{"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":"SAN","summary":{"name":"SAN","price":13.36,"total_oi":55932,"call_oi":38486,"put_oi":17446,"pc_ratio":0.453,"net_gex":331124.5,"avg_iv":51.0,"iv_rank":25.5,"iv_52w_high":103.8,"iv_52w_low":32.9,"gamma_flip":9.09,"max_pain":13.0},"features":{"symbol":"SAN","price":13.36,"total_oi":55932,"analysis_coverage":0.9444,"avg_iv_pct":51.0,"iv_rank":25.5,"iv_52w_high_pct":103.8,"iv_52w_low_pct":32.9,"front_dte":14,"front_atm_iv_pct":33.0359,"back_atm_iv_pct":35.4807,"term_premium_pp":-2.4448,"expected_move_front_pct":6.47,"straddle_front_pct":5.24,"straddle_30d_pct":5.24,"risk_reversal_front_pp":2.44,"risk_reversal_30d_pp":2.44,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.453,"put_call_oi_front_ratio":0.253,"put_call_volume_front_ratio":0.622,"option_volume":478,"volume_oi_ratio":0.008546,"net_delta_normalized":0.14137,"dealer_delta_normalized":-0.139098,"gex_per_100k_oi":592012.62247,"vanna_per_100k_oi":2161.553315,"charm_per_100k_oi":-93527.855253,"weekend_delta_shift_per_100k_oi":-280585.353644,"iv_surface_range_pp":223.1,"gamma_flip_distance_pct":-31.961078,"max_pain_distance_pct":-2.694611,"peak_call_distance_pct":-25.149701,"peak_put_distance_pct":4.790419},"analyses":{"gamma_walls":[{"strike":3.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":28,"put_oi":0},{"strike":5.0,"call_gex":0.0,"put_gex":-133.59,"net_gex":-133.59,"call_oi":115,"put_oi":82},{"strike":6.0,"call_gex":0.0,"put_gex":-58.05,"net_gex":-58.05,"call_oi":1,"put_oi":25},{"strike":7.0,"call_gex":0.0,"put_gex":-16.83,"net_gex":-16.83,"call_oi":7,"put_oi":5},{"strike":8.0,"call_gex":0.0,"put_gex":-479.17,"net_gex":-479.17,"call_oi":639,"put_oi":117},{"strike":9.0,"call_gex":0.0,"put_gex":-11.35,"net_gex":-11.35,"call_oi":20,"put_oi":2},{"strike":10.0,"call_gex":20087.6,"put_gex":-12499.5,"net_gex":7588.1,"call_oi":2655,"put_oi":1778},{"strike":11.0,"call_gex":1518.77,"put_gex":-2963.72,"net_gex":-1444.95,"call_oi":142,"put_oi":245},{"strike":12.0,"call_gex":39269.9,"put_gex":-49773.19,"net_gex":-10503.29,"call_oi":3237,"put_oi":2686},{"strike":13.0,"call_gex":135815.95,"put_gex":-228587.19,"net_gex":-92771.24,"call_oi":4037,"put_oi":7978},{"strike":14.0,"call_gex":166672.07,"put_gex":-82200.8,"net_gex":84471.27,"call_oi":3252,"put_oi":1551},{"strike":15.0,"call_gex":242792.2,"put_gex":-58085.4,"net_gex":184706.79,"call_oi":11838,"put_oi":2947},{"strike":16.0,"call_gex":43333.1,"put_gex":-152.69,"net_gex":43180.41,"call_oi":2471,"put_oi":9},{"strike":17.0,"call_gex":59450.81,"put_gex":-282.55,"net_gex":59168.26,"call_oi":4723,"put_oi":19},{"strike":18.0,"call_gex":8837.55,"put_gex":0.0,"net_gex":8837.55,"call_oi":692,"put_oi":0},{"strike":19.0,"call_gex":20497.27,"put_gex":0.0,"net_gex":20497.27,"call_oi":2022,"put_oi":0},{"strike":20.0,"call_gex":28077.15,"put_gex":-17.66,"net_gex":28059.49,"call_oi":2603,"put_oi":2},{"strike":21.0,"call_gex":25.72,"put_gex":0.0,"net_gex":25.72,"call_oi":3,"put_oi":0},{"strike":22.0,"call_gex":8.1,"put_gex":0.0,"net_gex":8.1,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":3.0,"call_value":0,"put_value":172058.0,"total_value":172058.0},{"strike":5.0,"call_value":56.0,"put_value":137166.0,"total_value":137222.0},{"strike":6.0,"call_value":199.0,"put_value":119802.0,"total_value":120001.0},{"strike":7.0,"call_value":343.0,"put_value":102463.0,"total_value":102806.0},{"strike":8.0,"call_value":494.0,"put_value":85129.0,"total_value":85623.0},{"strike":9.0,"call_value":1284.0,"put_value":67912.0,"total_value":69196.0},{"strike":10.0,"call_value":2094.0,"put_value":50697.0,"total_value":52791.0},{"strike":11.0,"call_value":5559.0,"put_value":35260.0,"total_value":40819.0},{"strike":12.0,"call_value":9166.0,"put_value":20068.0,"total_value":29234.0},{"strike":13.0,"call_value":16010.0,"put_value":7562.0,"total_value":23572.0},{"strike":14.0,"call_value":26891.0,"put_value":3034.0,"total_value":29925.0},{"strike":15.0,"call_value":41024.0,"put_value":57.0,"total_value":41081.0},{"strike":16.0,"call_value":66995.0,"put_value":27.0,"total_value":67022.0},{"strike":17.0,"call_value":95437.0,"put_value":6.0,"total_value":95443.0},{"strike":18.0,"call_value":128602.0,"put_value":4.0,"total_value":128606.0},{"strike":19.0,"call_value":162459.0,"put_value":2.0,"total_value":162461.0},{"strike":20.0,"call_value":198338.0,"put_value":0.0,"total_value":198338.0},{"strike":21.0,"call_value":236820.0,"put_value":0.0,"total_value":236820.0},{"strike":22.0,"call_value":275305.0,"put_value":0,"total_value":275305.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":253.7,"strike":11.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":118.2,"strike":8.86},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":201.7,"strike":12.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":33.9,"strike":12.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":33.6,"strike":12.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":31.7,"strike":13.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":37.9,"strike":13.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":36.9,"strike":13.0},{"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":34.4,"strike":14.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":34.2,"strike":14.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":32.8,"strike":14.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":47.3,"strike":15.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":33.5,"strike":15.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":37.0,"strike":15.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":143.7,"strike":16.33},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":112.5,"strike":16.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":65.7,"strike":17.71}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":3105},{"expiration":"11/20/2026","dte":49,"iv":0.9799,"contract_count":3,"total_oi":1026},{"expiration":"12/18/2026","dte":77,"iv":0.7122,"contract_count":4,"total_oi":9840},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":4,"total_oi":2847}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.47,"expected_move_2std":12.94,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":13.0,"expected_move_2std":26.0,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":15.99,"expected_move_2std":31.98,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":24.1,"expected_move_2std":48.21,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":6320,"put_oi":1601,"total_oi":7921,"pc_ratio":0.253,"pc_ratio_volume":0.622,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":307,"put_oi":1168,"total_oi":1475,"pc_ratio":3.805,"pc_ratio_volume":0.136,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":13476,"put_oi":6478,"total_oi":19954,"pc_ratio":0.481,"pc_ratio_volume":0.167,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":4664,"put_oi":4700,"total_oi":9364,"pc_ratio":1.008,"pc_ratio_volume":13.429,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":13718,"put_oi":3499,"total_oi":17217,"pc_ratio":0.255,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-427.0,"dealer_delta":427.0,"call_oi":0,"put_oi":82},{"strike":6.0,"call_delta_oi":0,"put_delta_oi":-231.0,"dealer_delta":231.0,"call_oi":0,"put_oi":25},{"strike":7.0,"call_delta_oi":0,"put_delta_oi":-40.0,"dealer_delta":40.0,"call_oi":0,"put_oi":5},{"strike":8.0,"call_delta_oi":0,"put_delta_oi":-1240.0,"dealer_delta":1240.0,"call_oi":0,"put_oi":117},{"strike":9.0,"call_delta_oi":0,"put_delta_oi":-32.0,"dealer_delta":32.0,"call_oi":0,"put_oi":2},{"strike":10.0,"call_delta_oi":228216.0,"put_delta_oi":-30537.0,"dealer_delta":-197679.0,"call_oi":2585,"put_oi":1778},{"strike":11.0,"call_delta_oi":12857.0,"put_delta_oi":-4637.0,"dealer_delta":-8220.0,"call_oi":136,"put_oi":245},{"strike":12.0,"call_delta_oi":236947.0,"put_delta_oi":-65759.0,"dealer_delta":-171188.0,"call_oi":3224,"put_oi":2686},{"strike":13.0,"call_delta_oi":252089.0,"put_delta_oi":-303925.0,"dealer_delta":51836.0,"call_oi":4037,"put_oi":7978},{"strike":14.0,"call_delta_oi":109164.0,"put_delta_oi":-104402.0,"dealer_delta":-4762.0,"call_oi":3252,"put_oi":1551},{"strike":15.0,"call_delta_oi":370394.0,"put_delta_oi":-174179.0,"dealer_delta":-196215.0,"call_oi":11838,"put_oi":2947},{"strike":16.0,"call_delta_oi":57846.0,"put_delta_oi":-605.0,"dealer_delta":-57242.0,"call_oi":2471,"put_oi":9},{"strike":17.0,"call_delta_oi":66445.0,"put_delta_oi":-1418.0,"dealer_delta":-65028.0,"call_oi":4723,"put_oi":19},{"strike":18.0,"call_delta_oi":11741.0,"put_delta_oi":0,"dealer_delta":-11741.0,"call_oi":692,"put_oi":0},{"strike":19.0,"call_delta_oi":61274.0,"put_delta_oi":0,"dealer_delta":-61274.0,"call_oi":2022,"put_oi":0},{"strike":20.0,"call_delta_oi":58466.0,"put_delta_oi":-125.0,"dealer_delta":-58341.0,"call_oi":2603,"put_oi":2},{"strike":21.0,"call_delta_oi":84.0,"put_delta_oi":0,"dealer_delta":-84.0,"call_oi":3,"put_oi":0},{"strike":22.0,"call_delta_oi":37.0,"put_delta_oi":0,"dealer_delta":-37.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-778004.0,"total_call_delta":1465562.0,"total_put_delta":-687558.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/21/2028","underlying_price":13.359999656677246,"strikes":[{"strike":8.0,"moneyness":0.5988,"type":"put","iv":0.5205,"delta":-0.105,"oi":113},{"strike":10.0,"moneyness":0.7485,"type":"put","iv":0.4247,"delta":-0.17,"oi":1645},{"strike":10.0,"moneyness":0.7485,"type":"call","iv":0.2964,"delta":0.8828,"oi":2585},{"strike":12.0,"moneyness":0.8982,"type":"put","iv":0.4651,"delta":-0.2837,"oi":371},{"strike":12.0,"moneyness":0.8982,"type":"call","iv":0.337,"delta":0.7308,"oi":3021},{"strike":15.0,"moneyness":1.1228,"type":"put","iv":0.326,"delta":-0.4907,"oi":1286},{"strike":15.0,"moneyness":1.1228,"type":"call","iv":0.3149,"delta":0.5045,"oi":4622},{"strike":17.0,"moneyness":1.2725,"type":"call","iv":0.2784,"delta":0.3352,"oi":206},{"strike":20.0,"moneyness":1.497,"type":"call","iv":0.3261,"delta":0.2267,"oi":2538}]},{"expiration":"03/19/2027","underlying_price":13.359999656677246,"strikes":[{"strike":11.0,"moneyness":0.8234,"type":"put","iv":0.3581,"delta":-0.1577,"oi":157},{"strike":12.0,"moneyness":0.8982,"type":"put","iv":0.3228,"delta":-0.2451,"oi":1860},{"strike":13.0,"moneyness":0.9731,"type":"put","iv":0.3722,"delta":-0.3777,"oi":1843},{"strike":13.0,"moneyness":0.9731,"type":"call","iv":0.3473,"delta":0.6242,"oi":143},{"strike":14.0,"moneyness":1.0479,"type":"put","iv":0.393,"delta":-0.488,"oi":101},{"strike":14.0,"moneyness":1.0479,"type":"call","iv":0.3085,"delta":0.4893,"oi":760},{"strike":15.0,"moneyness":1.1228,"type":"put","iv":0.37,"delta":-0.6025,"oi":733},{"strike":15.0,"moneyness":1.1228,"type":"call","iv":0.3122,"delta":0.363,"oi":2357},{"strike":16.0,"moneyness":1.1976,"type":"call","iv":0.3064,"delta":0.2506,"oi":178},{"strike":17.0,"moneyness":1.2725,"type":"call","iv":0.6717,"delta":0.3973,"oi":728},{"strike":18.0,"moneyness":1.3473,"type":"call","iv":0.3437,"delta":0.1396,"oi":334}]},{"expiration":"10/16/2026","underlying_price":13.359999656677246,"strikes":[{"strike":13.0,"moneyness":0.9731,"type":"put","iv":0.3336,"delta":-0.3123,"oi":319},{"strike":14.0,"moneyness":1.0479,"type":"call","iv":0.3092,"delta":0.2276,"oi":1657},{"strike":14.0,"moneyness":1.0479,"type":"put","iv":0.379,"delta":-0.7248,"oi":1087},{"strike":15.0,"moneyness":1.1228,"type":"put","iv":0.5623,"delta":-0.847,"oi":142},{"strike":15.0,"moneyness":1.1228,"type":"call","iv":0.3835,"delta":0.0615,"oi":3625},{"strike":16.0,"moneyness":1.1976,"type":"call","iv":2.1788,"delta":0.4093,"oi":808},{"strike":17.0,"moneyness":1.2725,"type":"call","iv":0.6884,"delta":0.0377,"oi":162}]},{"expiration":"11/20/2026","underlying_price":13.359999656677246,"strikes":[{"strike":12.0,"moneyness":0.8982,"type":"put","iv":0.3386,"delta":-0.1633,"oi":125},{"strike":13.0,"moneyness":0.9731,"type":"put","iv":0.3793,"delta":-0.379,"oi":748},{"strike":14.0,"moneyness":1.0479,"type":"call","iv":0.3122,"delta":0.3793,"oi":193},{"strike":15.0,"moneyness":1.1228,"type":"put","iv":0.3697,"delta":-0.7748,"oi":210}]},{"expiration":"12/18/2026","underlying_price":13.359999656677246,"strikes":[{"strike":10.0,"moneyness":0.7485,"type":"put","iv":1.046,"delta":-0.1938,"oi":133},{"strike":11.0,"moneyness":0.8234,"type":"call","iv":0.29,"delta":0.9454,"oi":136},{"strike":12.0,"moneyness":0.8982,"type":"call","iv":0.2803,"delta":0.8346,"oi":111},{"strike":12.0,"moneyness":0.8982,"type":"put","iv":0.3921,"delta":-0.23,"oi":329},{"strike":13.0,"moneyness":0.9731,"type":"call","iv":0.3311,"delta":0.6236,"oi":3852},{"strike":13.0,"moneyness":0.9731,"type":"put","iv":0.4062,"delta":-0.3868,"oi":5068},{"strike":14.0,"moneyness":1.0479,"type":"call","iv":0.305,"delta":0.4195,"oi":642},{"strike":14.0,"moneyness":1.0479,"type":"put","iv":0.3503,"delta":-0.5626,"oi":278},{"strike":15.0,"moneyness":1.1228,"type":"call","iv":0.3056,"delta":0.2429,"oi":1154},{"strike":15.0,"moneyness":1.1228,"type":"put","iv":0.434,"delta":-0.6704,"oi":576},{"strike":16.0,"moneyness":1.1976,"type":"call","iv":0.3197,"delta":0.1351,"oi":1476},{"strike":17.0,"moneyness":1.2725,"type":"call","iv":0.3469,"delta":0.0827,"oi":3627},{"strike":18.0,"moneyness":1.3473,"type":"call","iv":0.6371,"delta":0.1978,"oi":358},{"strike":19.0,"moneyness":1.4222,"type":"call","iv":1.0088,"delta":0.303,"oi":2022}]}],"greeks_heatmap":{"data":[{"strike":13.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3123,"call_gamma":0,"put_gamma":0.420738,"call_theta":0,"put_theta":-0.0109,"call_vega":0,"put_vega":0.0089,"call_oi":0,"put_oi":319},{"strike":14.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2276,"put_delta":-0.7248,"call_gamma":0.387188,"put_gamma":0.349257,"call_theta":-0.0094,"put_theta":-0.0111,"call_vega":0.0076,"put_vega":0.0084,"call_oi":1657,"put_oi":1087},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0615,"put_delta":-0.847,"call_gamma":0.125535,"put_gamma":0.166615,"call_theta":-0.0046,"put_theta":-0.0114,"call_vega":0.0031,"put_vega":0.006,"call_oi":3625,"put_oi":142},{"strike":16.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4093,"put_delta":0,"call_gamma":0.070736,"put_gamma":0,"call_theta":-0.0826,"put_theta":0,"call_vega":0.0098,"put_vega":0,"call_oi":808,"put_oi":0},{"strike":17.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0377,"put_delta":0,"call_gamma":0.047305,"put_gamma":0,"call_theta":-0.0055,"put_theta":0,"call_vega":0.0021,"put_vega":0,"call_oi":162,"put_oi":0},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1633,"call_gamma":0,"put_gamma":0.150265,"call_theta":0,"put_theta":-0.0039,"call_vega":0,"put_vega":0.0119,"call_oi":0,"put_oi":125},{"strike":13.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.379,"call_gamma":0,"put_gamma":0.207022,"call_theta":0,"put_theta":-0.0066,"call_vega":0,"put_vega":0.0184,"call_oi":0,"put_oi":748},{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3793,"put_delta":-0.5937,"call_gamma":0.25162,"put_gamma":0.214741,"call_theta":-0.0065,"put_theta":-0.0063,"call_vega":0.0184,"put_vega":0.0188,"call_oi":193,"put_oi":85},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1691,"put_delta":-0.7748,"call_gamma":0.173385,"put_gamma":0.1675,"call_theta":-0.0041,"put_theta":-0.0042,"call_vega":0.0122,"put_vega":0.0145,"call_oi":80,"put_oi":210},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1938,"call_gamma":0,"put_gamma":0.04307,"call_theta":0,"put_theta":-0.0111,"call_vega":0,"put_vega":0.0167,"call_oi":63,"put_oi":133},{"strike":11.0,"dte":77,"expiration":"12/18/2026","call_delta":0.9454,"put_delta":0,"call_gamma":0.062566,"put_gamma":0,"call_theta":-0.0025,"put_theta":0,"call_vega":0.0067,"put_vega":0,"call_oi":136,"put_oi":0},{"strike":12.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8346,"put_delta":-0.23,"call_gamma":0.145491,"put_gamma":0.127015,"call_theta":-0.0039,"put_theta":-0.0044,"call_vega":0.0152,"put_vega":0.0185,"call_oi":111,"put_oi":329},{"strike":13.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6236,"put_delta":-0.3868,"call_gamma":0.188074,"put_gamma":0.154574,"call_theta":-0.0059,"put_theta":-0.0055,"call_vega":0.0231,"put_vega":0.0233,"call_oi":3852,"put_oi":5068},{"strike":14.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4195,"put_delta":-0.5626,"call_gamma":0.210192,"put_gamma":0.184532,"call_theta":-0.0054,"put_theta":-0.0045,"call_vega":0.0238,"put_vega":0.024,"call_oi":642,"put_oi":278},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2429,"put_delta":-0.6704,"call_gamma":0.167944,"put_gamma":0.136809,"call_theta":-0.0042,"put_theta":-0.005,"call_vega":0.0191,"put_vega":0.0221,"call_oi":1154,"put_oi":576},{"strike":16.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1351,"put_delta":0,"call_gamma":0.111468,"put_gamma":0,"call_theta":-0.003,"put_theta":0,"call_vega":0.0132,"put_vega":0,"call_oi":1476,"put_oi":0},{"strike":17.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0827,"put_delta":0,"call_gamma":0.072091,"put_gamma":0,"call_theta":-0.0022,"put_theta":0,"call_vega":0.0093,"put_vega":0,"call_oi":3627,"put_oi":0}],"strikes":[10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":2.44,"put_25d_iv":33.36,"call_25d_iv":30.92,"put_25d_strike":13.0,"call_25d_strike":14.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.84,"put_25d_iv":33.86,"call_25d_iv":30.02,"put_25d_strike":12.0,"call_25d_strike":15.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":8.65,"put_25d_iv":39.21,"call_25d_iv":30.56,"put_25d_strike":12.0,"call_25d_strike":15.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":1.64,"put_25d_iv":32.28,"call_25d_iv":30.64,"put_25d_strike":12.0,"call_25d_strike":16.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":13.9,"put_25d_iv":46.51,"call_25d_iv":32.61,"put_25d_strike":12.0,"call_25d_strike":20.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":0,"put_vanna":9.0,"net_vanna":9.0,"call_oi":0,"put_oi":82},{"strike":8.0,"call_vanna":0,"put_vanna":19.0,"net_vanna":19.0,"call_oi":0,"put_oi":113},{"strike":10.0,"call_vanna":-444.0,"put_vanna":324.0,"net_vanna":-120.0,"call_oi":2585,"put_oi":1778},{"strike":11.0,"call_vanna":-6.0,"put_vanna":18.0,"net_vanna":11.0,"call_oi":136,"put_oi":157},{"strike":12.0,"call_vanna":-544.0,"put_vanna":296.0,"net_vanna":-248.0,"call_oi":3224,"put_oi":2685},{"strike":13.0,"call_vanna":-174.0,"put_vanna":349.0,"net_vanna":175.0,"call_oi":3995,"put_oi":7978},{"strike":14.0,"call_vanna":81.0,"put_vanna":-39.0,"net_vanna":42.0,"call_oi":3252,"put_oi":1551},{"strike":15.0,"call_vanna":307.0,"put_vanna":-78.0,"net_vanna":230.0,"call_oi":11838,"put_oi":2947},{"strike":16.0,"call_vanna":137.0,"put_vanna":0,"net_vanna":137.0,"call_oi":2462,"put_oi":0},{"strike":17.0,"call_vanna":280.0,"put_vanna":0,"net_vanna":280.0,"call_oi":4723,"put_oi":0},{"strike":18.0,"call_vanna":64.0,"put_vanna":0,"net_vanna":64.0,"call_oi":692,"put_oi":0},{"strike":19.0,"call_vanna":127.0,"put_vanna":0,"net_vanna":127.0,"call_oi":2022,"put_oi":0},{"strike":20.0,"call_vanna":484.0,"put_vanna":0,"net_vanna":484.0,"call_oi":2603,"put_oi":0}],"net_vanna":1209.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":12.0,"call_charm":0,"put_charm":60.0,"net_charm":60.0,"call_oi":0,"put_oi":125},{"strike":13.0,"call_charm":0,"put_charm":4243.0,"net_charm":4243.0,"call_oi":0,"put_oi":1067},{"strike":14.0,"call_charm":-9597.0,"put_charm":22936.0,"net_charm":13339.0,"call_oi":1850,"put_oi":1172},{"strike":15.0,"call_charm":-2717.0,"put_charm":4070.0,"net_charm":1352.0,"call_oi":3705,"put_oi":352},{"strike":16.0,"call_charm":-71219.0,"put_charm":0,"net_charm":-71219.0,"call_oi":808,"put_oi":0},{"strike":17.0,"call_charm":-88.0,"put_charm":0,"net_charm":-88.0,"call_oi":162,"put_oi":0}],"net_charm":-52312.0,"weekend_delta_shift":-156937.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":96644.0,"put_delta":-102240.0,"net_delta":-5596.0,"call_oi":6294,"put_oi":1601,"total_oi":7895,"total_volume":135,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":9043.0,"put_delta":-51711.0,"net_delta":-42669.0,"call_oi":282,"put_oi":1168,"total_oi":1450,"total_volume":25,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":435669.0,"put_delta":-263119.0,"net_delta":172549.0,"call_oi":13381,"put_oi":6478,"total_oi":19859,"total_volume":21,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":177553.0,"put_delta":-167158.0,"net_delta":10395.0,"call_oi":4657,"put_oi":4700,"total_oi":9357,"total_volume":202,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":746616.0,"put_delta":-103328.0,"net_delta":643288.0,"call_oi":12972,"put_oi":3499,"total_oi":16471,"total_volume":55,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":37.0,"put_delta":0,"net_delta":37.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":13.0,"straddle_price":0.7,"straddle_pct":5.24,"implied_move":5.24,"avg_iv":31.7},{"expiration":"11/20/2026","dte":49,"strike":14.0,"straddle_price":1.42,"straddle_pct":10.67,"implied_move":10.67,"avg_iv":34.2},{"expiration":"12/18/2026","dte":77,"strike":13.0,"straddle_price":1.8,"straddle_pct":13.47,"implied_move":13.47,"avg_iv":36.9},{"expiration":"03/19/2027","dte":168,"strike":13.0,"straddle_price":2.57,"straddle_pct":19.27,"implied_move":19.27,"avg_iv":36.0}],"volume_profile":{"profile":[{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":115,"put_oi":82,"total_oi":197,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":25,"total_oi":26,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":5,"total_oi":12,"bias":"neutral"},{"strike":8.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":639,"put_oi":117,"total_oi":756,"bias":"bullish"},{"strike":9.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":20,"put_oi":2,"total_oi":22,"bias":"bullish"},{"strike":10.0,"call_volume":62,"put_volume":0,"total_volume":62,"call_oi":2655,"put_oi":1778,"total_oi":4433,"bias":"bullish"},{"strike":11.0,"call_volume":23,"put_volume":1,"total_volume":24,"call_oi":142,"put_oi":245,"total_oi":387,"bias":"bullish"},{"strike":12.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":3237,"put_oi":2686,"total_oi":5923,"bias":"bullish"},{"strike":13.0,"call_volume":34,"put_volume":70,"total_volume":104,"call_oi":4037,"put_oi":7978,"total_oi":12015,"bias":"bearish"},{"strike":14.0,"call_volume":55,"put_volume":142,"total_volume":197,"call_oi":3252,"put_oi":1551,"total_oi":4803,"bias":"bearish"},{"strike":15.0,"call_volume":13,"put_volume":40,"total_volume":53,"call_oi":11838,"put_oi":2947,"total_oi":14785,"bias":"bearish"},{"strike":16.0,"call_volume":22,"put_volume":2,"total_volume":24,"call_oi":2471,"put_oi":9,"total_oi":2480,"bias":"bullish"},{"strike":17.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":4723,"put_oi":19,"total_oi":4742,"bias":"bullish"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":692,"put_oi":0,"total_oi":692,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2022,"put_oi":0,"total_oi":2022,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2603,"put_oi":2,"total_oi":2605,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":13.359999656677246,"peak_call_strike":10.0,"peak_put_strike":14.0,"total_call_volume":223,"total_put_volume":255,"volume_pc_ratio":1.143},"iv_contours":{"x":[0.75,0.82,0.9,0.97,1.05,1.12,1.2,1.27],"y":[14,49,77,168],"z":[[null,253.66,null,31.68,34.41,47.29,217.88,68.84],[null,null,33.86,37.93,34.25,33.49,null,null],[104.6,54.09,33.62,36.86,32.77,36.98,31.97,48.88],[null,35.81,32.88,35.97,35.08,34.11,30.64,67.17]],"levels":[30.6,52.9,75.2,97.5,119.8,142.1,164.5,186.8,209.1,231.4,253.7],"min_iv":30.6,"max_iv":253.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":78.36},{"date":"2026-09-15","iv":94.52},{"date":"2026-09-16","iv":81.24},{"date":"2026-09-17","iv":76.39},{"date":"2026-09-18","iv":72.15},{"date":"2026-09-21","iv":52.4},{"date":"2026-09-22","iv":42.9},{"date":"2026-09-23","iv":58.9},{"date":"2026-09-24","iv":48.7},{"date":"2026-09-25","iv":32.9},{"date":"2026-09-28","iv":72.3},{"date":"2026-09-29","iv":51.9},{"date":"2026-09-30","iv":61.1},{"date":"2026-10-01","iv":103.8},{"date":"2026-10-02","iv":51.0}]}}