{"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":"SHLD","summary":{"name":"SHLD","price":60.23,"total_oi":7920,"call_oi":5335,"put_oi":2585,"pc_ratio":0.485,"net_gex":-120755.7,"avg_iv":35.2,"iv_rank":20.0,"iv_52w_high":62.88,"iv_52w_low":28.3,"gamma_flip":45.09,"max_pain":64.0},"features":{"symbol":"SHLD","price":60.23,"total_oi":7920,"analysis_coverage":1.0,"avg_iv_pct":35.2,"iv_rank":20.0,"iv_52w_high_pct":62.88,"iv_52w_low_pct":28.3,"front_dte":14,"front_atm_iv_pct":23.4366,"back_atm_iv_pct":23.3899,"term_premium_pp":0.0467,"expected_move_front_pct":4.59,"straddle_front_pct":2.82,"straddle_30d_pct":2.82,"risk_reversal_front_pp":-77.21,"risk_reversal_30d_pp":-77.21,"butterfly_front_pp":6.98,"butterfly_30d_pp":6.98,"put_call_oi_ratio":0.485,"put_call_oi_front_ratio":1.006,"put_call_volume_front_ratio":0.312,"option_volume":197,"volume_oi_ratio":0.024874,"net_delta_normalized":-0.024397,"dealer_delta_normalized":0.024289,"gex_per_100k_oi":-1524693.181818,"vanna_per_100k_oi":4318.181818,"charm_per_100k_oi":269015.151515,"weekend_delta_shift_per_100k_oi":807058.080808,"iv_surface_range_pp":117.5,"gamma_flip_distance_pct":-25.136975,"max_pain_distance_pct":6.259339,"peak_call_distance_pct":7.919641,"peak_put_distance_pct":16.221152},"analyses":{"gamma_walls":[{"strike":35.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":3,"put_oi":0},{"strike":40.0,"call_gex":20.18,"put_gex":-26.7,"net_gex":-6.52,"call_oi":33,"put_oi":1},{"strike":45.0,"call_gex":677.2,"put_gex":-848.28,"net_gex":-171.08,"call_oi":22,"put_oi":22},{"strike":50.0,"call_gex":11255.92,"put_gex":-1302.9,"net_gex":9953.02,"call_oi":190,"put_oi":22},{"strike":51.0,"call_gex":71.07,"put_gex":0.0,"net_gex":71.07,"call_oi":1,"put_oi":0},{"strike":52.0,"call_gex":0.0,"put_gex":-79.71,"net_gex":-79.71,"call_oi":0,"put_oi":1},{"strike":54.0,"call_gex":0.0,"put_gex":-198.89,"net_gex":-198.89,"call_oi":0,"put_oi":2},{"strike":55.0,"call_gex":6710.62,"put_gex":-19391.56,"net_gex":-12680.94,"call_oi":61,"put_oi":148},{"strike":57.0,"call_gex":0.0,"put_gex":-416.76,"net_gex":-416.76,"call_oi":0,"put_oi":2},{"strike":58.0,"call_gex":7209.35,"put_gex":-22175.43,"net_gex":-14966.08,"call_oi":20,"put_oi":82},{"strike":59.0,"call_gex":867.86,"put_gex":-8582.69,"net_gex":-7714.83,"call_oi":6,"put_oi":24},{"strike":60.0,"call_gex":27327.75,"put_gex":-146228.53,"net_gex":-118900.79,"call_oi":144,"put_oi":390},{"strike":61.0,"call_gex":11899.64,"put_gex":-52504.87,"net_gex":-40605.23,"call_oi":55,"put_oi":135},{"strike":62.0,"call_gex":14228.53,"put_gex":-158885.71,"net_gex":-144657.18,"call_oi":62,"put_oi":600},{"strike":63.0,"call_gex":32455.85,"put_gex":-52966.61,"net_gex":-20510.76,"call_oi":126,"put_oi":230},{"strike":64.0,"call_gex":22626.34,"put_gex":-34618.04,"net_gex":-11991.7,"call_oi":102,"put_oi":173},{"strike":65.0,"call_gex":72669.83,"put_gex":-33357.72,"net_gex":39312.11,"call_oi":487,"put_oi":183},{"strike":66.0,"call_gex":30084.28,"put_gex":-17018.58,"net_gex":13065.7,"call_oi":200,"put_oi":108},{"strike":67.0,"call_gex":15238.0,"put_gex":-3577.58,"net_gex":11660.42,"call_oi":120,"put_oi":24},{"strike":68.0,"call_gex":21664.35,"put_gex":-10208.99,"net_gex":11455.36,"call_oi":170,"put_oi":75},{"strike":69.0,"call_gex":7982.96,"put_gex":-25654.45,"net_gex":-17671.48,"call_oi":70,"put_oi":218},{"strike":70.0,"call_gex":58303.12,"put_gex":-14309.12,"net_gex":43994.0,"call_oi":552,"put_oi":132},{"strike":71.0,"call_gex":7425.36,"put_gex":-1005.6,"net_gex":6419.75,"call_oi":80,"put_oi":10},{"strike":72.0,"call_gex":10568.31,"put_gex":0.0,"net_gex":10568.31,"call_oi":124,"put_oi":0},{"strike":73.0,"call_gex":5585.46,"put_gex":0.0,"net_gex":5585.46,"call_oi":63,"put_oi":0},{"strike":74.0,"call_gex":2688.35,"put_gex":0.0,"net_gex":2688.35,"call_oi":36,"put_oi":0},{"strike":75.0,"call_gex":24027.67,"put_gex":-211.6,"net_gex":23816.07,"call_oi":326,"put_oi":3},{"strike":76.0,"call_gex":2510.79,"put_gex":0.0,"net_gex":2510.79,"call_oi":37,"put_oi":0},{"strike":77.0,"call_gex":869.3,"put_gex":0.0,"net_gex":869.3,"call_oi":13,"put_oi":0},{"strike":78.0,"call_gex":692.22,"put_gex":0.0,"net_gex":692.22,"call_oi":11,"put_oi":0},{"strike":79.0,"call_gex":617.39,"put_gex":0.0,"net_gex":617.39,"call_oi":10,"put_oi":0},{"strike":80.0,"call_gex":16827.78,"put_gex":0.0,"net_gex":16827.78,"call_oi":300,"put_oi":0},{"strike":81.0,"call_gex":56.52,"put_gex":0.0,"net_gex":56.52,"call_oi":1,"put_oi":0},{"strike":82.0,"call_gex":602.33,"put_gex":0.0,"net_gex":602.33,"call_oi":11,"put_oi":0},{"strike":83.0,"call_gex":53.12,"put_gex":0.0,"net_gex":53.12,"call_oi":1,"put_oi":0},{"strike":84.0,"call_gex":103.5,"put_gex":0.0,"net_gex":103.5,"call_oi":2,"put_oi":0},{"strike":85.0,"call_gex":778.4,"put_gex":0.0,"net_gex":778.4,"call_oi":15,"put_oi":0},{"strike":86.0,"call_gex":97.66,"put_gex":0.0,"net_gex":97.66,"call_oi":2,"put_oi":0},{"strike":90.0,"call_gex":25650.7,"put_gex":0.0,"net_gex":25650.7,"call_oi":529,"put_oi":0},{"strike":95.0,"call_gex":3099.1,"put_gex":0.0,"net_gex":3099.1,"call_oi":74,"put_oi":0},{"strike":100.0,"call_gex":37978.91,"put_gex":0.0,"net_gex":37978.91,"call_oi":1215,"put_oi":0},{"strike":105.0,"call_gex":1288.92,"put_gex":0.0,"net_gex":1288.92,"call_oi":61,"put_oi":0}],"pain_by_strike":[{"strike":35.0,"call_value":0,"put_value":71586.0,"total_value":71586.0},{"strike":40.0,"call_value":15.0,"put_value":58661.0,"total_value":58676.0},{"strike":45.0,"call_value":195.0,"put_value":45741.0,"total_value":45936.0},{"strike":50.0,"call_value":485.0,"put_value":32931.0,"total_value":33416.0},{"strike":51.0,"call_value":733.0,"put_value":30391.0,"total_value":31124.0},{"strike":52.0,"call_value":982.0,"put_value":27851.0,"total_value":28833.0},{"strike":54.0,"call_value":1480.0,"put_value":22773.0,"total_value":24253.0},{"strike":55.0,"call_value":1729.0,"put_value":20236.0,"total_value":21965.0},{"strike":57.0,"call_value":2349.0,"put_value":15458.0,"total_value":17807.0},{"strike":58.0,"call_value":2659.0,"put_value":13071.0,"total_value":15730.0},{"strike":59.0,"call_value":2989.0,"put_value":10766.0,"total_value":13755.0},{"strike":60.0,"call_value":3325.0,"put_value":8485.0,"total_value":11810.0},{"strike":61.0,"call_value":3805.0,"put_value":6594.0,"total_value":10399.0},{"strike":62.0,"call_value":4340.0,"put_value":4838.0,"total_value":9178.0},{"strike":63.0,"call_value":4937.0,"put_value":3682.0,"total_value":8619.0},{"strike":64.0,"call_value":5660.0,"put_value":2756.0,"total_value":8416.0},{"strike":65.0,"call_value":6485.0,"put_value":2003.0,"total_value":8488.0},{"strike":66.0,"call_value":7797.0,"put_value":1433.0,"total_value":9230.0},{"strike":67.0,"call_value":9309.0,"put_value":971.0,"total_value":10280.0},{"strike":68.0,"call_value":10941.0,"put_value":533.0,"total_value":11474.0},{"strike":69.0,"call_value":12743.0,"put_value":170.0,"total_value":12913.0},{"strike":70.0,"call_value":14615.0,"put_value":25.0,"total_value":14640.0},{"strike":71.0,"call_value":17039.0,"put_value":12.0,"total_value":17051.0},{"strike":72.0,"call_value":19543.0,"put_value":9.0,"total_value":19552.0},{"strike":73.0,"call_value":22171.0,"put_value":6.0,"total_value":22177.0},{"strike":74.0,"call_value":24862.0,"put_value":3.0,"total_value":24865.0},{"strike":75.0,"call_value":27589.0,"put_value":0.0,"total_value":27589.0},{"strike":76.0,"call_value":30642.0,"put_value":0.0,"total_value":30642.0},{"strike":77.0,"call_value":33732.0,"put_value":0.0,"total_value":33732.0},{"strike":78.0,"call_value":36835.0,"put_value":0.0,"total_value":36835.0},{"strike":79.0,"call_value":39949.0,"put_value":0.0,"total_value":39949.0},{"strike":80.0,"call_value":43073.0,"put_value":0.0,"total_value":43073.0},{"strike":81.0,"call_value":46497.0,"put_value":0.0,"total_value":46497.0},{"strike":82.0,"call_value":49922.0,"put_value":0.0,"total_value":49922.0},{"strike":83.0,"call_value":53358.0,"put_value":0.0,"total_value":53358.0},{"strike":84.0,"call_value":56795.0,"put_value":0.0,"total_value":56795.0},{"strike":85.0,"call_value":60234.0,"put_value":0.0,"total_value":60234.0},{"strike":86.0,"call_value":63688.0,"put_value":0.0,"total_value":63688.0},{"strike":90.0,"call_value":77512.0,"put_value":0.0,"total_value":77512.0},{"strike":95.0,"call_value":97437.0,"put_value":0.0,"total_value":97437.0},{"strike":100.0,"call_value":117732.0,"put_value":0.0,"total_value":117732.0},{"strike":105.0,"call_value":144102.0,"put_value":0,"total_value":144102.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"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":40.0,"strike":46.67},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":25.5,"strike":55.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":23.4,"strike":58.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":23.2,"strike":57.5},{"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":22.5,"strike":60.2},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":23.6,"strike":60.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":24.4,"strike":60.33},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":27.1,"strike":63.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":23.2,"strike":63.2},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":24.3,"strike":63.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":32.9,"strike":65.8},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":24.3,"strike":65.75},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":24.1,"strike":66.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":105.2,"strike":72.2},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":47.3,"strike":69.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":51.7,"strike":78.29}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":17,"total_oi":1085},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":14,"total_oi":158},{"expiration":"12/18/2026","dte":77,"iv":0.543,"contract_count":14,"total_oi":721},{"expiration":"01/15/2027","dte":105,"iv":0.1263,"contract_count":16,"total_oi":510},{"expiration":"03/19/2027","dte":168,"iv":0.0836,"contract_count":19,"total_oi":217},{"expiration":"01/21/2028","dte":476,"iv":0.0476,"contract_count":16,"total_oi":647}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.59,"expected_move_2std":9.18,"contract_count":11},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.57,"expected_move_2std":17.14,"contract_count":8},{"expiration":"12/18/2026","dte":77,"expected_move_1std":11.24,"expected_move_2std":22.48,"contract_count":6},{"expiration":"01/15/2027","dte":105,"expected_move_1std":12.82,"expected_move_2std":25.65,"contract_count":8},{"expiration":"03/19/2027","dte":168,"expected_move_1std":15.87,"expected_move_2std":31.75,"contract_count":11},{"expiration":"01/21/2028","dte":476,"expected_move_1std":26.5,"expected_move_2std":53.0,"contract_count":8}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":717,"put_oi":721,"total_oi":1438,"pc_ratio":1.006,"pc_ratio_volume":0.312,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":40,"put_oi":146,"total_oi":186,"pc_ratio":3.65,"pc_ratio_volume":5.667,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":1313,"put_oi":711,"total_oi":2024,"pc_ratio":0.542,"pc_ratio_volume":1.857,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":595,"put_oi":368,"total_oi":963,"pc_ratio":0.618,"pc_ratio_volume":2.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":469,"put_oi":248,"total_oi":717,"pc_ratio":0.529,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":2201,"put_oi":391,"total_oi":2592,"pc_ratio":0.178,"pc_ratio_volume":0.429,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":40.0,"call_delta_oi":96.0,"put_delta_oi":-10.0,"dealer_delta":-86.0,"call_oi":1,"put_oi":1},{"strike":45.0,"call_delta_oi":2086.0,"put_delta_oi":-220.0,"dealer_delta":-1866.0,"call_oi":22,"put_oi":22},{"strike":50.0,"call_delta_oi":16735.0,"put_delta_oi":-252.0,"dealer_delta":-16482.0,"call_oi":190,"put_oi":22},{"strike":51.0,"call_delta_oi":86.0,"put_delta_oi":0,"dealer_delta":-86.0,"call_oi":1,"put_oi":0},{"strike":52.0,"call_delta_oi":0,"put_delta_oi":-16.0,"dealer_delta":16.0,"call_oi":0,"put_oi":1},{"strike":54.0,"call_delta_oi":0,"put_delta_oi":-40.0,"dealer_delta":40.0,"call_oi":0,"put_oi":2},{"strike":55.0,"call_delta_oi":4733.0,"put_delta_oi":-2775.0,"dealer_delta":-1959.0,"call_oi":61,"put_oi":148},{"strike":57.0,"call_delta_oi":0,"put_delta_oi":-46.0,"dealer_delta":46.0,"call_oi":0,"put_oi":2},{"strike":58.0,"call_delta_oi":1644.0,"put_delta_oi":-2023.0,"dealer_delta":379.0,"call_oi":20,"put_oi":82},{"strike":59.0,"call_delta_oi":378.0,"put_delta_oi":-799.0,"dealer_delta":420.0,"call_oi":6,"put_oi":24},{"strike":60.0,"call_delta_oi":8655.0,"put_delta_oi":-16671.0,"dealer_delta":8016.0,"call_oi":144,"put_oi":390},{"strike":61.0,"call_delta_oi":2867.0,"put_delta_oi":-7350.0,"dealer_delta":4482.0,"call_oi":55,"put_oi":135},{"strike":62.0,"call_delta_oi":2776.0,"put_delta_oi":-33813.0,"dealer_delta":31037.0,"call_oi":62,"put_oi":600},{"strike":63.0,"call_delta_oi":3943.0,"put_delta_oi":-14783.0,"dealer_delta":10840.0,"call_oi":126,"put_oi":230},{"strike":64.0,"call_delta_oi":2696.0,"put_delta_oi":-12048.0,"dealer_delta":9352.0,"call_oi":102,"put_oi":173},{"strike":65.0,"call_delta_oi":16503.0,"put_delta_oi":-13474.0,"dealer_delta":-3029.0,"call_oi":487,"put_oi":183},{"strike":66.0,"call_delta_oi":3882.0,"put_delta_oi":-7751.0,"dealer_delta":3869.0,"call_oi":200,"put_oi":108},{"strike":67.0,"call_delta_oi":2122.0,"put_delta_oi":-1850.0,"dealer_delta":-271.0,"call_oi":120,"put_oi":24},{"strike":68.0,"call_delta_oi":2690.0,"put_delta_oi":-6016.0,"dealer_delta":3326.0,"call_oi":170,"put_oi":75},{"strike":69.0,"call_delta_oi":1733.0,"put_delta_oi":-16481.0,"dealer_delta":14749.0,"call_oi":70,"put_oi":218},{"strike":70.0,"call_delta_oi":10697.0,"put_delta_oi":-10445.0,"dealer_delta":-253.0,"call_oi":552,"put_oi":132},{"strike":71.0,"call_delta_oi":1567.0,"put_delta_oi":-838.0,"dealer_delta":-729.0,"call_oi":80,"put_oi":10},{"strike":72.0,"call_delta_oi":2329.0,"put_delta_oi":0,"dealer_delta":-2329.0,"call_oi":124,"put_oi":0},{"strike":73.0,"call_delta_oi":1204.0,"put_delta_oi":0,"dealer_delta":-1204.0,"call_oi":63,"put_oi":0},{"strike":74.0,"call_delta_oi":989.0,"put_delta_oi":0,"dealer_delta":-989.0,"call_oi":36,"put_oi":0},{"strike":75.0,"call_delta_oi":7525.0,"put_delta_oi":-191.0,"dealer_delta":-7334.0,"call_oi":326,"put_oi":3},{"strike":76.0,"call_delta_oi":991.0,"put_delta_oi":0,"dealer_delta":-991.0,"call_oi":37,"put_oi":0},{"strike":77.0,"call_delta_oi":313.0,"put_delta_oi":0,"dealer_delta":-313.0,"call_oi":13,"put_oi":0},{"strike":78.0,"call_delta_oi":281.0,"put_delta_oi":0,"dealer_delta":-281.0,"call_oi":11,"put_oi":0},{"strike":79.0,"call_delta_oi":231.0,"put_delta_oi":0,"dealer_delta":-231.0,"call_oi":10,"put_oi":0},{"strike":80.0,"call_delta_oi":6388.0,"put_delta_oi":0,"dealer_delta":-6388.0,"call_oi":300,"put_oi":0},{"strike":81.0,"call_delta_oi":24.0,"put_delta_oi":0,"dealer_delta":-24.0,"call_oi":1,"put_oi":0},{"strike":82.0,"call_delta_oi":265.0,"put_delta_oi":0,"dealer_delta":-265.0,"call_oi":11,"put_oi":0},{"strike":83.0,"call_delta_oi":24.0,"put_delta_oi":0,"dealer_delta":-24.0,"call_oi":1,"put_oi":0},{"strike":84.0,"call_delta_oi":46.0,"put_delta_oi":0,"dealer_delta":-46.0,"call_oi":2,"put_oi":0},{"strike":85.0,"call_delta_oi":315.0,"put_delta_oi":0,"dealer_delta":-315.0,"call_oi":15,"put_oi":0},{"strike":86.0,"call_delta_oi":46.0,"put_delta_oi":0,"dealer_delta":-46.0,"call_oi":2,"put_oi":0},{"strike":90.0,"call_delta_oi":9758.0,"put_delta_oi":0,"dealer_delta":-9758.0,"call_oi":529,"put_oi":0},{"strike":95.0,"call_delta_oi":1566.0,"put_delta_oi":0,"dealer_delta":-1566.0,"call_oi":74,"put_oi":0},{"strike":100.0,"call_delta_oi":10145.0,"put_delta_oi":0,"dealer_delta":-10145.0,"call_oi":1215,"put_oi":0},{"strike":105.0,"call_delta_oi":325.0,"put_delta_oi":0,"dealer_delta":-325.0,"call_oi":61,"put_oi":0}],"net_dealer_delta":19237.0,"total_call_delta":128655.0,"total_put_delta":-147893.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":60.22999954223633,"strikes":[{"strike":65.0,"moneyness":1.0792,"type":"call","iv":0.2206,"delta":0.3137,"oi":157}]},{"expiration":"01/21/2028","underlying_price":60.22999954223633,"strikes":[{"strike":62.0,"moneyness":1.0294,"type":"put","iv":0.2393,"delta":-0.4079,"oi":290},{"strike":65.0,"moneyness":1.0792,"type":"call","iv":0.2323,"delta":0.5214,"oi":172},{"strike":90.0,"moneyness":1.4943,"type":"call","iv":0.2825,"delta":0.1804,"oi":462},{"strike":100.0,"moneyness":1.6603,"type":"call","iv":0.2583,"delta":0.083,"oi":1203}]},{"expiration":"03/19/2027","underlying_price":60.22999954223633,"strikes":[{"strike":69.0,"moneyness":1.1456,"type":"put","iv":0.2675,"delta":-0.71,"oi":121},{"strike":70.0,"moneyness":1.1622,"type":"call","iv":0.2429,"delta":0.2375,"oi":181}]},{"expiration":"10/16/2026","underlying_price":60.22999954223633,"strikes":[{"strike":60.0,"moneyness":0.9962,"type":"put","iv":0.1713,"delta":-0.4281,"oi":120},{"strike":62.0,"moneyness":1.0294,"type":"put","iv":0.23,"delta":-0.7293,"oi":276},{"strike":65.0,"moneyness":1.0792,"type":"call","iv":0.2977,"delta":0.0965,"oi":107},{"strike":70.0,"moneyness":1.1622,"type":"call","iv":0.9434,"delta":0.2276,"oi":124}]},{"expiration":"12/18/2026","underlying_price":60.22999954223633,"strikes":[{"strike":60.0,"moneyness":0.9962,"type":"put","iv":0.2329,"delta":-0.4316,"oi":156},{"strike":70.0,"moneyness":1.1622,"type":"call","iv":0.2395,"delta":0.1075,"oi":182},{"strike":75.0,"moneyness":1.2452,"type":"call","iv":0.6206,"delta":0.2737,"oi":147},{"strike":80.0,"moneyness":1.3282,"type":"call","iv":0.716,"delta":0.2488,"oi":211}]}],"greeks_heatmap":{"data":[{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.4281,"call_gamma":0,"put_gamma":0.201509,"call_theta":0,"put_theta":-0.0263,"call_vega":0,"put_vega":0.0446,"call_oi":0,"put_oi":120},{"strike":61.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.5904,"call_gamma":0,"put_gamma":0.144709,"call_theta":0,"put_theta":-0.0358,"call_vega":0,"put_vega":0.0442,"call_oi":0,"put_oi":71},{"strike":62.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.7293,"call_gamma":0,"put_gamma":0.126649,"call_theta":0,"put_theta":-0.0279,"call_vega":0,"put_vega":0.0376,"call_oi":0,"put_oi":276},{"strike":63.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1742,"put_delta":-0.817,"call_gamma":0.094317,"put_gamma":0.093956,"call_theta":-0.0281,"put_theta":-0.0227,"call_vega":0.0292,"put_vega":0.0301,"call_oi":58,"put_oi":70},{"strike":64.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1845,"put_delta":-0.8428,"call_gamma":0.069518,"put_gamma":0.069792,"call_theta":-0.0405,"put_theta":-0.0255,"call_vega":0.0303,"put_vega":0.0273,"call_oi":60,"put_oi":62},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0965,"put_delta":-0.8469,"call_gamma":0.050536,"put_gamma":0.055604,"call_theta":-0.0229,"put_theta":-0.0321,"call_vega":0.0194,"put_vega":0.0269,"call_oi":107,"put_oi":64},{"strike":66.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0661,"put_delta":0,"call_gamma":0.036393,"put_gamma":0,"call_theta":-0.0179,"put_theta":0,"call_vega":0.0146,"put_vega":0,"call_oi":78,"put_oi":0},{"strike":67.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0599,"put_delta":0,"call_gamma":0.029872,"put_gamma":0,"call_theta":-0.0186,"put_theta":0,"call_vega":0.0135,"put_vega":0,"call_oi":53,"put_oi":0},{"strike":70.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2276,"put_delta":0,"call_gamma":0.028149,"put_gamma":0,"call_theta":-0.1259,"put_theta":0,"call_vega":0.0343,"put_vega":0,"call_oi":124,"put_oi":0},{"strike":50.0,"dte":77,"expiration":"12/18/2026","call_delta":0.902,"put_delta":0,"call_gamma":0.017856,"put_gamma":0,"call_theta":-0.0161,"put_theta":0,"call_vega":0.0475,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":55.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1774,"call_gamma":0,"put_gamma":0.037584,"call_theta":0,"put_theta":-0.0105,"call_vega":0,"put_vega":0.0715,"call_oi":0,"put_oi":81},{"strike":60.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4316,"call_gamma":0,"put_gamma":0.061407,"call_theta":0,"put_theta":-0.0133,"call_vega":0,"put_vega":0.108,"call_oi":0,"put_oi":156},{"strike":63.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.6147,"call_gamma":0,"put_gamma":0.06048,"call_theta":0,"put_theta":-0.0111,"call_vega":0,"put_vega":0.1051,"call_oi":0,"put_oi":57},{"strike":64.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.644,"call_gamma":0,"put_gamma":0.05124,"call_theta":0,"put_theta":-0.0128,"call_vega":0,"put_vega":0.1024,"call_oi":0,"put_oi":80},{"strike":65.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.7093,"call_gamma":0,"put_gamma":0.051251,"call_theta":0,"put_theta":-0.0095,"call_vega":0,"put_vega":0.0942,"call_oi":0,"put_oi":83},{"strike":66.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2428,"put_delta":-0.7388,"call_gamma":0.047285,"put_gamma":0.045651,"call_theta":-0.0152,"put_theta":-0.0093,"call_vega":0.086,"put_vega":0.0894,"call_oi":59,"put_oi":60},{"strike":68.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1844,"put_delta":0,"call_gamma":0.037647,"put_gamma":0,"call_theta":-0.0136,"put_theta":0,"call_vega":0.0732,"put_vega":0,"call_oi":81,"put_oi":0},{"strike":69.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.8242,"call_gamma":0,"put_gamma":0.033616,"call_theta":0,"put_theta":-0.0063,"call_vega":0,"put_vega":0.071,"call_oi":0,"put_oi":59},{"strike":70.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1075,"put_delta":0,"call_gamma":0.028099,"put_gamma":0,"call_theta":-0.0087,"put_theta":0,"call_vega":0.0508,"put_vega":0,"call_oi":182,"put_oi":0},{"strike":72.0,"dte":77,"expiration":"12/18/2026","call_delta":0.106,"put_delta":0,"call_gamma":0.023523,"put_gamma":0,"call_theta":-0.0101,"put_theta":0,"call_vega":0.0503,"put_vega":0,"call_oi":58,"put_oi":0},{"strike":75.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2737,"put_delta":0,"call_gamma":0.019518,"put_gamma":0,"call_theta":-0.039,"put_theta":0,"call_vega":0.0915,"put_vega":0,"call_oi":147,"put_oi":0}],"strikes":[50.0,55.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,72.0,75.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-77.21,"put_25d_iv":17.13,"call_25d_iv":94.34,"put_25d_strike":60.0,"call_25d_strike":70.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-46.43,"put_25d_iv":25.17,"call_25d_iv":71.6,"put_25d_strike":55.0,"call_25d_strike":80.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":1.94,"put_25d_iv":24.01,"call_25d_iv":22.06,"put_25d_strike":55.0,"call_25d_strike":65.0,"skew":"neutral"},{"expiration":"03/19/2027","dte":168,"risk_reversal":2.46,"put_25d_iv":26.75,"call_25d_iv":24.29,"put_25d_strike":69.0,"call_25d_strike":70.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":0.27,"put_25d_iv":23.93,"call_25d_iv":23.66,"put_25d_strike":62.0,"call_25d_strike":75.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":50.0,"call_vanna":-18.0,"put_vanna":0,"net_vanna":-18.0,"call_oi":134,"put_oi":0},{"strike":55.0,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":136},{"strike":60.0,"call_vanna":-7.0,"put_vanna":5.0,"net_vanna":-2.0,"call_oi":59,"put_oi":276},{"strike":61.0,"call_vanna":0,"put_vanna":-1.0,"net_vanna":-1.0,"call_oi":0,"put_oi":71},{"strike":62.0,"call_vanna":0,"put_vanna":16.0,"net_vanna":16.0,"call_oi":0,"put_oi":566},{"strike":63.0,"call_vanna":2.0,"put_vanna":-5.0,"net_vanna":-3.0,"call_oi":58,"put_oi":127},{"strike":64.0,"call_vanna":2.0,"put_vanna":-6.0,"net_vanna":-4.0,"call_oi":60,"put_oi":142},{"strike":65.0,"call_vanna":11.0,"put_vanna":-7.0,"net_vanna":3.0,"call_oi":436,"put_oi":147},{"strike":66.0,"call_vanna":6.0,"put_vanna":-4.0,"net_vanna":2.0,"call_oi":137,"put_oi":60},{"strike":67.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":53,"put_oi":0},{"strike":68.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":81,"put_oi":0},{"strike":69.0,"call_vanna":0,"put_vanna":-16.0,"net_vanna":-16.0,"call_oi":0,"put_oi":180},{"strike":70.0,"call_vanna":36.0,"put_vanna":-7.0,"net_vanna":28.0,"call_oi":487,"put_oi":82},{"strike":72.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":58,"put_oi":0},{"strike":75.0,"call_vanna":28.0,"put_vanna":0,"net_vanna":28.0,"call_oi":308,"put_oi":0},{"strike":80.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":211,"put_oi":0},{"strike":90.0,"call_vanna":93.0,"put_vanna":0,"net_vanna":93.0,"call_oi":525,"put_oi":0},{"strike":100.0,"call_vanna":175.0,"put_vanna":0,"net_vanna":175.0,"call_oi":1203,"put_oi":0},{"strike":105.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":61,"put_oi":0}],"net_vanna":342.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":60.0,"call_charm":0,"put_charm":3525.0,"net_charm":3525.0,"call_oi":0,"put_oi":120},{"strike":61.0,"call_charm":0,"put_charm":3917.0,"net_charm":3917.0,"call_oi":0,"put_oi":71},{"strike":62.0,"call_charm":0,"put_charm":14654.0,"net_charm":14654.0,"call_oi":0,"put_oi":276},{"strike":63.0,"call_charm":-741.0,"put_charm":3385.0,"net_charm":2644.0,"call_oi":58,"put_oi":70},{"strike":64.0,"call_charm":-1170.0,"put_charm":3476.0,"net_charm":2306.0,"call_oi":60,"put_oi":62},{"strike":65.0,"call_charm":-617.0,"put_charm":4539.0,"net_charm":3922.0,"call_oi":107,"put_oi":64},{"strike":66.0,"call_charm":-241.0,"put_charm":0,"net_charm":-241.0,"call_oi":78,"put_oi":0},{"strike":67.0,"call_charm":-154.0,"put_charm":0,"net_charm":-154.0,"call_oi":53,"put_oi":0},{"strike":70.0,"call_charm":-9267.0,"put_charm":0,"net_charm":-9267.0,"call_oi":124,"put_oi":0}],"net_charm":21306.0,"weekend_delta_shift":63919.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":13593.0,"put_delta":-47326.0,"net_delta":-33732.0,"call_oi":717,"put_oi":721,"total_oi":1438,"total_volume":21,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":940.0,"put_delta":-7169.0,"net_delta":-6229.0,"call_oi":40,"put_oi":146,"total_oi":186,"total_volume":20,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":33202.0,"put_delta":-41070.0,"net_delta":-7868.0,"call_oi":1313,"put_oi":711,"total_oi":2024,"total_volume":40,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":20128.0,"put_delta":-21928.0,"net_delta":-1800.0,"call_oi":595,"put_oi":368,"total_oi":963,"total_volume":75,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":16053.0,"put_delta":-14029.0,"net_delta":2024.0,"call_oi":469,"put_oi":248,"total_oi":717,"total_volume":5,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":44738.0,"put_delta":-16370.0,"net_delta":28368.0,"call_oi":2166,"put_oi":391,"total_oi":2557,"total_volume":10,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":60.0,"straddle_price":1.7,"straddle_pct":2.82,"implied_move":2.82,"avg_iv":18.6},{"expiration":"12/18/2026","dte":77,"strike":60.0,"straddle_price":5.53,"straddle_pct":9.17,"implied_move":9.17,"avg_iv":25.2},{"expiration":"01/15/2027","dte":105,"strike":60.0,"straddle_price":6.35,"straddle_pct":10.54,"implied_move":10.54,"avg_iv":24.8},{"expiration":"03/19/2027","dte":168,"strike":60.0,"straddle_price":7.75,"straddle_pct":12.87,"implied_move":12.87,"avg_iv":23.9},{"expiration":"01/21/2028","dte":476,"strike":60.0,"straddle_price":12.47,"straddle_pct":20.71,"implied_move":20.71,"avg_iv":22.9}],"volume_profile":{"profile":[{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":1,"total_oi":34,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":22,"total_oi":44,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":190,"put_oi":22,"total_oi":212,"bias":"bearish"},{"strike":51.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":52.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":55.0,"call_volume":7,"put_volume":1,"total_volume":8,"call_oi":61,"put_oi":148,"total_oi":209,"bias":"bullish"},{"strike":57.0,"call_volume":15,"put_volume":0,"total_volume":15,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"bullish"},{"strike":58.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":20,"put_oi":82,"total_oi":102,"bias":"bearish"},{"strike":59.0,"call_volume":1,"put_volume":1,"total_volume":2,"call_oi":6,"put_oi":24,"total_oi":30,"bias":"neutral"},{"strike":60.0,"call_volume":13,"put_volume":30,"total_volume":43,"call_oi":144,"put_oi":390,"total_oi":534,"bias":"bearish"},{"strike":61.0,"call_volume":16,"put_volume":1,"total_volume":17,"call_oi":55,"put_oi":135,"total_oi":190,"bias":"bullish"},{"strike":62.0,"call_volume":0,"put_volume":13,"total_volume":13,"call_oi":62,"put_oi":600,"total_oi":662,"bias":"bearish"},{"strike":63.0,"call_volume":1,"put_volume":2,"total_volume":3,"call_oi":126,"put_oi":230,"total_oi":356,"bias":"bearish"},{"strike":64.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":102,"put_oi":173,"total_oi":275,"bias":"bullish"},{"strike":65.0,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":487,"put_oi":183,"total_oi":670,"bias":"bullish"},{"strike":66.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":200,"put_oi":108,"total_oi":308,"bias":"bullish"},{"strike":67.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":120,"put_oi":24,"total_oi":144,"bias":"bullish"},{"strike":68.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":170,"put_oi":75,"total_oi":245,"bias":"bullish"},{"strike":69.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":70,"put_oi":218,"total_oi":288,"bias":"neutral"},{"strike":70.0,"call_volume":10,"put_volume":50,"total_volume":60,"call_oi":552,"put_oi":132,"total_oi":684,"bias":"bearish"},{"strike":71.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":80,"put_oi":10,"total_oi":90,"bias":"neutral"},{"strike":72.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":124,"put_oi":0,"total_oi":124,"bias":"neutral"},{"strike":73.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":0,"total_oi":63,"bias":"neutral"},{"strike":74.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":36,"put_oi":0,"total_oi":36,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":326,"put_oi":3,"total_oi":329,"bias":"neutral"},{"strike":76.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":0,"total_oi":37,"bias":"neutral"},{"strike":77.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":78.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":79.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":300,"put_oi":0,"total_oi":300,"bias":"neutral"},{"strike":81.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"bullish"},{"strike":82.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":83.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":84.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":86.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":529,"put_oi":0,"total_oi":529,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":74,"put_oi":0,"total_oi":74,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1215,"put_oi":0,"total_oi":1215,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":61,"put_oi":0,"total_oi":61,"bias":"neutral"}],"underlying_price":60.22999954223633,"peak_call_strike":65.0,"peak_put_strike":70.0,"total_call_volume":95,"total_put_volume":102,"volume_pc_ratio":1.074},"iv_contours":{"x":[0.75,0.83,0.91,0.96,0.98,1.0,1.01,1.03,1.05,1.06,1.08,1.1,1.11,1.13,1.15,1.16,1.18,1.2,1.21,1.23,1.25,1.26,1.28,1.29],"y":[14,49,77,105,168],"z":[[null,null,null,23.35,22.92,18.57,23.63,24.95,24.39,32.02,33.59,31.07,35.02,40.68,96.04,94.34,129.44,136.13,null,null,null,null,null,null],[null,null,null,22.08,null,23.29,22.91,null,23.29,null,null,null,null,null,null,64.91,null,null,null,null,null,null,null,null],[null,35.25,25.17,null,null,25.21,null,25.25,22.95,26.73,25.1,24.99,25.17,25.22,27.16,26.43,27.57,28.32,46.25,58.9,62.06,64.07,61.46,67.36],[null,29.36,25.56,null,null,24.79,23.2,23.87,23.87,20.88,22.98,23.1,21.65,23.93,25.18,25.27,null,null,null,null,31.3,null,null,null],[38.35,27.78,25.62,23.52,null,23.9,22.83,null,22.87,24.16,null,22.96,22.77,null,25.15,24.89,null,24.09,24.42,null,24.68,null,null,null]],"levels":[18.6,30.3,42.1,53.8,65.6,77.3,89.1,100.9,112.6,124.4,136.1],"min_iv":18.6,"max_iv":136.1},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":60.0,"atm_iv":20.02,"otm_strike":63.0,"otm_iv":23.97,"itm_strike":58.0,"itm_iv":23.06,"iv_butterfly":6.98,"price_butterfly":0.67,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":60.0,"atm_iv":25.18,"otm_strike":63.0,"otm_iv":22.82,"itm_strike":55.0,"itm_iv":27.11,"iv_butterfly":-0.44,"price_butterfly":1.73,"convexity":"flat"},{"expiration":"03/19/2027","dte":168,"atm_strike":60.0,"atm_iv":25.05,"otm_strike":63.0,"otm_iv":21.58,"itm_strike":55.0,"itm_iv":26.37,"iv_butterfly":-2.15,"price_butterfly":1.27,"convexity":"inverted"},{"expiration":"01/21/2028","dte":476,"atm_strike":60.0,"atm_iv":22.46,"otm_strike":65.0,"otm_iv":23.23,"itm_strike":55.0,"itm_iv":23.08,"iv_butterfly":1.39,"price_butterfly":0.95,"convexity":"moderate_convexity"}],"iv_history":[{"date":"2026-09-14","iv":55.96},{"date":"2026-09-15","iv":59.53},{"date":"2026-09-16","iv":62.88},{"date":"2026-09-17","iv":44.4},{"date":"2026-09-18","iv":42.8},{"date":"2026-09-21","iv":32.67},{"date":"2026-09-22","iv":28.3},{"date":"2026-09-23","iv":29.6},{"date":"2026-09-24","iv":31.2},{"date":"2026-09-25","iv":35.6},{"date":"2026-09-28","iv":39.4},{"date":"2026-09-29","iv":32.1},{"date":"2026-09-30","iv":33.1},{"date":"2026-10-01","iv":44.3},{"date":"2026-10-02","iv":35.2}]}}