{"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":"QLYS","summary":{"name":"QLYS","price":193.0,"total_oi":6271,"call_oi":3099,"put_oi":3172,"pc_ratio":1.024,"net_gex":343153.58,"avg_iv":66.6,"iv_rank":15.4,"iv_52w_high":108.82,"iv_52w_low":58.9,"gamma_flip":126.66,"max_pain":155.0},"features":{"symbol":"QLYS","price":193.0,"total_oi":6271,"analysis_coverage":1.0,"avg_iv_pct":66.6,"iv_rank":15.4,"iv_52w_high_pct":108.82,"iv_52w_low_pct":58.9,"front_dte":14,"front_atm_iv_pct":52.8473,"back_atm_iv_pct":58.5158,"term_premium_pp":-5.6685,"expected_move_front_pct":10.35,"straddle_front_pct":28.39,"straddle_30d_pct":28.39,"risk_reversal_front_pp":9.5,"risk_reversal_30d_pp":9.5,"butterfly_front_pp":-6.37,"butterfly_30d_pp":-6.37,"put_call_oi_ratio":1.024,"put_call_oi_front_ratio":0.842,"put_call_volume_front_ratio":0.946,"option_volume":191,"volume_oi_ratio":0.030458,"net_delta_normalized":0.219582,"dealer_delta_normalized":-0.219512,"gex_per_100k_oi":5472071.121033,"vanna_per_100k_oi":1626.534843,"charm_per_100k_oi":-1342576.941477,"weekend_delta_shift_per_100k_oi":-4027746.77085,"iv_surface_range_pp":52.7,"gamma_flip_distance_pct":-34.373057,"max_pain_distance_pct":-19.689119,"peak_call_distance_pct":8.80829,"peak_put_distance_pct":-1.554404},"analyses":{"gamma_walls":[{"strike":45.0,"call_gex":0.0,"put_gex":-7.83,"net_gex":-7.83,"call_oi":0,"put_oi":1},{"strike":50.0,"call_gex":4.33,"put_gex":-6.16,"net_gex":-1.83,"call_oi":2,"put_oi":1},{"strike":60.0,"call_gex":0.0,"put_gex":-144.67,"net_gex":-144.67,"call_oi":0,"put_oi":16},{"strike":65.0,"call_gex":25.71,"put_gex":-10.28,"net_gex":15.44,"call_oi":3,"put_oi":1},{"strike":70.0,"call_gex":29.44,"put_gex":-104.88,"net_gex":-75.44,"call_oi":3,"put_oi":9},{"strike":75.0,"call_gex":0.0,"put_gex":-65.92,"net_gex":-65.92,"call_oi":2,"put_oi":5},{"strike":80.0,"call_gex":90.76,"put_gex":-67.34,"net_gex":23.42,"call_oi":5,"put_oi":4},{"strike":85.0,"call_gex":96.73,"put_gex":-107.53,"net_gex":-10.79,"call_oi":5,"put_oi":5},{"strike":90.0,"call_gex":139.34,"put_gex":-389.55,"net_gex":-250.21,"call_oi":6,"put_oi":15},{"strike":95.0,"call_gex":0.0,"put_gex":-1548.56,"net_gex":-1548.56,"call_oi":0,"put_oi":43},{"strike":100.0,"call_gex":497.73,"put_gex":-639.13,"net_gex":-141.39,"call_oi":15,"put_oi":18},{"strike":105.0,"call_gex":256.96,"put_gex":-209.17,"net_gex":47.78,"call_oi":7,"put_oi":5},{"strike":110.0,"call_gex":665.5,"put_gex":-24498.15,"net_gex":-23832.65,"call_oi":16,"put_oi":522},{"strike":115.0,"call_gex":268.93,"put_gex":-271.4,"net_gex":-2.47,"call_oi":5,"put_oi":5},{"strike":120.0,"call_gex":669.43,"put_gex":-245.31,"net_gex":424.12,"call_oi":11,"put_oi":4},{"strike":125.0,"call_gex":962.56,"put_gex":-359.73,"net_gex":602.83,"call_oi":13,"put_oi":5},{"strike":130.0,"call_gex":76119.76,"put_gex":-734.51,"net_gex":75385.25,"call_oi":894,"put_oi":9},{"strike":135.0,"call_gex":2297.15,"put_gex":-2969.19,"net_gex":-672.04,"call_oi":24,"put_oi":35},{"strike":140.0,"call_gex":3374.52,"put_gex":-2921.26,"net_gex":453.26,"call_oi":30,"put_oi":31},{"strike":145.0,"call_gex":6445.75,"put_gex":-4960.04,"net_gex":1485.7,"call_oi":48,"put_oi":49},{"strike":150.0,"call_gex":3437.26,"put_gex":-116982.04,"net_gex":-113544.78,"call_oi":25,"put_oi":891},{"strike":155.0,"call_gex":3436.61,"put_gex":-72617.76,"net_gex":-69181.14,"call_oi":20,"put_oi":544},{"strike":160.0,"call_gex":10939.88,"put_gex":-5001.94,"net_gex":5937.94,"call_oi":60,"put_oi":26},{"strike":165.0,"call_gex":7330.75,"put_gex":-21647.25,"net_gex":-14316.5,"call_oi":34,"put_oi":91},{"strike":170.0,"call_gex":47021.17,"put_gex":-39592.45,"net_gex":7428.72,"call_oi":180,"put_oi":129},{"strike":175.0,"call_gex":34579.99,"put_gex":-9880.94,"net_gex":24699.04,"call_oi":115,"put_oi":27},{"strike":180.0,"call_gex":72182.42,"put_gex":-14153.13,"net_gex":58029.28,"call_oi":213,"put_oi":30},{"strike":185.0,"call_gex":62678.31,"put_gex":-7178.32,"net_gex":55499.99,"call_oi":171,"put_oi":20},{"strike":190.0,"call_gex":47596.94,"put_gex":-129130.42,"net_gex":-81533.48,"call_oi":113,"put_oi":614},{"strike":195.0,"call_gex":30413.35,"put_gex":-4199.16,"net_gex":26214.19,"call_oi":49,"put_oi":8},{"strike":200.0,"call_gex":66312.78,"put_gex":-428.64,"net_gex":65884.15,"call_oi":128,"put_oi":2},{"strike":210.0,"call_gex":96773.8,"put_gex":0.0,"net_gex":96773.8,"call_oi":179,"put_oi":0},{"strike":220.0,"call_gex":207548.27,"put_gex":0.0,"net_gex":207548.27,"call_oi":614,"put_oi":0},{"strike":230.0,"call_gex":8049.64,"put_gex":-1028.49,"net_gex":7021.15,"call_oi":32,"put_oi":4},{"strike":240.0,"call_gex":9353.35,"put_gex":0.0,"net_gex":9353.35,"call_oi":41,"put_oi":0},{"strike":250.0,"call_gex":3146.77,"put_gex":-209.84,"net_gex":2936.93,"call_oi":16,"put_oi":1},{"strike":260.0,"call_gex":534.18,"put_gex":-359.45,"net_gex":174.73,"call_oi":3,"put_oi":2},{"strike":270.0,"call_gex":2420.2,"put_gex":0.0,"net_gex":2420.2,"call_oi":16,"put_oi":0},{"strike":280.0,"call_gex":123.73,"put_gex":0.0,"net_gex":123.73,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":45.0,"call_value":0,"put_value":337540.0,"total_value":337540.0},{"strike":50.0,"call_value":0.0,"put_value":321685.0,"total_value":321685.0},{"strike":60.0,"call_value":20.0,"put_value":289985.0,"total_value":290005.0},{"strike":65.0,"call_value":30.0,"put_value":274215.0,"total_value":274245.0},{"strike":70.0,"call_value":55.0,"put_value":258450.0,"total_value":258505.0},{"strike":75.0,"call_value":95.0,"put_value":242730.0,"total_value":242825.0},{"strike":80.0,"call_value":145.0,"put_value":227035.0,"total_value":227180.0},{"strike":85.0,"call_value":220.0,"put_value":211360.0,"total_value":211580.0},{"strike":90.0,"call_value":320.0,"put_value":195710.0,"total_value":196030.0},{"strike":95.0,"call_value":450.0,"put_value":180135.0,"total_value":180585.0},{"strike":100.0,"call_value":580.0,"put_value":164775.0,"total_value":165355.0},{"strike":105.0,"call_value":785.0,"put_value":149505.0,"total_value":150290.0},{"strike":110.0,"call_value":1025.0,"put_value":134260.0,"total_value":135285.0},{"strike":115.0,"call_value":1345.0,"put_value":121625.0,"total_value":122970.0},{"strike":120.0,"call_value":1690.0,"put_value":109015.0,"total_value":110705.0},{"strike":125.0,"call_value":2090.0,"put_value":96425.0,"total_value":98515.0},{"strike":130.0,"call_value":2555.0,"put_value":83860.0,"total_value":86415.0},{"strike":135.0,"call_value":7490.0,"put_value":71340.0,"total_value":78830.0},{"strike":140.0,"call_value":12545.0,"put_value":58995.0,"total_value":71540.0},{"strike":145.0,"call_value":17750.0,"put_value":46805.0,"total_value":64555.0},{"strike":150.0,"call_value":23195.0,"put_value":34860.0,"total_value":58055.0},{"strike":155.0,"call_value":28765.0,"put_value":27370.0,"total_value":56135.0},{"strike":160.0,"call_value":34435.0,"put_value":22600.0,"total_value":57035.0},{"strike":165.0,"call_value":40405.0,"put_value":17960.0,"total_value":58365.0},{"strike":170.0,"call_value":46545.0,"put_value":13775.0,"total_value":60320.0},{"strike":175.0,"call_value":53585.0,"put_value":10235.0,"total_value":63820.0},{"strike":180.0,"call_value":61200.0,"put_value":6830.0,"total_value":68030.0},{"strike":185.0,"call_value":69880.0,"put_value":3575.0,"total_value":73455.0},{"strike":190.0,"call_value":79415.0,"put_value":420.0,"total_value":79835.0},{"strike":195.0,"call_value":89515.0,"put_value":335.0,"total_value":89850.0},{"strike":200.0,"call_value":99860.0,"put_value":290.0,"total_value":100150.0},{"strike":210.0,"call_value":121830.0,"put_value":220.0,"total_value":122050.0},{"strike":220.0,"call_value":145590.0,"put_value":150.0,"total_value":145740.0},{"strike":230.0,"call_value":175490.0,"put_value":80.0,"total_value":175570.0},{"strike":240.0,"call_value":205710.0,"put_value":50.0,"total_value":205760.0},{"strike":250.0,"call_value":236340.0,"put_value":20.0,"total_value":236360.0},{"strike":260.0,"call_value":267130.0,"put_value":0.0,"total_value":267130.0},{"strike":270.0,"call_value":297950.0,"put_value":0.0,"total_value":297950.0},{"strike":280.0,"call_value":328930.0,"put_value":0,"total_value":328930.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":82.3,"strike":150.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":68.1,"strike":143.75},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":84.0,"strike":110.57},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":58.2,"strike":172.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":60.3,"strike":171.67},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":56.9,"strike":171.67},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":53.9,"strike":182.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":60.2,"strike":181.67},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":55.6,"strike":182.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":53.5,"strike":192.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":57.9,"strike":191.67},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":55.0,"strike":192.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":48.1,"strike":200.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":59.3,"strike":200.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":54.4,"strike":200.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":50.7,"strike":210.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":55.5,"strike":210.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":52.8,"strike":210.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":50.3,"strike":220.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":55.3,"strike":235.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":52.3,"strike":249.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":12,"total_oi":453},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":9,"total_oi":47},{"expiration":"12/18/2026","dte":77,"iv":0.3076,"contract_count":9,"total_oi":473},{"expiration":"03/19/2027","dte":168,"iv":0.018,"contract_count":12,"total_oi":696}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.35,"expected_move_2std":20.71,"contract_count":7},{"expiration":"11/20/2026","dte":49,"expected_move_1std":21.44,"expected_move_2std":42.88,"contract_count":5},{"expiration":"12/18/2026","dte":77,"expected_move_1std":25.22,"expected_move_2std":50.45,"contract_count":5},{"expiration":"03/19/2027","dte":168,"expected_move_1std":36.28,"expected_move_2std":72.56,"contract_count":7}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1080,"put_oi":909,"total_oi":1989,"pc_ratio":0.842,"pc_ratio_volume":0.946,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":74,"put_oi":54,"total_oi":128,"pc_ratio":0.73,"pc_ratio_volume":6.714,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1741,"put_oi":710,"total_oi":2451,"pc_ratio":0.408,"pc_ratio_volume":3.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":204,"put_oi":1499,"total_oi":1703,"pc_ratio":7.348,"pc_ratio_volume":5.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-1.0,"dealer_delta":1.0,"call_oi":0,"put_oi":1},{"strike":50.0,"call_delta_oi":200.0,"put_delta_oi":-1.0,"dealer_delta":-199.0,"call_oi":2,"put_oi":1},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-16.0,"dealer_delta":16.0,"call_oi":0,"put_oi":16},{"strike":65.0,"call_delta_oi":297.0,"put_delta_oi":-1.0,"dealer_delta":-296.0,"call_oi":3,"put_oi":1},{"strike":70.0,"call_delta_oi":297.0,"put_delta_oi":-11.0,"dealer_delta":-287.0,"call_oi":3,"put_oi":9},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-6.0,"dealer_delta":6.0,"call_oi":0,"put_oi":5},{"strike":80.0,"call_delta_oi":491.0,"put_delta_oi":-7.0,"dealer_delta":-484.0,"call_oi":5,"put_oi":4},{"strike":85.0,"call_delta_oi":491.0,"put_delta_oi":-11.0,"dealer_delta":-480.0,"call_oi":5,"put_oi":5},{"strike":90.0,"call_delta_oi":587.0,"put_delta_oi":-39.0,"dealer_delta":-548.0,"call_oi":6,"put_oi":15},{"strike":95.0,"call_delta_oi":0,"put_delta_oi":-193.0,"dealer_delta":193.0,"call_oi":0,"put_oi":43},{"strike":100.0,"call_delta_oi":1452.0,"put_delta_oi":-63.0,"dealer_delta":-1389.0,"call_oi":15,"put_oi":18},{"strike":105.0,"call_delta_oi":678.0,"put_delta_oi":-20.0,"dealer_delta":-658.0,"call_oi":7,"put_oi":5},{"strike":110.0,"call_delta_oi":1547.0,"put_delta_oi":-2212.0,"dealer_delta":665.0,"call_oi":16,"put_oi":522},{"strike":115.0,"call_delta_oi":476.0,"put_delta_oi":-24.0,"dealer_delta":-452.0,"call_oi":5,"put_oi":5},{"strike":120.0,"call_delta_oi":1045.0,"put_delta_oi":-22.0,"dealer_delta":-1023.0,"call_oi":11,"put_oi":4},{"strike":125.0,"call_delta_oi":1211.0,"put_delta_oi":-29.0,"dealer_delta":-1182.0,"call_oi":13,"put_oi":5},{"strike":130.0,"call_delta_oi":83073.0,"put_delta_oi":-59.0,"dealer_delta":-83013.0,"call_oi":894,"put_oi":9},{"strike":135.0,"call_delta_oi":2217.0,"put_delta_oi":-197.0,"dealer_delta":-2021.0,"call_oi":24,"put_oi":35},{"strike":140.0,"call_delta_oi":2632.0,"put_delta_oi":-180.0,"dealer_delta":-2452.0,"call_oi":30,"put_oi":31},{"strike":145.0,"call_delta_oi":4223.0,"put_delta_oi":-284.0,"dealer_delta":-3940.0,"call_oi":48,"put_oi":49},{"strike":150.0,"call_delta_oi":2233.0,"put_delta_oi":-15289.0,"dealer_delta":13056.0,"call_oi":25,"put_oi":891},{"strike":155.0,"call_delta_oi":1671.0,"put_delta_oi":-2606.0,"dealer_delta":934.0,"call_oi":20,"put_oi":544},{"strike":160.0,"call_delta_oi":4853.0,"put_delta_oi":-270.0,"dealer_delta":-4583.0,"call_oi":60,"put_oi":26},{"strike":165.0,"call_delta_oi":2755.0,"put_delta_oi":-790.0,"dealer_delta":-1965.0,"call_oi":34,"put_oi":91},{"strike":170.0,"call_delta_oi":14173.0,"put_delta_oi":-2079.0,"dealer_delta":-12094.0,"call_oi":180,"put_oi":129},{"strike":175.0,"call_delta_oi":8487.0,"put_delta_oi":-566.0,"dealer_delta":-7921.0,"call_oi":115,"put_oi":27},{"strike":180.0,"call_delta_oi":14754.0,"put_delta_oi":-773.0,"dealer_delta":-13981.0,"call_oi":213,"put_oi":30},{"strike":185.0,"call_delta_oi":10973.0,"put_delta_oi":-701.0,"dealer_delta":-10272.0,"call_oi":171,"put_oi":20},{"strike":190.0,"call_delta_oi":6657.0,"put_delta_oi":-24007.0,"dealer_delta":17350.0,"call_oi":113,"put_oi":614},{"strike":195.0,"call_delta_oi":2478.0,"put_delta_oi":-389.0,"dealer_delta":-2089.0,"call_oi":49,"put_oi":8},{"strike":200.0,"call_delta_oi":5773.0,"put_delta_oi":-89.0,"dealer_delta":-5684.0,"call_oi":128,"put_oi":2},{"strike":210.0,"call_delta_oi":4212.0,"put_delta_oi":0,"dealer_delta":-4212.0,"call_oi":179,"put_oi":0},{"strike":220.0,"call_delta_oi":6424.0,"put_delta_oi":0,"dealer_delta":-6424.0,"call_oi":614,"put_oi":0},{"strike":230.0,"call_delta_oi":999.0,"put_delta_oi":-276.0,"dealer_delta":-724.0,"call_oi":32,"put_oi":4},{"strike":240.0,"call_delta_oi":1087.0,"put_delta_oi":0,"dealer_delta":-1087.0,"call_oi":41,"put_oi":0},{"strike":250.0,"call_delta_oi":419.0,"put_delta_oi":-82.0,"dealer_delta":-337.0,"call_oi":16,"put_oi":1},{"strike":260.0,"call_delta_oi":42.0,"put_delta_oi":-171.0,"dealer_delta":129.0,"call_oi":3,"put_oi":2},{"strike":270.0,"call_delta_oi":203.0,"put_delta_oi":0,"dealer_delta":-203.0,"call_oi":16,"put_oi":0},{"strike":280.0,"call_delta_oi":9.0,"put_delta_oi":0,"dealer_delta":-9.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-137656.0,"total_call_delta":189120.0,"total_put_delta":-51463.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":193.0,"strikes":[{"strike":150.0,"moneyness":0.7772,"type":"put","iv":0.5694,"delta":-0.1847,"oi":802},{"strike":190.0,"moneyness":0.9845,"type":"put","iv":0.5324,"delta":-0.3907,"oi":606}]},{"expiration":"10/16/2026","underlying_price":193.0,"strikes":[{"strike":155.0,"moneyness":0.8031,"type":"put","iv":0.7086,"delta":-0.0429,"oi":521},{"strike":210.0,"moneyness":1.0881,"type":"call","iv":0.5067,"delta":0.2063,"oi":157},{"strike":220.0,"moneyness":1.1399,"type":"call","iv":0.5029,"delta":0.094,"oi":593}]},{"expiration":"12/18/2026","underlying_price":193.0,"strikes":[{"strike":110.0,"moneyness":0.5699,"type":"put","iv":0.8132,"delta":-0.0423,"oi":520},{"strike":130.0,"moneyness":0.6736,"type":"call","iv":0.6721,"delta":0.9293,"oi":892},{"strike":170.0,"moneyness":0.8808,"type":"call","iv":0.5709,"delta":0.7426,"oi":103},{"strike":180.0,"moneyness":0.9326,"type":"call","iv":0.5724,"delta":0.6669,"oi":154},{"strike":185.0,"moneyness":0.9585,"type":"call","iv":0.5577,"delta":0.6287,"oi":120}]}],"greeks_heatmap":{"data":[{"strike":150.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0328,"call_gamma":0,"put_gamma":0.002649,"call_theta":0,"put_theta":-0.0772,"call_vega":0,"put_vega":0.0267,"call_oi":0,"put_oi":71},{"strike":155.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0429,"call_gamma":0,"put_gamma":0.003534,"call_theta":0,"put_theta":-0.0895,"call_vega":0,"put_vega":0.0332,"call_oi":0,"put_oi":521},{"strike":165.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0749,"call_gamma":0,"put_gamma":0.006402,"call_theta":0,"put_theta":-0.1183,"call_vega":0,"put_vega":0.0515,"call_oi":0,"put_oi":83},{"strike":170.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8919,"put_delta":-0.1175,"call_gamma":0.008861,"put_gamma":0.008993,"call_theta":-0.167,"put_theta":-0.1633,"call_vega":0.0677,"put_vega":0.0718,"call_oi":57,"put_oi":86},{"strike":180.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7746,"put_delta":0,"call_gamma":0.015358,"put_gamma":0,"call_theta":-0.2413,"put_theta":0,"call_vega":0.1093,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":200.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3704,"put_delta":0,"call_gamma":0.021576,"put_gamma":0,"call_theta":-0.2621,"put_theta":0,"call_vega":0.1376,"put_vega":0,"call_oi":56,"put_oi":0},{"strike":210.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2063,"put_delta":0,"call_gamma":0.015455,"put_gamma":0,"call_theta":-0.2068,"put_theta":0,"call_vega":0.1039,"put_vega":0,"call_oi":157,"put_oi":0},{"strike":220.0,"dte":14,"expiration":"10/16/2026","call_delta":0.094,"put_delta":0,"call_gamma":0.009159,"put_gamma":0,"call_theta":-0.1202,"put_theta":0,"call_vega":0.0611,"put_vega":0,"call_oi":593,"put_oi":0},{"strike":170.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7426,"put_delta":0,"call_gamma":0.006418,"put_gamma":0,"call_theta":-0.1195,"put_theta":0,"call_vega":0.2842,"put_vega":0,"call_oi":103,"put_oi":0},{"strike":175.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7055,"put_delta":0,"call_gamma":0.006865,"put_gamma":0,"call_theta":-0.1262,"put_theta":0,"call_vega":0.3036,"put_vega":0,"call_oi":73,"put_oi":0},{"strike":180.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6669,"put_delta":0,"call_gamma":0.007211,"put_gamma":0,"call_theta":-0.1323,"put_theta":0,"call_vega":0.3201,"put_vega":0,"call_oi":154,"put_oi":0},{"strike":185.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6287,"put_delta":0,"call_gamma":0.007697,"put_gamma":0,"call_theta":-0.1334,"put_theta":0,"call_vega":0.3329,"put_vega":0,"call_oi":120,"put_oi":0},{"strike":190.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5883,"put_delta":0,"call_gamma":0.008041,"put_gamma":0,"call_theta":-0.1346,"put_theta":0,"call_vega":0.3427,"put_vega":0,"call_oi":52,"put_oi":0},{"strike":200.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5064,"put_delta":0,"call_gamma":0.008333,"put_gamma":0,"call_theta":-0.135,"put_theta":0,"call_vega":0.3513,"put_vega":0,"call_oi":51,"put_oi":0}],"strikes":[150.0,155.0,165.0,170.0,175.0,180.0,185.0,190.0,200.0,210.0,220.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":9.5,"put_25d_iv":60.17,"call_25d_iv":50.67,"put_25d_strike":170.0,"call_25d_strike":210.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":26.97,"put_25d_iv":81.32,"call_25d_iv":54.36,"put_25d_strike":110.0,"call_25d_strike":200.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":110.0,"call_vanna":0,"put_vanna":20.0,"net_vanna":20.0,"call_oi":0,"put_oi":520},{"strike":130.0,"call_vanna":-47.0,"put_vanna":0,"net_vanna":-47.0,"call_oi":892,"put_oi":0},{"strike":150.0,"call_vanna":0,"put_vanna":92.0,"net_vanna":92.0,"call_oi":0,"put_oi":873},{"strike":155.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":521},{"strike":165.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":83},{"strike":170.0,"call_vanna":-9.0,"put_vanna":2.0,"net_vanna":-6.0,"call_oi":160,"put_oi":86},{"strike":175.0,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":73,"put_oi":0},{"strike":180.0,"call_vanna":-10.0,"put_vanna":0,"net_vanna":-10.0,"call_oi":205,"put_oi":0},{"strike":185.0,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":120,"put_oi":0},{"strike":190.0,"call_vanna":-2.0,"put_vanna":34.0,"net_vanna":33.0,"call_oi":52,"put_oi":606},{"strike":200.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":107,"put_oi":0},{"strike":210.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":157,"put_oi":0},{"strike":220.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":593,"put_oi":0}],"net_vanna":102.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":150.0,"call_charm":0,"put_charm":469.0,"net_charm":469.0,"call_oi":0,"put_oi":71},{"strike":155.0,"call_charm":0,"put_charm":5218.0,"net_charm":5218.0,"call_oi":0,"put_oi":521},{"strike":165.0,"call_charm":0,"put_charm":1916.0,"net_charm":1916.0,"call_oi":0,"put_oi":83},{"strike":170.0,"call_charm":-22130.0,"put_charm":4302.0,"net_charm":-17827.0,"call_oi":57,"put_oi":86},{"strike":180.0,"call_charm":-24849.0,"put_charm":0,"net_charm":-24849.0,"call_oi":51,"put_oi":0},{"strike":200.0,"call_charm":-14177.0,"put_charm":0,"net_charm":-14177.0,"call_oi":56,"put_oi":0},{"strike":210.0,"call_charm":-17469.0,"put_charm":0,"net_charm":-17469.0,"call_oi":157,"put_oi":0},{"strike":220.0,"call_charm":-17473.0,"put_charm":0,"net_charm":-17473.0,"call_oi":593,"put_oi":0}],"net_charm":-84193.0,"weekend_delta_shift":-252580.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":31432.0,"put_delta":-5780.0,"net_delta":25653.0,"call_oi":1080,"put_oi":909,"total_oi":1989,"total_volume":72,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":4041.0,"put_delta":-1331.0,"net_delta":2710.0,"call_oi":74,"put_oi":54,"total_oi":128,"total_volume":54,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":141235.0,"put_delta":-4452.0,"net_delta":136783.0,"call_oi":1739,"put_oi":710,"total_oi":2449,"total_volume":4,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":12411.0,"put_delta":-39901.0,"net_delta":-27490.0,"call_oi":204,"put_oi":1499,"total_oi":1703,"total_volume":6,"bias":"neutral"}],"straddle_pricing":[{"expiration":"03/19/2027","dte":168,"strike":190.0,"straddle_price":54.8,"straddle_pct":28.39,"implied_move":28.39,"avg_iv":53.6}],"volume_profile":{"profile":[{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":1,"total_oi":3,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":16,"total_oi":16,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":1,"total_oi":4,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":9,"total_oi":12,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":5,"total_oi":7,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":4,"total_oi":9,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":5,"total_oi":10,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":15,"total_oi":21,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":43,"total_oi":43,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":18,"total_oi":33,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":5,"total_oi":12,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":522,"total_oi":538,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":5,"total_oi":10,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":11,"put_oi":4,"total_oi":15,"bias":"bearish"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":5,"total_oi":18,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":894,"put_oi":9,"total_oi":903,"bias":"bearish"},{"strike":135.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":24,"put_oi":35,"total_oi":59,"bias":"bearish"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":31,"total_oi":61,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":48,"put_oi":49,"total_oi":97,"bias":"bearish"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":891,"total_oi":916,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":7,"total_volume":7,"call_oi":20,"put_oi":544,"total_oi":564,"bias":"bearish"},{"strike":160.0,"call_volume":0,"put_volume":22,"total_volume":22,"call_oi":60,"put_oi":26,"total_oi":86,"bias":"bearish"},{"strike":165.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":34,"put_oi":91,"total_oi":125,"bias":"bearish"},{"strike":170.0,"call_volume":0,"put_volume":15,"total_volume":15,"call_oi":180,"put_oi":129,"total_oi":309,"bias":"bearish"},{"strike":175.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":115,"put_oi":27,"total_oi":142,"bias":"neutral"},{"strike":180.0,"call_volume":6,"put_volume":4,"total_volume":10,"call_oi":213,"put_oi":30,"total_oi":243,"bias":"neutral"},{"strike":185.0,"call_volume":2,"put_volume":41,"total_volume":43,"call_oi":171,"put_oi":20,"total_oi":191,"bias":"bearish"},{"strike":190.0,"call_volume":5,"put_volume":44,"total_volume":49,"call_oi":113,"put_oi":614,"total_oi":727,"bias":"bearish"},{"strike":195.0,"call_volume":5,"put_volume":1,"total_volume":6,"call_oi":49,"put_oi":8,"total_oi":57,"bias":"bullish"},{"strike":200.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":128,"put_oi":2,"total_oi":130,"bias":"bullish"},{"strike":210.0,"call_volume":22,"put_volume":0,"total_volume":22,"call_oi":179,"put_oi":0,"total_oi":179,"bias":"bullish"},{"strike":220.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":614,"put_oi":0,"total_oi":614,"bias":"bullish"},{"strike":230.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":4,"total_oi":36,"bias":"neutral"},{"strike":240.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":0,"total_oi":41,"bias":"neutral"},{"strike":250.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":1,"total_oi":17,"bias":"neutral"},{"strike":260.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":2,"total_oi":5,"bias":"neutral"},{"strike":270.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"neutral"},{"strike":280.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":193.0,"peak_call_strike":210.0,"peak_put_strike":190.0,"total_call_volume":47,"total_put_volume":144,"volume_pc_ratio":3.064},"iv_contours":{"x":[0.72,0.75,0.78,0.8,0.83,0.85,0.88,0.91,0.93,0.96,0.98,1.01,1.04,1.09,1.14,1.19,1.24,1.29],"y":[14,49,77,168],"z":[[100.78,91.55,75.94,70.86,69.62,63.11,58.87,57.62,53.77,53.51,55.55,53.97,48.06,50.67,50.29,null,null,null],[null,null,null,null,null,null,59.94,null,null,null,58.35,null,null,null,null,54.84,null,null],[64.93,63.27,59.1,60.13,59.09,59.05,56.91,57.02,57.24,55.77,54.95,55.01,54.36,null,null,null,51.57,null],[58.28,null,56.94,null,55.78,null,55.16,null,null,54.01,53.58,null,53.13,null,52.09,51.76,51.31,51.01]],"levels":[48.1,53.3,58.6,63.9,69.1,74.4,79.7,85.0,90.2,95.5,100.8],"min_iv":48.1,"max_iv":100.8},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":195.0,"atm_iv":53.97,"otm_strike":200.0,"otm_iv":48.06,"itm_strike":185.0,"itm_iv":53.51,"iv_butterfly":-6.37,"price_butterfly":2.6,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":195.0,"atm_iv":55.01,"otm_strike":200.0,"otm_iv":54.36,"itm_strike":185.0,"itm_iv":55.77,"iv_butterfly":0.1,"price_butterfly":2.75,"convexity":"flat"},{"expiration":"03/19/2027","dte":168,"atm_strike":190.0,"atm_iv":53.92,"otm_strike":200.0,"otm_iv":53.13,"itm_strike":185.0,"itm_iv":54.01,"iv_butterfly":-0.7,"price_butterfly":-2.3,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":103.45},{"date":"2026-09-15","iv":108.82},{"date":"2026-09-16","iv":87.89},{"date":"2026-09-17","iv":83.11},{"date":"2026-09-18","iv":71.97},{"date":"2026-09-21","iv":60.53},{"date":"2026-09-22","iv":61.4},{"date":"2026-09-23","iv":60.7},{"date":"2026-09-24","iv":63.3},{"date":"2026-09-25","iv":62.5},{"date":"2026-09-28","iv":58.9},{"date":"2026-09-29","iv":63.6},{"date":"2026-09-30","iv":67.1},{"date":"2026-10-01","iv":65.9},{"date":"2026-10-02","iv":66.6}]}}