{"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":"SIG","summary":{"name":"SIG","price":100.58,"total_oi":15466,"call_oi":7291,"put_oi":8175,"pc_ratio":1.121,"net_gex":-269170.79,"avg_iv":241.8,"iv_rank":95.2,"iv_52w_high":250.5,"iv_52w_low":70.94,"gamma_flip":null,"max_pain":100.0},"features":{"symbol":"SIG","price":100.58,"total_oi":15466,"analysis_coverage":1.0,"avg_iv_pct":241.8,"iv_rank":95.2,"iv_52w_high_pct":250.5,"iv_52w_low_pct":70.94,"front_dte":7,"front_atm_iv_pct":47.6586,"back_atm_iv_pct":40.2569,"term_premium_pp":7.4017,"expected_move_front_pct":6.6,"straddle_front_pct":5.24,"straddle_30d_pct":6.09,"risk_reversal_front_pp":-4.52,"risk_reversal_30d_pp":-4.52,"butterfly_front_pp":6.75,"butterfly_30d_pp":6.75,"put_call_oi_ratio":1.121,"put_call_oi_front_ratio":2.763,"put_call_volume_front_ratio":5.611,"option_volume":469,"volume_oi_ratio":0.030325,"net_delta_normalized":0.058828,"dealer_delta_normalized":-0.058718,"gex_per_100k_oi":-1740403.401009,"vanna_per_100k_oi":2431.139273,"charm_per_100k_oi":1903388.077072,"weekend_delta_shift_per_100k_oi":5710170.697013,"iv_surface_range_pp":74.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-0.576655,"peak_call_distance_pct":19.308014,"peak_put_distance_pct":-10.51899},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":6.39,"put_gex":-103.61,"net_gex":-97.22,"call_oi":2,"put_oi":28},{"strike":30.0,"call_gex":97.43,"put_gex":-15.43,"net_gex":82.0,"call_oi":20,"put_oi":2},{"strike":35.0,"call_gex":0.0,"put_gex":-313.62,"net_gex":-313.62,"call_oi":0,"put_oi":28},{"strike":40.0,"call_gex":0.0,"put_gex":-1743.79,"net_gex":-1743.79,"call_oi":29,"put_oi":124},{"strike":45.0,"call_gex":91.81,"put_gex":-771.5,"net_gex":-679.69,"call_oi":9,"put_oi":56},{"strike":50.0,"call_gex":79.51,"put_gex":-2093.65,"net_gex":-2014.14,"call_oi":18,"put_oi":133},{"strike":55.0,"call_gex":1139.66,"put_gex":-6211.73,"net_gex":-5072.08,"call_oi":57,"put_oi":326},{"strike":60.0,"call_gex":1804.4,"put_gex":-14553.27,"net_gex":-12748.87,"call_oi":65,"put_oi":574},{"strike":65.0,"call_gex":5772.01,"put_gex":-14366.67,"net_gex":-8594.66,"call_oi":156,"put_oi":382},{"strike":70.0,"call_gex":3540.16,"put_gex":-31074.0,"net_gex":-27533.84,"call_oi":70,"put_oi":780},{"strike":71.0,"call_gex":435.77,"put_gex":-137.0,"net_gex":298.76,"call_oi":9,"put_oi":3},{"strike":72.0,"call_gex":0.0,"put_gex":-160.1,"net_gex":-160.1,"call_oi":0,"put_oi":3},{"strike":73.0,"call_gex":0.0,"put_gex":-123.48,"net_gex":-123.48,"call_oi":0,"put_oi":2},{"strike":74.0,"call_gex":0.0,"put_gex":-608.88,"net_gex":-608.88,"call_oi":0,"put_oi":11},{"strike":75.0,"call_gex":15324.92,"put_gex":-18983.41,"net_gex":-3658.49,"call_oi":233,"put_oi":318},{"strike":76.0,"call_gex":65.77,"put_gex":-1035.76,"net_gex":-970.0,"call_oi":1,"put_oi":18},{"strike":77.0,"call_gex":71.18,"put_gex":-210.86,"net_gex":-139.68,"call_oi":1,"put_oi":3},{"strike":78.0,"call_gex":0.0,"put_gex":-401.37,"net_gex":-401.37,"call_oi":0,"put_oi":5},{"strike":79.0,"call_gex":400.38,"put_gex":-736.35,"net_gex":-335.98,"call_oi":5,"put_oi":10},{"strike":80.0,"call_gex":9007.69,"put_gex":-77407.77,"net_gex":-68400.08,"call_oi":114,"put_oi":909},{"strike":81.0,"call_gex":194.93,"put_gex":-393.96,"net_gex":-199.02,"call_oi":2,"put_oi":4},{"strike":82.0,"call_gex":99.96,"put_gex":-103.31,"net_gex":-3.35,"call_oi":1,"put_oi":1},{"strike":83.0,"call_gex":108.93,"put_gex":-113.42,"net_gex":-4.48,"call_oi":1,"put_oi":1},{"strike":84.0,"call_gex":238.1,"put_gex":-3173.96,"net_gex":-2935.85,"call_oi":2,"put_oi":26},{"strike":85.0,"call_gex":16297.78,"put_gex":-23328.58,"net_gex":-7030.8,"call_oi":156,"put_oi":237},{"strike":86.0,"call_gex":138.08,"put_gex":-702.32,"net_gex":-564.24,"call_oi":1,"put_oi":5},{"strike":87.0,"call_gex":3213.34,"put_gex":-6944.81,"net_gex":-3731.47,"call_oi":21,"put_oi":49},{"strike":88.0,"call_gex":4050.51,"put_gex":-2299.52,"net_gex":1750.99,"call_oi":24,"put_oi":14},{"strike":89.0,"call_gex":8072.79,"put_gex":-5415.74,"net_gex":2657.05,"call_oi":44,"put_oi":33},{"strike":90.0,"call_gex":23719.69,"put_gex":-282304.28,"net_gex":-258584.59,"call_oi":169,"put_oi":1580},{"strike":91.0,"call_gex":1348.53,"put_gex":-8388.02,"net_gex":-7039.49,"call_oi":6,"put_oi":39},{"strike":92.0,"call_gex":1260.37,"put_gex":-8518.54,"net_gex":-7258.18,"call_oi":5,"put_oi":34},{"strike":93.0,"call_gex":1164.89,"put_gex":-13573.72,"net_gex":-12408.84,"call_oi":4,"put_oi":48},{"strike":94.0,"call_gex":1207.18,"put_gex":-5648.1,"net_gex":-4440.92,"call_oi":4,"put_oi":18},{"strike":95.0,"call_gex":24393.44,"put_gex":-144334.56,"net_gex":-119941.12,"call_oi":98,"put_oi":427},{"strike":96.0,"call_gex":1251.59,"put_gex":-39964.58,"net_gex":-38712.98,"call_oi":3,"put_oi":92},{"strike":97.0,"call_gex":5476.09,"put_gex":-22744.07,"net_gex":-17267.97,"call_oi":10,"put_oi":40},{"strike":98.0,"call_gex":8301.89,"put_gex":-25382.68,"net_gex":-17080.79,"call_oi":10,"put_oi":43},{"strike":99.0,"call_gex":16227.8,"put_gex":-60505.15,"net_gex":-44277.35,"call_oi":20,"put_oi":51},{"strike":100.0,"call_gex":138975.24,"put_gex":-292807.21,"net_gex":-153831.97,"call_oi":274,"put_oi":469},{"strike":101.0,"call_gex":33699.81,"put_gex":-82936.54,"net_gex":-49236.73,"call_oi":36,"put_oi":83},{"strike":102.0,"call_gex":148635.22,"put_gex":-460222.3,"net_gex":-311587.08,"call_oi":119,"put_oi":674},{"strike":103.0,"call_gex":75638.97,"put_gex":-25417.13,"net_gex":50221.84,"call_oi":111,"put_oi":55},{"strike":104.0,"call_gex":20291.47,"put_gex":-15705.68,"net_gex":4585.79,"call_oi":39,"put_oi":48},{"strike":105.0,"call_gex":115221.48,"put_gex":-26245.69,"net_gex":88975.79,"call_oi":358,"put_oi":72},{"strike":106.0,"call_gex":59309.07,"put_gex":-715.74,"net_gex":58593.32,"call_oi":137,"put_oi":3},{"strike":107.0,"call_gex":27500.81,"put_gex":0.0,"net_gex":27500.81,"call_oi":96,"put_oi":0},{"strike":108.0,"call_gex":35114.86,"put_gex":0.0,"net_gex":35114.86,"call_oi":101,"put_oi":0},{"strike":109.0,"call_gex":10446.48,"put_gex":0.0,"net_gex":10446.48,"call_oi":35,"put_oi":0},{"strike":110.0,"call_gex":281908.85,"put_gex":-5470.66,"net_gex":276438.19,"call_oi":1085,"put_oi":35},{"strike":111.0,"call_gex":4089.41,"put_gex":0.0,"net_gex":4089.41,"call_oi":16,"put_oi":0},{"strike":112.0,"call_gex":4249.49,"put_gex":0.0,"net_gex":4249.49,"call_oi":18,"put_oi":0},{"strike":113.0,"call_gex":33782.08,"put_gex":0.0,"net_gex":33782.08,"call_oi":154,"put_oi":0},{"strike":114.0,"call_gex":1250.25,"put_gex":0.0,"net_gex":1250.25,"call_oi":6,"put_oi":0},{"strike":115.0,"call_gex":19378.88,"put_gex":-1568.12,"net_gex":17810.76,"call_oi":123,"put_oi":10},{"strike":116.0,"call_gex":1092.0,"put_gex":0.0,"net_gex":1092.0,"call_oi":6,"put_oi":0},{"strike":117.0,"call_gex":172.04,"put_gex":0.0,"net_gex":172.04,"call_oi":1,"put_oi":0},{"strike":120.0,"call_gex":88333.06,"put_gex":-463.41,"net_gex":87869.64,"call_oi":685,"put_oi":10},{"strike":125.0,"call_gex":55332.11,"put_gex":-1535.71,"net_gex":53796.4,"call_oi":526,"put_oi":14},{"strike":130.0,"call_gex":87346.06,"put_gex":0.0,"net_gex":87346.06,"call_oi":815,"put_oi":0},{"strike":135.0,"call_gex":15999.27,"put_gex":0.0,"net_gex":15999.27,"call_oi":184,"put_oi":0},{"strike":140.0,"call_gex":36775.82,"put_gex":-5943.75,"net_gex":30832.07,"call_oi":493,"put_oi":87},{"strike":145.0,"call_gex":24220.47,"put_gex":-5808.05,"net_gex":18412.42,"call_oi":319,"put_oi":87},{"strike":150.0,"call_gex":4382.03,"put_gex":-2501.66,"net_gex":1880.37,"call_oi":66,"put_oi":38},{"strike":155.0,"call_gex":7425.98,"put_gex":-2111.74,"net_gex":5314.24,"call_oi":118,"put_oi":33}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":479412.0,"total_value":479412.0},{"strike":30.0,"call_value":10.0,"put_value":438677.0,"total_value":438687.0},{"strike":35.0,"call_value":120.0,"put_value":397952.0,"total_value":398072.0},{"strike":40.0,"call_value":230.0,"put_value":357367.0,"total_value":357597.0},{"strike":45.0,"call_value":485.0,"put_value":317402.0,"total_value":317887.0},{"strike":50.0,"call_value":785.0,"put_value":277717.0,"total_value":278502.0},{"strike":55.0,"call_value":1175.0,"put_value":238697.0,"total_value":239872.0},{"strike":60.0,"call_value":1850.0,"put_value":201307.0,"total_value":203157.0},{"strike":65.0,"call_value":2850.0,"put_value":166787.0,"total_value":169637.0},{"strike":70.0,"call_value":4630.0,"put_value":134177.0,"total_value":138807.0},{"strike":71.0,"call_value":5056.0,"put_value":128435.0,"total_value":133491.0},{"strike":72.0,"call_value":5491.0,"put_value":122696.0,"total_value":128187.0},{"strike":73.0,"call_value":5926.0,"put_value":116960.0,"total_value":122886.0},{"strike":74.0,"call_value":6361.0,"put_value":111226.0,"total_value":117587.0},{"strike":75.0,"call_value":6796.0,"put_value":105503.0,"total_value":112299.0},{"strike":76.0,"call_value":7464.0,"put_value":100098.0,"total_value":107562.0},{"strike":77.0,"call_value":8133.0,"put_value":94711.0,"total_value":102844.0},{"strike":78.0,"call_value":8803.0,"put_value":89327.0,"total_value":98130.0},{"strike":79.0,"call_value":9473.0,"put_value":83948.0,"total_value":93421.0},{"strike":80.0,"call_value":10148.0,"put_value":78579.0,"total_value":88727.0},{"strike":81.0,"call_value":10937.0,"put_value":74119.0,"total_value":85056.0},{"strike":82.0,"call_value":11728.0,"put_value":69663.0,"total_value":81391.0},{"strike":83.0,"call_value":12520.0,"put_value":65208.0,"total_value":77728.0},{"strike":84.0,"call_value":13313.0,"put_value":60754.0,"total_value":74067.0},{"strike":85.0,"call_value":14108.0,"put_value":56326.0,"total_value":70434.0},{"strike":86.0,"call_value":15059.0,"put_value":52135.0,"total_value":67194.0},{"strike":87.0,"call_value":16011.0,"put_value":47949.0,"total_value":63960.0},{"strike":88.0,"call_value":16984.0,"put_value":43812.0,"total_value":60796.0},{"strike":89.0,"call_value":17981.0,"put_value":39689.0,"total_value":57670.0},{"strike":90.0,"call_value":19022.0,"put_value":35599.0,"total_value":54621.0},{"strike":91.0,"call_value":20232.0,"put_value":33089.0,"total_value":53321.0},{"strike":92.0,"call_value":21448.0,"put_value":30618.0,"total_value":52066.0},{"strike":93.0,"call_value":22669.0,"put_value":28181.0,"total_value":50850.0},{"strike":94.0,"call_value":23894.0,"put_value":25792.0,"total_value":49686.0},{"strike":95.0,"call_value":25123.0,"put_value":23421.0,"total_value":48544.0},{"strike":96.0,"call_value":26450.0,"put_value":21477.0,"total_value":47927.0},{"strike":97.0,"call_value":27780.0,"put_value":19625.0,"total_value":47405.0},{"strike":98.0,"call_value":29120.0,"put_value":17813.0,"total_value":46933.0},{"strike":99.0,"call_value":30470.0,"put_value":16044.0,"total_value":46514.0},{"strike":100.0,"call_value":31840.0,"put_value":14326.0,"total_value":46166.0},{"strike":101.0,"call_value":33484.0,"put_value":13077.0,"total_value":46561.0},{"strike":102.0,"call_value":35164.0,"put_value":11911.0,"total_value":47075.0},{"strike":103.0,"call_value":36963.0,"put_value":11419.0,"total_value":48382.0},{"strike":104.0,"call_value":38873.0,"put_value":10982.0,"total_value":49855.0},{"strike":105.0,"call_value":40822.0,"put_value":10593.0,"total_value":51415.0},{"strike":106.0,"call_value":43129.0,"put_value":10276.0,"total_value":53405.0},{"strike":107.0,"call_value":45573.0,"put_value":9962.0,"total_value":55535.0},{"strike":108.0,"call_value":48113.0,"put_value":9648.0,"total_value":57761.0},{"strike":109.0,"call_value":50754.0,"put_value":9334.0,"total_value":60088.0},{"strike":110.0,"call_value":53430.0,"put_value":9020.0,"total_value":62450.0},{"strike":111.0,"call_value":57191.0,"put_value":8741.0,"total_value":65932.0},{"strike":112.0,"call_value":60968.0,"put_value":8462.0,"total_value":69430.0},{"strike":113.0,"call_value":64763.0,"put_value":8183.0,"total_value":72946.0},{"strike":114.0,"call_value":68712.0,"put_value":7904.0,"total_value":76616.0},{"strike":115.0,"call_value":72667.0,"put_value":7625.0,"total_value":80292.0},{"strike":116.0,"call_value":76745.0,"put_value":7356.0,"total_value":84101.0},{"strike":117.0,"call_value":80829.0,"put_value":7087.0,"total_value":87916.0},{"strike":120.0,"call_value":93084.0,"put_value":6280.0,"total_value":99364.0},{"strike":125.0,"call_value":116934.0,"put_value":4985.0,"total_value":121919.0},{"strike":130.0,"call_value":143414.0,"put_value":3760.0,"total_value":147174.0},{"strike":135.0,"call_value":173969.0,"put_value":2535.0,"total_value":176504.0},{"strike":140.0,"call_value":205444.0,"put_value":1310.0,"total_value":206754.0},{"strike":145.0,"call_value":239384.0,"put_value":520.0,"total_value":239904.0},{"strike":150.0,"call_value":274919.0,"put_value":165.0,"total_value":275084.0},{"strike":155.0,"call_value":310784.0,"put_value":0,"total_value":310784.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":145.1,"strike":79.65},{"moneyness":0.85,"dte":14,"iv":142.8,"strike":70.67},{"moneyness":0.85,"dte":21,"iv":83.4,"strike":79.4},{"moneyness":0.85,"dte":30,"iv":60.6,"strike":84.33},{"moneyness":0.85,"dte":45,"iv":94.8,"strike":76.67},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":79.0,"strike":56.46},{"moneyness":0.9,"dte":7,"iv":78.0,"strike":91.12},{"moneyness":0.9,"dte":14,"iv":49.1,"strike":90.57},{"moneyness":0.9,"dte":21,"iv":46.4,"strike":91.29},{"moneyness":0.9,"dte":30,"iv":45.1,"strike":91.09},{"moneyness":0.9,"dte":45,"iv":41.4,"strike":91.67},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":48.0,"strike":90.0},{"moneyness":0.95,"dte":7,"iv":50.6,"strike":96.29},{"moneyness":0.95,"dte":14,"iv":40.3,"strike":96.14},{"moneyness":0.95,"dte":21,"iv":41.7,"strike":95.62},{"moneyness":0.95,"dte":30,"iv":41.0,"strike":95.5},{"moneyness":0.95,"dte":45,"iv":41.8,"strike":95.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":47.4,"strike":95.0},{"moneyness":1.0,"dte":7,"iv":46.6,"strike":101.22},{"moneyness":1.0,"dte":14,"iv":38.7,"strike":101.0},{"moneyness":1.0,"dte":21,"iv":40.2,"strike":100.5},{"moneyness":1.0,"dte":30,"iv":38.6,"strike":101.0},{"moneyness":1.0,"dte":45,"iv":41.6,"strike":100.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":47.0,"strike":100.0},{"moneyness":1.05,"dte":7,"iv":51.3,"strike":105.62},{"moneyness":1.05,"dte":14,"iv":41.7,"strike":105.57},{"moneyness":1.05,"dte":21,"iv":46.8,"strike":105.6},{"moneyness":1.05,"dte":30,"iv":42.9,"strike":105.9},{"moneyness":1.05,"dte":45,"iv":39.0,"strike":105.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":46.0,"strike":105.0},{"moneyness":1.1,"dte":7,"iv":59.9,"strike":110.0},{"moneyness":1.1,"dte":14,"iv":45.5,"strike":111.5},{"moneyness":1.1,"dte":21,"iv":49.5,"strike":111.0},{"moneyness":1.1,"dte":30,"iv":45.9,"strike":111.0},{"moneyness":1.1,"dte":45,"iv":41.9,"strike":110.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":46.4,"strike":110.0},{"moneyness":1.15,"dte":7,"iv":120.4,"strike":120.0},{"moneyness":1.15,"dte":14,"iv":82.8,"strike":130.0},{"moneyness":1.15,"dte":21,"iv":54.4,"strike":117.25},{"moneyness":1.15,"dte":30,"iv":43.4,"strike":115.5},{"moneyness":1.15,"dte":45,"iv":56.9,"strike":129.17},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":48.1,"strike":132.27}],"term_structure":[{"expiration":"10/02/2026","dte":0,"iv":1.0,"contract_count":8,"total_oi":342},{"expiration":"10/09/2026","dte":7,"iv":0.1626,"contract_count":31,"total_oi":894},{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":28,"total_oi":1804},{"expiration":"10/23/2026","dte":21,"iv":0.0395,"contract_count":24,"total_oi":88},{"expiration":"10/30/2026","dte":28,"iv":0.0189,"contract_count":20,"total_oi":117},{"expiration":"11/06/2026","dte":35,"iv":0.0237,"contract_count":14,"total_oi":39},{"expiration":"11/13/2026","dte":42,"iv":0.0023,"contract_count":2,"total_oi":2},{"expiration":"11/20/2026","dte":49,"iv":0.0058,"contract_count":7,"total_oi":91},{"expiration":"01/15/2027","dte":105,"iv":0.0748,"contract_count":8,"total_oi":465},{"expiration":"04/16/2027","dte":196,"iv":0.0858,"contract_count":5,"total_oi":58},{"expiration":"01/21/2028","dte":476,"iv":0.0883,"contract_count":7,"total_oi":82},{"expiration":"01/19/2029","dte":840,"iv":0.0826,"contract_count":3,"total_oi":23}],"expected_move":[{"expiration":"10/09/2026","dte":7,"expected_move_1std":6.6,"expected_move_2std":13.19,"contract_count":18},{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.65,"expected_move_2std":15.31,"contract_count":18},{"expiration":"10/23/2026","dte":21,"expected_move_1std":9.94,"expected_move_2std":19.88,"contract_count":11},{"expiration":"10/30/2026","dte":28,"expected_move_1std":11.08,"expected_move_2std":22.17,"contract_count":9},{"expiration":"11/06/2026","dte":35,"expected_move_1std":12.02,"expected_move_2std":24.05,"contract_count":5},{"expiration":"11/20/2026","dte":49,"expected_move_1std":14.75,"expected_move_2std":29.51,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":24.93,"expected_move_2std":49.85,"contract_count":4},{"expiration":"04/16/2027","dte":196,"expected_move_1std":34.85,"expected_move_2std":69.7,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":54.73,"expected_move_2std":109.46,"contract_count":4},{"expiration":"01/19/2029","dte":840,"expected_move_1std":75.85,"expected_move_2std":151.7,"contract_count":1}],"pc_skew":[{"expiration":"10/02/2026","dte":0,"call_oi":884,"put_oi":564,"total_oi":1448,"pc_ratio":0.638,"pc_ratio_volume":3.44,"sentiment":"bullish"},{"expiration":"10/09/2026","dte":7,"call_oi":274,"put_oi":757,"total_oi":1031,"pc_ratio":2.763,"pc_ratio_volume":5.611,"sentiment":"bearish"},{"expiration":"10/16/2026","dte":14,"call_oi":1909,"put_oi":3443,"total_oi":5352,"pc_ratio":1.804,"pc_ratio_volume":7.765,"sentiment":"bearish"},{"expiration":"10/23/2026","dte":21,"call_oi":61,"put_oi":181,"total_oi":242,"pc_ratio":2.967,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"10/30/2026","dte":28,"call_oi":108,"put_oi":55,"total_oi":163,"pc_ratio":0.509,"pc_ratio_volume":0.4,"sentiment":"bullish"},{"expiration":"11/06/2026","dte":35,"call_oi":13,"put_oi":35,"total_oi":48,"pc_ratio":2.692,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/13/2026","dte":42,"call_oi":0,"put_oi":2,"total_oi":2,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":143,"put_oi":95,"total_oi":238,"pc_ratio":0.664,"pc_ratio_volume":1.056,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":2556,"put_oi":2267,"total_oi":4823,"pc_ratio":0.887,"pc_ratio_volume":1.25,"sentiment":"neutral"},{"expiration":"04/16/2027","dte":196,"call_oi":433,"put_oi":301,"total_oi":734,"pc_ratio":0.695,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":889,"put_oi":472,"total_oi":1361,"pc_ratio":0.531,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":21,"put_oi":3,"total_oi":24,"pc_ratio":0.143,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":25.0,"call_delta_oi":198.0,"put_delta_oi":-27.0,"dealer_delta":-171.0,"call_oi":2,"put_oi":28},{"strike":30.0,"call_delta_oi":1977.0,"put_delta_oi":-5.0,"dealer_delta":-1972.0,"call_oi":20,"put_oi":2},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-118.0,"dealer_delta":118.0,"call_oi":0,"put_oi":28},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-598.0,"dealer_delta":598.0,"call_oi":0,"put_oi":124},{"strike":45.0,"call_delta_oi":884.0,"put_delta_oi":-208.0,"dealer_delta":-676.0,"call_oi":9,"put_oi":56},{"strike":50.0,"call_delta_oi":1787.0,"put_delta_oi":-447.0,"dealer_delta":-1340.0,"call_oi":18,"put_oi":133},{"strike":55.0,"call_delta_oi":5495.0,"put_delta_oi":-1205.0,"dealer_delta":-4290.0,"call_oi":57,"put_oi":326},{"strike":60.0,"call_delta_oi":6127.0,"put_delta_oi":-2577.0,"dealer_delta":-3549.0,"call_oi":65,"put_oi":574},{"strike":65.0,"call_delta_oi":13785.0,"put_delta_oi":-2474.0,"dealer_delta":-11311.0,"call_oi":156,"put_oi":382},{"strike":70.0,"call_delta_oi":6250.0,"put_delta_oi":-3757.0,"dealer_delta":-2493.0,"call_oi":70,"put_oi":780},{"strike":71.0,"call_delta_oi":847.0,"put_delta_oi":-17.0,"dealer_delta":-830.0,"call_oi":9,"put_oi":3},{"strike":72.0,"call_delta_oi":0,"put_delta_oi":-22.0,"dealer_delta":22.0,"call_oi":0,"put_oi":3},{"strike":73.0,"call_delta_oi":0,"put_delta_oi":-18.0,"dealer_delta":18.0,"call_oi":0,"put_oi":2},{"strike":74.0,"call_delta_oi":0,"put_delta_oi":-63.0,"dealer_delta":63.0,"call_oi":0,"put_oi":11},{"strike":75.0,"call_delta_oi":20530.0,"put_delta_oi":-2927.0,"dealer_delta":-17603.0,"call_oi":233,"put_oi":318},{"strike":76.0,"call_delta_oi":93.0,"put_delta_oi":-94.0,"dealer_delta":1.0,"call_oi":1,"put_oi":18},{"strike":77.0,"call_delta_oi":93.0,"put_delta_oi":-22.0,"dealer_delta":-70.0,"call_oi":1,"put_oi":3},{"strike":78.0,"call_delta_oi":0,"put_delta_oi":-49.0,"dealer_delta":49.0,"call_oi":0,"put_oi":5},{"strike":79.0,"call_delta_oi":462.0,"put_delta_oi":-62.0,"dealer_delta":-400.0,"call_oi":5,"put_oi":10},{"strike":80.0,"call_delta_oi":9711.0,"put_delta_oi":-13410.0,"dealer_delta":3700.0,"call_oi":114,"put_oi":909},{"strike":81.0,"call_delta_oi":180.0,"put_delta_oi":-43.0,"dealer_delta":-136.0,"call_oi":2,"put_oi":4},{"strike":82.0,"call_delta_oi":91.0,"put_delta_oi":-16.0,"dealer_delta":-75.0,"call_oi":1,"put_oi":1},{"strike":83.0,"call_delta_oi":90.0,"put_delta_oi":-12.0,"dealer_delta":-79.0,"call_oi":1,"put_oi":1},{"strike":84.0,"call_delta_oi":178.0,"put_delta_oi":-324.0,"dealer_delta":147.0,"call_oi":2,"put_oi":26},{"strike":85.0,"call_delta_oi":12481.0,"put_delta_oi":-2448.0,"dealer_delta":-10033.0,"call_oi":156,"put_oi":237},{"strike":86.0,"call_delta_oi":88.0,"put_delta_oi":-72.0,"dealer_delta":-17.0,"call_oi":1,"put_oi":5},{"strike":87.0,"call_delta_oi":1834.0,"put_delta_oi":-484.0,"dealer_delta":-1350.0,"call_oi":21,"put_oi":49},{"strike":88.0,"call_delta_oi":2077.0,"put_delta_oi":-189.0,"dealer_delta":-1888.0,"call_oi":24,"put_oi":14},{"strike":89.0,"call_delta_oi":3807.0,"put_delta_oi":-324.0,"dealer_delta":-3484.0,"call_oi":44,"put_oi":33},{"strike":90.0,"call_delta_oi":13187.0,"put_delta_oi":-15571.0,"dealer_delta":2384.0,"call_oi":169,"put_oi":1580},{"strike":91.0,"call_delta_oi":500.0,"put_delta_oi":-443.0,"dealer_delta":-57.0,"call_oi":6,"put_oi":39},{"strike":92.0,"call_delta_oi":426.0,"put_delta_oi":-511.0,"dealer_delta":85.0,"call_oi":5,"put_oi":34},{"strike":93.0,"call_delta_oi":335.0,"put_delta_oi":-881.0,"dealer_delta":546.0,"call_oi":4,"put_oi":48},{"strike":94.0,"call_delta_oi":312.0,"put_delta_oi":-349.0,"dealer_delta":37.0,"call_oi":4,"put_oi":18},{"strike":95.0,"call_delta_oi":7053.0,"put_delta_oi":-8919.0,"dealer_delta":1866.0,"call_oi":98,"put_oi":427},{"strike":96.0,"call_delta_oi":224.0,"put_delta_oi":-2269.0,"dealer_delta":2045.0,"call_oi":3,"put_oi":92},{"strike":97.0,"call_delta_oi":772.0,"put_delta_oi":-926.0,"dealer_delta":155.0,"call_oi":10,"put_oi":40},{"strike":98.0,"call_delta_oi":771.0,"put_delta_oi":-1375.0,"dealer_delta":604.0,"call_oi":10,"put_oi":43},{"strike":99.0,"call_delta_oi":1287.0,"put_delta_oi":-1417.0,"dealer_delta":130.0,"call_oi":20,"put_oi":51},{"strike":100.0,"call_delta_oi":15510.0,"put_delta_oi":-20294.0,"dealer_delta":4784.0,"call_oi":274,"put_oi":469},{"strike":101.0,"call_delta_oi":1703.0,"put_delta_oi":-6633.0,"dealer_delta":4931.0,"call_oi":36,"put_oi":83},{"strike":102.0,"call_delta_oi":2963.0,"put_delta_oi":-43227.0,"dealer_delta":40264.0,"call_oi":119,"put_oi":674},{"strike":103.0,"call_delta_oi":3776.0,"put_delta_oi":-4287.0,"dealer_delta":511.0,"call_oi":111,"put_oi":55},{"strike":104.0,"call_delta_oi":1286.0,"put_delta_oi":-4239.0,"dealer_delta":2953.0,"call_oi":39,"put_oi":48},{"strike":105.0,"call_delta_oi":14134.0,"put_delta_oi":-4557.0,"dealer_delta":-9576.0,"call_oi":358,"put_oi":72},{"strike":106.0,"call_delta_oi":3427.0,"put_delta_oi":-289.0,"dealer_delta":-3138.0,"call_oi":137,"put_oi":3},{"strike":107.0,"call_delta_oi":931.0,"put_delta_oi":0,"dealer_delta":-931.0,"call_oi":96,"put_oi":0},{"strike":108.0,"call_delta_oi":1901.0,"put_delta_oi":0,"dealer_delta":-1901.0,"call_oi":101,"put_oi":0},{"strike":109.0,"call_delta_oi":804.0,"put_delta_oi":0,"dealer_delta":-804.0,"call_oi":35,"put_oi":0},{"strike":110.0,"call_delta_oi":23400.0,"put_delta_oi":-2000.0,"dealer_delta":-21400.0,"call_oi":1085,"put_oi":35},{"strike":111.0,"call_delta_oi":255.0,"put_delta_oi":0,"dealer_delta":-255.0,"call_oi":16,"put_oi":0},{"strike":112.0,"call_delta_oi":316.0,"put_delta_oi":0,"dealer_delta":-316.0,"call_oi":18,"put_oi":0},{"strike":113.0,"call_delta_oi":2566.0,"put_delta_oi":0,"dealer_delta":-2566.0,"call_oi":154,"put_oi":0},{"strike":114.0,"call_delta_oi":88.0,"put_delta_oi":0,"dealer_delta":-88.0,"call_oi":6,"put_oi":0},{"strike":115.0,"call_delta_oi":3074.0,"put_delta_oi":-654.0,"dealer_delta":-2420.0,"call_oi":123,"put_oi":10},{"strike":116.0,"call_delta_oi":86.0,"put_delta_oi":0,"dealer_delta":-86.0,"call_oi":6,"put_oi":0},{"strike":117.0,"call_delta_oi":14.0,"put_delta_oi":0,"dealer_delta":-14.0,"call_oi":1,"put_oi":0},{"strike":120.0,"call_delta_oi":13914.0,"put_delta_oi":-975.0,"dealer_delta":-12939.0,"call_oi":685,"put_oi":10},{"strike":125.0,"call_delta_oi":6226.0,"put_delta_oi":-931.0,"dealer_delta":-5296.0,"call_oi":526,"put_oi":14},{"strike":130.0,"call_delta_oi":18584.0,"put_delta_oi":0,"dealer_delta":-18584.0,"call_oi":815,"put_oi":0},{"strike":135.0,"call_delta_oi":3433.0,"put_delta_oi":0,"dealer_delta":-3433.0,"call_oi":184,"put_oi":0},{"strike":140.0,"call_delta_oi":18543.0,"put_delta_oi":-5002.0,"dealer_delta":-13542.0,"call_oi":493,"put_oi":87},{"strike":145.0,"call_delta_oi":4402.0,"put_delta_oi":-5174.0,"dealer_delta":772.0,"call_oi":319,"put_oi":87},{"strike":150.0,"call_delta_oi":836.0,"put_delta_oi":-2347.0,"dealer_delta":1511.0,"call_oi":66,"put_oi":38},{"strike":155.0,"call_delta_oi":2086.0,"put_delta_oi":-2092.0,"dealer_delta":6.0,"call_oi":118,"put_oi":33}],"net_dealer_delta":-90813.0,"total_call_delta":258190.0,"total_put_delta":-167377.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":100.58000183105469,"strikes":[{"strike":40.0,"moneyness":0.3977,"type":"put","iv":1.342,"delta":-0.0482,"oi":123},{"strike":55.0,"moneyness":0.5468,"type":"put","iv":0.6023,"delta":-0.0189,"oi":187},{"strike":60.0,"moneyness":0.5965,"type":"put","iv":0.5436,"delta":-0.0246,"oi":284},{"strike":65.0,"moneyness":0.6463,"type":"put","iv":0.6635,"delta":-0.0744,"oi":182},{"strike":75.0,"moneyness":0.7457,"type":"put","iv":0.4934,"delta":-0.0982,"oi":201},{"strike":75.0,"moneyness":0.7457,"type":"call","iv":0.5384,"delta":0.8863,"oi":212},{"strike":80.0,"moneyness":0.7954,"type":"put","iv":0.5009,"delta":-0.1503,"oi":775},{"strike":105.0,"moneyness":1.0439,"type":"call","iv":0.4608,"delta":0.499,"oi":140},{"strike":110.0,"moneyness":1.0937,"type":"call","iv":0.454,"delta":0.4214,"oi":124},{"strike":120.0,"moneyness":1.1931,"type":"call","iv":0.4592,"delta":0.2918,"oi":396},{"strike":125.0,"moneyness":1.2428,"type":"call","iv":0.4372,"delta":0.2228,"oi":167},{"strike":130.0,"moneyness":1.2925,"type":"call","iv":0.4645,"delta":0.1944,"oi":526},{"strike":135.0,"moneyness":1.3422,"type":"call","iv":0.4612,"delta":0.1531,"oi":133},{"strike":145.0,"moneyness":1.4416,"type":"call","iv":0.523,"delta":0.1298,"oi":302}]},{"expiration":"01/21/2028","underlying_price":100.58000183105469,"strikes":[{"strike":65.0,"moneyness":0.6463,"type":"call","iv":0.4857,"delta":0.8779,"oi":139},{"strike":140.0,"moneyness":1.3919,"type":"call","iv":0.455,"delta":0.3932,"oi":460}]},{"expiration":"04/16/2027","underlying_price":100.58000183105469,"strikes":[{"strike":55.0,"moneyness":0.5468,"type":"put","iv":0.6557,"delta":-0.061,"oi":114},{"strike":60.0,"moneyness":0.5965,"type":"put","iv":0.6169,"delta":-0.0776,"oi":102},{"strike":130.0,"moneyness":1.2925,"type":"call","iv":0.4745,"delta":0.3082,"oi":224}]},{"expiration":"10/09/2026","underlying_price":100.58000183105469,"strikes":[{"strike":102.0,"moneyness":1.0141,"type":"put","iv":0.4019,"delta":-0.592,"oi":583}]},{"expiration":"10/16/2026","underlying_price":100.58000183105469,"strikes":[{"strike":60.0,"moneyness":0.5965,"type":"put","iv":1.9768,"delta":-0.0576,"oi":143},{"strike":65.0,"moneyness":0.6463,"type":"put","iv":1.5418,"delta":-0.0494,"oi":177},{"strike":70.0,"moneyness":0.696,"type":"put","iv":1.1658,"delta":-0.0388,"oi":686},{"strike":85.0,"moneyness":0.8451,"type":"put","iv":0.5476,"delta":-0.045,"oi":138},{"strike":90.0,"moneyness":0.8948,"type":"put","iv":0.4424,"delta":-0.0821,"oi":1414},{"strike":95.0,"moneyness":0.9445,"type":"put","iv":0.3672,"delta":-0.1894,"oi":244},{"strike":100.0,"moneyness":0.9942,"type":"put","iv":0.3879,"delta":-0.4458,"oi":324},{"strike":100.0,"moneyness":0.9942,"type":"call","iv":0.4204,"delta":0.5524,"oi":151},{"strike":110.0,"moneyness":1.0937,"type":"call","iv":0.4515,"delta":0.161,"oi":773},{"strike":120.0,"moneyness":1.1931,"type":"call","iv":0.5667,"delta":0.0567,"oi":244},{"strike":125.0,"moneyness":1.2428,"type":"call","iv":0.725,"delta":0.0656,"oi":344}]}],"greeks_heatmap":{"data":[{"strike":95.0,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.1078,"call_gamma":0,"put_gamma":0.039216,"call_theta":0,"put_theta":-12.0,"call_vega":0,"put_vega":0.0019,"call_oi":0,"put_oi":56},{"strike":96.0,"dte":0,"expiration":"10/02/2026","call_delta":0,"put_delta":-0.2447,"call_gamma":0,"put_gamma":0.043937,"call_theta":0,"put_theta":-30.7727,"call_vega":0,"put_vega":0.0032,"call_oi":0,"put_oi":63},{"strike":102.0,"dte":0,"expiration":"10/02/2026","call_delta":0.1248,"put_delta":-0.9972,"call_gamma":0.168815,"put_gamma":0.017088,"call_theta":-3.4307,"put_theta":-0.0488,"call_vega":0.0021,"put_vega":0.0001,"call_oi":73,"put_oi":83},{"strike":103.0,"dte":0,"expiration":"10/02/2026","call_delta":0.3315,"put_delta":0,"call_gamma":0.070044,"put_gamma":0,"call_theta":-25.7445,"put_theta":0,"call_vega":0.0036,"put_vega":0,"call_oi":97,"put_oi":0},{"strike":106.0,"dte":0,"expiration":"10/02/2026","call_delta":0.2457,"put_delta":0,"call_gamma":0.043205,"put_gamma":0,"call_theta":-31.4295,"put_theta":0,"call_vega":0.0032,"put_vega":0,"call_oi":126,"put_oi":0},{"strike":107.0,"dte":0,"expiration":"10/02/2026","call_delta":0.0491,"put_delta":0,"call_gamma":0.027302,"put_gamma":0,"call_theta":-5.1778,"put_theta":0,"call_vega":0.001,"put_vega":0,"call_oi":78,"put_oi":0},{"strike":108.0,"dte":0,"expiration":"10/02/2026","call_delta":0.1648,"put_delta":0,"call_gamma":0.035001,"put_gamma":0,"call_theta":-24.085,"put_theta":0,"call_vega":0.0025,"put_vega":0,"call_oi":69,"put_oi":0},{"strike":113.0,"dte":0,"expiration":"10/02/2026","call_delta":0.1724,"put_delta":0,"call_gamma":0.021864,"put_gamma":0,"call_theta":-40.8553,"put_theta":0,"call_vega":0.0026,"put_vega":0,"call_oi":140,"put_oi":0},{"strike":102.0,"dte":7,"expiration":"10/09/2026","call_delta":0,"put_delta":-0.592,"call_gamma":0,"put_gamma":0.07491,"call_theta":0,"put_theta":-0.1605,"call_vega":0,"put_vega":0.0501,"call_oi":0,"put_oi":583},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0297,"call_gamma":0,"put_gamma":0.004098,"call_theta":0,"put_theta":-0.0423,"call_vega":0,"put_vega":0.0128,"call_oi":0,"put_oi":61},{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.045,"call_gamma":0,"put_gamma":0.009126,"call_theta":0,"put_theta":-0.0374,"call_vega":0,"put_vega":0.018,"call_oi":0,"put_oi":138},{"strike":90.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0821,"call_gamma":0,"put_gamma":0.018054,"call_theta":0,"put_theta":-0.048,"call_vega":0,"put_vega":0.0288,"call_oi":0,"put_oi":1414},{"strike":95.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1894,"call_gamma":0,"put_gamma":0.038858,"call_theta":0,"put_theta":-0.0703,"call_vega":0,"put_vega":0.0514,"call_oi":0,"put_oi":244},{"strike":100.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5524,"put_delta":-0.4458,"call_gamma":0.049564,"put_gamma":0.053681,"call_theta":-0.1274,"put_theta":-0.1064,"call_vega":0.0751,"put_vega":0.075,"call_oi":151,"put_oi":324},{"strike":105.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3106,"put_delta":0,"call_gamma":0.045105,"put_gamma":0,"call_theta":-0.1098,"put_theta":0,"call_vega":0.067,"put_vega":0,"call_oi":85,"put_oi":0},{"strike":110.0,"dte":14,"expiration":"10/16/2026","call_delta":0.161,"put_delta":0,"call_gamma":0.028507,"put_gamma":0,"call_theta":-0.0823,"put_theta":0,"call_vega":0.0464,"put_vega":0,"call_oi":773,"put_oi":0},{"strike":120.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0567,"put_delta":0,"call_gamma":0.010594,"put_gamma":0,"call_theta":-0.0478,"put_theta":0,"call_vega":0.0216,"put_vega":0,"call_oi":244,"put_oi":0},{"strike":125.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0656,"put_delta":0,"call_gamma":0.009283,"put_gamma":0,"call_theta":-0.0683,"put_theta":0,"call_vega":0.0243,"put_vega":0,"call_oi":344,"put_oi":0},{"strike":110.0,"dte":28,"expiration":"10/30/2026","call_delta":0.2471,"put_delta":0,"call_gamma":0.026966,"put_gamma":0,"call_theta":-0.0712,"put_theta":0,"call_vega":0.0864,"put_vega":0,"call_oi":71,"put_oi":0}],"strikes":[75.0,85.0,90.0,95.0,96.0,100.0,102.0,103.0,105.0,106.0,107.0,108.0,110.0,113.0,120.0,125.0],"dtes":[0,7,14,28]},"risk_reversal":[{"expiration":"10/02/2026","dte":0,"risk_reversal":-70.45,"put_25d_iv":50.62,"call_25d_iv":121.07,"put_25d_strike":102.0,"call_25d_strike":102.0,"skew":"call_skew"},{"expiration":"10/16/2026","dte":14,"risk_reversal":-4.52,"put_25d_iv":36.72,"call_25d_iv":41.24,"put_25d_strike":95.0,"call_25d_strike":105.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":3.35,"put_25d_iv":47.07,"call_25d_iv":43.72,"put_25d_strike":90.0,"call_25d_strike":125.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":14.24,"put_25d_iv":61.69,"call_25d_iv":47.45,"put_25d_strike":60.0,"call_25d_strike":130.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":5.08,"put_25d_iv":50.58,"call_25d_iv":45.5,"put_25d_strike":140.0,"call_25d_strike":140.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":40.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":123},{"strike":50.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":95},{"strike":55.0,"call_vanna":0,"put_vanna":13.0,"net_vanna":13.0,"call_oi":0,"put_oi":301},{"strike":60.0,"call_vanna":0,"put_vanna":20.0,"net_vanna":20.0,"call_oi":0,"put_oi":529},{"strike":65.0,"call_vanna":-24.0,"put_vanna":15.0,"net_vanna":-10.0,"call_oi":139,"put_oi":359},{"strike":70.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":686},{"strike":75.0,"call_vanna":-17.0,"put_vanna":16.0,"net_vanna":-1.0,"call_oi":212,"put_oi":262},{"strike":80.0,"call_vanna":-7.0,"put_vanna":68.0,"net_vanna":61.0,"call_oi":54,"put_oi":775},{"strike":85.0,"call_vanna":-8.0,"put_vanna":2.0,"net_vanna":-6.0,"call_oi":95,"put_oi":138},{"strike":90.0,"call_vanna":0,"put_vanna":41.0,"net_vanna":41.0,"call_oi":0,"put_oi":1507},{"strike":95.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":300},{"strike":96.0,"call_vanna":0,"put_vanna":0.0,"net_vanna":0.0,"call_oi":0,"put_oi":63},{"strike":100.0,"call_vanna":-1.0,"put_vanna":5.0,"net_vanna":3.0,"call_oi":151,"put_oi":386},{"strike":102.0,"call_vanna":0.0,"put_vanna":-5.0,"net_vanna":-5.0,"call_oi":73,"put_oi":666},{"strike":103.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":97,"put_oi":0},{"strike":105.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":225,"put_oi":0},{"strike":106.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":126,"put_oi":0},{"strike":107.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":78,"put_oi":0},{"strike":108.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":69,"put_oi":0},{"strike":110.0,"call_vanna":31.0,"put_vanna":0,"net_vanna":31.0,"call_oi":968,"put_oi":0},{"strike":113.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":140,"put_oi":0},{"strike":120.0,"call_vanna":35.0,"put_vanna":0,"net_vanna":35.0,"call_oi":640,"put_oi":0},{"strike":125.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":511,"put_oi":0},{"strike":130.0,"call_vanna":69.0,"put_vanna":0,"net_vanna":69.0,"call_oi":750,"put_oi":0},{"strike":135.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":133,"put_oi":0},{"strike":140.0,"call_vanna":43.0,"put_vanna":-6.0,"net_vanna":37.0,"call_oi":460,"put_oi":87},{"strike":145.0,"call_vanna":25.0,"put_vanna":-7.0,"net_vanna":18.0,"call_oi":302,"put_oi":87},{"strike":155.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":75,"put_oi":0}],"net_vanna":376.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":60.0,"call_charm":0,"put_charm":3557.0,"net_charm":3557.0,"call_oi":0,"put_oi":143},{"strike":65.0,"call_charm":0,"put_charm":2602.0,"net_charm":2602.0,"call_oi":0,"put_oi":177},{"strike":70.0,"call_charm":0,"put_charm":4938.0,"net_charm":4938.0,"call_oi":0,"put_oi":686},{"strike":75.0,"call_charm":0,"put_charm":199.0,"net_charm":199.0,"call_oi":0,"put_oi":61},{"strike":85.0,"call_charm":0,"put_charm":605.0,"net_charm":605.0,"call_oi":0,"put_oi":138},{"strike":90.0,"call_charm":0,"put_charm":14524.0,"net_charm":14524.0,"call_oi":0,"put_oi":1414},{"strike":95.0,"call_charm":0,"put_charm":8468.0,"net_charm":8468.0,"call_oi":0,"put_oi":244},{"strike":100.0,"call_charm":-27712.0,"put_charm":40073.0,"net_charm":12361.0,"call_oi":151,"put_oi":324},{"strike":102.0,"call_charm":0,"put_charm":288765.0,"net_charm":288765.0,"call_oi":0,"put_oi":583},{"strike":105.0,"call_charm":-7554.0,"put_charm":0,"net_charm":-7554.0,"call_oi":85,"put_oi":0},{"strike":110.0,"call_charm":-28339.0,"put_charm":0,"net_charm":-28339.0,"call_oi":844,"put_oi":0},{"strike":120.0,"call_charm":-1724.0,"put_charm":0,"net_charm":-1724.0,"call_oi":244,"put_oi":0},{"strike":125.0,"call_charm":-4024.0,"put_charm":0,"net_charm":-4024.0,"call_oi":344,"put_oi":0}],"net_charm":294378.0,"weekend_delta_shift":883135.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/02/2026","dte":0,"call_delta":25149.0,"put_delta":-25914.0,"net_delta":-765.0,"call_oi":884,"put_oi":564,"total_oi":1448,"total_volume":111,"bias":"neutral"},{"expiration":"10/09/2026","dte":7,"call_delta":14346.0,"put_delta":-41450.0,"net_delta":-27103.0,"call_oi":274,"put_oi":757,"total_oi":1031,"total_volume":119,"bias":"neutral"},{"expiration":"10/16/2026","dte":14,"call_delta":43090.0,"put_delta":-41724.0,"net_delta":1367.0,"call_oi":1909,"put_oi":3443,"total_oi":5352,"total_volume":149,"bias":"neutral"},{"expiration":"10/23/2026","dte":21,"call_delta":2542.0,"put_delta":-3262.0,"net_delta":-720.0,"call_oi":61,"put_oi":181,"total_oi":242,"total_volume":4,"bias":"neutral"},{"expiration":"10/30/2026","dte":28,"call_delta":2967.0,"put_delta":-1179.0,"net_delta":1788.0,"call_oi":108,"put_oi":55,"total_oi":163,"total_volume":7,"bias":"neutral"},{"expiration":"11/06/2026","dte":35,"call_delta":448.0,"put_delta":-945.0,"net_delta":-497.0,"call_oi":13,"put_oi":35,"total_oi":48,"total_volume":12,"bias":"neutral"},{"expiration":"11/13/2026","dte":42,"call_delta":0,"put_delta":-47.0,"net_delta":-47.0,"call_oi":0,"put_oi":2,"total_oi":2,"total_volume":2,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":4453.0,"put_delta":-2143.0,"net_delta":2311.0,"call_oi":143,"put_oi":95,"total_oi":238,"total_volume":37,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":95130.0,"put_delta":-28061.0,"net_delta":67068.0,"call_oi":2527,"put_oi":2267,"total_oi":4794,"total_volume":9,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":20859.0,"put_delta":-3603.0,"net_delta":17255.0,"call_oi":433,"put_oi":301,"total_oi":734,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":47851.0,"put_delta":-18981.0,"net_delta":28870.0,"call_oi":889,"put_oi":472,"total_oi":1361,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":1354.0,"put_delta":-68.0,"net_delta":1286.0,"call_oi":21,"put_oi":3,"total_oi":24,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/09/2026","dte":7,"strike":102.0,"straddle_price":5.28,"straddle_pct":5.24,"implied_move":5.24,"avg_iv":49.8},{"expiration":"10/16/2026","dte":14,"strike":100.0,"straddle_price":6.13,"straddle_pct":6.09,"implied_move":6.09,"avg_iv":40.4},{"expiration":"01/15/2027","dte":105,"strike":100.0,"straddle_price":19.95,"straddle_pct":19.83,"implied_move":19.83,"avg_iv":47.0},{"expiration":"01/21/2028","dte":476,"strike":100.0,"straddle_price":41.9,"straddle_pct":41.66,"implied_move":41.66,"avg_iv":47.4}],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":28,"total_oi":30,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":2,"total_oi":22,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":28,"total_oi":28,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":124,"total_oi":153,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":56,"total_oi":65,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":133,"total_oi":151,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":57,"put_oi":326,"total_oi":383,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":65,"put_oi":574,"total_oi":639,"bias":"bearish"},{"strike":65.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":156,"put_oi":382,"total_oi":538,"bias":"bearish"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":70,"put_oi":780,"total_oi":850,"bias":"neutral"},{"strike":71.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":3,"total_oi":12,"bias":"neutral"},{"strike":72.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":73.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":74.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":11,"total_oi":11,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":233,"put_oi":318,"total_oi":551,"bias":"bearish"},{"strike":76.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":18,"total_oi":19,"bias":"neutral"},{"strike":77.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":3,"total_oi":4,"bias":"neutral"},{"strike":78.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":79.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":5,"put_oi":10,"total_oi":15,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":114,"put_oi":909,"total_oi":1023,"bias":"neutral"},{"strike":81.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":4,"total_oi":6,"bias":"neutral"},{"strike":82.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":83.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":84.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":26,"total_oi":28,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":156,"put_oi":237,"total_oi":393,"bias":"neutral"},{"strike":86.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"neutral"},{"strike":87.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":21,"put_oi":49,"total_oi":70,"bias":"bearish"},{"strike":88.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":24,"put_oi":14,"total_oi":38,"bias":"bullish"},{"strike":89.0,"call_volume":7,"put_volume":18,"total_volume":25,"call_oi":44,"put_oi":33,"total_oi":77,"bias":"bearish"},{"strike":90.0,"call_volume":0,"put_volume":99,"total_volume":99,"call_oi":169,"put_oi":1580,"total_oi":1749,"bias":"bearish"},{"strike":91.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":6,"put_oi":39,"total_oi":45,"bias":"bearish"},{"strike":92.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":5,"put_oi":34,"total_oi":39,"bias":"bearish"},{"strike":93.0,"call_volume":0,"put_volume":15,"total_volume":15,"call_oi":4,"put_oi":48,"total_oi":52,"bias":"bearish"},{"strike":94.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":18,"total_oi":22,"bias":"neutral"},{"strike":95.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":98,"put_oi":427,"total_oi":525,"bias":"bullish"},{"strike":96.0,"call_volume":2,"put_volume":1,"total_volume":3,"call_oi":3,"put_oi":92,"total_oi":95,"bias":"bullish"},{"strike":97.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":10,"put_oi":40,"total_oi":50,"bias":"bearish"},{"strike":98.0,"call_volume":0,"put_volume":20,"total_volume":20,"call_oi":10,"put_oi":43,"total_oi":53,"bias":"bearish"},{"strike":99.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":20,"put_oi":51,"total_oi":71,"bias":"bearish"},{"strike":100.0,"call_volume":5,"put_volume":16,"total_volume":21,"call_oi":274,"put_oi":469,"total_oi":743,"bias":"bearish"},{"strike":101.0,"call_volume":9,"put_volume":35,"total_volume":44,"call_oi":36,"put_oi":83,"total_oi":119,"bias":"bearish"},{"strike":102.0,"call_volume":9,"put_volume":95,"total_volume":104,"call_oi":119,"put_oi":674,"total_oi":793,"bias":"bearish"},{"strike":103.0,"call_volume":0,"put_volume":12,"total_volume":12,"call_oi":111,"put_oi":55,"total_oi":166,"bias":"bearish"},{"strike":104.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":39,"put_oi":48,"total_oi":87,"bias":"bearish"},{"strike":105.0,"call_volume":5,"put_volume":11,"total_volume":16,"call_oi":358,"put_oi":72,"total_oi":430,"bias":"bearish"},{"strike":106.0,"call_volume":2,"put_volume":8,"total_volume":10,"call_oi":137,"put_oi":3,"total_oi":140,"bias":"bearish"},{"strike":107.0,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":96,"put_oi":0,"total_oi":96,"bias":"bullish"},{"strike":108.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":101,"put_oi":0,"total_oi":101,"bias":"bullish"},{"strike":109.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":0,"total_oi":35,"bias":"neutral"},{"strike":110.0,"call_volume":1,"put_volume":2,"total_volume":3,"call_oi":1085,"put_oi":35,"total_oi":1120,"bias":"bearish"},{"strike":111.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"bullish"},{"strike":112.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":18,"put_oi":0,"total_oi":18,"bias":"bullish"},{"strike":113.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":154,"put_oi":0,"total_oi":154,"bias":"neutral"},{"strike":114.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"bullish"},{"strike":115.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":123,"put_oi":10,"total_oi":133,"bias":"bullish"},{"strike":116.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"bullish"},{"strike":117.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":120.0,"call_volume":17,"put_volume":6,"total_volume":23,"call_oi":685,"put_oi":10,"total_oi":695,"bias":"bullish"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":526,"put_oi":14,"total_oi":540,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":815,"put_oi":0,"total_oi":815,"bias":"neutral"},{"strike":135.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":184,"put_oi":0,"total_oi":184,"bias":"bullish"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":493,"put_oi":87,"total_oi":580,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":319,"put_oi":87,"total_oi":406,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":66,"put_oi":38,"total_oi":104,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":118,"put_oi":33,"total_oi":151,"bias":"neutral"}],"underlying_price":100.58000183105469,"peak_call_strike":120.0,"peak_put_strike":90.0,"total_call_volume":107,"total_put_volume":362,"volume_pc_ratio":3.383},"iv_contours":{"x":[0.75,0.76,0.8,0.84,0.86,0.88,0.89,0.9,0.91,0.92,0.94,0.95,0.96,0.99,1.0,1.01,1.02,1.03,1.04,1.07,1.09,1.12,1.14,1.19,1.24,1.29],"y":[7,14,21,28,35,49,105],"z":[[null,null,null,null,107.47,101.54,90.3,82.76,null,null,40.89,null,40.67,null,40.18,49.81,50.97,33.21,42.62,63.33,50.95,null,null,null,null,null],[86.64,null,102.29,68.47,77.32,null,55.26,53.57,43.29,45.09,41.28,null,33.39,40.41,35.14,null,null,null,40.03,48.06,45.15,43.65,49.38,56.67,72.5,86.61],[null,76.21,64.77,null,46.15,null,null,48.98,null,null,null,37.43,null,null,null,null,null,null,null,null,46.21,null,null,null,null,null],[null,null,null,null,null,null,null,null,null,null,39.68,null,null,null,null,null,null,null,null,null,42.81,null,null,null,null,null],[null,null,null,null,null,null,null,null,null,null,39.49,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],[71.46,null,null,null,null,null,null,42.84,null,null,39.41,null,null,41.95,null,null,null,null,41.02,null,null,null,null,43.82,null,58.2],[51.59,null,50.09,49.99,null,null,null,48.02,null,null,47.4,null,null,46.99,null,null,null,null,45.95,null,46.36,null,45.74,45.92,43.72,46.45]],"levels":[33.2,40.6,48.1,55.5,62.9,70.3,77.8,85.2,92.6,100.0,107.5],"min_iv":33.2,"max_iv":107.5},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":100.0,"atm_iv":42.04,"otm_strike":105.0,"otm_iv":41.24,"itm_strike":95.0,"itm_iv":49.58,"iv_butterfly":6.75,"price_butterfly":1.6,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":100.0,"atm_iv":46.67,"otm_strike":105.0,"otm_iv":46.08,"itm_strike":95.0,"itm_iv":49.87,"iv_butterfly":2.61,"price_butterfly":0.9,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":70.94},{"date":"2026-09-15","iv":72.73},{"date":"2026-09-16","iv":86.04},{"date":"2026-09-17","iv":83.62},{"date":"2026-09-18","iv":78.76},{"date":"2026-09-21","iv":77.8},{"date":"2026-09-22","iv":80.0},{"date":"2026-09-23","iv":81.9},{"date":"2026-09-24","iv":250.5},{"date":"2026-09-25","iv":247.9},{"date":"2026-09-28","iv":71.4},{"date":"2026-09-29","iv":72.0},{"date":"2026-09-30","iv":91.8},{"date":"2026-10-01","iv":208.6},{"date":"2026-10-02","iv":241.8}]}}