{"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":"RXRX","summary":{"name":"RXRX","price":4.12,"total_oi":349225,"call_oi":299517,"put_oi":49708,"pc_ratio":0.166,"net_gex":814835.69,"avg_iv":552.5,"iv_rank":66.4,"iv_52w_high":767.4,"iv_52w_low":128.6,"gamma_flip":null,"max_pain":3.0},"features":{"symbol":"RXRX","price":4.12,"total_oi":349225,"analysis_coverage":0.9444,"avg_iv_pct":552.5,"iv_rank":66.4,"iv_52w_high_pct":767.4,"iv_52w_low_pct":128.6,"front_dte":7,"front_atm_iv_pct":87.1575,"back_atm_iv_pct":81.6874,"term_premium_pp":5.4701,"expected_move_front_pct":12.07,"straddle_front_pct":9.1,"straddle_30d_pct":18.2,"risk_reversal_front_pp":-11.42,"risk_reversal_30d_pp":4.87,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.166,"put_call_oi_front_ratio":0.094,"put_call_volume_front_ratio":0.877,"option_volume":10916,"volume_oi_ratio":0.031258,"net_delta_normalized":0.334915,"dealer_delta_normalized":-0.32345,"gex_per_100k_oi":233326.849452,"vanna_per_100k_oi":139.451643,"charm_per_100k_oi":-133011.382347,"weekend_delta_shift_per_100k_oi":-399034.14704,"iv_surface_range_pp":88.7,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-27.184466,"peak_call_distance_pct":-2.912621,"peak_put_distance_pct":-15.048544},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":84.44,"put_gex":-0.97,"net_gex":83.47,"call_oi":3556,"put_oi":65},{"strike":1.0,"call_gex":180.61,"put_gex":-1.9,"net_gex":178.71,"call_oi":3437,"put_oi":10},{"strike":1.5,"call_gex":281.3,"put_gex":-31.8,"net_gex":249.49,"call_oi":1667,"put_oi":70},{"strike":2.0,"call_gex":1988.57,"put_gex":-694.96,"net_gex":1293.61,"call_oi":2652,"put_oi":908},{"strike":2.5,"call_gex":1240.82,"put_gex":-2755.0,"net_gex":-1514.18,"call_oi":2926,"put_oi":2226},{"strike":3.0,"call_gex":49371.57,"put_gex":-42161.41,"net_gex":7210.16,"call_oi":30149,"put_oi":19337},{"strike":3.5,"call_gex":41677.17,"put_gex":-25931.65,"net_gex":15745.52,"call_oi":11717,"put_oi":6929},{"strike":4.0,"call_gex":170633.89,"put_gex":-26183.33,"net_gex":144450.56,"call_oi":36295,"put_oi":5068},{"strike":4.5,"call_gex":328572.81,"put_gex":-4909.52,"net_gex":323663.29,"call_oi":47614,"put_oi":1811},{"strike":5.0,"call_gex":210479.83,"put_gex":-27309.37,"net_gex":183170.46,"call_oi":67494,"put_oi":8781},{"strike":5.5,"call_gex":25934.9,"put_gex":-533.82,"net_gex":25401.08,"call_oi":7921,"put_oi":220},{"strike":6.0,"call_gex":18091.25,"put_gex":-241.62,"net_gex":17849.63,"call_oi":5855,"put_oi":85},{"strike":6.5,"call_gex":6.59,"put_gex":-5.45,"net_gex":1.13,"call_oi":4,"put_oi":3},{"strike":7.0,"call_gex":45598.83,"put_gex":-7294.43,"net_gex":38304.4,"call_oi":21338,"put_oi":3041},{"strike":7.5,"call_gex":5.92,"put_gex":-1.1,"net_gex":4.82,"call_oi":4,"put_oi":1},{"strike":8.0,"call_gex":9.48,"put_gex":0.0,"net_gex":9.48,"call_oi":7,"put_oi":0},{"strike":10.0,"call_gex":37589.9,"put_gex":-1694.27,"net_gex":35895.63,"call_oi":26341,"put_oi":1066},{"strike":12.0,"call_gex":12806.99,"put_gex":-115.6,"net_gex":12691.38,"call_oi":10507,"put_oi":86},{"strike":15.0,"call_gex":2948.61,"put_gex":0.0,"net_gex":2948.61,"call_oi":3543,"put_oi":0},{"strike":17.0,"call_gex":734.83,"put_gex":-1.02,"net_gex":733.81,"call_oi":1192,"put_oi":1},{"strike":20.0,"call_gex":6464.61,"put_gex":0.0,"net_gex":6464.61,"call_oi":15298,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":172006.5,"total_value":172006.5},{"strike":1.0,"call_value":1778.0,"put_value":147185.0,"total_value":148963.0},{"strike":1.5,"call_value":5274.5,"put_value":122368.5,"total_value":127643.0},{"strike":2.0,"call_value":9604.5,"put_value":97587.0,"total_value":107191.5},{"strike":2.5,"call_value":15260.5,"put_value":73259.5,"total_value":88520.0},{"strike":3.0,"call_value":22379.5,"put_value":50045.0,"total_value":72424.5},{"strike":3.5,"call_value":44573.0,"put_value":36499.0,"total_value":81072.0},{"strike":4.0,"call_value":72625.0,"put_value":26417.5,"total_value":99042.5},{"strike":4.5,"call_value":118824.5,"put_value":18870.0,"total_value":137694.5},{"strike":5.0,"call_value":188831.0,"put_value":12228.0,"total_value":201059.0},{"strike":5.5,"call_value":292584.5,"put_value":9976.5,"total_value":302561.0},{"strike":6.0,"call_value":400298.5,"put_value":7835.0,"total_value":408133.5},{"strike":6.5,"call_value":510940.0,"put_value":5736.0,"total_value":516676.0},{"strike":7.0,"call_value":621583.5,"put_value":3638.5,"total_value":625222.0},{"strike":7.5,"call_value":742896.0,"put_value":3061.5,"total_value":745957.5},{"strike":8.0,"call_value":864210.5,"put_value":2485.0,"total_value":866695.5},{"strike":10.0,"call_value":1349482.5,"put_value":179.0,"total_value":1349661.5},{"strike":12.0,"call_value":1887436.5,"put_value":5.0,"total_value":1887441.5},{"strike":15.0,"call_value":2725888.5,"put_value":2.0,"total_value":2725890.5},{"strike":17.0,"call_value":3291942.5,"put_value":0.0,"total_value":3291942.5},{"strike":20.0,"call_value":4144599.5,"put_value":0,"total_value":4144599.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":195.9,"strike":3.33},{"moneyness":0.85,"dte":14,"iv":133.4,"strike":2.92},{"moneyness":0.85,"dte":21,"iv":167.0,"strike":2.9},{"moneyness":0.85,"dte":30,"iv":169.8,"strike":2.82},{"moneyness":0.85,"dte":45,"iv":146.9,"strike":2.44},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":152.0,"strike":2.35},{"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":87.2,"strike":4.0},{"moneyness":0.95,"dte":14,"iv":88.6,"strike":4.0},{"moneyness":0.95,"dte":21,"iv":72.7,"strike":4.0},{"moneyness":0.95,"dte":30,"iv":93.4,"strike":4.0},{"moneyness":0.95,"dte":45,"iv":81.7,"strike":4.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":80.0,"strike":4.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"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":132.3,"strike":4.5},{"moneyness":1.1,"dte":14,"iv":87.9,"strike":4.5},{"moneyness":1.1,"dte":21,"iv":89.8,"strike":4.5},{"moneyness":1.1,"dte":30,"iv":97.9,"strike":4.5},{"moneyness":1.1,"dte":45,"iv":101.0,"strike":4.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":93.2,"strike":4.5},{"moneyness":1.15,"dte":7,"iv":218.1,"strike":6.15},{"moneyness":1.15,"dte":14,"iv":135.5,"strike":5.5},{"moneyness":1.15,"dte":21,"iv":149.3,"strike":5.88},{"moneyness":1.15,"dte":30,"iv":130.9,"strike":5.5},{"moneyness":1.15,"dte":45,"iv":117.9,"strike":7.06},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":108.7,"strike":9.02}],"term_structure":[{"expiration":"10/02/2026","dte":0,"iv":1.0,"contract_count":2,"total_oi":364},{"expiration":"10/09/2026","dte":7,"iv":0.181,"contract_count":4,"total_oi":4336},{"expiration":"10/16/2026","dte":14,"iv":0.0604,"contract_count":4,"total_oi":20539},{"expiration":"10/23/2026","dte":21,"iv":0.0214,"contract_count":4,"total_oi":1322},{"expiration":"10/30/2026","dte":28,"iv":0.0637,"contract_count":4,"total_oi":1004},{"expiration":"11/06/2026","dte":35,"iv":0.1404,"contract_count":4,"total_oi":617},{"expiration":"11/20/2026","dte":49,"iv":0.0778,"contract_count":4,"total_oi":24801},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":4,"total_oi":6844},{"expiration":"01/15/2027","dte":105,"iv":0.1025,"contract_count":4,"total_oi":13720},{"expiration":"03/19/2027","dte":168,"iv":0.0274,"contract_count":4,"total_oi":3576},{"expiration":"01/21/2028","dte":476,"iv":0.068,"contract_count":4,"total_oi":8104},{"expiration":"01/19/2029","dte":840,"iv":0.0555,"contract_count":3,"total_oi":243}],"expected_move":[{"expiration":"10/09/2026","dte":7,"expected_move_1std":12.07,"expected_move_2std":24.14,"contract_count":2},{"expiration":"10/16/2026","dte":14,"expected_move_1std":17.35,"expected_move_2std":34.71,"contract_count":2},{"expiration":"10/23/2026","dte":21,"expected_move_1std":17.45,"expected_move_2std":34.9,"contract_count":2},{"expiration":"10/30/2026","dte":28,"expected_move_1std":23.43,"expected_move_2std":46.86,"contract_count":2},{"expiration":"11/06/2026","dte":35,"expected_move_1std":31.65,"expected_move_2std":63.3,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":29.93,"expected_move_2std":59.86,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":31.25,"expected_move_2std":62.51,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":49.31,"expected_move_2std":98.62,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":53.72,"expected_move_2std":107.43,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":80.96,"expected_move_2std":161.93,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":127.77,"expected_move_2std":255.55,"contract_count":2}],"pc_skew":[{"expiration":"10/02/2026","dte":0,"call_oi":7560,"put_oi":2985,"total_oi":10545,"pc_ratio":0.395,"pc_ratio_volume":0.113,"sentiment":"bullish"},{"expiration":"10/09/2026","dte":7,"call_oi":6395,"put_oi":601,"total_oi":6996,"pc_ratio":0.094,"pc_ratio_volume":0.877,"sentiment":"bullish"},{"expiration":"10/16/2026","dte":14,"call_oi":27058,"put_oi":2239,"total_oi":29297,"pc_ratio":0.083,"pc_ratio_volume":0.367,"sentiment":"bullish"},{"expiration":"10/23/2026","dte":21,"call_oi":3816,"put_oi":381,"total_oi":4197,"pc_ratio":0.1,"pc_ratio_volume":0.009,"sentiment":"bullish"},{"expiration":"10/30/2026","dte":28,"call_oi":2528,"put_oi":174,"total_oi":2702,"pc_ratio":0.069,"pc_ratio_volume":0.631,"sentiment":"bullish"},{"expiration":"11/06/2026","dte":35,"call_oi":850,"put_oi":93,"total_oi":943,"pc_ratio":0.109,"pc_ratio_volume":0.003,"sentiment":"bullish"},{"expiration":"11/13/2026","dte":42,"call_oi":8,"put_oi":0,"total_oi":8,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":45297,"put_oi":6680,"total_oi":51977,"pc_ratio":0.147,"pc_ratio_volume":0.066,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":12435,"put_oi":4376,"total_oi":16811,"pc_ratio":0.352,"pc_ratio_volume":0.213,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":118361,"put_oi":23816,"total_oi":142177,"pc_ratio":0.201,"pc_ratio_volume":0.219,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":6794,"put_oi":832,"total_oi":7626,"pc_ratio":0.122,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":67638,"put_oi":7268,"total_oi":74906,"pc_ratio":0.107,"pc_ratio_volume":0.541,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":777,"put_oi":263,"total_oi":1040,"pc_ratio":0.338,"pc_ratio_volume":0.031,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":90772.0,"put_delta_oi":-13.0,"dealer_delta":-90758.0,"call_oi":919,"put_oi":13},{"strike":1.0,"call_delta_oi":74753.0,"put_delta_oi":-40.0,"dealer_delta":-74713.0,"call_oi":780,"put_oi":9},{"strike":1.5,"call_delta_oi":64716.0,"put_delta_oi":-474.0,"dealer_delta":-64241.0,"call_oi":676,"put_oi":70},{"strike":2.0,"call_delta_oi":237664.0,"put_delta_oi":-8560.0,"dealer_delta":-229104.0,"call_oi":2619,"put_oi":908},{"strike":2.5,"call_delta_oi":105669.0,"put_delta_oi":-24254.0,"dealer_delta":-81415.0,"call_oi":1205,"put_oi":2204},{"strike":3.0,"call_delta_oi":2433477.0,"put_delta_oi":-313588.0,"dealer_delta":-2119888.0,"call_oi":29726,"put_oi":19337},{"strike":3.5,"call_delta_oi":896960.0,"put_delta_oi":-142051.0,"dealer_delta":-754909.0,"call_oi":11224,"put_oi":6929},{"strike":4.0,"call_delta_oi":2122044.0,"put_delta_oi":-179633.0,"dealer_delta":-1942411.0,"call_oi":33370,"put_oi":5068},{"strike":4.5,"call_delta_oi":1878946.0,"put_delta_oi":-89043.0,"dealer_delta":-1789903.0,"call_oi":47614,"put_oi":1811},{"strike":5.0,"call_delta_oi":3172745.0,"put_delta_oi":-459263.0,"dealer_delta":-2713482.0,"call_oi":67494,"put_oi":8781},{"strike":5.5,"call_delta_oi":263225.0,"put_delta_oi":-11663.0,"dealer_delta":-251562.0,"call_oi":7921,"put_oi":220},{"strike":6.0,"call_delta_oi":123697.0,"put_delta_oi":-6825.0,"dealer_delta":-116872.0,"call_oi":5855,"put_oi":85},{"strike":6.5,"call_delta_oi":20.0,"put_delta_oi":-277.0,"dealer_delta":257.0,"call_oi":4,"put_oi":3},{"strike":7.0,"call_delta_oi":568894.0,"put_delta_oi":-243848.0,"dealer_delta":-325046.0,"call_oi":21338,"put_oi":3041},{"strike":7.5,"call_delta_oi":203.0,"put_delta_oi":-96.0,"dealer_delta":-106.0,"call_oi":4,"put_oi":1},{"strike":8.0,"call_delta_oi":46.0,"put_delta_oi":0,"dealer_delta":-46.0,"call_oi":7,"put_oi":0},{"strike":10.0,"call_delta_oi":531370.0,"put_delta_oi":-76240.0,"dealer_delta":-455129.0,"call_oi":26341,"put_oi":1066},{"strike":12.0,"call_delta_oi":208357.0,"put_delta_oi":-5647.0,"dealer_delta":-202711.0,"call_oi":10507,"put_oi":86},{"strike":15.0,"call_delta_oi":27467.0,"put_delta_oi":0,"dealer_delta":-27467.0,"call_oi":3543,"put_oi":0},{"strike":17.0,"call_delta_oi":6175.0,"put_delta_oi":-85.0,"dealer_delta":-6089.0,"call_oi":1192,"put_oi":1},{"strike":20.0,"call_delta_oi":50085.0,"put_delta_oi":0,"dealer_delta":-50085.0,"call_oi":15298,"put_oi":0}],"net_dealer_delta":-11295682.0,"total_call_delta":12857284.0,"total_put_delta":-1561603.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.119999885559082,"strikes":[{"strike":1.0,"moneyness":0.2427,"type":"call","iv":2.4121,"delta":0.9602,"oi":244},{"strike":2.0,"moneyness":0.4854,"type":"call","iv":1.4155,"delta":0.9115,"oi":368},{"strike":2.0,"moneyness":0.4854,"type":"put","iv":1.6027,"delta":-0.0991,"oi":112},{"strike":2.5,"moneyness":0.6068,"type":"put","iv":1.2237,"delta":-0.1335,"oi":850},{"strike":3.0,"moneyness":0.7282,"type":"put","iv":0.9573,"delta":-0.1841,"oi":10644},{"strike":3.0,"moneyness":0.7282,"type":"call","iv":0.8505,"delta":0.8296,"oi":11859},{"strike":3.5,"moneyness":0.8495,"type":"put","iv":0.9144,"delta":-0.2733,"oi":507},{"strike":3.5,"moneyness":0.8495,"type":"call","iv":0.7389,"delta":0.7394,"oi":2054},{"strike":4.0,"moneyness":0.9709,"type":"put","iv":0.9543,"delta":-0.3682,"oi":891},{"strike":4.0,"moneyness":0.9709,"type":"call","iv":0.8843,"delta":0.6271,"oi":8845},{"strike":4.5,"moneyness":1.0922,"type":"put","iv":1.216,"delta":-0.4179,"oi":1053},{"strike":4.5,"moneyness":1.0922,"type":"call","iv":0.7743,"delta":0.509,"oi":2931},{"strike":5.0,"moneyness":1.2136,"type":"put","iv":0.878,"delta":-0.5608,"oi":6623},{"strike":5.0,"moneyness":1.2136,"type":"call","iv":0.9066,"delta":0.4471,"oi":38929},{"strike":5.5,"moneyness":1.335,"type":"call","iv":0.8484,"delta":0.3502,"oi":3380},{"strike":5.5,"moneyness":1.335,"type":"put","iv":0.9938,"delta":-0.6012,"oi":144},{"strike":7.0,"moneyness":1.699,"type":"put","iv":0.8819,"delta":-0.8064,"oi":2638},{"strike":7.0,"moneyness":1.699,"type":"call","iv":0.977,"delta":0.232,"oi":10026},{"strike":10.0,"moneyness":2.4272,"type":"put","iv":1.2183,"delta":-0.8461,"oi":269},{"strike":10.0,"moneyness":2.4272,"type":"call","iv":1.1024,"delta":0.1166,"oi":14248},{"strike":12.0,"moneyness":2.9126,"type":"call","iv":1.2296,"delta":0.0999,"oi":3487},{"strike":15.0,"moneyness":3.6408,"type":"call","iv":1.3463,"delta":0.0775,"oi":3543},{"strike":17.0,"moneyness":4.1262,"type":"call","iv":1.3282,"delta":0.0518,"oi":1192},{"strike":20.0,"moneyness":4.8544,"type":"call","iv":1.3359,"delta":0.0327,"oi":15298}]},{"expiration":"01/19/2029","underlying_price":4.119999885559082,"strikes":[{"strike":4.0,"moneyness":0.9709,"type":"call","iv":0.8206,"delta":0.7656,"oi":124},{"strike":4.0,"moneyness":0.9709,"type":"put","iv":0.864,"delta":-0.226,"oi":115},{"strike":5.0,"moneyness":1.2136,"type":"call","iv":0.8021,"delta":0.7017,"oi":314},{"strike":7.0,"moneyness":1.699,"type":"call","iv":0.86,"delta":0.6257,"oi":249}]},{"expiration":"01/21/2028","underlying_price":4.119999885559082,"strikes":[{"strike":1.0,"moneyness":0.2427,"type":"call","iv":1.5754,"delta":0.957,"oi":502},{"strike":1.5,"moneyness":0.3641,"type":"call","iv":0.85,"delta":0.9434,"oi":247},{"strike":2.0,"moneyness":0.4854,"type":"call","iv":0.8741,"delta":0.8995,"oi":1659},{"strike":2.0,"moneyness":0.4854,"type":"put","iv":0.8161,"delta":-0.0966,"oi":576},{"strike":2.5,"moneyness":0.6068,"type":"call","iv":1.077,"delta":0.8568,"oi":707},{"strike":2.5,"moneyness":0.6068,"type":"put","iv":0.9877,"delta":-0.1455,"oi":379},{"strike":3.0,"moneyness":0.7282,"type":"call","iv":0.8448,"delta":0.8074,"oi":16816},{"strike":3.0,"moneyness":0.7282,"type":"put","iv":0.7219,"delta":-0.1938,"oi":1628},{"strike":3.5,"moneyness":0.8495,"type":"call","iv":0.9547,"delta":0.7719,"oi":2173},{"strike":3.5,"moneyness":0.8495,"type":"put","iv":0.8665,"delta":-0.2372,"oi":604},{"strike":4.0,"moneyness":0.9709,"type":"call","iv":0.835,"delta":0.7141,"oi":5941},{"strike":4.0,"moneyness":0.9709,"type":"put","iv":0.5829,"delta":-0.3227,"oi":1335},{"strike":4.5,"moneyness":1.0922,"type":"call","iv":0.7503,"delta":0.6516,"oi":766},{"strike":5.0,"moneyness":1.2136,"type":"put","iv":0.9456,"delta":-0.3405,"oi":1579},{"strike":5.0,"moneyness":1.2136,"type":"call","iv":0.8319,"delta":0.6288,"oi":17516},{"strike":5.5,"moneyness":1.335,"type":"call","iv":0.9505,"delta":0.628,"oi":662},{"strike":7.0,"moneyness":1.699,"type":"put","iv":0.5284,"delta":-0.6866,"oi":119},{"strike":7.0,"moneyness":1.699,"type":"call","iv":0.8581,"delta":0.5018,"oi":5025},{"strike":10.0,"moneyness":2.4272,"type":"put","iv":0.807,"delta":-0.671,"oi":797},{"strike":10.0,"moneyness":2.4272,"type":"call","iv":0.843,"delta":0.3506,"oi":10063},{"strike":12.0,"moneyness":2.9126,"type":"call","iv":0.881,"delta":0.3064,"oi":5426}]},{"expiration":"03/19/2027","underlying_price":4.119999885559082,"strikes":[{"strike":2.0,"moneyness":0.4854,"type":"call","iv":0.8885,"delta":0.9377,"oi":132},{"strike":2.5,"moneyness":0.6068,"type":"put","iv":0.7975,"delta":-0.109,"oi":150},{"strike":2.5,"moneyness":0.6068,"type":"call","iv":0.7719,"delta":0.8953,"oi":274},{"strike":3.0,"moneyness":0.7282,"type":"put","iv":0.9371,"delta":-0.1982,"oi":156},{"strike":3.0,"moneyness":0.7282,"type":"call","iv":0.8554,"delta":0.8082,"oi":337},{"strike":3.5,"moneyness":0.8495,"type":"put","iv":0.8747,"delta":-0.2728,"oi":344},{"strike":3.5,"moneyness":0.8495,"type":"call","iv":0.7803,"delta":0.729,"oi":633},{"strike":4.0,"moneyness":0.9709,"type":"call","iv":0.762,"delta":0.6379,"oi":3018},{"strike":4.5,"moneyness":1.0922,"type":"call","iv":0.795,"delta":0.5561,"oi":395},{"strike":5.0,"moneyness":1.2136,"type":"call","iv":0.8149,"delta":0.4839,"oi":662},{"strike":5.5,"moneyness":1.335,"type":"call","iv":0.9306,"delta":0.4549,"oi":373},{"strike":6.0,"moneyness":1.4563,"type":"call","iv":0.7856,"delta":0.3427,"oi":956}]},{"expiration":"10/02/2026","underlying_price":4.119999885559082,"strikes":[{"strike":4.0,"moneyness":0.9709,"type":"put","iv":2.3843,"delta":-0.1053,"oi":188},{"strike":4.5,"moneyness":1.0922,"type":"put","iv":2.7274,"delta":-0.9994,"oi":176}]},{"expiration":"10/09/2026","underlying_price":4.119999885559082,"strikes":[{"strike":3.5,"moneyness":0.8495,"type":"call","iv":1.4452,"delta":0.8356,"oi":784},{"strike":3.5,"moneyness":0.8495,"type":"put","iv":0.9613,"delta":-0.0822,"oi":246},{"strike":4.0,"moneyness":0.9709,"type":"call","iv":0.9523,"delta":0.6213,"oi":1584},{"strike":4.5,"moneyness":1.0922,"type":"call","iv":0.9053,"delta":0.2432,"oi":2651}]},{"expiration":"10/16/2026","underlying_price":4.119999885559082,"strikes":[{"strike":3.0,"moneyness":0.7282,"type":"put","iv":1.2145,"delta":-0.0661,"oi":1181},{"strike":3.0,"moneyness":0.7282,"type":"call","iv":1.312,"delta":0.9209,"oi":294},{"strike":3.5,"moneyness":0.8495,"type":"call","iv":0.6531,"delta":0.9188,"oi":2233},{"strike":3.5,"moneyness":0.8495,"type":"put","iv":0.9178,"delta":-0.1499,"oi":488},{"strike":4.0,"moneyness":0.9709,"type":"put","iv":0.963,"delta":-0.3967,"oi":499},{"strike":4.0,"moneyness":0.9709,"type":"call","iv":0.8091,"delta":0.6102,"oi":4638},{"strike":4.5,"moneyness":1.0922,"type":"call","iv":0.8576,"delta":0.3246,"oi":15387},{"strike":5.0,"moneyness":1.2136,"type":"call","iv":0.9558,"delta":0.1649,"oi":2656},{"strike":5.5,"moneyness":1.335,"type":"call","iv":1.0435,"delta":0.0868,"oi":666},{"strike":6.0,"moneyness":1.4563,"type":"call","iv":1.2692,"delta":0.0745,"oi":284}]},{"expiration":"10/23/2026","underlying_price":4.119999885559082,"strikes":[{"strike":3.5,"moneyness":0.8495,"type":"put","iv":1.0002,"delta":-0.2051,"oi":316},{"strike":4.0,"moneyness":0.9709,"type":"call","iv":0.7959,"delta":0.6042,"oi":400},{"strike":4.5,"moneyness":1.0922,"type":"call","iv":0.843,"delta":0.3682,"oi":916},{"strike":5.0,"moneyness":1.2136,"type":"call","iv":0.9205,"delta":0.2177,"oi":1078}]}],"greeks_heatmap":{"data":[{"strike":3.0,"dte":0,"expiration":"10/02/2026","call_delta":0.9272,"put_delta":-0.0664,"call_gamma":0.141519,"put_gamma":0.136952,"call_theta":-1.855,"put_theta":-1.6605,"call_vega":0.0001,"put_vega":0.0001,"call_oi":58,"put_oi":1123},{"strike":3.5,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.069,"call_gamma":0,"put_gamma":0.281759,"call_theta":0,"put_theta":-0.8565,"call_vega":0,"put_vega":0.0001,"call_oi":493,"put_oi":1345},{"strike":4.0,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.1053,"call_gamma":0,"put_gamma":1.855085,"call_theta":0,"put_theta":-0.2452,"call_vega":0,"put_vega":0.0001,"call_oi":2925,"put_oi":188},{"strike":4.5,"dte":0,"expiration":"10/02/2026","call_delta":0.1106,"put_delta":-0.9994,"call_gamma":0.653577,"put_gamma":0.019838,"call_theta":-0.747,"put_theta":-0.0029,"call_vega":0.0001,"put_vega":0.0,"call_oi":2393,"put_oi":176},{"strike":5.0,"dte":0,"expiration":"10/02/2026","call_delta":0.0317,"put_delta":-0.8357,"call_gamma":0.170387,"put_gamma":0.331369,"call_theta":-0.4084,"put_theta":-2.5327,"call_vega":0.0,"put_vega":0.0001,"call_oi":446,"put_oi":52},{"strike":3.0,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.1744,"call_gamma":0,"put_gamma":0.140284,"call_theta":0,"put_theta":-0.0392,"call_vega":0,"put_vega":0.0014,"call_oi":0,"put_oi":130},{"strike":3.5,"dte":7,"expiration":"10/09/2026","call_delta":0.8356,"put_delta":-0.0822,"call_gamma":0.324379,"put_gamma":0.298785,"call_theta":-0.0161,"put_theta":-0.0064,"call_vega":0.0013,"put_vega":0.0008,"call_oi":784,"put_oi":246},{"strike":4.0,"dte":7,"expiration":"10/09/2026","call_delta":0.6213,"put_delta":-0.3635,"call_gamma":0.756104,"put_gamma":0.898279,"call_theta":-0.0162,"put_theta":-0.0129,"call_vega":0.002,"put_vega":0.002,"call_oi":1584,"put_oi":82},{"strike":4.5,"dte":7,"expiration":"10/09/2026","call_delta":0.2432,"put_delta":0,"call_gamma":0.654787,"put_gamma":0,"call_theta":-0.0126,"put_theta":0,"call_vega":0.0017,"put_vega":0,"call_oi":2651,"put_oi":0},{"strike":5.0,"dte":7,"expiration":"10/09/2026","call_delta":0.0839,"put_delta":0,"call_gamma":0.280368,"put_gamma":0,"call_theta":-0.0071,"put_theta":0,"call_vega":0.0008,"put_vega":0,"call_oi":97,"put_oi":0},{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9209,"put_delta":-0.0661,"call_gamma":0.144488,"put_gamma":0.13607,"call_theta":-0.0061,"put_theta":-0.0046,"call_vega":0.0011,"put_vega":0.001,"call_oi":294,"put_oi":1181},{"strike":3.5,"dte":14,"expiration":"10/16/2026","call_delta":0.9188,"put_delta":-0.1499,"call_gamma":0.296033,"put_gamma":0.32656,"call_theta":-0.0033,"put_theta":-0.0063,"call_vega":0.0012,"put_vega":0.0018,"call_oi":2233,"put_oi":488},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6102,"put_delta":-0.3967,"call_gamma":0.609808,"put_gamma":0.51482,"call_theta":-0.0095,"put_theta":-0.0109,"call_vega":0.003,"put_vega":0.003,"call_oi":4638,"put_oi":499},{"strike":4.5,"dte":14,"expiration":"10/16/2026","call_delta":0.3246,"put_delta":0,"call_gamma":0.539475,"put_gamma":0,"call_theta":-0.0094,"put_theta":0,"call_vega":0.0028,"put_vega":0,"call_oi":15387,"put_oi":0},{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1649,"put_delta":0,"call_gamma":0.333857,"put_gamma":0,"call_theta":-0.0072,"put_theta":0,"call_vega":0.0019,"put_vega":0,"call_oi":2656,"put_oi":0},{"strike":3.5,"dte":21,"expiration":"10/23/2026","call_delta":0,"put_delta":-0.2051,"call_gamma":0,"put_gamma":0.294622,"call_theta":0,"put_theta":-0.0067,"call_vega":0,"put_vega":0.0027,"call_oi":0,"put_oi":316},{"strike":4.0,"dte":21,"expiration":"10/23/2026","call_delta":0.6042,"put_delta":0,"call_gamma":0.501926,"put_gamma":0,"call_theta":-0.0076,"put_theta":0,"call_vega":0.0037,"put_vega":0,"call_oi":400,"put_oi":0},{"strike":4.5,"dte":21,"expiration":"10/23/2026","call_delta":0.3682,"put_delta":0,"call_gamma":0.463675,"put_gamma":0,"call_theta":-0.0078,"put_theta":0,"call_vega":0.0036,"put_vega":0,"call_oi":916,"put_oi":0},{"strike":5.0,"dte":21,"expiration":"10/23/2026","call_delta":0.2177,"put_delta":0,"call_gamma":0.33155,"put_gamma":0,"call_theta":-0.0066,"put_theta":0,"call_vega":0.0028,"put_vega":0,"call_oi":1078,"put_oi":0},{"strike":3.5,"dte":28,"expiration":"10/30/2026","call_delta":0.8215,"put_delta":-0.2183,"call_gamma":0.31239,"put_gamma":0.279765,"call_theta":-0.0043,"put_theta":-0.0056,"call_vega":0.0029,"put_vega":0.0033,"call_oi":720,"put_oi":78},{"strike":4.0,"dte":28,"expiration":"10/30/2026","call_delta":0.6028,"put_delta":-0.399,"call_gamma":0.444839,"put_gamma":0.375231,"call_theta":-0.0064,"put_theta":-0.0071,"call_vega":0.0043,"put_vega":0.0043,"call_oi":475,"put_oi":52},{"strike":4.5,"dte":28,"expiration":"10/30/2026","call_delta":0.4007,"put_delta":0,"call_gamma":0.405147,"put_gamma":0,"call_theta":-0.007,"put_theta":0,"call_vega":0.0043,"put_vega":0,"call_oi":475,"put_oi":0},{"strike":5.0,"dte":28,"expiration":"10/30/2026","call_delta":0.2534,"put_delta":0,"call_gamma":0.320274,"put_gamma":0,"call_theta":-0.006,"put_theta":0,"call_vega":0.0036,"put_vega":0,"call_oi":378,"put_oi":0},{"strike":4.5,"dte":35,"expiration":"11/06/2026","call_delta":0.4438,"put_delta":0,"call_gamma":0.32738,"put_gamma":0,"call_theta":-0.0072,"put_theta":0,"call_vega":0.005,"put_vega":0,"call_oi":523,"put_oi":0},{"strike":5.0,"dte":35,"expiration":"11/06/2026","call_delta":0.2185,"put_delta":0,"call_gamma":0.333891,"put_gamma":0,"call_theta":-0.0039,"put_theta":0,"call_vega":0.0037,"put_vega":0,"call_oi":103,"put_oi":0},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1377,"call_gamma":0,"put_gamma":0.151258,"call_theta":0,"put_theta":-0.0033,"call_vega":0,"put_vega":0.0033,"call_oi":390,"put_oi":3009},{"strike":3.5,"dte":49,"expiration":"11/20/2026","call_delta":0.7698,"put_delta":-0.2465,"call_gamma":0.260903,"put_gamma":0.238188,"call_theta":-0.004,"put_theta":-0.0042,"call_vega":0.0045,"put_vega":0.0047,"call_oi":1947,"put_oi":476},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6049,"put_delta":-0.3917,"call_gamma":0.381427,"put_gamma":0.268402,"call_theta":-0.0043,"put_theta":-0.0055,"call_vega":0.0058,"put_vega":0.0057,"call_oi":4088,"put_oi":1753},{"strike":4.5,"dte":49,"expiration":"11/20/2026","call_delta":0.465,"put_delta":-0.5009,"call_gamma":0.294007,"put_gamma":0.239516,"call_theta":-0.0058,"put_theta":-0.0066,"call_vega":0.0059,"put_vega":0.006,"call_oi":18757,"put_oi":203},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3545,"put_delta":-0.5725,"call_gamma":0.262061,"put_gamma":0.208335,"call_theta":-0.0056,"put_theta":-0.0073,"call_vega":0.0056,"put_vega":0.0059,"call_oi":3909,"put_oi":318},{"strike":3.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8957,"put_delta":-0.1646,"call_gamma":0.149592,"put_gamma":0.140521,"call_theta":-0.0017,"put_theta":-0.0028,"call_vega":0.0034,"put_vega":0.0047,"call_oi":335,"put_oi":1320},{"strike":3.5,"dte":77,"expiration":"12/18/2026","call_delta":0.7472,"put_delta":-0.2622,"call_gamma":0.22125,"put_gamma":0.203323,"call_theta":-0.0033,"put_theta":-0.0033,"call_vega":0.006,"put_vega":0.0061,"call_oi":628,"put_oi":2475},{"strike":4.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6099,"put_delta":0,"call_gamma":0.300035,"put_gamma":0,"call_theta":-0.0035,"put_theta":0,"call_vega":0.0072,"put_vega":0,"call_oi":4233,"put_oi":0},{"strike":4.5,"dte":77,"expiration":"12/18/2026","call_delta":0.4924,"put_delta":-0.4942,"call_gamma":0.254849,"put_gamma":0.234356,"call_theta":-0.0043,"put_theta":-0.0041,"call_vega":0.0075,"put_vega":0.0075,"call_oi":2416,"put_oi":164},{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4044,"put_delta":-0.5903,"call_gamma":0.228108,"put_gamma":0.22407,"call_theta":-0.0045,"put_theta":-0.004,"call_vega":0.0073,"put_vega":0.0073,"call_oi":1406,"put_oi":167}],"strikes":[3.0,3.5,4.0,4.5,5.0],"dtes":[0,7,14,21,28,35,49,77]},"risk_reversal":[{"expiration":"10/09/2026","dte":7,"risk_reversal":-11.42,"put_25d_iv":79.11,"call_25d_iv":90.53,"put_25d_strike":4.0,"call_25d_strike":4.5,"skew":"call_skew"},{"expiration":"10/16/2026","dte":14,"risk_reversal":6.02,"put_25d_iv":91.78,"call_25d_iv":85.76,"put_25d_strike":3.5,"call_25d_strike":4.5,"skew":"put_skew"},{"expiration":"10/23/2026","dte":21,"risk_reversal":7.97,"put_25d_iv":100.02,"call_25d_iv":92.05,"put_25d_strike":3.5,"call_25d_strike":5.0,"skew":"put_skew"},{"expiration":"10/30/2026","dte":28,"risk_reversal":4.87,"put_25d_iv":94.04,"call_25d_iv":89.17,"put_25d_strike":3.5,"call_25d_strike":5.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-4.85,"put_25d_iv":88.63,"call_25d_iv":93.48,"put_25d_strike":3.5,"call_25d_strike":5.5,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":7.58,"put_25d_iv":85.23,"call_25d_iv":77.64,"put_25d_strike":3.5,"call_25d_strike":6.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-6.26,"put_25d_iv":91.44,"call_25d_iv":97.7,"put_25d_strike":3.5,"call_25d_strike":7.0,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":8.92,"put_25d_iv":87.47,"call_25d_iv":78.56,"put_25d_strike":3.5,"call_25d_strike":6.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":52.05,"put_25d_iv":140.15,"call_25d_iv":88.1,"put_25d_strike":5.5,"call_25d_strike":12.0,"skew":"put_skew"},{"expiration":"01/19/2029","dte":840,"risk_reversal":0.39,"put_25d_iv":86.4,"call_25d_iv":86.0,"put_25d_strike":4.0,"call_25d_strike":7.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":919,"put_oi":0},{"strike":1.0,"call_vanna":-58.0,"put_vanna":0,"net_vanna":-58.0,"call_oi":746,"put_oi":0},{"strike":1.5,"call_vanna":-39.0,"put_vanna":8.0,"net_vanna":-31.0,"call_oi":659,"put_oi":64},{"strike":2.0,"call_vanna":-334.0,"put_vanna":100.0,"net_vanna":-233.0,"call_oi":2607,"put_oi":772},{"strike":2.5,"call_vanna":-166.0,"put_vanna":188.0,"net_vanna":22.0,"call_oi":1183,"put_oi":2138},{"strike":3.0,"call_vanna":-4352.0,"put_vanna":1603.0,"net_vanna":-2749.0,"call_oi":29699,"put_oi":19248},{"strike":3.5,"call_vanna":-907.0,"put_vanna":427.0,"net_vanna":-480.0,"call_oi":11172,"put_oi":6879},{"strike":4.0,"call_vanna":-2076.0,"put_vanna":340.0,"net_vanna":-1736.0,"call_oi":33346,"put_oi":5015},{"strike":4.5,"call_vanna":538.0,"put_vanna":51.0,"net_vanna":588.0,"call_oi":47610,"put_oi":1721},{"strike":5.0,"call_vanna":-788.0,"put_vanna":29.0,"net_vanna":-758.0,"call_oi":67494,"put_oi":8739},{"strike":5.5,"call_vanna":306.0,"put_vanna":4.0,"net_vanna":310.0,"call_oi":7851,"put_oi":202},{"strike":6.0,"call_vanna":370.0,"put_vanna":0,"net_vanna":370.0,"call_oi":5803,"put_oi":0},{"strike":7.0,"call_vanna":1162.0,"put_vanna":-271.0,"net_vanna":891.0,"call_oi":21337,"put_oi":3023},{"strike":10.0,"call_vanna":2493.0,"put_vanna":-136.0,"net_vanna":2357.0,"call_oi":26341,"put_oi":1066},{"strike":12.0,"call_vanna":1153.0,"put_vanna":-6.0,"net_vanna":1147.0,"call_oi":10507,"put_oi":65},{"strike":15.0,"call_vanna":232.0,"put_vanna":0,"net_vanna":232.0,"call_oi":3543,"put_oi":0},{"strike":17.0,"call_vanna":61.0,"put_vanna":0,"net_vanna":61.0,"call_oi":1192,"put_oi":0},{"strike":20.0,"call_vanna":558.0,"put_vanna":0,"net_vanna":558.0,"call_oi":15298,"put_oi":0}],"net_vanna":487.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.5,"call_charm":-2065.0,"put_charm":0,"net_charm":-2065.0,"call_oi":230,"put_oi":0},{"strike":2.0,"call_charm":-33.0,"put_charm":1477.0,"net_charm":1444.0,"call_oi":56,"put_oi":84},{"strike":2.5,"call_charm":-347.0,"put_charm":42.0,"net_charm":-305.0,"call_oi":150,"put_oi":602},{"strike":3.0,"call_charm":-4298.0,"put_charm":6581.0,"net_charm":2282.0,"call_oi":294,"put_oi":4320},{"strike":3.5,"call_charm":-80342.0,"put_charm":3129.0,"net_charm":-77213.0,"call_oi":5684,"put_oi":1604},{"strike":4.0,"call_charm":-167072.0,"put_charm":10617.0,"net_charm":-156455.0,"call_oi":11185,"put_oi":2386},{"strike":4.5,"call_charm":-209853.0,"put_charm":498.0,"net_charm":-209355.0,"call_oi":38709,"put_oi":203},{"strike":5.0,"call_charm":-17851.0,"put_charm":986.0,"net_charm":-16866.0,"call_oi":8221,"put_oi":318},{"strike":5.5,"call_charm":-2372.0,"put_charm":0,"net_charm":-2372.0,"call_oi":2088,"put_oi":0},{"strike":6.0,"call_charm":-2595.0,"put_charm":0,"net_charm":-2595.0,"call_oi":4166,"put_oi":0},{"strike":7.0,"call_charm":-1390.0,"put_charm":742.0,"net_charm":-648.0,"call_oi":5592,"put_oi":266},{"strike":10.0,"call_charm":-239.0,"put_charm":0,"net_charm":-239.0,"call_oi":2030,"put_oi":0},{"strike":12.0,"call_charm":-122.0,"put_charm":0,"net_charm":-122.0,"call_oi":1594,"put_oi":0}],"net_charm":-464509.0,"weekend_delta_shift":-1393527.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/02/2026","dte":0,"call_delta":107777.0,"put_delta":-44255.0,"net_delta":63522.0,"call_oi":3678,"put_oi":2985,"total_oi":6663,"total_volume":463,"bias":"neutral"},{"expiration":"10/09/2026","dte":7,"call_delta":231048.0,"put_delta":-10205.0,"net_delta":220842.0,"call_oi":5235,"put_oi":601,"total_oi":5836,"total_volume":1499,"bias":"bullish"},{"expiration":"10/16/2026","dte":14,"call_delta":1066447.0,"put_delta":-37140.0,"net_delta":1029307.0,"call_oi":26158,"put_oi":2239,"total_oi":28397,"total_volume":890,"bias":"bullish"},{"expiration":"10/23/2026","dte":21,"call_delta":86897.0,"put_delta":-8190.0,"net_delta":78707.0,"call_oi":2472,"put_oi":381,"total_oi":2853,"total_volume":181,"bias":"neutral"},{"expiration":"10/30/2026","dte":28,"call_delta":125947.0,"put_delta":-4700.0,"net_delta":121247.0,"call_oi":2171,"put_oi":174,"total_oi":2345,"total_volume":221,"bias":"bullish"},{"expiration":"11/06/2026","dte":35,"call_delta":31194.0,"put_delta":-3964.0,"net_delta":27230.0,"call_oi":714,"put_oi":93,"total_oi":807,"total_volume":133,"bias":"neutral"},{"expiration":"11/13/2026","dte":42,"call_delta":570.0,"put_delta":0,"net_delta":570.0,"call_oi":6,"put_oi":0,"total_oi":6,"total_volume":19,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1631013.0,"put_delta":-176014.0,"net_delta":1454998.0,"call_oi":43497,"put_oi":6680,"total_oi":50177,"total_volume":1099,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":629137.0,"put_delta":-111560.0,"net_delta":517577.0,"call_oi":12059,"put_oi":4376,"total_oi":16435,"total_volume":327,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":4289750.0,"put_delta":-916452.0,"net_delta":3373298.0,"call_oi":116579,"put_oi":23766,"total_oi":140345,"total_volume":3323,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":407381.0,"put_delta":-21268.0,"net_delta":386113.0,"call_oi":6789,"put_oi":832,"total_oi":7621,"total_volume":403,"bias":"bullish"},{"expiration":"01/21/2028","dte":476,"call_delta":4195031.0,"put_delta":-222641.0,"net_delta":3972390.0,"call_oi":67503,"put_oi":7267,"total_oi":74770,"total_volume":698,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":55092.0,"put_delta":-5213.0,"net_delta":49879.0,"call_oi":776,"put_oi":239,"total_oi":1015,"total_volume":33,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/09/2026","dte":7,"strike":4.0,"straddle_price":0.37,"straddle_pct":9.1,"implied_move":9.1,"avg_iv":87.2},{"expiration":"10/16/2026","dte":14,"strike":4.0,"straddle_price":0.55,"straddle_pct":13.35,"implied_move":13.35,"avg_iv":88.6},{"expiration":"10/30/2026","dte":28,"strike":4.0,"straddle_price":0.75,"straddle_pct":18.2,"implied_move":18.2,"avg_iv":84.6},{"expiration":"11/06/2026","dte":35,"strike":4.0,"straddle_price":1.01,"straddle_pct":24.51,"implied_move":24.51,"avg_iv":102.2},{"expiration":"11/20/2026","dte":49,"strike":4.0,"straddle_price":0.96,"straddle_pct":23.3,"implied_move":23.3,"avg_iv":81.7},{"expiration":"01/15/2027","dte":105,"strike":4.0,"straddle_price":1.57,"straddle_pct":38.11,"implied_move":38.11,"avg_iv":91.9},{"expiration":"03/19/2027","dte":168,"strike":4.0,"straddle_price":1.7,"straddle_pct":41.38,"implied_move":41.38,"avg_iv":79.2},{"expiration":"01/19/2029","dte":840,"strike":4.0,"straddle_price":3.71,"straddle_pct":90.05,"implied_move":90.05,"avg_iv":84.2}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":183,"put_volume":1,"total_volume":184,"call_oi":3556,"put_oi":65,"total_oi":3621,"bias":"bullish"},{"strike":1.0,"call_volume":348,"put_volume":0,"total_volume":348,"call_oi":3437,"put_oi":10,"total_oi":3447,"bias":"bullish"},{"strike":1.5,"call_volume":591,"put_volume":0,"total_volume":591,"call_oi":1667,"put_oi":70,"total_oi":1737,"bias":"bullish"},{"strike":2.0,"call_volume":5,"put_volume":17,"total_volume":22,"call_oi":2652,"put_oi":908,"total_oi":3560,"bias":"bearish"},{"strike":2.5,"call_volume":61,"put_volume":24,"total_volume":85,"call_oi":2926,"put_oi":2226,"total_oi":5152,"bias":"bullish"},{"strike":3.0,"call_volume":297,"put_volume":251,"total_volume":548,"call_oi":30149,"put_oi":19337,"total_oi":49486,"bias":"neutral"},{"strike":3.5,"call_volume":699,"put_volume":1046,"total_volume":1745,"call_oi":11717,"put_oi":6929,"total_oi":18646,"bias":"neutral"},{"strike":4.0,"call_volume":1844,"put_volume":740,"total_volume":2584,"call_oi":36295,"put_oi":5068,"total_oi":41363,"bias":"bullish"},{"strike":4.5,"call_volume":1509,"put_volume":58,"total_volume":1567,"call_oi":47614,"put_oi":1811,"total_oi":49425,"bias":"bullish"},{"strike":5.0,"call_volume":1078,"put_volume":5,"total_volume":1083,"call_oi":67494,"put_oi":8781,"total_oi":76275,"bias":"bullish"},{"strike":5.5,"call_volume":218,"put_volume":10,"total_volume":228,"call_oi":7921,"put_oi":220,"total_oi":8141,"bias":"bullish"},{"strike":6.0,"call_volume":26,"put_volume":3,"total_volume":29,"call_oi":5855,"put_oi":85,"total_oi":5940,"bias":"bullish"},{"strike":6.5,"call_volume":4,"put_volume":6,"total_volume":10,"call_oi":4,"put_oi":3,"total_oi":7,"bias":"neutral"},{"strike":7.0,"call_volume":1536,"put_volume":15,"total_volume":1551,"call_oi":21338,"put_oi":3041,"total_oi":24379,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":1,"total_oi":5,"bias":"neutral"},{"strike":8.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"bullish"},{"strike":10.0,"call_volume":123,"put_volume":1,"total_volume":124,"call_oi":26341,"put_oi":1066,"total_oi":27407,"bias":"bullish"},{"strike":12.0,"call_volume":111,"put_volume":0,"total_volume":111,"call_oi":10507,"put_oi":86,"total_oi":10593,"bias":"bullish"},{"strike":15.0,"call_volume":100,"put_volume":0,"total_volume":100,"call_oi":3543,"put_oi":0,"total_oi":3543,"bias":"bullish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1192,"put_oi":1,"total_oi":1193,"bias":"neutral"},{"strike":20.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":15298,"put_oi":0,"total_oi":15298,"bias":"bullish"}],"underlying_price":4.119999885559082,"peak_call_strike":4.0,"peak_put_strike":3.5,"total_call_volume":8739,"total_put_volume":2177,"volume_pc_ratio":0.249},"iv_contours":{"x":[0.73,0.85,0.97,1.09,1.21],"y":[7,14,21,28,35,49,77,105,168],"z":[[null,120.33,87.17,132.26,104.03],[126.32,78.55,88.6,87.86,95.58],[156.72,80.19,79.59,84.3,92.05],[143.82,84.31,84.59,85.14,89.17],[null,86.72,102.2,102.75,70.25],[97.38,83.28,81.69,100.97,110.54],[79.08,81.04,68.05,86.9,91.31],[90.39,82.66,91.93,99.52,89.23],[89.62,82.75,79.18,85.51,84.92]],"levels":[68.0,76.9,85.8,94.7,103.5,112.4,121.3,130.1,139.0,147.9,156.7],"min_iv":68.0,"max_iv":156.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":146.5},{"date":"2026-09-15","iv":163.57},{"date":"2026-09-16","iv":158.9},{"date":"2026-09-17","iv":130.02},{"date":"2026-09-18","iv":138.25},{"date":"2026-09-21","iv":128.6},{"date":"2026-09-22","iv":179.0},{"date":"2026-09-23","iv":288.8},{"date":"2026-09-24","iv":440.0},{"date":"2026-09-25","iv":654.1},{"date":"2026-09-28","iv":166.6},{"date":"2026-09-29","iv":178.1},{"date":"2026-09-30","iv":213.2},{"date":"2026-10-01","iv":767.4},{"date":"2026-10-02","iv":552.5}]}}