{"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":"SOLZ","summary":{"name":"SOLZ","price":11.72,"total_oi":32282,"call_oi":26212,"put_oi":6070,"pc_ratio":0.232,"net_gex":300851.58,"avg_iv":98.2,"iv_rank":96.6,"iv_52w_high":99.24,"iv_52w_low":68.9,"gamma_flip":10.04,"max_pain":9.0},"features":{"symbol":"SOLZ","price":11.72,"total_oi":32282,"analysis_coverage":0.9444,"avg_iv_pct":98.2,"iv_rank":96.6,"iv_52w_high_pct":99.24,"iv_52w_low_pct":68.9,"front_dte":14,"front_atm_iv_pct":56.1662,"back_atm_iv_pct":64.6294,"term_premium_pp":-8.4632,"expected_move_front_pct":11.0,"straddle_front_pct":8.75,"straddle_30d_pct":8.75,"risk_reversal_front_pp":67.23,"risk_reversal_30d_pp":67.23,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.232,"put_call_oi_front_ratio":0.416,"put_call_volume_front_ratio":1.07,"option_volume":248,"volume_oi_ratio":0.007682,"net_delta_normalized":0.405845,"dealer_delta_normalized":-0.387075,"gex_per_100k_oi":931948.392293,"vanna_per_100k_oi":-805.402391,"charm_per_100k_oi":-353584.040642,"weekend_delta_shift_per_100k_oi":-1060755.219627,"iv_surface_range_pp":146.4,"gamma_flip_distance_pct":-14.334471,"max_pain_distance_pct":-23.208191,"peak_call_distance_pct":-6.143345,"peak_put_distance_pct":-6.143345},"analyses":{"gamma_walls":[{"strike":2.0,"call_gex":0.34,"put_gex":0.0,"net_gex":0.34,"call_oi":1,"put_oi":0},{"strike":3.0,"call_gex":52.61,"put_gex":0.0,"net_gex":52.61,"call_oi":70,"put_oi":0},{"strike":4.0,"call_gex":6.19,"put_gex":-32.05,"net_gex":-25.87,"call_oi":28,"put_oi":50},{"strike":5.0,"call_gex":258.86,"put_gex":-71.85,"net_gex":187.01,"call_oi":159,"put_oi":44},{"strike":6.0,"call_gex":24.97,"put_gex":-118.4,"net_gex":-93.42,"call_oi":274,"put_oi":59},{"strike":7.0,"call_gex":415.29,"put_gex":-3032.34,"net_gex":-2617.06,"call_oi":174,"put_oi":867},{"strike":8.0,"call_gex":4086.72,"put_gex":-8224.21,"net_gex":-4137.49,"call_oi":971,"put_oi":1524},{"strike":9.0,"call_gex":5410.89,"put_gex":-9346.89,"net_gex":-3936.0,"call_oi":2119,"put_oi":1122},{"strike":10.0,"call_gex":29948.37,"put_gex":-20788.36,"net_gex":9160.01,"call_oi":3615,"put_oi":1580},{"strike":11.0,"call_gex":46313.83,"put_gex":-13686.4,"net_gex":32627.43,"call_oi":2062,"put_oi":502},{"strike":12.0,"call_gex":171458.98,"put_gex":-3899.87,"net_gex":167559.11,"call_oi":7362,"put_oi":177},{"strike":13.0,"call_gex":52594.54,"put_gex":-1672.72,"net_gex":50921.82,"call_oi":3088,"put_oi":78},{"strike":14.0,"call_gex":11665.83,"put_gex":-341.26,"net_gex":11324.57,"call_oi":771,"put_oi":24},{"strike":15.0,"call_gex":20836.4,"put_gex":-116.45,"net_gex":20719.95,"call_oi":1839,"put_oi":10},{"strike":16.0,"call_gex":3667.35,"put_gex":-183.38,"net_gex":3483.97,"call_oi":466,"put_oi":20},{"strike":17.0,"call_gex":518.94,"put_gex":-23.37,"net_gex":495.57,"call_oi":67,"put_oi":3},{"strike":18.0,"call_gex":1595.16,"put_gex":0.0,"net_gex":1595.16,"call_oi":225,"put_oi":0},{"strike":19.0,"call_gex":132.36,"put_gex":0.0,"net_gex":132.36,"call_oi":21,"put_oi":0},{"strike":20.0,"call_gex":2079.0,"put_gex":-46.04,"net_gex":2032.96,"call_oi":350,"put_oi":9},{"strike":21.0,"call_gex":304.51,"put_gex":-4.88,"net_gex":299.63,"call_oi":51,"put_oi":1},{"strike":22.0,"call_gex":1135.61,"put_gex":0.0,"net_gex":1135.61,"call_oi":199,"put_oi":0},{"strike":23.0,"call_gex":33.23,"put_gex":0.0,"net_gex":33.23,"call_oi":6,"put_oi":0},{"strike":24.0,"call_gex":242.81,"put_gex":0.0,"net_gex":242.81,"call_oi":46,"put_oi":0},{"strike":25.0,"call_gex":523.49,"put_gex":0.0,"net_gex":523.49,"call_oi":107,"put_oi":0},{"strike":26.0,"call_gex":51.6,"put_gex":0.0,"net_gex":51.6,"call_oi":10,"put_oi":0},{"strike":27.0,"call_gex":259.52,"put_gex":0.0,"net_gex":259.52,"call_oi":52,"put_oi":0},{"strike":28.0,"call_gex":38.7,"put_gex":0.0,"net_gex":38.7,"call_oi":8,"put_oi":0},{"strike":29.0,"call_gex":45.24,"put_gex":0.0,"net_gex":45.24,"call_oi":12,"put_oi":0},{"strike":30.0,"call_gex":8738.73,"put_gex":0.0,"net_gex":8738.73,"call_oi":2059,"put_oi":0}],"pain_by_strike":[{"strike":2.0,"call_value":0,"put_value":42511.0,"total_value":42511.0},{"strike":3.0,"call_value":1.0,"put_value":36441.0,"total_value":36442.0},{"strike":4.0,"call_value":72.0,"put_value":30371.0,"total_value":30443.0},{"strike":5.0,"call_value":171.0,"put_value":24351.0,"total_value":24522.0},{"strike":6.0,"call_value":429.0,"put_value":18375.0,"total_value":18804.0},{"strike":7.0,"call_value":961.0,"put_value":12458.0,"total_value":13419.0},{"strike":8.0,"call_value":1667.0,"put_value":7408.0,"total_value":9075.0},{"strike":9.0,"call_value":3344.0,"put_value":3882.0,"total_value":7226.0},{"strike":10.0,"call_value":7140.0,"put_value":1478.0,"total_value":8618.0},{"strike":11.0,"call_value":14551.0,"put_value":654.0,"total_value":15205.0},{"strike":12.0,"call_value":24024.0,"put_value":332.0,"total_value":24356.0},{"strike":13.0,"call_value":40859.0,"put_value":187.0,"total_value":41046.0},{"strike":14.0,"call_value":60782.0,"put_value":120.0,"total_value":60902.0},{"strike":15.0,"call_value":81476.0,"put_value":77.0,"total_value":81553.0},{"strike":16.0,"call_value":104009.0,"put_value":44.0,"total_value":104053.0},{"strike":17.0,"call_value":127008.0,"put_value":31.0,"total_value":127039.0},{"strike":18.0,"call_value":150074.0,"put_value":21.0,"total_value":150095.0},{"strike":19.0,"call_value":173365.0,"put_value":11.0,"total_value":173376.0},{"strike":20.0,"call_value":196677.0,"put_value":1.0,"total_value":196678.0},{"strike":21.0,"call_value":220339.0,"put_value":0.0,"total_value":220339.0},{"strike":22.0,"call_value":244052.0,"put_value":0.0,"total_value":244052.0},{"strike":23.0,"call_value":267964.0,"put_value":0.0,"total_value":267964.0},{"strike":24.0,"call_value":291882.0,"put_value":0.0,"total_value":291882.0},{"strike":25.0,"call_value":315846.0,"put_value":0.0,"total_value":315846.0},{"strike":26.0,"call_value":339917.0,"put_value":0.0,"total_value":339917.0},{"strike":27.0,"call_value":363998.0,"put_value":0.0,"total_value":363998.0},{"strike":28.0,"call_value":388131.0,"put_value":0.0,"total_value":388131.0},{"strike":29.0,"call_value":412272.0,"put_value":0.0,"total_value":412272.0},{"strike":30.0,"call_value":436425.0,"put_value":0,"total_value":436425.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":204.5,"strike":7.62},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":86.5,"strike":9.33},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":101.7,"strike":7.41},{"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":49.5,"strike":11.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":58.8,"strike":11.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":58.5,"strike":11.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":56.2,"strike":12.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":64.6,"strike":12.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":62.0,"strike":12.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":46.0,"strike":13.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":58.5,"strike":13.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":66.9,"strike":13.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":244.4,"strike":16.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":84.3,"strike":14.8},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":82.5,"strike":19.14}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":5248},{"expiration":"11/20/2026","dte":49,"iv":0.346,"contract_count":3,"total_oi":448},{"expiration":"12/18/2026","dte":77,"iv":0.2844,"contract_count":4,"total_oi":292},{"expiration":"01/15/2027","dte":105,"iv":0.3644,"contract_count":4,"total_oi":1676},{"expiration":"04/16/2027","dte":196,"iv":0.5462,"contract_count":4,"total_oi":548},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":4,"total_oi":1891}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":11.0,"expected_move_2std":22.01,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":23.68,"expected_move_2std":47.36,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":27.83,"expected_move_2std":55.66,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":34.06,"expected_move_2std":68.13,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":52.64,"expected_move_2std":105.28,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":83.11,"expected_move_2std":166.22,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":8376,"put_oi":3484,"total_oi":11860,"pc_ratio":0.416,"pc_ratio_volume":1.07,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1121,"put_oi":418,"total_oi":1539,"pc_ratio":0.373,"pc_ratio_volume":0.017,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":542,"put_oi":785,"total_oi":1327,"pc_ratio":1.448,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":6946,"put_oi":932,"total_oi":7878,"pc_ratio":0.134,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":641,"put_oi":104,"total_oi":745,"pc_ratio":0.162,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":8586,"put_oi":347,"total_oi":8933,"pc_ratio":0.04,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.0,"call_delta_oi":99.0,"put_delta_oi":0,"dealer_delta":-99.0,"call_oi":1,"put_oi":0},{"strike":3.0,"call_delta_oi":6797.0,"put_delta_oi":0,"dealer_delta":-6797.0,"call_oi":70,"put_oi":0},{"strike":4.0,"call_delta_oi":584.0,"put_delta_oi":-283.0,"dealer_delta":-301.0,"call_oi":6,"put_oi":50},{"strike":5.0,"call_delta_oi":14994.0,"put_delta_oi":-360.0,"dealer_delta":-14634.0,"call_oi":159,"put_oi":44},{"strike":6.0,"call_delta_oi":815.0,"put_delta_oi":-665.0,"dealer_delta":-151.0,"call_oi":9,"put_oi":59},{"strike":7.0,"call_delta_oi":10901.0,"put_delta_oi":-4954.0,"dealer_delta":-5947.0,"call_oi":120,"put_oi":867},{"strike":8.0,"call_delta_oi":90764.0,"put_delta_oi":-13590.0,"dealer_delta":-77174.0,"call_oi":971,"put_oi":1524},{"strike":9.0,"call_delta_oi":77200.0,"put_delta_oi":-19773.0,"dealer_delta":-57427.0,"call_oi":967,"put_oi":1122},{"strike":10.0,"call_delta_oi":284625.0,"put_delta_oi":-32831.0,"dealer_delta":-251794.0,"call_oi":3615,"put_oi":1580},{"strike":11.0,"call_delta_oi":164437.0,"put_delta_oi":-15199.0,"dealer_delta":-149238.0,"call_oi":2062,"put_oi":502},{"strike":12.0,"call_delta_oi":386458.0,"put_delta_oi":-7936.0,"dealer_delta":-378522.0,"call_oi":7362,"put_oi":177},{"strike":13.0,"call_delta_oi":124487.0,"put_delta_oi":-7112.0,"dealer_delta":-117376.0,"call_oi":3088,"put_oi":78},{"strike":14.0,"call_delta_oi":23094.0,"put_delta_oi":-1579.0,"dealer_delta":-21515.0,"call_oi":771,"put_oi":24},{"strike":15.0,"call_delta_oi":53140.0,"put_delta_oi":-733.0,"dealer_delta":-52407.0,"call_oi":1839,"put_oi":10},{"strike":16.0,"call_delta_oi":19194.0,"put_delta_oi":-1358.0,"dealer_delta":-17836.0,"call_oi":466,"put_oi":20},{"strike":17.0,"call_delta_oi":2302.0,"put_delta_oi":-209.0,"dealer_delta":-2093.0,"call_oi":67,"put_oi":3},{"strike":18.0,"call_delta_oi":7386.0,"put_delta_oi":0,"dealer_delta":-7386.0,"call_oi":225,"put_oi":0},{"strike":19.0,"call_delta_oi":833.0,"put_delta_oi":0,"dealer_delta":-833.0,"call_oi":21,"put_oi":0},{"strike":20.0,"call_delta_oi":10856.0,"put_delta_oi":-475.0,"dealer_delta":-10381.0,"call_oi":350,"put_oi":9},{"strike":21.0,"call_delta_oi":1149.0,"put_delta_oi":-53.0,"dealer_delta":-1096.0,"call_oi":51,"put_oi":1},{"strike":22.0,"call_delta_oi":4217.0,"put_delta_oi":0,"dealer_delta":-4217.0,"call_oi":199,"put_oi":0},{"strike":23.0,"call_delta_oi":108.0,"put_delta_oi":0,"dealer_delta":-108.0,"call_oi":6,"put_oi":0},{"strike":24.0,"call_delta_oi":1192.0,"put_delta_oi":0,"dealer_delta":-1192.0,"call_oi":46,"put_oi":0},{"strike":25.0,"call_delta_oi":2277.0,"put_delta_oi":0,"dealer_delta":-2277.0,"call_oi":107,"put_oi":0},{"strike":26.0,"call_delta_oi":272.0,"put_delta_oi":0,"dealer_delta":-272.0,"call_oi":10,"put_oi":0},{"strike":27.0,"call_delta_oi":1372.0,"put_delta_oi":0,"dealer_delta":-1372.0,"call_oi":52,"put_oi":0},{"strike":28.0,"call_delta_oi":202.0,"put_delta_oi":0,"dealer_delta":-202.0,"call_oi":8,"put_oi":0},{"strike":29.0,"call_delta_oi":141.0,"put_delta_oi":0,"dealer_delta":-141.0,"call_oi":12,"put_oi":0},{"strike":30.0,"call_delta_oi":66771.0,"put_delta_oi":0,"dealer_delta":-66771.0,"call_oi":2059,"put_oi":0}],"net_dealer_delta":-1249555.0,"total_call_delta":1356665.0,"total_put_delta":-107109.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":11.720000267028809,"strikes":[{"strike":7.0,"moneyness":0.5973,"type":"put","iv":0.9774,"delta":-0.1017,"oi":101},{"strike":8.0,"moneyness":0.6826,"type":"call","iv":0.57,"delta":0.9261,"oi":419},{"strike":8.0,"moneyness":0.6826,"type":"put","iv":0.7881,"delta":-0.1257,"oi":572},{"strike":9.0,"moneyness":0.7679,"type":"call","iv":0.6479,"delta":0.8344,"oi":133},{"strike":10.0,"moneyness":0.8532,"type":"call","iv":0.5703,"delta":0.7622,"oi":428},{"strike":10.0,"moneyness":0.8532,"type":"put","iv":0.6666,"delta":-0.2553,"oi":134},{"strike":11.0,"moneyness":0.9386,"type":"call","iv":0.5338,"delta":0.6582,"oi":291},{"strike":12.0,"moneyness":1.0239,"type":"call","iv":0.6574,"delta":0.5567,"oi":1365},{"strike":13.0,"moneyness":1.1092,"type":"call","iv":0.6248,"delta":0.4571,"oi":2203},{"strike":15.0,"moneyness":1.2799,"type":"call","iv":0.6274,"delta":0.297,"oi":1031},{"strike":16.0,"moneyness":1.3652,"type":"call","iv":0.6355,"delta":0.2381,"oi":161},{"strike":20.0,"moneyness":1.7065,"type":"call","iv":0.771,"delta":0.1438,"oi":151},{"strike":22.0,"moneyness":1.8771,"type":"call","iv":0.8981,"delta":0.1471,"oi":131},{"strike":30.0,"moneyness":2.5597,"type":"call","iv":0.9539,"delta":0.0585,"oi":147}]},{"expiration":"01/21/2028","underlying_price":11.720000267028809,"strikes":[{"strike":8.0,"moneyness":0.6826,"type":"call","iv":0.6185,"delta":0.8346,"oi":120},{"strike":9.0,"moneyness":0.7679,"type":"call","iv":0.5772,"delta":0.7923,"oi":817},{"strike":10.0,"moneyness":0.8532,"type":"put","iv":0.9225,"delta":-0.2328,"oi":173},{"strike":10.0,"moneyness":0.8532,"type":"call","iv":0.6123,"delta":0.744,"oi":2219},{"strike":11.0,"moneyness":0.9386,"type":"call","iv":0.6458,"delta":0.7018,"oi":358},{"strike":12.0,"moneyness":1.0239,"type":"call","iv":0.5545,"delta":0.643,"oi":1526},{"strike":13.0,"moneyness":1.1092,"type":"call","iv":0.4827,"delta":0.5744,"oi":117},{"strike":15.0,"moneyness":1.2799,"type":"call","iv":0.6588,"delta":0.5482,"oi":252},{"strike":16.0,"moneyness":1.3652,"type":"call","iv":0.6798,"delta":0.523,"oi":267},{"strike":20.0,"moneyness":1.7065,"type":"call","iv":0.7292,"delta":0.4364,"oi":199},{"strike":30.0,"moneyness":2.5597,"type":"call","iv":0.8672,"delta":0.3447,"oi":1912}]},{"expiration":"04/16/2027","underlying_price":11.720000267028809,"strikes":[{"strike":12.0,"moneyness":1.0239,"type":"call","iv":0.5761,"delta":0.5825,"oi":395}]},{"expiration":"10/16/2026","underlying_price":11.720000267028809,"strikes":[{"strike":7.0,"moneyness":0.5973,"type":"put","iv":1.8688,"delta":-0.0503,"oi":758},{"strike":8.0,"moneyness":0.6826,"type":"put","iv":1.4638,"delta":-0.0635,"oi":916},{"strike":8.0,"moneyness":0.6826,"type":"call","iv":1.0373,"delta":0.9801,"oi":400},{"strike":9.0,"moneyness":0.7679,"type":"put","iv":1.9242,"delta":-0.1806,"oi":323},{"strike":10.0,"moneyness":0.8532,"type":"put","iv":1.2482,"delta":-0.2124,"oi":868},{"strike":10.0,"moneyness":0.8532,"type":"call","iv":0.5879,"delta":0.9331,"oi":775},{"strike":11.0,"moneyness":0.9386,"type":"put","iv":0.7653,"delta":-0.301,"oi":467},{"strike":11.0,"moneyness":0.9386,"type":"call","iv":0.2255,"delta":0.939,"oi":962},{"strike":12.0,"moneyness":1.0239,"type":"call","iv":0.6978,"delta":0.4594,"oi":3770},{"strike":13.0,"moneyness":1.1092,"type":"call","iv":0.5759,"delta":0.188,"oi":652},{"strike":14.0,"moneyness":1.1945,"type":"call","iv":0.9122,"delta":0.1742,"oi":140},{"strike":15.0,"moneyness":1.2799,"type":"call","iv":1.0261,"delta":0.1211,"oi":377}]},{"expiration":"11/20/2026","underlying_price":11.720000267028809,"strikes":[{"strike":10.0,"moneyness":0.8532,"type":"put","iv":0.5295,"delta":-0.1706,"oi":401},{"strike":11.0,"moneyness":0.9386,"type":"call","iv":0.6509,"delta":0.6592,"oi":297},{"strike":12.0,"moneyness":1.0239,"type":"call","iv":0.6463,"delta":0.5161,"oi":143},{"strike":14.0,"moneyness":1.1945,"type":"call","iv":0.6803,"delta":0.2828,"oi":505}]},{"expiration":"12/18/2026","underlying_price":11.720000267028809,"strikes":[{"strike":9.0,"moneyness":0.7679,"type":"put","iv":0.7914,"delta":-0.1746,"oi":753},{"strike":10.0,"moneyness":0.8532,"type":"call","iv":0.6648,"delta":0.7593,"oi":149},{"strike":11.0,"moneyness":0.9386,"type":"call","iv":0.5069,"delta":0.6657,"oi":102},{"strike":12.0,"moneyness":1.0239,"type":"call","iv":0.6351,"delta":0.5374,"oi":163}]}],"greeks_heatmap":{"data":[{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1806,"call_gamma":0,"put_gamma":0.061792,"call_theta":0,"put_theta":-0.0427,"call_vega":0,"put_vega":0.0058,"call_oi":1152,"put_oi":323},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9331,"put_delta":-0.2124,"call_gamma":0.099672,"put_gamma":0.105102,"call_theta":-0.0075,"put_theta":-0.0305,"call_vega":0.0029,"put_vega":0.0064,"call_oi":775,"put_oi":868},{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0.939,"put_delta":-0.301,"call_gamma":0.241926,"put_gamma":0.205688,"call_theta":-0.0035,"put_theta":-0.0222,"call_vega":0.0027,"put_vega":0.0077,"call_oi":962,"put_oi":467},{"strike":12.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4594,"put_delta":0,"call_gamma":0.257125,"put_gamma":0,"call_theta":-0.0241,"put_theta":0,"call_vega":0.0088,"put_vega":0,"call_oi":3770,"put_oi":0},{"strike":13.0,"dte":14,"expiration":"10/16/2026","call_delta":0.188,"put_delta":-0.9386,"call_gamma":0.211627,"put_gamma":0.159609,"call_theta":-0.0134,"put_theta":-0.0021,"call_vega":0.006,"put_vega":0.0027,"call_oi":652,"put_oi":73},{"strike":14.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1742,"put_delta":0,"call_gamma":0.127389,"put_gamma":0,"call_theta":-0.0202,"put_theta":0,"call_vega":0.0057,"put_vega":0,"call_oi":140,"put_oi":0},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1211,"put_delta":0,"call_gamma":0.0887,"put_gamma":0,"call_theta":-0.0177,"put_theta":0,"call_vega":0.0045,"put_vega":0,"call_oi":377,"put_oi":0},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1706,"call_gamma":0,"put_gamma":0.112716,"call_theta":0,"put_theta":-0.0057,"call_vega":0,"put_vega":0.0108,"call_oi":0,"put_oi":401},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6592,"put_delta":0,"call_gamma":0.132561,"put_gamma":0,"call_theta":-0.0113,"put_theta":0,"call_vega":0.0156,"put_vega":0,"call_oi":297,"put_oi":0},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5161,"put_delta":0,"call_gamma":0.145113,"put_gamma":0,"call_theta":-0.012,"put_theta":0,"call_vega":0.0169,"put_vega":0,"call_oi":143,"put_oi":0},{"strike":13.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3673,"put_delta":0,"call_gamma":0.146938,"put_gamma":0,"call_theta":-0.0105,"put_theta":0,"call_vega":0.016,"put_vega":0,"call_oi":63,"put_oi":0},{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2828,"put_delta":0,"call_gamma":0.11698,"put_gamma":0,"call_theta":-0.0105,"put_theta":0,"call_vega":0.0144,"put_vega":0,"call_oi":505,"put_oi":0},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1497,"put_delta":0,"call_gamma":0.094181,"put_gamma":0,"call_theta":-0.0062,"put_theta":0,"call_vega":0.0099,"put_vega":0,"call_oi":82,"put_oi":0},{"strike":9.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1746,"call_gamma":0,"put_gamma":0.060808,"call_theta":0,"put_theta":-0.0069,"call_vega":0,"put_vega":0.0138,"call_oi":0,"put_oi":753},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7593,"put_delta":0,"call_gamma":0.087577,"put_gamma":0,"call_theta":-0.008,"put_theta":0,"call_vega":0.0167,"put_vega":0,"call_oi":149,"put_oi":0},{"strike":11.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6657,"put_delta":0,"call_gamma":0.134292,"put_gamma":0,"call_theta":-0.0072,"put_theta":0,"call_vega":0.0195,"put_vega":0,"call_oi":102,"put_oi":0},{"strike":12.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5374,"put_delta":0,"call_gamma":0.116934,"put_gamma":0,"call_theta":-0.0095,"put_theta":0,"call_vega":0.0212,"put_vega":0,"call_oi":163,"put_oi":0}],"strikes":[9.0,10.0,11.0,12.0,13.0,14.0,15.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":67.23,"put_25d_iv":124.82,"call_25d_iv":57.59,"put_25d_strike":10.0,"call_25d_strike":13.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-15.09,"put_25d_iv":52.95,"call_25d_iv":68.03,"put_25d_strike":10.0,"call_25d_strike":14.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":15.62,"put_25d_iv":79.14,"call_25d_iv":63.51,"put_25d_strike":9.0,"call_25d_strike":12.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":3.12,"put_25d_iv":66.66,"call_25d_iv":63.55,"put_25d_strike":10.0,"call_25d_strike":16.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":28.45,"put_25d_iv":86.06,"call_25d_iv":57.61,"put_25d_strike":12.0,"call_25d_strike":12.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":24.98,"put_25d_iv":92.25,"call_25d_iv":67.27,"put_25d_strike":10.0,"call_25d_strike":27.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":3.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":60,"put_oi":0},{"strike":5.0,"call_vanna":-10.0,"put_vanna":0,"net_vanna":-10.0,"call_oi":153,"put_oi":0},{"strike":7.0,"call_vanna":-4.0,"put_vanna":21.0,"net_vanna":17.0,"call_oi":67,"put_oi":859},{"strike":8.0,"call_vanna":-53.0,"put_vanna":66.0,"net_vanna":13.0,"call_oi":939,"put_oi":1488},{"strike":9.0,"call_vanna":-168.0,"put_vanna":68.0,"net_vanna":-100.0,"call_oi":950,"put_oi":1076},{"strike":10.0,"call_vanna":-462.0,"put_vanna":95.0,"net_vanna":-367.0,"call_oi":3571,"put_oi":1576},{"strike":11.0,"call_vanna":-117.0,"put_vanna":12.0,"net_vanna":-105.0,"call_oi":2062,"put_oi":467},{"strike":12.0,"call_vanna":-217.0,"put_vanna":7.0,"net_vanna":-210.0,"call_oi":7362,"put_oi":100},{"strike":13.0,"call_vanna":55.0,"put_vanna":-1.0,"net_vanna":54.0,"call_oi":3035,"put_oi":73},{"strike":14.0,"call_vanna":26.0,"put_vanna":0,"net_vanna":26.0,"call_oi":734,"put_oi":0},{"strike":15.0,"call_vanna":82.0,"put_vanna":0,"net_vanna":82.0,"call_oi":1742,"put_oi":0},{"strike":16.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":428,"put_oi":0},{"strike":18.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":178,"put_oi":0},{"strike":20.0,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":350,"put_oi":0},{"strike":22.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":199,"put_oi":0},{"strike":25.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":57,"put_oi":0},{"strike":27.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":52,"put_oi":0},{"strike":30.0,"call_vanna":258.0,"put_vanna":0,"net_vanna":258.0,"call_oi":2059,"put_oi":0}],"net_vanna":-260.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.0,"call_charm":0,"put_charm":1629.0,"net_charm":1629.0,"call_oi":0,"put_oi":758},{"strike":8.0,"call_charm":-5265.0,"put_charm":2337.0,"net_charm":-2928.0,"call_oi":400,"put_oi":916},{"strike":9.0,"call_charm":0,"put_charm":6502.0,"net_charm":6502.0,"call_oi":0,"put_oi":323},{"strike":10.0,"call_charm":-14234.0,"put_charm":14942.0,"net_charm":707.0,"call_oi":775,"put_oi":1269},{"strike":11.0,"call_charm":-9913.0,"put_charm":8142.0,"net_charm":-1771.0,"call_oi":1259,"put_oi":467},{"strike":12.0,"call_charm":-109616.0,"put_charm":0,"net_charm":-109616.0,"call_oi":3913,"put_oi":0},{"strike":13.0,"call_charm":-4479.0,"put_charm":377.0,"net_charm":-4101.0,"call_oi":715,"put_oi":73},{"strike":14.0,"call_charm":-2401.0,"put_charm":0,"net_charm":-2401.0,"call_oi":645,"put_oi":0},{"strike":15.0,"call_charm":-2166.0,"put_charm":0,"net_charm":-2166.0,"call_oi":459,"put_oi":0}],"net_charm":-114144.0,"weekend_delta_shift":-342433.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":395771.0,"put_delta":-58060.0,"net_delta":337711.0,"call_oi":7101,"put_oi":3484,"total_oi":10585,"total_volume":118,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":47093.0,"put_delta":-7779.0,"net_delta":39314.0,"call_oi":1121,"put_oi":418,"total_oi":1539,"total_volume":59,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":32304.0,"put_delta":-14268.0,"net_delta":18036.0,"call_oi":542,"put_oi":785,"total_oi":1327,"total_volume":6,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":344251.0,"put_delta":-16326.0,"net_delta":327925.0,"call_oi":6946,"put_oi":932,"total_oi":7878,"total_volume":31,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":35229.0,"put_delta":-3876.0,"net_delta":31353.0,"call_oi":641,"put_oi":104,"total_oi":745,"total_volume":22,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":502017.0,"put_delta":-6801.0,"net_delta":495216.0,"call_oi":8368,"put_oi":347,"total_oi":8715,"total_volume":11,"bias":"bullish"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":12.0,"straddle_price":1.02,"straddle_pct":8.75,"implied_move":8.75,"avg_iv":56.2},{"expiration":"01/15/2027","dte":105,"strike":12.0,"straddle_price":3.17,"straddle_pct":27.09,"implied_move":27.09,"avg_iv":63.5},{"expiration":"04/16/2027","dte":196,"strike":12.0,"straddle_price":4.85,"straddle_pct":41.38,"implied_move":41.38,"avg_iv":71.8}],"volume_profile":{"profile":[{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":70,"put_oi":0,"total_oi":70,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":50,"total_oi":78,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":159,"put_oi":44,"total_oi":203,"bias":"neutral"},{"strike":6.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":274,"put_oi":59,"total_oi":333,"bias":"bullish"},{"strike":7.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":174,"put_oi":867,"total_oi":1041,"bias":"bullish"},{"strike":8.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":971,"put_oi":1524,"total_oi":2495,"bias":"bullish"},{"strike":9.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":2119,"put_oi":1122,"total_oi":3241,"bias":"bullish"},{"strike":10.0,"call_volume":5,"put_volume":1,"total_volume":6,"call_oi":3615,"put_oi":1580,"total_oi":5195,"bias":"bullish"},{"strike":11.0,"call_volume":65,"put_volume":61,"total_volume":126,"call_oi":2062,"put_oi":502,"total_oi":2564,"bias":"neutral"},{"strike":12.0,"call_volume":54,"put_volume":0,"total_volume":54,"call_oi":7362,"put_oi":177,"total_oi":7539,"bias":"bullish"},{"strike":13.0,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":3088,"put_oi":78,"total_oi":3166,"bias":"bullish"},{"strike":14.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":771,"put_oi":24,"total_oi":795,"bias":"bullish"},{"strike":15.0,"call_volume":27,"put_volume":0,"total_volume":27,"call_oi":1839,"put_oi":10,"total_oi":1849,"bias":"bullish"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":466,"put_oi":20,"total_oi":486,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":67,"put_oi":3,"total_oi":70,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":225,"put_oi":0,"total_oi":225,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":350,"put_oi":9,"total_oi":359,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":1,"total_oi":52,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":199,"put_oi":0,"total_oi":199,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":0,"total_oi":46,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":107,"put_oi":0,"total_oi":107,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":27.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":52,"put_oi":0,"total_oi":52,"bias":"bullish"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2059,"put_oi":0,"total_oi":2059,"bias":"neutral"}],"underlying_price":11.720000267028809,"peak_call_strike":11.0,"peak_put_strike":11.0,"total_call_volume":186,"total_put_volume":62,"volume_pc_ratio":0.333},"iv_contours":{"x":[0.77,0.85,0.94,1.02,1.11,1.2,1.28],"y":[14,49,77,105],"z":[[192.42,91.8,49.54,56.18,45.97,91.22,102.61],[null,69.09,65.09,64.63,60.31,68.03,58.18],[79.14,66.48,58.12,63.51,71.37,null,58.02],[64.09,61.84,53.38,63.5,62.48,60.61,62.74]],"levels":[46.0,60.6,75.3,89.9,104.5,119.2,133.8,148.5,163.1,177.8,192.4],"min_iv":46.0,"max_iv":192.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":79.89},{"date":"2026-09-15","iv":99.24},{"date":"2026-09-16","iv":88.9},{"date":"2026-09-17","iv":85.07},{"date":"2026-09-18","iv":79.41},{"date":"2026-09-21","iv":85.44},{"date":"2026-09-22","iv":68.9},{"date":"2026-09-23","iv":88.4},{"date":"2026-09-24","iv":79.5},{"date":"2026-09-25","iv":75.2},{"date":"2026-09-28","iv":79.7},{"date":"2026-09-29","iv":79.5},{"date":"2026-09-30","iv":93.7},{"date":"2026-10-01","iv":73.5},{"date":"2026-10-02","iv":98.2}]}}