{"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":"SOYB","summary":{"name":"SOYB","price":27.22,"total_oi":11435,"call_oi":7878,"put_oi":3557,"pc_ratio":0.452,"net_gex":568725.59,"avg_iv":34.8,"iv_rank":0.0,"iv_52w_high":87.75,"iv_52w_low":34.8,"gamma_flip":27.32,"max_pain":27.0},"features":{"symbol":"SOYB","price":27.22,"total_oi":11435,"analysis_coverage":0.9444,"avg_iv_pct":34.8,"iv_rank":0.0,"iv_52w_high_pct":87.75,"iv_52w_low_pct":34.8,"front_dte":14,"front_atm_iv_pct":27.7767,"back_atm_iv_pct":22.0253,"term_premium_pp":5.7514,"expected_move_front_pct":5.44,"straddle_front_pct":2.85,"straddle_30d_pct":2.85,"risk_reversal_front_pp":72.01,"risk_reversal_30d_pp":72.01,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.452,"put_call_oi_front_ratio":3.734,"put_call_volume_front_ratio":1.75,"option_volume":106,"volume_oi_ratio":0.00927,"net_delta_normalized":0.129747,"dealer_delta_normalized":-0.122644,"gex_per_100k_oi":4973551.289899,"vanna_per_100k_oi":2422.387407,"charm_per_100k_oi":8089.199825,"weekend_delta_shift_per_100k_oi":24258.854394,"iv_surface_range_pp":108.2,"gamma_flip_distance_pct":0.367377,"max_pain_distance_pct":-0.808229,"peak_call_distance_pct":-0.808229,"peak_put_distance_pct":2.86554},"analyses":{"gamma_walls":[{"strike":14.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0},{"strike":19.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":5,"put_oi":0},{"strike":20.0,"call_gex":74.34,"put_gex":0.0,"net_gex":74.34,"call_oi":12,"put_oi":0},{"strike":21.0,"call_gex":168.05,"put_gex":-6304.74,"net_gex":-6136.69,"call_oi":25,"put_oi":672},{"strike":22.0,"call_gex":33.63,"put_gex":-2144.09,"net_gex":-2110.46,"call_oi":5,"put_oi":80},{"strike":23.0,"call_gex":301.36,"put_gex":-2797.28,"net_gex":-2495.92,"call_oi":11,"put_oi":100},{"strike":24.0,"call_gex":0.0,"put_gex":-7209.79,"net_gex":-7209.79,"call_oi":153,"put_oi":215},{"strike":25.0,"call_gex":8333.15,"put_gex":-5197.05,"net_gex":3136.1,"call_oi":604,"put_oi":79},{"strike":26.0,"call_gex":64831.1,"put_gex":-57002.48,"net_gex":7828.62,"call_oi":691,"put_oi":725},{"strike":27.0,"call_gex":19043.54,"put_gex":-224953.17,"net_gex":-205909.63,"call_oi":135,"put_oi":1051},{"strike":28.0,"call_gex":758902.72,"put_gex":-86094.98,"net_gex":672807.73,"call_oi":4213,"put_oi":474},{"strike":29.0,"call_gex":12715.9,"put_gex":-8973.03,"net_gex":3742.87,"call_oi":161,"put_oi":116},{"strike":30.0,"call_gex":93276.23,"put_gex":-2647.22,"net_gex":90629.0,"call_oi":1414,"put_oi":45},{"strike":31.0,"call_gex":765.5,"put_gex":0.0,"net_gex":765.5,"call_oi":23,"put_oi":0},{"strike":32.0,"call_gex":434.37,"put_gex":0.0,"net_gex":434.37,"call_oi":15,"put_oi":0},{"strike":33.0,"call_gex":4814.97,"put_gex":0.0,"net_gex":4814.97,"call_oi":136,"put_oi":0},{"strike":34.0,"call_gex":2122.23,"put_gex":0.0,"net_gex":2122.23,"call_oi":65,"put_oi":0},{"strike":35.0,"call_gex":6232.33,"put_gex":0.0,"net_gex":6232.33,"call_oi":208,"put_oi":0}],"pain_by_strike":[{"strike":14.0,"call_value":0,"put_value":40722.0,"total_value":40722.0},{"strike":19.0,"call_value":10.0,"put_value":22937.0,"total_value":22947.0},{"strike":20.0,"call_value":17.0,"put_value":19380.0,"total_value":19397.0},{"strike":21.0,"call_value":36.0,"put_value":15823.0,"total_value":15859.0},{"strike":22.0,"call_value":80.0,"put_value":12938.0,"total_value":13018.0},{"strike":23.0,"call_value":129.0,"put_value":10133.0,"total_value":10262.0},{"strike":24.0,"call_value":189.0,"put_value":7428.0,"total_value":7617.0},{"strike":25.0,"call_value":402.0,"put_value":4938.0,"total_value":5340.0},{"strike":26.0,"call_value":1219.0,"put_value":2527.0,"total_value":3746.0},{"strike":27.0,"call_value":2727.0,"put_value":841.0,"total_value":3568.0},{"strike":28.0,"call_value":4370.0,"put_value":206.0,"total_value":4576.0},{"strike":29.0,"call_value":10226.0,"put_value":45.0,"total_value":10271.0},{"strike":30.0,"call_value":16243.0,"put_value":0.0,"total_value":16243.0},{"strike":31.0,"call_value":23674.0,"put_value":0.0,"total_value":23674.0},{"strike":32.0,"call_value":31128.0,"put_value":0.0,"total_value":31128.0},{"strike":33.0,"call_value":38597.0,"put_value":0.0,"total_value":38597.0},{"strike":34.0,"call_value":46202.0,"put_value":0.0,"total_value":46202.0},{"strike":35.0,"call_value":53872.0,"put_value":0,"total_value":53872.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":92.0,"strike":23.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":50.0,"strike":21.71},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":67.0,"strike":24.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":69.9,"strike":24.5},{"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":47.8,"strike":26.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":32.4,"strike":26.0},{"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":18.3,"strike":27.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":21.1,"strike":27.0},{"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":24.5,"strike":28.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":17.4,"strike":28.33},{"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":71.5,"strike":30.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":22.3,"strike":30.0},{"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":111.7,"strike":33.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":77.9,"strike":34.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.6664,"contract_count":9,"total_oi":840},{"expiration":"11/20/2026","dte":49,"iv":0.3242,"contract_count":8,"total_oi":5690},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":9,"total_oi":1043},{"expiration":"03/19/2027","dte":168,"iv":0.3556,"contract_count":6,"total_oi":152},{"expiration":"05/21/2027","dte":231,"iv":1.0,"contract_count":1,"total_oi":19},{"expiration":"12/17/2027","dte":441,"iv":0.3344,"contract_count":3,"total_oi":39}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.44,"expected_move_2std":10.88,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.07,"expected_move_2std":16.13,"contract_count":6},{"expiration":"02/19/2027","dte":140,"expected_move_1std":8.94,"expected_move_2std":17.89,"contract_count":6},{"expiration":"03/19/2027","dte":168,"expected_move_1std":15.17,"expected_move_2std":30.34,"contract_count":4},{"expiration":"12/17/2027","dte":441,"expected_move_1std":31.12,"expected_move_2std":62.23,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":218,"put_oi":814,"total_oi":1032,"pc_ratio":3.734,"pc_ratio_volume":1.75,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":6840,"put_oi":2010,"total_oi":8850,"pc_ratio":0.294,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":507,"put_oi":698,"total_oi":1205,"pc_ratio":1.377,"pc_ratio_volume":11.0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":227,"put_oi":9,"total_oi":236,"pc_ratio":0.04,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":19,"put_oi":0,"total_oi":19,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":67,"put_oi":26,"total_oi":93,"pc_ratio":0.388,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":1185.0,"put_delta_oi":0,"dealer_delta":-1185.0,"call_oi":12,"put_oi":0},{"strike":21.0,"call_delta_oi":2472.0,"put_delta_oi":-1239.0,"dealer_delta":-1233.0,"call_oi":25,"put_oi":672},{"strike":22.0,"call_delta_oi":496.0,"put_delta_oi":-1135.0,"dealer_delta":639.0,"call_oi":5,"put_oi":80},{"strike":23.0,"call_delta_oi":1026.0,"put_delta_oi":-2060.0,"dealer_delta":1034.0,"call_oi":11,"put_oi":100},{"strike":24.0,"call_delta_oi":0,"put_delta_oi":-5465.0,"dealer_delta":5465.0,"call_oi":0,"put_oi":215},{"strike":25.0,"call_delta_oi":11223.0,"put_delta_oi":-1586.0,"dealer_delta":-9638.0,"call_oi":138,"put_oi":79},{"strike":26.0,"call_delta_oi":51563.0,"put_delta_oi":-21645.0,"dealer_delta":-29918.0,"call_oi":691,"put_oi":725},{"strike":27.0,"call_delta_oi":7972.0,"put_delta_oi":-41042.0,"dealer_delta":33069.0,"call_oi":135,"put_oi":1051},{"strike":28.0,"call_delta_oi":149244.0,"put_delta_oi":-32232.0,"dealer_delta":-117012.0,"call_oi":4213,"put_oi":474},{"strike":29.0,"call_delta_oi":5534.0,"put_delta_oi":-7115.0,"dealer_delta":1581.0,"call_oi":161,"put_oi":116},{"strike":30.0,"call_delta_oi":15890.0,"put_delta_oi":-3047.0,"dealer_delta":-12842.0,"call_oi":1414,"put_oi":45},{"strike":31.0,"call_delta_oi":989.0,"put_delta_oi":0,"dealer_delta":-989.0,"call_oi":23,"put_oi":0},{"strike":32.0,"call_delta_oi":629.0,"put_delta_oi":0,"dealer_delta":-629.0,"call_oi":15,"put_oi":0},{"strike":33.0,"call_delta_oi":3303.0,"put_delta_oi":0,"dealer_delta":-3303.0,"call_oi":136,"put_oi":0},{"strike":34.0,"call_delta_oi":1074.0,"put_delta_oi":0,"dealer_delta":-1074.0,"call_oi":65,"put_oi":0},{"strike":35.0,"call_delta_oi":4209.0,"put_delta_oi":0,"dealer_delta":-4209.0,"call_oi":208,"put_oi":0}],"net_dealer_delta":-140243.0,"total_call_delta":256809.0,"total_put_delta":-116566.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":27.219999313354492,"strikes":[{"strike":26.0,"moneyness":0.9552,"type":"call","iv":0.1292,"delta":0.7934,"oi":231},{"strike":26.0,"moneyness":0.9552,"type":"put","iv":0.1368,"delta":-0.2186,"oi":199},{"strike":27.0,"moneyness":0.9919,"type":"put","iv":0.1343,"delta":-0.3689,"oi":125},{"strike":28.0,"moneyness":1.0287,"type":"put","iv":0.1598,"delta":-0.5291,"oi":231},{"strike":29.0,"moneyness":1.0654,"type":"put","iv":0.2191,"delta":-0.6107,"oi":115}]},{"expiration":"10/16/2026","underlying_price":27.219999313354492,"strikes":[{"strike":27.0,"moneyness":0.9919,"type":"put","iv":0.1665,"delta":-0.3737,"oi":393},{"strike":28.0,"moneyness":1.0287,"type":"put","iv":0.1424,"delta":-0.8368,"oi":212}]},{"expiration":"11/20/2026","underlying_price":27.219999313354492,"strikes":[{"strike":21.0,"moneyness":0.7715,"type":"put","iv":0.3615,"delta":-0.0184,"oi":672},{"strike":26.0,"moneyness":0.9552,"type":"call","iv":0.2675,"delta":0.7186,"oi":365},{"strike":26.0,"moneyness":0.9552,"type":"put","iv":0.3799,"delta":-0.3291,"oi":476},{"strike":27.0,"moneyness":0.9919,"type":"call","iv":0.2309,"delta":0.5814,"oi":101},{"strike":27.0,"moneyness":0.9919,"type":"put","iv":0.1907,"delta":-0.408,"oi":524},{"strike":28.0,"moneyness":1.0287,"type":"call","iv":0.1537,"delta":0.3524,"oi":4067},{"strike":30.0,"moneyness":1.1021,"type":"call","iv":0.1847,"delta":0.091,"oi":1300},{"strike":35.0,"moneyness":1.2858,"type":"call","iv":0.6954,"delta":0.198,"oi":201}]}],"greeks_heatmap":{"data":[{"strike":24.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2064,"call_gamma":0,"put_gamma":0.060212,"call_theta":0,"put_theta":-0.0513,"call_vega":0,"put_vega":0.0147,"call_oi":0,"put_oi":100},{"strike":27.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3737,"call_gamma":0,"put_gamma":0.442807,"call_theta":0,"put_theta":-0.0113,"call_vega":0,"put_vega":0.0195,"call_oi":0,"put_oi":393},{"strike":28.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2476,"put_delta":-0.8368,"call_gamma":0.304557,"put_gamma":0.33689,"call_theta":-0.0134,"put_theta":-0.0042,"call_vega":0.0162,"put_vega":0.0127,"call_oi":53,"put_oi":212},{"strike":21.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0184,"call_gamma":0,"put_gamma":0.012663,"call_theta":0,"put_theta":-0.0016,"call_vega":0,"put_vega":0.0045,"call_oi":0,"put_oi":672},{"strike":22.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1419,"call_gamma":0,"put_gamma":0.036172,"call_theta":0,"put_theta":-0.014,"call_vega":0,"put_vega":0.0222,"call_oi":0,"put_oi":80},{"strike":24.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2974,"call_gamma":0,"put_gamma":0.032548,"call_theta":0,"put_theta":-0.0372,"call_vega":0,"put_vega":0.0342,"call_oi":133,"put_oi":90},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2007,"call_gamma":0,"put_gamma":0.088788,"call_theta":0,"put_theta":-0.0086,"call_vega":0,"put_vega":0.0277,"call_oi":466,"put_oi":79},{"strike":26.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7186,"put_delta":-0.3291,"call_gamma":0.127779,"put_gamma":0.096482,"call_theta":-0.0113,"put_theta":-0.013,"call_vega":0.0333,"put_vega":0.0357,"call_oi":365,"put_oi":476},{"strike":27.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5814,"put_delta":-0.408,"call_gamma":0.1714,"put_gamma":0.206285,"call_theta":-0.011,"put_theta":-0.0063,"call_vega":0.0386,"put_vega":0.0383,"call_oi":101,"put_oi":524},{"strike":28.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3524,"put_delta":0,"call_gamma":0.24477,"put_gamma":0,"call_theta":-0.0069,"put_theta":0,"call_vega":0.0367,"put_vega":0,"call_oi":4067,"put_oi":0},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.091,"put_delta":0,"call_gamma":0.089774,"put_gamma":0,"call_theta":-0.0034,"put_theta":0,"call_vega":0.0162,"put_vega":0,"call_oi":1300,"put_oi":0},{"strike":34.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1505,"put_delta":0,"call_gamma":0.04475,"put_gamma":0,"call_theta":-0.0131,"put_theta":0,"call_vega":0.0231,"put_vega":0,"call_oi":61,"put_oi":0},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.198,"put_delta":0,"call_gamma":0.040544,"put_gamma":0,"call_theta":-0.0204,"put_theta":0,"call_vega":0.0275,"put_vega":0,"call_oi":201,"put_oi":0}],"strikes":[21.0,22.0,24.0,25.0,26.0,27.0,28.0,30.0,34.0,35.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":72.01,"put_25d_iv":92.22,"call_25d_iv":20.21,"put_25d_strike":24.0,"call_25d_strike":28.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":38.26,"put_25d_iv":107.8,"call_25d_iv":69.54,"put_25d_strike":24.0,"call_25d_strike":35.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-12.88,"put_25d_iv":13.68,"call_25d_iv":26.57,"put_25d_strike":26.0,"call_25d_strike":33.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":21.0,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":672},{"strike":22.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":80},{"strike":24.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":190},{"strike":25.0,"call_vanna":-9.0,"put_vanna":5.0,"net_vanna":-4.0,"call_oi":88,"put_oi":79},{"strike":26.0,"call_vanna":-43.0,"put_vanna":42.0,"net_vanna":-2.0,"call_oi":596,"put_oi":675},{"strike":27.0,"call_vanna":-2.0,"put_vanna":28.0,"net_vanna":26.0,"call_oi":101,"put_oi":1042},{"strike":28.0,"call_vanna":164.0,"put_vanna":-10.0,"net_vanna":154.0,"call_oi":4192,"put_oi":443},{"strike":29.0,"call_vanna":0,"put_vanna":-6.0,"net_vanna":-6.0,"call_oi":0,"put_oi":115},{"strike":30.0,"call_vanna":63.0,"put_vanna":0,"net_vanna":63.0,"call_oi":1300,"put_oi":0},{"strike":33.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":65,"put_oi":0},{"strike":34.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":61,"put_oi":0},{"strike":35.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":201,"put_oi":0}],"net_vanna":277.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":21.0,"call_charm":0,"put_charm":15.0,"net_charm":15.0,"call_oi":0,"put_oi":672},{"strike":22.0,"call_charm":0,"put_charm":118.0,"net_charm":118.0,"call_oi":0,"put_oi":80},{"strike":24.0,"call_charm":0,"put_charm":3498.0,"net_charm":3498.0,"call_oi":0,"put_oi":190},{"strike":25.0,"call_charm":0,"put_charm":101.0,"net_charm":101.0,"call_oi":0,"put_oi":79},{"strike":26.0,"call_charm":-2216.0,"put_charm":1515.0,"net_charm":-701.0,"call_oi":365,"put_oi":476},{"strike":27.0,"call_charm":-481.0,"put_charm":5303.0,"net_charm":4823.0,"call_oi":101,"put_oi":917},{"strike":28.0,"call_charm":-7872.0,"put_charm":1937.0,"net_charm":-5935.0,"call_oi":4120,"put_oi":212},{"strike":30.0,"call_charm":-299.0,"put_charm":0,"net_charm":-299.0,"call_oi":1300,"put_oi":0},{"strike":34.0,"call_charm":-90.0,"put_charm":0,"net_charm":-90.0,"call_oi":61,"put_oi":0},{"strike":35.0,"call_charm":-606.0,"put_charm":0,"net_charm":-606.0,"call_oi":201,"put_oi":0}],"net_charm":925.0,"weekend_delta_shift":2774.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":9703.0,"put_delta":-37675.0,"net_delta":-27972.0,"call_oi":218,"put_oi":814,"total_oi":1032,"total_volume":55,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":200271.0,"put_delta":-47951.0,"net_delta":152321.0,"call_oi":6235,"put_oi":2010,"total_oi":8245,"total_volume":7,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":30451.0,"put_delta":-29136.0,"net_delta":1315.0,"call_oi":486,"put_oi":698,"total_oi":1184,"total_volume":24,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":11267.0,"put_delta":-366.0,"net_delta":10900.0,"call_oi":227,"put_oi":9,"total_oi":236,"total_volume":10,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":963.0,"put_delta":0,"net_delta":963.0,"call_oi":19,"put_oi":0,"total_oi":19,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":4154.0,"put_delta":-1437.0,"net_delta":2716.0,"call_oi":67,"put_oi":26,"total_oi":93,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":27.0,"straddle_price":0.78,"straddle_pct":2.85,"implied_move":2.85,"avg_iv":18.3},{"expiration":"02/19/2027","dte":140,"strike":28.0,"straddle_price":2.15,"straddle_pct":7.9,"implied_move":7.9,"avg_iv":15.8}],"volume_profile":{"profile":[{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":672,"total_oi":697,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":80,"total_oi":85,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":100,"total_oi":111,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":153,"put_oi":215,"total_oi":368,"bias":"neutral"},{"strike":25.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":604,"put_oi":79,"total_oi":683,"bias":"bullish"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":691,"put_oi":725,"total_oi":1416,"bias":"neutral"},{"strike":27.0,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":135,"put_oi":1051,"total_oi":1186,"bias":"bullish"},{"strike":28.0,"call_volume":0,"put_volume":57,"total_volume":57,"call_oi":4213,"put_oi":474,"total_oi":4687,"bias":"bearish"},{"strike":29.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":161,"put_oi":116,"total_oi":277,"bias":"bullish"},{"strike":30.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":1414,"put_oi":45,"total_oi":1459,"bias":"bullish"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":0,"total_oi":23,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":136,"put_oi":0,"total_oi":136,"bias":"neutral"},{"strike":34.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":65,"put_oi":0,"total_oi":65,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":208,"put_oi":0,"total_oi":208,"bias":"neutral"}],"underlying_price":27.219999313354492,"peak_call_strike":27.0,"peak_put_strike":28.0,"total_call_volume":49,"total_put_volume":57,"volume_pc_ratio":1.163},"iv_contours":{"x":[0.73,0.77,0.81,0.84,0.88,0.92,0.95,0.99,1.03,1.06,1.1,1.14,1.18,1.21,1.25,1.29],"y":[14,49,140,168],"z":[[null,null,null,91.96,92.22,41.85,47.8,18.29,17.23,40.25,null,null,null,111.72,null,null],[40.08,34.5,62.9,120.8,107.8,32.01,32.37,21.08,12.6,27.14,18.47,null,null,111.29,52.9,69.54],[null,null,null,null,65.27,22.31,13.3,13.43,15.83,26.22,23.25,null,null,26.57,null,null],[null,null,null,null,null,17.12,27.76,null,14.8,40.36,21.2,49.58,54.3,null,null,null]],"levels":[12.6,23.4,34.2,45.1,55.9,66.7,77.5,88.3,99.2,110.0,120.8],"min_iv":12.6,"max_iv":120.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":59.0},{"date":"2026-09-15","iv":63.71},{"date":"2026-09-16","iv":87.75},{"date":"2026-09-17","iv":84.04},{"date":"2026-09-18","iv":53.17},{"date":"2026-09-21","iv":39.0},{"date":"2026-09-22","iv":55.3},{"date":"2026-09-23","iv":35.5},{"date":"2026-09-24","iv":50.4},{"date":"2026-09-25","iv":57.9},{"date":"2026-09-28","iv":58.3},{"date":"2026-09-29","iv":50.2},{"date":"2026-09-30","iv":45.9},{"date":"2026-10-01","iv":40.7},{"date":"2026-10-02","iv":34.8}]}}