{"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":"SBSW","summary":{"name":"SBSW","price":9.96,"total_oi":227106,"call_oi":166522,"put_oi":60584,"pc_ratio":0.364,"net_gex":374111.4,"avg_iv":98.0,"iv_rank":44.9,"iv_52w_high":120.56,"iv_52w_low":79.6,"gamma_flip":13.46,"max_pain":10.0},"features":{"symbol":"SBSW","price":9.96,"total_oi":227106,"analysis_coverage":0.9444,"avg_iv_pct":98.0,"iv_rank":44.9,"iv_52w_high_pct":120.56,"iv_52w_low_pct":79.6,"front_dte":14,"front_atm_iv_pct":48.3029,"back_atm_iv_pct":52.1566,"term_premium_pp":-3.8537,"expected_move_front_pct":9.46,"straddle_front_pct":7.28,"straddle_30d_pct":7.28,"risk_reversal_front_pp":-6.55,"risk_reversal_30d_pp":-6.55,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.364,"put_call_oi_front_ratio":1.017,"put_call_volume_front_ratio":2.309,"option_volume":1319,"volume_oi_ratio":0.005808,"net_delta_normalized":0.112862,"dealer_delta_normalized":-0.112092,"gex_per_100k_oi":164729.861827,"vanna_per_100k_oi":3301.101688,"charm_per_100k_oi":20901.253159,"weekend_delta_shift_per_100k_oi":62704.199801,"iv_surface_range_pp":118.5,"gamma_flip_distance_pct":35.140562,"max_pain_distance_pct":0.401606,"peak_call_distance_pct":0.401606,"peak_put_distance_pct":0.401606},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":0.52,"put_gex":0.0,"net_gex":0.52,"call_oi":6,"put_oi":0},{"strike":1.0,"call_gex":0.67,"put_gex":0.0,"net_gex":0.67,"call_oi":5,"put_oi":0},{"strike":1.5,"call_gex":0.28,"put_gex":0.0,"net_gex":0.28,"call_oi":1,"put_oi":0},{"strike":2.0,"call_gex":6.88,"put_gex":0.0,"net_gex":6.88,"call_oi":25,"put_oi":1101},{"strike":2.5,"call_gex":7.46,"put_gex":-13.26,"net_gex":-5.79,"call_oi":35,"put_oi":19},{"strike":3.0,"call_gex":24.41,"put_gex":0.0,"net_gex":24.41,"call_oi":265,"put_oi":323},{"strike":3.5,"call_gex":52.19,"put_gex":-16.78,"net_gex":35.42,"call_oi":69,"put_oi":195},{"strike":4.0,"call_gex":735.31,"put_gex":-645.9,"net_gex":89.4,"call_oi":543,"put_oi":665},{"strike":4.5,"call_gex":203.0,"put_gex":-55.59,"net_gex":147.41,"call_oi":112,"put_oi":31},{"strike":5.0,"call_gex":7117.3,"put_gex":-6880.25,"net_gex":237.05,"call_oi":3490,"put_oi":3835},{"strike":5.5,"call_gex":513.43,"put_gex":-1312.11,"net_gex":-798.68,"call_oi":232,"put_oi":467},{"strike":6.0,"call_gex":94.85,"put_gex":-461.23,"net_gex":-366.37,"call_oi":33,"put_oi":135},{"strike":7.0,"call_gex":32039.73,"put_gex":-34368.83,"net_gex":-2329.1,"call_oi":6501,"put_oi":6502},{"strike":8.0,"call_gex":3307.97,"put_gex":-49797.97,"net_gex":-46490.0,"call_oi":446,"put_oi":7280},{"strike":9.0,"call_gex":27501.4,"put_gex":-75548.87,"net_gex":-48047.47,"call_oi":1819,"put_oi":4084},{"strike":10.0,"call_gex":258358.88,"put_gex":-448789.31,"net_gex":-190430.43,"call_oi":21957,"put_oi":13797},{"strike":11.0,"call_gex":120087.22,"put_gex":-153185.33,"net_gex":-33098.1,"call_oi":6384,"put_oi":7976},{"strike":12.0,"call_gex":271604.74,"put_gex":-78634.18,"net_gex":192970.56,"call_oi":25160,"put_oi":8303},{"strike":13.0,"call_gex":83616.45,"put_gex":-13388.62,"net_gex":70227.82,"call_oi":9595,"put_oi":2006},{"strike":14.0,"call_gex":130291.3,"put_gex":-3304.52,"net_gex":126986.79,"call_oi":15503,"put_oi":540},{"strike":15.0,"call_gex":149008.83,"put_gex":-16543.3,"net_gex":132465.53,"call_oi":23534,"put_oi":2731},{"strike":16.0,"call_gex":14523.28,"put_gex":-106.56,"net_gex":14416.72,"call_oi":2378,"put_oi":17},{"strike":17.0,"call_gex":34840.11,"put_gex":-1722.49,"net_gex":33117.61,"call_oi":7300,"put_oi":328},{"strike":18.0,"call_gex":9010.35,"put_gex":-22.4,"net_gex":8987.95,"call_oi":1737,"put_oi":9},{"strike":19.0,"call_gex":467.11,"put_gex":-4.96,"net_gex":462.15,"call_oi":151,"put_oi":1},{"strike":20.0,"call_gex":79960.53,"put_gex":-1029.37,"net_gex":78931.16,"call_oi":22195,"put_oi":232},{"strike":21.0,"call_gex":1065.92,"put_gex":0.0,"net_gex":1065.92,"call_oi":542,"put_oi":0},{"strike":22.0,"call_gex":1440.12,"put_gex":0.0,"net_gex":1440.12,"call_oi":423,"put_oi":0},{"strike":23.0,"call_gex":112.45,"put_gex":0.0,"net_gex":112.45,"call_oi":35,"put_oi":0},{"strike":24.0,"call_gex":124.96,"put_gex":0.0,"net_gex":124.96,"call_oi":41,"put_oi":0},{"strike":25.0,"call_gex":12351.36,"put_gex":-26.61,"net_gex":12324.74,"call_oi":6126,"put_oi":7},{"strike":30.0,"call_gex":9661.01,"put_gex":0.0,"net_gex":9661.01,"call_oi":3974,"put_oi":0},{"strike":35.0,"call_gex":11839.83,"put_gex":0.0,"net_gex":11839.83,"call_oi":5905,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":550261.0,"total_value":550261.0},{"strike":1.0,"call_value":3.0,"put_value":519969.0,"total_value":519972.0},{"strike":1.5,"call_value":8.5,"put_value":489677.0,"total_value":489685.5},{"strike":2.0,"call_value":14.5,"put_value":459385.0,"total_value":459399.5},{"strike":2.5,"call_value":33.0,"put_value":429643.5,"total_value":429676.5},{"strike":3.0,"call_value":69.0,"put_value":399911.5,"total_value":399980.5},{"strike":3.5,"call_value":237.5,"put_value":370341.0,"total_value":370578.5},{"strike":4.0,"call_value":440.5,"put_value":340868.0,"total_value":341308.5},{"strike":4.5,"call_value":915.0,"put_value":311727.5,"total_value":312642.5},{"strike":5.0,"call_value":1445.5,"put_value":282602.5,"total_value":284048.0},{"strike":5.5,"call_value":3721.0,"put_value":255395.0,"total_value":259116.0},{"strike":6.0,"call_value":6112.5,"put_value":228421.0,"total_value":234533.5},{"strike":7.0,"call_value":10928.5,"put_value":174608.0,"total_value":185536.5},{"strike":8.0,"call_value":22245.5,"put_value":127297.0,"total_value":149542.5},{"strike":9.0,"call_value":34008.5,"put_value":87266.0,"total_value":121274.5},{"strike":10.0,"call_value":47590.5,"put_value":51319.0,"total_value":98909.5},{"strike":11.0,"call_value":83129.5,"put_value":29169.0,"total_value":112298.5},{"strike":12.0,"call_value":125052.5,"put_value":14995.0,"total_value":140047.5},{"strike":13.0,"call_value":192135.5,"put_value":9124.0,"total_value":201259.5},{"strike":14.0,"call_value":268813.5,"put_value":5259.0,"total_value":274072.5},{"strike":15.0,"call_value":360994.5,"put_value":1934.0,"total_value":362928.5},{"strike":16.0,"call_value":476709.5,"put_value":1340.0,"total_value":478049.5},{"strike":17.0,"call_value":594802.5,"put_value":763.0,"total_value":595565.5},{"strike":18.0,"call_value":720195.5,"put_value":514.0,"total_value":720709.5},{"strike":19.0,"call_value":847325.5,"put_value":274.0,"total_value":847599.5},{"strike":20.0,"call_value":974606.5,"put_value":35.0,"total_value":974641.5},{"strike":21.0,"call_value":1124082.5,"put_value":28.0,"total_value":1124110.5},{"strike":22.0,"call_value":1274100.5,"put_value":21.0,"total_value":1274121.5},{"strike":23.0,"call_value":1424541.5,"put_value":14.0,"total_value":1424555.5},{"strike":24.0,"call_value":1575017.5,"put_value":7.0,"total_value":1575024.5},{"strike":25.0,"call_value":1725534.5,"put_value":0.0,"total_value":1725534.5},{"strike":30.0,"call_value":2508749.5,"put_value":0.0,"total_value":2508749.5},{"strike":35.0,"call_value":3311834.5,"put_value":0,"total_value":3311834.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":190.6,"strike":6.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":71.3,"strike":7.33},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":128.7,"strike":4.35},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":61.1,"strike":9.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":48.0,"strike":9.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":51.3,"strike":9.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":48.3,"strike":10.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":52.2,"strike":10.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":54.6,"strike":10.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":46.4,"strike":11.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":59.0,"strike":11.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":54.1,"strike":11.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":189.1,"strike":18.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":80.5,"strike":13.29},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":71.1,"strike":17.05}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.3007,"contract_count":4,"total_oi":10751},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":4,"total_oi":2326},{"expiration":"01/15/2027","dte":105,"iv":0.1871,"contract_count":4,"total_oi":20473},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":4,"total_oi":1638},{"expiration":"04/16/2027","dte":196,"iv":0.5578,"contract_count":3,"total_oi":280},{"expiration":"06/17/2027","dte":258,"iv":0.5541,"contract_count":2,"total_oi":64},{"expiration":"09/17/2027","dte":350,"iv":0.5725,"contract_count":1,"total_oi":510},{"expiration":"12/17/2027","dte":441,"iv":0.1279,"contract_count":1,"total_oi":10},{"expiration":"01/21/2028","dte":476,"iv":0.5749,"contract_count":2,"total_oi":5577},{"expiration":"01/19/2029","dte":840,"iv":0.189,"contract_count":2,"total_oi":28}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.46,"expected_move_2std":18.91,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":19.11,"expected_move_2std":38.23,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":29.29,"expected_move_2std":58.58,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":39.98,"expected_move_2std":79.97,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":42.3,"expected_move_2std":84.59,"contract_count":2},{"expiration":"06/17/2027","dte":258,"expected_move_1std":49.28,"expected_move_2std":98.56,"contract_count":2},{"expiration":"09/17/2027","dte":350,"expected_move_1std":57.67,"expected_move_2std":115.35,"contract_count":1},{"expiration":"12/17/2027","dte":441,"expected_move_1std":57.2,"expected_move_2std":114.4,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":67.3,"expected_move_2std":134.6,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":80.37,"expected_move_2std":160.74,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":27393,"put_oi":27860,"total_oi":55253,"pc_ratio":1.017,"pc_ratio_volume":2.309,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":1404,"put_oi":3404,"total_oi":4808,"pc_ratio":2.425,"pc_ratio_volume":0.373,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":96391,"put_oi":20800,"total_oi":117191,"pc_ratio":0.216,"pc_ratio_volume":0.496,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":3251,"put_oi":2434,"total_oi":5685,"pc_ratio":0.749,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":675,"put_oi":318,"total_oi":993,"pc_ratio":0.471,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":439,"put_oi":47,"total_oi":486,"pc_ratio":0.107,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"09/17/2027","dte":350,"call_oi":832,"put_oi":162,"total_oi":994,"pc_ratio":0.195,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":85,"put_oi":82,"total_oi":167,"pc_ratio":0.965,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":35938,"put_oi":5050,"total_oi":40988,"pc_ratio":0.141,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":114,"put_oi":427,"total_oi":541,"pc_ratio":3.746,"pc_ratio_volume":0.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":596.0,"put_delta_oi":0,"dealer_delta":-596.0,"call_oi":6,"put_oi":0},{"strike":1.0,"call_delta_oi":497.0,"put_delta_oi":0,"dealer_delta":-497.0,"call_oi":5,"put_oi":0},{"strike":1.5,"call_delta_oi":99.0,"put_delta_oi":0,"dealer_delta":-99.0,"call_oi":1,"put_oi":0},{"strike":2.0,"call_delta_oi":1775.0,"put_delta_oi":0,"dealer_delta":-1775.0,"call_oi":18,"put_oi":0},{"strike":2.5,"call_delta_oi":3485.0,"put_delta_oi":-79.0,"dealer_delta":-3406.0,"call_oi":35,"put_oi":19},{"strike":3.0,"call_delta_oi":14660.0,"put_delta_oi":0,"dealer_delta":-14660.0,"call_oi":147,"put_oi":0},{"strike":3.5,"call_delta_oi":6774.0,"put_delta_oi":-18.0,"dealer_delta":-6757.0,"call_oi":69,"put_oi":195},{"strike":4.0,"call_delta_oi":51711.0,"put_delta_oi":-1585.0,"dealer_delta":-50126.0,"call_oi":543,"put_oi":665},{"strike":4.5,"call_delta_oi":10511.0,"put_delta_oi":-273.0,"dealer_delta":-10238.0,"call_oi":112,"put_oi":31},{"strike":5.0,"call_delta_oi":325702.0,"put_delta_oi":-15127.0,"dealer_delta":-310575.0,"call_oi":3490,"put_oi":3835},{"strike":5.5,"call_delta_oi":22264.0,"put_delta_oi":-4139.0,"dealer_delta":-18125.0,"call_oi":232,"put_oi":467},{"strike":6.0,"call_delta_oi":3130.0,"put_delta_oi":-1211.0,"dealer_delta":-1919.0,"call_oi":33,"put_oi":135},{"strike":7.0,"call_delta_oi":549741.0,"put_delta_oi":-79584.0,"dealer_delta":-470157.0,"call_oi":6501,"put_oi":6501},{"strike":8.0,"call_delta_oi":35579.0,"put_delta_oi":-67888.0,"dealer_delta":32309.0,"call_oi":446,"put_oi":7280},{"strike":9.0,"call_delta_oi":134247.0,"put_delta_oi":-83972.0,"dealer_delta":-50275.0,"call_oi":1819,"put_oi":4084},{"strike":10.0,"call_delta_oi":1290804.0,"put_delta_oi":-633798.0,"dealer_delta":-657006.0,"call_oi":21957,"put_oi":13797},{"strike":11.0,"call_delta_oi":215977.0,"put_delta_oi":-722450.0,"dealer_delta":506473.0,"call_oi":6384,"put_oi":7976},{"strike":12.0,"call_delta_oi":770583.0,"put_delta_oi":-593926.0,"dealer_delta":-176656.0,"call_oi":25160,"put_oi":8303},{"strike":13.0,"call_delta_oi":131376.0,"put_delta_oi":-186873.0,"dealer_delta":55497.0,"call_oi":9595,"put_oi":2006},{"strike":14.0,"call_delta_oi":325765.0,"put_delta_oi":-45260.0,"dealer_delta":-280505.0,"call_oi":15503,"put_oi":540},{"strike":15.0,"call_delta_oi":575356.0,"put_delta_oi":-201378.0,"dealer_delta":-373978.0,"call_oi":23534,"put_oi":2731},{"strike":16.0,"call_delta_oi":38405.0,"put_delta_oi":-1352.0,"dealer_delta":-37053.0,"call_oi":2378,"put_oi":17},{"strike":17.0,"call_delta_oi":113406.0,"put_delta_oi":-27035.0,"dealer_delta":-86371.0,"call_oi":7300,"put_oi":328},{"strike":18.0,"call_delta_oi":30294.0,"put_delta_oi":-866.0,"dealer_delta":-29429.0,"call_oi":1737,"put_oi":9},{"strike":19.0,"call_delta_oi":1594.0,"put_delta_oi":-82.0,"dealer_delta":-1512.0,"call_oi":151,"put_oi":1},{"strike":20.0,"call_delta_oi":255179.0,"put_delta_oi":-15380.0,"dealer_delta":-239799.0,"call_oi":22195,"put_oi":232},{"strike":21.0,"call_delta_oi":29850.0,"put_delta_oi":0,"dealer_delta":-29850.0,"call_oi":542,"put_oi":0},{"strike":22.0,"call_delta_oi":4243.0,"put_delta_oi":0,"dealer_delta":-4243.0,"call_oi":423,"put_oi":0},{"strike":23.0,"call_delta_oi":342.0,"put_delta_oi":0,"dealer_delta":-342.0,"call_oi":35,"put_oi":0},{"strike":24.0,"call_delta_oi":391.0,"put_delta_oi":0,"dealer_delta":-391.0,"call_oi":41,"put_oi":0},{"strike":25.0,"call_delta_oi":56764.0,"put_delta_oi":-467.0,"dealer_delta":-56296.0,"call_oi":6126,"put_oi":7},{"strike":30.0,"call_delta_oi":36715.0,"put_delta_oi":0,"dealer_delta":-36715.0,"call_oi":3974,"put_oi":0},{"strike":35.0,"call_delta_oi":190597.0,"put_delta_oi":0,"dealer_delta":-190597.0,"call_oi":5905,"put_oi":0}],"net_dealer_delta":-2545667.0,"total_call_delta":5228410.0,"total_put_delta":-2682743.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":9.960000038146973,"strikes":[{"strike":3.0,"moneyness":0.3012,"type":"call","iv":0.8801,"delta":0.9976,"oi":146},{"strike":3.5,"moneyness":0.3514,"type":"put","iv":0.6752,"delta":-0.0009,"oi":195},{"strike":4.0,"moneyness":0.4016,"type":"put","iv":0.9816,"delta":-0.0214,"oi":637},{"strike":4.0,"moneyness":0.4016,"type":"call","iv":1.4161,"delta":0.9453,"oi":407},{"strike":4.5,"moneyness":0.4518,"type":"call","iv":1.2504,"delta":0.9385,"oi":112},{"strike":5.0,"moneyness":0.502,"type":"put","iv":0.8327,"delta":-0.0359,"oi":3556},{"strike":5.0,"moneyness":0.502,"type":"call","iv":1.2968,"delta":0.913,"oi":2087},{"strike":5.5,"moneyness":0.5522,"type":"put","iv":1.0662,"delta":-0.0886,"oi":467},{"strike":5.5,"moneyness":0.5522,"type":"call","iv":0.7317,"delta":0.9596,"oi":232},{"strike":7.0,"moneyness":0.7028,"type":"put","iv":0.6838,"delta":-0.1186,"oi":5269},{"strike":7.0,"moneyness":0.7028,"type":"call","iv":0.8604,"delta":0.8471,"oi":5654},{"strike":8.0,"moneyness":0.8032,"type":"put","iv":0.5731,"delta":-0.1817,"oi":534},{"strike":8.0,"moneyness":0.8032,"type":"call","iv":0.688,"delta":0.792,"oi":271},{"strike":9.0,"moneyness":0.9036,"type":"put","iv":0.511,"delta":-0.2904,"oi":872},{"strike":9.0,"moneyness":0.9036,"type":"call","iv":0.5147,"delta":0.709,"oi":1250},{"strike":10.0,"moneyness":1.004,"type":"put","iv":0.5295,"delta":-0.4325,"oi":2910},{"strike":10.0,"moneyness":1.004,"type":"call","iv":0.5628,"delta":0.5703,"oi":15441},{"strike":11.0,"moneyness":1.1044,"type":"call","iv":0.5193,"delta":0.4301,"oi":3481},{"strike":11.0,"moneyness":1.1044,"type":"put","iv":0.5634,"delta":-0.5555,"oi":182},{"strike":12.0,"moneyness":1.2048,"type":"call","iv":0.5678,"delta":0.336,"oi":10918},{"strike":12.0,"moneyness":1.2048,"type":"put","iv":0.531,"delta":-0.6819,"oi":2584},{"strike":13.0,"moneyness":1.3052,"type":"put","iv":0.4157,"delta":-0.8497,"oi":247},{"strike":13.0,"moneyness":1.3052,"type":"call","iv":0.5485,"delta":0.2351,"oi":2362},{"strike":14.0,"moneyness":1.4056,"type":"call","iv":0.652,"delta":0.2208,"oi":11710},{"strike":15.0,"moneyness":1.506,"type":"put","iv":0.5841,"delta":-0.8683,"oi":1569},{"strike":15.0,"moneyness":1.506,"type":"call","iv":0.6215,"delta":0.151,"oi":12139},{"strike":16.0,"moneyness":1.6064,"type":"call","iv":0.7643,"delta":0.1767,"oi":1571},{"strike":17.0,"moneyness":1.7068,"type":"put","iv":0.7274,"delta":-0.8752,"oi":260},{"strike":17.0,"moneyness":1.7068,"type":"call","iv":0.6739,"delta":0.1015,"oi":4156},{"strike":18.0,"moneyness":1.8072,"type":"call","iv":0.9207,"delta":0.1752,"oi":925},{"strike":20.0,"moneyness":2.008,"type":"call","iv":0.7523,"delta":0.0661,"oi":16066},{"strike":25.0,"moneyness":2.51,"type":"call","iv":0.5402,"delta":0.0013,"oi":2901},{"strike":30.0,"moneyness":3.012,"type":"call","iv":1.1072,"delta":0.0606,"oi":2358}]},{"expiration":"01/19/2029","underlying_price":9.960000038146973,"strikes":[{"strike":8.0,"moneyness":0.8032,"type":"put","iv":0.5293,"delta":-0.213,"oi":335}]},{"expiration":"01/21/2028","underlying_price":9.960000038146973,"strikes":[{"strike":4.0,"moneyness":0.4016,"type":"call","iv":0.5181,"delta":0.9734,"oi":136},{"strike":5.0,"moneyness":0.502,"type":"call","iv":0.4057,"delta":0.9671,"oi":1116},{"strike":5.0,"moneyness":0.502,"type":"put","iv":0.7033,"delta":-0.0919,"oi":196},{"strike":7.0,"moneyness":0.7028,"type":"call","iv":0.7175,"delta":0.818,"oi":682},{"strike":7.0,"moneyness":0.7028,"type":"put","iv":0.6376,"delta":-0.1776,"oi":502},{"strike":10.0,"moneyness":1.004,"type":"put","iv":0.6401,"delta":-0.3316,"oi":1430},{"strike":10.0,"moneyness":1.004,"type":"call","iv":0.5385,"delta":0.652,"oi":4147},{"strike":12.0,"moneyness":1.2048,"type":"call","iv":0.5484,"delta":0.5412,"oi":5692},{"strike":12.0,"moneyness":1.2048,"type":"put","iv":0.6895,"delta":-0.4103,"oi":1559},{"strike":15.0,"moneyness":1.506,"type":"call","iv":0.5674,"delta":0.4115,"oi":8997},{"strike":15.0,"moneyness":1.506,"type":"put","iv":0.6772,"delta":-0.5288,"oi":1064},{"strike":17.0,"moneyness":1.7068,"type":"call","iv":0.571,"delta":0.3408,"oi":1670},{"strike":20.0,"moneyness":2.008,"type":"call","iv":0.587,"delta":0.2664,"oi":4748},{"strike":20.0,"moneyness":2.008,"type":"put","iv":0.7325,"delta":-0.637,"oi":207},{"strike":25.0,"moneyness":2.51,"type":"call","iv":0.6096,"delta":0.1851,"oi":2907},{"strike":30.0,"moneyness":3.012,"type":"call","iv":0.6409,"delta":0.143,"oi":1497},{"strike":35.0,"moneyness":3.5141,"type":"call","iv":0.6578,"delta":0.1101,"oi":4216}]},{"expiration":"03/19/2027","underlying_price":9.960000038146973,"strikes":[{"strike":8.0,"moneyness":0.8032,"type":"put","iv":0.62,"delta":-0.2181,"oi":1210},{"strike":10.0,"moneyness":1.004,"type":"call","iv":0.5458,"delta":0.5896,"oi":1364},{"strike":10.0,"moneyness":1.004,"type":"put","iv":0.6329,"delta":-0.4013,"oi":231},{"strike":11.0,"moneyness":1.1044,"type":"put","iv":0.6227,"delta":-0.4916,"oi":123},{"strike":12.0,"moneyness":1.2048,"type":"call","iv":0.5672,"delta":0.404,"oi":114},{"strike":12.0,"moneyness":1.2048,"type":"put","iv":0.602,"delta":-0.5817,"oi":425},{"strike":13.0,"moneyness":1.3052,"type":"call","iv":0.5787,"delta":0.3317,"oi":818},{"strike":14.0,"moneyness":1.4056,"type":"call","iv":0.5899,"delta":0.2726,"oi":618},{"strike":14.0,"moneyness":1.4056,"type":"put","iv":0.6249,"delta":-0.7082,"oi":253}]},{"expiration":"04/16/2027","underlying_price":9.960000038146973,"strikes":[{"strike":9.0,"moneyness":0.9036,"type":"put","iv":0.6057,"delta":-0.308,"oi":101},{"strike":10.0,"moneyness":1.004,"type":"put","iv":0.6189,"delta":-0.3945,"oi":118},{"strike":12.0,"moneyness":1.2048,"type":"call","iv":0.5741,"delta":0.4285,"oi":106},{"strike":14.0,"moneyness":1.4056,"type":"call","iv":0.543,"delta":0.2735,"oi":107},{"strike":16.0,"moneyness":1.6064,"type":"call","iv":0.6001,"delta":0.2091,"oi":235}]},{"expiration":"06/17/2027","underlying_price":9.960000038146973,"strikes":[{"strike":20.0,"moneyness":2.008,"type":"call","iv":0.9616,"delta":0.336,"oi":309}]},{"expiration":"09/17/2027","underlying_price":9.960000038146973,"strikes":[{"strike":10.0,"moneyness":1.004,"type":"call","iv":0.589,"delta":0.6374,"oi":510},{"strike":12.0,"moneyness":1.2048,"type":"put","iv":0.6559,"delta":-0.4627,"oi":112},{"strike":15.0,"moneyness":1.506,"type":"call","iv":0.7445,"delta":0.4433,"oi":107},{"strike":17.0,"moneyness":1.7068,"type":"call","iv":1.0767,"delta":0.5228,"oi":128}]},{"expiration":"10/16/2026","underlying_price":9.960000038146973,"strikes":[{"strike":5.0,"moneyness":0.502,"type":"call","iv":2.6528,"delta":0.9484,"oi":277},{"strike":6.0,"moneyness":0.6024,"type":"put","iv":2.3125,"delta":-0.0833,"oi":122},{"strike":7.0,"moneyness":0.7028,"type":"put","iv":1.7561,"delta":-0.1085,"oi":660},{"strike":7.0,"moneyness":0.7028,"type":"call","iv":1.538,"delta":0.9139,"oi":158},{"strike":8.0,"moneyness":0.8032,"type":"put","iv":0.7111,"delta":-0.0435,"oi":5057},{"strike":9.0,"moneyness":0.9036,"type":"call","iv":0.6916,"delta":0.8033,"oi":557},{"strike":9.0,"moneyness":0.9036,"type":"put","iv":0.5309,"delta":-0.1408,"oi":1898},{"strike":10.0,"moneyness":1.004,"type":"call","iv":0.5161,"delta":0.5092,"oi":314},{"strike":10.0,"moneyness":1.004,"type":"put","iv":0.4495,"delta":-0.4948,"oi":7982},{"strike":11.0,"moneyness":1.1044,"type":"put","iv":0.3318,"delta":-0.9371,"oi":7283},{"strike":11.0,"moneyness":1.1044,"type":"call","iv":0.5964,"delta":0.2082,"oi":2552},{"strike":12.0,"moneyness":1.2048,"type":"put","iv":0.5568,"delta":-0.956,"oi":2887},{"strike":12.0,"moneyness":1.2048,"type":"call","iv":0.6903,"delta":0.0879,"oi":7524},{"strike":13.0,"moneyness":1.3052,"type":"put","iv":0.7536,"delta":-0.9634,"oi":1533},{"strike":13.0,"moneyness":1.3052,"type":"call","iv":0.903,"delta":0.0709,"oi":6167},{"strike":14.0,"moneyness":1.4056,"type":"put","iv":0.931,"delta":-0.9672,"oi":269},{"strike":14.0,"moneyness":1.4056,"type":"call","iv":1.5296,"delta":0.1515,"oi":2991},{"strike":15.0,"moneyness":1.506,"type":"call","iv":1.1109,"delta":0.0328,"oi":1922},{"strike":16.0,"moneyness":1.6064,"type":"call","iv":1.7,"delta":0.0947,"oi":529},{"strike":17.0,"moneyness":1.7068,"type":"call","iv":1.5452,"delta":0.0463,"oi":1278},{"strike":18.0,"moneyness":1.8072,"type":"call","iv":2.634,"delta":0.1739,"oi":807},{"strike":20.0,"moneyness":2.008,"type":"call","iv":2.4926,"delta":0.1068,"oi":1049},{"strike":21.0,"moneyness":2.1084,"type":"call","iv":2.6134,"delta":0.1033,"oi":222},{"strike":22.0,"moneyness":2.2088,"type":"call","iv":2.7266,"delta":0.1003,"oi":423},{"strike":25.0,"moneyness":2.51,"type":"call","iv":2.7597,"delta":0.0663,"oi":305}]}],"greeks_heatmap":{"data":[{"strike":7.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9139,"put_delta":-0.1085,"call_gamma":0.054333,"put_gamma":0.056416,"call_theta":-0.0182,"put_theta":-0.0235,"call_vega":0.003,"put_vega":0.0035,"call_oi":158,"put_oi":660},{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8519,"put_delta":-0.0435,"call_gamma":0.097348,"put_gamma":0.069015,"call_theta":-0.0218,"put_theta":-0.0047,"call_vega":0.0043,"put_vega":0.0017,"call_oi":74,"put_oi":5057},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8033,"put_delta":-0.1408,"call_gamma":0.213219,"put_gamma":0.223895,"call_theta":-0.0147,"put_theta":-0.0084,"call_vega":0.0052,"put_vega":0.0042,"call_oi":557,"put_oi":1898},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5092,"put_delta":-0.4948,"call_gamma":0.411165,"put_gamma":0.472094,"call_theta":-0.0154,"put_theta":-0.0123,"call_vega":0.0075,"put_vega":0.0075,"call_oi":314,"put_oi":7982},{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2082,"put_delta":-0.9371,"call_gamma":0.255783,"put_gamma":0.198261,"call_theta":-0.0126,"put_theta":-0.0018,"call_vega":0.0054,"put_vega":0.0023,"call_oi":2552,"put_oi":7283},{"strike":12.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0879,"put_delta":-0.956,"call_gamma":0.123018,"put_gamma":0.088916,"call_theta":-0.0081,"put_theta":-0.0024,"call_vega":0.003,"put_vega":0.0017,"call_oi":7524,"put_oi":2887},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2351,"call_gamma":0,"put_gamma":0.18423,"call_theta":0,"put_theta":-0.005,"call_vega":0,"put_vega":0.0111,"call_oi":0,"put_oi":1173},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.4609,"call_gamma":0,"put_gamma":0.223293,"call_theta":0,"put_theta":-0.0067,"call_vega":0,"put_vega":0.0143,"call_oi":0,"put_oi":1096},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3541,"put_delta":-0.6148,"call_gamma":0.188598,"put_gamma":0.166691,"call_theta":-0.008,"put_theta":-0.0082,"call_vega":0.0134,"put_vega":0.0138,"call_oi":278,"put_oi":385},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2148,"put_delta":-0.7324,"call_gamma":0.144581,"put_gamma":0.135649,"call_theta":-0.0064,"put_theta":-0.0072,"call_vega":0.0105,"put_vega":0.0119,"call_oi":723,"put_oi":535}],"strikes":[7.0,8.0,9.0,10.0,11.0,12.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-6.55,"put_25d_iv":53.09,"call_25d_iv":59.64,"put_25d_strike":9.0,"call_25d_strike":11.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-68.42,"put_25d_iv":46.19,"call_25d_iv":114.61,"put_25d_strike":9.0,"call_25d_strike":14.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-3.75,"put_25d_iv":51.1,"call_25d_iv":54.85,"put_25d_strike":9.0,"call_25d_strike":13.0,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":3.01,"put_25d_iv":62.0,"call_25d_iv":58.99,"put_25d_strike":8.0,"call_25d_strike":14.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":3.5,"put_25d_iv":60.57,"call_25d_iv":57.07,"put_25d_strike":9.0,"call_25d_strike":15.0,"skew":"put_skew"},{"expiration":"09/17/2027","dte":350,"risk_reversal":-8.85,"put_25d_iv":65.59,"call_25d_iv":74.45,"put_25d_strike":12.0,"call_25d_strike":15.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":5.05,"put_25d_iv":63.76,"call_25d_iv":58.7,"put_25d_strike":7.0,"call_25d_strike":20.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":3.0,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":146,"put_oi":0},{"strike":3.5,"call_vanna":-2.0,"put_vanna":0.0,"net_vanna":-1.0,"call_oi":69,"put_oi":195},{"strike":4.0,"call_vanna":-30.0,"put_vanna":17.0,"net_vanna":-14.0,"call_oi":543,"put_oi":637},{"strike":4.5,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":112,"put_oi":0},{"strike":5.0,"call_vanna":-238.0,"put_vanna":171.0,"net_vanna":-67.0,"call_oi":3480,"put_oi":3833},{"strike":5.5,"call_vanna":-10.0,"put_vanna":33.0,"net_vanna":23.0,"call_oi":232,"put_oi":467},{"strike":6.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":122},{"strike":7.0,"call_vanna":-629.0,"put_vanna":547.0,"net_vanna":-82.0,"call_oi":6494,"put_oi":6500},{"strike":8.0,"call_vanna":-37.0,"put_vanna":349.0,"net_vanna":312.0,"call_oi":412,"put_oi":7136},{"strike":9.0,"call_vanna":-113.0,"put_vanna":204.0,"net_vanna":90.0,"call_oi":1807,"put_oi":4044},{"strike":10.0,"call_vanna":-1106.0,"put_vanna":319.0,"net_vanna":-787.0,"call_oi":21837,"put_oi":13767},{"strike":11.0,"call_vanna":196.0,"put_vanna":-165.0,"net_vanna":31.0,"call_oi":6381,"put_oi":7973},{"strike":12.0,"call_vanna":726.0,"put_vanna":-131.0,"net_vanna":594.0,"call_oi":25077,"put_oi":8261},{"strike":13.0,"call_vanna":426.0,"put_vanna":-57.0,"net_vanna":369.0,"call_oi":9595,"put_oi":2005},{"strike":14.0,"call_vanna":1207.0,"put_vanna":-28.0,"net_vanna":1179.0,"call_oi":15503,"put_oi":522},{"strike":15.0,"call_vanna":1828.0,"put_vanna":-160.0,"net_vanna":1667.0,"call_oi":23532,"put_oi":2711},{"strike":16.0,"call_vanna":183.0,"put_vanna":0,"net_vanna":183.0,"call_oi":2335,"put_oi":0},{"strike":17.0,"call_vanna":561.0,"put_vanna":-26.0,"net_vanna":535.0,"call_oi":7283,"put_oi":314},{"strike":18.0,"call_vanna":108.0,"put_vanna":0,"net_vanna":108.0,"call_oi":1732,"put_oi":0},{"strike":19.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":123,"put_oi":0},{"strike":20.0,"call_vanna":1847.0,"put_vanna":-24.0,"net_vanna":1823.0,"call_oi":22172,"put_oi":207},{"strike":21.0,"call_vanna":-21.0,"put_vanna":0,"net_vanna":-21.0,"call_oi":542,"put_oi":0},{"strike":22.0,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":423,"put_oi":0},{"strike":25.0,"call_vanna":571.0,"put_vanna":0,"net_vanna":571.0,"call_oi":6113,"put_oi":0},{"strike":30.0,"call_vanna":411.0,"put_vanna":0,"net_vanna":411.0,"call_oi":3974,"put_oi":0},{"strike":35.0,"call_vanna":559.0,"put_vanna":0,"net_vanna":559.0,"call_oi":5905,"put_oi":0}],"net_vanna":7497.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-14231.0,"put_charm":370.0,"net_charm":-13861.0,"call_oi":277,"put_oi":81},{"strike":6.0,"call_charm":0,"put_charm":676.0,"net_charm":676.0,"call_oi":0,"put_oi":122},{"strike":7.0,"call_charm":-6839.0,"put_charm":4387.0,"net_charm":-2451.0,"call_oi":158,"put_oi":660},{"strike":8.0,"call_charm":-3591.0,"put_charm":2689.0,"net_charm":-902.0,"call_oi":74,"put_oi":5057},{"strike":9.0,"call_charm":-17101.0,"put_charm":6892.0,"net_charm":-10210.0,"call_oi":557,"put_oi":3071},{"strike":10.0,"call_charm":-6431.0,"put_charm":129699.0,"net_charm":123269.0,"call_oi":314,"put_oi":9078},{"strike":11.0,"call_charm":-18029.0,"put_charm":32740.0,"net_charm":14710.0,"call_oi":2830,"put_oi":7668},{"strike":12.0,"call_charm":-14645.0,"put_charm":19372.0,"net_charm":4728.0,"call_oi":8247,"put_oi":3422},{"strike":13.0,"call_charm":-10281.0,"put_charm":11525.0,"net_charm":1244.0,"call_oi":6335,"put_oi":1697},{"strike":14.0,"call_charm":-31080.0,"put_charm":2264.0,"net_charm":-28816.0,"call_oi":3068,"put_oi":269},{"strike":15.0,"call_charm":-1320.0,"put_charm":738.0,"net_charm":-582.0,"call_oi":2003,"put_oi":78},{"strike":16.0,"call_charm":-2719.0,"put_charm":0,"net_charm":-2719.0,"call_oi":529,"put_oi":0},{"strike":17.0,"call_charm":-1675.0,"put_charm":0,"net_charm":-1675.0,"call_oi":1278,"put_oi":0},{"strike":18.0,"call_charm":-17945.0,"put_charm":0,"net_charm":-17945.0,"call_oi":807,"put_oi":0},{"strike":20.0,"call_charm":-9722.0,"put_charm":0,"net_charm":-9722.0,"call_oi":1049,"put_oi":0},{"strike":21.0,"call_charm":-2037.0,"put_charm":0,"net_charm":-2037.0,"call_oi":222,"put_oi":0},{"strike":22.0,"call_charm":-3846.0,"put_charm":0,"net_charm":-3846.0,"call_oi":423,"put_oi":0},{"strike":25.0,"call_charm":-1359.0,"put_charm":0,"net_charm":-1359.0,"call_oi":305,"put_oi":0},{"strike":30.0,"call_charm":-1032.0,"put_charm":0,"net_charm":-1032.0,"call_oi":119,"put_oi":0}],"net_charm":47468.0,"weekend_delta_shift":142405.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":371313.0,"put_delta":-1593066.0,"net_delta":-1221752.0,"call_oi":27393,"put_oi":27860,"total_oi":55253,"total_volume":321,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":37511.0,"put_delta":-155815.0,"net_delta":-118303.0,"call_oi":1404,"put_oi":3403,"total_oi":4807,"total_volume":221,"bias":"bearish"},{"expiration":"01/15/2027","dte":105,"call_delta":3152665.0,"put_delta":-612218.0,"net_delta":2540447.0,"call_oi":96391,"put_oi":19379,"total_oi":115770,"total_volume":362,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":136349.0,"put_delta":-91386.0,"net_delta":44963.0,"call_oi":3251,"put_oi":2434,"total_oi":5685,"total_volume":19,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":20756.0,"put_delta":-13582.0,"net_delta":7173.0,"call_oi":675,"put_oi":318,"total_oi":993,"total_volume":4,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":16908.0,"put_delta":-1883.0,"net_delta":15025.0,"call_oi":439,"put_oi":47,"total_oi":486,"total_volume":0,"bias":"neutral"},{"expiration":"09/17/2027","dte":350,"call_delta":50200.0,"put_delta":-6652.0,"net_delta":43548.0,"call_oi":832,"put_oi":162,"total_oi":994,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":3802.0,"put_delta":-2530.0,"net_delta":1271.0,"call_oi":85,"put_oi":82,"total_oi":167,"total_volume":62,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":1431192.0,"put_delta":-195453.0,"net_delta":1235740.0,"call_oi":35813,"put_oi":5047,"total_oi":40860,"total_volume":314,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":7714.0,"put_delta":-10159.0,"net_delta":-2445.0,"call_oi":114,"put_oi":427,"total_oi":541,"total_volume":16,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":10.0,"straddle_price":0.72,"straddle_pct":7.28,"implied_move":7.28,"avg_iv":48.3},{"expiration":"11/20/2026","dte":49,"strike":10.0,"straddle_price":1.5,"straddle_pct":15.06,"implied_move":15.06,"avg_iv":52.2},{"expiration":"01/15/2027","dte":105,"strike":10.0,"straddle_price":2.3,"straddle_pct":23.09,"implied_move":23.09,"avg_iv":54.6},{"expiration":"03/19/2027","dte":168,"strike":10.0,"straddle_price":3.13,"straddle_pct":31.38,"implied_move":31.38,"avg_iv":58.9},{"expiration":"04/16/2027","dte":196,"strike":10.0,"straddle_price":3.3,"straddle_pct":33.13,"implied_move":33.13,"avg_iv":57.7},{"expiration":"06/17/2027","dte":258,"strike":10.0,"straddle_price":3.82,"straddle_pct":38.4,"implied_move":38.4,"avg_iv":58.6},{"expiration":"01/21/2028","dte":476,"strike":10.0,"straddle_price":5.12,"straddle_pct":51.46,"implied_move":51.46,"avg_iv":58.9}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":1101,"total_oi":1126,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":19,"total_oi":54,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":265,"put_oi":323,"total_oi":588,"bias":"neutral"},{"strike":3.5,"call_volume":30,"put_volume":0,"total_volume":30,"call_oi":69,"put_oi":195,"total_oi":264,"bias":"bullish"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":543,"put_oi":665,"total_oi":1208,"bias":"neutral"},{"strike":4.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":112,"put_oi":31,"total_oi":143,"bias":"neutral"},{"strike":5.0,"call_volume":3,"put_volume":20,"total_volume":23,"call_oi":3490,"put_oi":3835,"total_oi":7325,"bias":"bearish"},{"strike":5.5,"call_volume":0,"put_volume":50,"total_volume":50,"call_oi":232,"put_oi":467,"total_oi":699,"bias":"bearish"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":135,"total_oi":168,"bias":"neutral"},{"strike":7.0,"call_volume":5,"put_volume":1,"total_volume":6,"call_oi":6501,"put_oi":6502,"total_oi":13003,"bias":"bullish"},{"strike":8.0,"call_volume":48,"put_volume":14,"total_volume":62,"call_oi":446,"put_oi":7280,"total_oi":7726,"bias":"bullish"},{"strike":9.0,"call_volume":13,"put_volume":34,"total_volume":47,"call_oi":1819,"put_oi":4084,"total_oi":5903,"bias":"bearish"},{"strike":10.0,"call_volume":156,"put_volume":141,"total_volume":297,"call_oi":21957,"put_oi":13797,"total_oi":35754,"bias":"neutral"},{"strike":11.0,"call_volume":136,"put_volume":140,"total_volume":276,"call_oi":6384,"put_oi":7976,"total_oi":14360,"bias":"neutral"},{"strike":12.0,"call_volume":120,"put_volume":5,"total_volume":125,"call_oi":25160,"put_oi":8303,"total_oi":33463,"bias":"bullish"},{"strike":13.0,"call_volume":60,"put_volume":3,"total_volume":63,"call_oi":9595,"put_oi":2006,"total_oi":11601,"bias":"bullish"},{"strike":14.0,"call_volume":49,"put_volume":0,"total_volume":49,"call_oi":15503,"put_oi":540,"total_oi":16043,"bias":"bullish"},{"strike":15.0,"call_volume":88,"put_volume":0,"total_volume":88,"call_oi":23534,"put_oi":2731,"total_oi":26265,"bias":"bullish"},{"strike":16.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":2378,"put_oi":17,"total_oi":2395,"bias":"bullish"},{"strike":17.0,"call_volume":28,"put_volume":0,"total_volume":28,"call_oi":7300,"put_oi":328,"total_oi":7628,"bias":"bullish"},{"strike":18.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":1737,"put_oi":9,"total_oi":1746,"bias":"bullish"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":151,"put_oi":1,"total_oi":152,"bias":"neutral"},{"strike":20.0,"call_volume":45,"put_volume":0,"total_volume":45,"call_oi":22195,"put_oi":232,"total_oi":22427,"bias":"bullish"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":542,"put_oi":0,"total_oi":542,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":423,"put_oi":0,"total_oi":423,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":0,"total_oi":35,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":0,"total_oi":41,"bias":"neutral"},{"strike":25.0,"call_volume":72,"put_volume":0,"total_volume":72,"call_oi":6126,"put_oi":7,"total_oi":6133,"bias":"bullish"},{"strike":30.0,"call_volume":40,"put_volume":0,"total_volume":40,"call_oi":3974,"put_oi":0,"total_oi":3974,"bias":"bullish"},{"strike":35.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":5905,"put_oi":0,"total_oi":5905,"bias":"bullish"}],"underlying_price":9.960000038146973,"peak_call_strike":10.0,"peak_put_strike":10.0,"total_call_volume":911,"total_put_volume":408,"volume_pc_ratio":0.448},"iv_contours":{"x":[0.7,0.8,0.9,1.0,1.1,1.21],"y":[14,49,105,168],"z":[[164.71,98.72,61.12,48.28,46.41,62.36],[null,52.71,46.19,52.17,59.05,61.56],[77.21,63.05,51.28,54.62,54.14,54.94],[65.22,62.0,82.73,58.94,52.07,58.46]],"levels":[46.2,58.0,69.9,81.7,93.6,105.5,117.3,129.2,141.0,152.9,164.7],"min_iv":46.2,"max_iv":164.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":115.93},{"date":"2026-09-15","iv":120.56},{"date":"2026-09-16","iv":111.9},{"date":"2026-09-17","iv":91.82},{"date":"2026-09-18","iv":79.6},{"date":"2026-09-21","iv":87.48},{"date":"2026-09-22","iv":84.4},{"date":"2026-09-23","iv":98.1},{"date":"2026-09-24","iv":100.8},{"date":"2026-09-25","iv":103.9},{"date":"2026-09-28","iv":87.3},{"date":"2026-09-29","iv":88.4},{"date":"2026-09-30","iv":101.1},{"date":"2026-10-01","iv":107.2},{"date":"2026-10-02","iv":98.0}]}}