{"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":"SPG","summary":{"name":"SPG","price":200.95,"total_oi":43403,"call_oi":18933,"put_oi":24470,"pc_ratio":1.292,"net_gex":-2871504.18,"avg_iv":30.2,"iv_rank":11.6,"iv_52w_high":47.79,"iv_52w_low":27.9,"gamma_flip":null,"max_pain":210.0},"features":{"symbol":"SPG","price":200.95,"total_oi":43403,"analysis_coverage":1.0,"avg_iv_pct":30.2,"iv_rank":11.6,"iv_52w_high_pct":47.79,"iv_52w_low_pct":27.9,"front_dte":14,"front_atm_iv_pct":22.4665,"back_atm_iv_pct":23.5264,"term_premium_pp":-1.0599,"expected_move_front_pct":4.4,"straddle_front_pct":3.28,"straddle_30d_pct":3.28,"risk_reversal_front_pp":5.45,"risk_reversal_30d_pp":5.45,"butterfly_front_pp":6.04,"butterfly_30d_pp":6.04,"put_call_oi_ratio":1.292,"put_call_oi_front_ratio":1.066,"put_call_volume_front_ratio":0.481,"option_volume":413,"volume_oi_ratio":0.009515,"net_delta_normalized":-0.026643,"dealer_delta_normalized":0.026432,"gex_per_100k_oi":-6615911.757252,"vanna_per_100k_oi":3601.133562,"charm_per_100k_oi":433384.78907,"weekend_delta_shift_per_100k_oi":1300156.671198,"iv_surface_range_pp":90.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":4.503608,"peak_call_distance_pct":4.503608,"peak_put_distance_pct":-0.472754},"analyses":{"gamma_walls":[{"strike":75.0,"call_gex":0.0,"put_gex":-262.72,"net_gex":-262.72,"call_oi":0,"put_oi":18},{"strike":80.0,"call_gex":0.0,"put_gex":-183.46,"net_gex":-183.46,"call_oi":0,"put_oi":12},{"strike":85.0,"call_gex":0.0,"put_gex":-8913.77,"net_gex":-8913.77,"call_oi":0,"put_oi":519},{"strike":90.0,"call_gex":0.0,"put_gex":-4665.2,"net_gex":-4665.2,"call_oi":0,"put_oi":219},{"strike":95.0,"call_gex":0.0,"put_gex":-1592.56,"net_gex":-1592.56,"call_oi":0,"put_oi":75},{"strike":100.0,"call_gex":0.0,"put_gex":-4237.02,"net_gex":-4237.02,"call_oi":0,"put_oi":188},{"strike":105.0,"call_gex":0.0,"put_gex":-2089.43,"net_gex":-2089.43,"call_oi":0,"put_oi":79},{"strike":110.0,"call_gex":0.0,"put_gex":-23575.64,"net_gex":-23575.64,"call_oi":3,"put_oi":555},{"strike":115.0,"call_gex":0.0,"put_gex":-3978.94,"net_gex":-3978.94,"call_oi":0,"put_oi":146},{"strike":120.0,"call_gex":0.0,"put_gex":-13078.79,"net_gex":-13078.79,"call_oi":9,"put_oi":411},{"strike":125.0,"call_gex":0.0,"put_gex":-9700.75,"net_gex":-9700.75,"call_oi":68,"put_oi":284},{"strike":130.0,"call_gex":0.0,"put_gex":-9074.3,"net_gex":-9074.3,"call_oi":109,"put_oi":184},{"strike":135.0,"call_gex":0.0,"put_gex":-24462.36,"net_gex":-24462.36,"call_oi":27,"put_oi":443},{"strike":140.0,"call_gex":0.0,"put_gex":-52495.36,"net_gex":-52495.36,"call_oi":17,"put_oi":700},{"strike":145.0,"call_gex":139.82,"put_gex":-56547.31,"net_gex":-56407.49,"call_oi":12,"put_oi":602},{"strike":150.0,"call_gex":0.0,"put_gex":-108864.53,"net_gex":-108864.53,"call_oi":18,"put_oi":1105},{"strike":155.0,"call_gex":718.35,"put_gex":-68305.94,"net_gex":-67587.59,"call_oi":17,"put_oi":578},{"strike":160.0,"call_gex":2541.15,"put_gex":-125875.29,"net_gex":-123334.14,"call_oi":67,"put_oi":852},{"strike":165.0,"call_gex":6828.0,"put_gex":-624405.6,"net_gex":-617577.6,"call_oi":94,"put_oi":3488},{"strike":170.0,"call_gex":31522.58,"put_gex":-138493.78,"net_gex":-106971.2,"call_oi":175,"put_oi":620},{"strike":175.0,"call_gex":26233.27,"put_gex":-176145.4,"net_gex":-149912.12,"call_oi":105,"put_oi":631},{"strike":180.0,"call_gex":362833.33,"put_gex":-547796.3,"net_gex":-184962.97,"call_oi":1183,"put_oi":1516},{"strike":185.0,"call_gex":147434.47,"put_gex":-456599.59,"net_gex":-309165.13,"call_oi":357,"put_oi":1137},{"strike":190.0,"call_gex":210386.09,"put_gex":-1189259.31,"net_gex":-978873.22,"call_oi":415,"put_oi":2127},{"strike":195.0,"call_gex":319932.97,"put_gex":-629214.8,"net_gex":-309281.83,"call_oi":475,"put_oi":745},{"strike":200.0,"call_gex":1026843.08,"put_gex":-3452266.84,"net_gex":-2425423.76,"call_oi":950,"put_oi":2860},{"strike":210.0,"call_gex":2349656.55,"put_gex":-2524597.37,"net_gex":-174940.81,"call_oi":2603,"put_oi":2808},{"strike":220.0,"call_gex":1323647.59,"put_gex":-467279.67,"net_gex":856367.92,"call_oi":2677,"put_oi":1132},{"strike":230.0,"call_gex":832662.1,"put_gex":-139869.44,"net_gex":692792.66,"call_oi":2213,"put_oi":375},{"strike":240.0,"call_gex":656183.5,"put_gex":-17424.17,"net_gex":638759.32,"call_oi":2714,"put_oi":57},{"strike":250.0,"call_gex":335256.78,"put_gex":-983.1,"net_gex":334273.68,"call_oi":1555,"put_oi":4},{"strike":260.0,"call_gex":202776.79,"put_gex":0.0,"net_gex":202776.79,"call_oi":1382,"put_oi":0},{"strike":270.0,"call_gex":89239.1,"put_gex":0.0,"net_gex":89239.1,"call_oi":904,"put_oi":0},{"strike":280.0,"call_gex":33523.7,"put_gex":0.0,"net_gex":33523.7,"call_oi":302,"put_oi":0},{"strike":290.0,"call_gex":37571.5,"put_gex":0.0,"net_gex":37571.5,"call_oi":269,"put_oi":0},{"strike":300.0,"call_gex":8143.97,"put_gex":0.0,"net_gex":8143.97,"call_oi":108,"put_oi":0},{"strike":310.0,"call_gex":2409.22,"put_gex":0.0,"net_gex":2409.22,"call_oi":43,"put_oi":0},{"strike":320.0,"call_gex":2058.45,"put_gex":0.0,"net_gex":2058.45,"call_oi":30,"put_oi":0},{"strike":330.0,"call_gex":1441.01,"put_gex":0.0,"net_gex":1441.01,"call_oi":21,"put_oi":0},{"strike":340.0,"call_gex":692.19,"put_gex":0.0,"net_gex":692.19,"call_oi":10,"put_oi":0},{"strike":350.0,"call_gex":59.01,"put_gex":0.0,"net_gex":59.01,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":75.0,"call_value":0,"put_value":2424065.0,"total_value":2424065.0},{"strike":80.0,"call_value":0.0,"put_value":2301805.0,"total_value":2301805.0},{"strike":85.0,"call_value":0.0,"put_value":2179605.0,"total_value":2179605.0},{"strike":90.0,"call_value":0.0,"put_value":2060000.0,"total_value":2060000.0},{"strike":95.0,"call_value":0.0,"put_value":1941490.0,"total_value":1941490.0},{"strike":100.0,"call_value":0.0,"put_value":1823355.0,"total_value":1823355.0},{"strike":105.0,"call_value":0.0,"put_value":1706160.0,"total_value":1706160.0},{"strike":110.0,"call_value":0.0,"put_value":1589360.0,"total_value":1589360.0},{"strike":115.0,"call_value":15.0,"put_value":1475335.0,"total_value":1475350.0},{"strike":120.0,"call_value":30.0,"put_value":1362040.0,"total_value":1362070.0},{"strike":125.0,"call_value":90.0,"put_value":1250800.0,"total_value":1250890.0},{"strike":130.0,"call_value":490.0,"put_value":1140980.0,"total_value":1141470.0},{"strike":135.0,"call_value":1435.0,"put_value":1032080.0,"total_value":1033515.0},{"strike":140.0,"call_value":2515.0,"put_value":925395.0,"total_value":927910.0},{"strike":145.0,"call_value":3680.0,"put_value":822210.0,"total_value":825890.0},{"strike":150.0,"call_value":4905.0,"put_value":722035.0,"total_value":726940.0},{"strike":155.0,"call_value":6220.0,"put_value":627385.0,"total_value":633605.0},{"strike":160.0,"call_value":7620.0,"put_value":535625.0,"total_value":543245.0},{"strike":165.0,"call_value":9355.0,"put_value":448125.0,"total_value":457480.0},{"strike":170.0,"call_value":11560.0,"put_value":378065.0,"total_value":389625.0},{"strike":175.0,"call_value":14640.0,"put_value":311105.0,"total_value":325745.0},{"strike":180.0,"call_value":18245.0,"put_value":247300.0,"total_value":265545.0},{"strike":185.0,"call_value":27765.0,"put_value":191075.0,"total_value":218840.0},{"strike":190.0,"call_value":39070.0,"put_value":140535.0,"total_value":179605.0},{"strike":195.0,"call_value":52450.0,"put_value":100630.0,"total_value":153080.0},{"strike":200.0,"call_value":68205.0,"put_value":64450.0,"total_value":132655.0},{"strike":210.0,"call_value":109215.0,"put_value":20690.0,"total_value":129905.0},{"strike":220.0,"call_value":176255.0,"put_value":5010.0,"total_value":181265.0},{"strike":230.0,"call_value":270065.0,"put_value":650.0,"total_value":270715.0},{"strike":240.0,"call_value":386005.0,"put_value":40.0,"total_value":386045.0},{"strike":250.0,"call_value":529085.0,"put_value":0.0,"total_value":529085.0},{"strike":260.0,"call_value":687715.0,"put_value":0.0,"total_value":687715.0},{"strike":270.0,"call_value":860165.0,"put_value":0.0,"total_value":860165.0},{"strike":280.0,"call_value":1041655.0,"put_value":0.0,"total_value":1041655.0},{"strike":290.0,"call_value":1226165.0,"put_value":0.0,"total_value":1226165.0},{"strike":300.0,"call_value":1413365.0,"put_value":0.0,"total_value":1413365.0},{"strike":310.0,"call_value":1601645.0,"put_value":0.0,"total_value":1601645.0},{"strike":320.0,"call_value":1790355.0,"put_value":0.0,"total_value":1790355.0},{"strike":330.0,"call_value":1979365.0,"put_value":0.0,"total_value":1979365.0},{"strike":340.0,"call_value":2168585.0,"put_value":0.0,"total_value":2168585.0},{"strike":350.0,"call_value":2357905.0,"put_value":0,"total_value":2357905.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":101.1,"strike":148.08},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":31.8,"strike":166.25},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":44.4,"strike":138.86},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":39.5,"strike":182.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":27.3,"strike":183.33},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":24.0,"strike":182.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":25.5,"strike":193.33},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":24.6,"strike":193.33},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":23.2,"strike":192.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":21.6,"strike":200.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":23.9,"strike":200.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":22.1,"strike":200.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":20.1,"strike":210.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":22.0,"strike":210.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":22.7,"strike":210.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":27.6,"strike":220.0},{"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":220.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":22.7,"strike":220.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":74.6,"strike":251.43},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":23.6,"strike":235.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":32.6,"strike":258.18}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":11,"total_oi":6186},{"expiration":"11/20/2026","dte":49,"iv":0.7797,"contract_count":11,"total_oi":1552},{"expiration":"12/18/2026","dte":77,"iv":0.7175,"contract_count":12,"total_oi":2063},{"expiration":"01/15/2027","dte":105,"iv":0.5513,"contract_count":12,"total_oi":3913},{"expiration":"03/19/2027","dte":168,"iv":0.6704,"contract_count":12,"total_oi":1896},{"expiration":"04/16/2027","dte":196,"iv":0.5783,"contract_count":9,"total_oi":104},{"expiration":"06/17/2027","dte":258,"iv":0.7267,"contract_count":11,"total_oi":961},{"expiration":"09/17/2027","dte":350,"iv":0.6264,"contract_count":11,"total_oi":316},{"expiration":"01/21/2028","dte":476,"iv":0.6718,"contract_count":12,"total_oi":1126},{"expiration":"01/19/2029","dte":840,"iv":0.0,"contract_count":6,"total_oi":169}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.4,"expected_move_2std":8.8,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.62,"expected_move_2std":17.25,"contract_count":6},{"expiration":"12/18/2026","dte":77,"expected_move_1std":10.51,"expected_move_2std":21.02,"contract_count":6},{"expiration":"01/15/2027","dte":105,"expected_move_1std":11.95,"expected_move_2std":23.89,"contract_count":6},{"expiration":"03/19/2027","dte":168,"expected_move_1std":15.67,"expected_move_2std":31.33,"contract_count":6},{"expiration":"04/16/2027","dte":196,"expected_move_1std":15.93,"expected_move_2std":31.86,"contract_count":3},{"expiration":"06/17/2027","dte":258,"expected_move_1std":20.43,"expected_move_2std":40.86,"contract_count":5},{"expiration":"09/17/2027","dte":350,"expected_move_1std":22.07,"expected_move_2std":44.13,"contract_count":5},{"expiration":"01/21/2028","dte":476,"expected_move_1std":26.73,"expected_move_2std":53.47,"contract_count":6},{"expiration":"01/19/2029","dte":840,"expected_move_1std":32.18,"expected_move_2std":64.36,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3961,"put_oi":4222,"total_oi":8183,"pc_ratio":1.066,"pc_ratio_volume":0.481,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":1279,"put_oi":509,"total_oi":1788,"pc_ratio":0.398,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":3109,"put_oi":2187,"total_oi":5296,"pc_ratio":0.703,"pc_ratio_volume":0.545,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":4191,"put_oi":9818,"total_oi":14009,"pc_ratio":2.343,"pc_ratio_volume":0.019,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":2200,"put_oi":3095,"total_oi":5295,"pc_ratio":1.407,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"04/16/2027","dte":196,"call_oi":195,"put_oi":54,"total_oi":249,"pc_ratio":0.277,"pc_ratio_volume":0.412,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":854,"put_oi":1649,"total_oi":2503,"pc_ratio":1.931,"pc_ratio_volume":0.645,"sentiment":"bearish"},{"expiration":"09/17/2027","dte":350,"call_oi":265,"put_oi":217,"total_oi":482,"pc_ratio":0.819,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"01/21/2028","dte":476,"call_oi":2680,"put_oi":2663,"total_oi":5343,"pc_ratio":0.994,"pc_ratio_volume":0.118,"sentiment":"neutral"},{"expiration":"01/19/2029","dte":840,"call_oi":199,"put_oi":56,"total_oi":255,"pc_ratio":0.281,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-27.0,"dealer_delta":27.0,"call_oi":0,"put_oi":18},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-17.0,"dealer_delta":17.0,"call_oi":0,"put_oi":12},{"strike":85.0,"call_delta_oi":0,"put_delta_oi":-793.0,"dealer_delta":793.0,"call_oi":0,"put_oi":519},{"strike":90.0,"call_delta_oi":0,"put_delta_oi":-465.0,"dealer_delta":465.0,"call_oi":0,"put_oi":219},{"strike":95.0,"call_delta_oi":0,"put_delta_oi":-147.0,"dealer_delta":147.0,"call_oi":0,"put_oi":75},{"strike":100.0,"call_delta_oi":0,"put_delta_oi":-377.0,"dealer_delta":377.0,"call_oi":0,"put_oi":188},{"strike":105.0,"call_delta_oi":0,"put_delta_oi":-189.0,"dealer_delta":189.0,"call_oi":0,"put_oi":79},{"strike":110.0,"call_delta_oi":0,"put_delta_oi":-2577.0,"dealer_delta":2577.0,"call_oi":0,"put_oi":555},{"strike":115.0,"call_delta_oi":0,"put_delta_oi":-294.0,"dealer_delta":294.0,"call_oi":0,"put_oi":146},{"strike":120.0,"call_delta_oi":0,"put_delta_oi":-780.0,"dealer_delta":780.0,"call_oi":0,"put_oi":411},{"strike":125.0,"call_delta_oi":0,"put_delta_oi":-498.0,"dealer_delta":498.0,"call_oi":0,"put_oi":284},{"strike":130.0,"call_delta_oi":0,"put_delta_oi":-595.0,"dealer_delta":595.0,"call_oi":0,"put_oi":184},{"strike":135.0,"call_delta_oi":0,"put_delta_oi":-1795.0,"dealer_delta":1795.0,"call_oi":0,"put_oi":443},{"strike":140.0,"call_delta_oi":0,"put_delta_oi":-4072.0,"dealer_delta":4072.0,"call_oi":0,"put_oi":700},{"strike":145.0,"call_delta_oi":194.0,"put_delta_oi":-4591.0,"dealer_delta":4397.0,"call_oi":2,"put_oi":602},{"strike":150.0,"call_delta_oi":0,"put_delta_oi":-6166.0,"dealer_delta":6166.0,"call_oi":0,"put_oi":1105},{"strike":155.0,"call_delta_oi":674.0,"put_delta_oi":-4694.0,"dealer_delta":4019.0,"call_oi":7,"put_oi":578},{"strike":160.0,"call_delta_oi":3641.0,"put_delta_oi":-6904.0,"dealer_delta":3263.0,"call_oi":37,"put_oi":852},{"strike":165.0,"call_delta_oi":4996.0,"put_delta_oi":-25640.0,"dealer_delta":20644.0,"call_oi":52,"put_oi":3488},{"strike":170.0,"call_delta_oi":16568.0,"put_delta_oi":-7170.0,"dealer_delta":-9398.0,"call_oi":175,"put_oi":620},{"strike":175.0,"call_delta_oi":9608.0,"put_delta_oi":-7520.0,"dealer_delta":-2089.0,"call_oi":105,"put_oi":631},{"strike":180.0,"call_delta_oi":101487.0,"put_delta_oi":-25245.0,"dealer_delta":-76242.0,"call_oi":1183,"put_oi":1516},{"strike":185.0,"call_delta_oi":28876.0,"put_delta_oi":-25588.0,"dealer_delta":-3289.0,"call_oi":357,"put_oi":1137},{"strike":190.0,"call_delta_oi":31102.0,"put_delta_oi":-49657.0,"dealer_delta":18555.0,"call_oi":415,"put_oi":2127},{"strike":195.0,"call_delta_oi":32014.0,"put_delta_oi":-23335.0,"dealer_delta":-8678.0,"call_oi":475,"put_oi":745},{"strike":200.0,"call_delta_oi":55762.0,"put_delta_oi":-121028.0,"dealer_delta":65266.0,"call_oi":950,"put_oi":2860},{"strike":210.0,"call_delta_oi":75536.0,"put_delta_oi":-207873.0,"dealer_delta":132336.0,"call_oi":2603,"put_oi":2808},{"strike":220.0,"call_delta_oi":51800.0,"put_delta_oi":-70227.0,"dealer_delta":18427.0,"call_oi":2677,"put_oi":1132},{"strike":230.0,"call_delta_oi":33180.0,"put_delta_oi":-27116.0,"dealer_delta":-6064.0,"call_oi":2213,"put_oi":375},{"strike":240.0,"call_delta_oi":31707.0,"put_delta_oi":-4431.0,"dealer_delta":-27277.0,"call_oi":2714,"put_oi":57},{"strike":250.0,"call_delta_oi":16132.0,"put_delta_oi":-308.0,"dealer_delta":-15824.0,"call_oi":1555,"put_oi":4},{"strike":260.0,"call_delta_oi":11559.0,"put_delta_oi":0,"dealer_delta":-11559.0,"call_oi":1382,"put_oi":0},{"strike":270.0,"call_delta_oi":3418.0,"put_delta_oi":0,"dealer_delta":-3418.0,"call_oi":904,"put_oi":0},{"strike":280.0,"call_delta_oi":1815.0,"put_delta_oi":0,"dealer_delta":-1815.0,"call_oi":302,"put_oi":0},{"strike":290.0,"call_delta_oi":4558.0,"put_delta_oi":0,"dealer_delta":-4558.0,"call_oi":269,"put_oi":0},{"strike":300.0,"call_delta_oi":431.0,"put_delta_oi":0,"dealer_delta":-431.0,"call_oi":108,"put_oi":0},{"strike":310.0,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":43,"put_oi":0},{"strike":320.0,"call_delta_oi":111.0,"put_delta_oi":0,"dealer_delta":-111.0,"call_oi":30,"put_oi":0},{"strike":330.0,"call_delta_oi":80.0,"put_delta_oi":0,"dealer_delta":-80.0,"call_oi":21,"put_oi":0},{"strike":340.0,"call_delta_oi":40.0,"put_delta_oi":0,"dealer_delta":-40.0,"call_oi":10,"put_oi":0},{"strike":350.0,"call_delta_oi":3.0,"put_delta_oi":0,"dealer_delta":-3.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":114722.0,"total_call_delta":515392.0,"total_put_delta":-630114.0,"bias":"bullish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":200.9499969482422,"strikes":[{"strike":85.0,"moneyness":0.423,"type":"put","iv":0.8437,"delta":-0.0153,"oi":519},{"strike":130.0,"moneyness":0.6469,"type":"put","iv":0.4128,"delta":-0.0161,"oi":116},{"strike":135.0,"moneyness":0.6718,"type":"put","iv":0.3874,"delta":-0.0185,"oi":272},{"strike":140.0,"moneyness":0.6967,"type":"put","iv":0.3572,"delta":-0.02,"oi":182},{"strike":150.0,"moneyness":0.7465,"type":"put","iv":0.3216,"delta":-0.0314,"oi":562},{"strike":155.0,"moneyness":0.7713,"type":"put","iv":0.2922,"delta":-0.0344,"oi":223},{"strike":160.0,"moneyness":0.7962,"type":"put","iv":0.2815,"delta":-0.0472,"oi":327},{"strike":165.0,"moneyness":0.8211,"type":"put","iv":0.2772,"delta":-0.0684,"oi":3155},{"strike":170.0,"moneyness":0.846,"type":"put","iv":0.2671,"delta":-0.0918,"oi":280},{"strike":175.0,"moneyness":0.8709,"type":"put","iv":0.2597,"delta":-0.1243,"oi":330},{"strike":180.0,"moneyness":0.8957,"type":"put","iv":0.2553,"delta":-0.1673,"oi":710},{"strike":180.0,"moneyness":0.8957,"type":"call","iv":0.2009,"delta":0.8837,"oi":322},{"strike":185.0,"moneyness":0.9206,"type":"put","iv":0.2473,"delta":-0.2165,"oi":413},{"strike":185.0,"moneyness":0.9206,"type":"call","iv":0.2045,"delta":0.822,"oi":133},{"strike":190.0,"moneyness":0.9455,"type":"put","iv":0.2421,"delta":-0.2769,"oi":801},{"strike":190.0,"moneyness":0.9455,"type":"call","iv":0.2024,"delta":0.7532,"oi":209},{"strike":195.0,"moneyness":0.9704,"type":"put","iv":0.239,"delta":-0.3467,"oi":253},{"strike":200.0,"moneyness":0.9953,"type":"put","iv":0.2427,"delta":-0.4228,"oi":549},{"strike":200.0,"moneyness":0.9953,"type":"call","iv":0.1948,"delta":0.5847,"oi":250},{"strike":210.0,"moneyness":1.045,"type":"put","iv":0.2456,"delta":-0.5707,"oi":236},{"strike":210.0,"moneyness":1.045,"type":"call","iv":0.2008,"delta":0.4034,"oi":368},{"strike":220.0,"moneyness":1.0948,"type":"put","iv":0.2515,"delta":-0.6975,"oi":226},{"strike":220.0,"moneyness":1.0948,"type":"call","iv":0.1955,"delta":0.2421,"oi":413},{"strike":230.0,"moneyness":1.1446,"type":"put","iv":0.278,"delta":-0.7746,"oi":105},{"strike":230.0,"moneyness":1.1446,"type":"call","iv":0.1963,"delta":0.1312,"oi":437},{"strike":240.0,"moneyness":1.1943,"type":"call","iv":0.1994,"delta":0.0666,"oi":351},{"strike":250.0,"moneyness":1.2441,"type":"call","iv":0.2104,"delta":0.0375,"oi":376},{"strike":260.0,"moneyness":1.2939,"type":"call","iv":0.2197,"delta":0.0209,"oi":688},{"strike":270.0,"moneyness":1.3436,"type":"call","iv":0.2476,"delta":0.0189,"oi":270}]},{"expiration":"01/19/2029","underlying_price":200.9499969482422,"strikes":[{"strike":210.0,"moneyness":1.045,"type":"call","iv":0.1722,"delta":0.6316,"oi":105}]},{"expiration":"01/21/2028","underlying_price":200.9499969482422,"strikes":[{"strike":90.0,"moneyness":0.4479,"type":"put","iv":0.4248,"delta":-0.022,"oi":203},{"strike":110.0,"moneyness":0.5474,"type":"put","iv":0.382,"delta":-0.042,"oi":506},{"strike":140.0,"moneyness":0.6967,"type":"put","iv":0.3221,"delta":-0.0938,"oi":313},{"strike":145.0,"moneyness":0.7216,"type":"put","iv":0.3251,"delta":-0.1123,"oi":252},{"strike":150.0,"moneyness":0.7465,"type":"put","iv":0.3135,"delta":-0.1248,"oi":107},{"strike":155.0,"moneyness":0.7713,"type":"put","iv":0.3043,"delta":-0.1399,"oi":189},{"strike":180.0,"moneyness":0.8957,"type":"call","iv":0.1558,"delta":0.846,"oi":672},{"strike":190.0,"moneyness":0.9455,"type":"put","iv":0.288,"delta":-0.3074,"oi":117},{"strike":200.0,"moneyness":0.9953,"type":"put","iv":0.2872,"delta":-0.3643,"oi":123},{"strike":210.0,"moneyness":1.045,"type":"put","iv":0.2901,"delta":-0.4209,"oi":127},{"strike":210.0,"moneyness":1.045,"type":"call","iv":0.1856,"delta":0.5632,"oi":152},{"strike":220.0,"moneyness":1.0948,"type":"put","iv":0.2951,"delta":-0.4746,"oi":138},{"strike":220.0,"moneyness":1.0948,"type":"call","iv":0.1875,"delta":0.4769,"oi":178},{"strike":230.0,"moneyness":1.1446,"type":"call","iv":0.1953,"delta":0.4027,"oi":110},{"strike":240.0,"moneyness":1.1943,"type":"call","iv":0.196,"delta":0.3318,"oi":413},{"strike":250.0,"moneyness":1.2441,"type":"call","iv":0.196,"delta":0.2684,"oi":215},{"strike":260.0,"moneyness":1.2939,"type":"call","iv":0.1978,"delta":0.2166,"oi":142}]},{"expiration":"03/19/2027","underlying_price":200.9499969482422,"strikes":[{"strike":120.0,"moneyness":0.5972,"type":"put","iv":0.4004,"delta":-0.0174,"oi":282},{"strike":125.0,"moneyness":0.622,"type":"put","iv":0.3692,"delta":-0.0177,"oi":203},{"strike":140.0,"moneyness":0.6967,"type":"put","iv":0.3333,"delta":-0.0358,"oi":150},{"strike":145.0,"moneyness":0.7216,"type":"put","iv":0.3767,"delta":-0.0688,"oi":192},{"strike":150.0,"moneyness":0.7465,"type":"put","iv":0.342,"delta":-0.0716,"oi":296},{"strike":155.0,"moneyness":0.7713,"type":"put","iv":0.3351,"delta":-0.0894,"oi":114},{"strike":160.0,"moneyness":0.7962,"type":"put","iv":0.3005,"delta":-0.0937,"oi":209},{"strike":165.0,"moneyness":0.8211,"type":"put","iv":0.2871,"delta":-0.1127,"oi":101},{"strike":170.0,"moneyness":0.846,"type":"put","iv":0.2764,"delta":-0.1374,"oi":135},{"strike":180.0,"moneyness":0.8957,"type":"put","iv":0.2642,"delta":-0.2078,"oi":113},{"strike":180.0,"moneyness":0.8957,"type":"call","iv":0.1884,"delta":0.86,"oi":135},{"strike":185.0,"moneyness":0.9206,"type":"put","iv":0.2616,"delta":-0.2528,"oi":371},{"strike":190.0,"moneyness":0.9455,"type":"put","iv":0.2591,"delta":-0.3021,"oi":210},{"strike":195.0,"moneyness":0.9704,"type":"call","iv":0.1923,"delta":0.672,"oi":105},{"strike":200.0,"moneyness":0.9953,"type":"put","iv":0.2668,"delta":-0.4113,"oi":429},{"strike":210.0,"moneyness":1.045,"type":"call","iv":0.1981,"delta":0.4536,"oi":269},{"strike":220.0,"moneyness":1.0948,"type":"call","iv":0.2011,"delta":0.3246,"oi":218},{"strike":230.0,"moneyness":1.1446,"type":"call","iv":0.1868,"delta":0.1972,"oi":217},{"strike":240.0,"moneyness":1.1943,"type":"call","iv":0.1998,"delta":0.1351,"oi":137},{"strike":250.0,"moneyness":1.2441,"type":"call","iv":0.2053,"delta":0.0864,"oi":501},{"strike":260.0,"moneyness":1.2939,"type":"call","iv":0.2033,"delta":0.0481,"oi":134},{"strike":270.0,"moneyness":1.3436,"type":"call","iv":0.2102,"delta":0.0307,"oi":121}]},{"expiration":"06/17/2027","underlying_price":200.9499969482422,"strikes":[{"strike":160.0,"moneyness":0.7962,"type":"put","iv":0.2951,"delta":-0.122,"oi":199},{"strike":165.0,"moneyness":0.8211,"type":"put","iv":0.2826,"delta":-0.141,"oi":102},{"strike":210.0,"moneyness":1.045,"type":"put","iv":0.2712,"delta":-0.4794,"oi":232},{"strike":220.0,"moneyness":1.0948,"type":"put","iv":0.277,"delta":-0.5575,"oi":497},{"strike":230.0,"moneyness":1.1446,"type":"call","iv":0.1986,"delta":0.292,"oi":209},{"strike":240.0,"moneyness":1.1943,"type":"call","iv":0.2015,"delta":0.2152,"oi":322}]},{"expiration":"10/16/2026","underlying_price":200.9499969482422,"strikes":[{"strike":175.0,"moneyness":0.8709,"type":"put","iv":0.5073,"delta":-0.0658,"oi":128},{"strike":190.0,"moneyness":0.9455,"type":"put","iv":0.2505,"delta":-0.1074,"oi":602},{"strike":195.0,"moneyness":0.9704,"type":"put","iv":0.2601,"delta":-0.2521,"oi":254},{"strike":200.0,"moneyness":0.9953,"type":"call","iv":0.2179,"delta":0.5685,"oi":293},{"strike":200.0,"moneyness":0.9953,"type":"put","iv":0.2147,"delta":-0.4307,"oi":1314},{"strike":210.0,"moneyness":1.045,"type":"call","iv":0.2055,"delta":0.1407,"oi":1311},{"strike":210.0,"moneyness":1.045,"type":"put","iv":0.1955,"delta":-0.8717,"oi":1679},{"strike":220.0,"moneyness":1.0948,"type":"call","iv":0.2449,"delta":0.0285,"oi":650},{"strike":230.0,"moneyness":1.1446,"type":"call","iv":0.4745,"delta":0.0741,"oi":357},{"strike":240.0,"moneyness":1.1943,"type":"call","iv":0.5001,"delta":0.0345,"oi":433},{"strike":250.0,"moneyness":1.2441,"type":"call","iv":0.7888,"delta":0.0834,"oi":196},{"strike":260.0,"moneyness":1.2939,"type":"call","iv":1.1035,"delta":0.1301,"oi":284},{"strike":270.0,"moneyness":1.3436,"type":"call","iv":0.8452,"delta":0.039,"oi":416}]},{"expiration":"11/20/2026","underlying_price":200.9499969482422,"strikes":[{"strike":195.0,"moneyness":0.9704,"type":"call","iv":0.2575,"delta":0.6658,"oi":140},{"strike":200.0,"moneyness":0.9953,"type":"put","iv":0.2346,"delta":-0.4349,"oi":210},{"strike":210.0,"moneyness":1.045,"type":"call","iv":0.221,"delta":0.3301,"oi":169},{"strike":220.0,"moneyness":1.0948,"type":"call","iv":0.2227,"delta":0.1558,"oi":701},{"strike":230.0,"moneyness":1.1446,"type":"call","iv":0.2256,"delta":0.0616,"oi":139}]},{"expiration":"12/18/2026","underlying_price":200.9499969482422,"strikes":[{"strike":180.0,"moneyness":0.8957,"type":"put","iv":0.2655,"delta":-0.1486,"oi":535},{"strike":185.0,"moneyness":0.9206,"type":"put","iv":0.2542,"delta":-0.1984,"oi":114},{"strike":190.0,"moneyness":0.9455,"type":"put","iv":0.2522,"delta":-0.2672,"oi":165},{"strike":195.0,"moneyness":0.9704,"type":"call","iv":0.2137,"delta":0.6728,"oi":110},{"strike":195.0,"moneyness":0.9704,"type":"put","iv":0.2501,"delta":-0.3453,"oi":136},{"strike":200.0,"moneyness":0.9953,"type":"call","iv":0.1958,"delta":0.578,"oi":151},{"strike":200.0,"moneyness":0.9953,"type":"put","iv":0.2518,"delta":-0.4303,"oi":201},{"strike":210.0,"moneyness":1.045,"type":"call","iv":0.2089,"delta":0.3739,"oi":169},{"strike":210.0,"moneyness":1.045,"type":"put","iv":0.253,"delta":-0.5976,"oi":332},{"strike":220.0,"moneyness":1.0948,"type":"call","iv":0.2036,"delta":0.2023,"oi":375},{"strike":220.0,"moneyness":1.0948,"type":"put","iv":0.2575,"delta":-0.7378,"oi":227},{"strike":230.0,"moneyness":1.1446,"type":"call","iv":0.2053,"delta":0.0968,"oi":629},{"strike":240.0,"moneyness":1.1943,"type":"call","iv":0.2124,"delta":0.0453,"oi":968},{"strike":250.0,"moneyness":1.2441,"type":"call","iv":0.2911,"delta":0.0654,"oi":150},{"strike":290.0,"moneyness":1.4431,"type":"call","iv":0.7998,"delta":0.2123,"oi":203}]}],"greeks_heatmap":{"data":[{"strike":175.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0658,"call_gamma":0,"put_gamma":0.006652,"call_theta":0,"put_theta":-0.0931,"call_vega":0,"put_vega":0.0485,"call_oi":0,"put_oi":128},{"strike":185.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0643,"call_gamma":0,"put_gamma":0.011081,"call_theta":0,"put_theta":-0.0533,"call_vega":0,"put_vega":0.0477,"call_oi":0,"put_oi":53},{"strike":190.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1074,"call_gamma":0,"put_gamma":0.019447,"call_theta":0,"put_theta":-0.065,"call_vega":0,"put_vega":0.0701,"call_oi":0,"put_oi":602},{"strike":195.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2521,"call_gamma":0,"put_gamma":0.032366,"call_theta":0,"put_theta":-0.115,"call_vega":0,"put_vega":0.1211,"call_oi":0,"put_oi":254},{"strike":200.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5685,"put_delta":-0.4307,"call_gamma":0.047568,"put_gamma":0.048258,"call_theta":-0.1378,"put_theta":-0.1127,"call_vega":0.1491,"put_vega":0.149,"call_oi":293,"put_oi":1314},{"strike":210.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1407,"put_delta":-0.8717,"call_gamma":0.02865,"put_gamma":0.028274,"call_theta":-0.0702,"put_theta":-0.0383,"call_vega":0.0847,"put_vega":0.0795,"call_oi":1311,"put_oi":1679},{"strike":220.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0285,"put_delta":0,"call_gamma":0.007013,"put_gamma":0,"call_theta":-0.0239,"put_theta":0,"call_vega":0.0247,"put_vega":0,"call_oi":650,"put_oi":0},{"strike":230.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0741,"put_delta":0,"call_gamma":0.007791,"put_gamma":0,"call_theta":-0.0987,"put_theta":0,"call_vega":0.0532,"put_vega":0,"call_oi":357,"put_oi":0},{"strike":240.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0345,"put_delta":0,"call_gamma":0.004027,"put_gamma":0,"call_theta":-0.0565,"put_theta":0,"call_vega":0.029,"put_vega":0,"call_oi":433,"put_oi":0},{"strike":250.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0834,"put_delta":0,"call_gamma":0.005128,"put_gamma":0,"call_theta":-0.1783,"put_theta":0,"call_vega":0.0582,"put_vega":0,"call_oi":196,"put_oi":0},{"strike":260.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1301,"put_delta":0,"call_gamma":0.005059,"put_gamma":0,"call_theta":-0.3435,"put_theta":0,"call_vega":0.0803,"put_vega":0,"call_oi":284,"put_oi":0},{"strike":190.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2285,"call_gamma":0,"put_gamma":0.017099,"call_theta":0,"put_theta":-0.0501,"call_vega":0,"put_vega":0.2204,"call_oi":0,"put_oi":68},{"strike":195.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6658,"put_delta":0,"call_gamma":0.019395,"put_gamma":0,"call_theta":-0.0854,"put_theta":0,"call_vega":0.2652,"put_vega":0,"call_oi":140,"put_oi":0},{"strike":200.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5641,"put_delta":-0.4349,"call_gamma":0.022258,"put_gamma":0.023027,"call_theta":-0.0848,"put_theta":-0.0592,"call_vega":0.287,"put_vega":0.2868,"call_oi":65,"put_oi":210},{"strike":210.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3301,"put_delta":-0.6725,"call_gamma":0.022484,"put_gamma":0.022723,"call_theta":-0.0681,"put_theta":-0.0427,"call_vega":0.2639,"put_vega":0.2631,"call_oi":169,"put_oi":97},{"strike":220.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1558,"put_delta":0,"call_gamma":0.014732,"put_gamma":0,"call_theta":-0.0439,"put_theta":0,"call_vega":0.1742,"put_vega":0,"call_oi":701,"put_oi":0},{"strike":230.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0616,"put_delta":0,"call_gamma":0.0074,"put_gamma":0,"call_theta":-0.0222,"put_theta":0,"call_vega":0.0887,"put_vega":0,"call_oi":139,"put_oi":0},{"strike":240.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0298,"put_delta":0,"call_gamma":0.003772,"put_gamma":0,"call_theta":-0.0133,"put_theta":0,"call_vega":0.0493,"put_vega":0,"call_oi":64,"put_oi":0},{"strike":145.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0191,"call_gamma":0,"put_gamma":0.001374,"call_theta":0,"put_theta":-0.0099,"call_vega":0,"put_vega":0.0427,"call_oi":0,"put_oi":54},{"strike":160.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0367,"call_gamma":0,"put_gamma":0.002907,"call_theta":0,"put_theta":-0.0137,"call_vega":0,"put_vega":0.0737,"call_oi":0,"put_oi":55},{"strike":170.0,"dte":77,"expiration":"12/18/2026","call_delta":0.928,"put_delta":0,"call_gamma":0.00542,"put_gamma":0,"call_theta":-0.0407,"put_theta":0,"call_vega":0.1258,"put_vega":0,"call_oi":55,"put_oi":0},{"strike":175.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0896,"call_gamma":0,"put_gamma":0.00704,"call_theta":0,"put_theta":-0.0223,"call_vega":0,"put_vega":0.1484,"call_oi":0,"put_oi":66},{"strike":180.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1486,"call_gamma":0,"put_gamma":0.009518,"call_theta":0,"put_theta":-0.0334,"call_vega":0,"put_vega":0.2124,"call_oi":0,"put_oi":535},{"strike":185.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1984,"call_gamma":0,"put_gamma":0.011954,"call_theta":0,"put_theta":-0.0378,"call_vega":0,"put_vega":0.2555,"call_oi":0,"put_oi":114},{"strike":190.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7391,"put_delta":-0.2672,"call_gamma":0.014581,"put_gamma":0.014223,"call_theta":-0.063,"put_theta":-0.0433,"call_vega":0.298,"put_vega":0.3016,"call_oi":60,"put_oi":165},{"strike":195.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6728,"put_delta":-0.3453,"call_gamma":0.018419,"put_gamma":0.016073,"call_theta":-0.0609,"put_theta":-0.0469,"call_vega":0.3309,"put_vega":0.338,"call_oi":110,"put_oi":136},{"strike":200.0,"dte":77,"expiration":"12/18/2026","call_delta":0.578,"put_delta":-0.4303,"call_gamma":0.021794,"put_gamma":0.017017,"call_theta":-0.0587,"put_theta":-0.0487,"call_vega":0.3588,"put_vega":0.3602,"call_oi":151,"put_oi":201},{"strike":210.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3739,"put_delta":-0.5976,"call_gamma":0.019776,"put_gamma":0.016678,"call_theta":-0.0559,"put_theta":-0.0435,"call_vega":0.3474,"put_vega":0.3548,"call_oi":169,"put_oi":332},{"strike":220.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2023,"put_delta":-0.7378,"call_gamma":0.015103,"put_gamma":0.013795,"call_theta":-0.0391,"put_theta":-0.0309,"call_vega":0.2585,"put_vega":0.2987,"call_oi":375,"put_oi":227},{"strike":230.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0968,"put_delta":-0.8223,"call_gamma":0.009103,"put_gamma":0.010143,"call_theta":-0.0234,"put_theta":-0.0213,"call_vega":0.1571,"put_vega":0.2387,"call_oi":629,"put_oi":75},{"strike":240.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0453,"put_delta":0,"call_gamma":0.00489,"put_gamma":0,"call_theta":-0.0132,"put_theta":0,"call_vega":0.0873,"put_vega":0,"call_oi":968,"put_oi":0},{"strike":250.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0654,"put_delta":0,"call_gamma":0.004771,"put_gamma":0,"call_theta":-0.0238,"put_theta":0,"call_vega":0.1168,"put_vega":0,"call_oi":150,"put_oi":0},{"strike":260.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2446,"put_delta":0,"call_gamma":0.005276,"put_gamma":0,"call_theta":-0.1278,"put_theta":0,"call_vega":0.288,"put_vega":0,"call_oi":90,"put_oi":0}],"strikes":[145.0,160.0,170.0,175.0,180.0,185.0,190.0,195.0,200.0,210.0,220.0,230.0,240.0,250.0,260.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":5.45,"put_25d_iv":26.01,"call_25d_iv":20.55,"put_25d_strike":195.0,"call_25d_strike":210.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":2.17,"put_25d_iv":24.28,"call_25d_iv":22.1,"put_25d_strike":190.0,"call_25d_strike":210.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-39.7,"put_25d_iv":25.22,"call_25d_iv":64.92,"put_25d_strike":190.0,"call_25d_strike":260.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":4.65,"put_25d_iv":24.21,"call_25d_iv":19.55,"put_25d_strike":190.0,"call_25d_strike":220.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":7.48,"put_25d_iv":26.16,"call_25d_iv":18.68,"put_25d_strike":185.0,"call_25d_strike":230.0,"skew":"put_skew"},{"expiration":"06/17/2027","dte":258,"risk_reversal":7.25,"put_25d_iv":27.41,"call_25d_iv":20.15,"put_25d_strike":185.0,"call_25d_strike":240.0,"skew":"put_skew"},{"expiration":"09/17/2027","dte":350,"risk_reversal":9.61,"put_25d_iv":28.54,"call_25d_iv":18.93,"put_25d_strike":185.0,"call_25d_strike":220.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":9.82,"put_25d_iv":29.42,"call_25d_iv":19.6,"put_25d_strike":170.0,"call_25d_strike":250.0,"skew":"put_skew"},{"expiration":"01/19/2029","dte":840,"risk_reversal":14.82,"put_25d_iv":32.05,"call_25d_iv":17.22,"put_25d_strike":135.0,"call_25d_strike":210.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":85.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":519},{"strike":90.0,"call_vanna":0,"put_vanna":12.0,"net_vanna":12.0,"call_oi":0,"put_oi":203},{"strike":100.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":165},{"strike":110.0,"call_vanna":0,"put_vanna":47.0,"net_vanna":47.0,"call_oi":0,"put_oi":506},{"strike":115.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":88},{"strike":120.0,"call_vanna":0,"put_vanna":9.0,"net_vanna":9.0,"call_oi":0,"put_oi":372},{"strike":125.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":268},{"strike":130.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":116},{"strike":135.0,"call_vanna":0,"put_vanna":27.0,"net_vanna":27.0,"call_oi":0,"put_oi":390},{"strike":140.0,"call_vanna":0,"put_vanna":60.0,"net_vanna":60.0,"call_oi":0,"put_oi":645},{"strike":145.0,"call_vanna":0,"put_vanna":61.0,"net_vanna":61.0,"call_oi":0,"put_oi":576},{"strike":150.0,"call_vanna":0,"put_vanna":72.0,"net_vanna":72.0,"call_oi":0,"put_oi":1056},{"strike":155.0,"call_vanna":0,"put_vanna":53.0,"net_vanna":53.0,"call_oi":0,"put_oi":526},{"strike":160.0,"call_vanna":0,"put_vanna":62.0,"net_vanna":62.0,"call_oi":0,"put_oi":790},{"strike":165.0,"call_vanna":0,"put_vanna":228.0,"net_vanna":228.0,"call_oi":0,"put_oi":3421},{"strike":170.0,"call_vanna":-6.0,"put_vanna":53.0,"net_vanna":47.0,"call_oi":129,"put_oi":527},{"strike":175.0,"call_vanna":0,"put_vanna":34.0,"net_vanna":34.0,"call_oi":0,"put_oi":524},{"strike":180.0,"call_vanna":-166.0,"put_vanna":116.0,"net_vanna":-51.0,"call_oi":1129,"put_oi":1358},{"strike":185.0,"call_vanna":-33.0,"put_vanna":103.0,"net_vanna":70.0,"call_oi":284,"put_oi":1075},{"strike":190.0,"call_vanna":-39.0,"put_vanna":152.0,"net_vanna":113.0,"call_oi":363,"put_oi":2118},{"strike":195.0,"call_vanna":-25.0,"put_vanna":30.0,"net_vanna":5.0,"call_oi":417,"put_oi":643},{"strike":200.0,"call_vanna":-30.0,"put_vanna":74.0,"net_vanna":45.0,"call_oi":894,"put_oi":2826},{"strike":210.0,"call_vanna":52.0,"put_vanna":-61.0,"net_vanna":-9.0,"call_oi":2543,"put_oi":2776},{"strike":220.0,"call_vanna":140.0,"put_vanna":-48.0,"net_vanna":91.0,"call_oi":2607,"put_oi":1088},{"strike":230.0,"call_vanna":160.0,"put_vanna":-31.0,"net_vanna":129.0,"call_oi":2194,"put_oi":364},{"strike":240.0,"call_vanna":184.0,"put_vanna":0,"net_vanna":184.0,"call_oi":2688,"put_oi":0},{"strike":250.0,"call_vanna":121.0,"put_vanna":0,"net_vanna":121.0,"call_oi":1526,"put_oi":0},{"strike":260.0,"call_vanna":68.0,"put_vanna":0,"net_vanna":68.0,"call_oi":1338,"put_oi":0},{"strike":270.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":807,"put_oi":0},{"strike":280.0,"call_vanna":23.0,"put_vanna":0,"net_vanna":23.0,"call_oi":266,"put_oi":0},{"strike":290.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":203,"put_oi":0}],"net_vanna":1563.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":175.0,"call_charm":0,"put_charm":2044.0,"net_charm":2044.0,"call_oi":0,"put_oi":128},{"strike":185.0,"call_charm":0,"put_charm":474.0,"net_charm":474.0,"call_oi":0,"put_oi":53},{"strike":190.0,"call_charm":0,"put_charm":11525.0,"net_charm":11525.0,"call_oi":0,"put_oi":670},{"strike":195.0,"call_charm":-5930.0,"put_charm":19201.0,"net_charm":13272.0,"call_oi":140,"put_oi":254},{"strike":200.0,"call_charm":-62140.0,"put_charm":170249.0,"net_charm":108109.0,"call_oi":358,"put_oi":1524},{"strike":210.0,"call_charm":-36580.0,"put_charm":148285.0,"net_charm":111705.0,"call_oi":1480,"put_oi":1776},{"strike":220.0,"call_charm":-4725.0,"put_charm":0,"net_charm":-4725.0,"call_oi":1351,"put_oi":0},{"strike":230.0,"call_charm":-6944.0,"put_charm":0,"net_charm":-6944.0,"call_oi":496,"put_oi":0},{"strike":240.0,"call_charm":-2219.0,"put_charm":0,"net_charm":-2219.0,"call_oi":497,"put_oi":0},{"strike":250.0,"call_charm":-7601.0,"put_charm":0,"net_charm":-7601.0,"call_oi":196,"put_oi":0},{"strike":260.0,"call_charm":-33100.0,"put_charm":0,"net_charm":-33100.0,"call_oi":284,"put_oi":0},{"strike":270.0,"call_charm":-4436.0,"put_charm":0,"net_charm":-4436.0,"call_oi":416,"put_oi":0}],"net_charm":188102.0,"weekend_delta_shift":564307.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":49640.0,"put_delta":-219466.0,"net_delta":-169826.0,"call_oi":3961,"put_oi":4222,"total_oi":8183,"total_volume":77,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":30614.0,"put_delta":-20737.0,"net_delta":9877.0,"call_oi":1279,"put_oi":509,"total_oi":1788,"total_volume":116,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":63874.0,"put_delta":-72916.0,"net_delta":-9041.0,"call_oi":3109,"put_oi":2187,"total_oi":5296,"total_volume":51,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":128109.0,"put_delta":-150797.0,"net_delta":-22688.0,"call_oi":4184,"put_oi":9818,"total_oi":14002,"total_volume":55,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":64630.0,"put_delta":-59171.0,"net_delta":5458.0,"call_oi":2175,"put_oi":3095,"total_oi":5270,"total_volume":2,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":6534.0,"put_delta":-1027.0,"net_delta":5506.0,"call_oi":194,"put_oi":54,"total_oi":248,"total_volume":24,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":17846.0,"put_delta":-58804.0,"net_delta":-40958.0,"call_oi":849,"put_oi":1649,"total_oi":2498,"total_volume":51,"bias":"neutral"},{"expiration":"09/17/2027","dte":350,"call_delta":14665.0,"put_delta":-6498.0,"net_delta":8166.0,"call_oi":264,"put_oi":217,"total_oi":481,"total_volume":13,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":127067.0,"put_delta":-40075.0,"net_delta":86992.0,"call_oi":2381,"put_oi":2663,"total_oi":5044,"total_volume":19,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":12414.0,"put_delta":-623.0,"net_delta":11791.0,"call_oi":194,"put_oi":56,"total_oi":250,"total_volume":4,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":200.0,"straddle_price":6.6,"straddle_pct":3.28,"implied_move":3.28,"avg_iv":21.6},{"expiration":"11/20/2026","dte":49,"strike":200.0,"straddle_price":13.9,"straddle_pct":6.92,"implied_move":6.92,"avg_iv":23.9},{"expiration":"12/18/2026","dte":77,"strike":200.0,"straddle_price":16.4,"straddle_pct":8.16,"implied_move":8.16,"avg_iv":22.4},{"expiration":"01/15/2027","dte":105,"strike":200.0,"straddle_price":18.75,"straddle_pct":9.33,"implied_move":9.33,"avg_iv":21.9},{"expiration":"03/19/2027","dte":168,"strike":200.0,"straddle_price":25.2,"straddle_pct":12.54,"implied_move":12.54,"avg_iv":23.3},{"expiration":"06/17/2027","dte":258,"strike":200.0,"straddle_price":31.55,"straddle_pct":15.7,"implied_move":15.7,"avg_iv":23.5},{"expiration":"09/17/2027","dte":350,"strike":210.0,"straddle_price":37.55,"straddle_pct":18.69,"implied_move":18.69,"avg_iv":24.0},{"expiration":"01/21/2028","dte":476,"strike":200.0,"straddle_price":42.45,"straddle_pct":21.12,"implied_move":21.12,"avg_iv":23.4}],"volume_profile":{"profile":[{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":18,"total_oi":18,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":519,"total_oi":519,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":219,"total_oi":219,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":75,"total_oi":75,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":188,"total_oi":188,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":79,"total_oi":79,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":555,"total_oi":558,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":146,"total_oi":146,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":411,"total_oi":420,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":68,"put_oi":284,"total_oi":352,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":109,"put_oi":184,"total_oi":293,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":443,"total_oi":470,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":700,"total_oi":717,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":12,"put_oi":602,"total_oi":614,"bias":"bearish"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":1105,"total_oi":1123,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":578,"total_oi":595,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":67,"put_oi":852,"total_oi":919,"bias":"neutral"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":94,"put_oi":3488,"total_oi":3582,"bias":"neutral"},{"strike":170.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":175,"put_oi":620,"total_oi":795,"bias":"bullish"},{"strike":175.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":105,"put_oi":631,"total_oi":736,"bias":"bearish"},{"strike":180.0,"call_volume":9,"put_volume":36,"total_volume":45,"call_oi":1183,"put_oi":1516,"total_oi":2699,"bias":"bearish"},{"strike":185.0,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":357,"put_oi":1137,"total_oi":1494,"bias":"bearish"},{"strike":190.0,"call_volume":0,"put_volume":15,"total_volume":15,"call_oi":415,"put_oi":2127,"total_oi":2542,"bias":"bearish"},{"strike":195.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":475,"put_oi":745,"total_oi":1220,"bias":"bearish"},{"strike":200.0,"call_volume":29,"put_volume":58,"total_volume":87,"call_oi":950,"put_oi":2860,"total_oi":3810,"bias":"bearish"},{"strike":210.0,"call_volume":97,"put_volume":8,"total_volume":105,"call_oi":2603,"put_oi":2808,"total_oi":5411,"bias":"bullish"},{"strike":220.0,"call_volume":37,"put_volume":0,"total_volume":37,"call_oi":2677,"put_oi":1132,"total_oi":3809,"bias":"bullish"},{"strike":230.0,"call_volume":81,"put_volume":0,"total_volume":81,"call_oi":2213,"put_oi":375,"total_oi":2588,"bias":"bullish"},{"strike":240.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":2714,"put_oi":57,"total_oi":2771,"bias":"bullish"},{"strike":250.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":1555,"put_oi":4,"total_oi":1559,"bias":"bullish"},{"strike":260.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1382,"put_oi":0,"total_oi":1382,"bias":"neutral"},{"strike":270.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":904,"put_oi":0,"total_oi":904,"bias":"neutral"},{"strike":280.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":302,"put_oi":0,"total_oi":302,"bias":"neutral"},{"strike":290.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":269,"put_oi":0,"total_oi":269,"bias":"neutral"},{"strike":300.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":108,"put_oi":0,"total_oi":108,"bias":"neutral"},{"strike":310.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":0,"total_oi":43,"bias":"neutral"},{"strike":320.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"},{"strike":330.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":340.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":350.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":200.9499969482422,"peak_call_strike":210.0,"peak_put_strike":200.0,"total_call_volume":280,"total_put_volume":133,"volume_pc_ratio":0.475},"iv_contours":{"x":[0.72,0.75,0.77,0.8,0.82,0.85,0.87,0.9,0.92,0.95,0.97,0.99,1.04,1.09,1.15,1.19,1.24,1.29],"y":[14,49,77,105,168],"z":[[101.36,null,83.87,72.54,61.49,58.87,50.73,42.61,29.92,25.05,26.01,21.63,20.05,27.65,47.45,50.01,78.88,110.35],[null,null,null,null,null,null,27.79,26.77,25.0,24.28,24.78,23.87,21.95,22.27,22.56,24.59,null,null],[36.94,34.71,32.71,30.13,30.41,27.89,25.07,25.41,25.22,24.77,23.19,22.38,23.09,23.05,24.26,21.24,29.11,64.92],[33.65,32.16,29.22,24.69,24.12,23.74,23.41,22.81,22.59,22.23,22.63,21.88,22.32,22.35,23.71,25.54,21.04,21.97],[37.67,34.2,33.51,30.05,28.71,27.64,22.32,22.63,23.57,23.2,22.69,23.27,23.32,20.11,23.13,19.98,20.53,20.33]],"levels":[20.0,29.0,38.1,47.1,56.1,65.2,74.2,83.2,92.3,101.3,110.3],"min_iv":20.0,"max_iv":110.3},"butterfly_spread":[{"expiration":"12/18/2026","dte":77,"atm_strike":200.0,"atm_iv":19.58,"otm_strike":210.0,"otm_iv":20.89,"itm_strike":190.0,"itm_iv":24.31,"iv_butterfly":6.04,"price_butterfly":3.95,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":200.0,"atm_iv":19.48,"otm_strike":210.0,"otm_iv":20.08,"itm_strike":190.0,"itm_iv":20.24,"iv_butterfly":1.35,"price_butterfly":2.35,"convexity":"moderate_convexity"},{"expiration":"03/19/2027","dte":168,"atm_strike":200.0,"atm_iv":19.85,"otm_strike":210.0,"otm_iv":19.81,"itm_strike":190.0,"itm_iv":20.49,"iv_butterfly":0.61,"price_butterfly":1.7,"convexity":"moderate_convexity"},{"expiration":"09/17/2027","dte":350,"atm_strike":200.0,"atm_iv":18.69,"otm_strike":210.0,"otm_iv":19.18,"itm_strike":190.0,"itm_iv":18.04,"iv_butterfly":-0.15,"price_butterfly":1.0,"convexity":"flat"},{"expiration":"01/21/2028","dte":476,"atm_strike":200.0,"atm_iv":18.02,"otm_strike":210.0,"otm_iv":18.56,"itm_strike":190.0,"itm_iv":16.39,"iv_butterfly":-1.08,"price_butterfly":0.2,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":47.79},{"date":"2026-09-15","iv":43.91},{"date":"2026-09-16","iv":44.84},{"date":"2026-09-17","iv":38.43},{"date":"2026-09-18","iv":35.03},{"date":"2026-09-21","iv":30.63},{"date":"2026-09-22","iv":27.9},{"date":"2026-09-23","iv":28.8},{"date":"2026-09-24","iv":28.2},{"date":"2026-09-25","iv":28.7},{"date":"2026-09-28","iv":29.0},{"date":"2026-09-29","iv":29.1},{"date":"2026-09-30","iv":31.3},{"date":"2026-10-01","iv":30.3},{"date":"2026-10-02","iv":30.2}]}}