-64.0,"call_oi":1,"put_oi":0},{"strike":108.0,"call_delta_oi":3569.0,"put_delta_oi":-486.0,"dealer_delta":-3083.0,"call_oi":57,"put_oi":13},{"strike":109.0,"call_delta_oi":1970.0,"put_delta_oi":0,"dealer_delta":-1970.0,"call_oi":32,"put_oi":0},{"strike":110.0,"call_delta_oi":4855.0,"put_delta_oi":-121.0,"dealer_delta":-4734.0,"call_oi":80,"put_oi":3},{"strike":111.0,"call_delta_oi":288.0,"put_delta_oi":0,"dealer_delta":-288.0,"call_oi":5,"put_oi":0},{"strike":112.0,"call_delta_oi":321.0,"put_delta_oi":0,"dealer_delta":-321.0,"call_oi":6,"put_oi":0},{"strike":113.0,"call_delta_oi":246.0,"put_delta_oi":0,"dealer_delta":-246.0,"call_oi":5,"put_oi":0},{"strike":114.0,"call_delta_oi":179.0,"put_delta_oi":0,"dealer_delta":-179.0,"call_oi":4,"put_oi":0},{"strike":115.0,"call_delta_oi":2930.0,"put_delta_oi":-290.0,"dealer_delta":-2640.0,"call_oi":62,"put_oi":6},{"strike":116.0,"call_delta_oi":0,"put_delta_oi":-109.0,"dealer_delta":109.0,"call_oi":0,"put_oi":2},{"strike":118.0,"call_delta_oi":140.0,"put_delta_oi":0,"dealer_delta":-140.0,"call_oi":5,"put_oi":0},{"strike":119.0,"call_delta_oi":430.0,"put_delta_oi":0,"dealer_delta":-430.0,"call_oi":10,"put_oi":0},{"strike":120.0,"call_delta_oi":735.0,"put_delta_oi":-1408.0,"dealer_delta":673.0,"call_oi":28,"put_oi":25},{"strike":125.0,"call_delta_oi":2063.0,"put_delta_oi":-768.0,"dealer_delta":-1294.0,"call_oi":61,"put_oi":12},{"strike":130.0,"call_delta_oi":407.0,"put_delta_oi":-1131.0,"dealer_delta":724.0,"call_oi":16,"put_oi":16},{"strike":135.0,"call_delta_oi":332.0,"put_delta_oi":0,"dealer_delta":-332.0,"call_oi":15,"put_oi":0},{"strike":140.0,"call_delta_oi":370.0,"put_delta_oi":0,"dealer_delta":-370.0,"call_oi":21,"put_oi":0},{"strike":145.0,"call_delta_oi":115.0,"put_delta_oi":0,"dealer_delta":-115.0,"call_oi":8,"put_oi":0},{"strike":150.0,"call_delta_oi":66.0,"put_delta_oi":-2945.0,"dealer_delta":2879.0,"call_oi":7,"put_oi":34},{"strike":155.0,"call_delta_oi":22.0,"put_delta_oi":0,"dealer_delta":-22.0,"call_oi":3,"put_oi":0},{"strike":160.0,"call_delta_oi":83.0,"put_delta_oi":0,"dealer_delta":-83.0,"call_oi":15,"put_oi":0},{"strike":165.0,"call_delta_oi":4.0,"put_delta_oi":0,"dealer_delta":-4.0,"call_oi":1,"put_oi":0},{"strike":180.0,"call_delta_oi":14.0,"put_delta_oi":0,"dealer_delta":-14.0,"call_oi":1,"put_oi":0},{"strike":190.0,"call_delta_oi":13.0,"put_delta_oi":0,"dealer_delta":-13.0,"call_oi":1,"put_oi":0},{"strike":195.0,"call_delta_oi":13.0,"put_delta_oi":0,"dealer_delta":-13.0,"call_oi":1,"put_oi":0},{"strike":200.0,"call_delta_oi":38.0,"put_delta_oi":0,"dealer_delta":-38.0,"call_oi":3,"put_oi":0}],"net_dealer_delta":-34592.0,"total_call_delta":45401.0,"total_put_delta":-10810.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8881,"put_delta":0,"call_gamma":0.016879,"put_gamma":0,"call_theta":-0.0927,"put_theta":0,"call_vega":0.0403,"put_vega":0,"call_oi":57,"put_oi":0},{"strike":102.0,"dte":77,"expiration":"12/18/2026","call_delta":0.71,"put_delta":0,"call_gamma":0.012592,"put_gamma":0,"call_theta":-0.0685,"put_theta":0,"call_vega":0.1753,"put_vega":0,"call_oi":57,"put_oi":0},{"strike":108.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6262,"put_delta":0,"call_gamma":0.014683,"put_gamma":0,"call_theta":-0.071,"put_theta":0,"call_vega":0.1941,"put_vega":0,"call_oi":57,"put_oi":0},{"strike":125.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3547,"put_delta":0,"call_gamma":0.016005,"put_gamma":0,"call_theta":-0.061,"put_theta":0,"call_vega":0.1907,"put_vega":0,"call_oi":55,"put_oi":0}],"strikes":[100.0,102.0,108.0,125.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":28.19,"put_25d_iv":73.59,"call_25d_iv":45.39,"put_25d_strike":70.0,"call_25d_strike":125.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":70.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":70},{"strike":100.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":57,"put_oi":0},{"strike":102.0,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":57,"put_oi":0},{"strike":108.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":57,"put_oi":0},{"strike":125.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":55,"put_oi":0}],"net_vanna":-2.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":100.0,"call_charm":-12230.0,"put_charm":0,"net_charm":-12230.0,"call_oi":57,"put_oi":0}],"net_charm":-12230.0,"weekend_delta_shift":-36689.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":10059.0,"put_delta":-593.0,"net_delta":9466.0,"call_oi":162,"put_oi":90,"total_oi":252,"total_volume":50,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1271.0,"put_delta":-23.0,"net_delta":1248.0,"call_oi":27,"put_oi":1,"total_oi":28,"total_volume":5,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":28894.0,"put_delta":-9413.0,"net_delta":19481.0,"call_oi":514,"put_oi":313,"total_oi":827,"total_volume":2,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5178.0,"put_delta":-781.0,"net_delta":4397.0,"call_oi":75,"put_oi":64,"total_oi":139,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":108.0,"straddle_price":20.6,"straddle_pct":18.35,"implied_move":18.35,"avg_iv":50.7}],"volume_profile":{"profile":[{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":4,"put_oi":7,"total_oi":11,"bias":"bearish"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":20,"total_oi":21,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":24,"total_oi":26,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":72,"total_oi":85,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":18,"total_oi":23,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":35,"total_oi":39,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":44,"total_oi":45,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":30,"total_oi":33,"bias":"neutral"},{"strike":91.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":1,"total_oi":46,"bias":"neutral"},{"strike":92.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":94.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":0,"total_oi":38,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":31,"total_oi":35,"bias":"neutral"},{"strike":96.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":27,"total_oi":27,"bias":"neutral"},{"strike":98.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":99.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":2,"total_oi":4,"bias":"neutral"},{"strike":100.0,"call_volume":50,"put_volume":0,"total_volume":50,"call_oi":86,"put_oi":22,"total_oi":108,"bias":"bullish"},{"strike":102.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":57,"put_oi":0,"total_oi":57,"bias":"neutral"},{"strike":104.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":6,"total_oi":50,"bias":"neutral"},{"strike":106.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":107.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":108.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":57,"put_oi":13,"total_oi":70,"bias":"neutral"},{"strike":109.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":0,"total_oi":32,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":80,"put_oi":3,"total_oi":83,"bias":"neutral"},{"strike":111.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":112.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":113.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":114.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":115.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":62,"put_oi":6,"total_oi":68,"bias":"bullish"},{"strike":116.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":118.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":119.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":25,"total_oi":53,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":61,"put_oi":12,"total_oi":73,"bias":"neutral"},{"strike":130.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":16,"put_oi":16,"total_oi":32,"bias":"bullish"},{"strike":135.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"bullish"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":34,"total_oi":41,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":180.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":190.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":195.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":200.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"}],"underlying_price":112.26000213623047,"peak_call_strike":100.0,"peak_put_strike":55.0,"total_call_volume":61,"total_put_volume":2,"volume_pc_ratio":0.033},"iv_contours":{"x":[0.71,0.76,0.8,0.81,0.84,0.85,0.89,0.91,0.93,0.94,0.96,0.97,0.98,1.02,1.07,1.11,1.16,1.2,1.25],"y":[14,49,77,168],"z":[[null,75.02,66.99,null,60.7,null,53.23,null,null,null,null,null,45.64,42.59,40.17,null,null,null,null],[null,null,null,null,null,null,null,null,null,null,null,50.63,null,null,null,null,null,null,null],[66.16,null,59.78,58.78,56.89,55.75,53.88,53.06,51.98,51.35,50.65,49.98,49.52,47.63,47.4,45.95,45.63,44.29,44.04],[null,null,null,null,null,null,null,null,null,null,null,null,49.07,null,null,null,null,null,null]],"levels":[40.2,43.7,47.1,50.6,54.1,57.6,61.1,64.6,68.0,71.5,75.0],"min_iv":40.2,"max_iv":75.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":88.94},{"date":"2026-09-15","iv":95.47},{"date":"2026-09-16","iv":109.55},{"date":"2026-09-17","iv":84.18},{"date":"2026-09-18","iv":70.15},{"date":"2026-09-21","iv":56.82},{"date":"2026-09-22","iv":57.7},{"date":"2026-09-23","iv":56.7},{"date":"2026-09-24","iv":57.6},{"date":"2026-09-25","iv":57.7},{"date":"2026-09-28","iv":58.2},{"date":"2026-09-29","iv":59.2},{"date":"2026-09-30","iv":61.6},{"date":"2026-10-01","iv":61.2},{"date":"2026-10-02","iv":62.0}]}}