{"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":"RVTY","summary":{"name":"RVTY","price":151.42,"total_oi":7271,"call_oi":4652,"put_oi":2619,"pc_ratio":0.563,"net_gex":818770.41,"avg_iv":59.5,"iv_rank":23.4,"iv_52w_high":97.15,"iv_52w_low":48.0,"gamma_flip":165.34,"max_pain":135.0},"features":{"symbol":"RVTY","price":151.42,"total_oi":7271,"analysis_coverage":1.0,"avg_iv_pct":59.5,"iv_rank":23.4,"iv_52w_high_pct":97.15,"iv_52w_low_pct":48.0,"front_dte":14,"front_atm_iv_pct":43.1459,"back_atm_iv_pct":47.2712,"term_premium_pp":-4.1253,"expected_move_front_pct":8.45,"straddle_front_pct":6.47,"straddle_30d_pct":6.47,"risk_reversal_front_pp":35.65,"risk_reversal_30d_pp":35.65,"butterfly_front_pp":9.34,"butterfly_30d_pp":9.34,"put_call_oi_ratio":0.563,"put_call_oi_front_ratio":0.706,"put_call_volume_front_ratio":0.2,"option_volume":35,"volume_oi_ratio":0.004814,"net_delta_normalized":0.191155,"dealer_delta_normalized":-0.191158,"gex_per_100k_oi":11260767.569798,"vanna_per_100k_oi":3947.187457,"charm_per_100k_oi":-1800536.37739,"weekend_delta_shift_per_100k_oi":-5401595.378902,"iv_surface_range_pp":63.1,"gamma_flip_distance_pct":9.192973,"max_pain_distance_pct":-10.84401,"peak_call_distance_pct":-0.937789,"peak_put_distance_pct":-7.541936},"analyses":{"gamma_walls":[{"strike":50.0,"call_gex":0.0,"put_gex":-24.1,"net_gex":-24.1,"call_oi":0,"put_oi":2},{"strike":55.0,"call_gex":0.0,"put_gex":-42.33,"net_gex":-42.33,"call_oi":0,"put_oi":3},{"strike":60.0,"call_gex":0.0,"put_gex":-94.41,"net_gex":-94.41,"call_oi":0,"put_oi":6},{"strike":65.0,"call_gex":0.0,"put_gex":-62.03,"net_gex":-62.03,"call_oi":0,"put_oi":5},{"strike":70.0,"call_gex":0.0,"put_gex":-810.21,"net_gex":-810.21,"call_oi":0,"put_oi":35},{"strike":75.0,"call_gex":48.08,"put_gex":-762.18,"net_gex":-714.1,"call_oi":3,"put_oi":30},{"strike":80.0,"call_gex":22.22,"put_gex":-679.48,"net_gex":-657.25,"call_oi":1,"put_oi":28},{"strike":85.0,"call_gex":16.66,"put_gex":-140.58,"net_gex":-123.92,"call_oi":1,"put_oi":5},{"strike":90.0,"call_gex":188.28,"put_gex":-5037.11,"net_gex":-4848.82,"call_oi":6,"put_oi":150},{"strike":95.0,"call_gex":132.09,"put_gex":-512.69,"net_gex":-380.6,"call_oi":3,"put_oi":12},{"strike":100.0,"call_gex":1111.3,"put_gex":-6426.13,"net_gex":-5314.83,"call_oi":27,"put_oi":106},{"strike":105.0,"call_gex":1306.12,"put_gex":-326.17,"net_gex":979.94,"call_oi":21,"put_oi":5},{"strike":110.0,"call_gex":2056.63,"put_gex":-28515.18,"net_gex":-26458.54,"call_oi":27,"put_oi":323},{"strike":115.0,"call_gex":3176.87,"put_gex":-3007.62,"net_gex":169.25,"call_oi":31,"put_oi":30},{"strike":120.0,"call_gex":3712.22,"put_gex":-16863.81,"net_gex":-13151.59,"call_oi":31,"put_oi":128},{"strike":125.0,"call_gex":3346.54,"put_gex":-11693.68,"net_gex":-8347.14,"call_oi":22,"put_oi":72},{"strike":130.0,"call_gex":41734.74,"put_gex":-41653.14,"net_gex":81.6,"call_oi":221,"put_oi":233},{"strike":135.0,"call_gex":5608.58,"put_gex":-288797.16,"net_gex":-283188.58,"call_oi":24,"put_oi":1132},{"strike":140.0,"call_gex":15050.58,"put_gex":-7867.43,"net_gex":7183.15,"call_oi":44,"put_oi":22},{"strike":145.0,"call_gex":257392.52,"put_gex":-16801.05,"net_gex":240591.46,"call_oi":433,"put_oi":28},{"strike":150.0,"call_gex":125945.45,"put_gex":-167452.84,"net_gex":-41507.39,"call_oi":360,"put_oi":234},{"strike":155.0,"call_gex":32121.85,"put_gex":-1094.48,"net_gex":31027.36,"call_oi":63,"put_oi":2},{"strike":160.0,"call_gex":16253.5,"put_gex":-5167.65,"net_gex":11085.85,"call_oi":42,"put_oi":16},{"strike":165.0,"call_gex":48878.01,"put_gex":-1408.09,"net_gex":47469.92,"call_oi":114,"put_oi":7},{"strike":170.0,"call_gex":694870.38,"put_gex":-1308.97,"net_gex":693561.41,"call_oi":2224,"put_oi":5},{"strike":175.0,"call_gex":103623.71,"put_gex":0.0,"net_gex":103623.71,"call_oi":515,"put_oi":0},{"strike":180.0,"call_gex":3488.59,"put_gex":0.0,"net_gex":3488.59,"call_oi":16,"put_oi":0},{"strike":185.0,"call_gex":16359.78,"put_gex":0.0,"net_gex":16359.78,"call_oi":87,"put_oi":0},{"strike":190.0,"call_gex":18111.52,"put_gex":0.0,"net_gex":18111.52,"call_oi":101,"put_oi":0},{"strike":195.0,"call_gex":1122.22,"put_gex":0.0,"net_gex":1122.22,"call_oi":7,"put_oi":0},{"strike":200.0,"call_gex":882.2,"put_gex":0.0,"net_gex":882.2,"call_oi":6,"put_oi":0},{"strike":210.0,"call_gex":14942.76,"put_gex":0.0,"net_gex":14942.76,"call_oi":111,"put_oi":0},{"strike":220.0,"call_gex":13815.53,"put_gex":0.0,"net_gex":13815.53,"call_oi":111,"put_oi":0}],"pain_by_strike":[{"strike":50.0,"call_value":0,"put_value":196695.0,"total_value":196695.0},{"strike":55.0,"call_value":0.0,"put_value":183610.0,"total_value":183610.0},{"strike":60.0,"call_value":0.0,"put_value":170540.0,"total_value":170540.0},{"strike":65.0,"call_value":0.0,"put_value":157500.0,"total_value":157500.0},{"strike":70.0,"call_value":0.0,"put_value":144485.0,"total_value":144485.0},{"strike":75.0,"call_value":0.0,"put_value":131645.0,"total_value":131645.0},{"strike":80.0,"call_value":15.0,"put_value":118955.0,"total_value":118970.0},{"strike":85.0,"call_value":35.0,"put_value":106405.0,"total_value":106440.0},{"strike":90.0,"call_value":60.0,"put_value":93880.0,"total_value":93940.0},{"strike":95.0,"call_value":115.0,"put_value":82105.0,"total_value":82220.0},{"strike":100.0,"call_value":185.0,"put_value":70390.0,"total_value":70575.0},{"strike":105.0,"call_value":390.0,"put_value":59205.0,"total_value":59595.0},{"strike":110.0,"call_value":700.0,"put_value":48045.0,"total_value":48745.0},{"strike":115.0,"call_value":1145.0,"put_value":38500.0,"total_value":39645.0},{"strike":120.0,"call_value":1745.0,"put_value":29105.0,"total_value":30850.0},{"strike":125.0,"call_value":2500.0,"put_value":20350.0,"total_value":22850.0},{"strike":130.0,"call_value":3365.0,"put_value":11955.0,"total_value":15320.0},{"strike":135.0,"call_value":5335.0,"put_value":4725.0,"total_value":10060.0},{"strike":140.0,"call_value":7425.0,"put_value":3155.0,"total_value":10580.0},{"strike":145.0,"call_value":9735.0,"put_value":1695.0,"total_value":11430.0},{"strike":150.0,"call_value":14210.0,"put_value":375.0,"total_value":14585.0},{"strike":155.0,"call_value":20485.0,"put_value":225.0,"total_value":20710.0},{"strike":160.0,"call_value":27075.0,"put_value":85.0,"total_value":27160.0},{"strike":165.0,"call_value":33875.0,"put_value":25.0,"total_value":33900.0},{"strike":170.0,"call_value":41245.0,"put_value":0.0,"total_value":41245.0},{"strike":175.0,"call_value":59735.0,"put_value":0.0,"total_value":59735.0},{"strike":180.0,"call_value":80800.0,"put_value":0.0,"total_value":80800.0},{"strike":185.0,"call_value":101945.0,"put_value":0.0,"total_value":101945.0},{"strike":190.0,"call_value":123525.0,"put_value":0.0,"total_value":123525.0},{"strike":195.0,"call_value":145610.0,"put_value":0.0,"total_value":145610.0},{"strike":200.0,"call_value":167730.0,"put_value":0.0,"total_value":167730.0},{"strike":210.0,"call_value":212030.0,"put_value":0.0,"total_value":212030.0},{"strike":220.0,"call_value":257440.0,"put_value":0,"total_value":257440.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":128.9,"strike":105.94},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":53.8,"strike":119.29},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":69.0,"strike":97.07},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":52.6,"strike":137.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":47.9,"strike":136.67},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":46.5,"strike":137.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":44.0,"strike":145.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":47.3,"strike":145.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":44.8,"strike":145.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":42.7,"strike":152.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":47.3,"strike":152.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":44.0,"strike":153.33},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":43.1,"strike":160.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":47.4,"strike":160.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":44.4,"strike":160.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":48.4,"strike":168.33},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":45.9,"strike":167.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":44.0,"strike":168.33},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":null,"strike":null},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":45.8,"strike":185.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":41.3,"strike":192.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.3251,"contract_count":11,"total_oi":882},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":10,"total_oi":220},{"expiration":"12/18/2026","dte":77,"iv":0.3913,"contract_count":8,"total_oi":207},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":1,"total_oi":2},{"expiration":"03/19/2027","dte":168,"iv":0.0922,"contract_count":9,"total_oi":54}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.45,"expected_move_2std":16.89,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":17.32,"expected_move_2std":34.64,"contract_count":6},{"expiration":"12/18/2026","dte":77,"expected_move_1std":20.46,"expected_move_2std":40.91,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":23.36,"expected_move_2std":46.72,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":29.86,"expected_move_2std":59.71,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":686,"put_oi":484,"total_oi":1170,"pc_ratio":0.706,"pc_ratio_volume":0.2,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2432,"put_oi":1148,"total_oi":3580,"pc_ratio":0.472,"pc_ratio_volume":0.105,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":535,"put_oi":822,"total_oi":1357,"pc_ratio":1.536,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":20,"put_oi":0,"total_oi":20,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":858,"put_oi":161,"total_oi":1019,"pc_ratio":0.188,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":2,"put_oi":1,"total_oi":3,"pc_ratio":0.5,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":119,"put_oi":3,"total_oi":122,"pc_ratio":0.025,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-4.0,"dealer_delta":4.0,"call_oi":0,"put_oi":2},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":3},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-15.0,"dealer_delta":15.0,"call_oi":0,"put_oi":6},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":5},{"strike":70.0,"call_delta_oi":0,"put_delta_oi":-122.0,"dealer_delta":122.0,"call_oi":0,"put_oi":35},{"strike":75.0,"call_delta_oi":295.0,"put_delta_oi":-99.0,"dealer_delta":-197.0,"call_oi":3,"put_oi":30},{"strike":80.0,"call_delta_oi":98.0,"put_delta_oi":-70.0,"dealer_delta":-28.0,"call_oi":1,"put_oi":28},{"strike":85.0,"call_delta_oi":99.0,"put_delta_oi":-13.0,"dealer_delta":-86.0,"call_oi":1,"put_oi":5},{"strike":90.0,"call_delta_oi":584.0,"put_delta_oi":-449.0,"dealer_delta":-136.0,"call_oi":6,"put_oi":150},{"strike":95.0,"call_delta_oi":286.0,"put_delta_oi":-46.0,"dealer_delta":-240.0,"call_oi":3,"put_oi":12},{"strike":100.0,"call_delta_oi":2624.0,"put_delta_oi":-663.0,"dealer_delta":-1961.0,"call_oi":27,"put_oi":106},{"strike":105.0,"call_delta_oi":1999.0,"put_delta_oi":-26.0,"dealer_delta":-1973.0,"call_oi":21,"put_oi":5},{"strike":110.0,"call_delta_oi":2552.0,"put_delta_oi":-2692.0,"dealer_delta":140.0,"call_oi":27,"put_oi":323},{"strike":115.0,"call_delta_oi":2802.0,"put_delta_oi":-216.0,"dealer_delta":-2585.0,"call_oi":31,"put_oi":30},{"strike":120.0,"call_delta_oi":2790.0,"put_delta_oi":-1428.0,"dealer_delta":-1362.0,"call_oi":31,"put_oi":128},{"strike":125.0,"call_delta_oi":1885.0,"put_delta_oi":-782.0,"dealer_delta":-1103.0,"call_oi":22,"put_oi":72},{"strike":130.0,"call_delta_oi":17963.0,"put_delta_oi":-4760.0,"dealer_delta":-13203.0,"call_oi":221,"put_oi":233},{"strike":135.0,"call_delta_oi":1921.0,"put_delta_oi":-24770.0,"dealer_delta":22849.0,"call_oi":24,"put_oi":1132},{"strike":140.0,"call_delta_oi":3358.0,"put_delta_oi":-516.0,"dealer_delta":-2841.0,"call_oi":44,"put_oi":22},{"strike":145.0,"call_delta_oi":30905.0,"put_delta_oi":-792.0,"dealer_delta":-30113.0,"call_oi":433,"put_oi":28},{"strike":150.0,"call_delta_oi":20645.0,"put_delta_oi":-10076.0,"dealer_delta":-10569.0,"call_oi":360,"put_oi":234},{"strike":155.0,"call_delta_oi":2892.0,"put_delta_oi":-110.0,"dealer_delta":-2782.0,"call_oi":63,"put_oi":2},{"strike":160.0,"call_delta_oi":1666.0,"put_delta_oi":-897.0,"dealer_delta":-769.0,"call_oi":42,"put_oi":16},{"strike":165.0,"call_delta_oi":2464.0,"put_delta_oi":-370.0,"dealer_delta":-2094.0,"call_oi":114,"put_oi":7},{"strike":170.0,"call_delta_oi":60790.0,"put_delta_oi":-388.0,"dealer_delta":-60402.0,"call_oi":2224,"put_oi":5},{"strike":175.0,"call_delta_oi":19814.0,"put_delta_oi":0,"dealer_delta":-19814.0,"call_oi":515,"put_oi":0},{"strike":180.0,"call_delta_oi":428.0,"put_delta_oi":0,"dealer_delta":-428.0,"call_oi":16,"put_oi":0},{"strike":185.0,"call_delta_oi":2555.0,"put_delta_oi":0,"dealer_delta":-2555.0,"call_oi":87,"put_oi":0},{"strike":190.0,"call_delta_oi":2721.0,"put_delta_oi":0,"dealer_delta":-2721.0,"call_oi":101,"put_oi":0},{"strike":195.0,"call_delta_oi":91.0,"put_delta_oi":0,"dealer_delta":-91.0,"call_oi":7,"put_oi":0},{"strike":200.0,"call_delta_oi":88.0,"put_delta_oi":0,"dealer_delta":-88.0,"call_oi":6,"put_oi":0},{"strike":210.0,"call_delta_oi":1729.0,"put_delta_oi":0,"dealer_delta":-1729.0,"call_oi":111,"put_oi":0},{"strike":220.0,"call_delta_oi":2266.0,"put_delta_oi":0,"dealer_delta":-2266.0,"call_oi":111,"put_oi":0}],"net_dealer_delta":-138991.0,"total_call_delta":188310.0,"total_put_delta":-49319.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":151.4199981689453,"strikes":[{"strike":130.0,"moneyness":0.8585,"type":"put","iv":0.4483,"delta":-0.2362,"oi":109},{"strike":175.0,"moneyness":1.1557,"type":"call","iv":0.4271,"delta":0.3862,"oi":510},{"strike":210.0,"moneyness":1.3869,"type":"call","iv":0.3989,"delta":0.1574,"oi":107}]},{"expiration":"06/17/2027","underlying_price":151.4199981689453,"strikes":[{"strike":220.0,"moneyness":1.4529,"type":"call","iv":0.4123,"delta":0.206,"oi":108}]},{"expiration":"10/16/2026","underlying_price":151.4199981689453,"strikes":[{"strike":145.0,"moneyness":0.9576,"type":"call","iv":0.4481,"delta":0.7165,"oi":417},{"strike":150.0,"moneyness":0.9906,"type":"put","iv":0.4349,"delta":-0.4308,"oi":229},{"strike":165.0,"moneyness":1.0897,"type":"call","iv":0.489,"delta":0.1927,"oi":103}]},{"expiration":"11/20/2026","underlying_price":151.4199981689453,"strikes":[{"strike":135.0,"moneyness":0.8916,"type":"put","iv":0.4853,"delta":-0.2201,"oi":1102},{"strike":150.0,"moneyness":0.9906,"type":"call","iv":0.4735,"delta":0.5688,"oi":153},{"strike":170.0,"moneyness":1.1227,"type":"call","iv":0.4427,"delta":0.2723,"oi":2206}]},{"expiration":"12/18/2026","underlying_price":151.4199981689453,"strikes":[{"strike":90.0,"moneyness":0.5944,"type":"put","iv":0.6705,"delta":-0.0299,"oi":150},{"strike":100.0,"moneyness":0.6604,"type":"put","iv":0.6724,"delta":-0.0625,"oi":102},{"strike":110.0,"moneyness":0.7265,"type":"put","iv":0.5736,"delta":-0.0829,"oi":310},{"strike":130.0,"moneyness":0.8585,"type":"call","iv":0.49,"delta":0.7977,"oi":186},{"strike":150.0,"moneyness":0.9906,"type":"call","iv":0.4319,"delta":0.5758,"oi":161}]}],"greeks_heatmap":{"data":[{"strike":125.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0984,"call_gamma":0,"put_gamma":0.007176,"call_theta":0,"put_theta":-0.1592,"call_vega":0,"put_vega":0.0495,"call_oi":0,"put_oi":62},{"strike":145.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7165,"put_delta":0,"call_gamma":0.026447,"put_gamma":0,"call_theta":-0.1784,"put_theta":0,"call_vega":0.0968,"put_vega":0,"call_oi":417,"put_oi":0},{"strike":150.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.4308,"call_gamma":0,"put_gamma":0.031616,"call_theta":0,"put_theta":-0.1797,"call_vega":0,"put_vega":0.1123,"call_oi":0,"put_oi":229},{"strike":165.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1927,"put_delta":0,"call_gamma":0.019586,"put_gamma":0,"call_theta":-0.1503,"put_theta":0,"call_vega":0.0782,"put_vega":0,"call_oi":103,"put_oi":0},{"strike":135.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2201,"call_gamma":0,"put_gamma":0.011113,"call_theta":0,"put_theta":-0.0779,"call_vega":0,"put_vega":0.1626,"call_oi":0,"put_oi":1102},{"strike":150.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5688,"put_delta":0,"call_gamma":0.015115,"put_gamma":0,"call_theta":-0.1151,"put_theta":0,"call_vega":0.2158,"put_vega":0,"call_oi":153,"put_oi":0},{"strike":170.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2723,"put_delta":0,"call_gamma":0.01366,"put_gamma":0,"call_theta":-0.0884,"put_theta":0,"call_vega":0.1823,"put_vega":0,"call_oi":2206,"put_oi":0},{"strike":110.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0829,"call_gamma":0,"put_gamma":0.003854,"call_theta":0,"put_theta":-0.0382,"call_vega":0,"put_vega":0.1056,"call_oi":0,"put_oi":310},{"strike":120.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1193,"call_gamma":0,"put_gamma":0.005805,"call_theta":0,"put_theta":-0.0426,"call_vega":0,"put_vega":0.1376,"call_oi":0,"put_oi":96},{"strike":130.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7977,"put_delta":-0.1984,"call_gamma":0.008326,"put_gamma":0.008415,"call_theta":-0.0737,"put_theta":-0.0567,"call_vega":0.1947,"put_vega":0.1925,"call_oi":186,"put_oi":77},{"strike":150.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5758,"put_delta":0,"call_gamma":0.013126,"put_gamma":0,"call_theta":-0.0855,"put_theta":0,"call_vega":0.2707,"put_vega":0,"call_oi":161,"put_oi":0}],"strikes":[110.0,120.0,125.0,130.0,135.0,145.0,150.0,165.0,170.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":35.65,"put_25d_iv":84.55,"call_25d_iv":48.9,"put_25d_strike":125.0,"call_25d_strike":165.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":4.26,"put_25d_iv":48.53,"call_25d_iv":44.27,"put_25d_strike":135.0,"call_25d_strike":170.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":4.72,"put_25d_iv":47.91,"call_25d_iv":43.19,"put_25d_strike":130.0,"call_25d_strike":150.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":2.94,"put_25d_iv":44.83,"call_25d_iv":41.89,"put_25d_strike":130.0,"call_25d_strike":190.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":90.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":150},{"strike":100.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":102},{"strike":110.0,"call_vanna":0,"put_vanna":18.0,"net_vanna":18.0,"call_oi":0,"put_oi":310},{"strike":120.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":96},{"strike":125.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":62},{"strike":130.0,"call_vanna":-14.0,"put_vanna":18.0,"net_vanna":4.0,"call_oi":186,"put_oi":186},{"strike":135.0,"call_vanna":0,"put_vanna":66.0,"net_vanna":66.0,"call_oi":0,"put_oi":1102},{"strike":145.0,"call_vanna":-12.0,"put_vanna":0,"net_vanna":-12.0,"call_oi":417,"put_oi":0},{"strike":150.0,"call_vanna":-7.0,"put_vanna":2.0,"net_vanna":-5.0,"call_oi":314,"put_oi":229},{"strike":165.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":103,"put_oi":0},{"strike":170.0,"call_vanna":121.0,"put_vanna":0,"net_vanna":121.0,"call_oi":2206,"put_oi":0},{"strike":175.0,"call_vanna":30.0,"put_vanna":0,"net_vanna":30.0,"call_oi":510,"put_oi":0},{"strike":185.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":77,"put_oi":0},{"strike":190.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":94,"put_oi":0},{"strike":210.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":107,"put_oi":0},{"strike":220.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":108,"put_oi":0}],"net_vanna":287.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":125.0,"call_charm":0,"put_charm":2532.0,"net_charm":2532.0,"call_oi":0,"put_oi":62},{"strike":135.0,"call_charm":0,"put_charm":14070.0,"net_charm":14070.0,"call_oi":0,"put_oi":1102},{"strike":145.0,"call_charm":-138937.0,"put_charm":0,"net_charm":-138937.0,"call_oi":417,"put_oi":0},{"strike":150.0,"call_charm":-7463.0,"put_charm":46233.0,"net_charm":38770.0,"call_oi":153,"put_oi":229},{"strike":165.0,"call_charm":-7777.0,"put_charm":0,"net_charm":-7777.0,"call_oi":103,"put_oi":0},{"strike":170.0,"call_charm":-39575.0,"put_charm":0,"net_charm":-39575.0,"call_oi":2206,"put_oi":0}],"net_charm":-130917.0,"weekend_delta_shift":-392750.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":43940.0,"put_delta":-13085.0,"net_delta":30855.0,"call_oi":686,"put_oi":484,"total_oi":1170,"total_volume":12,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":71798.0,"put_delta":-25211.0,"net_delta":46587.0,"call_oi":2432,"put_oi":1148,"total_oi":3580,"total_volume":21,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":38468.0,"put_delta":-7040.0,"net_delta":31428.0,"call_oi":535,"put_oi":822,"total_oi":1357,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":489.0,"put_delta":0,"net_delta":489.0,"call_oi":20,"put_oi":0,"total_oi":20,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":30731.0,"put_delta":-3949.0,"net_delta":26781.0,"call_oi":858,"put_oi":161,"total_oi":1019,"total_volume":2,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":45.0,"put_delta":-7.0,"net_delta":38.0,"call_oi":2,"put_oi":1,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":2840.0,"put_delta":-28.0,"net_delta":2811.0,"call_oi":119,"put_oi":3,"total_oi":122,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":150.0,"straddle_price":9.8,"straddle_pct":6.47,"implied_move":6.47,"avg_iv":42.8}],"volume_profile":{"profile":[{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":35,"total_oi":35,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":30,"total_oi":33,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":28,"total_oi":29,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":150,"total_oi":156,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":12,"total_oi":15,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":106,"total_oi":133,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":5,"total_oi":26,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":323,"total_oi":350,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":30,"total_oi":61,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":128,"total_oi":159,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":72,"total_oi":94,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":221,"put_oi":233,"total_oi":454,"bias":"neutral"},{"strike":135.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":24,"put_oi":1132,"total_oi":1156,"bias":"bullish"},{"strike":140.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":44,"put_oi":22,"total_oi":66,"bias":"bearish"},{"strike":145.0,"call_volume":5,"put_volume":1,"total_volume":6,"call_oi":433,"put_oi":28,"total_oi":461,"bias":"bullish"},{"strike":150.0,"call_volume":19,"put_volume":1,"total_volume":20,"call_oi":360,"put_oi":234,"total_oi":594,"bias":"bullish"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":2,"total_oi":65,"bias":"neutral"},{"strike":160.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":42,"put_oi":16,"total_oi":58,"bias":"bullish"},{"strike":165.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":114,"put_oi":7,"total_oi":121,"bias":"bullish"},{"strike":170.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2224,"put_oi":5,"total_oi":2229,"bias":"neutral"},{"strike":175.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":515,"put_oi":0,"total_oi":515,"bias":"neutral"},{"strike":180.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"neutral"},{"strike":185.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":87,"put_oi":0,"total_oi":87,"bias":"neutral"},{"strike":190.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":101,"put_oi":0,"total_oi":101,"bias":"neutral"},{"strike":195.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":200.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":210.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":111,"put_oi":0,"total_oi":111,"bias":"bullish"},{"strike":220.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":111,"put_oi":0,"total_oi":111,"bias":"bullish"}],"underlying_price":151.4199981689453,"peak_call_strike":150.0,"peak_put_strike":140.0,"total_call_volume":31,"total_put_volume":4,"volume_pc_ratio":0.129},"iv_contours":{"x":[0.73,0.76,0.79,0.83,0.86,0.89,0.93,0.96,0.99,1.02,1.06,1.09,1.12,1.16,1.22,1.25],"y":[14,49,77,168],"z":[[104.99,102.58,96.53,84.55,64.34,60.73,49.24,43.98,42.84,43.13,null,48.9,null,null,null,null],[null,null,null,null,49.82,48.53,null,null,47.35,48.26,47.27,null,44.27,null,null,null],[54.16,49.92,50.37,50.19,48.45,null,47.31,null,43.19,null,44.42,null,null,null,null,null],[null,null,null,null,44.83,null,null,null,43.89,null,null,null,null,42.71,42.58,41.89]],"levels":[41.9,48.2,54.5,60.8,67.1,73.4,79.8,86.1,92.4,98.7,105.0],"min_iv":41.9,"max_iv":105.0},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":150.0,"atm_iv":42.18,"otm_strike":165.0,"otm_iv":48.9,"itm_strike":145.0,"itm_iv":44.81,"iv_butterfly":9.34,"price_butterfly":-0.88,"convexity":"high_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":150.0,"atm_iv":43.19,"otm_strike":160.0,"otm_iv":44.42,"itm_strike":140.0,"itm_iv":47.31,"iv_butterfly":5.35,"price_butterfly":2.65,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":81.05},{"date":"2026-09-15","iv":77.7},{"date":"2026-09-16","iv":97.15},{"date":"2026-09-17","iv":72.45},{"date":"2026-09-18","iv":63.95},{"date":"2026-09-21","iv":49.14},{"date":"2026-09-22","iv":48.0},{"date":"2026-09-23","iv":52.5},{"date":"2026-09-24","iv":57.9},{"date":"2026-09-25","iv":51.3},{"date":"2026-09-28","iv":50.5},{"date":"2026-09-29","iv":51.5},{"date":"2026-09-30","iv":63.4},{"date":"2026-10-01","iv":55.6},{"date":"2026-10-02","iv":59.5}]}}