{"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":"SHLS","summary":{"name":"SHLS","price":8.3,"total_oi":97237,"call_oi":69355,"put_oi":27882,"pc_ratio":0.402,"net_gex":337553.04,"avg_iv":155.3,"iv_rank":100.0,"iv_52w_high":155.3,"iv_52w_low":101.64,"gamma_flip":6.69,"max_pain":7.0},"features":{"symbol":"SHLS","price":8.3,"total_oi":97237,"analysis_coverage":1.0,"avg_iv_pct":155.3,"iv_rank":100.0,"iv_52w_high_pct":155.3,"iv_52w_low_pct":101.64,"front_dte":14,"front_atm_iv_pct":81.1346,"back_atm_iv_pct":83.4887,"term_premium_pp":-2.3541,"expected_move_front_pct":15.89,"straddle_front_pct":12.35,"straddle_30d_pct":12.35,"risk_reversal_front_pp":12.44,"risk_reversal_30d_pp":12.44,"butterfly_front_pp":5.48,"butterfly_30d_pp":5.48,"put_call_oi_ratio":0.402,"put_call_oi_front_ratio":0.098,"put_call_volume_front_ratio":0.099,"option_volume":861,"volume_oi_ratio":0.008855,"net_delta_normalized":0.244607,"dealer_delta_normalized":-0.244577,"gex_per_100k_oi":347144.646585,"vanna_per_100k_oi":2141.160258,"charm_per_100k_oi":-333373.098718,"weekend_delta_shift_per_100k_oi":-1000120.324568,"iv_surface_range_pp":55.8,"gamma_flip_distance_pct":-19.39759,"max_pain_distance_pct":-15.662651,"peak_call_distance_pct":20.481928,"peak_put_distance_pct":-15.662651},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.79,"put_gex":0.0,"net_gex":0.79,"call_oi":15,"put_oi":0},{"strike":2.0,"call_gex":3.94,"put_gex":0.0,"net_gex":3.94,"call_oi":9,"put_oi":1},{"strike":3.0,"call_gex":1490.71,"put_gex":-884.61,"net_gex":606.1,"call_oi":1712,"put_oi":999},{"strike":4.0,"call_gex":47.69,"put_gex":-264.78,"net_gex":-217.09,"call_oi":32,"put_oi":210},{"strike":5.0,"call_gex":7619.86,"put_gex":-35915.43,"net_gex":-28295.57,"call_oi":2906,"put_oi":16050},{"strike":6.0,"call_gex":429.58,"put_gex":-5499.58,"net_gex":-5070.0,"call_oi":117,"put_oi":1189},{"strike":7.0,"call_gex":75122.58,"put_gex":-27374.61,"net_gex":47747.97,"call_oi":12383,"put_oi":5132},{"strike":8.0,"call_gex":18480.0,"put_gex":-8365.34,"net_gex":10114.65,"call_oi":1427,"put_oi":833},{"strike":9.0,"call_gex":43683.93,"put_gex":-8949.23,"net_gex":34734.69,"call_oi":3068,"put_oi":812},{"strike":10.0,"call_gex":144254.27,"put_gex":-10607.87,"net_gex":133646.4,"call_oi":17451,"put_oi":1294},{"strike":11.0,"call_gex":40562.0,"put_gex":-5045.74,"net_gex":35516.25,"call_oi":5345,"put_oi":739},{"strike":12.0,"call_gex":51254.17,"put_gex":-651.31,"net_gex":50602.86,"call_oi":9892,"put_oi":130},{"strike":13.0,"call_gex":6084.94,"put_gex":-312.52,"net_gex":5772.42,"call_oi":1404,"put_oi":75},{"strike":14.0,"call_gex":17354.42,"put_gex":-771.42,"net_gex":16583.0,"call_oi":3547,"put_oi":174},{"strike":15.0,"call_gex":22109.93,"put_gex":-336.78,"net_gex":21773.15,"call_oi":5248,"put_oi":80},{"strike":16.0,"call_gex":8519.02,"put_gex":0.0,"net_gex":8519.02,"call_oi":2504,"put_oi":0},{"strike":17.0,"call_gex":1039.14,"put_gex":-99.73,"net_gex":939.41,"call_oi":332,"put_oi":30},{"strike":18.0,"call_gex":153.74,"put_gex":0.0,"net_gex":153.74,"call_oi":61,"put_oi":0},{"strike":19.0,"call_gex":11.82,"put_gex":0.0,"net_gex":11.82,"call_oi":4,"put_oi":0},{"strike":20.0,"call_gex":2327.88,"put_gex":-351.21,"net_gex":1976.67,"call_oi":838,"put_oi":118},{"strike":21.0,"call_gex":350.38,"put_gex":0.0,"net_gex":350.38,"call_oi":136,"put_oi":0},{"strike":22.0,"call_gex":1852.58,"put_gex":-46.3,"net_gex":1806.28,"call_oi":809,"put_oi":16},{"strike":23.0,"call_gex":171.18,"put_gex":0.0,"net_gex":171.18,"call_oi":70,"put_oi":0},{"strike":24.0,"call_gex":104.98,"put_gex":0.0,"net_gex":104.98,"call_oi":45,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":143699.0,"total_value":143699.0},{"strike":2.0,"call_value":15.0,"put_value":115817.0,"total_value":115832.0},{"strike":3.0,"call_value":39.0,"put_value":87936.0,"total_value":87975.0},{"strike":4.0,"call_value":1775.0,"put_value":61054.0,"total_value":62829.0},{"strike":5.0,"call_value":3543.0,"put_value":34382.0,"total_value":37925.0},{"strike":6.0,"call_value":8217.0,"put_value":23760.0,"total_value":31977.0},{"strike":7.0,"call_value":13008.0,"put_value":14327.0,"total_value":27335.0},{"strike":8.0,"call_value":30182.0,"put_value":10026.0,"total_value":40208.0},{"strike":9.0,"call_value":48783.0,"put_value":6558.0,"total_value":55341.0},{"strike":10.0,"call_value":70452.0,"put_value":3902.0,"total_value":74354.0},{"strike":11.0,"call_value":109572.0,"put_value":2540.0,"total_value":112112.0},{"strike":12.0,"call_value":154037.0,"put_value":1917.0,"total_value":155954.0},{"strike":13.0,"call_value":208394.0,"put_value":1424.0,"total_value":209818.0},{"strike":14.0,"call_value":264155.0,"put_value":1006.0,"total_value":265161.0},{"strike":15.0,"call_value":323463.0,"put_value":762.0,"total_value":324225.0},{"strike":16.0,"call_value":388019.0,"put_value":598.0,"total_value":388617.0},{"strike":17.0,"call_value":455079.0,"put_value":434.0,"total_value":455513.0},{"strike":18.0,"call_value":522471.0,"put_value":300.0,"total_value":522771.0},{"strike":19.0,"call_value":589924.0,"put_value":166.0,"total_value":590090.0},{"strike":20.0,"call_value":657381.0,"put_value":32.0,"total_value":657413.0},{"strike":21.0,"call_value":725676.0,"put_value":16.0,"total_value":725692.0},{"strike":22.0,"call_value":794107.0,"put_value":0.0,"total_value":794107.0},{"strike":23.0,"call_value":863347.0,"put_value":0.0,"total_value":863347.0},{"strike":24.0,"call_value":932657.0,"put_value":0,"total_value":932657.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":184.3,"strike":5.25},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":160.1,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":121.8,"strike":4.42},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":81.1,"strike":8.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":83.5,"strike":8.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":86.5,"strike":8.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":75.0,"strike":9.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":90.2,"strike":9.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":86.6,"strike":9.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":201.2,"strike":12.55},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":163.1,"strike":15.42},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":115.3,"strike":15.75}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":2323},{"expiration":"11/20/2026","dte":49,"iv":0.7348,"contract_count":4,"total_oi":1448},{"expiration":"01/15/2027","dte":105,"iv":0.708,"contract_count":4,"total_oi":2015},{"expiration":"02/19/2027","dte":140,"iv":0.3511,"contract_count":4,"total_oi":281},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":3,"total_oi":17},{"expiration":"04/16/2027","dte":196,"iv":0.6968,"contract_count":3,"total_oi":54},{"expiration":"05/21/2027","dte":231,"iv":0.703,"contract_count":1,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":15.89,"expected_move_2std":31.78,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":30.59,"expected_move_2std":61.18,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":46.4,"expected_move_2std":92.8,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":50.42,"expected_move_2std":100.84,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":60.61,"expected_move_2std":121.22,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":63.45,"expected_move_2std":126.9,"contract_count":1},{"expiration":"05/21/2027","dte":231,"expected_move_1std":68.79,"expected_move_2std":137.58,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":14368,"put_oi":1413,"total_oi":15781,"pc_ratio":0.098,"pc_ratio_volume":0.099,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":9248,"put_oi":7110,"total_oi":16358,"pc_ratio":0.769,"pc_ratio_volume":0.706,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":29444,"put_oi":10998,"total_oi":40442,"pc_ratio":0.374,"pc_ratio_volume":0.065,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":249,"put_oi":391,"total_oi":640,"pc_ratio":1.57,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":3197,"put_oi":6040,"total_oi":9237,"pc_ratio":1.889,"pc_ratio_volume":1.0,"sentiment":"bearish"},{"expiration":"04/16/2027","dte":196,"call_oi":7369,"put_oi":66,"total_oi":7435,"pc_ratio":0.009,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":75,"put_oi":62,"total_oi":137,"pc_ratio":0.827,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"06/17/2027","dte":258,"call_oi":318,"put_oi":53,"total_oi":371,"pc_ratio":0.167,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":5062,"put_oi":1745,"total_oi":6807,"pc_ratio":0.345,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":25,"put_oi":4,"total_oi":29,"pc_ratio":0.16,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":395.0,"put_delta_oi":0,"dealer_delta":-395.0,"call_oi":4,"put_oi":0},{"strike":2.0,"call_delta_oi":883.0,"put_delta_oi":0,"dealer_delta":-883.0,"call_oi":9,"put_oi":0},{"strike":3.0,"call_delta_oi":161780.0,"put_delta_oi":-5149.0,"dealer_delta":-156631.0,"call_oi":1712,"put_oi":999},{"strike":4.0,"call_delta_oi":3060.0,"put_delta_oi":-1759.0,"dealer_delta":-1302.0,"call_oi":32,"put_oi":210},{"strike":5.0,"call_delta_oi":261866.0,"put_delta_oi":-173333.0,"dealer_delta":-88533.0,"call_oi":2906,"put_oi":16050},{"strike":6.0,"call_delta_oi":10950.0,"put_delta_oi":-19023.0,"dealer_delta":8073.0,"call_oi":117,"put_oi":1189},{"strike":7.0,"call_delta_oi":916046.0,"put_delta_oi":-130503.0,"dealer_delta":-785543.0,"call_oi":12383,"put_oi":5132},{"strike":8.0,"call_delta_oi":89210.0,"put_delta_oi":-30960.0,"dealer_delta":-58250.0,"call_oi":1427,"put_oi":833},{"strike":9.0,"call_delta_oi":127424.0,"put_delta_oi":-43067.0,"dealer_delta":-84357.0,"call_oi":3068,"put_oi":812},{"strike":10.0,"call_delta_oi":514269.0,"put_delta_oi":-79375.0,"dealer_delta":-434895.0,"call_oi":17451,"put_oi":1294},{"strike":11.0,"call_delta_oi":136321.0,"put_delta_oi":-49974.0,"dealer_delta":-86347.0,"call_oi":5345,"put_oi":739},{"strike":12.0,"call_delta_oi":390125.0,"put_delta_oi":-9930.0,"dealer_delta":-380195.0,"call_oi":9892,"put_oi":130},{"strike":13.0,"call_delta_oi":55415.0,"put_delta_oi":-6503.0,"dealer_delta":-48911.0,"call_oi":1404,"put_oi":75},{"strike":14.0,"call_delta_oi":77054.0,"put_delta_oi":-14358.0,"dealer_delta":-62697.0,"call_oi":3547,"put_oi":174},{"strike":15.0,"call_delta_oi":98213.0,"put_delta_oi":-6020.0,"dealer_delta":-92192.0,"call_oi":5248,"put_oi":80},{"strike":16.0,"call_delta_oi":29784.0,"put_delta_oi":0,"dealer_delta":-29784.0,"call_oi":2504,"put_oi":0},{"strike":17.0,"call_delta_oi":10518.0,"put_delta_oi":-1907.0,"dealer_delta":-8611.0,"call_oi":332,"put_oi":30},{"strike":18.0,"call_delta_oi":3168.0,"put_delta_oi":0,"dealer_delta":-3168.0,"call_oi":61,"put_oi":0},{"strike":19.0,"call_delta_oi":95.0,"put_delta_oi":0,"dealer_delta":-95.0,"call_oi":4,"put_oi":0},{"strike":20.0,"call_delta_oi":21778.0,"put_delta_oi":-6949.0,"dealer_delta":-14829.0,"call_oi":838,"put_oi":118},{"strike":21.0,"call_delta_oi":4608.0,"put_delta_oi":0,"dealer_delta":-4608.0,"call_oi":136,"put_oi":0},{"strike":22.0,"call_delta_oi":40539.0,"put_delta_oi":-995.0,"dealer_delta":-39544.0,"call_oi":809,"put_oi":16},{"strike":23.0,"call_delta_oi":2598.0,"put_delta_oi":0,"dealer_delta":-2598.0,"call_oi":70,"put_oi":0},{"strike":24.0,"call_delta_oi":1901.0,"put_delta_oi":0,"dealer_delta":-1901.0,"call_oi":45,"put_oi":0}],"net_dealer_delta":-2378196.0,"total_call_delta":2958001.0,"total_put_delta":-579805.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":8.300000190734863,"strikes":[{"strike":3.0,"moneyness":0.3614,"type":"put","iv":1.4971,"delta":-0.0457,"oi":136},{"strike":3.0,"moneyness":0.3614,"type":"call","iv":1.1779,"delta":0.9745,"oi":438},{"strike":5.0,"moneyness":0.6024,"type":"put","iv":0.9129,"delta":-0.0953,"oi":7548},{"strike":5.0,"moneyness":0.6024,"type":"call","iv":0.8646,"delta":0.9123,"oi":2181},{"strike":6.0,"moneyness":0.7229,"type":"put","iv":0.8571,"delta":-0.1674,"oi":905},{"strike":7.0,"moneyness":0.8434,"type":"put","iv":0.7947,"delta":-0.2604,"oi":517},{"strike":7.0,"moneyness":0.8434,"type":"call","iv":0.8402,"delta":0.736,"oi":11610},{"strike":8.0,"moneyness":0.9639,"type":"call","iv":0.8587,"delta":0.6315,"oi":341},{"strike":8.0,"moneyness":0.9639,"type":"put","iv":0.8714,"delta":-0.3678,"oi":294},{"strike":9.0,"moneyness":1.0843,"type":"call","iv":0.8419,"delta":0.5285,"oi":907},{"strike":9.0,"moneyness":1.0843,"type":"put","iv":0.8892,"delta":-0.4632,"oi":473},{"strike":10.0,"moneyness":1.2048,"type":"put","iv":0.8857,"delta":-0.5526,"oi":592},{"strike":10.0,"moneyness":1.2048,"type":"call","iv":0.8741,"delta":0.4443,"oi":2260},{"strike":11.0,"moneyness":1.3253,"type":"call","iv":0.8507,"delta":0.357,"oi":1089},{"strike":11.0,"moneyness":1.3253,"type":"put","iv":0.9446,"delta":-0.6112,"oi":357},{"strike":12.0,"moneyness":1.4458,"type":"call","iv":0.8688,"delta":0.2957,"oi":1393},{"strike":13.0,"moneyness":1.5663,"type":"call","iv":0.9644,"delta":0.2774,"oi":734},{"strike":14.0,"moneyness":1.6867,"type":"call","iv":0.9405,"delta":0.2218,"oi":3310},{"strike":15.0,"moneyness":1.8072,"type":"call","iv":0.8871,"delta":0.1617,"oi":4445},{"strike":17.0,"moneyness":2.0482,"type":"call","iv":0.8995,"delta":0.1097,"oi":126},{"strike":20.0,"moneyness":2.4096,"type":"call","iv":1.1,"delta":0.1183,"oi":469}]},{"expiration":"01/21/2028","underlying_price":8.300000190734863,"strikes":[{"strike":3.0,"moneyness":0.3614,"type":"call","iv":1.0588,"delta":0.9322,"oi":1146},{"strike":3.0,"moneyness":0.3614,"type":"put","iv":0.8544,"delta":-0.0561,"oi":686},{"strike":5.0,"moneyness":0.6024,"type":"call","iv":0.9247,"delta":0.8555,"oi":585},{"strike":7.0,"moneyness":0.8434,"type":"call","iv":0.8898,"delta":0.7673,"oi":272},{"strike":7.0,"moneyness":0.8434,"type":"put","iv":0.6372,"delta":-0.2502,"oi":757},{"strike":10.0,"moneyness":1.2048,"type":"call","iv":1.1047,"delta":0.7006,"oi":1840},{"strike":12.0,"moneyness":1.4458,"type":"call","iv":0.5832,"delta":0.445,"oi":211},{"strike":15.0,"moneyness":1.8072,"type":"call","iv":0.79,"delta":0.4425,"oi":179},{"strike":20.0,"moneyness":2.4096,"type":"put","iv":0.955,"delta":-0.5839,"oi":115},{"strike":22.0,"moneyness":2.6506,"type":"call","iv":1.2875,"delta":0.5431,"oi":723}]},{"expiration":"02/19/2027","underlying_price":8.300000190734863,"strikes":[{"strike":8.0,"moneyness":0.9639,"type":"put","iv":0.815,"delta":-0.3606,"oi":165}]},{"expiration":"03/19/2027","underlying_price":8.300000190734863,"strikes":[{"strike":5.0,"moneyness":0.6024,"type":"put","iv":0.8735,"delta":-0.1178,"oi":3000},{"strike":7.0,"moneyness":0.8434,"type":"put","iv":0.8835,"delta":-0.2688,"oi":3005},{"strike":10.0,"moneyness":1.2048,"type":"call","iv":0.9157,"delta":0.5161,"oi":3021}]},{"expiration":"04/16/2027","underlying_price":8.300000190734863,"strikes":[{"strike":12.0,"moneyness":1.4458,"type":"call","iv":0.8899,"delta":0.4182,"oi":7210}]},{"expiration":"06/17/2027","underlying_price":8.300000190734863,"strikes":[{"strike":12.0,"moneyness":1.4458,"type":"call","iv":0.8602,"delta":0.4568,"oi":115}]},{"expiration":"10/16/2026","underlying_price":8.300000190734863,"strikes":[{"strike":5.0,"moneyness":0.6024,"type":"put","iv":1.4884,"delta":-0.0256,"oi":254},{"strike":7.0,"moneyness":0.8434,"type":"put","iv":0.8849,"delta":-0.1329,"oi":294},{"strike":7.0,"moneyness":0.8434,"type":"call","iv":0.8528,"delta":0.8746,"oi":255},{"strike":8.0,"moneyness":0.9639,"type":"call","iv":0.7801,"delta":0.6308,"oi":462},{"strike":8.0,"moneyness":0.9639,"type":"put","iv":0.8427,"delta":-0.3743,"oi":163},{"strike":9.0,"moneyness":1.0843,"type":"call","iv":0.7605,"delta":0.315,"oi":1475},{"strike":9.0,"moneyness":1.0843,"type":"put","iv":0.74,"delta":-0.6912,"oi":223},{"strike":10.0,"moneyness":1.2048,"type":"call","iv":0.7222,"delta":0.0989,"oi":9291},{"strike":10.0,"moneyness":1.2048,"type":"put","iv":0.9801,"delta":-0.8177,"oi":227},{"strike":11.0,"moneyness":1.3253,"type":"call","iv":1.0793,"delta":0.1014,"oi":840}]},{"expiration":"11/20/2026","underlying_price":8.300000190734863,"strikes":[{"strike":6.0,"moneyness":0.7229,"type":"put","iv":0.9235,"delta":-0.1244,"oi":124},{"strike":7.0,"moneyness":0.8434,"type":"call","iv":0.9029,"delta":0.7584,"oi":121},{"strike":7.0,"moneyness":0.8434,"type":"put","iv":0.8912,"delta":-0.2401,"oi":553},{"strike":8.0,"moneyness":0.9639,"type":"call","iv":0.8264,"delta":0.6146,"oi":565},{"strike":8.0,"moneyness":0.9639,"type":"put","iv":0.8434,"delta":-0.3853,"oi":203},{"strike":9.0,"moneyness":1.0843,"type":"call","iv":0.8812,"delta":0.4697,"oi":607},{"strike":10.0,"moneyness":1.2048,"type":"call","iv":0.891,"delta":0.3454,"oi":964},{"strike":10.0,"moneyness":1.2048,"type":"put","iv":0.963,"delta":-0.6342,"oi":380},{"strike":11.0,"moneyness":1.3253,"type":"call","iv":0.9344,"delta":0.2594,"oi":3395},{"strike":11.0,"moneyness":1.3253,"type":"put","iv":1.0206,"delta":-0.7125,"oi":342},{"strike":12.0,"moneyness":1.4458,"type":"call","iv":0.9437,"delta":0.1868,"oi":356},{"strike":14.0,"moneyness":1.6867,"type":"call","iv":1.0705,"delta":0.1275,"oi":124},{"strike":15.0,"moneyness":1.8072,"type":"call","iv":1.0763,"delta":0.0957,"oi":180},{"strike":16.0,"moneyness":1.9277,"type":"call","iv":1.2082,"delta":0.1027,"oi":2355},{"strike":17.0,"moneyness":2.0482,"type":"call","iv":2.6531,"delta":0.3981,"oi":102},{"strike":20.0,"moneyness":2.4096,"type":"call","iv":2.9075,"delta":0.3815,"oi":238}]}],"greeks_heatmap":{"data":[{"strike":6.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9733,"put_delta":-0.1176,"call_gamma":0.042083,"put_gamma":0.074965,"call_theta":-0.0042,"put_theta":-0.0198,"call_vega":0.001,"put_vega":0.0031,"call_oi":75,"put_oi":89},{"strike":7.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8746,"put_delta":-0.1329,"call_gamma":0.154465,"put_gamma":0.154994,"call_theta":-0.0113,"put_theta":-0.0113,"call_vega":0.0032,"put_vega":0.0034,"call_oi":255,"put_oi":294},{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6308,"put_delta":-0.3743,"call_gamma":0.308782,"put_gamma":0.287093,"call_theta":-0.0183,"put_theta":-0.0188,"call_vega":0.0059,"put_vega":0.0059,"call_oi":462,"put_oi":163},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.315,"put_delta":-0.6912,"call_gamma":0.298185,"put_gamma":0.303875,"call_theta":-0.0166,"put_theta":-0.0149,"call_vega":0.0056,"put_vega":0.0055,"call_oi":1475,"put_oi":223},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0989,"put_delta":-0.8177,"call_gamma":0.153881,"put_gamma":0.172274,"call_theta":-0.0077,"put_theta":-0.0146,"call_vega":0.0027,"put_vega":0.0041,"call_oi":9291,"put_oi":227},{"strike":6.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1244,"call_gamma":0,"put_gamma":0.073825,"call_theta":0,"put_theta":-0.0058,"call_vega":0,"put_vega":0.0062,"call_oi":0,"put_oi":124},{"strike":7.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7584,"put_delta":-0.2401,"call_gamma":0.114816,"put_gamma":0.115922,"call_theta":-0.0094,"put_theta":-0.0084,"call_vega":0.0094,"put_vega":0.0094,"call_oi":121,"put_oi":553},{"strike":8.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6146,"put_delta":-0.3853,"call_gamma":0.153721,"put_gamma":0.150609,"call_theta":-0.0104,"put_theta":-0.0096,"call_vega":0.0115,"put_vega":0.0115,"call_oi":565,"put_oi":203},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4697,"put_delta":-0.5231,"call_gamma":0.149979,"put_gamma":0.143352,"call_theta":-0.0114,"put_theta":-0.0108,"call_vega":0.012,"put_vega":0.012,"call_oi":607,"put_oi":73},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3454,"put_delta":-0.6342,"call_gamma":0.137443,"put_gamma":0.129778,"call_theta":-0.0106,"put_theta":-0.0105,"call_vega":0.0111,"put_vega":0.0113,"call_oi":964,"put_oi":380}],"strikes":[6.0,7.0,8.0,9.0,10.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":12.44,"put_25d_iv":88.49,"call_25d_iv":76.05,"put_25d_strike":7.0,"call_25d_strike":9.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-4.33,"put_25d_iv":89.12,"call_25d_iv":93.44,"put_25d_strike":7.0,"call_25d_strike":11.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-16.98,"put_25d_iv":79.47,"call_25d_iv":96.44,"put_25d_strike":7.0,"call_25d_strike":13.0,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":-8.78,"put_25d_iv":88.35,"call_25d_iv":97.13,"put_25d_strike":7.0,"call_25d_strike":22.0,"skew":"call_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":6.65,"put_25d_iv":95.64,"call_25d_iv":88.99,"put_25d_strike":4.0,"call_25d_strike":12.0,"skew":"put_skew"},{"expiration":"05/21/2027","dte":231,"risk_reversal":15.27,"put_25d_iv":116.54,"call_25d_iv":101.27,"put_25d_strike":3.0,"call_25d_strike":3.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-15.29,"put_25d_iv":63.72,"call_25d_iv":79.0,"put_25d_strike":7.0,"call_25d_strike":15.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":3.0,"call_vanna":-165.0,"put_vanna":91.0,"net_vanna":-73.0,"call_oi":1635,"put_oi":979},{"strike":4.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":124},{"strike":5.0,"call_vanna":-271.0,"put_vanna":1163.0,"net_vanna":892.0,"call_oi":2902,"put_oi":16013},{"strike":6.0,"call_vanna":-1.0,"put_vanna":97.0,"net_vanna":96.0,"call_oi":75,"put_oi":1184},{"strike":7.0,"call_vanna":-1021.0,"put_vanna":531.0,"net_vanna":-490.0,"call_oi":12258,"put_oi":5126},{"strike":8.0,"call_vanna":-45.0,"put_vanna":36.0,"net_vanna":-9.0,"call_oi":1368,"put_oi":825},{"strike":9.0,"call_vanna":31.0,"put_vanna":1.0,"net_vanna":32.0,"call_oi":2989,"put_oi":769},{"strike":10.0,"call_vanna":19.0,"put_vanna":-28.0,"net_vanna":-9.0,"call_oi":17376,"put_oi":1257},{"strike":11.0,"call_vanna":276.0,"put_vanna":-34.0,"net_vanna":242.0,"call_oi":5324,"put_oi":699},{"strike":12.0,"call_vanna":483.0,"put_vanna":0,"net_vanna":483.0,"call_oi":9856,"put_oi":0},{"strike":13.0,"call_vanna":56.0,"put_vanna":0,"net_vanna":56.0,"call_oi":1394,"put_oi":0},{"strike":14.0,"call_vanna":301.0,"put_vanna":-11.0,"net_vanna":290.0,"call_oi":3497,"put_oi":157},{"strike":15.0,"call_vanna":423.0,"put_vanna":-6.0,"net_vanna":417.0,"call_oi":5210,"put_oi":66},{"strike":16.0,"call_vanna":124.0,"put_vanna":0,"net_vanna":124.0,"call_oi":2497,"put_oi":0},{"strike":17.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":306,"put_oi":0},{"strike":18.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":59,"put_oi":0},{"strike":20.0,"call_vanna":40.0,"put_vanna":-9.0,"net_vanna":31.0,"call_oi":799,"put_oi":115},{"strike":21.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":57,"put_oi":0},{"strike":22.0,"call_vanna":-20.0,"put_vanna":0,"net_vanna":-20.0,"call_oi":796,"put_oi":0}],"net_vanna":2082.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":3.0,"call_charm":0,"put_charm":31.0,"net_charm":31.0,"call_oi":0,"put_oi":101},{"strike":4.0,"call_charm":0,"put_charm":93.0,"net_charm":93.0,"call_oi":0,"put_oi":63},{"strike":5.0,"call_charm":-154.0,"put_charm":14270.0,"net_charm":14116.0,"call_oi":75,"put_oi":5385},{"strike":6.0,"call_charm":-792.0,"put_charm":608.0,"net_charm":-184.0,"call_oi":75,"put_oi":213},{"strike":7.0,"call_charm":-7200.0,"put_charm":1984.0,"net_charm":-5216.0,"call_oi":376,"put_oi":847},{"strike":8.0,"call_charm":-16560.0,"put_charm":3558.0,"net_charm":-13002.0,"call_oi":1027,"put_oi":366},{"strike":9.0,"call_charm":-22460.0,"put_charm":6308.0,"net_charm":-16153.0,"call_oi":2082,"put_oi":296},{"strike":10.0,"call_charm":-20978.0,"put_charm":8954.0,"net_charm":-12024.0,"call_oi":10255,"put_oi":607},{"strike":11.0,"call_charm":-8943.0,"put_charm":1790.0,"net_charm":-7153.0,"call_oi":4235,"put_oi":342},{"strike":12.0,"call_charm":-57476.0,"put_charm":0,"net_charm":-57476.0,"call_oi":927,"put_oi":0},{"strike":13.0,"call_charm":-124775.0,"put_charm":0,"net_charm":-124775.0,"call_oi":660,"put_oi":0},{"strike":14.0,"call_charm":-627.0,"put_charm":275.0,"net_charm":-352.0,"call_oi":187,"put_oi":76},{"strike":15.0,"call_charm":-36401.0,"put_charm":0,"net_charm":-36401.0,"call_oi":518,"put_oi":0},{"strike":16.0,"call_charm":-16754.0,"put_charm":0,"net_charm":-16754.0,"call_oi":2497,"put_oi":0},{"strike":17.0,"call_charm":-18879.0,"put_charm":0,"net_charm":-18879.0,"call_oi":180,"put_oi":0},{"strike":18.0,"call_charm":-13778.0,"put_charm":0,"net_charm":-13778.0,"call_oi":59,"put_oi":0},{"strike":20.0,"call_charm":-2364.0,"put_charm":0,"net_charm":-2364.0,"call_oi":238,"put_oi":0},{"strike":21.0,"call_charm":-13892.0,"put_charm":0,"net_charm":-13892.0,"call_oi":57,"put_oi":0}],"net_charm":-324162.0,"weekend_delta_shift":-972487.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":297035.0,"put_delta":-58194.0,"net_delta":238840.0,"call_oi":14358,"put_oi":1413,"total_oi":15771,"total_volume":764,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":255453.0,"put_delta":-151257.0,"net_delta":104196.0,"call_oi":9247,"put_oi":7109,"total_oi":16356,"total_volume":29,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":1525732.0,"put_delta":-200083.0,"net_delta":1325650.0,"call_oi":29444,"put_oi":10998,"total_oi":40442,"total_volume":49,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":9750.0,"put_delta":-15392.0,"net_delta":-5642.0,"call_oi":249,"put_oi":391,"total_oi":640,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":164533.0,"put_delta":-117468.0,"net_delta":47065.0,"call_oi":3197,"put_oi":6040,"total_oi":9237,"total_volume":2,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":310708.0,"put_delta":-628.0,"net_delta":310081.0,"call_oi":7369,"put_oi":66,"total_oi":7435,"total_volume":2,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":6007.0,"put_delta":-543.0,"net_delta":5464.0,"call_oi":75,"put_oi":62,"total_oi":137,"total_volume":0,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":17414.0,"put_delta":-745.0,"net_delta":16669.0,"call_oi":318,"put_oi":53,"total_oi":371,"total_volume":10,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":369068.0,"put_delta":-35412.0,"net_delta":333656.0,"call_oi":5062,"put_oi":1745,"total_oi":6807,"total_volume":5,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":2300.0,"put_delta":-83.0,"net_delta":2217.0,"call_oi":25,"put_oi":4,"total_oi":29,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":8.0,"straddle_price":1.02,"straddle_pct":12.35,"implied_move":12.35,"avg_iv":81.1},{"expiration":"11/20/2026","dte":49,"strike":8.0,"straddle_price":1.97,"straddle_pct":23.8,"implied_move":23.8,"avg_iv":83.5},{"expiration":"01/15/2027","dte":105,"strike":8.0,"straddle_price":2.97,"straddle_pct":35.84,"implied_move":35.84,"avg_iv":86.5},{"expiration":"02/19/2027","dte":140,"strike":8.0,"straddle_price":3.23,"straddle_pct":38.86,"implied_move":38.86,"avg_iv":81.4}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":1,"total_oi":10,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":1712,"put_oi":999,"total_oi":2711,"bias":"bearish"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":210,"total_oi":242,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2906,"put_oi":16050,"total_oi":18956,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":117,"put_oi":1189,"total_oi":1306,"bias":"bearish"},{"strike":7.0,"call_volume":37,"put_volume":42,"total_volume":79,"call_oi":12383,"put_oi":5132,"total_oi":17515,"bias":"neutral"},{"strike":8.0,"call_volume":103,"put_volume":31,"total_volume":134,"call_oi":1427,"put_oi":833,"total_oi":2260,"bias":"bullish"},{"strike":9.0,"call_volume":39,"put_volume":7,"total_volume":46,"call_oi":3068,"put_oi":812,"total_oi":3880,"bias":"bullish"},{"strike":10.0,"call_volume":570,"put_volume":1,"total_volume":571,"call_oi":17451,"put_oi":1294,"total_oi":18745,"bias":"bullish"},{"strike":11.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":5345,"put_oi":739,"total_oi":6084,"bias":"bullish"},{"strike":12.0,"call_volume":19,"put_volume":0,"total_volume":19,"call_oi":9892,"put_oi":130,"total_oi":10022,"bias":"bullish"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1404,"put_oi":75,"total_oi":1479,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3547,"put_oi":174,"total_oi":3721,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5248,"put_oi":80,"total_oi":5328,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2504,"put_oi":0,"total_oi":2504,"bias":"neutral"},{"strike":17.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":332,"put_oi":30,"total_oi":362,"bias":"bullish"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":61,"put_oi":0,"total_oi":61,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":838,"put_oi":118,"total_oi":956,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":136,"put_oi":0,"total_oi":136,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":809,"put_oi":16,"total_oi":825,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":70,"put_oi":0,"total_oi":70,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":0,"total_oi":45,"bias":"neutral"}],"underlying_price":8.300000190734863,"peak_call_strike":10.0,"peak_put_strike":7.0,"total_call_volume":776,"total_put_volume":85,"volume_pc_ratio":0.11},"iv_contours":{"x":[0.72,0.84,0.96,1.08,1.21],"y":[14,49,105,140,168],"z":[[130.85,86.88,81.14,75.03,85.12],[93.67,89.71,83.49,90.22,92.7],[85.71,81.75,86.5,86.56,87.99],[84.24,85.12,81.41,83.13,83.31],[null,86.06,null,null,91.41]],"levels":[75.0,80.6,86.2,91.8,97.4,102.9,108.5,114.1,119.7,125.3,130.8],"min_iv":75.0,"max_iv":130.8},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":8.0,"atm_iv":82.64,"otm_strike":9.0,"otm_iv":88.12,"itm_strike":8.0,"itm_iv":82.64,"iv_butterfly":5.48,"price_butterfly":-0.35,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":8.0,"atm_iv":85.87,"otm_strike":9.0,"otm_iv":84.19,"itm_strike":8.0,"itm_iv":85.87,"iv_butterfly":-1.68,"price_butterfly":-0.42,"convexity":"inverted"},{"expiration":"02/19/2027","dte":140,"atm_strike":8.0,"atm_iv":81.32,"otm_strike":9.0,"otm_iv":83.27,"itm_strike":8.0,"itm_iv":81.32,"iv_butterfly":1.94,"price_butterfly":-0.35,"convexity":"moderate_convexity"},{"expiration":"04/16/2027","dte":196,"atm_strike":8.0,"atm_iv":86.59,"otm_strike":9.0,"otm_iv":86.26,"itm_strike":8.0,"itm_iv":86.59,"iv_butterfly":-0.33,"price_butterfly":-0.38,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":120.78},{"date":"2026-09-15","iv":123.38},{"date":"2026-09-16","iv":124.75},{"date":"2026-09-17","iv":115.96},{"date":"2026-09-18","iv":107.04},{"date":"2026-09-21","iv":101.64},{"date":"2026-09-22","iv":119.2},{"date":"2026-09-23","iv":144.3},{"date":"2026-09-24","iv":122.4},{"date":"2026-09-25","iv":141.8},{"date":"2026-09-28","iv":147.7},{"date":"2026-09-29","iv":134.3},{"date":"2026-09-30","iv":148.3},{"date":"2026-10-01","iv":127.4},{"date":"2026-10-02","iv":155.3}]}}