{"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":"QNT","summary":{"name":"QNT","price":46.08,"total_oi":22305,"call_oi":12339,"put_oi":9966,"pc_ratio":0.808,"net_gex":-176138.0,"avg_iv":98.2,"iv_rank":28.4,"iv_52w_high":117.82,"iv_52w_low":90.4,"gamma_flip":null,"max_pain":55.0},"features":{"symbol":"QNT","price":46.08,"total_oi":22305,"analysis_coverage":0.9444,"avg_iv_pct":98.2,"iv_rank":28.4,"iv_52w_high_pct":117.82,"iv_52w_low_pct":90.4,"front_dte":14,"front_atm_iv_pct":81.441,"back_atm_iv_pct":82.4789,"term_premium_pp":-1.0379,"expected_move_front_pct":15.95,"straddle_front_pct":12.26,"straddle_30d_pct":12.26,"risk_reversal_front_pp":-5.94,"risk_reversal_30d_pp":-5.94,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.808,"put_call_oi_front_ratio":0.84,"put_call_volume_front_ratio":0.383,"option_volume":1255,"volume_oi_ratio":0.056265,"net_delta_normalized":-0.060061,"dealer_delta_normalized":0.060062,"gex_per_100k_oi":-789679.444071,"vanna_per_100k_oi":2403.048644,"charm_per_100k_oi":1275696.03228,"weekend_delta_shift_per_100k_oi":3827092.580139,"iv_surface_range_pp":31.5,"gamma_flip_distance_pct":null,"max_pain_distance_pct":19.357639,"peak_call_distance_pct":19.357639,"peak_put_distance_pct":-2.34375},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":893.3,"put_gex":-2696.9,"net_gex":-1803.6,"call_oi":95,"put_oi":248},{"strike":30.0,"call_gex":1319.59,"put_gex":-10500.94,"net_gex":-9181.35,"call_oi":92,"put_oi":581},{"strike":35.0,"call_gex":2326.12,"put_gex":-15126.68,"net_gex":-12800.56,"call_oi":116,"put_oi":578},{"strike":40.0,"call_gex":19540.53,"put_gex":-72774.09,"net_gex":-53233.56,"call_oi":827,"put_oi":1844},{"strike":45.0,"call_gex":10138.44,"put_gex":-173821.89,"net_gex":-163683.44,"call_oi":181,"put_oi":1656},{"strike":50.0,"call_gex":47184.6,"put_gex":-151733.88,"net_gex":-104549.29,"call_oi":764,"put_oi":2038},{"strike":55.0,"call_gex":64469.78,"put_gex":-78863.67,"net_gex":-14393.89,"call_oi":1135,"put_oi":1682},{"strike":60.0,"call_gex":46992.06,"put_gex":-30855.39,"net_gex":16136.67,"call_oi":1329,"put_oi":743},{"strike":65.0,"call_gex":22812.84,"put_gex":-8401.34,"net_gex":14411.5,"call_oi":826,"put_oi":347},{"strike":70.0,"call_gex":54203.7,"put_gex":-1513.63,"net_gex":52690.07,"call_oi":1879,"put_oi":57},{"strike":75.0,"call_gex":32562.53,"put_gex":-1536.02,"net_gex":31026.51,"call_oi":1345,"put_oi":59},{"strike":80.0,"call_gex":35569.54,"put_gex":-162.64,"net_gex":35406.91,"call_oi":1462,"put_oi":8},{"strike":85.0,"call_gex":12174.47,"put_gex":-1323.38,"net_gex":10851.09,"call_oi":615,"put_oi":61},{"strike":90.0,"call_gex":6544.78,"put_gex":-649.97,"net_gex":5894.81,"call_oi":328,"put_oi":31},{"strike":95.0,"call_gex":3218.86,"put_gex":0.0,"net_gex":3218.86,"call_oi":188,"put_oi":0},{"strike":100.0,"call_gex":4654.0,"put_gex":-577.87,"net_gex":4076.13,"call_oi":285,"put_oi":33},{"strike":105.0,"call_gex":731.05,"put_gex":0.0,"net_gex":731.05,"call_oi":50,"put_oi":0},{"strike":110.0,"call_gex":2661.75,"put_gex":0.0,"net_gex":2661.75,"call_oi":212,"put_oi":0},{"strike":115.0,"call_gex":2338.31,"put_gex":0.0,"net_gex":2338.31,"call_oi":199,"put_oi":0},{"strike":120.0,"call_gex":4064.05,"put_gex":0.0,"net_gex":4064.05,"call_oi":411,"put_oi":0}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":224865.0,"total_value":224865.0},{"strike":30.0,"call_value":475.0,"put_value":176275.0,"total_value":176750.0},{"strike":35.0,"call_value":1410.0,"put_value":130590.0,"total_value":132000.0},{"strike":40.0,"call_value":2925.0,"put_value":87795.0,"total_value":90720.0},{"strike":45.0,"call_value":8575.0,"put_value":54220.0,"total_value":62795.0},{"strike":50.0,"call_value":15130.0,"put_value":28925.0,"total_value":44055.0},{"strike":55.0,"call_value":25505.0,"put_value":13820.0,"total_value":39325.0},{"strike":60.0,"call_value":41555.0,"put_value":7125.0,"total_value":48680.0},{"strike":65.0,"call_value":64250.0,"put_value":4145.0,"total_value":68395.0},{"strike":70.0,"call_value":91075.0,"put_value":2900.0,"total_value":93975.0},{"strike":75.0,"call_value":127295.0,"put_value":1940.0,"total_value":129235.0},{"strike":80.0,"call_value":170240.0,"put_value":1275.0,"total_value":171515.0},{"strike":85.0,"call_value":220495.0,"put_value":650.0,"total_value":221145.0},{"strike":90.0,"call_value":273825.0,"put_value":330.0,"total_value":274155.0},{"strike":95.0,"call_value":328795.0,"put_value":165.0,"total_value":328960.0},{"strike":100.0,"call_value":384705.0,"put_value":0.0,"total_value":384705.0},{"strike":105.0,"call_value":442040.0,"put_value":0.0,"total_value":442040.0},{"strike":110.0,"call_value":499625.0,"put_value":0.0,"total_value":499625.0},{"strike":115.0,"call_value":558270.0,"put_value":0.0,"total_value":558270.0},{"strike":120.0,"call_value":617910.0,"put_value":0,"total_value":617910.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":135.9,"strike":32.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":92.5,"strike":33.33},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":84.5,"strike":32.5},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":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":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":81.4,"strike":45.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":82.5,"strike":45.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":84.2,"strike":45.0},{"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":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":75.6,"strike":50.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":85.1,"strike":50.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":84.8,"strike":50.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":168.3,"strike":81.58},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":89.7,"strike":63.89},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":89.1,"strike":82.83}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":2564},{"expiration":"11/20/2026","dte":49,"iv":0.8297,"contract_count":4,"total_oi":278},{"expiration":"01/15/2027","dte":105,"iv":0.9441,"contract_count":4,"total_oi":1059},{"expiration":"04/16/2027","dte":196,"iv":0.8668,"contract_count":4,"total_oi":213},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":4,"total_oi":213},{"expiration":"01/19/2029","dte":840,"iv":0.8857,"contract_count":4,"total_oi":312}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":15.95,"expected_move_2std":31.9,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":30.22,"expected_move_2std":60.44,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":45.16,"expected_move_2std":90.33,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":61.32,"expected_move_2std":122.64,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":95.32,"expected_move_2std":190.63,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":126.19,"expected_move_2std":252.37,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":5210,"put_oi":4379,"total_oi":9589,"pc_ratio":0.84,"pc_ratio_volume":0.383,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":1131,"put_oi":644,"total_oi":1775,"pc_ratio":0.569,"pc_ratio_volume":1.31,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":2798,"put_oi":2617,"total_oi":5415,"pc_ratio":0.935,"pc_ratio_volume":0.977,"sentiment":"neutral"},{"expiration":"04/16/2027","dte":196,"call_oi":1679,"put_oi":1734,"total_oi":3413,"pc_ratio":1.033,"pc_ratio_volume":0.019,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":1392,"put_oi":300,"total_oi":1692,"pc_ratio":0.216,"pc_ratio_volume":0.471,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":129,"put_oi":292,"total_oi":421,"pc_ratio":2.264,"pc_ratio_volume":1.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":25.0,"call_delta_oi":8450.0,"put_delta_oi":-1397.0,"dealer_delta":-7052.0,"call_oi":95,"put_oi":248},{"strike":30.0,"call_delta_oi":7968.0,"put_delta_oi":-5791.0,"dealer_delta":-2176.0,"call_oi":92,"put_oi":581},{"strike":35.0,"call_delta_oi":9339.0,"put_delta_oi":-8733.0,"dealer_delta":-606.0,"call_oi":116,"put_oi":578},{"strike":40.0,"call_delta_oi":60841.0,"put_delta_oi":-46539.0,"dealer_delta":-14302.0,"call_oi":827,"put_oi":1844},{"strike":45.0,"call_delta_oi":11564.0,"put_delta_oi":-65362.0,"dealer_delta":53798.0,"call_oi":181,"put_oi":1656},{"strike":50.0,"call_delta_oi":36927.0,"put_delta_oi":-112558.0,"dealer_delta":75632.0,"call_oi":764,"put_oi":2038},{"strike":55.0,"call_delta_oi":30764.0,"put_delta_oi":-110547.0,"dealer_delta":79783.0,"call_oi":1135,"put_oi":1682},{"strike":60.0,"call_delta_oi":26284.0,"put_delta_oi":-61324.0,"dealer_delta":35040.0,"call_oi":1329,"put_oi":743},{"strike":65.0,"call_delta_oi":18628.0,"put_delta_oi":-30288.0,"dealer_delta":11661.0,"call_oi":826,"put_oi":347},{"strike":70.0,"call_delta_oi":28484.0,"put_delta_oi":-4563.0,"dealer_delta":-23920.0,"call_oi":1879,"put_oi":57},{"strike":75.0,"call_delta_oi":20244.0,"put_delta_oi":-4686.0,"dealer_delta":-15559.0,"call_oi":1345,"put_oi":59},{"strike":80.0,"call_delta_oi":33612.0,"put_delta_oi":-465.0,"dealer_delta":-33146.0,"call_oi":1462,"put_oi":8},{"strike":85.0,"call_delta_oi":13603.0,"put_delta_oi":-4616.0,"dealer_delta":-8987.0,"call_oi":615,"put_oi":61},{"strike":90.0,"call_delta_oi":5162.0,"put_delta_oi":-2607.0,"dealer_delta":-2555.0,"call_oi":328,"put_oi":31},{"strike":95.0,"call_delta_oi":2541.0,"put_delta_oi":0,"dealer_delta":-2541.0,"call_oi":188,"put_oi":0},{"strike":100.0,"call_delta_oi":5350.0,"put_delta_oi":-2804.0,"dealer_delta":-2546.0,"call_oi":285,"put_oi":33},{"strike":105.0,"call_delta_oi":554.0,"put_delta_oi":0,"dealer_delta":-554.0,"call_oi":50,"put_oi":0},{"strike":110.0,"call_delta_oi":2077.0,"put_delta_oi":0,"dealer_delta":-2077.0,"call_oi":212,"put_oi":0},{"strike":115.0,"call_delta_oi":2695.0,"put_delta_oi":0,"dealer_delta":-2695.0,"call_oi":199,"put_oi":0},{"strike":120.0,"call_delta_oi":3228.0,"put_delta_oi":0,"dealer_delta":-3228.0,"call_oi":411,"put_oi":0}],"net_dealer_delta":133968.0,"total_call_delta":328314.0,"total_put_delta":-462281.0,"bias":"bullish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":46.08000183105469,"strikes":[{"strike":25.0,"moneyness":0.5425,"type":"put","iv":0.8377,"delta":-0.0528,"oi":178},{"strike":30.0,"moneyness":0.651,"type":"put","iv":0.8021,"delta":-0.1066,"oi":233},{"strike":35.0,"moneyness":0.7595,"type":"put","iv":0.8084,"delta":-0.1891,"oi":291},{"strike":40.0,"moneyness":0.8681,"type":"put","iv":0.8227,"delta":-0.2846,"oi":551},{"strike":45.0,"moneyness":0.9766,"type":"put","iv":0.8299,"delta":-0.3812,"oi":212},{"strike":50.0,"moneyness":1.0851,"type":"put","iv":0.8372,"delta":-0.473,"oi":614},{"strike":50.0,"moneyness":1.0851,"type":"call","iv":0.8595,"delta":0.531,"oi":179},{"strike":60.0,"moneyness":1.3021,"type":"put","iv":0.8779,"delta":-0.6191,"oi":152},{"strike":60.0,"moneyness":1.3021,"type":"call","iv":0.7993,"delta":0.3531,"oi":276},{"strike":65.0,"moneyness":1.4106,"type":"put","iv":0.8695,"delta":-0.6855,"oi":104},{"strike":65.0,"moneyness":1.4106,"type":"call","iv":0.8245,"delta":0.2967,"oi":205},{"strike":70.0,"moneyness":1.5191,"type":"call","iv":0.8299,"delta":0.2435,"oi":183},{"strike":75.0,"moneyness":1.6276,"type":"call","iv":0.8937,"delta":0.2245,"oi":397},{"strike":80.0,"moneyness":1.7361,"type":"call","iv":0.8902,"delta":0.1846,"oi":320},{"strike":90.0,"moneyness":1.9531,"type":"call","iv":0.9444,"delta":0.1464,"oi":228},{"strike":110.0,"moneyness":2.3872,"type":"call","iv":0.9027,"delta":0.0618,"oi":167},{"strike":120.0,"moneyness":2.6042,"type":"call","iv":0.9124,"delta":0.0449,"oi":325}]},{"expiration":"01/19/2029","underlying_price":46.08000183105469,"strikes":[{"strike":50.0,"moneyness":1.0851,"type":"put","iv":0.8475,"delta":-0.2563,"oi":274}]},{"expiration":"01/21/2028","underlying_price":46.08000183105469,"strikes":[{"strike":40.0,"moneyness":0.8681,"type":"call","iv":0.8876,"delta":0.7582,"oi":104},{"strike":55.0,"moneyness":1.1936,"type":"call","iv":0.8672,"delta":0.6449,"oi":166},{"strike":60.0,"moneyness":1.3021,"type":"call","iv":0.8897,"delta":0.6186,"oi":107},{"strike":65.0,"moneyness":1.4106,"type":"call","iv":0.8177,"delta":0.5623,"oi":138},{"strike":85.0,"moneyness":1.8446,"type":"call","iv":0.8258,"delta":0.4522,"oi":200}]},{"expiration":"04/16/2027","underlying_price":46.08000183105469,"strikes":[{"strike":40.0,"moneyness":0.8681,"type":"call","iv":0.8565,"delta":0.7175,"oi":641},{"strike":40.0,"moneyness":0.8681,"type":"put","iv":0.8194,"delta":-0.2831,"oi":750},{"strike":50.0,"moneyness":1.0851,"type":"call","iv":0.8551,"delta":0.5864,"oi":142},{"strike":55.0,"moneyness":1.1936,"type":"put","iv":0.8216,"delta":-0.4827,"oi":759},{"strike":80.0,"moneyness":1.7361,"type":"call","iv":0.8693,"delta":0.3034,"oi":750}]},{"expiration":"10/16/2026","underlying_price":46.08000183105469,"strikes":[{"strike":30.0,"moneyness":0.651,"type":"put","iv":1.59,"delta":-0.0564,"oi":151},{"strike":35.0,"moneyness":0.7595,"type":"put","iv":0.8338,"delta":-0.0332,"oi":137},{"strike":40.0,"moneyness":0.8681,"type":"put","iv":0.7525,"delta":-0.1405,"oi":366},{"strike":45.0,"moneyness":0.9766,"type":"put","iv":0.7547,"delta":-0.4019,"oi":1257},{"strike":50.0,"moneyness":1.0851,"type":"put","iv":0.6998,"delta":-0.7056,"oi":953},{"strike":50.0,"moneyness":1.0851,"type":"call","iv":0.8119,"delta":0.3277,"oi":292},{"strike":55.0,"moneyness":1.1936,"type":"put","iv":0.7475,"delta":-0.8796,"oi":665},{"strike":55.0,"moneyness":1.1936,"type":"call","iv":0.8332,"delta":0.1498,"oi":742},{"strike":60.0,"moneyness":1.3021,"type":"put","iv":1.0329,"delta":-0.8942,"oi":568},{"strike":60.0,"moneyness":1.3021,"type":"call","iv":0.8693,"delta":0.0646,"oi":811},{"strike":65.0,"moneyness":1.4106,"type":"put","iv":0.9394,"delta":-0.9674,"oi":232},{"strike":65.0,"moneyness":1.4106,"type":"call","iv":1.0668,"delta":0.0547,"oi":407},{"strike":70.0,"moneyness":1.5191,"type":"call","iv":1.6291,"delta":0.1148,"oi":1557},{"strike":75.0,"moneyness":1.6276,"type":"call","iv":1.0403,"delta":0.0088,"oi":153},{"strike":80.0,"moneyness":1.7361,"type":"call","iv":1.9642,"delta":0.097,"oi":363},{"strike":85.0,"moneyness":1.8446,"type":"call","iv":2.1165,"delta":0.0919,"oi":311},{"strike":100.0,"moneyness":2.1701,"type":"call","iv":2.5083,"delta":0.0812,"oi":120},{"strike":115.0,"moneyness":2.4957,"type":"call","iv":2.4831,"delta":0.0433,"oi":119}]},{"expiration":"11/20/2026","underlying_price":46.08000183105469,"strikes":[{"strike":40.0,"moneyness":0.8681,"type":"put","iv":0.8015,"delta":-0.2574,"oi":124},{"strike":45.0,"moneyness":0.9766,"type":"put","iv":0.8311,"delta":-0.4021,"oi":114},{"strike":50.0,"moneyness":1.0851,"type":"put","iv":0.8554,"delta":-0.5359,"oi":115},{"strike":55.0,"moneyness":1.1936,"type":"call","iv":0.8606,"delta":0.3471,"oi":153},{"strike":55.0,"moneyness":1.1936,"type":"put","iv":0.8503,"delta":-0.656,"oi":141},{"strike":75.0,"moneyness":1.6276,"type":"call","iv":0.9774,"delta":0.1187,"oi":750}]}],"greeks_heatmap":{"data":[{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0332,"call_gamma":0,"put_gamma":0.010195,"call_theta":0,"put_theta":-0.0204,"call_vega":0,"put_vega":0.0064,"call_oi":0,"put_oi":137},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1405,"call_gamma":0,"put_gamma":0.034096,"call_theta":0,"put_theta":-0.0553,"call_vega":0,"put_vega":0.0194,"call_oi":0,"put_oi":366},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5931,"put_delta":-0.4019,"call_gamma":0.051052,"put_gamma":0.058936,"call_theta":-0.1162,"put_theta":-0.0953,"call_vega":0.0337,"put_vega":0.0336,"call_oi":62,"put_oi":1257},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3277,"put_delta":-0.7056,"call_gamma":0.051148,"put_gamma":0.056638,"call_theta":-0.0997,"put_theta":-0.0763,"call_vega":0.0314,"put_vega":0.03,"call_oi":292,"put_oi":953},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1498,"put_delta":-0.8796,"call_gamma":0.032156,"put_gamma":0.030841,"call_theta":-0.0657,"put_theta":-0.0443,"call_vega":0.0203,"put_vega":0.0174,"call_oi":742,"put_oi":665},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1418,"call_gamma":0,"put_gamma":0.015968,"call_theta":0,"put_theta":-0.032,"call_vega":0,"put_vega":0.0375,"call_oi":0,"put_oi":55},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2574,"call_gamma":0,"put_gamma":0.024093,"call_theta":0,"put_theta":-0.0434,"call_vega":0,"put_vega":0.0539,"call_oi":0,"put_oi":124},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.4021,"call_gamma":0,"put_gamma":0.027856,"call_theta":0,"put_theta":-0.0533,"call_vega":0,"put_vega":0.0646,"call_oi":0,"put_oi":114},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.5359,"call_gamma":0,"put_gamma":0.027796,"call_theta":0,"put_theta":-0.0554,"call_vega":0,"put_vega":0.0664,"call_oi":0,"put_oi":115},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3471,"put_delta":-0.656,"call_gamma":0.025679,"put_gamma":0.025902,"call_theta":-0.0569,"put_theta":-0.0496,"call_vega":0.0617,"put_vega":0.0615,"call_oi":153,"put_oi":141}],"strikes":[35.0,40.0,45.0,50.0,55.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-5.94,"put_25d_iv":75.25,"call_25d_iv":81.19,"put_25d_strike":40.0,"call_25d_strike":50.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-9.92,"put_25d_iv":80.15,"call_25d_iv":90.07,"put_25d_strike":40.0,"call_25d_strike":60.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-0.72,"put_25d_iv":82.27,"call_25d_iv":82.99,"put_25d_strike":40.0,"call_25d_strike":70.0,"skew":"neutral"},{"expiration":"04/16/2027","dte":196,"risk_reversal":-4.99,"put_25d_iv":81.94,"call_25d_iv":86.93,"put_25d_strike":40.0,"call_25d_strike":80.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-5.67,"put_25d_iv":80.43,"call_25d_iv":86.1,"put_25d_strike":30.0,"call_25d_strike":115.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":-10.0,"put_vanna":9.0,"net_vanna":-1.0,"call_oi":57,"put_oi":178},{"strike":30.0,"call_vanna":0,"put_vanna":43.0,"net_vanna":43.0,"call_oi":0,"put_oi":580},{"strike":35.0,"call_vanna":-12.0,"put_vanna":39.0,"net_vanna":28.0,"call_oi":61,"put_oi":549},{"strike":40.0,"call_vanna":-88.0,"put_vanna":142.0,"net_vanna":54.0,"call_oi":745,"put_oi":1791},{"strike":45.0,"call_vanna":-3.0,"put_vanna":31.0,"net_vanna":28.0,"call_oi":116,"put_oi":1583},{"strike":50.0,"call_vanna":-14.0,"put_vanna":46.0,"net_vanna":31.0,"call_oi":691,"put_oi":1956},{"strike":55.0,"call_vanna":10.0,"put_vanna":-20.0,"net_vanna":-10.0,"call_oi":1113,"put_oi":1664},{"strike":60.0,"call_vanna":27.0,"put_vanna":-23.0,"net_vanna":4.0,"call_oi":1281,"put_oi":720},{"strike":65.0,"call_vanna":15.0,"put_vanna":-10.0,"net_vanna":5.0,"call_oi":750,"put_oi":336},{"strike":70.0,"call_vanna":60.0,"put_vanna":0,"net_vanna":60.0,"call_oi":1740,"put_oi":0},{"strike":75.0,"call_vanna":77.0,"put_vanna":0,"net_vanna":77.0,"call_oi":1300,"put_oi":0},{"strike":80.0,"call_vanna":114.0,"put_vanna":0,"net_vanna":114.0,"call_oi":1433,"put_oi":0},{"strike":85.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":604,"put_oi":0},{"strike":90.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":301,"put_oi":0},{"strike":95.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":160,"put_oi":0},{"strike":100.0,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":285,"put_oi":0},{"strike":110.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":167,"put_oi":0},{"strike":115.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":177,"put_oi":0},{"strike":120.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":325,"put_oi":0}],"net_vanna":536.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":30.0,"call_charm":0,"put_charm":1385.0,"net_charm":1385.0,"call_oi":0,"put_oi":207},{"strike":35.0,"call_charm":0,"put_charm":428.0,"net_charm":428.0,"call_oi":0,"put_oi":192},{"strike":40.0,"call_charm":0,"put_charm":8451.0,"net_charm":8451.0,"call_oi":0,"put_oi":490},{"strike":45.0,"call_charm":-11140.0,"put_charm":127291.0,"net_charm":116152.0,"call_oi":62,"put_oi":1371},{"strike":50.0,"call_charm":-24858.0,"put_charm":136359.0,"net_charm":111501.0,"call_oi":292,"put_oi":1068},{"strike":55.0,"call_charm":-21284.0,"put_charm":71034.0,"net_charm":49749.0,"call_oi":895,"put_oi":806},{"strike":60.0,"call_charm":-5952.0,"put_charm":75116.0,"net_charm":69164.0,"call_oi":898,"put_oi":568},{"strike":65.0,"call_charm":-2313.0,"put_charm":9089.0,"net_charm":6777.0,"call_oi":407,"put_oi":232},{"strike":70.0,"call_charm":-49484.0,"put_charm":0,"net_charm":-49484.0,"call_oi":1557,"put_oi":0},{"strike":75.0,"call_charm":-2306.0,"put_charm":0,"net_charm":-2306.0,"call_oi":903,"put_oi":0},{"strike":80.0,"call_charm":-10395.0,"put_charm":0,"net_charm":-10395.0,"call_oi":363,"put_oi":0},{"strike":85.0,"call_charm":-8724.0,"put_charm":0,"net_charm":-8724.0,"call_oi":311,"put_oi":0},{"strike":90.0,"call_charm":-2012.0,"put_charm":0,"net_charm":-2012.0,"call_oi":73,"put_oi":0},{"strike":95.0,"call_charm":-1900.0,"put_charm":0,"net_charm":-1900.0,"call_oi":70,"put_oi":0},{"strike":100.0,"call_charm":-3215.0,"put_charm":0,"net_charm":-3215.0,"call_oi":120,"put_oi":0},{"strike":115.0,"call_charm":-1026.0,"put_charm":0,"net_charm":-1026.0,"call_oi":119,"put_oi":0}],"net_charm":284544.0,"weekend_delta_shift":853633.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":65572.0,"put_delta":-258197.0,"net_delta":-192625.0,"call_oi":5210,"put_oi":4379,"total_oi":9589,"total_volume":621,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":20924.0,"put_delta":-25769.0,"net_delta":-4845.0,"call_oi":1131,"put_oi":644,"total_oi":1775,"total_volume":402,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":66929.0,"put_delta":-98867.0,"net_delta":-31938.0,"call_oi":2798,"put_oi":2617,"total_oi":5415,"total_volume":87,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":84355.0,"put_delta":-63480.0,"net_delta":20875.0,"call_oi":1679,"put_oi":1734,"total_oi":3413,"total_volume":108,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":81059.0,"put_delta":-8574.0,"net_delta":72485.0,"call_oi":1392,"put_oi":300,"total_oi":1692,"total_volume":25,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":9475.0,"put_delta":-7394.0,"net_delta":2081.0,"call_oi":129,"put_oi":292,"total_oi":421,"total_volume":10,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":45.0,"straddle_price":5.65,"straddle_pct":12.26,"implied_move":12.26,"avg_iv":81.4},{"expiration":"01/15/2027","dte":105,"strike":45.0,"straddle_price":16.15,"straddle_pct":35.05,"implied_move":35.05,"avg_iv":84.2},{"expiration":"04/16/2027","dte":196,"strike":45.0,"straddle_price":21.7,"straddle_pct":47.09,"implied_move":47.09,"avg_iv":83.7},{"expiration":"01/21/2028","dte":476,"strike":45.0,"straddle_price":32.55,"straddle_pct":70.64,"implied_move":70.64,"avg_iv":83.5}],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":95,"put_oi":248,"total_oi":343,"bias":"bearish"},{"strike":30.0,"call_volume":5,"put_volume":14,"total_volume":19,"call_oi":92,"put_oi":581,"total_oi":673,"bias":"bearish"},{"strike":35.0,"call_volume":1,"put_volume":47,"total_volume":48,"call_oi":116,"put_oi":578,"total_oi":694,"bias":"bearish"},{"strike":40.0,"call_volume":98,"put_volume":81,"total_volume":179,"call_oi":827,"put_oi":1844,"total_oi":2671,"bias":"neutral"},{"strike":45.0,"call_volume":45,"put_volume":192,"total_volume":237,"call_oi":181,"put_oi":1656,"total_oi":1837,"bias":"bearish"},{"strike":50.0,"call_volume":210,"put_volume":54,"total_volume":264,"call_oi":764,"put_oi":2038,"total_oi":2802,"bias":"bullish"},{"strike":55.0,"call_volume":306,"put_volume":52,"total_volume":358,"call_oi":1135,"put_oi":1682,"total_oi":2817,"bias":"bullish"},{"strike":60.0,"call_volume":66,"put_volume":5,"total_volume":71,"call_oi":1329,"put_oi":743,"total_oi":2072,"bias":"bullish"},{"strike":65.0,"call_volume":45,"put_volume":11,"total_volume":56,"call_oi":826,"put_oi":347,"total_oi":1173,"bias":"bullish"},{"strike":70.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":1879,"put_oi":57,"total_oi":1936,"bias":"bullish"},{"strike":75.0,"call_volume":2,"put_volume":1,"total_volume":3,"call_oi":1345,"put_oi":59,"total_oi":1404,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1462,"put_oi":8,"total_oi":1470,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":615,"put_oi":61,"total_oi":676,"bias":"bearish"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":328,"put_oi":31,"total_oi":359,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":188,"put_oi":0,"total_oi":188,"bias":"neutral"},{"strike":100.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":285,"put_oi":33,"total_oi":318,"bias":"bullish"},{"strike":105.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":50,"put_oi":0,"total_oi":50,"bias":"bullish"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":212,"put_oi":0,"total_oi":212,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":199,"put_oi":0,"total_oi":199,"bias":"neutral"},{"strike":120.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":411,"put_oi":0,"total_oi":411,"bias":"bullish"}],"underlying_price":46.08000183105469,"peak_call_strike":55.0,"peak_put_strike":45.0,"total_call_volume":795,"total_put_volume":460,"volume_pc_ratio":0.579},"iv_contours":{"x":[0.76,0.87,0.98,1.08,1.19],"y":[14,49,105],"z":[[83.38,54.04,81.44,75.59,79.03],[84.14,80.15,83.11,85.1,85.55],[82.14,83.7,84.21,84.84,84.87]],"levels":[54.0,57.2,60.3,63.5,66.6,69.8,72.9,76.1,79.2,82.4,85.5],"min_iv":54.0,"max_iv":85.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":115.14},{"date":"2026-09-15","iv":117.82},{"date":"2026-09-16","iv":109.38},{"date":"2026-09-17","iv":93.05},{"date":"2026-09-18","iv":100.22},{"date":"2026-09-21","iv":93.25},{"date":"2026-09-22","iv":90.4},{"date":"2026-09-23","iv":93.2},{"date":"2026-09-24","iv":92.6},{"date":"2026-09-25","iv":93.4},{"date":"2026-09-28","iv":94.5},{"date":"2026-09-29","iv":94.7},{"date":"2026-09-30","iv":93.8},{"date":"2026-10-01","iv":96.2},{"date":"2026-10-02","iv":98.2}]}}