{"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":"PTON","summary":{"name":"PTON","price":4.92,"total_oi":891812,"call_oi":654284,"put_oi":237528,"pc_ratio":0.363,"net_gex":1718210.46,"avg_iv":534.8,"iv_rank":18.5,"iv_52w_high":2437.1,"iv_52w_low":103.79,"gamma_flip":4.92,"max_pain":5.0},"features":{"symbol":"PTON","price":4.92,"total_oi":891812,"analysis_coverage":0.9444,"avg_iv_pct":534.8,"iv_rank":18.5,"iv_52w_high_pct":2437.1,"iv_52w_low_pct":103.79,"front_dte":7,"front_atm_iv_pct":48.814,"back_atm_iv_pct":66.1305,"term_premium_pp":-17.3165,"expected_move_front_pct":6.76,"straddle_front_pct":5.18,"straddle_30d_pct":9.65,"risk_reversal_front_pp":-193.36,"risk_reversal_30d_pp":2.79,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.363,"put_call_oi_front_ratio":0.205,"put_call_volume_front_ratio":0.047,"option_volume":8016,"volume_oi_ratio":0.008988,"net_delta_normalized":0.087979,"dealer_delta_normalized":-0.087706,"gex_per_100k_oi":192665.097577,"vanna_per_100k_oi":7204.096828,"charm_per_100k_oi":-17304.992532,"weekend_delta_shift_per_100k_oi":-51915.089727,"iv_surface_range_pp":127.0,"gamma_flip_distance_pct":0.0,"max_pain_distance_pct":1.626016,"peak_call_distance_pct":1.626016,"peak_put_distance_pct":21.95122},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":129.86,"put_gex":-649.14,"net_gex":-519.28,"call_oi":839,"put_oi":3269},{"strike":1.5,"call_gex":244.85,"put_gex":-2.84,"net_gex":242.01,"call_oi":627,"put_oi":6},{"strike":2.0,"call_gex":321.85,"put_gex":-3089.34,"net_gex":-2767.49,"call_oi":555,"put_oi":8283},{"strike":2.5,"call_gex":28.42,"put_gex":-25.72,"net_gex":2.7,"call_oi":38,"put_oi":23},{"strike":3.0,"call_gex":4127.09,"put_gex":-212327.38,"net_gex":-208200.29,"call_oi":2764,"put_oi":136636},{"strike":3.5,"call_gex":120.48,"put_gex":-47.83,"net_gex":72.65,"call_oi":45,"put_oi":17},{"strike":4.0,"call_gex":10144.91,"put_gex":-104723.94,"net_gex":-94579.03,"call_oi":5086,"put_oi":30854},{"strike":4.5,"call_gex":1992.65,"put_gex":-12564.03,"net_gex":-10571.39,"call_oi":315,"put_oi":1100},{"strike":5.0,"call_gex":820009.61,"put_gex":-441468.61,"net_gex":378541.0,"call_oi":49830,"put_oi":39913},{"strike":5.5,"call_gex":41131.31,"put_gex":-2996.48,"net_gex":38134.83,"call_oi":3887,"put_oi":504},{"strike":6.0,"call_gex":729684.05,"put_gex":-38626.24,"net_gex":691057.82,"call_oi":136993,"put_oi":7588},{"strike":6.5,"call_gex":1143.89,"put_gex":-63.15,"net_gex":1080.74,"call_oi":252,"put_oi":25},{"strike":7.0,"call_gex":425281.98,"put_gex":-25706.47,"net_gex":399575.5,"call_oi":117096,"put_oi":6736},{"strike":7.5,"call_gex":136.87,"put_gex":-14.85,"net_gex":122.01,"call_oi":63,"put_oi":8},{"strike":8.0,"call_gex":94879.27,"put_gex":-91.91,"net_gex":94787.36,"call_oi":39011,"put_oi":44},{"strike":8.5,"call_gex":2.71,"put_gex":-2.37,"net_gex":0.34,"call_oi":2,"put_oi":2},{"strike":9.0,"call_gex":22065.2,"put_gex":-14.27,"net_gex":22050.93,"call_oi":12513,"put_oi":9},{"strike":9.5,"call_gex":20.58,"put_gex":-2.01,"net_gex":18.57,"call_oi":9,"put_oi":5},{"strike":10.0,"call_gex":233374.47,"put_gex":-4380.81,"net_gex":228993.66,"call_oi":123053,"put_oi":2049},{"strike":10.5,"call_gex":4.02,"put_gex":0.0,"net_gex":4.02,"call_oi":2,"put_oi":0},{"strike":12.0,"call_gex":96180.4,"put_gex":-865.6,"net_gex":95314.8,"call_oi":55974,"put_oi":452},{"strike":15.0,"call_gex":74010.21,"put_gex":-4.45,"net_gex":74005.76,"call_oi":86909,"put_oi":3},{"strike":17.0,"call_gex":2910.05,"put_gex":0.0,"net_gex":2910.05,"call_oi":4673,"put_oi":0},{"strike":20.0,"call_gex":7935.72,"put_gex":-2.56,"net_gex":7933.17,"call_oi":13748,"put_oi":2}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":642443.0,"total_value":642443.0},{"strike":1.5,"call_value":419.5,"put_value":525313.5,"total_value":525733.0},{"strike":2.0,"call_value":1152.5,"put_value":408187.0,"total_value":409339.5},{"strike":2.5,"call_value":2163.0,"put_value":295202.0,"total_value":297365.0},{"strike":3.0,"call_value":3192.5,"put_value":182228.5,"total_value":185421.0},{"strike":3.5,"call_value":5604.0,"put_value":137573.0,"total_value":143177.0},{"strike":4.0,"call_value":8038.0,"put_value":92926.0,"total_value":100964.0},{"strike":4.5,"call_value":13015.0,"put_value":63706.0,"total_value":76721.0},{"strike":5.0,"call_value":18149.5,"put_value":35036.0,"total_value":53185.5},{"strike":5.5,"call_value":48199.0,"put_value":26322.5,"total_value":74521.5},{"strike":6.0,"call_value":80192.0,"put_value":17861.0,"total_value":98053.0},{"strike":6.5,"call_value":180681.5,"put_value":13193.5,"total_value":193875.0},{"strike":7.0,"call_value":281297.0,"put_value":8538.5,"total_value":289835.5},{"strike":7.5,"call_value":440460.5,"put_value":7251.5,"total_value":447712.0},{"strike":8.0,"call_value":599655.5,"put_value":5968.5,"total_value":605624.0},{"strike":8.5,"call_value":778356.0,"put_value":4707.5,"total_value":783063.5},{"strike":9.0,"call_value":957057.5,"put_value":3447.5,"total_value":960505.0},{"strike":9.5,"call_value":1142015.5,"put_value":2192.0,"total_value":1144207.5},{"strike":10.0,"call_value":1326978.0,"put_value":939.0,"total_value":1327917.0},{"strike":10.5,"call_value":1573467.0,"put_value":710.5,"total_value":1574177.5},{"strike":12.0,"call_value":2312937.0,"put_value":25.0,"total_value":2312962.0},{"strike":15.0,"call_value":3959799.0,"put_value":10.0,"total_value":3959809.0},{"strike":17.0,"call_value":5231525.0,"put_value":6.0,"total_value":5231531.0},{"strike":20.0,"call_value":7153133.0,"put_value":0,"total_value":7153133.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":302.6,"strike":3.19},{"moneyness":0.85,"dte":14,"iv":236.5,"strike":2.6},{"moneyness":0.85,"dte":21,"iv":175.4,"strike":2.92},{"moneyness":0.85,"dte":30,"iv":210.1,"strike":2.38},{"moneyness":0.85,"dte":45,"iv":92.7,"strike":3.25},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":88.2,"strike":2.71},{"moneyness":0.9,"dte":7,"iv":53.1,"strike":4.5},{"moneyness":0.9,"dte":14,"iv":47.4,"strike":4.5},{"moneyness":0.9,"dte":21,"iv":54.3,"strike":4.5},{"moneyness":0.9,"dte":30,"iv":60.6,"strike":4.5},{"moneyness":0.9,"dte":45,"iv":66.9,"strike":4.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":48.8,"strike":5.0},{"moneyness":1.0,"dte":14,"iv":48.3,"strike":5.0},{"moneyness":1.0,"dte":21,"iv":46.1,"strike":5.0},{"moneyness":1.0,"dte":30,"iv":60.4,"strike":5.0},{"moneyness":1.0,"dte":45,"iv":66.1,"strike":5.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":62.9,"strike":5.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":98.2,"strike":5.5},{"moneyness":1.1,"dte":14,"iv":45.7,"strike":5.5},{"moneyness":1.1,"dte":21,"iv":52.8,"strike":5.5},{"moneyness":1.1,"dte":30,"iv":57.0,"strike":5.5},{"moneyness":1.1,"dte":45,"iv":75.2,"strike":5.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":229.9,"strike":7.67},{"moneyness":1.15,"dte":14,"iv":140.1,"strike":7.9},{"moneyness":1.15,"dte":21,"iv":81.5,"strike":6.79},{"moneyness":1.15,"dte":30,"iv":66.7,"strike":6.44},{"moneyness":1.15,"dte":45,"iv":77.5,"strike":7.2},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":90.0,"strike":11.19}],"term_structure":[{"expiration":"10/02/2026","dte":0,"iv":1.0,"contract_count":1,"total_oi":3969},{"expiration":"10/09/2026","dte":7,"iv":0.0471,"contract_count":4,"total_oi":1257},{"expiration":"10/16/2026","dte":14,"iv":0.0255,"contract_count":4,"total_oi":32934},{"expiration":"10/23/2026","dte":21,"iv":0.0417,"contract_count":4,"total_oi":2181},{"expiration":"10/30/2026","dte":28,"iv":0.0,"contract_count":4,"total_oi":387},{"expiration":"11/06/2026","dte":35,"iv":0.2277,"contract_count":4,"total_oi":63},{"expiration":"11/13/2026","dte":42,"iv":0.1588,"contract_count":1,"total_oi":4},{"expiration":"11/20/2026","dte":49,"iv":0.1533,"contract_count":2,"total_oi":3380},{"expiration":"01/15/2027","dte":105,"iv":0.1308,"contract_count":2,"total_oi":11666},{"expiration":"04/16/2027","dte":196,"iv":0.1563,"contract_count":2,"total_oi":6535},{"expiration":"06/17/2027","dte":258,"iv":0.1075,"contract_count":2,"total_oi":5116},{"expiration":"12/17/2027","dte":441,"iv":0.1994,"contract_count":2,"total_oi":2953},{"expiration":"01/21/2028","dte":476,"iv":0.1352,"contract_count":2,"total_oi":19801},{"expiration":"01/19/2029","dte":840,"iv":0.3068,"contract_count":2,"total_oi":452}],"expected_move":[{"expiration":"10/09/2026","dte":7,"expected_move_1std":6.76,"expected_move_2std":13.52,"contract_count":2},{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.46,"expected_move_2std":18.92,"contract_count":2},{"expiration":"10/23/2026","dte":21,"expected_move_1std":11.06,"expected_move_2std":22.12,"contract_count":2},{"expiration":"10/30/2026","dte":28,"expected_move_1std":12.18,"expected_move_2std":24.36,"contract_count":2},{"expiration":"11/06/2026","dte":35,"expected_move_1std":23.78,"expected_move_2std":47.57,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":24.23,"expected_move_2std":48.46,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":33.75,"expected_move_2std":67.5,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":48.77,"expected_move_2std":97.55,"contract_count":2},{"expiration":"06/17/2027","dte":258,"expected_move_1std":50.1,"expected_move_2std":100.2,"contract_count":2},{"expiration":"12/17/2027","dte":441,"expected_move_1std":79.94,"expected_move_2std":159.88,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":72.57,"expected_move_2std":145.15,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":133.62,"expected_move_2std":267.24,"contract_count":2}],"pc_skew":[{"expiration":"10/02/2026","dte":0,"call_oi":7709,"put_oi":588,"total_oi":8297,"pc_ratio":0.076,"pc_ratio_volume":0.16,"sentiment":"bullish"},{"expiration":"10/09/2026","dte":7,"call_oi":1922,"put_oi":394,"total_oi":2316,"pc_ratio":0.205,"pc_ratio_volume":0.047,"sentiment":"bullish"},{"expiration":"10/16/2026","dte":14,"call_oi":138892,"put_oi":25972,"total_oi":164864,"pc_ratio":0.187,"pc_ratio_volume":0.019,"sentiment":"bullish"},{"expiration":"10/23/2026","dte":21,"call_oi":1862,"put_oi":1280,"total_oi":3142,"pc_ratio":0.687,"pc_ratio_volume":53.625,"sentiment":"bullish"},{"expiration":"10/30/2026","dte":28,"call_oi":1388,"put_oi":134,"total_oi":1522,"pc_ratio":0.097,"pc_ratio_volume":0.058,"sentiment":"bullish"},{"expiration":"11/06/2026","dte":35,"call_oi":791,"put_oi":38,"total_oi":829,"pc_ratio":0.048,"pc_ratio_volume":152.0,"sentiment":"bullish"},{"expiration":"11/13/2026","dte":42,"call_oi":3,"put_oi":4,"total_oi":7,"pc_ratio":1.333,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":4368,"put_oi":1096,"total_oi":5464,"pc_ratio":0.251,"pc_ratio_volume":0.604,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":313292,"put_oi":58589,"total_oi":371881,"pc_ratio":0.187,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":8752,"put_oi":1006,"total_oi":9758,"pc_ratio":0.115,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":33428,"put_oi":8889,"total_oi":42317,"pc_ratio":0.266,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":13660,"put_oi":60039,"total_oi":73699,"pc_ratio":4.395,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":127564,"put_oi":79333,"total_oi":206897,"pc_ratio":0.622,"pc_ratio_volume":0.02,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":653,"put_oi":166,"total_oi":819,"pc_ratio":0.254,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":64026.0,"put_delta_oi":-5586.0,"dealer_delta":-58440.0,"call_oi":654,"put_oi":3269},{"strike":1.5,"call_delta_oi":59275.0,"put_delta_oi":-30.0,"dealer_delta":-59245.0,"call_oi":610,"put_oi":6},{"strike":2.0,"call_delta_oi":53123.0,"put_delta_oi":-13208.0,"dealer_delta":-39915.0,"call_oi":555,"put_oi":8283},{"strike":2.5,"call_delta_oi":2564.0,"put_delta_oi":-146.0,"dealer_delta":-2418.0,"call_oi":27,"put_oi":23},{"strike":3.0,"call_delta_oi":243698.0,"put_delta_oi":-1381730.0,"dealer_delta":1138031.0,"call_oi":2764,"put_oi":136636},{"strike":3.5,"call_delta_oi":4112.0,"put_delta_oi":-249.0,"dealer_delta":-3863.0,"call_oi":45,"put_oi":17},{"strike":4.0,"call_delta_oi":213170.0,"put_delta_oi":-549157.0,"dealer_delta":335987.0,"call_oi":2678,"put_oi":30854},{"strike":4.5,"call_delta_oi":13831.0,"put_delta_oi":-19365.0,"dealer_delta":5534.0,"call_oi":168,"put_oi":1100},{"strike":5.0,"call_delta_oi":2581255.0,"put_delta_oi":-1781443.0,"dealer_delta":-799812.0,"call_oi":49830,"put_oi":39913},{"strike":5.5,"call_delta_oi":91750.0,"put_delta_oi":-45699.0,"dealer_delta":-46051.0,"call_oi":3887,"put_oi":504},{"strike":6.0,"call_delta_oi":2220433.0,"put_delta_oi":-517368.0,"dealer_delta":-1703066.0,"call_oi":136993,"put_oi":7588},{"strike":6.5,"call_delta_oi":6691.0,"put_delta_oi":-2397.0,"dealer_delta":-4293.0,"call_oi":252,"put_oi":25},{"strike":7.0,"call_delta_oi":3254510.0,"put_delta_oi":-484685.0,"dealer_delta":-2769825.0,"call_oi":117096,"put_oi":6736},{"strike":7.5,"call_delta_oi":1761.0,"put_delta_oi":-764.0,"dealer_delta":-996.0,"call_oi":63,"put_oi":8},{"strike":8.0,"call_delta_oi":359891.0,"put_delta_oi":-3962.0,"dealer_delta":-355929.0,"call_oi":39011,"put_oi":44},{"strike":8.5,"call_delta_oi":117.0,"put_delta_oi":-194.0,"dealer_delta":77.0,"call_oi":2,"put_oi":2},{"strike":9.0,"call_delta_oi":83141.0,"put_delta_oi":-838.0,"dealer_delta":-82302.0,"call_oi":12513,"put_oi":9},{"strike":9.5,"call_delta_oi":144.0,"put_delta_oi":-495.0,"dealer_delta":350.0,"call_oi":9,"put_oi":5},{"strike":10.0,"call_delta_oi":2043376.0,"put_delta_oi":-147094.0,"dealer_delta":-1896282.0,"call_oi":123053,"put_oi":2049},{"strike":10.5,"call_delta_oi":30.0,"put_delta_oi":0,"dealer_delta":-30.0,"call_oi":2,"put_oi":0},{"strike":12.0,"call_delta_oi":979983.0,"put_delta_oi":-30035.0,"dealer_delta":-949948.0,"call_oi":55974,"put_oi":452},{"strike":15.0,"call_delta_oi":467296.0,"put_delta_oi":-238.0,"dealer_delta":-467058.0,"call_oi":86909,"put_oi":3},{"strike":17.0,"call_delta_oi":15238.0,"put_delta_oi":0,"dealer_delta":-15238.0,"call_oi":4673,"put_oi":0},{"strike":20.0,"call_delta_oi":47196.0,"put_delta_oi":-167.0,"dealer_delta":-47030.0,"call_oi":13748,"put_oi":2}],"net_dealer_delta":-7821762.0,"total_call_delta":12806613.0,"total_put_delta":-4984851.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.920000076293945,"strikes":[{"strike":1.0,"moneyness":0.2033,"type":"put","iv":1.8177,"delta":-0.0162,"oi":781},{"strike":2.0,"moneyness":0.4065,"type":"call","iv":0.8439,"delta":0.9878,"oi":140},{"strike":2.0,"moneyness":0.4065,"type":"put","iv":0.8325,"delta":-0.0114,"oi":7209},{"strike":3.0,"moneyness":0.6098,"type":"call","iv":0.8282,"delta":0.9143,"oi":702},{"strike":3.0,"moneyness":0.6098,"type":"put","iv":0.6778,"delta":-0.0569,"oi":19798},{"strike":4.0,"moneyness":0.813,"type":"call","iv":0.5947,"delta":0.8021,"oi":1906},{"strike":4.0,"moneyness":0.813,"type":"put","iv":0.5783,"delta":-0.1938,"oi":13271},{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.5881,"delta":0.5573,"oi":5198},{"strike":5.0,"moneyness":1.0163,"type":"put","iv":0.6704,"delta":-0.4334,"oi":6468},{"strike":6.0,"moneyness":1.2195,"type":"call","iv":0.6069,"delta":0.3397,"oi":36385},{"strike":6.0,"moneyness":1.2195,"type":"put","iv":0.6503,"delta":-0.6418,"oi":6182},{"strike":7.0,"moneyness":1.4228,"type":"call","iv":0.6118,"delta":0.1896,"oi":62500},{"strike":7.0,"moneyness":1.4228,"type":"put","iv":0.6902,"delta":-0.7704,"oi":4210},{"strike":8.0,"moneyness":1.626,"type":"call","iv":0.6411,"delta":0.1124,"oi":26623},{"strike":9.0,"moneyness":1.8293,"type":"call","iv":0.6899,"delta":0.0774,"oi":8280},{"strike":10.0,"moneyness":2.0325,"type":"put","iv":0.9251,"delta":-0.878,"oi":638},{"strike":10.0,"moneyness":2.0325,"type":"call","iv":0.7487,"delta":0.0612,"oi":62548},{"strike":12.0,"moneyness":2.439,"type":"call","iv":0.7827,"delta":0.029,"oi":12215},{"strike":15.0,"moneyness":3.0488,"type":"call","iv":1.0163,"delta":0.0391,"oi":78275},{"strike":17.0,"moneyness":3.4553,"type":"call","iv":1.079,"delta":0.0326,"oi":4673},{"strike":20.0,"moneyness":4.065,"type":"call","iv":1.2144,"delta":0.0343,"oi":13748}]},{"expiration":"01/19/2029","underlying_price":4.920000076293945,"strikes":[{"strike":5.0,"moneyness":1.0163,"type":"call","iv":1.1447,"delta":0.8198,"oi":448},{"strike":7.0,"moneyness":1.4228,"type":"call","iv":0.6176,"delta":0.5777,"oi":115}]},{"expiration":"01/21/2028","underlying_price":4.920000076293945,"strikes":[{"strike":1.0,"moneyness":0.2033,"type":"call","iv":1.4135,"delta":0.9663,"oi":115},{"strike":1.0,"moneyness":0.2033,"type":"put","iv":1.0867,"delta":-0.0256,"oi":881},{"strike":2.0,"moneyness":0.4065,"type":"call","iv":0.7634,"delta":0.9373,"oi":251},{"strike":2.0,"moneyness":0.4065,"type":"put","iv":0.6017,"delta":-0.0414,"oi":425},{"strike":3.0,"moneyness":0.6098,"type":"call","iv":0.6862,"delta":0.863,"oi":1770},{"strike":3.0,"moneyness":0.6098,"type":"put","iv":0.4899,"delta":-0.1032,"oi":59173},{"strike":4.0,"moneyness":0.813,"type":"put","iv":0.6471,"delta":-0.2344,"oi":6348},{"strike":4.0,"moneyness":0.813,"type":"call","iv":0.6093,"delta":0.7658,"oi":417},{"strike":5.0,"moneyness":1.0163,"type":"put","iv":0.6535,"delta":-0.3353,"oi":11415},{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.6175,"delta":0.6583,"oi":8386},{"strike":7.0,"moneyness":1.4228,"type":"put","iv":0.6607,"delta":-0.507,"oi":628},{"strike":7.0,"moneyness":1.4228,"type":"call","iv":0.6175,"delta":0.4722,"oi":19941},{"strike":10.0,"moneyness":2.0325,"type":"call","iv":0.6353,"delta":0.2946,"oi":47583},{"strike":12.0,"moneyness":2.439,"type":"put","iv":0.8207,"delta":-0.6646,"oi":450},{"strike":12.0,"moneyness":2.439,"type":"call","iv":0.6386,"delta":0.2166,"oi":41597},{"strike":15.0,"moneyness":3.0488,"type":"call","iv":0.7191,"delta":0.1891,"oi":7504}]},{"expiration":"04/16/2027","underlying_price":4.920000076293945,"strikes":[{"strike":4.0,"moneyness":0.813,"type":"put","iv":0.5797,"delta":-0.2254,"oi":318},{"strike":5.0,"moneyness":1.0163,"type":"put","iv":0.6502,"delta":-0.4007,"oi":383},{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.681,"delta":0.6034,"oi":6152},{"strike":6.0,"moneyness":1.2195,"type":"put","iv":0.6555,"delta":-0.5506,"oi":279},{"strike":6.0,"moneyness":1.2195,"type":"call","iv":0.5815,"delta":0.4204,"oi":182},{"strike":7.0,"moneyness":1.4228,"type":"call","iv":0.5774,"delta":0.2841,"oi":1906},{"strike":8.0,"moneyness":1.626,"type":"call","iv":0.6242,"delta":0.2154,"oi":164},{"strike":10.0,"moneyness":2.0325,"type":"call","iv":0.6469,"delta":0.1121,"oi":250}]},{"expiration":"06/17/2027","underlying_price":4.920000076293945,"strikes":[{"strike":1.0,"moneyness":0.2033,"type":"put","iv":1.1377,"delta":-0.0147,"oi":521},{"strike":2.0,"moneyness":0.4065,"type":"put","iv":0.6721,"delta":-0.0267,"oi":262},{"strike":3.0,"moneyness":0.6098,"type":"put","iv":0.5951,"delta":-0.0967,"oi":1354},{"strike":3.0,"moneyness":0.6098,"type":"call","iv":0.5376,"delta":0.9175,"oi":123},{"strike":4.0,"moneyness":0.813,"type":"put","iv":0.7914,"delta":-0.2455,"oi":3905},{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.6093,"delta":0.6113,"oi":2752},{"strike":5.0,"moneyness":1.0163,"type":"put","iv":0.5825,"delta":-0.3926,"oi":2364},{"strike":6.0,"moneyness":1.2195,"type":"call","iv":0.5946,"delta":0.4648,"oi":5243},{"strike":7.0,"moneyness":1.4228,"type":"put","iv":0.6164,"delta":-0.6425,"oi":424},{"strike":7.0,"moneyness":1.4228,"type":"call","iv":0.6381,"delta":0.3689,"oi":21049},{"strike":8.0,"moneyness":1.626,"type":"call","iv":0.5863,"delta":0.2478,"oi":205},{"strike":10.0,"moneyness":2.0325,"type":"call","iv":0.6619,"delta":0.1722,"oi":3965}]},{"expiration":"10/02/2026","underlying_price":4.920000076293945,"strikes":[{"strike":5.0,"moneyness":1.0163,"type":"call","iv":1.8718,"delta":0.1971,"oi":3969}]},{"expiration":"10/09/2026","underlying_price":4.920000076293945,"strikes":[{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.4708,"delta":0.4108,"oi":971},{"strike":5.0,"moneyness":1.0163,"type":"put","iv":0.5053,"delta":-0.5815,"oi":233},{"strike":5.5,"moneyness":1.1179,"type":"put","iv":1.1178,"delta":-0.7584,"oi":104},{"strike":5.5,"moneyness":1.1179,"type":"call","iv":0.8453,"delta":0.1666,"oi":595},{"strike":6.5,"moneyness":1.3211,"type":"call","iv":2.4389,"delta":0.2321,"oi":217}]},{"expiration":"10/16/2026","underlying_price":4.920000076293945,"strikes":[{"strike":3.0,"moneyness":0.6098,"type":"put","iv":1.3618,"delta":-0.0197,"oi":2375},{"strike":4.0,"moneyness":0.813,"type":"put","iv":0.6509,"delta":-0.0393,"oi":6264},{"strike":4.5,"moneyness":0.9146,"type":"put","iv":0.4784,"delta":-0.1468,"oi":118},{"strike":5.0,"moneyness":1.0163,"type":"put","iv":0.4865,"delta":-0.5451,"oi":15965},{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.4796,"delta":0.4537,"oi":16799},{"strike":5.5,"moneyness":1.1179,"type":"put","iv":0.3643,"delta":-0.9412,"oi":140},{"strike":5.5,"moneyness":1.1179,"type":"call","iv":0.5496,"delta":0.1567,"oi":309},{"strike":6.0,"moneyness":1.2195,"type":"put","iv":0.5871,"delta":-0.9575,"oi":764},{"strike":6.0,"moneyness":1.2195,"type":"call","iv":0.6891,"delta":0.0736,"oi":92540},{"strike":7.0,"moneyness":1.4228,"type":"put","iv":0.9598,"delta":-0.9677,"oi":108},{"strike":7.0,"moneyness":1.4228,"type":"call","iv":1.1646,"delta":0.0684,"oi":5800},{"strike":8.0,"moneyness":1.626,"type":"call","iv":1.3819,"delta":0.042,"oi":11524},{"strike":9.0,"moneyness":1.8293,"type":"call","iv":1.7031,"delta":0.0433,"oi":4158},{"strike":10.0,"moneyness":2.0325,"type":"call","iv":2.933,"delta":0.1582,"oi":4990}]}],"greeks_heatmap":{"data":[{"strike":4.5,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.0717,"call_gamma":0,"put_gamma":0.446005,"call_theta":0,"put_theta":-0.5739,"call_vega":0,"put_vega":0.0001,"call_oi":147,"put_oi":199},{"strike":5.0,"dte":0,"expiration":"10/02/2026","call_delta":0.1971,"put_delta":-0.6619,"call_gamma":3.013115,"put_gamma":2.009792,"call_theta":-0.3502,"put_theta":-0.9108,"call_vega":0.0001,"put_vega":0.0002,"call_oi":3969,"put_oi":114},{"strike":5.5,"dte":0,"expiration":"10/02/2026","call_delta":0.2644,"put_delta":-0.9995,"call_gamma":0.422801,"put_gamma":0.011324,"call_theta":-3.4677,"put_theta":-0.0037,"call_vega":0.0002,"put_vega":0.0,"call_oi":2333,"put_oi":200},{"strike":6.0,"dte":0,"expiration":"10/02/2026","call_delta":0.2004,"put_delta":0,"call_gamma":0.271348,"put_gamma":0,"call_theta":-3.9658,"put_theta":0,"call_vega":0.0001,"put_vega":0,"call_oi":1071,"put_oi":0},{"strike":5.0,"dte":7,"expiration":"10/09/2026","call_delta":0.4108,"put_delta":-0.5815,"call_gamma":1.309676,"put_gamma":1.225352,"call_theta":-0.0099,"put_theta":-0.01,"call_vega":0.0025,"put_vega":0.0025,"call_oi":971,"put_oi":233},{"strike":5.5,"dte":7,"expiration":"10/09/2026","call_delta":0.1666,"put_delta":-0.7584,"call_gamma":0.468484,"put_gamma":0.442512,"call_theta":-0.0112,"put_theta":-0.0178,"call_vega":0.0016,"put_vega":0.002,"call_oi":595,"put_oi":104},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0393,"call_gamma":0,"put_gamma":0.140506,"call_theta":0,"put_theta":-0.0019,"call_vega":0,"put_vega":0.0008,"call_oi":2403,"put_oi":6264},{"strike":4.5,"dte":14,"expiration":"10/16/2026","call_delta":0.8572,"put_delta":-0.1468,"call_gamma":0.51714,"put_gamma":0.517389,"call_theta":-0.0042,"put_theta":-0.0038,"call_vega":0.0021,"put_vega":0.0021,"call_oi":52,"put_oi":118},{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4537,"put_delta":-0.5451,"call_gamma":0.889879,"put_gamma":0.87744,"call_theta":-0.007,"put_theta":-0.0065,"call_vega":0.0037,"put_vega":0.0037,"call_oi":16799,"put_oi":15965},{"strike":5.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1567,"put_delta":-0.9412,"call_gamma":0.470393,"put_gamma":0.346789,"call_theta":-0.0048,"put_theta":-0.0009,"call_vega":0.0022,"put_vega":0.0011,"call_oi":309,"put_oi":140},{"strike":6.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0736,"put_delta":-0.9575,"call_gamma":0.21815,"put_gamma":0.166134,"call_theta":-0.0035,"put_theta":-0.0012,"call_vega":0.0013,"put_vega":0.0008,"call_oi":92540,"put_oi":764},{"strike":4.5,"dte":21,"expiration":"10/23/2026","call_delta":0.7762,"put_delta":-0.2085,"call_gamma":0.460273,"put_gamma":0.478256,"call_theta":-0.0052,"put_theta":-0.0042,"call_vega":0.0034,"put_vega":0.0033,"call_oi":60,"put_oi":686},{"strike":5.0,"dte":21,"expiration":"10/23/2026","call_delta":0.4648,"put_delta":-0.5243,"call_gamma":0.808754,"put_gamma":0.697537,"call_theta":-0.0051,"put_theta":-0.0054,"call_vega":0.0046,"put_vega":0.0046,"call_oi":1205,"put_oi":230},{"strike":5.5,"dte":21,"expiration":"10/23/2026","call_delta":0.2035,"put_delta":0,"call_gamma":0.46923,"put_gamma":0,"call_theta":-0.0044,"put_theta":0,"call_vega":0.0033,"put_vega":0,"call_oi":158,"put_oi":0},{"strike":6.0,"dte":21,"expiration":"10/23/2026","call_delta":0.1155,"put_delta":-0.9422,"call_gamma":0.257188,"put_gamma":0.195791,"call_theta":-0.0037,"put_theta":-0.001,"call_vega":0.0022,"put_vega":0.0013,"call_oi":282,"put_oi":302},{"strike":4.5,"dte":28,"expiration":"10/30/2026","call_delta":0,"put_delta":-0.2184,"call_gamma":0,"put_gamma":0.462464,"call_theta":0,"put_theta":-0.0033,"call_vega":0,"put_vega":0.0039,"call_oi":0,"put_oi":66},{"strike":5.0,"dte":28,"expiration":"10/30/2026","call_delta":0.479,"put_delta":0,"call_gamma":0.692935,"put_gamma":0,"call_theta":-0.0045,"put_theta":0,"call_vega":0.0053,"put_vega":0,"call_oi":276,"put_oi":0},{"strike":5.5,"dte":28,"expiration":"10/30/2026","call_delta":0.2042,"put_delta":0,"call_gamma":0.472278,"put_gamma":0,"call_theta":-0.0033,"put_theta":0,"call_vega":0.0038,"put_vega":0,"call_oi":352,"put_oi":0},{"strike":6.0,"dte":28,"expiration":"10/30/2026","call_delta":0.1326,"put_delta":0,"call_gamma":0.266879,"put_gamma":0,"call_theta":-0.0033,"put_theta":0,"call_vega":0.0029,"put_vega":0,"call_oi":301,"put_oi":0},{"strike":5.5,"dte":35,"expiration":"11/06/2026","call_delta":0.3501,"put_delta":0,"call_gamma":0.34593,"put_gamma":0,"call_theta":-0.006,"put_theta":0,"call_vega":0.0056,"put_vega":0,"call_oi":137,"put_oi":0},{"strike":6.0,"dte":35,"expiration":"11/06/2026","call_delta":0.2214,"put_delta":0,"call_gamma":0.272739,"put_gamma":0,"call_theta":-0.0049,"put_theta":0,"call_vega":0.0045,"put_vega":0,"call_oi":52,"put_oi":0},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1477,"call_gamma":0,"put_gamma":0.205693,"call_theta":0,"put_theta":-0.0026,"call_vega":0,"put_vega":0.0041,"call_oi":0,"put_oi":150},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5321,"put_delta":-0.4716,"call_gamma":0.327567,"put_gamma":0.347318,"call_theta":-0.0053,"put_theta":-0.0044,"call_vega":0.0071,"put_vega":0.0071,"call_oi":2454,"put_oi":926},{"strike":6.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2352,"put_delta":0,"call_gamma":0.271196,"put_gamma":0,"call_theta":-0.0037,"put_theta":0,"call_vega":0.0055,"put_vega":0,"call_oi":908,"put_oi":0}],"strikes":[4.0,4.5,5.0,5.5,6.0],"dtes":[0,7,14,21,28,35,49]},"risk_reversal":[{"expiration":"10/09/2026","dte":7,"risk_reversal":-193.36,"put_25d_iv":50.53,"call_25d_iv":243.89,"put_25d_strike":5.0,"call_25d_strike":6.5,"skew":"call_skew"},{"expiration":"10/16/2026","dte":14,"risk_reversal":-245.46,"put_25d_iv":47.84,"call_25d_iv":293.3,"put_25d_strike":4.5,"call_25d_strike":10.0,"skew":"call_skew"},{"expiration":"10/23/2026","dte":21,"risk_reversal":-0.25,"put_25d_iv":52.1,"call_25d_iv":52.35,"put_25d_strike":4.5,"call_25d_strike":5.5,"skew":"neutral"},{"expiration":"10/30/2026","dte":28,"risk_reversal":2.79,"put_25d_iv":47.64,"call_25d_iv":44.85,"put_25d_strike":4.5,"call_25d_strike":5.5,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-0.68,"put_25d_iv":62.87,"call_25d_iv":63.54,"put_25d_strike":4.0,"call_25d_strike":6.0,"skew":"neutral"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-3.35,"put_25d_iv":57.83,"call_25d_iv":61.18,"put_25d_strike":4.0,"call_25d_strike":7.0,"skew":"call_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":0.23,"put_25d_iv":57.97,"call_25d_iv":57.74,"put_25d_strike":4.0,"call_25d_strike":7.0,"skew":"neutral"},{"expiration":"06/17/2027","dte":258,"risk_reversal":20.51,"put_25d_iv":79.14,"call_25d_iv":58.63,"put_25d_strike":4.0,"call_25d_strike":8.0,"skew":"put_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":-0.77,"put_25d_iv":64.37,"call_25d_iv":65.14,"put_25d_strike":4.0,"call_25d_strike":10.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":0.85,"put_25d_iv":64.71,"call_25d_iv":63.86,"put_25d_strike":4.0,"call_25d_strike":12.0,"skew":"neutral"},{"expiration":"01/19/2029","dte":840,"risk_reversal":5.57,"put_25d_iv":67.33,"call_25d_iv":61.76,"put_25d_strike":7.0,"call_25d_strike":7.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":1.0,"call_vanna":-15.0,"put_vanna":124.0,"net_vanna":108.0,"call_oi":637,"put_oi":3241},{"strike":1.5,"call_vanna":-10.0,"put_vanna":0,"net_vanna":-10.0,"call_oi":587,"put_oi":0},{"strike":2.0,"call_vanna":-35.0,"put_vanna":189.0,"net_vanna":155.0,"call_oi":451,"put_oi":8267},{"strike":3.0,"call_vanna":-385.0,"put_vanna":19828.0,"net_vanna":19443.0,"call_oi":2685,"put_oi":136596},{"strike":4.0,"call_vanna":-285.0,"put_vanna":3129.0,"net_vanna":2844.0,"call_oi":2547,"put_oi":30773},{"strike":4.5,"call_vanna":-4.0,"put_vanna":34.0,"net_vanna":30.0,"call_oi":112,"put_oi":1069},{"strike":5.0,"call_vanna":-1961.0,"put_vanna":2049.0,"net_vanna":88.0,"call_oi":49792,"put_oi":39869},{"strike":5.5,"call_vanna":53.0,"put_vanna":-5.0,"net_vanna":48.0,"call_oi":3884,"put_oi":444},{"strike":6.0,"call_vanna":4572.0,"put_vanna":-377.0,"net_vanna":4195.0,"call_oi":136964,"put_oi":7527},{"strike":6.5,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":217,"put_oi":0},{"strike":7.0,"call_vanna":8386.0,"put_vanna":-580.0,"net_vanna":7806.0,"call_oi":117081,"put_oi":6721},{"strike":8.0,"call_vanna":2351.0,"put_vanna":0,"net_vanna":2351.0,"call_oi":39010,"put_oi":0},{"strike":9.0,"call_vanna":615.0,"put_vanna":0,"net_vanna":615.0,"call_oi":12498,"put_oi":0},{"strike":10.0,"call_vanna":12554.0,"put_vanna":-214.0,"net_vanna":12340.0,"call_oi":122977,"put_oi":2013},{"strike":12.0,"call_vanna":8697.0,"put_vanna":-62.0,"net_vanna":8635.0,"call_oi":55974,"put_oi":450},{"strike":15.0,"call_vanna":4905.0,"put_vanna":0,"net_vanna":4905.0,"call_oi":86909,"put_oi":0},{"strike":17.0,"call_vanna":170.0,"put_vanna":0,"net_vanna":170.0,"call_oi":4673,"put_oi":0},{"strike":20.0,"call_vanna":520.0,"put_vanna":0,"net_vanna":520.0,"call_oi":13748,"put_oi":0}],"net_vanna":64247.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.0,"call_charm":-2802.0,"put_charm":0,"net_charm":-2802.0,"call_oi":522,"put_oi":0},{"strike":1.5,"call_charm":-3408.0,"put_charm":0,"net_charm":-3408.0,"call_oi":587,"put_oi":0},{"strike":2.0,"call_charm":-242.0,"put_charm":740.0,"net_charm":498.0,"call_oi":60,"put_oi":202},{"strike":3.0,"call_charm":-2025.0,"put_charm":283.0,"net_charm":-1742.0,"call_oi":90,"put_oi":2375},{"strike":4.0,"call_charm":0,"put_charm":1294.0,"net_charm":1294.0,"call_oi":0,"put_oi":6414},{"strike":4.5,"call_charm":-915.0,"put_charm":1274.0,"net_charm":359.0,"call_oi":112,"put_oi":870},{"strike":5.0,"call_charm":-171086.0,"put_charm":158239.0,"net_charm":-12846.0,"call_oi":21705,"put_oi":17354},{"strike":5.5,"call_charm":-7242.0,"put_charm":7645.0,"net_charm":404.0,"call_oi":1551,"put_oi":244},{"strike":6.0,"call_charm":-62780.0,"put_charm":2850.0,"net_charm":-59929.0,"call_oi":94083,"put_oi":1066},{"strike":6.5,"call_charm":-10303.0,"put_charm":0,"net_charm":-10303.0,"call_oi":217,"put_oi":0},{"strike":7.0,"call_charm":-5795.0,"put_charm":459.0,"net_charm":-5336.0,"call_oi":6237,"put_oi":108},{"strike":8.0,"call_charm":-5676.0,"put_charm":0,"net_charm":-5676.0,"call_oi":12018,"put_oi":0},{"strike":9.0,"call_charm":-2634.0,"put_charm":0,"net_charm":-2634.0,"call_oi":4158,"put_oi":0},{"strike":10.0,"call_charm":-52206.0,"put_charm":0,"net_charm":-52206.0,"call_oi":4990,"put_oi":0}],"net_charm":-154328.0,"weekend_delta_shift":-462985.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/02/2026","dte":0,"call_delta":166751.0,"put_delta":-30948.0,"net_delta":135803.0,"call_oi":7490,"put_oi":588,"total_oi":8078,"total_volume":1435,"bias":"bullish"},{"expiration":"10/09/2026","dte":7,"call_delta":65035.0,"put_delta":-23587.0,"net_delta":41448.0,"call_oi":1922,"put_oi":394,"total_oi":2316,"total_volume":1358,"bias":"neutral"},{"expiration":"10/16/2026","dte":14,"call_delta":1667092.0,"put_delta":-1002075.0,"net_delta":665017.0,"call_oi":136489,"put_oi":25972,"total_oi":162461,"total_volume":2905,"bias":"bullish"},{"expiration":"10/23/2026","dte":21,"call_delta":81394.0,"put_delta":-59346.0,"net_delta":22048.0,"call_oi":1862,"put_oi":1280,"total_oi":3142,"total_volume":437,"bias":"neutral"},{"expiration":"10/30/2026","dte":28,"call_delta":68217.0,"put_delta":-4007.0,"net_delta":64210.0,"call_oi":1383,"put_oi":134,"total_oi":1517,"total_volume":91,"bias":"neutral"},{"expiration":"11/06/2026","dte":35,"call_delta":62670.0,"put_delta":-2091.0,"net_delta":60578.0,"call_oi":791,"put_oi":38,"total_oi":829,"total_volume":306,"bias":"neutral"},{"expiration":"11/13/2026","dte":42,"call_delta":115.0,"put_delta":-119.0,"net_delta":-4.0,"call_oi":3,"put_oi":4,"total_oi":7,"total_volume":2,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":164038.0,"put_delta":-46986.0,"net_delta":117052.0,"call_oi":4350,"put_oi":1096,"total_oi":5446,"total_volume":377,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":4091581.0,"put_delta":-1439347.0,"net_delta":2652234.0,"call_oi":313193,"put_oi":58589,"total_oi":371782,"total_volume":285,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":443386.0,"put_delta":-38696.0,"net_delta":404690.0,"call_oi":8752,"put_oi":1006,"total_oi":9758,"total_volume":240,"bias":"bullish"},{"expiration":"06/17/2027","dte":258,"call_delta":1279325.0,"put_delta":-233931.0,"net_delta":1045394.0,"call_oi":33420,"put_oi":8889,"total_oi":42309,"total_volume":191,"bias":"bullish"},{"expiration":"12/17/2027","dte":441,"call_delta":509992.0,"put_delta":-890114.0,"net_delta":-380121.0,"call_oi":13644,"put_oi":60039,"total_oi":73683,"total_volume":28,"bias":"bearish"},{"expiration":"01/21/2028","dte":476,"call_delta":4157769.0,"put_delta":-1208780.0,"net_delta":2948989.0,"call_oi":127564,"put_oi":79333,"total_oi":206897,"total_volume":52,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":49249.0,"put_delta":-4824.0,"net_delta":44425.0,"call_oi":653,"put_oi":166,"total_oi":819,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/09/2026","dte":7,"strike":5.0,"straddle_price":0.26,"straddle_pct":5.18,"implied_move":5.18,"avg_iv":48.8},{"expiration":"10/16/2026","dte":14,"strike":5.0,"straddle_price":0.37,"straddle_pct":7.42,"implied_move":7.42,"avg_iv":48.3},{"expiration":"10/23/2026","dte":21,"strike":5.0,"straddle_price":0.43,"straddle_pct":8.74,"implied_move":8.74,"avg_iv":46.1},{"expiration":"10/30/2026","dte":28,"strike":5.0,"straddle_price":0.48,"straddle_pct":9.65,"implied_move":9.65,"avg_iv":44.0},{"expiration":"11/06/2026","dte":35,"strike":5.0,"straddle_price":0.92,"straddle_pct":18.8,"implied_move":18.8,"avg_iv":76.8},{"expiration":"11/20/2026","dte":49,"strike":5.0,"straddle_price":0.94,"straddle_pct":19.21,"implied_move":19.21,"avg_iv":66.1},{"expiration":"01/15/2027","dte":105,"strike":5.0,"straddle_price":1.31,"straddle_pct":26.73,"implied_move":26.73,"avg_iv":62.9},{"expiration":"04/16/2027","dte":196,"strike":5.0,"straddle_price":1.88,"straddle_pct":38.31,"implied_move":38.31,"avg_iv":66.6},{"expiration":"06/17/2027","dte":258,"strike":5.0,"straddle_price":1.93,"straddle_pct":39.23,"implied_move":39.23,"avg_iv":59.6},{"expiration":"12/17/2027","dte":441,"strike":5.0,"straddle_price":3.0,"straddle_pct":60.98,"implied_move":60.98,"avg_iv":72.7},{"expiration":"01/21/2028","dte":476,"strike":5.0,"straddle_price":2.73,"straddle_pct":55.59,"implied_move":55.59,"avg_iv":63.6}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":31,"put_volume":0,"total_volume":31,"call_oi":839,"put_oi":3269,"total_oi":4108,"bias":"bullish"},{"strike":1.5,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":627,"put_oi":6,"total_oi":633,"bias":"bullish"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":555,"put_oi":8283,"total_oi":8838,"bias":"neutral"},{"strike":2.5,"call_volume":47,"put_volume":0,"total_volume":47,"call_oi":38,"put_oi":23,"total_oi":61,"bias":"bullish"},{"strike":3.0,"call_volume":28,"put_volume":0,"total_volume":28,"call_oi":2764,"put_oi":136636,"total_oi":139400,"bias":"bullish"},{"strike":3.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":45,"put_oi":17,"total_oi":62,"bias":"bullish"},{"strike":4.0,"call_volume":464,"put_volume":7,"total_volume":471,"call_oi":5086,"put_oi":30854,"total_oi":35940,"bias":"bullish"},{"strike":4.5,"call_volume":121,"put_volume":20,"total_volume":141,"call_oi":315,"put_oi":1100,"total_oi":1415,"bias":"bullish"},{"strike":5.0,"call_volume":3078,"put_volume":244,"total_volume":3322,"call_oi":49830,"put_oi":39913,"total_oi":89743,"bias":"bullish"},{"strike":5.5,"call_volume":1141,"put_volume":290,"total_volume":1431,"call_oi":3887,"put_oi":504,"total_oi":4391,"bias":"bullish"},{"strike":6.0,"call_volume":1549,"put_volume":646,"total_volume":2195,"call_oi":136993,"put_oi":7588,"total_oi":144581,"bias":"bullish"},{"strike":6.5,"call_volume":16,"put_volume":1,"total_volume":17,"call_oi":252,"put_oi":25,"total_oi":277,"bias":"bullish"},{"strike":7.0,"call_volume":160,"put_volume":0,"total_volume":160,"call_oi":117096,"put_oi":6736,"total_oi":123832,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":63,"put_oi":8,"total_oi":71,"bias":"bearish"},{"strike":8.0,"call_volume":100,"put_volume":4,"total_volume":104,"call_oi":39011,"put_oi":44,"total_oi":39055,"bias":"bullish"},{"strike":8.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":2,"total_oi":4,"bias":"neutral"},{"strike":9.0,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":12513,"put_oi":9,"total_oi":12522,"bias":"bullish"},{"strike":9.5,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":9,"put_oi":5,"total_oi":14,"bias":"bearish"},{"strike":10.0,"call_volume":23,"put_volume":0,"total_volume":23,"call_oi":123053,"put_oi":2049,"total_oi":125102,"bias":"bullish"},{"strike":10.5,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"bullish"},{"strike":12.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":55974,"put_oi":452,"total_oi":56426,"bias":"bullish"},{"strike":15.0,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":86909,"put_oi":3,"total_oi":86912,"bias":"bullish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4673,"put_oi":0,"total_oi":4673,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13748,"put_oi":2,"total_oi":13750,"bias":"neutral"}],"underlying_price":4.920000076293945,"peak_call_strike":5.0,"peak_put_strike":6.0,"total_call_volume":6800,"total_put_volume":1216,"volume_pc_ratio":0.179},"iv_contours":{"x":[0.71,0.81,0.92,1.02,1.12,1.22],"y":[7,14,21,28,35,49,105],"z":[[null,162.54,53.08,48.8,98.16,132.1],[null,65.09,47.41,48.3,45.7,63.81],[125.16,35.51,54.25,46.11,52.78,58.5],[null,62.9,44.47,43.97,44.85,60.04],[null,null,null,76.81,71.32,72.55],[null,63.2,null,66.13,null,69.45],[null,58.65,null,62.93,null,62.86]],"levels":[35.5,48.2,60.9,73.6,86.3,99.0,111.7,124.4,137.1,149.8,162.5],"min_iv":35.5,"max_iv":162.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":109.55},{"date":"2026-09-15","iv":107.15},{"date":"2026-09-16","iv":106.96},{"date":"2026-09-17","iv":104.37},{"date":"2026-09-18","iv":103.79},{"date":"2026-09-21","iv":104.88},{"date":"2026-09-22","iv":289.9},{"date":"2026-09-23","iv":303.8},{"date":"2026-09-24","iv":1296.6},{"date":"2026-09-25","iv":2437.1},{"date":"2026-09-28","iv":155.0},{"date":"2026-09-29","iv":160.2},{"date":"2026-09-30","iv":188.3},{"date":"2026-10-01","iv":638.3},{"date":"2026-10-02","iv":534.8}]}}