{"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":"SA","summary":{"name":"SA","price":26.97,"total_oi":57395,"call_oi":48216,"put_oi":9179,"pc_ratio":0.19,"net_gex":620037.23,"avg_iv":70.4,"iv_rank":20.4,"iv_52w_high":93.06,"iv_52w_low":64.6,"gamma_flip":19.13,"max_pain":25.0},"features":{"symbol":"SA","price":26.97,"total_oi":57395,"analysis_coverage":1.0,"avg_iv_pct":70.4,"iv_rank":20.4,"iv_52w_high_pct":93.06,"iv_52w_low_pct":64.6,"front_dte":14,"front_atm_iv_pct":57.4938,"back_atm_iv_pct":60.3171,"term_premium_pp":-2.8233,"expected_move_front_pct":11.26,"straddle_front_pct":7.79,"straddle_30d_pct":7.79,"risk_reversal_front_pp":-87.19,"risk_reversal_30d_pp":-87.19,"butterfly_front_pp":-0.9,"butterfly_30d_pp":-0.9,"put_call_oi_ratio":0.19,"put_call_oi_front_ratio":0.381,"put_call_volume_front_ratio":0.119,"option_volume":4050,"volume_oi_ratio":0.070564,"net_delta_normalized":0.143595,"dealer_delta_normalized":-0.143595,"gex_per_100k_oi":1080298.336092,"vanna_per_100k_oi":2374.771322,"charm_per_100k_oi":14166.739263,"weekend_delta_shift_per_100k_oi":42498.475477,"iv_surface_range_pp":71.7,"gamma_flip_distance_pct":-29.069336,"max_pain_distance_pct":-7.304412,"peak_call_distance_pct":29.773823,"peak_put_distance_pct":-14.720059},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":9185.69,"put_gex":-1678.45,"net_gex":7507.23,"call_oi":1481,"put_oi":243},{"strike":17.0,"call_gex":651.13,"put_gex":-1733.82,"net_gex":-1082.69,"call_oi":64,"put_oi":176},{"strike":18.0,"call_gex":49.02,"put_gex":-541.12,"net_gex":-492.1,"call_oi":4,"put_oi":45},{"strike":19.0,"call_gex":14.56,"put_gex":-6331.44,"net_gex":-6316.88,"call_oi":1,"put_oi":436},{"strike":20.0,"call_gex":7023.25,"put_gex":-3983.19,"net_gex":3040.06,"call_oi":613,"put_oi":258},{"strike":21.0,"call_gex":1528.54,"put_gex":-3291.53,"net_gex":-1762.99,"call_oi":75,"put_oi":153},{"strike":22.0,"call_gex":1325.34,"put_gex":-8070.8,"net_gex":-6745.46,"call_oi":56,"put_oi":293},{"strike":23.0,"call_gex":1938.79,"put_gex":-34981.0,"net_gex":-33042.21,"call_oi":70,"put_oi":1145},{"strike":24.0,"call_gex":1352.02,"put_gex":-42731.25,"net_gex":-41379.24,"call_oi":44,"put_oi":895},{"strike":25.0,"call_gex":113790.26,"put_gex":-62867.5,"net_gex":50922.76,"call_oi":3269,"put_oi":1059},{"strike":26.0,"call_gex":5018.49,"put_gex":-90533.03,"net_gex":-85514.55,"call_oi":96,"put_oi":1448},{"strike":27.0,"call_gex":13810.31,"put_gex":-34246.85,"net_gex":-20436.54,"call_oi":288,"put_oi":363},{"strike":28.0,"call_gex":9210.4,"put_gex":-24107.8,"net_gex":-14897.4,"call_oi":320,"put_oi":432},{"strike":29.0,"call_gex":11498.64,"put_gex":-21964.66,"net_gex":-10466.02,"call_oi":221,"put_oi":297},{"strike":30.0,"call_gex":212635.0,"put_gex":-30282.32,"net_gex":182352.69,"call_oi":4652,"put_oi":671},{"strike":31.0,"call_gex":16228.69,"put_gex":-10117.69,"net_gex":6111.01,"call_oi":404,"put_oi":254},{"strike":32.0,"call_gex":74487.79,"put_gex":-14182.47,"net_gex":60305.32,"call_oi":2033,"put_oi":446},{"strike":33.0,"call_gex":47537.34,"put_gex":-4047.41,"net_gex":43489.93,"call_oi":1566,"put_oi":145},{"strike":34.0,"call_gex":19448.8,"put_gex":-3073.29,"net_gex":16375.51,"call_oi":669,"put_oi":127},{"strike":35.0,"call_gex":123218.7,"put_gex":-3548.84,"net_gex":119669.86,"call_oi":5642,"put_oi":170},{"strike":36.0,"call_gex":10587.47,"put_gex":-462.86,"net_gex":10124.61,"call_oi":448,"put_oi":23},{"strike":37.0,"call_gex":11384.55,"put_gex":-569.37,"net_gex":10815.17,"call_oi":579,"put_oi":41},{"strike":38.0,"call_gex":5428.18,"put_gex":-201.64,"net_gex":5226.54,"call_oi":254,"put_oi":11},{"strike":39.0,"call_gex":42319.53,"put_gex":0.0,"net_gex":42319.53,"call_oi":2375,"put_oi":0},{"strike":40.0,"call_gex":157248.04,"put_gex":-603.99,"net_gex":156644.05,"call_oi":10914,"put_oi":43},{"strike":41.0,"call_gex":9331.28,"put_gex":0.0,"net_gex":9331.28,"call_oi":622,"put_oi":0},{"strike":42.0,"call_gex":9090.99,"put_gex":-23.96,"net_gex":9067.03,"call_oi":1233,"put_oi":2},{"strike":45.0,"call_gex":42754.84,"put_gex":-14.88,"net_gex":42739.96,"call_oi":3117,"put_oi":1},{"strike":47.0,"call_gex":1597.19,"put_gex":0.0,"net_gex":1597.19,"call_oi":137,"put_oi":0},{"strike":50.0,"call_gex":64559.82,"put_gex":-26.27,"net_gex":64533.55,"call_oi":6969,"put_oi":2}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":97354.0,"total_value":97354.0},{"strike":17.0,"call_value":2962.0,"put_value":79482.0,"total_value":82444.0},{"strike":18.0,"call_value":4507.0,"put_value":70722.0,"total_value":75229.0},{"strike":19.0,"call_value":6056.0,"put_value":62007.0,"total_value":68063.0},{"strike":20.0,"call_value":7606.0,"put_value":53728.0,"total_value":61334.0},{"strike":21.0,"call_value":9769.0,"put_value":45707.0,"total_value":55476.0},{"strike":22.0,"call_value":12007.0,"put_value":37839.0,"total_value":49846.0},{"strike":23.0,"call_value":14301.0,"put_value":30264.0,"total_value":44565.0},{"strike":24.0,"call_value":16665.0,"put_value":23834.0,"total_value":40499.0},{"strike":25.0,"call_value":19073.0,"put_value":18299.0,"total_value":37372.0},{"strike":26.0,"call_value":24750.0,"put_value":13823.0,"total_value":38573.0},{"strike":27.0,"call_value":30523.0,"put_value":10795.0,"total_value":41318.0},{"strike":28.0,"call_value":36584.0,"put_value":8130.0,"total_value":44714.0},{"strike":29.0,"call_value":42965.0,"put_value":5897.0,"total_value":48862.0},{"strike":30.0,"call_value":49567.0,"put_value":3961.0,"total_value":53528.0},{"strike":31.0,"call_value":60821.0,"put_value":2696.0,"total_value":63517.0},{"strike":32.0,"call_value":72479.0,"put_value":1685.0,"total_value":74164.0},{"strike":33.0,"call_value":86170.0,"put_value":1120.0,"total_value":87290.0},{"strike":34.0,"call_value":101427.0,"put_value":700.0,"total_value":102127.0},{"strike":35.0,"call_value":117353.0,"put_value":407.0,"total_value":117760.0},{"strike":36.0,"call_value":138921.0,"put_value":284.0,"total_value":139205.0},{"strike":37.0,"call_value":160937.0,"put_value":184.0,"total_value":161121.0},{"strike":38.0,"call_value":183532.0,"put_value":125.0,"total_value":183657.0},{"strike":39.0,"call_value":206381.0,"put_value":77.0,"total_value":206458.0},{"strike":40.0,"call_value":231605.0,"put_value":29.0,"total_value":231634.0},{"strike":41.0,"call_value":267743.0,"put_value":24.0,"total_value":267767.0},{"strike":42.0,"call_value":304503.0,"put_value":19.0,"total_value":304522.0},{"strike":45.0,"call_value":418482.0,"put_value":10.0,"total_value":418492.0},{"strike":47.0,"call_value":500702.0,"put_value":6.0,"total_value":500708.0},{"strike":50.0,"call_value":624443.0,"put_value":0,"total_value":624443.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":123.4,"strike":23.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":98.1,"strike":19.73},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":70.3,"strike":19.47},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":64.0,"strike":24.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":65.4,"strike":24.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":65.5,"strike":24.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":61.2,"strike":25.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":60.3,"strike":25.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":60.1,"strike":25.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":51.7,"strike":27.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":60.1,"strike":27.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":62.4,"strike":27.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":53.5,"strike":28.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":60.3,"strike":28.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":58.5,"strike":28.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":59.5,"strike":29.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":59.5,"strike":29.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":61.8,"strike":29.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":98.8,"strike":35.58},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":63.0,"strike":36.48},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":64.5,"strike":36.95}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":10,"total_oi":2523},{"expiration":"11/20/2026","dte":49,"iv":0.2209,"contract_count":10,"total_oi":2593},{"expiration":"01/15/2027","dte":105,"iv":0.232,"contract_count":10,"total_oi":1790},{"expiration":"02/19/2027","dte":140,"iv":0.3938,"contract_count":10,"total_oi":432},{"expiration":"05/21/2027","dte":231,"iv":0.7331,"contract_count":5,"total_oi":56},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":4,"total_oi":379},{"expiration":"01/19/2029","dte":840,"iv":0.9886,"contract_count":2,"total_oi":20}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":11.26,"expected_move_2std":22.51,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":22.1,"expected_move_2std":44.21,"contract_count":6},{"expiration":"01/15/2027","dte":105,"expected_move_1std":32.05,"expected_move_2std":64.11,"contract_count":6},{"expiration":"02/19/2027","dte":140,"expected_move_1std":38.47,"expected_move_2std":76.94,"contract_count":6},{"expiration":"05/21/2027","dte":231,"expected_move_1std":53.88,"expected_move_2std":107.76,"contract_count":3},{"expiration":"01/21/2028","dte":476,"expected_move_1std":82.52,"expected_move_2std":165.04,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":11862,"put_oi":4515,"total_oi":16377,"pc_ratio":0.381,"pc_ratio_volume":0.119,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":19253,"put_oi":2428,"total_oi":21681,"pc_ratio":0.126,"pc_ratio_volume":0.259,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":10111,"put_oi":1160,"total_oi":11271,"pc_ratio":0.115,"pc_ratio_volume":0.202,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":1526,"put_oi":730,"total_oi":2256,"pc_ratio":0.478,"pc_ratio_volume":0.007,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":118,"put_oi":3,"total_oi":121,"pc_ratio":0.025,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":4757,"put_oi":317,"total_oi":5074,"pc_ratio":0.067,"pc_ratio_volume":0.006,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":589,"put_oi":26,"total_oi":615,"pc_ratio":0.044,"pc_ratio_volume":0.006,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":132804.0,"put_delta_oi":-3074.0,"dealer_delta":-129730.0,"call_oi":1481,"put_oi":243},{"strike":17.0,"call_delta_oi":5860.0,"put_delta_oi":-1219.0,"dealer_delta":-4641.0,"call_oi":64,"put_oi":176},{"strike":18.0,"call_delta_oi":360.0,"put_delta_oi":-412.0,"dealer_delta":52.0,"call_oi":4,"put_oi":45},{"strike":19.0,"call_delta_oi":90.0,"put_delta_oi":-5374.0,"dealer_delta":5283.0,"call_oi":1,"put_oi":436},{"strike":20.0,"call_delta_oi":49806.0,"put_delta_oi":-3106.0,"dealer_delta":-46700.0,"call_oi":613,"put_oi":258},{"strike":21.0,"call_delta_oi":6212.0,"put_delta_oi":-2047.0,"dealer_delta":-4165.0,"call_oi":75,"put_oi":153},{"strike":22.0,"call_delta_oi":4455.0,"put_delta_oi":-3901.0,"dealer_delta":-554.0,"call_oi":56,"put_oi":293},{"strike":23.0,"call_delta_oi":5418.0,"put_delta_oi":-25537.0,"dealer_delta":20119.0,"call_oi":70,"put_oi":1145},{"strike":24.0,"call_delta_oi":3160.0,"put_delta_oi":-13733.0,"dealer_delta":10572.0,"call_oi":44,"put_oi":895},{"strike":25.0,"call_delta_oi":221888.0,"put_delta_oi":-27027.0,"dealer_delta":-194861.0,"call_oi":3269,"put_oi":1059},{"strike":26.0,"call_delta_oi":6063.0,"put_delta_oi":-53986.0,"dealer_delta":47924.0,"call_oi":96,"put_oi":1448},{"strike":27.0,"call_delta_oi":16164.0,"put_delta_oi":-17010.0,"dealer_delta":846.0,"call_oi":288,"put_oi":363},{"strike":28.0,"call_delta_oi":18557.0,"put_delta_oi":-22061.0,"dealer_delta":3504.0,"call_oi":320,"put_oi":432},{"strike":29.0,"call_delta_oi":9017.0,"put_delta_oi":-20438.0,"dealer_delta":11421.0,"call_oi":221,"put_oi":297},{"strike":30.0,"call_delta_oi":170774.0,"put_delta_oi":-43489.0,"dealer_delta":-127286.0,"call_oi":4652,"put_oi":671},{"strike":31.0,"call_delta_oi":11540.0,"put_delta_oi":-20983.0,"dealer_delta":9443.0,"call_oi":404,"put_oi":254},{"strike":32.0,"call_delta_oi":44752.0,"put_delta_oi":-36360.0,"dealer_delta":-8392.0,"call_oi":2033,"put_oi":446},{"strike":33.0,"call_delta_oi":28870.0,"put_delta_oi":-12492.0,"dealer_delta":-16378.0,"call_oi":1566,"put_oi":145},{"strike":34.0,"call_delta_oi":12676.0,"put_delta_oi":-11712.0,"dealer_delta":-964.0,"call_oi":669,"put_oi":127},{"strike":35.0,"call_delta_oi":116889.0,"put_delta_oi":-13356.0,"dealer_delta":-103533.0,"call_oi":5642,"put_oi":170},{"strike":36.0,"call_delta_oi":6884.0,"put_delta_oi":-2033.0,"dealer_delta":-4850.0,"call_oi":448,"put_oi":23},{"strike":37.0,"call_delta_oi":19314.0,"put_delta_oi":-3315.0,"dealer_delta":-15999.0,"call_oi":579,"put_oi":41},{"strike":38.0,"call_delta_oi":6460.0,"put_delta_oi":-1008.0,"dealer_delta":-5452.0,"call_oi":254,"put_oi":11},{"strike":39.0,"call_delta_oi":22650.0,"put_delta_oi":0,"dealer_delta":-22650.0,"call_oi":2375,"put_oi":0},{"strike":40.0,"call_delta_oi":111893.0,"put_delta_oi":-3035.0,"dealer_delta":-108858.0,"call_oi":10914,"put_oi":43},{"strike":41.0,"call_delta_oi":5135.0,"put_delta_oi":0,"dealer_delta":-5135.0,"call_oi":622,"put_oi":0},{"strike":42.0,"call_delta_oi":3458.0,"put_delta_oi":-97.0,"dealer_delta":-3361.0,"call_oi":1233,"put_oi":2},{"strike":45.0,"call_delta_oi":45889.0,"put_delta_oi":-87.0,"dealer_delta":-45801.0,"call_oi":3117,"put_oi":1},{"strike":47.0,"call_delta_oi":6462.0,"put_delta_oi":0,"dealer_delta":-6462.0,"call_oi":137,"put_oi":0},{"strike":50.0,"call_delta_oi":77684.0,"put_delta_oi":-127.0,"dealer_delta":-77557.0,"call_oi":6969,"put_oi":2}],"net_dealer_delta":-824161.0,"total_call_delta":1171183.0,"total_put_delta":-347021.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":26.969999313354492,"strikes":[{"strike":15.0,"moneyness":0.5562,"type":"call","iv":0.8837,"delta":0.9339,"oi":316},{"strike":17.0,"moneyness":0.6303,"type":"put","iv":0.683,"delta":-0.0693,"oi":176},{"strike":23.0,"moneyness":0.8528,"type":"put","iv":0.5778,"delta":-0.2389,"oi":178},{"strike":25.0,"moneyness":0.927,"type":"put","iv":0.6051,"delta":-0.3322,"oi":175},{"strike":25.0,"moneyness":0.927,"type":"call","iv":0.6298,"delta":0.6663,"oi":1347},{"strike":30.0,"moneyness":1.1123,"type":"put","iv":0.6107,"delta":-0.5503,"oi":167},{"strike":30.0,"moneyness":1.1123,"type":"call","iv":0.6315,"delta":0.4557,"oi":216},{"strike":33.0,"moneyness":1.2236,"type":"call","iv":0.6358,"delta":0.3486,"oi":268},{"strike":34.0,"moneyness":1.2607,"type":"call","iv":0.6966,"delta":0.343,"oi":113},{"strike":35.0,"moneyness":1.2977,"type":"call","iv":0.7122,"delta":0.3215,"oi":789},{"strike":40.0,"moneyness":1.4831,"type":"call","iv":0.6245,"delta":0.1637,"oi":742},{"strike":45.0,"moneyness":1.6685,"type":"call","iv":0.6408,"delta":0.0985,"oi":1074},{"strike":50.0,"moneyness":1.8539,"type":"call","iv":0.6614,"delta":0.0621,"oi":4508}]},{"expiration":"01/19/2029","underlying_price":26.969999313354492,"strikes":[{"strike":15.0,"moneyness":0.5562,"type":"call","iv":0.759,"delta":0.879,"oi":386}]},{"expiration":"01/21/2028","underlying_price":26.969999313354492,"strikes":[{"strike":15.0,"moneyness":0.5562,"type":"call","iv":0.8049,"delta":0.8766,"oi":553},{"strike":20.0,"moneyness":0.7416,"type":"call","iv":0.6722,"delta":0.8011,"oi":444},{"strike":25.0,"moneyness":0.927,"type":"call","iv":0.6703,"delta":0.7102,"oi":179},{"strike":28.0,"moneyness":1.0382,"type":"call","iv":0.7371,"delta":0.6706,"oi":121},{"strike":30.0,"moneyness":1.1123,"type":"call","iv":0.7088,"delta":0.6335,"oi":310},{"strike":35.0,"moneyness":1.2977,"type":"call","iv":0.6927,"delta":0.5538,"oi":777},{"strike":37.0,"moneyness":1.3719,"type":"call","iv":0.7552,"delta":0.5509,"oi":150},{"strike":40.0,"moneyness":1.4831,"type":"call","iv":0.7038,"delta":0.4918,"oi":403},{"strike":45.0,"moneyness":1.6685,"type":"call","iv":0.6809,"delta":0.421,"oi":424},{"strike":50.0,"moneyness":1.8539,"type":"call","iv":0.6853,"delta":0.3715,"oi":1261}]},{"expiration":"02/19/2027","underlying_price":26.969999313354492,"strikes":[{"strike":19.0,"moneyness":0.7045,"type":"put","iv":0.6152,"delta":-0.124,"oi":417},{"strike":25.0,"moneyness":0.927,"type":"call","iv":0.6847,"delta":0.6661,"oi":214},{"strike":33.0,"moneyness":1.2236,"type":"call","iv":0.6752,"delta":0.4063,"oi":185},{"strike":35.0,"moneyness":1.2977,"type":"call","iv":0.6404,"delta":0.3369,"oi":254},{"strike":40.0,"moneyness":1.4831,"type":"call","iv":0.6984,"delta":0.2541,"oi":111},{"strike":45.0,"moneyness":1.6685,"type":"call","iv":0.672,"delta":0.1616,"oi":324}]},{"expiration":"10/16/2026","underlying_price":26.969999313354492,"strikes":[{"strike":23.0,"moneyness":0.8528,"type":"put","iv":1.4072,"delta":-0.2302,"oi":655},{"strike":24.0,"moneyness":0.8899,"type":"put","iv":0.5574,"delta":-0.1198,"oi":677},{"strike":25.0,"moneyness":0.927,"type":"put","iv":0.546,"delta":-0.2112,"oi":629},{"strike":26.0,"moneyness":0.964,"type":"put","iv":0.7931,"delta":-0.3708,"oi":1148},{"strike":27.0,"moneyness":1.0011,"type":"put","iv":0.4954,"delta":-0.4796,"oi":257},{"strike":28.0,"moneyness":1.0382,"type":"put","iv":0.551,"delta":-0.6156,"oi":135},{"strike":29.0,"moneyness":1.0753,"type":"put","iv":0.5731,"delta":-0.7267,"oi":230},{"strike":30.0,"moneyness":1.1123,"type":"put","iv":0.5691,"delta":-0.8221,"oi":246},{"strike":30.0,"moneyness":1.1123,"type":"call","iv":0.6126,"delta":0.1977,"oi":437},{"strike":31.0,"moneyness":1.1494,"type":"put","iv":0.4371,"delta":-0.9483,"oi":124},{"strike":31.0,"moneyness":1.1494,"type":"call","iv":0.6214,"delta":0.1322,"oi":165},{"strike":32.0,"moneyness":1.1865,"type":"put","iv":0.5183,"delta":-0.9539,"oi":203},{"strike":32.0,"moneyness":1.1865,"type":"call","iv":0.6352,"delta":0.0879,"oi":747},{"strike":33.0,"moneyness":1.2236,"type":"call","iv":0.7507,"delta":0.0897,"oi":956},{"strike":34.0,"moneyness":1.2607,"type":"call","iv":0.9449,"delta":0.1148,"oi":360},{"strike":35.0,"moneyness":1.2977,"type":"call","iv":0.7324,"delta":0.0355,"oi":1475},{"strike":36.0,"moneyness":1.3348,"type":"call","iv":1.106,"delta":0.1017,"oi":256},{"strike":37.0,"moneyness":1.3719,"type":"call","iv":2.1859,"delta":0.2889,"oi":306},{"strike":38.0,"moneyness":1.409,"type":"call","iv":2.2791,"delta":0.2814,"oi":188},{"strike":39.0,"moneyness":1.4461,"type":"call","iv":1.3209,"delta":0.0887,"oi":1722},{"strike":40.0,"moneyness":1.4831,"type":"call","iv":0.9288,"delta":0.0157,"oi":3261},{"strike":41.0,"moneyness":1.5202,"type":"call","iv":1.4501,"delta":0.0826,"oi":622},{"strike":42.0,"moneyness":1.5573,"type":"call","iv":1.1295,"delta":0.0247,"oi":1224}]},{"expiration":"11/20/2026","underlying_price":26.969999313354492,"strikes":[{"strike":15.0,"moneyness":0.5562,"type":"put","iv":2.2334,"delta":-0.1279,"oi":217},{"strike":15.0,"moneyness":0.5562,"type":"call","iv":1.3985,"delta":0.9224,"oi":194},{"strike":20.0,"moneyness":0.7416,"type":"put","iv":0.649,"delta":-0.079,"oi":124},{"strike":22.0,"moneyness":0.8157,"type":"put","iv":0.5544,"delta":-0.1269,"oi":269},{"strike":23.0,"moneyness":0.8528,"type":"put","iv":0.5917,"delta":-0.1907,"oi":271},{"strike":24.0,"moneyness":0.8899,"type":"put","iv":0.58,"delta":-0.2462,"oi":158},{"strike":25.0,"moneyness":0.927,"type":"call","iv":0.5987,"delta":0.6857,"oi":1490},{"strike":25.0,"moneyness":0.927,"type":"put","iv":0.6014,"delta":-0.3147,"oi":214},{"strike":26.0,"moneyness":0.964,"type":"put","iv":0.6272,"delta":-0.3823,"oi":213},{"strike":27.0,"moneyness":1.0011,"type":"call","iv":0.5827,"delta":0.5505,"oi":172},{"strike":28.0,"moneyness":1.0382,"type":"put","iv":0.5842,"delta":-0.5178,"oi":119},{"strike":29.0,"moneyness":1.0753,"type":"call","iv":0.5813,"delta":0.4159,"oi":132},{"strike":30.0,"moneyness":1.1123,"type":"call","iv":0.576,"delta":0.3525,"oi":3576},{"strike":30.0,"moneyness":1.1123,"type":"put","iv":0.5862,"delta":-0.6437,"oi":115},{"strike":31.0,"moneyness":1.1494,"type":"call","iv":0.6345,"delta":0.3206,"oi":110},{"strike":31.0,"moneyness":1.1494,"type":"put","iv":0.4979,"delta":-0.7422,"oi":103},{"strike":32.0,"moneyness":1.1865,"type":"put","iv":0.5445,"delta":-0.7701,"oi":184},{"strike":32.0,"moneyness":1.1865,"type":"call","iv":0.6409,"delta":0.2757,"oi":1127},{"strike":33.0,"moneyness":1.2236,"type":"call","iv":0.5747,"delta":0.2013,"oi":147},{"strike":34.0,"moneyness":1.2607,"type":"call","iv":0.6266,"delta":0.1891,"oi":154},{"strike":35.0,"moneyness":1.2977,"type":"call","iv":0.5795,"delta":0.1338,"oi":2280},{"strike":39.0,"moneyness":1.4461,"type":"call","iv":0.7263,"delta":0.1061,"oi":600},{"strike":40.0,"moneyness":1.4831,"type":"call","iv":0.7896,"delta":0.1124,"oi":6394},{"strike":45.0,"moneyness":1.6685,"type":"call","iv":0.9369,"delta":0.0934,"oi":1292},{"strike":50.0,"moneyness":1.8539,"type":"call","iv":0.7681,"delta":0.0198,"oi":1146}]}],"greeks_heatmap":{"data":[{"strike":23.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2302,"call_gamma":0,"put_gamma":0.042419,"call_theta":0,"put_theta":-0.0828,"call_vega":0,"put_vega":0.0155,"call_oi":0,"put_oi":655},{"strike":24.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1198,"call_gamma":0,"put_gamma":0.070418,"call_theta":0,"put_theta":-0.0214,"call_vega":0,"put_vega":0.0102,"call_oi":0,"put_oi":677},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2112,"call_gamma":0,"put_gamma":0.104045,"call_theta":0,"put_theta":-0.0302,"call_vega":0,"put_vega":0.0147,"call_oi":0,"put_oi":629},{"strike":26.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3708,"call_gamma":0,"put_gamma":0.093603,"call_theta":0,"put_theta":-0.0574,"call_vega":0,"put_vega":0.0192,"call_oi":0,"put_oi":1148},{"strike":27.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.4796,"call_gamma":0,"put_gamma":0.158003,"call_theta":0,"put_theta":-0.037,"call_vega":0,"put_vega":0.0203,"call_oi":0,"put_oi":257},{"strike":28.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.6156,"call_gamma":0,"put_gamma":0.136239,"call_theta":0,"put_theta":-0.0391,"call_vega":0,"put_vega":0.0194,"call_oi":0,"put_oi":135},{"strike":29.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.7267,"call_gamma":0,"put_gamma":0.114033,"call_theta":0,"put_theta":-0.0348,"call_vega":0,"put_vega":0.0169,"call_oi":0,"put_oi":230},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1977,"put_delta":-0.8221,"call_gamma":0.089149,"put_gamma":0.089909,"call_theta":-0.0339,"put_theta":-0.0261,"call_vega":0.0141,"put_vega":0.0133,"call_oi":437,"put_oi":246},{"strike":31.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1322,"put_delta":-0.9483,"call_gamma":0.067672,"put_gamma":0.047616,"call_theta":-0.0264,"put_theta":-0.0056,"call_vega":0.0109,"put_vega":0.0054,"call_oi":165,"put_oi":124},{"strike":32.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0879,"put_delta":-0.9539,"call_gamma":0.049343,"put_gamma":0.036632,"call_theta":-0.0201,"put_theta":-0.0062,"call_vega":0.0081,"put_vega":0.0049,"call_oi":747,"put_oi":203},{"strike":33.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0897,"put_delta":-0.9465,"call_gamma":0.042385,"put_gamma":0.033695,"call_theta":-0.0241,"put_theta":-0.0099,"call_vega":0.0082,"put_vega":0.0055,"call_oi":956,"put_oi":87},{"strike":34.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1148,"put_delta":-0.9608,"call_gamma":0.040313,"put_gamma":0.024918,"call_theta":-0.0362,"put_theta":-0.0073,"call_vega":0.0099,"put_vega":0.0043,"call_oi":360,"put_oi":51},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0355,"put_delta":0,"call_gamma":0.02097,"put_gamma":0,"call_theta":-0.0113,"put_theta":0,"call_vega":0.004,"put_vega":0,"call_oi":1475,"put_oi":0},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.079,"call_gamma":0,"put_gamma":0.023198,"call_theta":0,"put_theta":-0.0095,"call_vega":0,"put_vega":0.0144,"call_oi":0,"put_oi":124},{"strike":21.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1116,"call_gamma":0,"put_gamma":0.03035,"call_theta":0,"put_theta":-0.012,"call_vega":0,"put_vega":0.0186,"call_oi":0,"put_oi":89},{"strike":22.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1269,"call_gamma":0,"put_gamma":0.038355,"call_theta":0,"put_theta":-0.0113,"call_vega":0,"put_vega":0.0203,"call_oi":0,"put_oi":269},{"strike":23.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1907,"call_gamma":0,"put_gamma":0.046996,"call_theta":0,"put_theta":-0.0157,"call_vega":0,"put_vega":0.0266,"call_oi":0,"put_oi":271},{"strike":24.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2462,"call_gamma":0,"put_gamma":0.055567,"call_theta":0,"put_theta":-0.0177,"call_vega":0,"put_vega":0.0308,"call_oi":0,"put_oi":158},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6857,"put_delta":-0.3147,"call_gamma":0.06061,"put_gamma":0.060374,"call_theta":-0.0234,"put_theta":-0.0206,"call_vega":0.0347,"put_vega":0.0347,"call_oi":1490,"put_oi":214},{"strike":26.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3823,"call_gamma":0,"put_gamma":0.062184,"call_theta":0,"put_theta":-0.023,"call_vega":0,"put_vega":0.0373,"call_oi":0,"put_oi":213},{"strike":27.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5505,"put_delta":-0.4473,"call_gamma":0.069442,"put_gamma":0.065186,"call_theta":-0.025,"put_theta":-0.0233,"call_vega":0.0387,"put_vega":0.0387,"call_oi":172,"put_oi":88},{"strike":28.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4887,"put_delta":-0.5178,"call_gamma":0.065512,"put_gamma":0.069754,"call_theta":-0.0266,"put_theta":-0.0218,"call_vega":0.039,"put_vega":0.039,"call_oi":75,"put_oi":119},{"strike":29.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4159,"put_delta":-0.5697,"call_gamma":0.068604,"put_gamma":0.063226,"call_theta":-0.0242,"put_theta":-0.0232,"call_vega":0.0381,"put_vega":0.0384,"call_oi":132,"put_oi":55},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3525,"put_delta":-0.6437,"call_gamma":0.065922,"put_gamma":0.065021,"call_theta":-0.0228,"put_theta":-0.0198,"call_vega":0.0363,"put_vega":0.0365,"call_oi":3576,"put_oi":115},{"strike":31.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3206,"put_delta":-0.7422,"call_gamma":0.057676,"put_gamma":0.066321,"call_theta":-0.024,"put_theta":-0.0135,"call_vega":0.035,"put_vega":0.0316,"call_oi":110,"put_oi":103},{"strike":32.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2757,"put_delta":-0.7701,"call_gamma":0.053302,"put_gamma":0.057011,"call_theta":-0.0226,"put_theta":-0.0138,"call_vega":0.0327,"put_vega":0.0297,"call_oi":1127,"put_oi":184},{"strike":33.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2013,"put_delta":0,"call_gamma":0.049994,"put_gamma":0,"call_theta":-0.017,"put_theta":0,"call_vega":0.0275,"put_vega":0,"call_oi":147,"put_oi":0},{"strike":34.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1891,"put_delta":-0.9027,"call_gamma":0.044152,"put_gamma":0.038907,"call_theta":-0.0178,"put_theta":-0.0043,"call_vega":0.0265,"put_vega":0.0168,"call_oi":154,"put_oi":74},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1338,"put_delta":-0.9075,"call_gamma":0.038078,"put_gamma":0.034111,"call_theta":-0.0131,"put_theta":-0.0046,"call_vega":0.0211,"put_vega":0.0162,"call_oi":2280,"put_oi":54}],"strikes":[20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-87.19,"put_25d_iv":140.72,"call_25d_iv":227.91,"put_25d_strike":23.0,"call_25d_strike":38.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-6.09,"put_25d_iv":58.0,"call_25d_iv":64.09,"put_25d_strike":24.0,"call_25d_strike":32.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-14.18,"put_25d_iv":57.78,"call_25d_iv":71.96,"put_25d_strike":23.0,"call_25d_strike":36.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-8.32,"put_25d_iv":61.52,"call_25d_iv":69.84,"put_25d_strike":19.0,"call_25d_strike":40.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-3.4,"put_25d_iv":65.13,"call_25d_iv":68.53,"put_25d_strike":20.0,"call_25d_strike":50.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":15.0,"call_vanna":-214.0,"put_vanna":12.0,"net_vanna":-201.0,"call_oi":1449,"put_oi":217},{"strike":17.0,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":176},{"strike":19.0,"call_vanna":0,"put_vanna":40.0,"net_vanna":40.0,"call_oi":0,"put_oi":417},{"strike":20.0,"call_vanna":-93.0,"put_vanna":17.0,"net_vanna":-75.0,"call_oi":528,"put_oi":185},{"strike":21.0,"call_vanna":-7.0,"put_vanna":10.0,"net_vanna":4.0,"call_oi":74,"put_oi":150},{"strike":22.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":269},{"strike":23.0,"call_vanna":0,"put_vanna":52.0,"net_vanna":52.0,"call_oi":0,"put_oi":1104},{"strike":24.0,"call_vanna":0,"put_vanna":33.0,"net_vanna":33.0,"call_oi":0,"put_oi":891},{"strike":25.0,"call_vanna":-204.0,"put_vanna":41.0,"net_vanna":-162.0,"call_oi":3230,"put_oi":1018},{"strike":26.0,"call_vanna":0,"put_vanna":31.0,"net_vanna":31.0,"call_oi":0,"put_oi":1427},{"strike":27.0,"call_vanna":-6.0,"put_vanna":2.0,"net_vanna":-4.0,"call_oi":241,"put_oi":345},{"strike":28.0,"call_vanna":-17.0,"put_vanna":-0.0,"net_vanna":-17.0,"call_oi":196,"put_oi":384},{"strike":29.0,"call_vanna":3.0,"put_vanna":-8.0,"net_vanna":-4.0,"call_oi":132,"put_oi":285},{"strike":30.0,"call_vanna":125.0,"put_vanna":-17.0,"net_vanna":108.0,"call_oi":4593,"put_oi":621},{"strike":31.0,"call_vanna":13.0,"put_vanna":-8.0,"net_vanna":5.0,"call_oi":404,"put_oi":227},{"strike":32.0,"call_vanna":84.0,"put_vanna":-14.0,"net_vanna":70.0,"call_oi":1962,"put_oi":387},{"strike":33.0,"call_vanna":57.0,"put_vanna":-2.0,"net_vanna":56.0,"call_oi":1556,"put_oi":87},{"strike":34.0,"call_vanna":27.0,"put_vanna":-4.0,"net_vanna":22.0,"call_oi":627,"put_oi":125},{"strike":35.0,"call_vanna":176.0,"put_vanna":-3.0,"net_vanna":173.0,"call_oi":5634,"put_oi":54},{"strike":36.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":438,"put_oi":0},{"strike":37.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":530,"put_oi":0},{"strike":38.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":188,"put_oi":0},{"strike":39.0,"call_vanna":74.0,"put_vanna":0,"net_vanna":74.0,"call_oi":2322,"put_oi":0},{"strike":40.0,"call_vanna":446.0,"put_vanna":0,"net_vanna":446.0,"call_oi":10911,"put_oi":0},{"strike":41.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":622,"put_oi":0},{"strike":42.0,"call_vanna":13.0,"put_vanna":0,"net_vanna":13.0,"call_oi":1224,"put_oi":0},{"strike":45.0,"call_vanna":207.0,"put_vanna":0,"net_vanna":207.0,"call_oi":3114,"put_oi":0},{"strike":47.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":137,"put_oi":0},{"strike":50.0,"call_vanna":422.0,"put_vanna":0,"net_vanna":422.0,"call_oi":6969,"put_oi":0}],"net_vanna":1363.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":15.0,"call_charm":-2949.0,"put_charm":971.0,"net_charm":-1978.0,"call_oi":194,"put_oi":217},{"strike":20.0,"call_charm":0,"put_charm":69.0,"net_charm":69.0,"call_oi":0,"put_oi":124},{"strike":21.0,"call_charm":0,"put_charm":89.0,"net_charm":89.0,"call_oi":0,"put_oi":89},{"strike":22.0,"call_charm":0,"put_charm":287.0,"net_charm":287.0,"call_oi":0,"put_oi":269},{"strike":23.0,"call_charm":0,"put_charm":33177.0,"net_charm":33177.0,"call_oi":0,"put_oi":926},{"strike":24.0,"call_charm":0,"put_charm":5040.0,"net_charm":5040.0,"call_oi":0,"put_oi":835},{"strike":25.0,"call_charm":-17808.0,"put_charm":11496.0,"net_charm":-6312.0,"call_oi":1490,"put_oi":843},{"strike":26.0,"call_charm":0,"put_charm":65062.0,"net_charm":65062.0,"call_oi":0,"put_oi":1361},{"strike":27.0,"call_charm":-1760.0,"put_charm":12581.0,"net_charm":10821.0,"call_oi":172,"put_oi":345},{"strike":28.0,"call_charm":-726.0,"put_charm":9467.0,"net_charm":8741.0,"call_oi":75,"put_oi":254},{"strike":29.0,"call_charm":-991.0,"put_charm":15687.0,"net_charm":14696.0,"call_oi":132,"put_oi":285},{"strike":30.0,"call_charm":-29010.0,"put_charm":14830.0,"net_charm":-14179.0,"call_oi":4013,"put_oi":361},{"strike":31.0,"call_charm":-2134.0,"put_charm":2493.0,"net_charm":359.0,"call_oi":275,"put_oi":227},{"strike":32.0,"call_charm":-8665.0,"put_charm":4597.0,"net_charm":-4069.0,"call_oi":1874,"put_oi":387},{"strike":33.0,"call_charm":-5753.0,"put_charm":2116.0,"net_charm":-3637.0,"call_oi":1103,"put_oi":87},{"strike":34.0,"call_charm":-4287.0,"put_charm":1142.0,"net_charm":-3145.0,"call_oi":514,"put_oi":125},{"strike":35.0,"call_charm":-4527.0,"put_charm":168.0,"net_charm":-4359.0,"call_oi":3755,"put_oi":54},{"strike":36.0,"call_charm":-2740.0,"put_charm":0,"net_charm":-2740.0,"call_oi":342,"put_oi":0},{"strike":37.0,"call_charm":-33934.0,"put_charm":0,"net_charm":-33934.0,"call_oi":380,"put_oi":0},{"strike":38.0,"call_charm":-20864.0,"put_charm":0,"net_charm":-20864.0,"call_oi":188,"put_oi":0},{"strike":39.0,"call_charm":-17292.0,"put_charm":0,"net_charm":-17292.0,"call_oi":2322,"put_oi":0},{"strike":40.0,"call_charm":-9348.0,"put_charm":0,"net_charm":-9348.0,"call_oi":9655,"put_oi":0},{"strike":41.0,"call_charm":-5816.0,"put_charm":0,"net_charm":-5816.0,"call_oi":622,"put_oi":0},{"strike":42.0,"call_charm":-1017.0,"put_charm":0,"net_charm":-1017.0,"call_oi":1224,"put_oi":0},{"strike":45.0,"call_charm":-1454.0,"put_charm":0,"net_charm":-1454.0,"call_oi":1292,"put_oi":0},{"strike":50.0,"call_charm":-65.0,"put_charm":0,"net_charm":-65.0,"call_oi":1146,"put_oi":0}],"net_charm":8131.0,"weekend_delta_shift":24392.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":88285.0,"put_delta":-187916.0,"net_delta":-99631.0,"call_oi":11862,"put_oi":4515,"total_oi":16377,"total_volume":499,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":444132.0,"put_delta":-92943.0,"net_delta":351188.0,"call_oi":19253,"put_oi":2428,"total_oi":21681,"total_volume":1413,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":257047.0,"put_delta":-37083.0,"net_delta":219964.0,"call_oi":10111,"put_oi":1160,"total_oi":11271,"total_volume":1289,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":61233.0,"put_delta":-17694.0,"net_delta":43539.0,"call_oi":1526,"put_oi":730,"total_oi":2256,"total_volume":151,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":6303.0,"put_delta":-92.0,"net_delta":6212.0,"call_oi":118,"put_oi":3,"total_oi":121,"total_volume":16,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":266925.0,"put_delta":-10598.0,"net_delta":256327.0,"call_oi":4757,"put_oi":317,"total_oi":5074,"total_volume":346,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":47258.0,"put_delta":-696.0,"net_delta":46562.0,"call_oi":589,"put_oi":26,"total_oi":615,"total_volume":312,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":27.0,"straddle_price":2.1,"straddle_pct":7.79,"implied_move":7.79,"avg_iv":51.7},{"expiration":"11/20/2026","dte":49,"strike":27.0,"straddle_price":4.67,"straddle_pct":17.33,"implied_move":17.33,"avg_iv":60.1},{"expiration":"01/15/2027","dte":105,"strike":26.0,"straddle_price":6.6,"straddle_pct":24.47,"implied_move":24.47,"avg_iv":58.4},{"expiration":"02/19/2027","dte":140,"strike":27.0,"straddle_price":8.25,"straddle_pct":30.59,"implied_move":30.59,"avg_iv":62.9},{"expiration":"01/21/2028","dte":476,"strike":28.0,"straddle_price":17.1,"straddle_pct":63.4,"implied_move":63.4,"avg_iv":72.3}],"volume_profile":{"profile":[{"strike":15.0,"call_volume":285,"put_volume":0,"total_volume":285,"call_oi":1481,"put_oi":243,"total_oi":1724,"bias":"bullish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":64,"put_oi":176,"total_oi":240,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":45,"total_oi":49,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":436,"total_oi":437,"bias":"neutral"},{"strike":20.0,"call_volume":262,"put_volume":2,"total_volume":264,"call_oi":613,"put_oi":258,"total_oi":871,"bias":"bullish"},{"strike":21.0,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":75,"put_oi":153,"total_oi":228,"bias":"bearish"},{"strike":22.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":56,"put_oi":293,"total_oi":349,"bias":"bearish"},{"strike":23.0,"call_volume":12,"put_volume":196,"total_volume":208,"call_oi":70,"put_oi":1145,"total_oi":1215,"bias":"bearish"},{"strike":24.0,"call_volume":0,"put_volume":88,"total_volume":88,"call_oi":44,"put_oi":895,"total_oi":939,"bias":"bearish"},{"strike":25.0,"call_volume":604,"put_volume":88,"total_volume":692,"call_oi":3269,"put_oi":1059,"total_oi":4328,"bias":"bullish"},{"strike":26.0,"call_volume":70,"put_volume":50,"total_volume":120,"call_oi":96,"put_oi":1448,"total_oi":1544,"bias":"neutral"},{"strike":27.0,"call_volume":80,"put_volume":53,"total_volume":133,"call_oi":288,"put_oi":363,"total_oi":651,"bias":"bullish"},{"strike":28.0,"call_volume":121,"put_volume":21,"total_volume":142,"call_oi":320,"put_oi":432,"total_oi":752,"bias":"bullish"},{"strike":29.0,"call_volume":41,"put_volume":29,"total_volume":70,"call_oi":221,"put_oi":297,"total_oi":518,"bias":"neutral"},{"strike":30.0,"call_volume":231,"put_volume":6,"total_volume":237,"call_oi":4652,"put_oi":671,"total_oi":5323,"bias":"bullish"},{"strike":31.0,"call_volume":74,"put_volume":0,"total_volume":74,"call_oi":404,"put_oi":254,"total_oi":658,"bias":"bullish"},{"strike":32.0,"call_volume":14,"put_volume":10,"total_volume":24,"call_oi":2033,"put_oi":446,"total_oi":2479,"bias":"neutral"},{"strike":33.0,"call_volume":160,"put_volume":6,"total_volume":166,"call_oi":1566,"put_oi":145,"total_oi":1711,"bias":"bullish"},{"strike":34.0,"call_volume":168,"put_volume":0,"total_volume":168,"call_oi":669,"put_oi":127,"total_oi":796,"bias":"bullish"},{"strike":35.0,"call_volume":1024,"put_volume":0,"total_volume":1024,"call_oi":5642,"put_oi":170,"total_oi":5812,"bias":"bullish"},{"strike":36.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":448,"put_oi":23,"total_oi":471,"bias":"bullish"},{"strike":37.0,"call_volume":120,"put_volume":0,"total_volume":120,"call_oi":579,"put_oi":41,"total_oi":620,"bias":"bullish"},{"strike":38.0,"call_volume":25,"put_volume":0,"total_volume":25,"call_oi":254,"put_oi":11,"total_oi":265,"bias":"bullish"},{"strike":39.0,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":2375,"put_oi":0,"total_oi":2375,"bias":"bullish"},{"strike":40.0,"call_volume":94,"put_volume":2,"total_volume":96,"call_oi":10914,"put_oi":43,"total_oi":10957,"bias":"bullish"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":622,"put_oi":0,"total_oi":622,"bias":"neutral"},{"strike":42.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1233,"put_oi":2,"total_oi":1235,"bias":"bullish"},{"strike":45.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":3117,"put_oi":1,"total_oi":3118,"bias":"bullish"},{"strike":47.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":137,"put_oi":0,"total_oi":137,"bias":"bullish"},{"strike":50.0,"call_volume":63,"put_volume":0,"total_volume":63,"call_oi":6969,"put_oi":2,"total_oi":6971,"bias":"bullish"}],"underlying_price":26.969999313354492,"peak_call_strike":35.0,"peak_put_strike":23.0,"total_call_volume":3484,"total_put_volume":566,"volume_pc_ratio":0.162},"iv_contours":{"x":[0.7,0.74,0.78,0.82,0.85,0.89,0.93,0.96,1.0,1.04,1.07,1.11,1.15,1.19,1.22,1.26,1.3],"y":[14,49,105,140],"z":[[null,null,null,null,123.44,55.74,55.18,67.2,51.74,53.49,59.81,59.08,52.92,57.67,69.28,80.69,73.6],[null,75.31,64.02,67.57,63.29,65.4,60.0,60.51,60.15,60.33,60.83,58.11,56.62,59.27,56.15,53.93,53.82],[56.43,63.52,61.45,61.11,64.63,61.04,61.74,58.39,62.45,58.49,57.65,62.11,66.28,63.5,63.74,69.66,63.17],[61.52,67.91,null,65.37,61.16,null,68.47,58.34,62.95,60.98,66.18,63.85,67.09,66.92,67.52,62.2,60.95]],"levels":[51.7,58.9,66.1,73.2,80.4,87.6,94.8,101.9,109.1,116.3,123.4],"min_iv":51.7,"max_iv":123.4},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":27.0,"atm_iv":53.94,"otm_strike":28.0,"otm_iv":51.88,"itm_strike":26.0,"itm_iv":55.1,"iv_butterfly":-0.9,"price_butterfly":0.12,"convexity":"inverted"},{"expiration":"11/20/2026","dte":49,"atm_strike":27.0,"atm_iv":58.27,"otm_strike":28.0,"otm_iv":62.24,"itm_strike":26.0,"itm_iv":58.3,"iv_butterfly":4.0,"price_butterfly":0.22,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":27.0,"atm_iv":62.45,"otm_strike":28.0,"otm_iv":56.69,"itm_strike":26.0,"itm_iv":57.63,"iv_butterfly":-10.58,"price_butterfly":-0.55,"convexity":"inverted"},{"expiration":"02/19/2027","dte":140,"atm_strike":27.0,"atm_iv":67.18,"otm_strike":28.0,"otm_iv":63.49,"itm_strike":25.0,"itm_iv":68.47,"iv_butterfly":-2.39,"price_butterfly":0.35,"convexity":"inverted"},{"expiration":"01/21/2028","dte":476,"atm_strike":28.0,"atm_iv":73.71,"otm_strike":28.0,"otm_iv":73.71,"itm_strike":25.0,"itm_iv":67.03,"iv_butterfly":-6.68,"price_butterfly":0.35,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":84.27},{"date":"2026-09-15","iv":89.42},{"date":"2026-09-16","iv":93.06},{"date":"2026-09-17","iv":78.47},{"date":"2026-09-18","iv":84.29},{"date":"2026-09-21","iv":69.06},{"date":"2026-09-22","iv":64.6},{"date":"2026-09-23","iv":72.2},{"date":"2026-09-24","iv":70.5},{"date":"2026-09-25","iv":67.3},{"date":"2026-09-28","iv":70.2},{"date":"2026-09-29","iv":70.3},{"date":"2026-09-30","iv":70.8},{"date":"2026-10-01","iv":69.9},{"date":"2026-10-02","iv":70.4}]}}