{"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":"SLDP","summary":{"name":"SLDP","price":2.33,"total_oi":36278,"call_oi":30103,"put_oi":6175,"pc_ratio":0.205,"net_gex":24616.02,"avg_iv":142.4,"iv_rank":60.5,"iv_52w_high":159.6,"iv_52w_low":116.1,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"SLDP","price":2.33,"total_oi":36278,"analysis_coverage":0.8333,"avg_iv_pct":142.4,"iv_rank":60.5,"iv_52w_high_pct":159.6,"iv_52w_low_pct":116.1,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":0.15,"risk_reversal_30d_pp":0.15,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.205,"put_call_oi_front_ratio":0.274,"put_call_volume_front_ratio":0.462,"option_volume":727,"volume_oi_ratio":0.02004,"net_delta_normalized":0.243585,"dealer_delta_normalized":-0.243485,"gex_per_100k_oi":67853.850819,"vanna_per_100k_oi":1281.768565,"charm_per_100k_oi":-25089.585975,"weekend_delta_shift_per_100k_oi":-75266.001433,"iv_surface_range_pp":39.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":7.296137,"peak_call_distance_pct":114.592275,"peak_put_distance_pct":50.214592},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":19.64,"put_gex":-0.24,"net_gex":19.39,"call_oi":207,"put_oi":18},{"strike":1.0,"call_gex":87.58,"put_gex":-13.26,"net_gex":74.32,"call_oi":294,"put_oi":77},{"strike":1.5,"call_gex":466.14,"put_gex":-544.79,"net_gex":-78.65,"call_oi":892,"put_oi":572},{"strike":2.0,"call_gex":2128.31,"put_gex":-1758.05,"net_gex":370.26,"call_oi":2045,"put_oi":661},{"strike":2.5,"call_gex":8362.13,"put_gex":-3278.09,"net_gex":5084.04,"call_oi":3695,"put_oi":1335},{"strike":3.0,"call_gex":7848.02,"put_gex":-2966.33,"net_gex":4881.69,"call_oi":4161,"put_oi":1540},{"strike":3.5,"call_gex":2862.71,"put_gex":-993.66,"net_gex":1869.05,"call_oi":2407,"put_oi":759},{"strike":4.0,"call_gex":3543.98,"put_gex":-1004.91,"net_gex":2539.07,"call_oi":3075,"put_oi":798},{"strike":4.5,"call_gex":1487.67,"put_gex":-111.68,"net_gex":1375.99,"call_oi":1413,"put_oi":125},{"strike":5.0,"call_gex":4236.91,"put_gex":-98.15,"net_gex":4138.77,"call_oi":4642,"put_oi":116},{"strike":5.5,"call_gex":519.94,"put_gex":-16.29,"net_gex":503.66,"call_oi":616,"put_oi":20},{"strike":7.5,"call_gex":1651.52,"put_gex":-27.51,"net_gex":1624.01,"call_oi":2711,"put_oi":40},{"strike":10.0,"call_gex":1376.55,"put_gex":-69.13,"net_gex":1307.42,"call_oi":2291,"put_oi":114},{"strike":12.5,"call_gex":773.39,"put_gex":0.0,"net_gex":773.39,"call_oi":1365,"put_oi":0},{"strike":15.0,"call_gex":133.63,"put_gex":0.0,"net_gex":133.63,"call_oi":289,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":15677.0,"total_value":15677.0},{"strike":1.0,"call_value":103.5,"put_value":12598.5,"total_value":12702.0},{"strike":1.5,"call_value":354.0,"put_value":9558.5,"total_value":9912.5},{"strike":2.0,"call_value":1050.5,"put_value":6804.5,"total_value":7855.0},{"strike":2.5,"call_value":2769.5,"put_value":4381.0,"total_value":7150.5},{"strike":3.0,"call_value":6336.0,"put_value":2625.0,"total_value":8961.0},{"strike":3.5,"call_value":11983.0,"put_value":1639.0,"total_value":13622.0},{"strike":4.0,"call_value":18833.5,"put_value":1032.5,"total_value":19866.0},{"strike":4.5,"call_value":27221.5,"put_value":825.0,"total_value":28046.5},{"strike":5.0,"call_value":36316.0,"put_value":680.0,"total_value":36996.0},{"strike":5.5,"call_value":47731.5,"put_value":593.0,"total_value":48324.5},{"strike":7.5,"call_value":94625.5,"put_value":285.0,"total_value":94910.5},{"strike":10.0,"call_value":160020.5,"put_value":0.0,"total_value":160020.5},{"strike":12.5,"call_value":231143.0,"put_value":0.0,"total_value":231143.0},{"strike":15.0,"call_value":305678.0,"put_value":0,"total_value":305678.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":207.7,"strike":1.6},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":175.8,"strike":1.36},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":119.9,"strike":1.42},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":65.4,"strike":2.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":77.1,"strike":2.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":78.1,"strike":2.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":139.0,"strike":3.6},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":138.1,"strike":4.36},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":118.0,"strike":6.09}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":716},{"expiration":"11/20/2026","dte":49,"iv":0.326,"contract_count":2,"total_oi":463},{"expiration":"01/15/2027","dte":105,"iv":0.3526,"contract_count":2,"total_oi":1939},{"expiration":"02/19/2027","dte":140,"iv":0.4325,"contract_count":2,"total_oi":163},{"expiration":"05/21/2027","dte":231,"iv":0.63,"contract_count":1,"total_oi":4},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":2,"total_oi":1745}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1864,"put_oi":510,"total_oi":2374,"pc_ratio":0.274,"pc_ratio_volume":0.462,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3428,"put_oi":1191,"total_oi":4619,"pc_ratio":0.347,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":11588,"put_oi":2724,"total_oi":14312,"pc_ratio":0.235,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":369,"put_oi":9,"total_oi":378,"pc_ratio":0.024,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":4,"put_oi":0,"total_oi":4,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":12850,"put_oi":1741,"total_oi":14591,"pc_ratio":0.135,"pc_ratio_volume":0.069,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":19976.0,"put_delta_oi":-11.0,"dealer_delta":-19966.0,"call_oi":207,"put_oi":3},{"strike":1.0,"call_delta_oi":27101.0,"put_delta_oi":-576.0,"dealer_delta":-26525.0,"call_oi":294,"put_oi":77},{"strike":1.5,"call_delta_oi":76419.0,"put_delta_oi":-5813.0,"dealer_delta":-70607.0,"call_oi":892,"put_oi":572},{"strike":2.0,"call_delta_oi":160766.0,"put_delta_oi":-12969.0,"dealer_delta":-147797.0,"call_oi":2045,"put_oi":661},{"strike":2.5,"call_delta_oi":206908.0,"put_delta_oi":-58383.0,"dealer_delta":-148524.0,"call_oi":3695,"put_oi":1335},{"strike":3.0,"call_delta_oi":146931.0,"put_delta_oi":-94300.0,"dealer_delta":-52630.0,"call_oi":4161,"put_oi":1540},{"strike":3.5,"call_delta_oi":103099.0,"put_delta_oi":-46925.0,"dealer_delta":-56174.0,"call_oi":2407,"put_oi":759},{"strike":4.0,"call_delta_oi":96349.0,"put_delta_oi":-64811.0,"dealer_delta":-31538.0,"call_oi":3075,"put_oi":798},{"strike":4.5,"call_delta_oi":40419.0,"put_delta_oi":-8262.0,"dealer_delta":-32158.0,"call_oi":1413,"put_oi":125},{"strike":5.0,"call_delta_oi":153183.0,"put_delta_oi":-8134.0,"dealer_delta":-145049.0,"call_oi":4642,"put_oi":116},{"strike":5.5,"call_delta_oi":16128.0,"put_delta_oi":-1753.0,"dealer_delta":-14375.0,"call_oi":616,"put_oi":20},{"strike":7.5,"call_delta_oi":66453.0,"put_delta_oi":-2304.0,"dealer_delta":-64150.0,"call_oi":2711,"put_oi":40},{"strike":10.0,"call_delta_oi":45766.0,"put_delta_oi":-6483.0,"dealer_delta":-39283.0,"call_oi":2291,"put_oi":114},{"strike":12.5,"call_delta_oi":30454.0,"put_delta_oi":0,"dealer_delta":-30454.0,"call_oi":1365,"put_oi":0},{"strike":15.0,"call_delta_oi":4085.0,"put_delta_oi":0,"dealer_delta":-4085.0,"call_oi":289,"put_oi":0}],"net_dealer_delta":-883315.0,"total_call_delta":1194039.0,"total_put_delta":-310724.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":2.3299999237060547,"strikes":[{"strike":2.0,"moneyness":0.8584,"type":"put","iv":0.8282,"delta":-0.2763,"oi":142},{"strike":2.0,"moneyness":0.8584,"type":"call","iv":0.8184,"delta":0.7243,"oi":466},{"strike":2.5,"moneyness":1.073,"type":"put","iv":0.7405,"delta":-0.48,"oi":407},{"strike":2.5,"moneyness":1.073,"type":"call","iv":0.8212,"delta":0.5343,"oi":1532},{"strike":3.0,"moneyness":1.2876,"type":"put","iv":0.7844,"delta":-0.6426,"oi":907},{"strike":3.0,"moneyness":1.2876,"type":"call","iv":0.8566,"delta":0.383,"oi":790},{"strike":3.5,"moneyness":1.5021,"type":"put","iv":0.819,"delta":-0.7532,"oi":442},{"strike":3.5,"moneyness":1.5021,"type":"call","iv":0.8263,"delta":0.25,"oi":479},{"strike":4.0,"moneyness":1.7167,"type":"put","iv":0.839,"delta":-0.8304,"oi":689},{"strike":4.0,"moneyness":1.7167,"type":"call","iv":0.9052,"delta":0.1972,"oi":1463},{"strike":4.5,"moneyness":1.9313,"type":"call","iv":1.0973,"delta":0.2089,"oi":671},{"strike":5.0,"moneyness":2.1459,"type":"call","iv":1.1261,"delta":0.1712,"oi":1886},{"strike":5.5,"moneyness":2.3605,"type":"call","iv":1.2146,"delta":0.1631,"oi":422},{"strike":7.5,"moneyness":3.2189,"type":"call","iv":1.2774,"delta":0.0876,"oi":1433},{"strike":10.0,"moneyness":4.2918,"type":"call","iv":1.8057,"delta":0.1546,"oi":1584},{"strike":12.5,"moneyness":5.3648,"type":"call","iv":1.979,"delta":0.1467,"oi":435},{"strike":15.0,"moneyness":6.4378,"type":"call","iv":2.115,"delta":0.1414,"oi":289}]},{"expiration":"01/21/2028","underlying_price":2.3299999237060547,"strikes":[{"strike":0.5,"moneyness":0.2146,"type":"call","iv":1.7663,"delta":0.964,"oi":186},{"strike":1.0,"moneyness":0.4292,"type":"call","iv":1.2983,"delta":0.9113,"oi":193},{"strike":1.5,"moneyness":0.6438,"type":"call","iv":1.1102,"delta":0.8472,"oi":736},{"strike":2.0,"moneyness":0.8584,"type":"call","iv":1.3048,"delta":0.8117,"oi":1299},{"strike":2.5,"moneyness":1.073,"type":"put","iv":1.0209,"delta":-0.2846,"oi":580},{"strike":2.5,"moneyness":1.073,"type":"call","iv":1.0049,"delta":0.7123,"oi":1165},{"strike":3.0,"moneyness":1.2876,"type":"put","iv":0.6722,"delta":-0.4499,"oi":373},{"strike":3.0,"moneyness":1.2876,"type":"call","iv":1.0247,"delta":0.6611,"oi":1047},{"strike":3.5,"moneyness":1.5021,"type":"put","iv":1.0898,"delta":-0.3674,"oi":279},{"strike":3.5,"moneyness":1.5021,"type":"call","iv":0.9492,"delta":0.5858,"oi":1383},{"strike":4.0,"moneyness":1.7167,"type":"call","iv":0.981,"delta":0.5502,"oi":1063},{"strike":4.5,"moneyness":1.9313,"type":"call","iv":0.9526,"delta":0.4954,"oi":355},{"strike":5.0,"moneyness":2.1459,"type":"call","iv":0.9616,"delta":0.4613,"oi":2415},{"strike":5.5,"moneyness":2.3605,"type":"call","iv":1.1048,"delta":0.497,"oi":176},{"strike":7.5,"moneyness":3.2189,"type":"call","iv":1.1815,"delta":0.4394,"oi":1195},{"strike":10.0,"moneyness":4.2918,"type":"put","iv":1.3238,"delta":-0.5687,"oi":114},{"strike":10.0,"moneyness":4.2918,"type":"call","iv":1.0798,"delta":0.3009,"oi":707},{"strike":12.5,"moneyness":5.3648,"type":"call","iv":1.1117,"delta":0.2588,"oi":930}]},{"expiration":"02/19/2027","underlying_price":2.3299999237060547,"strikes":[{"strike":2.5,"moneyness":1.073,"type":"call","iv":0.8798,"delta":0.5681,"oi":160}]},{"expiration":"10/16/2026","underlying_price":2.3299999237060547,"strikes":[{"strike":2.0,"moneyness":0.8584,"type":"put","iv":0.7896,"delta":-0.1336,"oi":338},{"strike":2.0,"moneyness":0.8584,"type":"call","iv":1.162,"delta":0.7919,"oi":190},{"strike":2.5,"moneyness":1.073,"type":"call","iv":0.7882,"delta":0.3487,"oi":552},{"strike":2.5,"moneyness":1.073,"type":"put","iv":0.5208,"delta":-0.7428,"oi":164},{"strike":3.0,"moneyness":1.2876,"type":"call","iv":1.0452,"delta":0.12,"oi":1011}]},{"expiration":"11/20/2026","underlying_price":2.3299999237060547,"strikes":[{"strike":1.5,"moneyness":0.6438,"type":"call","iv":1.0109,"delta":0.9192,"oi":109},{"strike":1.5,"moneyness":0.6438,"type":"put","iv":1.1099,"delta":-0.0952,"oi":506},{"strike":2.0,"moneyness":0.8584,"type":"put","iv":0.84,"delta":-0.2508,"oi":136},{"strike":2.5,"moneyness":1.073,"type":"call","iv":0.8549,"delta":0.4784,"oi":282},{"strike":2.5,"moneyness":1.073,"type":"put","iv":0.6878,"delta":-0.5538,"oi":181},{"strike":3.0,"moneyness":1.2876,"type":"call","iv":0.862,"delta":0.2629,"oi":1261},{"strike":3.0,"moneyness":1.2876,"type":"put","iv":0.8501,"delta":-0.7414,"oi":257},{"strike":3.5,"moneyness":1.5021,"type":"call","iv":1.026,"delta":0.1861,"oi":481},{"strike":4.0,"moneyness":1.7167,"type":"call","iv":1.2297,"delta":0.1644,"oi":546},{"strike":4.5,"moneyness":1.9313,"type":"call","iv":1.5174,"delta":0.1812,"oi":319},{"strike":5.0,"moneyness":2.1459,"type":"call","iv":2.246,"delta":0.3004,"oi":247}]}],"greeks_heatmap":{"data":[{"strike":2.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7919,"put_delta":-0.1336,"call_gamma":0.561068,"put_gamma":0.620872,"call_theta":-0.0058,"put_theta":-0.0028,"call_vega":0.0013,"put_vega":0.0009,"call_oi":190,"put_oi":338},{"strike":2.5,"dte":14,"expiration":"10/16/2026","call_delta":0.3487,"put_delta":-0.7428,"call_gamma":1.067275,"put_gamma":1.408516,"call_theta":-0.005,"put_theta":-0.0026,"call_vega":0.0016,"put_vega":0.0014,"call_oi":552,"put_oi":164},{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0.12,"put_delta":0,"call_gamma":0.435226,"put_gamma":0,"call_theta":-0.0036,"put_theta":0,"call_vega":0.0009,"put_vega":0,"call_oi":1011,"put_oi":0},{"strike":2.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7275,"put_delta":-0.2508,"call_gamma":0.373118,"put_gamma":0.448492,"call_theta":-0.0032,"put_theta":-0.0023,"call_vega":0.0028,"put_vega":0.0027,"call_oi":68,"put_oi":136},{"strike":2.5,"dte":49,"expiration":"11/20/2026","call_delta":0.4784,"put_delta":-0.5538,"call_gamma":0.551502,"put_gamma":0.680243,"call_theta":-0.0031,"put_theta":-0.0022,"call_vega":0.0034,"put_vega":0.0033,"call_oi":282,"put_oi":181},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2629,"put_delta":-0.7414,"call_gamma":0.447902,"put_gamma":0.450348,"call_theta":-0.0025,"put_theta":-0.0021,"call_vega":0.0028,"put_vega":0.0027,"call_oi":1261,"put_oi":257}],"strikes":[2.0,2.5,3.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":0.15,"put_25d_iv":78.96,"call_25d_iv":78.82,"put_25d_strike":2.0,"call_25d_strike":2.5,"skew":"neutral"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-2.21,"put_25d_iv":84.0,"call_25d_iv":86.2,"put_25d_strike":2.0,"call_25d_strike":3.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":0.19,"put_25d_iv":82.82,"call_25d_iv":82.63,"put_25d_strike":2.0,"call_25d_strike":3.5,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-9.08,"put_25d_iv":102.09,"call_25d_iv":111.17,"put_25d_strike":2.5,"call_25d_strike":12.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-16.0,"put_vanna":0,"net_vanna":-16.0,"call_oi":186,"put_oi":0},{"strike":1.0,"call_vanna":-34.0,"put_vanna":10.0,"net_vanna":-24.0,"call_oi":276,"put_oi":72},{"strike":1.5,"call_vanna":-143.0,"put_vanna":35.0,"net_vanna":-108.0,"call_oi":845,"put_oi":558},{"strike":2.0,"call_vanna":-296.0,"put_vanna":29.0,"net_vanna":-267.0,"call_oi":2023,"put_oi":616},{"strike":2.5,"call_vanna":-207.0,"put_vanna":93.0,"net_vanna":-114.0,"call_oi":3691,"put_oi":1332},{"strike":3.0,"call_vanna":-1.0,"put_vanna":-49.0,"net_vanna":-51.0,"call_oi":4161,"put_oi":1537},{"strike":3.5,"call_vanna":-36.0,"put_vanna":-6.0,"net_vanna":-41.0,"call_oi":2343,"put_oi":721},{"strike":4.0,"call_vanna":116.0,"put_vanna":-62.0,"net_vanna":54.0,"call_oi":3072,"put_oi":795},{"strike":4.5,"call_vanna":81.0,"put_vanna":-0.0,"net_vanna":81.0,"call_oi":1410,"put_oi":75},{"strike":5.0,"call_vanna":275.0,"put_vanna":-5.0,"net_vanna":270.0,"call_oi":4642,"put_oi":116},{"strike":5.5,"call_vanna":38.0,"put_vanna":0,"net_vanna":38.0,"call_oi":598,"put_oi":0},{"strike":7.5,"call_vanna":171.0,"put_vanna":0,"net_vanna":171.0,"call_oi":2711,"put_oi":0},{"strike":10.0,"call_vanna":251.0,"put_vanna":-7.0,"net_vanna":244.0,"call_oi":2291,"put_oi":114},{"strike":12.5,"call_vanna":203.0,"put_vanna":0,"net_vanna":203.0,"call_oi":1365,"put_oi":0},{"strike":15.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":289,"put_oi":0}],"net_vanna":465.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.5,"call_charm":-110.0,"put_charm":58.0,"net_charm":-52.0,"call_oi":109,"put_oi":506},{"strike":2.0,"call_charm":-2394.0,"put_charm":392.0,"net_charm":-2002.0,"call_oi":258,"put_oi":474},{"strike":2.5,"call_charm":-2829.0,"put_charm":996.0,"net_charm":-1833.0,"call_oi":834,"put_oi":345},{"strike":3.0,"call_charm":-1754.0,"put_charm":303.0,"net_charm":-1451.0,"call_oi":2272,"put_oi":257},{"strike":3.5,"call_charm":-164.0,"put_charm":0,"net_charm":-164.0,"call_oi":481,"put_oi":0},{"strike":4.0,"call_charm":-182.0,"put_charm":24.0,"net_charm":-158.0,"call_oi":546,"put_oi":52},{"strike":4.5,"call_charm":-3005.0,"put_charm":0,"net_charm":-3005.0,"call_oi":384,"put_oi":0},{"strike":5.0,"call_charm":-383.0,"put_charm":0,"net_charm":-383.0,"call_oi":247,"put_oi":0},{"strike":7.5,"call_charm":-53.0,"put_charm":0,"net_charm":-53.0,"call_oi":83,"put_oi":0}],"net_charm":-9102.0,"weekend_delta_shift":-27305.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":50061.0,"put_delta":-17106.0,"net_delta":32954.0,"call_oi":1864,"put_oi":510,"total_oi":2374,"total_volume":19,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":96129.0,"put_delta":-47116.0,"net_delta":49013.0,"call_oi":3428,"put_oi":1191,"total_oi":4619,"total_volume":22,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":300008.0,"put_delta":-182233.0,"net_delta":117775.0,"call_oi":11588,"put_oi":2712,"total_oi":14300,"total_volume":15,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":16999.0,"put_delta":-522.0,"net_delta":16477.0,"call_oi":369,"put_oi":9,"total_oi":378,"total_volume":22,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":245.0,"put_delta":0,"net_delta":245.0,"call_oi":4,"put_oi":0,"total_oi":4,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":730597.0,"put_delta":-63746.0,"net_delta":666850.0,"call_oi":12850,"put_oi":1738,"total_oi":14588,"total_volume":634,"bias":"bullish"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":207,"put_oi":18,"total_oi":225,"bias":"neutral"},{"strike":1.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":294,"put_oi":77,"total_oi":371,"bias":"bullish"},{"strike":1.5,"call_volume":21,"put_volume":0,"total_volume":21,"call_oi":892,"put_oi":572,"total_oi":1464,"bias":"bullish"},{"strike":2.0,"call_volume":100,"put_volume":0,"total_volume":100,"call_oi":2045,"put_oi":661,"total_oi":2706,"bias":"bullish"},{"strike":2.5,"call_volume":38,"put_volume":0,"total_volume":38,"call_oi":3695,"put_oi":1335,"total_oi":5030,"bias":"bullish"},{"strike":3.0,"call_volume":42,"put_volume":0,"total_volume":42,"call_oi":4161,"put_oi":1540,"total_oi":5701,"bias":"bullish"},{"strike":3.5,"call_volume":11,"put_volume":41,"total_volume":52,"call_oi":2407,"put_oi":759,"total_oi":3166,"bias":"bearish"},{"strike":4.0,"call_volume":13,"put_volume":6,"total_volume":19,"call_oi":3075,"put_oi":798,"total_oi":3873,"bias":"bullish"},{"strike":4.5,"call_volume":15,"put_volume":0,"total_volume":15,"call_oi":1413,"put_oi":125,"total_oi":1538,"bias":"bullish"},{"strike":5.0,"call_volume":425,"put_volume":4,"total_volume":429,"call_oi":4642,"put_oi":116,"total_oi":4758,"bias":"bullish"},{"strike":5.5,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":616,"put_oi":20,"total_oi":636,"bias":"bullish"},{"strike":7.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2711,"put_oi":40,"total_oi":2751,"bias":"bullish"},{"strike":10.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2291,"put_oi":114,"total_oi":2405,"bias":"bullish"},{"strike":12.5,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":1365,"put_oi":0,"total_oi":1365,"bias":"bullish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":289,"put_oi":0,"total_oi":289,"bias":"neutral"}],"underlying_price":2.3299999237060547,"peak_call_strike":5.0,"peak_put_strike":3.5,"total_call_volume":676,"total_put_volume":51,"volume_pc_ratio":0.075},"iv_contours":{"x":[0.86,1.07,1.29],"y":[14,49,105,140],"z":[[97.58,65.45,104.52],[94.67,77.13,85.61],[82.33,78.09,82.05],[85.43,87.98,82.59]],"levels":[65.5,69.4,73.3,77.2,81.1,85.0,88.9,92.8,96.7,100.6,104.5],"min_iv":65.5,"max_iv":104.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":122.99},{"date":"2026-09-15","iv":127.16},{"date":"2026-09-16","iv":124.34},{"date":"2026-09-17","iv":119.5},{"date":"2026-09-18","iv":127.04},{"date":"2026-09-21","iv":116.56},{"date":"2026-09-22","iv":116.1},{"date":"2026-09-23","iv":136.7},{"date":"2026-09-24","iv":159.6},{"date":"2026-09-25","iv":121.3},{"date":"2026-09-28","iv":158.8},{"date":"2026-09-29","iv":131.3},{"date":"2026-09-30","iv":129.0},{"date":"2026-10-01","iv":135.3},{"date":"2026-10-02","iv":142.4}]}}