{"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":"SIMO","summary":{"name":"SIMO","price":280.5,"total_oi":18794,"call_oi":13181,"put_oi":5613,"pc_ratio":0.426,"net_gex":3521761.06,"avg_iv":87.1,"iv_rank":11.2,"iv_52w_high":118.88,"iv_52w_low":83.1,"gamma_flip":252.59,"max_pain":240.0},"features":{"symbol":"SIMO","price":280.5,"total_oi":18794,"analysis_coverage":1.0,"avg_iv_pct":87.1,"iv_rank":11.2,"iv_52w_high_pct":118.88,"iv_52w_low_pct":83.1,"front_dte":14,"front_atm_iv_pct":72.7608,"back_atm_iv_pct":87.2006,"term_premium_pp":-14.4398,"expected_move_front_pct":14.25,"straddle_front_pct":11.27,"straddle_30d_pct":11.27,"risk_reversal_front_pp":5.38,"risk_reversal_30d_pp":5.38,"butterfly_front_pp":-11.66,"butterfly_30d_pp":-11.66,"put_call_oi_ratio":0.426,"put_call_oi_front_ratio":0.477,"put_call_volume_front_ratio":5.861,"option_volume":1008,"volume_oi_ratio":0.053634,"net_delta_normalized":0.33132,"dealer_delta_normalized":-0.33132,"gex_per_100k_oi":18738752.048526,"vanna_per_100k_oi":-558.688943,"charm_per_100k_oi":-13084542.939236,"weekend_delta_shift_per_100k_oi":-39253634.138555,"iv_surface_range_pp":42.9,"gamma_flip_distance_pct":-9.950089,"max_pain_distance_pct":-14.438503,"peak_call_distance_pct":-0.178253,"peak_put_distance_pct":-18.003565},"analyses":{"gamma_walls":[{"strike":70.0,"call_gex":8.41,"put_gex":-472.7,"net_gex":-464.28,"call_oi":1,"put_oi":30},{"strike":75.0,"call_gex":90.71,"put_gex":-312.51,"net_gex":-221.8,"call_oi":15,"put_oi":18},{"strike":80.0,"call_gex":30.86,"put_gex":-383.7,"net_gex":-352.85,"call_oi":3,"put_oi":20},{"strike":85.0,"call_gex":94.58,"put_gex":-188.98,"net_gex":-94.4,"call_oi":8,"put_oi":16},{"strike":90.0,"call_gex":29.79,"put_gex":-169.82,"net_gex":-140.03,"call_oi":6,"put_oi":18},{"strike":95.0,"call_gex":2.68,"put_gex":-185.54,"net_gex":-182.86,"call_oi":2,"put_oi":18},{"strike":100.0,"call_gex":120.96,"put_gex":-697.16,"net_gex":-576.2,"call_oi":7,"put_oi":33},{"strike":105.0,"call_gex":509.09,"put_gex":-1174.31,"net_gex":-665.23,"call_oi":28,"put_oi":45},{"strike":110.0,"call_gex":3346.2,"put_gex":-980.05,"net_gex":2366.15,"call_oi":92,"put_oi":32},{"strike":115.0,"call_gex":74.53,"put_gex":-995.89,"net_gex":-921.36,"call_oi":3,"put_oi":39},{"strike":120.0,"call_gex":722.5,"put_gex":-1256.39,"net_gex":-533.89,"call_oi":25,"put_oi":44},{"strike":125.0,"call_gex":150.52,"put_gex":-2173.26,"net_gex":-2022.74,"call_oi":4,"put_oi":54},{"strike":130.0,"call_gex":1482.25,"put_gex":-1112.23,"net_gex":370.01,"call_oi":34,"put_oi":27},{"strike":135.0,"call_gex":1691.88,"put_gex":-8894.89,"net_gex":-7203.01,"call_oi":38,"put_oi":225},{"strike":140.0,"call_gex":1169.97,"put_gex":-2983.35,"net_gex":-1813.38,"call_oi":25,"put_oi":56},{"strike":145.0,"call_gex":1034.54,"put_gex":-2342.04,"net_gex":-1307.49,"call_oi":20,"put_oi":44},{"strike":150.0,"call_gex":3570.92,"put_gex":-11612.23,"net_gex":-8041.31,"call_oi":59,"put_oi":187},{"strike":155.0,"call_gex":401.27,"put_gex":-1406.11,"net_gex":-1004.84,"call_oi":6,"put_oi":21},{"strike":160.0,"call_gex":4278.66,"put_gex":-5428.38,"net_gex":-1149.72,"call_oi":62,"put_oi":72},{"strike":165.0,"call_gex":578.66,"put_gex":-2224.95,"net_gex":-1646.29,"call_oi":7,"put_oi":32},{"strike":170.0,"call_gex":1371.42,"put_gex":-8476.3,"net_gex":-7104.89,"call_oi":18,"put_oi":95},{"strike":175.0,"call_gex":2717.95,"put_gex":-4228.44,"net_gex":-1510.5,"call_oi":26,"put_oi":59},{"strike":180.0,"call_gex":3507.25,"put_gex":-7330.5,"net_gex":-3823.25,"call_oi":31,"put_oi":76},{"strike":185.0,"call_gex":2892.6,"put_gex":-34876.58,"net_gex":-31983.98,"call_oi":26,"put_oi":333},{"strike":190.0,"call_gex":2008.92,"put_gex":-35271.88,"net_gex":-33262.96,"call_oi":18,"put_oi":296},{"strike":195.0,"call_gex":2163.27,"put_gex":-9914.1,"net_gex":-7750.83,"call_oi":15,"put_oi":82},{"strike":200.0,"call_gex":15995.0,"put_gex":-62035.62,"net_gex":-46040.63,"call_oi":136,"put_oi":427},{"strike":210.0,"call_gex":19858.24,"put_gex":-91442.8,"net_gex":-71584.56,"call_oi":113,"put_oi":550},{"strike":220.0,"call_gex":62310.24,"put_gex":-57214.33,"net_gex":5095.91,"call_oi":336,"put_oi":297},{"strike":230.0,"call_gex":46102.53,"put_gex":-196949.99,"net_gex":-150847.46,"call_oi":201,"put_oi":741},{"strike":240.0,"call_gex":47556.85,"put_gex":-92671.45,"net_gex":-45114.59,"call_oi":197,"put_oi":353},{"strike":250.0,"call_gex":455455.18,"put_gex":-110446.69,"net_gex":345008.49,"call_oi":2213,"put_oi":295},{"strike":260.0,"call_gex":375572.11,"put_gex":-87774.02,"net_gex":287798.09,"call_oi":923,"put_oi":168},{"strike":270.0,"call_gex":528681.34,"put_gex":-134066.34,"net_gex":394615.0,"call_oi":1047,"put_oi":230},{"strike":280.0,"call_gex":603724.81,"put_gex":-44064.32,"net_gex":559660.49,"call_oi":910,"put_oi":72},{"strike":290.0,"call_gex":1125877.74,"put_gex":-8336.5,"net_gex":1117541.24,"call_oi":1352,"put_oi":19},{"strike":300.0,"call_gex":299411.38,"put_gex":-21275.81,"net_gex":278135.57,"call_oi":662,"put_oi":74},{"strike":310.0,"call_gex":192168.77,"put_gex":-8141.49,"net_gex":184027.28,"call_oi":453,"put_oi":29},{"strike":320.0,"call_gex":106947.71,"put_gex":-56792.75,"net_gex":50154.97,"call_oi":282,"put_oi":263},{"strike":330.0,"call_gex":66243.64,"put_gex":-2479.89,"net_gex":63763.75,"call_oi":202,"put_oi":8},{"strike":340.0,"call_gex":64711.38,"put_gex":-16330.46,"net_gex":48380.92,"call_oi":224,"put_oi":56},{"strike":350.0,"call_gex":52415.07,"put_gex":-7272.87,"net_gex":45142.19,"call_oi":210,"put_oi":26},{"strike":360.0,"call_gex":29680.6,"put_gex":-683.74,"net_gex":28996.86,"call_oi":135,"put_oi":3},{"strike":370.0,"call_gex":199169.05,"put_gex":-2501.13,"net_gex":196667.93,"call_oi":846,"put_oi":16},{"strike":380.0,"call_gex":45366.27,"put_gex":-200.01,"net_gex":45166.26,"call_oi":259,"put_oi":1},{"strike":390.0,"call_gex":47393.6,"put_gex":-1108.25,"net_gex":46285.35,"call_oi":236,"put_oi":5},{"strike":400.0,"call_gex":103684.27,"put_gex":-842.2,"net_gex":102842.07,"call_oi":687,"put_oi":4},{"strike":410.0,"call_gex":19782.78,"put_gex":-215.84,"net_gex":19566.94,"call_oi":197,"put_oi":1},{"strike":420.0,"call_gex":10321.96,"put_gex":0.0,"net_gex":10321.96,"call_oi":51,"put_oi":0},{"strike":430.0,"call_gex":42915.86,"put_gex":-390.16,"net_gex":42525.69,"call_oi":222,"put_oi":2},{"strike":440.0,"call_gex":15239.45,"put_gex":0.0,"net_gex":15239.45,"call_oi":84,"put_oi":0},{"strike":450.0,"call_gex":11266.98,"put_gex":0.0,"net_gex":11266.98,"call_oi":64,"put_oi":0},{"strike":460.0,"call_gex":12676.25,"put_gex":0.0,"net_gex":12676.25,"call_oi":81,"put_oi":0},{"strike":470.0,"call_gex":14571.86,"put_gex":0.0,"net_gex":14571.86,"call_oi":96,"put_oi":0},{"strike":480.0,"call_gex":1885.04,"put_gex":-150.74,"net_gex":1734.3,"call_oi":13,"put_oi":1},{"strike":490.0,"call_gex":137.11,"put_gex":0.0,"net_gex":137.11,"call_oi":1,"put_oi":0},{"strike":500.0,"call_gex":3589.04,"put_gex":0.0,"net_gex":3589.04,"call_oi":29,"put_oi":0},{"strike":520.0,"call_gex":15478.27,"put_gex":0.0,"net_gex":15478.27,"call_oi":140,"put_oi":0}],"pain_by_strike":[{"strike":70.0,"call_value":0,"put_value":800490.0,"total_value":800490.0},{"strike":75.0,"call_value":5.0,"put_value":772575.0,"total_value":772580.0},{"strike":80.0,"call_value":85.0,"put_value":744750.0,"total_value":744835.0},{"strike":85.0,"call_value":180.0,"put_value":717025.0,"total_value":717205.0},{"strike":90.0,"call_value":315.0,"put_value":689380.0,"total_value":689695.0},{"strike":95.0,"call_value":480.0,"put_value":661825.0,"total_value":662305.0},{"strike":100.0,"call_value":655.0,"put_value":634360.0,"total_value":635015.0},{"strike":105.0,"call_value":865.0,"put_value":607060.0,"total_value":607925.0},{"strike":110.0,"call_value":1215.0,"put_value":579985.0,"total_value":581200.0},{"strike":115.0,"call_value":2025.0,"put_value":553070.0,"total_value":555095.0},{"strike":120.0,"call_value":2850.0,"put_value":526350.0,"total_value":529200.0},{"strike":125.0,"call_value":3800.0,"put_value":499850.0,"total_value":503650.0},{"strike":130.0,"call_value":4770.0,"put_value":473620.0,"total_value":478390.0},{"strike":135.0,"call_value":5910.0,"put_value":447525.0,"total_value":453435.0},{"strike":140.0,"call_value":7240.0,"put_value":422555.0,"total_value":429795.0},{"strike":145.0,"call_value":8695.0,"put_value":397865.0,"total_value":406560.0},{"strike":150.0,"call_value":10250.0,"put_value":373395.0,"total_value":383645.0},{"strike":155.0,"call_value":12100.0,"put_value":349860.0,"total_value":361960.0},{"strike":160.0,"call_value":13980.0,"put_value":326430.0,"total_value":340410.0},{"strike":165.0,"call_value":16170.0,"put_value":303360.0,"total_value":319530.0},{"strike":170.0,"call_value":18395.0,"put_value":280450.0,"total_value":298845.0},{"strike":175.0,"call_value":20710.0,"put_value":258015.0,"total_value":278725.0},{"strike":180.0,"call_value":23155.0,"put_value":235875.0,"total_value":259030.0},{"strike":185.0,"call_value":25755.0,"put_value":214115.0,"total_value":239870.0},{"strike":190.0,"call_value":28485.0,"put_value":194020.0,"total_value":222505.0},{"strike":195.0,"call_value":31305.0,"put_value":175405.0,"total_value":206710.0},{"strike":200.0,"call_value":34200.0,"put_value":157200.0,"total_value":191400.0},{"strike":210.0,"call_value":41350.0,"put_value":125060.0,"total_value":166410.0},{"strike":220.0,"call_value":49630.0,"put_value":98420.0,"total_value":148050.0},{"strike":230.0,"call_value":61270.0,"put_value":74750.0,"total_value":136020.0},{"strike":240.0,"call_value":74920.0,"put_value":58490.0,"total_value":133410.0},{"strike":250.0,"call_value":90540.0,"put_value":45760.0,"total_value":136300.0},{"strike":260.0,"call_value":128290.0,"put_value":35980.0,"total_value":164270.0},{"strike":270.0,"call_value":175270.0,"put_value":27880.0,"total_value":203150.0},{"strike":280.0,"call_value":232720.0,"put_value":22080.0,"total_value":254800.0},{"strike":290.0,"call_value":299270.0,"put_value":17000.0,"total_value":316270.0},{"strike":300.0,"call_value":379340.0,"put_value":12110.0,"total_value":391450.0},{"strike":310.0,"call_value":466030.0,"put_value":7960.0,"total_value":473990.0},{"strike":320.0,"call_value":557250.0,"put_value":4100.0,"total_value":561350.0},{"strike":330.0,"call_value":651290.0,"put_value":2870.0,"total_value":654160.0},{"strike":340.0,"call_value":747350.0,"put_value":1720.0,"total_value":749070.0},{"strike":350.0,"call_value":845650.0,"put_value":1130.0,"total_value":846780.0},{"strike":360.0,"call_value":946050.0,"put_value":800.0,"total_value":946850.0},{"strike":370.0,"call_value":1047800.0,"put_value":500.0,"total_value":1048300.0},{"strike":380.0,"call_value":1158010.0,"put_value":360.0,"total_value":1158370.0},{"strike":390.0,"call_value":1270810.0,"put_value":230.0,"total_value":1271040.0},{"strike":400.0,"call_value":1385970.0,"put_value":150.0,"total_value":1386120.0},{"strike":410.0,"call_value":1508000.0,"put_value":110.0,"total_value":1508110.0},{"strike":420.0,"call_value":1632000.0,"put_value":80.0,"total_value":1632080.0},{"strike":430.0,"call_value":1756510.0,"put_value":50.0,"total_value":1756560.0},{"strike":440.0,"call_value":1883240.0,"put_value":40.0,"total_value":1883280.0},{"strike":450.0,"call_value":2010810.0,"put_value":30.0,"total_value":2010840.0},{"strike":460.0,"call_value":2139020.0,"put_value":20.0,"total_value":2139040.0},{"strike":470.0,"call_value":2268040.0,"put_value":10.0,"total_value":2268050.0},{"strike":480.0,"call_value":2398020.0,"put_value":0.0,"total_value":2398020.0},{"strike":490.0,"call_value":2528130.0,"put_value":0.0,"total_value":2528130.0},{"strike":500.0,"call_value":2658250.0,"put_value":0.0,"total_value":2658250.0},{"strike":520.0,"call_value":2919070.0,"put_value":0,"total_value":2919070.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":117.7,"strike":192.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":91.4,"strike":191.76},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":100.6,"strike":146.61},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":74.1,"strike":250.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":86.2,"strike":250.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":80.3,"strike":250.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":75.2,"strike":265.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":87.2,"strike":265.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":80.2,"strike":265.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":75.0,"strike":280.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":87.0,"strike":280.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":82.1,"strike":280.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":71.0,"strike":295.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":86.0,"strike":295.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":80.7,"strike":295.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":70.6,"strike":310.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":85.0,"strike":310.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":80.1,"strike":310.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":87.3,"strike":359.17},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":85.4,"strike":351.82},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":81.9,"strike":402.9}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":10,"total_oi":3381},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":10,"total_oi":114},{"expiration":"12/18/2026","dte":77,"iv":0.5527,"contract_count":10,"total_oi":1592},{"expiration":"03/19/2027","dte":168,"iv":0.4658,"contract_count":9,"total_oi":207},{"expiration":"12/17/2027","dte":441,"iv":0.3433,"contract_count":7,"total_oi":87},{"expiration":"01/21/2028","dte":476,"iv":0.2712,"contract_count":4,"total_oi":55},{"expiration":"01/19/2029","dte":840,"iv":0.1756,"contract_count":2,"total_oi":21}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":14.25,"expected_move_2std":28.5,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":31.95,"expected_move_2std":63.9,"contract_count":6},{"expiration":"12/18/2026","dte":77,"expected_move_1std":37.22,"expected_move_2std":74.43,"contract_count":6},{"expiration":"03/19/2027","dte":168,"expected_move_1std":54.15,"expected_move_2std":108.29,"contract_count":5},{"expiration":"12/17/2027","dte":441,"expected_move_1std":85.77,"expected_move_2std":171.53,"contract_count":4},{"expiration":"01/21/2028","dte":476,"expected_move_1std":88.0,"expected_move_2std":176.0,"contract_count":3},{"expiration":"01/19/2029","dte":840,"expected_move_1std":115.26,"expected_move_2std":230.51,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4198,"put_oi":2002,"total_oi":6200,"pc_ratio":0.477,"pc_ratio_volume":5.861,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":224,"put_oi":733,"total_oi":957,"pc_ratio":3.272,"pc_ratio_volume":2.5,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":5383,"put_oi":1945,"total_oi":7328,"pc_ratio":0.361,"pc_ratio_volume":0.273,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1246,"put_oi":787,"total_oi":2033,"pc_ratio":0.632,"pc_ratio_volume":0.077,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":1384,"put_oi":116,"total_oi":1500,"pc_ratio":0.084,"pc_ratio_volume":0.167,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":212,"put_oi":25,"total_oi":237,"pc_ratio":0.118,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/15/2028","dte":805,"call_oi":105,"put_oi":0,"total_oi":105,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":429,"put_oi":5,"total_oi":434,"pc_ratio":0.012,"pc_ratio_volume":16.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":70.0,"call_delta_oi":99.0,"put_delta_oi":-60.0,"dealer_delta":-40.0,"call_oi":1,"put_oi":30},{"strike":75.0,"call_delta_oi":1494.0,"put_delta_oi":-38.0,"dealer_delta":-1456.0,"call_oi":15,"put_oi":18},{"strike":80.0,"call_delta_oi":298.0,"put_delta_oi":-45.0,"dealer_delta":-252.0,"call_oi":3,"put_oi":20},{"strike":85.0,"call_delta_oi":793.0,"put_delta_oi":-14.0,"dealer_delta":-778.0,"call_oi":8,"put_oi":16},{"strike":90.0,"call_delta_oi":598.0,"put_delta_oi":-11.0,"dealer_delta":-588.0,"call_oi":6,"put_oi":18},{"strike":95.0,"call_delta_oi":200.0,"put_delta_oi":-11.0,"dealer_delta":-189.0,"call_oi":2,"put_oi":18},{"strike":100.0,"call_delta_oi":691.0,"put_delta_oi":-57.0,"dealer_delta":-634.0,"call_oi":7,"put_oi":33},{"strike":105.0,"call_delta_oi":2755.0,"put_delta_oi":-131.0,"dealer_delta":-2624.0,"call_oi":28,"put_oi":45},{"strike":110.0,"call_delta_oi":8670.0,"put_delta_oi":-122.0,"dealer_delta":-8549.0,"call_oi":92,"put_oi":32},{"strike":115.0,"call_delta_oi":295.0,"put_delta_oi":-79.0,"dealer_delta":-216.0,"call_oi":3,"put_oi":39},{"strike":120.0,"call_delta_oi":2443.0,"put_delta_oi":-94.0,"dealer_delta":-2349.0,"call_oi":25,"put_oi":44},{"strike":125.0,"call_delta_oi":380.0,"put_delta_oi":-225.0,"dealer_delta":-155.0,"call_oi":4,"put_oi":54},{"strike":130.0,"call_delta_oi":3197.0,"put_delta_oi":-99.0,"dealer_delta":-3098.0,"call_oi":34,"put_oi":27},{"strike":135.0,"call_delta_oi":3641.0,"put_delta_oi":-608.0,"dealer_delta":-3033.0,"call_oi":38,"put_oi":225},{"strike":140.0,"call_delta_oi":2340.0,"put_delta_oi":-279.0,"dealer_delta":-2062.0,"call_oi":25,"put_oi":56},{"strike":145.0,"call_delta_oi":1931.0,"put_delta_oi":-222.0,"dealer_delta":-1709.0,"call_oi":20,"put_oi":44},{"strike":150.0,"call_delta_oi":5592.0,"put_delta_oi":-960.0,"dealer_delta":-4631.0,"call_oi":59,"put_oi":187},{"strike":155.0,"call_delta_oi":565.0,"put_delta_oi":-117.0,"dealer_delta":-448.0,"call_oi":6,"put_oi":21},{"strike":160.0,"call_delta_oi":5499.0,"put_delta_oi":-491.0,"dealer_delta":-5008.0,"call_oi":62,"put_oi":72},{"strike":165.0,"call_delta_oi":659.0,"put_delta_oi":-147.0,"dealer_delta":-512.0,"call_oi":7,"put_oi":32},{"strike":170.0,"call_delta_oi":1653.0,"put_delta_oi":-638.0,"dealer_delta":-1015.0,"call_oi":18,"put_oi":95},{"strike":175.0,"call_delta_oi":2388.0,"put_delta_oi":-265.0,"dealer_delta":-2123.0,"call_oi":26,"put_oi":59},{"strike":180.0,"call_delta_oi":2820.0,"put_delta_oi":-720.0,"dealer_delta":-2100.0,"call_oi":31,"put_oi":76},{"strike":185.0,"call_delta_oi":2294.0,"put_delta_oi":-2104.0,"dealer_delta":-190.0,"call_oi":26,"put_oi":333},{"strike":190.0,"call_delta_oi":1564.0,"put_delta_oi":-2594.0,"dealer_delta":1030.0,"call_oi":18,"put_oi":296},{"strike":195.0,"call_delta_oi":1311.0,"put_delta_oi":-578.0,"dealer_delta":-733.0,"call_oi":15,"put_oi":82},{"strike":200.0,"call_delta_oi":11363.0,"put_delta_oi":-4849.0,"dealer_delta":-6515.0,"call_oi":136,"put_oi":427},{"strike":210.0,"call_delta_oi":9464.0,"put_delta_oi":-5751.0,"dealer_delta":-3713.0,"call_oi":113,"put_oi":550},{"strike":220.0,"call_delta_oi":30388.0,"put_delta_oi":-3636.0,"dealer_delta":-26752.0,"call_oi":336,"put_oi":297},{"strike":230.0,"call_delta_oi":16131.0,"put_delta_oi":-7817.0,"dealer_delta":-8314.0,"call_oi":201,"put_oi":741},{"strike":240.0,"call_delta_oi":14948.0,"put_delta_oi":-7818.0,"dealer_delta":-7130.0,"call_oi":197,"put_oi":353},{"strike":250.0,"call_delta_oi":159572.0,"put_delta_oi":-7405.0,"dealer_delta":-152167.0,"call_oi":2213,"put_oi":295},{"strike":260.0,"call_delta_oi":63255.0,"put_delta_oi":-4942.0,"dealer_delta":-58312.0,"call_oi":923,"put_oi":168},{"strike":270.0,"call_delta_oi":66234.0,"put_delta_oi":-8438.0,"dealer_delta":-57796.0,"call_oi":1047,"put_oi":230},{"strike":280.0,"call_delta_oi":50304.0,"put_delta_oi":-3207.0,"dealer_delta":-47098.0,"call_oi":910,"put_oi":72},{"strike":290.0,"call_delta_oi":58636.0,"put_delta_oi":-920.0,"dealer_delta":-57716.0,"call_oi":1352,"put_oi":19},{"strike":300.0,"call_delta_oi":30992.0,"put_delta_oi":-3470.0,"dealer_delta":-27521.0,"call_oi":662,"put_oi":74},{"strike":310.0,"call_delta_oi":18334.0,"put_delta_oi":-1455.0,"dealer_delta":-16879.0,"call_oi":453,"put_oi":29},{"strike":320.0,"call_delta_oi":10218.0,"put_delta_oi":-12723.0,"dealer_delta":2504.0,"call_oi":282,"put_oi":263},{"strike":330.0,"call_delta_oi":6930.0,"put_delta_oi":-486.0,"dealer_delta":-6444.0,"call_oi":202,"put_oi":8},{"strike":340.0,"call_delta_oi":7947.0,"put_delta_oi":-3530.0,"dealer_delta":-4417.0,"call_oi":224,"put_oi":56},{"strike":350.0,"call_delta_oi":7423.0,"put_delta_oi":-1692.0,"dealer_delta":-5731.0,"call_oi":210,"put_oi":26},{"strike":360.0,"call_delta_oi":4358.0,"put_delta_oi":-181.0,"dealer_delta":-4177.0,"call_oi":135,"put_oi":3},{"strike":370.0,"call_delta_oi":28925.0,"put_delta_oi":-785.0,"dealer_delta":-28140.0,"call_oi":846,"put_oi":16},{"strike":380.0,"call_delta_oi":10947.0,"put_delta_oi":-60.0,"dealer_delta":-10887.0,"call_oi":259,"put_oi":1},{"strike":390.0,"call_delta_oi":7658.0,"put_delta_oi":-347.0,"dealer_delta":-7312.0,"call_oi":236,"put_oi":5},{"strike":400.0,"call_delta_oi":31333.0,"put_delta_oi":-280.0,"dealer_delta":-31052.0,"call_oi":687,"put_oi":4},{"strike":410.0,"call_delta_oi":1846.0,"put_delta_oi":-78.0,"dealer_delta":-1768.0,"call_oi":197,"put_oi":1},{"strike":420.0,"call_delta_oi":1130.0,"put_delta_oi":0,"dealer_delta":-1130.0,"call_oi":51,"put_oi":0},{"strike":430.0,"call_delta_oi":4099.0,"put_delta_oi":-162.0,"dealer_delta":-3937.0,"call_oi":222,"put_oi":2},{"strike":440.0,"call_delta_oi":1683.0,"put_delta_oi":0,"dealer_delta":-1683.0,"call_oi":84,"put_oi":0},{"strike":450.0,"call_delta_oi":1483.0,"put_delta_oi":0,"dealer_delta":-1483.0,"call_oi":64,"put_oi":0},{"strike":460.0,"call_delta_oi":973.0,"put_delta_oi":0,"dealer_delta":-973.0,"call_oi":81,"put_oi":0},{"strike":470.0,"call_delta_oi":1182.0,"put_delta_oi":0,"dealer_delta":-1182.0,"call_oi":96,"put_oi":0},{"strike":480.0,"call_delta_oi":155.0,"put_delta_oi":-86.0,"dealer_delta":-69.0,"call_oi":13,"put_oi":1},{"strike":490.0,"call_delta_oi":11.0,"put_delta_oi":0,"dealer_delta":-11.0,"call_oi":1,"put_oi":0},{"strike":500.0,"call_delta_oi":269.0,"put_delta_oi":0,"dealer_delta":-269.0,"call_oi":29,"put_oi":0},{"strike":520.0,"call_delta_oi":1147.0,"put_delta_oi":0,"dealer_delta":-1147.0,"call_oi":140,"put_oi":0}],"net_dealer_delta":-622682.0,"total_call_delta":713509.0,"total_put_delta":-90826.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/19/2029","underlying_price":280.5,"strikes":[{"strike":400.0,"moneyness":1.426,"type":"call","iv":0.729,"delta":0.6255,"oi":367}]},{"expiration":"03/19/2027","underlying_price":280.5,"strikes":[{"strike":240.0,"moneyness":0.8556,"type":"put","iv":0.8057,"delta":-0.2762,"oi":158},{"strike":250.0,"moneyness":0.8913,"type":"call","iv":0.7963,"delta":0.6982,"oi":305},{"strike":320.0,"moneyness":1.1408,"type":"put","iv":0.7878,"delta":-0.4778,"oi":254},{"strike":370.0,"moneyness":1.3191,"type":"call","iv":0.7735,"delta":0.4088,"oi":255}]},{"expiration":"10/16/2026","underlying_price":280.5,"strikes":[{"strike":200.0,"moneyness":0.713,"type":"put","iv":1.1069,"delta":-0.0417,"oi":114},{"strike":210.0,"moneyness":0.7487,"type":"put","iv":0.9053,"delta":-0.0368,"oi":222},{"strike":220.0,"moneyness":0.7843,"type":"call","iv":0.8351,"delta":0.9484,"oi":239},{"strike":220.0,"moneyness":0.7843,"type":"put","iv":0.832,"delta":-0.051,"oi":149},{"strike":230.0,"moneyness":0.82,"type":"put","iv":0.7998,"delta":-0.0807,"oi":623},{"strike":240.0,"moneyness":0.8556,"type":"put","iv":0.7868,"delta":-0.1283,"oi":123},{"strike":250.0,"moneyness":0.8913,"type":"put","iv":0.7171,"delta":-0.1763,"oi":117},{"strike":250.0,"moneyness":0.8913,"type":"call","iv":0.765,"delta":0.8106,"oi":148},{"strike":260.0,"moneyness":0.9269,"type":"call","iv":0.7642,"delta":0.7287,"oi":324},{"strike":260.0,"moneyness":0.9269,"type":"put","iv":0.778,"delta":-0.2741,"oi":115},{"strike":270.0,"moneyness":0.9626,"type":"call","iv":0.7184,"delta":0.6407,"oi":475},{"strike":270.0,"moneyness":0.9626,"type":"put","iv":0.7466,"delta":-0.3624,"oi":148},{"strike":280.0,"moneyness":0.9982,"type":"call","iv":0.7564,"delta":0.5376,"oi":706},{"strike":290.0,"moneyness":1.0339,"type":"call","iv":0.6778,"delta":0.4268,"oi":1291},{"strike":300.0,"moneyness":1.0695,"type":"call","iv":0.7208,"delta":0.3391,"oi":265},{"strike":310.0,"moneyness":1.1052,"type":"call","iv":0.7243,"delta":0.2571,"oi":171},{"strike":410.0,"moneyness":1.4617,"type":"call","iv":0.9067,"delta":0.0168,"oi":143}]},{"expiration":"11/20/2026","underlying_price":280.5,"strikes":[{"strike":185.0,"moneyness":0.6595,"type":"put","iv":0.8594,"delta":-0.0656,"oi":167},{"strike":190.0,"moneyness":0.6774,"type":"put","iv":0.8684,"delta":-0.0789,"oi":102},{"strike":210.0,"moneyness":0.7487,"type":"put","iv":0.8864,"delta":-0.1404,"oi":207}]},{"expiration":"12/17/2027","underlying_price":280.5,"strikes":[{"strike":250.0,"moneyness":0.8913,"type":"call","iv":0.7838,"delta":0.7335,"oi":931}]},{"expiration":"12/18/2026","underlying_price":280.5,"strikes":[{"strike":135.0,"moneyness":0.4813,"type":"put","iv":0.9331,"delta":-0.0255,"oi":219},{"strike":150.0,"moneyness":0.5348,"type":"put","iv":0.9217,"delta":-0.0428,"oi":127},{"strike":200.0,"moneyness":0.713,"type":"put","iv":0.8298,"delta":-0.1344,"oi":225},{"strike":210.0,"moneyness":0.7487,"type":"put","iv":0.8418,"delta":-0.1664,"oi":117},{"strike":230.0,"moneyness":0.82,"type":"call","iv":0.8328,"delta":0.769,"oi":133},{"strike":250.0,"moneyness":0.8913,"type":"call","iv":0.803,"delta":0.699,"oi":786},{"strike":250.0,"moneyness":0.8913,"type":"put","iv":0.8031,"delta":-0.301,"oi":152},{"strike":260.0,"moneyness":0.9269,"type":"call","iv":0.7967,"delta":0.6609,"oi":570},{"strike":270.0,"moneyness":0.9626,"type":"call","iv":0.7999,"delta":0.6222,"oi":511},{"strike":280.0,"moneyness":0.9982,"type":"call","iv":0.8198,"delta":0.5853,"oi":123},{"strike":300.0,"moneyness":1.0695,"type":"call","iv":0.7982,"delta":0.5087,"oi":220},{"strike":310.0,"moneyness":1.1052,"type":"call","iv":0.7905,"delta":0.4712,"oi":189},{"strike":320.0,"moneyness":1.1408,"type":"call","iv":0.8002,"delta":0.4388,"oi":141},{"strike":340.0,"moneyness":1.2121,"type":"call","iv":0.8202,"delta":0.3809,"oi":172},{"strike":370.0,"moneyness":1.3191,"type":"call","iv":0.8062,"delta":0.293,"oi":524},{"strike":390.0,"moneyness":1.3904,"type":"call","iv":0.8179,"delta":0.2506,"oi":111},{"strike":400.0,"moneyness":1.426,"type":"call","iv":0.8072,"delta":0.225,"oi":233},{"strike":430.0,"moneyness":1.533,"type":"call","iv":0.8195,"delta":0.1757,"oi":207},{"strike":520.0,"moneyness":1.8538,"type":"call","iv":0.8416,"delta":0.0819,"oi":140}]}],"greeks_heatmap":{"data":[{"strike":200.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0417,"call_gamma":0,"put_gamma":0.001522,"call_theta":0,"put_theta":-0.1995,"call_vega":0,"put_vega":0.0472,"call_oi":0,"put_oi":114},{"strike":210.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0368,"call_gamma":0,"put_gamma":0.001682,"call_theta":0,"put_theta":-0.1473,"call_vega":0,"put_vega":0.0427,"call_oi":0,"put_oi":222},{"strike":220.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9484,"put_delta":-0.051,"call_gamma":0.002391,"put_gamma":0.002378,"call_theta":-0.2035,"put_theta":-0.1757,"call_vega":0.056,"put_vega":0.0555,"call_oi":239,"put_oi":149},{"strike":230.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0807,"call_gamma":0,"put_gamma":0.003534,"call_theta":0,"put_theta":-0.2408,"call_vega":0,"put_vega":0.0792,"call_oi":0,"put_oi":623},{"strike":240.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1283,"call_gamma":0,"put_gamma":0.005032,"call_theta":0,"put_theta":-0.3312,"call_vega":0,"put_vega":0.1109,"call_oi":0,"put_oi":123},{"strike":250.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8106,"put_delta":-0.1763,"call_gamma":0.006689,"put_gamma":0.006823,"call_theta":-0.4442,"put_theta":-0.372,"call_vega":0.1434,"put_vega":0.1371,"call_oi":148,"put_oi":117},{"strike":260.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7287,"put_delta":-0.2741,"call_gamma":0.008193,"put_gamma":0.008088,"call_theta":-0.5363,"put_theta":-0.5179,"call_vega":0.1755,"put_vega":0.1763,"call_oi":324,"put_oi":115},{"strike":270.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6407,"put_delta":-0.3624,"call_gamma":0.009831,"put_gamma":0.009488,"call_theta":-0.5653,"put_theta":-0.5569,"call_vega":0.1979,"put_vega":0.1985,"call_oi":475,"put_oi":148},{"strike":280.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5376,"put_delta":0,"call_gamma":0.009919,"put_gamma":0,"call_theta":-0.6273,"put_theta":0,"call_vega":0.2102,"put_vega":0,"call_oi":706,"put_oi":0},{"strike":290.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4268,"put_delta":0,"call_gamma":0.010931,"put_gamma":0,"call_theta":-0.5539,"put_theta":0,"call_vega":0.2076,"put_vega":0,"call_oi":1291,"put_oi":0},{"strike":300.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3391,"put_delta":0,"call_gamma":0.009593,"put_gamma":0,"call_theta":-0.5474,"put_theta":0,"call_vega":0.1938,"put_vega":0,"call_oi":265,"put_oi":0},{"strike":310.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2571,"put_delta":0,"call_gamma":0.008412,"put_gamma":0,"call_theta":-0.4834,"put_theta":0,"call_vega":0.1707,"put_vega":0,"call_oi":171,"put_oi":0},{"strike":320.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1863,"put_delta":0,"call_gamma":0.007041,"put_gamma":0,"call_theta":-0.3983,"put_theta":0,"call_vega":0.1419,"put_vega":0,"call_oi":94,"put_oi":0},{"strike":330.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1381,"put_delta":0,"call_gamma":0.005656,"put_gamma":0,"call_theta":-0.3348,"put_theta":0,"call_vega":0.1167,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":210.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1404,"call_gamma":0,"put_gamma":0.002473,"call_theta":0,"put_theta":-0.204,"call_vega":0,"put_vega":0.2268,"call_oi":0,"put_oi":207},{"strike":220.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1734,"call_gamma":0,"put_gamma":0.002874,"call_theta":0,"put_theta":-0.2312,"call_vega":0,"put_vega":0.2607,"call_oi":0,"put_oi":55},{"strike":200.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1344,"call_gamma":0,"put_gamma":0.002038,"call_theta":0,"put_theta":-0.1458,"call_vega":0,"put_vega":0.277,"call_oi":0,"put_oi":225},{"strike":210.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8356,"put_delta":-0.1664,"call_gamma":0.002329,"put_gamma":0.002316,"call_theta":-0.1908,"put_theta":-0.1701,"call_vega":0.317,"put_vega":0.3194,"call_oi":99,"put_oi":117},{"strike":220.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8028,"put_delta":-0.2033,"call_gamma":0.002599,"put_gamma":0.002522,"call_theta":-0.2123,"put_theta":-0.2,"call_vega":0.3553,"put_vega":0.3619,"call_oi":68,"put_oi":72},{"strike":230.0,"dte":77,"expiration":"12/18/2026","call_delta":0.769,"put_delta":-0.2307,"call_gamma":0.002855,"put_gamma":0.00286,"call_theta":-0.2304,"put_theta":-0.2033,"call_vega":0.3896,"put_vega":0.3893,"call_oi":133,"put_oi":52},{"strike":240.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7358,"put_delta":0,"call_gamma":0.003152,"put_gamma":0,"call_theta":-0.2399,"put_theta":0,"call_vega":0.4186,"put_vega":0,"call_oi":99,"put_oi":0},{"strike":250.0,"dte":77,"expiration":"12/18/2026","call_delta":0.699,"put_delta":-0.301,"call_gamma":0.003388,"put_gamma":0.003388,"call_theta":-0.2517,"put_theta":-0.2228,"call_vega":0.4457,"put_vega":0.4457,"call_oi":786,"put_oi":152},{"strike":260.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6609,"put_delta":0,"call_gamma":0.003589,"put_gamma":0,"call_theta":-0.2612,"put_theta":0,"call_vega":0.4685,"put_vega":0,"call_oi":570,"put_oi":0},{"strike":270.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6222,"put_delta":-0.3776,"call_gamma":0.003712,"put_gamma":0.003686,"call_theta":-0.2709,"put_theta":-0.2415,"call_vega":0.4865,"put_vega":0.4864,"call_oi":511,"put_oi":52},{"strike":280.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5853,"put_delta":0,"call_gamma":0.003715,"put_gamma":0,"call_theta":-0.2832,"put_theta":0,"call_vega":0.4989,"put_vega":0,"call_oi":123,"put_oi":0},{"strike":300.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5087,"put_delta":0,"call_gamma":0.003904,"put_gamma":0,"call_theta":-0.2807,"put_theta":0,"call_vega":0.5105,"put_vega":0,"call_oi":220,"put_oi":0},{"strike":310.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4712,"put_delta":0,"call_gamma":0.003932,"put_gamma":0,"call_theta":-0.2768,"put_theta":0,"call_vega":0.5093,"put_vega":0,"call_oi":189,"put_oi":0},{"strike":320.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4388,"put_delta":0,"call_gamma":0.003849,"put_gamma":0,"call_theta":-0.2768,"put_theta":0,"call_vega":0.5046,"put_vega":0,"call_oi":141,"put_oi":0},{"strike":330.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4025,"put_delta":0,"call_gamma":0.003832,"put_gamma":0,"call_theta":-0.2675,"put_theta":0,"call_vega":0.4953,"put_vega":0,"call_oi":63,"put_oi":0},{"strike":340.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3809,"put_delta":-0.6244,"call_gamma":0.003629,"put_gamma":0.003688,"call_theta":-0.2729,"put_theta":-0.2272,"call_vega":0.4877,"put_vega":0.4856,"call_oi":172,"put_oi":54},{"strike":350.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3398,"put_delta":0,"call_gamma":0.00364,"put_gamma":0,"call_theta":-0.2514,"put_theta":0,"call_vega":0.4689,"put_vega":0,"call_oi":89,"put_oi":0}],"strikes":[200.0,210.0,220.0,230.0,240.0,250.0,260.0,270.0,280.0,290.0,300.0,310.0,320.0,330.0,340.0,350.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":5.38,"put_25d_iv":77.8,"call_25d_iv":72.43,"put_25d_strike":260.0,"call_25d_strike":310.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":1.3,"put_25d_iv":83.09,"call_25d_iv":81.79,"put_25d_strike":230.0,"call_25d_strike":390.0,"skew":"neutral"},{"expiration":"03/19/2027","dte":168,"risk_reversal":3.23,"put_25d_iv":80.57,"call_25d_iv":77.34,"put_25d_strike":240.0,"call_25d_strike":400.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":110.0,"call_vanna":-10.0,"put_vanna":0,"net_vanna":-10.0,"call_oi":85,"put_oi":0},{"strike":135.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":219},{"strike":150.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":127},{"strike":160.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":53},{"strike":170.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":61},{"strike":185.0,"call_vanna":0,"put_vanna":12.0,"net_vanna":12.0,"call_oi":0,"put_oi":330},{"strike":190.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":252},{"strike":200.0,"call_vanna":0,"put_vanna":24.0,"net_vanna":24.0,"call_oi":0,"put_oi":394},{"strike":210.0,"call_vanna":-8.0,"put_vanna":24.0,"net_vanna":17.0,"call_oi":99,"put_oi":546},{"strike":220.0,"call_vanna":-9.0,"put_vanna":11.0,"net_vanna":2.0,"call_oi":307,"put_oi":276},{"strike":230.0,"call_vanna":-10.0,"put_vanna":19.0,"net_vanna":9.0,"call_oi":133,"put_oi":675},{"strike":240.0,"call_vanna":-7.0,"put_vanna":20.0,"net_vanna":13.0,"call_oi":99,"put_oi":281},{"strike":250.0,"call_vanna":-240.0,"put_vanna":13.0,"net_vanna":-226.0,"call_oi":2170,"put_oi":269},{"strike":260.0,"call_vanna":-40.0,"put_vanna":3.0,"net_vanna":-37.0,"call_oi":894,"put_oi":115},{"strike":270.0,"call_vanna":-31.0,"put_vanna":5.0,"net_vanna":-26.0,"call_oi":986,"put_oi":200},{"strike":280.0,"call_vanna":-8.0,"put_vanna":0,"net_vanna":-8.0,"call_oi":829,"put_oi":0},{"strike":290.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":1291,"put_oi":0},{"strike":300.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":549,"put_oi":0},{"strike":310.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":433,"put_oi":0},{"strike":320.0,"call_vanna":6.0,"put_vanna":3.0,"net_vanna":9.0,"call_oi":235,"put_oi":254},{"strike":330.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":122,"put_oi":0},{"strike":340.0,"call_vanna":7.0,"put_vanna":-2.0,"net_vanna":5.0,"call_oi":172,"put_oi":54},{"strike":350.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":157,"put_oi":0},{"strike":370.0,"call_vanna":46.0,"put_vanna":0,"net_vanna":46.0,"call_oi":779,"put_oi":0},{"strike":380.0,"call_vanna":-11.0,"put_vanna":0,"net_vanna":-11.0,"call_oi":178,"put_oi":0},{"strike":390.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":162,"put_oi":0},{"strike":400.0,"call_vanna":-32.0,"put_vanna":0,"net_vanna":-32.0,"call_oi":652,"put_oi":0},{"strike":410.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":143,"put_oi":0},{"strike":430.0,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":207,"put_oi":0},{"strike":440.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":54,"put_oi":0},{"strike":460.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":81,"put_oi":0},{"strike":470.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":96,"put_oi":0},{"strike":520.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":140,"put_oi":0}],"net_vanna":-105.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":185.0,"call_charm":0,"put_charm":1571.0,"net_charm":1571.0,"call_oi":0,"put_oi":256},{"strike":190.0,"call_charm":0,"put_charm":2256.0,"net_charm":2256.0,"call_oi":0,"put_oi":183},{"strike":200.0,"call_charm":0,"put_charm":2475.0,"net_charm":2475.0,"call_oi":0,"put_oi":114},{"strike":210.0,"call_charm":0,"put_charm":7555.0,"net_charm":7555.0,"call_oi":0,"put_oi":429},{"strike":220.0,"call_charm":-120263.0,"put_charm":5123.0,"net_charm":-115141.0,"call_oi":239,"put_oi":204},{"strike":230.0,"call_charm":0,"put_charm":31556.0,"net_charm":31556.0,"call_oi":0,"put_oi":623},{"strike":240.0,"call_charm":0,"put_charm":13623.0,"net_charm":13623.0,"call_oi":0,"put_oi":123},{"strike":250.0,"call_charm":-138934.0,"put_charm":20006.0,"net_charm":-118928.0,"call_oi":148,"put_oi":117},{"strike":260.0,"call_charm":-330076.0,"put_charm":42552.0,"net_charm":-287524.0,"call_oi":324,"put_oi":115},{"strike":270.0,"call_charm":-448558.0,"put_charm":77882.0,"net_charm":-370676.0,"call_oi":475,"put_oi":148},{"strike":280.0,"call_charm":-620764.0,"put_charm":0,"net_charm":-620764.0,"call_oi":706,"put_oi":0},{"strike":290.0,"call_charm":-795682.0,"put_charm":0,"net_charm":-795682.0,"call_oi":1291,"put_oi":0},{"strike":300.0,"call_charm":-128236.0,"put_charm":0,"net_charm":-128236.0,"call_oi":265,"put_oi":0},{"strike":310.0,"call_charm":-55412.0,"put_charm":0,"net_charm":-55412.0,"call_oi":171,"put_oi":0},{"strike":320.0,"call_charm":-18184.0,"put_charm":0,"net_charm":-18184.0,"call_oi":94,"put_oi":0},{"strike":330.0,"call_charm":-7110.0,"put_charm":0,"net_charm":-7110.0,"call_oi":59,"put_oi":0},{"strike":410.0,"call_charm":-488.0,"put_charm":0,"net_charm":-488.0,"call_oi":143,"put_oi":0}],"net_charm":-2459109.0,"weekend_delta_shift":-7377328.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":207978.0,"put_delta":-23606.0,"net_delta":184372.0,"call_oi":4198,"put_oi":2002,"total_oi":6200,"total_volume":789,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":10635.0,"put_delta":-10070.0,"net_delta":565.0,"call_oi":224,"put_oi":733,"total_oi":957,"total_volume":14,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":276472.0,"put_delta":-30345.0,"net_delta":246128.0,"call_oi":5383,"put_oi":1945,"total_oi":7328,"total_volume":84,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":67850.0,"put_delta":-24377.0,"net_delta":43473.0,"call_oi":1246,"put_oi":787,"total_oi":2033,"total_volume":56,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":101384.0,"put_delta":-2005.0,"net_delta":99379.0,"call_oi":1384,"put_oi":116,"total_oi":1500,"total_volume":14,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":14818.0,"put_delta":-341.0,"net_delta":14477.0,"call_oi":212,"put_oi":25,"total_oi":237,"total_volume":17,"bias":"neutral"},{"expiration":"12/15/2028","dte":805,"call_delta":6876.0,"put_delta":0,"net_delta":6876.0,"call_oi":105,"put_oi":0,"total_oi":105,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":27495.0,"put_delta":-82.0,"net_delta":27413.0,"call_oi":429,"put_oi":5,"total_oi":434,"total_volume":17,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":280.0,"straddle_price":31.6,"straddle_pct":11.27,"implied_move":11.27,"avg_iv":75.0},{"expiration":"11/20/2026","dte":49,"strike":280.0,"straddle_price":70.1,"straddle_pct":24.99,"implied_move":24.99,"avg_iv":87.0},{"expiration":"12/18/2026","dte":77,"strike":290.0,"straddle_price":83.15,"straddle_pct":29.64,"implied_move":29.64,"avg_iv":80.7}],"volume_profile":{"profile":[{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":30,"total_oi":31,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":18,"total_oi":33,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":20,"total_oi":23,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":16,"total_oi":24,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":18,"total_oi":24,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":18,"total_oi":20,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":33,"total_oi":40,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":45,"total_oi":73,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":92,"put_oi":32,"total_oi":124,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":39,"total_oi":42,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":44,"total_oi":69,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":15,"total_volume":15,"call_oi":4,"put_oi":54,"total_oi":58,"bias":"bearish"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":34,"put_oi":27,"total_oi":61,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":225,"total_oi":263,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":56,"total_oi":81,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":44,"total_oi":64,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":18,"total_volume":18,"call_oi":59,"put_oi":187,"total_oi":246,"bias":"bearish"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":21,"total_oi":27,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":62,"put_oi":72,"total_oi":134,"bias":"bearish"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":32,"total_oi":39,"bias":"neutral"},{"strike":170.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":18,"put_oi":95,"total_oi":113,"bias":"bearish"},{"strike":175.0,"call_volume":0,"put_volume":20,"total_volume":20,"call_oi":26,"put_oi":59,"total_oi":85,"bias":"bearish"},{"strike":180.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":76,"total_oi":107,"bias":"neutral"},{"strike":185.0,"call_volume":0,"put_volume":20,"total_volume":20,"call_oi":26,"put_oi":333,"total_oi":359,"bias":"bearish"},{"strike":190.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":18,"put_oi":296,"total_oi":314,"bias":"bearish"},{"strike":195.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":15,"put_oi":82,"total_oi":97,"bias":"bearish"},{"strike":200.0,"call_volume":19,"put_volume":14,"total_volume":33,"call_oi":136,"put_oi":427,"total_oi":563,"bias":"neutral"},{"strike":210.0,"call_volume":17,"put_volume":41,"total_volume":58,"call_oi":113,"put_oi":550,"total_oi":663,"bias":"bearish"},{"strike":220.0,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":336,"put_oi":297,"total_oi":633,"bias":"bearish"},{"strike":230.0,"call_volume":1,"put_volume":552,"total_volume":553,"call_oi":201,"put_oi":741,"total_oi":942,"bias":"bearish"},{"strike":240.0,"call_volume":4,"put_volume":13,"total_volume":17,"call_oi":197,"put_oi":353,"total_oi":550,"bias":"bearish"},{"strike":250.0,"call_volume":3,"put_volume":8,"total_volume":11,"call_oi":2213,"put_oi":295,"total_oi":2508,"bias":"bearish"},{"strike":260.0,"call_volume":12,"put_volume":5,"total_volume":17,"call_oi":923,"put_oi":168,"total_oi":1091,"bias":"bullish"},{"strike":270.0,"call_volume":2,"put_volume":3,"total_volume":5,"call_oi":1047,"put_oi":230,"total_oi":1277,"bias":"neutral"},{"strike":280.0,"call_volume":32,"put_volume":3,"total_volume":35,"call_oi":910,"put_oi":72,"total_oi":982,"bias":"bullish"},{"strike":290.0,"call_volume":16,"put_volume":0,"total_volume":16,"call_oi":1352,"put_oi":19,"total_oi":1371,"bias":"bullish"},{"strike":300.0,"call_volume":31,"put_volume":1,"total_volume":32,"call_oi":662,"put_oi":74,"total_oi":736,"bias":"bullish"},{"strike":310.0,"call_volume":14,"put_volume":1,"total_volume":15,"call_oi":453,"put_oi":29,"total_oi":482,"bias":"bullish"},{"strike":320.0,"call_volume":18,"put_volume":0,"total_volume":18,"call_oi":282,"put_oi":263,"total_oi":545,"bias":"bullish"},{"strike":330.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":202,"put_oi":8,"total_oi":210,"bias":"bullish"},{"strike":340.0,"call_volume":17,"put_volume":0,"total_volume":17,"call_oi":224,"put_oi":56,"total_oi":280,"bias":"bullish"},{"strike":350.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":210,"put_oi":26,"total_oi":236,"bias":"bullish"},{"strike":360.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":135,"put_oi":3,"total_oi":138,"bias":"bullish"},{"strike":370.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":846,"put_oi":16,"total_oi":862,"bias":"bullish"},{"strike":380.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":259,"put_oi":1,"total_oi":260,"bias":"bullish"},{"strike":390.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":236,"put_oi":5,"total_oi":241,"bias":"bullish"},{"strike":400.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":687,"put_oi":4,"total_oi":691,"bias":"bullish"},{"strike":410.0,"call_volume":29,"put_volume":0,"total_volume":29,"call_oi":197,"put_oi":1,"total_oi":198,"bias":"bullish"},{"strike":420.0,"call_volume":17,"put_volume":0,"total_volume":17,"call_oi":51,"put_oi":0,"total_oi":51,"bias":"bullish"},{"strike":430.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":222,"put_oi":2,"total_oi":224,"bias":"neutral"},{"strike":440.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":84,"put_oi":0,"total_oi":84,"bias":"neutral"},{"strike":450.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":64,"put_oi":0,"total_oi":64,"bias":"bullish"},{"strike":460.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":81,"put_oi":0,"total_oi":81,"bias":"neutral"},{"strike":470.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":96,"put_oi":0,"total_oi":96,"bias":"neutral"},{"strike":480.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":1,"total_oi":14,"bias":"neutral"},{"strike":490.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":500.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":0,"total_oi":29,"bias":"neutral"},{"strike":520.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":140,"put_oi":0,"total_oi":140,"bias":"bullish"}],"underlying_price":280.5,"peak_call_strike":280.0,"peak_put_strike":230.0,"total_call_volume":284,"total_put_volume":724,"volume_pc_ratio":2.549},"iv_contours":{"x":[0.71,0.75,0.78,0.82,0.86,0.89,0.93,0.96,1.0,1.03,1.07,1.1,1.14,1.18,1.21,1.25,1.28],"y":[14,49,77,168],"z":[[110.69,90.53,83.36,80.0,76.53,74.1,77.11,73.25,74.98,67.78,72.08,72.43,71.92,73.64,77.2,75.74,79.1],[85.65,88.64,87.66,85.48,89.16,86.19,null,89.24,87.03,null,84.17,84.04,83.96,84.67,83.89,null,null],[83.94,83.63,85.5,83.19,81.92,80.31,80.15,80.28,81.98,80.7,80.64,79.05,80.02,78.91,81.19,79.98,78.89],[82.39,null,80.77,79.98,79.88,79.63,80.12,79.48,80.02,null,78.3,78.59,78.64,77.78,null,77.76,77.1]],"levels":[67.8,72.1,76.4,80.7,84.9,89.2,93.5,97.8,102.1,106.4,110.7],"min_iv":67.8,"max_iv":110.7},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":280.0,"atm_iv":75.64,"otm_strike":290.0,"otm_iv":67.78,"itm_strike":270.0,"itm_iv":71.84,"iv_butterfly":-11.66,"price_butterfly":-1.4,"convexity":"inverted"},{"expiration":"12/18/2026","dte":77,"atm_strike":280.0,"atm_iv":81.98,"otm_strike":290.0,"otm_iv":79.71,"itm_strike":270.0,"itm_iv":79.99,"iv_butterfly":-4.27,"price_butterfly":-1.75,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":280.0,"atm_iv":80.02,"otm_strike":300.0,"otm_iv":78.04,"itm_strike":270.0,"itm_iv":79.48,"iv_butterfly":-2.52,"price_butterfly":-5.25,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":118.88},{"date":"2026-09-15","iv":110.77},{"date":"2026-09-16","iv":109.07},{"date":"2026-09-17","iv":91.49},{"date":"2026-09-18","iv":90.09},{"date":"2026-09-21","iv":87.34},{"date":"2026-09-22","iv":87.8},{"date":"2026-09-23","iv":84.5},{"date":"2026-09-24","iv":86.2},{"date":"2026-09-25","iv":91.6},{"date":"2026-09-28","iv":83.1},{"date":"2026-09-29","iv":89.3},{"date":"2026-09-30","iv":88.3},{"date":"2026-10-01","iv":88.9},{"date":"2026-10-02","iv":87.1}]}}