{"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":"SOLT","summary":{"name":"SOLT","price":75.08,"total_oi":9931,"call_oi":5414,"put_oi":4517,"pc_ratio":0.834,"net_gex":118660.83,"avg_iv":128.0,"iv_rank":17.9,"iv_52w_high":150.52,"iv_52w_low":123.1,"gamma_flip":67.84,"max_pain":42.0},"features":{"symbol":"SOLT","price":75.08,"total_oi":9931,"analysis_coverage":1.0,"avg_iv_pct":128.0,"iv_rank":17.9,"iv_52w_high_pct":150.52,"iv_52w_low_pct":123.1,"front_dte":14,"front_atm_iv_pct":119.9914,"back_atm_iv_pct":121.262,"term_premium_pp":-1.2706,"expected_move_front_pct":23.5,"straddle_front_pct":101.89,"straddle_30d_pct":101.89,"risk_reversal_front_pp":-17.02,"risk_reversal_30d_pp":-17.02,"butterfly_front_pp":-8.62,"butterfly_30d_pp":-8.62,"put_call_oi_ratio":0.834,"put_call_oi_front_ratio":0.774,"put_call_volume_front_ratio":0.609,"option_volume":244,"volume_oi_ratio":0.02457,"net_delta_normalized":0.361077,"dealer_delta_normalized":-0.359186,"gex_per_100k_oi":1194852.784211,"vanna_per_100k_oi":-1550.699829,"charm_per_100k_oi":-1949451.213372,"weekend_delta_shift_per_100k_oi":-5848353.640117,"iv_surface_range_pp":23.8,"gamma_flip_distance_pct":-9.643047,"max_pain_distance_pct":-44.05967,"peak_call_distance_pct":19.872136,"peak_put_distance_pct":-17.421417},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":0.0,"put_gex":-372.01,"net_gex":-372.01,"call_oi":6,"put_oi":105},{"strike":16.0,"call_gex":0.0,"put_gex":-130.37,"net_gex":-130.37,"call_oi":2,"put_oi":34},{"strike":17.0,"call_gex":0.0,"put_gex":-138.8,"net_gex":-138.8,"call_oi":3,"put_oi":33},{"strike":18.0,"call_gex":0.0,"put_gex":-31.87,"net_gex":-31.87,"call_oi":3,"put_oi":8},{"strike":19.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":3,"put_oi":0},{"strike":20.0,"call_gex":0.0,"put_gex":-111.51,"net_gex":-111.51,"call_oi":23,"put_oi":24},{"strike":21.0,"call_gex":0.0,"put_gex":-11.63,"net_gex":-11.63,"call_oi":0,"put_oi":2},{"strike":22.0,"call_gex":0.0,"put_gex":-48.18,"net_gex":-48.18,"call_oi":0,"put_oi":8},{"strike":23.0,"call_gex":40.03,"put_gex":-85.65,"net_gex":-45.63,"call_oi":6,"put_oi":13},{"strike":24.0,"call_gex":0.0,"put_gex":-77.25,"net_gex":-77.25,"call_oi":0,"put_oi":11},{"strike":25.0,"call_gex":140.3,"put_gex":-818.65,"net_gex":-678.36,"call_oi":22,"put_oi":112},{"strike":26.0,"call_gex":37.2,"put_gex":-22.68,"net_gex":14.53,"call_oi":6,"put_oi":3},{"strike":27.0,"call_gex":0.0,"put_gex":-644.26,"net_gex":-644.26,"call_oi":0,"put_oi":104},{"strike":28.0,"call_gex":50.39,"put_gex":-156.01,"net_gex":-105.62,"call_oi":7,"put_oi":18},{"strike":29.0,"call_gex":17.8,"put_gex":-79.47,"net_gex":-61.67,"call_oi":3,"put_oi":8},{"strike":30.0,"call_gex":419.78,"put_gex":-608.24,"net_gex":-188.47,"call_oi":75,"put_oi":73},{"strike":31.0,"call_gex":16.86,"put_gex":-36.24,"net_gex":-19.38,"call_oi":4,"put_oi":5},{"strike":32.0,"call_gex":45.67,"put_gex":-233.67,"net_gex":-188.01,"call_oi":4,"put_oi":23},{"strike":33.0,"call_gex":102.64,"put_gex":-813.22,"net_gex":-710.58,"call_oi":12,"put_oi":65},{"strike":34.0,"call_gex":244.58,"put_gex":-187.72,"net_gex":56.86,"call_oi":21,"put_oi":15},{"strike":35.0,"call_gex":676.93,"put_gex":-3677.6,"net_gex":-3000.67,"call_oi":66,"put_oi":276},{"strike":36.0,"call_gex":768.79,"put_gex":-8300.08,"net_gex":-7531.3,"call_oi":78,"put_oi":685},{"strike":37.0,"call_gex":51.56,"put_gex":-1432.14,"net_gex":-1380.59,"call_oi":4,"put_oi":100},{"strike":38.0,"call_gex":28.2,"put_gex":-11885.73,"net_gex":-11857.53,"call_oi":2,"put_oi":817},{"strike":39.0,"call_gex":153.13,"put_gex":-9365.08,"net_gex":-9211.95,"call_oi":10,"put_oi":535},{"strike":40.0,"call_gex":3308.07,"put_gex":-9219.58,"net_gex":-5911.51,"call_oi":257,"put_oi":508},{"strike":41.0,"call_gex":2368.89,"put_gex":-819.38,"net_gex":1549.51,"call_oi":170,"put_oi":47},{"strike":42.0,"call_gex":8629.63,"put_gex":-1370.35,"net_gex":7259.28,"call_oi":456,"put_oi":66},{"strike":43.0,"call_gex":59.69,"put_gex":-92.25,"net_gex":-32.55,"call_oi":3,"put_oi":7},{"strike":44.0,"call_gex":435.47,"put_gex":-294.74,"net_gex":140.73,"call_oi":21,"put_oi":18},{"strike":45.0,"call_gex":5380.5,"put_gex":-1214.11,"net_gex":4166.38,"call_oi":225,"put_oi":55},{"strike":46.0,"call_gex":134.6,"put_gex":-201.94,"net_gex":-67.34,"call_oi":7,"put_oi":8},{"strike":47.0,"call_gex":594.61,"put_gex":-93.43,"net_gex":501.18,"call_oi":26,"put_oi":4},{"strike":48.0,"call_gex":633.23,"put_gex":-542.44,"net_gex":90.79,"call_oi":27,"put_oi":20},{"strike":49.0,"call_gex":511.89,"put_gex":-112.82,"net_gex":399.07,"call_oi":17,"put_oi":4},{"strike":50.0,"call_gex":3396.26,"put_gex":-1049.79,"net_gex":2346.47,"call_oi":148,"put_oi":36},{"strike":51.0,"call_gex":2199.82,"put_gex":-66.48,"net_gex":2133.34,"call_oi":73,"put_oi":2},{"strike":52.0,"call_gex":522.28,"put_gex":-133.79,"net_gex":388.5,"call_oi":19,"put_oi":4},{"strike":53.0,"call_gex":2023.64,"put_gex":-31.39,"net_gex":1992.25,"call_oi":60,"put_oi":1},{"strike":54.0,"call_gex":734.31,"put_gex":-1528.83,"net_gex":-794.52,"call_oi":22,"put_oi":40},{"strike":55.0,"call_gex":3935.63,"put_gex":-1621.0,"net_gex":2314.63,"call_oi":112,"put_oi":38},{"strike":56.0,"call_gex":2008.28,"put_gex":-611.12,"net_gex":1397.16,"call_oi":51,"put_oi":12},{"strike":57.0,"call_gex":226.22,"put_gex":-11486.34,"net_gex":-11260.11,"call_oi":8,"put_oi":213},{"strike":58.0,"call_gex":1172.78,"put_gex":-791.62,"net_gex":381.15,"call_oi":29,"put_oi":13},{"strike":59.0,"call_gex":4063.39,"put_gex":-1080.15,"net_gex":2983.24,"call_oi":75,"put_oi":17},{"strike":60.0,"call_gex":11704.2,"put_gex":-2914.76,"net_gex":8789.44,"call_oi":252,"put_oi":47},{"strike":61.0,"call_gex":7109.63,"put_gex":-466.58,"net_gex":6643.05,"call_oi":202,"put_oi":6},{"strike":62.0,"call_gex":947.98,"put_gex":-1419.42,"net_gex":-471.44,"call_oi":18,"put_oi":18},{"strike":63.0,"call_gex":941.35,"put_gex":-2428.36,"net_gex":-1487.01,"call_oi":28,"put_oi":33},{"strike":64.0,"call_gex":781.91,"put_gex":-107.19,"net_gex":674.72,"call_oi":11,"put_oi":2},{"strike":65.0,"call_gex":6652.65,"put_gex":-3592.03,"net_gex":3060.63,"call_oi":137,"put_oi":41},{"strike":66.0,"call_gex":817.44,"put_gex":-419.07,"net_gex":398.37,"call_oi":25,"put_oi":4},{"strike":67.0,"call_gex":858.1,"put_gex":-362.12,"net_gex":495.97,"call_oi":20,"put_oi":6},{"strike":68.0,"call_gex":10581.76,"put_gex":-642.48,"net_gex":9939.28,"call_oi":106,"put_oi":6},{"strike":69.0,"call_gex":4031.85,"put_gex":-251.09,"net_gex":3780.75,"call_oi":63,"put_oi":3},{"strike":70.0,"call_gex":11358.01,"put_gex":-4379.99,"net_gex":6978.01,"call_oi":294,"put_oi":57},{"strike":71.0,"call_gex":1530.27,"put_gex":-613.32,"net_gex":916.95,"call_oi":57,"put_oi":5},{"strike":72.0,"call_gex":1988.92,"put_gex":-3547.52,"net_gex":-1558.6,"call_oi":28,"put_oi":29},{"strike":73.0,"call_gex":764.45,"put_gex":-457.57,"net_gex":306.87,"call_oi":9,"put_oi":4},{"strike":74.0,"call_gex":325.57,"put_gex":-194.12,"net_gex":131.45,"call_oi":4,"put_oi":3},{"strike":75.0,"call_gex":15574.58,"put_gex":-2083.83,"net_gex":13490.75,"call_oi":240,"put_oi":33},{"strike":80.0,"call_gex":44853.7,"put_gex":-1656.95,"net_gex":43196.74,"call_oi":792,"put_oi":17},{"strike":85.0,"call_gex":15706.75,"put_gex":-1150.69,"net_gex":14556.07,"call_oi":347,"put_oi":11},{"strike":88.0,"call_gex":30.37,"put_gex":0.0,"net_gex":30.37,"call_oi":1,"put_oi":0},{"strike":90.0,"call_gex":5412.43,"put_gex":-100.53,"net_gex":5311.9,"call_oi":62,"put_oi":1},{"strike":91.0,"call_gex":30.74,"put_gex":0.0,"net_gex":30.74,"call_oi":1,"put_oi":0},{"strike":95.0,"call_gex":9348.96,"put_gex":-85.91,"net_gex":9263.05,"call_oi":163,"put_oi":1},{"strike":100.0,"call_gex":13340.1,"put_gex":0.0,"net_gex":13340.1,"call_oi":229,"put_oi":0},{"strike":105.0,"call_gex":3495.83,"put_gex":0.0,"net_gex":3495.83,"call_oi":62,"put_oi":0},{"strike":110.0,"call_gex":1680.56,"put_gex":0.0,"net_gex":1680.56,"call_oi":43,"put_oi":0},{"strike":115.0,"call_gex":2162.84,"put_gex":0.0,"net_gex":2162.84,"call_oi":54,"put_oi":0}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":112058.0,"total_value":112058.0},{"strike":16.0,"call_value":6.0,"put_value":107646.0,"total_value":107652.0},{"strike":17.0,"call_value":14.0,"put_value":103268.0,"total_value":103282.0},{"strike":18.0,"call_value":25.0,"put_value":98923.0,"total_value":98948.0},{"strike":19.0,"call_value":39.0,"put_value":94586.0,"total_value":94625.0},{"strike":20.0,"call_value":56.0,"put_value":90249.0,"total_value":90305.0},{"strike":21.0,"call_value":96.0,"put_value":85936.0,"total_value":86032.0},{"strike":22.0,"call_value":136.0,"put_value":81625.0,"total_value":81761.0},{"strike":23.0,"call_value":176.0,"put_value":77322.0,"total_value":77498.0},{"strike":24.0,"call_value":222.0,"put_value":73032.0,"total_value":73254.0},{"strike":25.0,"call_value":268.0,"put_value":68753.0,"total_value":69021.0},{"strike":26.0,"call_value":336.0,"put_value":64586.0,"total_value":64922.0},{"strike":27.0,"call_value":410.0,"put_value":60422.0,"total_value":60832.0},{"strike":28.0,"call_value":484.0,"put_value":56362.0,"total_value":56846.0},{"strike":29.0,"call_value":565.0,"put_value":52320.0,"total_value":52885.0},{"strike":30.0,"call_value":649.0,"put_value":48286.0,"total_value":48935.0},{"strike":31.0,"call_value":808.0,"put_value":44325.0,"total_value":45133.0},{"strike":32.0,"call_value":971.0,"put_value":40369.0,"total_value":41340.0},{"strike":33.0,"call_value":1138.0,"put_value":36436.0,"total_value":37574.0},{"strike":34.0,"call_value":1317.0,"put_value":32568.0,"total_value":33885.0},{"strike":35.0,"call_value":1517.0,"put_value":28715.0,"total_value":30232.0},{"strike":36.0,"call_value":1783.0,"put_value":25138.0,"total_value":26921.0},{"strike":37.0,"call_value":2127.0,"put_value":22246.0,"total_value":24373.0},{"strike":38.0,"call_value":2475.0,"put_value":19454.0,"total_value":21929.0},{"strike":39.0,"call_value":2825.0,"put_value":17479.0,"total_value":20304.0},{"strike":40.0,"call_value":3185.0,"put_value":16039.0,"total_value":19224.0},{"strike":41.0,"call_value":3802.0,"put_value":15107.0,"total_value":18909.0},{"strike":42.0,"call_value":4589.0,"put_value":14222.0,"total_value":18811.0},{"strike":43.0,"call_value":5832.0,"put_value":13403.0,"total_value":19235.0},{"strike":44.0,"call_value":7078.0,"put_value":12591.0,"total_value":19669.0},{"strike":45.0,"call_value":8345.0,"put_value":11797.0,"total_value":20142.0},{"strike":46.0,"call_value":9837.0,"put_value":11058.0,"total_value":20895.0},{"strike":47.0,"call_value":11336.0,"put_value":10327.0,"total_value":21663.0},{"strike":48.0,"call_value":12861.0,"put_value":9600.0,"total_value":22461.0},{"strike":49.0,"call_value":14413.0,"put_value":8893.0,"total_value":23306.0},{"strike":50.0,"call_value":15982.0,"put_value":8190.0,"total_value":24172.0},{"strike":51.0,"call_value":17699.0,"put_value":7523.0,"total_value":25222.0},{"strike":52.0,"call_value":19489.0,"put_value":6858.0,"total_value":26347.0},{"strike":53.0,"call_value":21298.0,"put_value":6197.0,"total_value":27495.0},{"strike":54.0,"call_value":23167.0,"put_value":5537.0,"total_value":28704.0},{"strike":55.0,"call_value":25058.0,"put_value":4917.0,"total_value":29975.0},{"strike":56.0,"call_value":27061.0,"put_value":4335.0,"total_value":31396.0},{"strike":57.0,"call_value":29115.0,"put_value":3765.0,"total_value":32880.0},{"strike":58.0,"call_value":31177.0,"put_value":3408.0,"total_value":34585.0},{"strike":59.0,"call_value":33268.0,"put_value":3064.0,"total_value":36332.0},{"strike":60.0,"call_value":35434.0,"put_value":2737.0,"total_value":38171.0},{"strike":61.0,"call_value":37852.0,"put_value":2457.0,"total_value":40309.0},{"strike":62.0,"call_value":40472.0,"put_value":2183.0,"total_value":42655.0},{"strike":63.0,"call_value":43110.0,"put_value":1927.0,"total_value":45037.0},{"strike":64.0,"call_value":45776.0,"put_value":1704.0,"total_value":47480.0},{"strike":65.0,"call_value":48453.0,"put_value":1483.0,"total_value":49936.0},{"strike":66.0,"call_value":51267.0,"put_value":1303.0,"total_value":52570.0},{"strike":67.0,"call_value":54106.0,"put_value":1127.0,"total_value":55233.0},{"strike":68.0,"call_value":56965.0,"put_value":957.0,"total_value":57922.0},{"strike":69.0,"call_value":59930.0,"put_value":793.0,"total_value":60723.0},{"strike":70.0,"call_value":62958.0,"put_value":632.0,"total_value":63590.0},{"strike":71.0,"call_value":66280.0,"put_value":528.0,"total_value":66808.0},{"strike":72.0,"call_value":69659.0,"put_value":429.0,"total_value":70088.0},{"strike":73.0,"call_value":73066.0,"put_value":359.0,"total_value":73425.0},{"strike":74.0,"call_value":76482.0,"put_value":293.0,"total_value":76775.0},{"strike":75.0,"call_value":79902.0,"put_value":230.0,"total_value":80132.0},{"strike":80.0,"call_value":98202.0,"put_value":80.0,"total_value":98282.0},{"strike":85.0,"call_value":120462.0,"put_value":15.0,"total_value":120477.0},{"strike":88.0,"call_value":134859.0,"put_value":9.0,"total_value":134868.0},{"strike":90.0,"call_value":144459.0,"put_value":5.0,"total_value":144464.0},{"strike":91.0,"call_value":149321.0,"put_value":4.0,"total_value":149325.0},{"strike":95.0,"call_value":168773.0,"put_value":0.0,"total_value":168773.0},{"strike":100.0,"call_value":193903.0,"put_value":0.0,"total_value":193903.0},{"strike":105.0,"call_value":220178.0,"put_value":0.0,"total_value":220178.0},{"strike":110.0,"call_value":246763.0,"put_value":0.0,"total_value":246763.0},{"strike":115.0,"call_value":273563.0,"put_value":0,"total_value":273563.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":162.9,"strike":49.59},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":145.1,"strike":41.23},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":124.8,"strike":40.78},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":117.2,"strike":67.83},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":120.2,"strike":67.83},{"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":118.3,"strike":71.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":120.1,"strike":71.57},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":118.1,"strike":71.2},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":120.9,"strike":74.67},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":121.9,"strike":74.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":121.2,"strike":75.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":121.5,"strike":80.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":121.9,"strike":80.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":119.4,"strike":80.0},{"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":134.8,"strike":93.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":129.0,"strike":100.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":121.9,"strike":99.17}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.3076,"contract_count":17,"total_oi":329},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":16,"total_oi":624},{"expiration":"01/15/2027","dte":105,"iv":0.4318,"contract_count":8,"total_oi":244},{"expiration":"02/19/2027","dte":140,"iv":0.0398,"contract_count":5,"total_oi":49},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":4,"total_oi":86},{"expiration":"01/21/2028","dte":476,"iv":0.5709,"contract_count":9,"total_oi":418}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":23.5,"expected_move_2std":47.0,"contract_count":7},{"expiration":"11/20/2026","dte":49,"expected_move_1std":44.43,"expected_move_2std":88.86,"contract_count":8},{"expiration":"01/15/2027","dte":105,"expected_move_1std":64.0,"expected_move_2std":128.0,"contract_count":4},{"expiration":"02/19/2027","dte":140,"expected_move_1std":73.61,"expected_move_2std":147.22,"contract_count":1},{"expiration":"05/21/2027","dte":231,"expected_move_1std":92.99,"expected_move_2std":185.98,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":137.08,"expected_move_2std":274.16,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":787,"put_oi":609,"total_oi":1396,"pc_ratio":0.774,"pc_ratio_volume":0.609,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1697,"put_oi":3509,"total_oi":5206,"pc_ratio":2.068,"pc_ratio_volume":0.474,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":1073,"put_oi":203,"total_oi":1276,"pc_ratio":0.189,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":198,"put_oi":29,"total_oi":227,"pc_ratio":0.146,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":109,"put_oi":5,"total_oi":114,"pc_ratio":0.046,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":1550,"put_oi":162,"total_oi":1712,"pc_ratio":0.105,"pc_ratio_volume":0.1,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-242.0,"dealer_delta":242.0,"call_oi":0,"put_oi":105},{"strike":16.0,"call_delta_oi":0,"put_delta_oi":-79.0,"dealer_delta":79.0,"call_oi":0,"put_oi":34},{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-82.0,"dealer_delta":82.0,"call_oi":0,"put_oi":33},{"strike":18.0,"call_delta_oi":0,"put_delta_oi":-16.0,"dealer_delta":16.0,"call_oi":0,"put_oi":8},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-77.0,"dealer_delta":77.0,"call_oi":0,"put_oi":24},{"strike":21.0,"call_delta_oi":0,"put_delta_oi":-6.0,"dealer_delta":6.0,"call_oi":0,"put_oi":2},{"strike":22.0,"call_delta_oi":0,"put_delta_oi":-25.0,"dealer_delta":25.0,"call_oi":0,"put_oi":8},{"strike":23.0,"call_delta_oi":574.0,"put_delta_oi":-48.0,"dealer_delta":-526.0,"call_oi":6,"put_oi":13},{"strike":24.0,"call_delta_oi":0,"put_delta_oi":-37.0,"dealer_delta":37.0,"call_oi":0,"put_oi":11},{"strike":25.0,"call_delta_oi":2133.0,"put_delta_oi":-456.0,"dealer_delta":-1678.0,"call_oi":22,"put_oi":112},{"strike":26.0,"call_delta_oi":582.0,"put_delta_oi":-10.0,"dealer_delta":-572.0,"call_oi":6,"put_oi":3},{"strike":27.0,"call_delta_oi":0,"put_delta_oi":-210.0,"dealer_delta":210.0,"call_oi":0,"put_oi":104},{"strike":28.0,"call_delta_oi":562.0,"put_delta_oi":-72.0,"dealer_delta":-490.0,"call_oi":6,"put_oi":18},{"strike":29.0,"call_delta_oi":191.0,"put_delta_oi":-37.0,"dealer_delta":-154.0,"call_oi":2,"put_oi":8},{"strike":30.0,"call_delta_oi":7308.0,"put_delta_oi":-498.0,"dealer_delta":-6810.0,"call_oi":75,"put_oi":73},{"strike":31.0,"call_delta_oi":397.0,"put_delta_oi":-35.0,"dealer_delta":-361.0,"call_oi":4,"put_oi":5},{"strike":32.0,"call_delta_oi":381.0,"put_delta_oi":-84.0,"dealer_delta":-298.0,"call_oi":4,"put_oi":23},{"strike":33.0,"call_delta_oi":1162.0,"put_delta_oi":-331.0,"dealer_delta":-831.0,"call_oi":12,"put_oi":65},{"strike":34.0,"call_delta_oi":1960.0,"put_delta_oi":-69.0,"dealer_delta":-1891.0,"call_oi":21,"put_oi":15},{"strike":35.0,"call_delta_oi":5179.0,"put_delta_oi":-1385.0,"dealer_delta":-3794.0,"call_oi":56,"put_oi":276},{"strike":36.0,"call_delta_oi":7618.0,"put_delta_oi":-2304.0,"dealer_delta":-5313.0,"call_oi":78,"put_oi":685},{"strike":37.0,"call_delta_oi":377.0,"put_delta_oi":-440.0,"dealer_delta":63.0,"call_oi":4,"put_oi":100},{"strike":38.0,"call_delta_oi":192.0,"put_delta_oi":-3368.0,"dealer_delta":3176.0,"call_oi":2,"put_oi":817},{"strike":39.0,"call_delta_oi":908.0,"put_delta_oi":-3146.0,"dealer_delta":2238.0,"call_oi":10,"put_oi":535},{"strike":40.0,"call_delta_oi":23011.0,"put_delta_oi":-3040.0,"dealer_delta":-19971.0,"call_oi":257,"put_oi":508},{"strike":41.0,"call_delta_oi":14941.0,"put_delta_oi":-252.0,"dealer_delta":-14689.0,"call_oi":170,"put_oi":47},{"strike":42.0,"call_delta_oi":42441.0,"put_delta_oi":-500.0,"dealer_delta":-41942.0,"call_oi":456,"put_oi":66},{"strike":43.0,"call_delta_oi":264.0,"put_delta_oi":-74.0,"dealer_delta":-190.0,"call_oi":3,"put_oi":7},{"strike":44.0,"call_delta_oi":1909.0,"put_delta_oi":-54.0,"dealer_delta":-1855.0,"call_oi":21,"put_oi":18},{"strike":45.0,"call_delta_oi":20100.0,"put_delta_oi":-561.0,"dealer_delta":-19539.0,"call_oi":225,"put_oi":55},{"strike":46.0,"call_delta_oi":647.0,"put_delta_oi":-97.0,"dealer_delta":-549.0,"call_oi":7,"put_oi":8},{"strike":47.0,"call_delta_oi":2326.0,"put_delta_oi":-18.0,"dealer_delta":-2308.0,"call_oi":26,"put_oi":4},{"strike":48.0,"call_delta_oi":2276.0,"put_delta_oi":-170.0,"dealer_delta":-2107.0,"call_oi":27,"put_oi":20},{"strike":49.0,"call_delta_oi":1476.0,"put_delta_oi":-22.0,"dealer_delta":-1454.0,"call_oi":17,"put_oi":4},{"strike":50.0,"call_delta_oi":12660.0,"put_delta_oi":-375.0,"dealer_delta":-12285.0,"call_oi":148,"put_oi":36},{"strike":51.0,"call_delta_oi":6100.0,"put_delta_oi":-18.0,"dealer_delta":-6081.0,"call_oi":73,"put_oi":2},{"strike":52.0,"call_delta_oi":1575.0,"put_delta_oi":-36.0,"dealer_delta":-1539.0,"call_oi":19,"put_oi":4},{"strike":53.0,"call_delta_oi":5074.0,"put_delta_oi":-19.0,"dealer_delta":-5055.0,"call_oi":60,"put_oi":1},{"strike":54.0,"call_delta_oi":1859.0,"put_delta_oi":-290.0,"dealer_delta":-1568.0,"call_oi":22,"put_oi":40},{"strike":55.0,"call_delta_oi":9261.0,"put_delta_oi":-508.0,"dealer_delta":-8753.0,"call_oi":112,"put_oi":38},{"strike":56.0,"call_delta_oi":4140.0,"put_delta_oi":-112.0,"dealer_delta":-4027.0,"call_oi":51,"put_oi":12},{"strike":57.0,"call_delta_oi":648.0,"put_delta_oi":-1945.0,"dealer_delta":1297.0,"call_oi":8,"put_oi":213},{"strike":58.0,"call_delta_oi":2385.0,"put_delta_oi":-159.0,"dealer_delta":-2225.0,"call_oi":29,"put_oi":13},{"strike":59.0,"call_delta_oi":6241.0,"put_delta_oi":-210.0,"dealer_delta":-6030.0,"call_oi":75,"put_oi":17},{"strike":60.0,"call_delta_oi":19980.0,"put_delta_oi":-735.0,"dealer_delta":-19246.0,"call_oi":252,"put_oi":47},{"strike":61.0,"call_delta_oi":16358.0,"put_delta_oi":-82.0,"dealer_delta":-16275.0,"call_oi":202,"put_oi":6},{"strike":62.0,"call_delta_oi":1424.0,"put_delta_oi":-304.0,"dealer_delta":-1120.0,"call_oi":18,"put_oi":18},{"strike":63.0,"call_delta_oi":2095.0,"put_delta_oi":-748.0,"dealer_delta":-1347.0,"call_oi":28,"put_oi":33},{"strike":64.0,"call_delta_oi":854.0,"put_delta_oi":-38.0,"dealer_delta":-816.0,"call_oi":11,"put_oi":2},{"strike":65.0,"call_delta_oi":10160.0,"put_delta_oi":-950.0,"dealer_delta":-9210.0,"call_oi":137,"put_oi":41},{"strike":66.0,"call_delta_oi":1877.0,"put_delta_oi":-98.0,"dealer_delta":-1779.0,"call_oi":25,"put_oi":4},{"strike":67.0,"call_delta_oi":1515.0,"put_delta_oi":-187.0,"dealer_delta":-1328.0,"call_oi":20,"put_oi":6},{"strike":68.0,"call_delta_oi":7574.0,"put_delta_oi":-175.0,"dealer_delta":-7399.0,"call_oi":106,"put_oi":6},{"strike":69.0,"call_delta_oi":4191.0,"put_delta_oi":-97.0,"dealer_delta":-4094.0,"call_oi":63,"put_oi":3},{"strike":70.0,"call_delta_oi":21112.0,"put_delta_oi":-1887.0,"dealer_delta":-19224.0,"call_oi":294,"put_oi":57},{"strike":71.0,"call_delta_oi":4192.0,"put_delta_oi":-179.0,"dealer_delta":-4013.0,"call_oi":57,"put_oi":5},{"strike":72.0,"call_delta_oi":1758.0,"put_delta_oi":-1093.0,"dealer_delta":-665.0,"call_oi":28,"put_oi":29},{"strike":73.0,"call_delta_oi":575.0,"put_delta_oi":-159.0,"dealer_delta":-416.0,"call_oi":9,"put_oi":4},{"strike":74.0,"call_delta_oi":239.0,"put_delta_oi":-118.0,"dealer_delta":-120.0,"call_oi":4,"put_oi":3},{"strike":75.0,"call_delta_oi":15084.0,"put_delta_oi":-1075.0,"dealer_delta":-14009.0,"call_oi":240,"put_oi":33},{"strike":80.0,"call_delta_oi":46346.0,"put_delta_oi":-787.0,"dealer_delta":-45559.0,"call_oi":792,"put_oi":17},{"strike":85.0,"call_delta_oi":20900.0,"put_delta_oi":-669.0,"dealer_delta":-20232.0,"call_oi":347,"put_oi":11},{"strike":88.0,"call_delta_oi":63.0,"put_delta_oi":0,"dealer_delta":-63.0,"call_oi":1,"put_oi":0},{"strike":90.0,"call_delta_oi":2099.0,"put_delta_oi":-72.0,"dealer_delta":-2027.0,"call_oi":62,"put_oi":1},{"strike":91.0,"call_delta_oi":61.0,"put_delta_oi":0,"dealer_delta":-61.0,"call_oi":1,"put_oi":0},{"strike":95.0,"call_delta_oi":6729.0,"put_delta_oi":-78.0,"dealer_delta":-6651.0,"call_oi":163,"put_oi":1},{"strike":100.0,"call_delta_oi":7670.0,"put_delta_oi":0,"dealer_delta":-7670.0,"call_oi":229,"put_oi":0},{"strike":105.0,"call_delta_oi":2026.0,"put_delta_oi":0,"dealer_delta":-2026.0,"call_oi":62,"put_oi":0},{"strike":110.0,"call_delta_oi":1801.0,"put_delta_oi":0,"dealer_delta":-1801.0,"call_oi":43,"put_oi":0},{"strike":115.0,"call_delta_oi":2217.0,"put_delta_oi":0,"dealer_delta":-2217.0,"call_oi":54,"put_oi":0}],"net_dealer_delta":-356708.0,"total_call_delta":387759.0,"total_put_delta":-31051.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":75.08000183105469,"strikes":[{"strike":45.0,"moneyness":0.5994,"type":"call","iv":1.1575,"delta":0.8764,"oi":127},{"strike":80.0,"moneyness":1.0655,"type":"call","iv":1.1941,"delta":0.5941,"oi":135},{"strike":85.0,"moneyness":1.1321,"type":"call","iv":1.2142,"delta":0.5601,"oi":105},{"strike":95.0,"moneyness":1.2653,"type":"call","iv":1.2056,"delta":0.49,"oi":101}]},{"expiration":"01/21/2028","underlying_price":75.08000183105469,"strikes":[{"strike":40.0,"moneyness":0.5328,"type":"call","iv":1.1087,"delta":0.8798,"oi":198},{"strike":41.0,"moneyness":0.5461,"type":"call","iv":0.9688,"delta":0.8749,"oi":163},{"strike":61.0,"moneyness":0.8125,"type":"call","iv":1.0605,"delta":0.7945,"oi":141},{"strike":70.0,"moneyness":0.9323,"type":"call","iv":1.0867,"delta":0.7645,"oi":146},{"strike":80.0,"moneyness":1.0655,"type":"call","iv":1.1108,"delta":0.7347,"oi":158},{"strike":85.0,"moneyness":1.1321,"type":"call","iv":1.2166,"delta":0.7403,"oi":155}]},{"expiration":"10/16/2026","underlying_price":75.08000183105469,"strikes":[{"strike":57.0,"moneyness":0.7592,"type":"put","iv":1.1942,"delta":-0.0898,"oi":210}]},{"expiration":"11/20/2026","underlying_price":75.08000183105469,"strikes":[{"strike":35.0,"moneyness":0.4662,"type":"put","iv":1.5228,"delta":-0.0476,"oi":255},{"strike":36.0,"moneyness":0.4795,"type":"put","iv":1.278,"delta":-0.0336,"oi":685},{"strike":38.0,"moneyness":0.5061,"type":"put","iv":1.2513,"delta":-0.0409,"oi":812},{"strike":39.0,"moneyness":0.5194,"type":"put","iv":1.387,"delta":-0.0588,"oi":535},{"strike":40.0,"moneyness":0.5328,"type":"put","iv":1.3272,"delta":-0.0593,"oi":478},{"strike":42.0,"moneyness":0.5594,"type":"call","iv":1.1515,"delta":0.9467,"oi":338},{"strike":80.0,"moneyness":1.0655,"type":"call","iv":1.2188,"delta":0.5359,"oi":372}]}],"greeks_heatmap":{"data":[{"strike":57.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0898,"call_gamma":0,"put_gamma":0.009583,"call_theta":0,"put_theta":-0.1047,"call_vega":0,"put_vega":0.023,"call_oi":0,"put_oi":210},{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8634,"put_delta":0,"call_gamma":0.012665,"put_gamma":0,"call_theta":-0.1511,"put_theta":0,"call_vega":0.031,"put_vega":0,"call_oi":63,"put_oi":0},{"strike":61.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8496,"put_delta":0,"call_gamma":0.013699,"put_gamma":0,"call_theta":-0.1588,"put_theta":0,"call_vega":0.0331,"put_vega":0,"call_oi":58,"put_oi":0},{"strike":68.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7096,"put_delta":0,"call_gamma":0.019833,"put_gamma":0,"call_theta":-0.2325,"put_theta":0,"call_vega":0.0485,"put_vega":0,"call_oi":91,"put_oi":0},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5517,"put_delta":0,"call_gamma":0.022138,"put_gamma":0,"call_theta":-0.2759,"put_theta":0,"call_vega":0.0561,"put_vega":0,"call_oi":63,"put_oi":0},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0.442,"put_delta":0,"call_gamma":0.022361,"put_gamma":0,"call_theta":-0.2712,"put_theta":0,"call_vega":0.0559,"put_vega":0,"call_oi":66,"put_oi":0},{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3641,"put_delta":0,"call_gamma":0.019432,"put_gamma":0,"call_theta":-0.2819,"put_theta":0,"call_vega":0.0532,"put_vega":0,"call_oi":57,"put_oi":0},{"strike":60.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7731,"put_delta":0,"call_gamma":0.009327,"put_gamma":0,"call_theta":-0.1057,"put_theta":0,"call_vega":0.082,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":65.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7128,"put_delta":0,"call_gamma":0.010426,"put_gamma":0,"call_theta":-0.1201,"put_theta":0,"call_vega":0.0928,"put_vega":0,"call_oi":56,"put_oi":0},{"strike":69.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6644,"put_delta":0,"call_gamma":0.011035,"put_gamma":0,"call_theta":-0.1294,"put_theta":0,"call_vega":0.0993,"put_vega":0,"call_oi":61,"put_oi":0},{"strike":75.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5924,"put_delta":0,"call_gamma":0.011825,"put_gamma":0,"call_theta":-0.1364,"put_theta":0,"call_vega":0.1057,"put_vega":0,"call_oi":66,"put_oi":0},{"strike":80.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5359,"put_delta":0,"call_gamma":0.011973,"put_gamma":0,"call_theta":-0.1407,"put_theta":0,"call_vega":0.1082,"put_vega":0,"call_oi":372,"put_oi":0}],"strikes":[57.0,60.0,61.0,65.0,68.0,69.0,75.0,80.0,85.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-17.02,"put_25d_iv":119.42,"call_25d_iv":136.44,"put_25d_strike":57.0,"call_25d_strike":100.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":4.82,"put_25d_iv":131.99,"call_25d_iv":127.17,"put_25d_strike":42.0,"call_25d_strike":105.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":27.86,"put_25d_iv":148.42,"call_25d_iv":120.56,"put_25d_strike":25.0,"call_25d_strike":95.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":15.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":97},{"strike":25.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":84},{"strike":27.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":100},{"strike":33.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":61},{"strike":35.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":255},{"strike":36.0,"call_vanna":-1.0,"put_vanna":17.0,"net_vanna":16.0,"call_oi":74,"put_oi":685},{"strike":37.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":100},{"strike":38.0,"call_vanna":0,"put_vanna":24.0,"net_vanna":24.0,"call_oi":0,"put_oi":812},{"strike":39.0,"call_vanna":0,"put_vanna":20.0,"net_vanna":20.0,"call_oi":0,"put_oi":535},{"strike":40.0,"call_vanna":-34.0,"put_vanna":18.0,"net_vanna":-16.0,"call_oi":198,"put_oi":478},{"strike":41.0,"call_vanna":-29.0,"put_vanna":0,"net_vanna":-29.0,"call_oi":163,"put_oi":0},{"strike":42.0,"call_vanna":-27.0,"put_vanna":3.0,"net_vanna":-24.0,"call_oi":452,"put_oi":61},{"strike":45.0,"call_vanna":-14.0,"put_vanna":0,"net_vanna":-14.0,"call_oi":198,"put_oi":0},{"strike":50.0,"call_vanna":-12.0,"put_vanna":0,"net_vanna":-12.0,"call_oi":65,"put_oi":0},{"strike":51.0,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":60,"put_oi":0},{"strike":57.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":210},{"strike":60.0,"call_vanna":-12.0,"put_vanna":0,"net_vanna":-12.0,"call_oi":205,"put_oi":0},{"strike":61.0,"call_vanna":-29.0,"put_vanna":0,"net_vanna":-29.0,"call_oi":199,"put_oi":0},{"strike":65.0,"call_vanna":-3.0,"put_vanna":0,"net_vanna":-3.0,"call_oi":56,"put_oi":0},{"strike":68.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":91,"put_oi":0},{"strike":69.0,"call_vanna":-3.0,"put_vanna":0,"net_vanna":-3.0,"call_oi":61,"put_oi":0},{"strike":70.0,"call_vanna":-31.0,"put_vanna":0,"net_vanna":-31.0,"call_oi":210,"put_oi":0},{"strike":75.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":129,"put_oi":0},{"strike":80.0,"call_vanna":-36.0,"put_vanna":0,"net_vanna":-36.0,"call_oi":731,"put_oi":0},{"strike":85.0,"call_vanna":-29.0,"put_vanna":0,"net_vanna":-29.0,"call_oi":317,"put_oi":0},{"strike":95.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":101,"put_oi":0},{"strike":100.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":170,"put_oi":0},{"strike":105.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":57,"put_oi":0}],"net_vanna":-154.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":15.0,"call_charm":0,"put_charm":73.0,"net_charm":73.0,"call_oi":0,"put_oi":97},{"strike":27.0,"call_charm":0,"put_charm":30.0,"net_charm":30.0,"call_oi":0,"put_oi":100},{"strike":33.0,"call_charm":0,"put_charm":111.0,"net_charm":111.0,"call_oi":0,"put_oi":61},{"strike":35.0,"call_charm":0,"put_charm":383.0,"net_charm":383.0,"call_oi":0,"put_oi":255},{"strike":36.0,"call_charm":-1182.0,"put_charm":459.0,"net_charm":-723.0,"call_oi":74,"put_oi":685},{"strike":37.0,"call_charm":0,"put_charm":115.0,"net_charm":115.0,"call_oi":0,"put_oi":100},{"strike":38.0,"call_charm":0,"put_charm":761.0,"net_charm":761.0,"call_oi":0,"put_oi":812},{"strike":39.0,"call_charm":0,"put_charm":1066.0,"net_charm":1066.0,"call_oi":0,"put_oi":535},{"strike":40.0,"call_charm":0,"put_charm":925.0,"net_charm":925.0,"call_oi":0,"put_oi":478},{"strike":42.0,"call_charm":-9476.0,"put_charm":163.0,"net_charm":-9313.0,"call_oi":338,"put_oi":61},{"strike":45.0,"call_charm":-2876.0,"put_charm":0,"net_charm":-2876.0,"call_oi":71,"put_oi":0},{"strike":57.0,"call_charm":0,"put_charm":5147.0,"net_charm":5147.0,"call_oi":0,"put_oi":210},{"strike":60.0,"call_charm":-25088.0,"put_charm":0,"net_charm":-25088.0,"call_oi":123,"put_oi":0},{"strike":61.0,"call_charm":-20400.0,"put_charm":0,"net_charm":-20400.0,"call_oi":58,"put_oi":0},{"strike":65.0,"call_charm":-3572.0,"put_charm":0,"net_charm":-3572.0,"call_oi":56,"put_oi":0},{"strike":68.0,"call_charm":-39139.0,"put_charm":0,"net_charm":-39139.0,"call_oi":91,"put_oi":0},{"strike":69.0,"call_charm":-3907.0,"put_charm":0,"net_charm":-3907.0,"call_oi":61,"put_oi":0},{"strike":75.0,"call_charm":-28968.0,"put_charm":0,"net_charm":-28968.0,"call_oi":129,"put_oi":0},{"strike":80.0,"call_charm":-41522.0,"put_charm":0,"net_charm":-41522.0,"call_oi":438,"put_oi":0},{"strike":85.0,"call_charm":-15252.0,"put_charm":0,"net_charm":-15252.0,"call_oi":57,"put_oi":0},{"strike":100.0,"call_charm":-9716.0,"put_charm":0,"net_charm":-9716.0,"call_oi":170,"put_oi":0},{"strike":105.0,"call_charm":-1733.0,"put_charm":0,"net_charm":-1733.0,"call_oi":57,"put_oi":0}],"net_charm":-193600.0,"weekend_delta_shift":-580800.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":46124.0,"put_delta":-9015.0,"net_delta":37110.0,"call_oi":777,"put_oi":609,"total_oi":1386,"total_volume":111,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":121622.0,"put_delta":-18682.0,"net_delta":102940.0,"call_oi":1695,"put_oi":3509,"total_oi":5204,"total_volume":56,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":76010.0,"put_delta":-1352.0,"net_delta":74658.0,"call_oi":1064,"put_oi":203,"total_oi":1267,"total_volume":16,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":13972.0,"put_delta":-196.0,"net_delta":13776.0,"call_oi":198,"put_oi":29,"total_oi":227,"total_volume":27,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":7311.0,"put_delta":-83.0,"net_delta":7229.0,"call_oi":109,"put_oi":5,"total_oi":114,"total_volume":4,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":122719.0,"put_delta":-1724.0,"net_delta":120995.0,"call_oi":1519,"put_oi":162,"total_oi":1681,"total_volume":11,"bias":"bullish"}],"straddle_pricing":[{"expiration":"01/21/2028","dte":476,"strike":75.0,"straddle_price":76.5,"straddle_pct":101.89,"implied_move":101.89,"avg_iv":125.3}],"volume_profile":{"profile":[{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":105,"total_oi":111,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":34,"total_oi":36,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":33,"total_oi":36,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":8,"total_oi":11,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":24,"total_oi":47,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":8,"total_oi":8,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":13,"total_oi":19,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":11,"total_oi":11,"bias":"neutral"},{"strike":25.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":22,"put_oi":112,"total_oi":134,"bias":"bullish"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":3,"total_oi":9,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":104,"total_oi":104,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":18,"total_oi":25,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":8,"total_oi":11,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":75,"put_oi":73,"total_oi":148,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":5,"total_oi":9,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":23,"total_oi":27,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":65,"total_oi":77,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":15,"total_oi":36,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":66,"put_oi":276,"total_oi":342,"bias":"bearish"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":78,"put_oi":685,"total_oi":763,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":100,"total_oi":104,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":817,"total_oi":819,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":535,"total_oi":545,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":257,"put_oi":508,"total_oi":765,"bias":"bearish"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":170,"put_oi":47,"total_oi":217,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":456,"put_oi":66,"total_oi":522,"bias":"neutral"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":7,"total_oi":10,"bias":"neutral"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":18,"total_oi":39,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":225,"put_oi":55,"total_oi":280,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":8,"total_oi":15,"bias":"neutral"},{"strike":47.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":26,"put_oi":4,"total_oi":30,"bias":"bullish"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":20,"total_oi":47,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":4,"total_oi":21,"bias":"neutral"},{"strike":50.0,"call_volume":2,"put_volume":2,"total_volume":4,"call_oi":148,"put_oi":36,"total_oi":184,"bias":"neutral"},{"strike":51.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":73,"put_oi":2,"total_oi":75,"bias":"bearish"},{"strike":52.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":19,"put_oi":4,"total_oi":23,"bias":"bearish"},{"strike":53.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":60,"put_oi":1,"total_oi":61,"bias":"bullish"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":40,"total_oi":62,"bias":"neutral"},{"strike":55.0,"call_volume":2,"put_volume":2,"total_volume":4,"call_oi":112,"put_oi":38,"total_oi":150,"bias":"neutral"},{"strike":56.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":12,"total_oi":63,"bias":"neutral"},{"strike":57.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":8,"put_oi":213,"total_oi":221,"bias":"bearish"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":13,"total_oi":42,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":75,"put_oi":17,"total_oi":92,"bias":"bearish"},{"strike":60.0,"call_volume":11,"put_volume":4,"total_volume":15,"call_oi":252,"put_oi":47,"total_oi":299,"bias":"bullish"},{"strike":61.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":202,"put_oi":6,"total_oi":208,"bias":"neutral"},{"strike":62.0,"call_volume":1,"put_volume":13,"total_volume":14,"call_oi":18,"put_oi":18,"total_oi":36,"bias":"bearish"},{"strike":63.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":28,"put_oi":33,"total_oi":61,"bias":"bullish"},{"strike":64.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":11,"put_oi":2,"total_oi":13,"bias":"bullish"},{"strike":65.0,"call_volume":7,"put_volume":7,"total_volume":14,"call_oi":137,"put_oi":41,"total_oi":178,"bias":"neutral"},{"strike":66.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":25,"put_oi":4,"total_oi":29,"bias":"bearish"},{"strike":67.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":6,"total_oi":26,"bias":"neutral"},{"strike":68.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":106,"put_oi":6,"total_oi":112,"bias":"bullish"},{"strike":69.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":63,"put_oi":3,"total_oi":66,"bias":"bearish"},{"strike":70.0,"call_volume":7,"put_volume":10,"total_volume":17,"call_oi":294,"put_oi":57,"total_oi":351,"bias":"neutral"},{"strike":71.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":57,"put_oi":5,"total_oi":62,"bias":"bullish"},{"strike":72.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":28,"put_oi":29,"total_oi":57,"bias":"bearish"},{"strike":73.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":4,"total_oi":13,"bias":"neutral"},{"strike":74.0,"call_volume":2,"put_volume":8,"total_volume":10,"call_oi":4,"put_oi":3,"total_oi":7,"bias":"bearish"},{"strike":75.0,"call_volume":14,"put_volume":6,"total_volume":20,"call_oi":240,"put_oi":33,"total_oi":273,"bias":"bullish"},{"strike":78.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":0,"put_oi":0,"total_oi":0,"bias":"bullish"},{"strike":80.0,"call_volume":8,"put_volume":1,"total_volume":9,"call_oi":792,"put_oi":17,"total_oi":809,"bias":"bullish"},{"strike":85.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":347,"put_oi":11,"total_oi":358,"bias":"bullish"},{"strike":88.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":90.0,"call_volume":44,"put_volume":0,"total_volume":44,"call_oi":62,"put_oi":1,"total_oi":63,"bias":"bullish"},{"strike":91.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":95.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":163,"put_oi":1,"total_oi":164,"bias":"bullish"},{"strike":100.0,"call_volume":34,"put_volume":0,"total_volume":34,"call_oi":229,"put_oi":0,"total_oi":229,"bias":"bullish"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":62,"put_oi":0,"total_oi":62,"bias":"neutral"},{"strike":110.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":43,"put_oi":0,"total_oi":43,"bias":"bullish"},{"strike":115.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":54,"put_oi":0,"total_oi":54,"bias":"bullish"}],"underlying_price":75.08000183105469,"peak_call_strike":90.0,"peak_put_strike":62.0,"total_call_volume":171,"total_put_volume":73,"volume_pc_ratio":0.427},"iv_contours":{"x":[0.71,0.72,0.73,0.75,0.76,0.77,0.79,0.8,0.81,0.83,0.84,0.87,0.91,0.92,0.93,0.95,0.96,1.0,1.07,1.13,1.2,1.26],"y":[14,49,105,140],"z":[[null,126.75,134.44,130.63,119.42,132.67,120.37,121.51,120.34,121.11,133.42,124.05,121.89,null,114.02,null,112.56,126.11,121.45,136.4,133.98,129.34],[117.7,null,119.22,120.0,null,null,null,118.66,null,null,118.44,120.03,null,121.34,119.3,null,119.54,120.57,121.88,127.18,null,null],[null,null,118.09,116.07,null,null,116.05,117.06,null,null,116.41,null,null,null,116.72,117.2,null,118.44,119.41,121.42,null,120.56],[null,null,115.23,null,null,null,null,null,null,null,null,116.88,null,null,null,null,null,null,118.1,null,null,118.92]],"levels":[112.6,114.9,117.3,119.7,122.1,124.5,126.9,129.2,131.6,134.0,136.4],"min_iv":112.6,"max_iv":136.4},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":75.0,"atm_iv":126.11,"otm_strike":80.0,"otm_iv":124.58,"itm_strike":70.0,"itm_iv":119.03,"iv_butterfly":-8.62,"price_butterfly":0.1,"convexity":"inverted"},{"expiration":"11/20/2026","dte":49,"atm_strike":75.0,"atm_iv":120.57,"otm_strike":80.0,"otm_iv":121.88,"itm_strike":72.0,"itm_iv":119.54,"iv_butterfly":0.29,"price_butterfly":-0.6,"convexity":"flat"},{"expiration":"01/15/2027","dte":105,"atm_strike":75.0,"atm_iv":118.44,"otm_strike":80.0,"otm_iv":119.41,"itm_strike":71.0,"itm_iv":117.2,"iv_butterfly":-0.28,"price_butterfly":-0.25,"convexity":"flat"},{"expiration":"01/21/2028","dte":476,"atm_strike":75.0,"atm_iv":110.07,"otm_strike":80.0,"otm_iv":111.08,"itm_strike":71.0,"itm_iv":108.99,"iv_butterfly":-0.08,"price_butterfly":-0.2,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":144.82},{"date":"2026-09-15","iv":150.52},{"date":"2026-09-16","iv":148.36},{"date":"2026-09-17","iv":125.75},{"date":"2026-09-18","iv":129.52},{"date":"2026-09-21","iv":130.8},{"date":"2026-09-22","iv":123.1},{"date":"2026-09-23","iv":129.3},{"date":"2026-09-24","iv":130.7},{"date":"2026-09-25","iv":129.5},{"date":"2026-09-28","iv":136.1},{"date":"2026-09-29","iv":131.3},{"date":"2026-09-30","iv":132.7},{"date":"2026-10-01","iv":132.5},{"date":"2026-10-02","iv":128.0}]}}