{"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":"SSNC","summary":{"name":"SSNC","price":78.53,"total_oi":3516,"call_oi":2340,"put_oi":1176,"pc_ratio":0.503,"net_gex":198688.73,"avg_iv":34.5,"iv_rank":4.2,"iv_52w_high":57.26,"iv_52w_low":33.5,"gamma_flip":50.13,"max_pain":65.0},"features":{"symbol":"SSNC","price":78.53,"total_oi":3516,"analysis_coverage":1.0,"avg_iv_pct":34.5,"iv_rank":4.2,"iv_52w_high_pct":57.26,"iv_52w_low_pct":33.5,"front_dte":14,"front_atm_iv_pct":28.5426,"back_atm_iv_pct":32.2874,"term_premium_pp":-3.7448,"expected_move_front_pct":5.59,"straddle_front_pct":4.43,"straddle_30d_pct":4.43,"risk_reversal_front_pp":94.71,"risk_reversal_30d_pp":94.71,"butterfly_front_pp":2.61,"butterfly_30d_pp":2.61,"put_call_oi_ratio":0.503,"put_call_oi_front_ratio":0.448,"put_call_volume_front_ratio":0.13,"option_volume":36,"volume_oi_ratio":0.010239,"net_delta_normalized":0.18002,"dealer_delta_normalized":-0.151863,"gex_per_100k_oi":5650987.770193,"vanna_per_100k_oi":1251.422071,"charm_per_100k_oi":-260836.177474,"weekend_delta_shift_per_100k_oi":-782508.532423,"iv_surface_range_pp":122.6,"gamma_flip_distance_pct":-36.164523,"max_pain_distance_pct":-17.229084,"peak_call_distance_pct":8.23889,"peak_put_distance_pct":-4.495097},"analyses":{"gamma_walls":[{"strike":35.0,"call_gex":2.83,"put_gex":0.0,"net_gex":2.83,"call_oi":66,"put_oi":0},{"strike":40.0,"call_gex":0.0,"put_gex":-15.37,"net_gex":-15.37,"call_oi":126,"put_oi":1},{"strike":45.0,"call_gex":12.21,"put_gex":0.0,"net_gex":12.21,"call_oi":119,"put_oi":0},{"strike":50.0,"call_gex":0.0,"put_gex":-149.12,"net_gex":-149.12,"call_oi":19,"put_oi":6},{"strike":55.0,"call_gex":6561.59,"put_gex":-624.96,"net_gex":5936.63,"call_oi":369,"put_oi":16},{"strike":60.0,"call_gex":1096.27,"put_gex":-7522.57,"net_gex":-6426.31,"call_oi":32,"put_oi":130},{"strike":65.0,"call_gex":1872.04,"put_gex":-28390.89,"net_gex":-26518.85,"call_oi":41,"put_oi":368},{"strike":70.0,"call_gex":3071.68,"put_gex":-62006.49,"net_gex":-58934.81,"call_oi":35,"put_oi":443},{"strike":75.0,"call_gex":25256.69,"put_gex":-13749.0,"net_gex":11507.69,"call_oi":228,"put_oi":44},{"strike":80.0,"call_gex":155054.28,"put_gex":-16183.1,"net_gex":138871.19,"call_oi":439,"put_oi":52},{"strike":85.0,"call_gex":109684.61,"put_gex":-16000.45,"net_gex":93684.16,"call_oi":523,"put_oi":75},{"strike":90.0,"call_gex":38338.17,"put_gex":-3657.89,"net_gex":34680.28,"call_oi":267,"put_oi":29},{"strike":95.0,"call_gex":7046.51,"put_gex":-1390.11,"net_gex":5656.41,"call_oi":71,"put_oi":12},{"strike":100.0,"call_gex":262.85,"put_gex":0.0,"net_gex":262.85,"call_oi":3,"put_oi":0},{"strike":105.0,"call_gex":118.95,"put_gex":0.0,"net_gex":118.95,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":35.0,"call_value":0,"put_value":40375.0,"total_value":40375.0},{"strike":40.0,"call_value":330.0,"put_value":34495.0,"total_value":34825.0},{"strike":45.0,"call_value":1290.0,"put_value":28620.0,"total_value":29910.0},{"strike":50.0,"call_value":2845.0,"put_value":22745.0,"total_value":25590.0},{"strike":55.0,"call_value":4495.0,"put_value":16900.0,"total_value":21395.0},{"strike":60.0,"call_value":7990.0,"put_value":11135.0,"total_value":19125.0},{"strike":65.0,"call_value":11645.0,"put_value":6020.0,"total_value":17665.0},{"strike":70.0,"call_value":15505.0,"put_value":2745.0,"total_value":18250.0},{"strike":75.0,"call_value":19540.0,"put_value":1685.0,"total_value":21225.0},{"strike":80.0,"call_value":24715.0,"put_value":845.0,"total_value":25560.0},{"strike":85.0,"call_value":32085.0,"put_value":265.0,"total_value":32350.0},{"strike":90.0,"call_value":42070.0,"put_value":60.0,"total_value":42130.0},{"strike":95.0,"call_value":53390.0,"put_value":0.0,"total_value":53390.0},{"strike":100.0,"call_value":65065.0,"put_value":0.0,"total_value":65065.0},{"strike":105.0,"call_value":76755.0,"put_value":0,"total_value":76755.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":140.3,"strike":55.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":46.8,"strike":58.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":52.2,"strike":70.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":47.0,"strike":70.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":30.4,"strike":70.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":30.3,"strike":75.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":33.4,"strike":75.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":28.7,"strike":75.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":27.7,"strike":80.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":31.2,"strike":80.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":28.9,"strike":80.0},{"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":35.3,"strike":85.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":32.2,"strike":85.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":28.4,"strike":85.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":92.0,"strike":97.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":41.0,"strike":90.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":30.9,"strike":92.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.7607,"contract_count":5,"total_oi":629},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":32},{"expiration":"12/18/2026","dte":77,"iv":0.2542,"contract_count":6,"total_oi":279},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":6,"total_oi":93},{"expiration":"04/16/2027","dte":196,"iv":0.4508,"contract_count":5,"total_oi":14},{"expiration":"12/17/2027","dte":441,"iv":0.082,"contract_count":4,"total_oi":236}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.59,"expected_move_2std":11.18,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":11.83,"expected_move_2std":23.66,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":13.39,"expected_move_2std":26.78,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":15.29,"expected_move_2std":30.59,"contract_count":4},{"expiration":"04/16/2027","dte":196,"expected_move_1std":22.25,"expected_move_2std":44.51,"contract_count":4},{"expiration":"12/17/2027","dte":441,"expected_move_1std":31.79,"expected_move_2std":63.58,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":747,"put_oi":335,"total_oi":1082,"pc_ratio":0.448,"pc_ratio_volume":0.13,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":40,"put_oi":29,"total_oi":69,"pc_ratio":0.725,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":542,"put_oi":717,"total_oi":1259,"pc_ratio":1.323,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":354,"put_oi":63,"total_oi":417,"pc_ratio":0.178,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":115,"put_oi":31,"total_oi":146,"pc_ratio":0.27,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":542,"put_oi":1,"total_oi":543,"pc_ratio":0.002,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":35.0,"call_delta_oi":200.0,"put_delta_oi":0,"dealer_delta":-200.0,"call_oi":2,"put_oi":0},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-4.0,"dealer_delta":4.0,"call_oi":0,"put_oi":1},{"strike":45.0,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":1,"put_oi":0},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-27.0,"dealer_delta":27.0,"call_oi":0,"put_oi":6},{"strike":55.0,"call_delta_oi":25602.0,"put_delta_oi":-113.0,"dealer_delta":-25489.0,"call_oi":265,"put_oi":16},{"strike":60.0,"call_delta_oi":1950.0,"put_delta_oi":-1208.0,"dealer_delta":-743.0,"call_oi":21,"put_oi":130},{"strike":65.0,"call_delta_oi":2164.0,"put_delta_oi":-3831.0,"dealer_delta":1667.0,"call_oi":24,"put_oi":368},{"strike":70.0,"call_delta_oi":1820.0,"put_delta_oi":-7820.0,"dealer_delta":6000.0,"call_oi":22,"put_oi":443},{"strike":75.0,"call_delta_oi":10243.0,"put_delta_oi":-1050.0,"dealer_delta":-9193.0,"call_oi":150,"put_oi":44},{"strike":80.0,"call_delta_oi":21153.0,"put_delta_oi":-2756.0,"dealer_delta":-18398.0,"call_oi":439,"put_oi":52},{"strike":85.0,"call_delta_oi":7939.0,"put_delta_oi":-5199.0,"dealer_delta":-2740.0,"call_oi":523,"put_oi":75},{"strike":90.0,"call_delta_oi":6351.0,"put_delta_oi":-1884.0,"dealer_delta":-4467.0,"call_oi":267,"put_oi":29},{"strike":95.0,"call_delta_oi":672.0,"put_delta_oi":-969.0,"dealer_delta":297.0,"call_oi":71,"put_oi":12},{"strike":100.0,"call_delta_oi":47.0,"put_delta_oi":0,"dealer_delta":-47.0,"call_oi":3,"put_oi":0},{"strike":105.0,"call_delta_oi":15.0,"put_delta_oi":0,"dealer_delta":-15.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-53395.0,"total_call_delta":78254.0,"total_put_delta":-24860.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":78.52999877929688,"strikes":[{"strike":60.0,"moneyness":0.764,"type":"put","iv":1.1994,"delta":-0.0953,"oi":110},{"strike":65.0,"moneyness":0.8277,"type":"put","iv":0.5766,"delta":-0.0355,"oi":113},{"strike":80.0,"moneyness":1.0187,"type":"call","iv":0.2523,"delta":0.3692,"oi":191},{"strike":85.0,"moneyness":1.0824,"type":"call","iv":0.2868,"delta":0.0796,"oi":386}]},{"expiration":"12/17/2027","underlying_price":78.52999877929688,"strikes":[{"strike":55.0,"moneyness":0.7004,"type":"call","iv":0.2173,"delta":0.9661,"oi":265},{"strike":80.0,"moneyness":1.0187,"type":"call","iv":0.2768,"delta":0.6024,"oi":163}]},{"expiration":"12/18/2026","underlying_price":78.52999877929688,"strikes":[{"strike":65.0,"moneyness":0.8277,"type":"put","iv":0.4281,"delta":-0.1333,"oi":241},{"strike":70.0,"moneyness":0.8914,"type":"put","iv":0.3293,"delta":-0.1842,"oi":381},{"strike":90.0,"moneyness":1.1461,"type":"call","iv":0.3446,"delta":0.2321,"oi":136}]}],"greeks_heatmap":{"data":[{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0953,"call_gamma":0,"put_gamma":0.00953,"call_theta":0,"put_theta":-0.1148,"call_vega":0,"put_vega":0.0251,"call_oi":0,"put_oi":110},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0355,"call_gamma":0,"put_gamma":0.009139,"call_theta":0,"put_theta":-0.0253,"call_vega":0,"put_vega":0.0116,"call_oi":0,"put_oi":113},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":78,"put_oi":0},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3692,"put_delta":0,"call_gamma":0.100914,"put_gamma":0,"call_theta":-0.0575,"put_theta":0,"call_vega":0.0559,"put_vega":0,"call_oi":191,"put_oi":0},{"strike":85.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0796,"put_delta":0,"call_gamma":0.034849,"put_gamma":0,"call_theta":-0.0249,"put_theta":0,"call_vega":0.022,"put_vega":0,"call_oi":386,"put_oi":0},{"strike":55.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":65.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1333,"call_gamma":0,"put_gamma":0.01403,"call_theta":0,"put_theta":-0.0204,"call_vega":0,"put_vega":0.0771,"call_oi":0,"put_oi":241},{"strike":70.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1842,"call_gamma":0,"put_gamma":0.022565,"call_theta":0,"put_theta":-0.0188,"call_vega":0,"put_vega":0.0954,"call_oi":0,"put_oi":381},{"strike":75.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6852,"put_delta":0,"call_gamma":0.034345,"put_gamma":0,"call_theta":-0.0297,"put_theta":0,"call_vega":0.1273,"put_vega":0,"call_oi":77,"put_oi":0},{"strike":85.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3135,"put_delta":0,"call_gamma":0.0353,"put_gamma":0,"call_theta":-0.0261,"put_theta":0,"call_vega":0.127,"put_vega":0,"call_oi":88,"put_oi":0},{"strike":90.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2321,"put_delta":0,"call_gamma":0.024712,"put_gamma":0,"call_theta":-0.0267,"put_theta":0,"call_vega":0.1094,"put_vega":0,"call_oi":136,"put_oi":0},{"strike":95.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0897,"put_delta":0,"call_gamma":0.015989,"put_gamma":0,"call_theta":-0.0116,"put_theta":0,"call_vega":0.0581,"put_vega":0,"call_oi":67,"put_oi":0}],"strikes":[55.0,60.0,65.0,70.0,75.0,80.0,85.0,90.0,95.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":94.71,"put_25d_iv":119.94,"call_25d_iv":25.23,"put_25d_strike":60.0,"call_25d_strike":80.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-1.54,"put_25d_iv":32.93,"call_25d_iv":34.46,"put_25d_strike":70.0,"call_25d_strike":90.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":55.0,"call_vanna":-20.0,"put_vanna":0,"net_vanna":-20.0,"call_oi":265,"put_oi":0},{"strike":60.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":110},{"strike":65.0,"call_vanna":0,"put_vanna":19.0,"net_vanna":19.0,"call_oi":0,"put_oi":354},{"strike":70.0,"call_vanna":0,"put_vanna":29.0,"net_vanna":29.0,"call_oi":0,"put_oi":381},{"strike":75.0,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":77,"put_oi":0},{"strike":80.0,"call_vanna":-11.0,"put_vanna":0,"net_vanna":-11.0,"call_oi":354,"put_oi":0},{"strike":85.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":474,"put_oi":0},{"strike":90.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":136,"put_oi":0},{"strike":95.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":67,"put_oi":0}],"net_vanna":44.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":60.0,"call_charm":0,"put_charm":3138.0,"net_charm":3138.0,"call_oi":0,"put_oi":110},{"strike":65.0,"call_charm":0,"put_charm":265.0,"net_charm":265.0,"call_oi":0,"put_oi":113},{"strike":80.0,"call_charm":-10577.0,"put_charm":0,"net_charm":-10577.0,"call_oi":191,"put_oi":0},{"strike":85.0,"call_charm":-1997.0,"put_charm":0,"net_charm":-1997.0,"call_oi":386,"put_oi":0}],"net_charm":-9171.0,"weekend_delta_shift":-27513.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":10738.0,"put_delta":-4201.0,"net_delta":6537.0,"call_oi":631,"put_oi":335,"total_oi":966,"total_volume":26,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":866.0,"put_delta":-1805.0,"net_delta":-939.0,"call_oi":40,"put_oi":29,"total_oi":69,"total_volume":10,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":18029.0,"put_delta":-14541.0,"net_delta":3488.0,"call_oi":457,"put_oi":717,"total_oi":1174,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":5713.0,"put_delta":-2430.0,"net_delta":3283.0,"call_oi":105,"put_oi":63,"total_oi":168,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":993.0,"put_delta":-1850.0,"net_delta":-857.0,"call_oi":16,"put_oi":31,"total_oi":47,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":41915.0,"put_delta":-32.0,"net_delta":41882.0,"call_oi":541,"put_oi":1,"total_oi":542,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":80.0,"straddle_price":3.47,"straddle_pct":4.43,"implied_move":4.43,"avg_iv":27.7},{"expiration":"12/18/2026","dte":77,"strike":80.0,"straddle_price":8.38,"straddle_pct":10.66,"implied_move":10.66,"avg_iv":29.1}],"volume_profile":{"profile":[{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":66,"put_oi":0,"total_oi":66,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":126,"put_oi":1,"total_oi":127,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":119,"put_oi":0,"total_oi":119,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":6,"total_oi":25,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":369,"put_oi":16,"total_oi":385,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":130,"total_oi":162,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":41,"put_oi":368,"total_oi":409,"bias":"bearish"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":443,"total_oi":478,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":228,"put_oi":44,"total_oi":272,"bias":"bearish"},{"strike":80.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":439,"put_oi":52,"total_oi":491,"bias":"bullish"},{"strike":85.0,"call_volume":22,"put_volume":0,"total_volume":22,"call_oi":523,"put_oi":75,"total_oi":598,"bias":"bullish"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":267,"put_oi":29,"total_oi":296,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":71,"put_oi":12,"total_oi":83,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":78.52999877929688,"peak_call_strike":85.0,"peak_put_strike":75.0,"total_call_volume":23,"total_put_volume":13,"volume_pc_ratio":0.565},"iv_contours":{"x":[0.7,0.76,0.83,0.89,0.95,1.02,1.08,1.15,1.21],"y":[14,49,77,105],"z":[[148.49,119.94,57.66,52.24,30.32,27.67,28.68,55.09,null],[null,null,null,null,null,null,34.02,41.03,null],[null,43.77,37.2,32.28,28.86,29.09,29.3,34.46,28.28],[null,null,41.75,30.38,27.99,25.94,26.91,27.85,34.75]],"levels":[25.9,38.2,50.5,62.7,75.0,87.2,99.5,111.7,124.0,136.2,148.5],"min_iv":25.9,"max_iv":148.5},"butterfly_spread":[{"expiration":"12/18/2026","dte":77,"atm_strike":80.0,"atm_iv":27.14,"otm_strike":85.0,"otm_iv":28.03,"itm_strike":75.0,"itm_iv":28.86,"iv_butterfly":2.61,"price_butterfly":1.3,"convexity":"high_convexity"},{"expiration":"12/17/2027","dte":441,"atm_strike":80.0,"atm_iv":27.68,"otm_strike":85.0,"otm_iv":27.25,"itm_strike":75.0,"itm_iv":27.56,"iv_butterfly":-0.56,"price_butterfly":0.2,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":45.19},{"date":"2026-09-15","iv":49.14},{"date":"2026-09-16","iv":53.55},{"date":"2026-09-17","iv":57.26},{"date":"2026-09-18","iv":51.95},{"date":"2026-09-21","iv":41.64},{"date":"2026-09-22","iv":43.1},{"date":"2026-09-23","iv":33.5},{"date":"2026-09-24","iv":40.7},{"date":"2026-09-25","iv":38.2},{"date":"2026-09-28","iv":36.8},{"date":"2026-09-29","iv":37.8},{"date":"2026-09-30","iv":44.3},{"date":"2026-10-01","iv":43.0},{"date":"2026-10-02","iv":34.5}]}}