{"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":"SSRM","summary":{"name":"SSRM","price":33.27,"total_oi":42561,"call_oi":30465,"put_oi":12096,"pc_ratio":0.397,"net_gex":501621.14,"avg_iv":61.8,"iv_rank":0.0,"iv_52w_high":94.54,"iv_52w_low":61.8,"gamma_flip":26.01,"max_pain":26.0},"features":{"symbol":"SSRM","price":33.27,"total_oi":42561,"analysis_coverage":1.0,"avg_iv_pct":61.8,"iv_rank":0.0,"iv_52w_high_pct":94.54,"iv_52w_low_pct":61.8,"front_dte":14,"front_atm_iv_pct":54.4302,"back_atm_iv_pct":56.8509,"term_premium_pp":-2.4207,"expected_move_front_pct":10.66,"straddle_front_pct":8.19,"straddle_30d_pct":8.19,"risk_reversal_front_pp":2.32,"risk_reversal_30d_pp":2.32,"butterfly_front_pp":7.27,"butterfly_30d_pp":7.27,"put_call_oi_ratio":0.397,"put_call_oi_front_ratio":0.519,"put_call_volume_front_ratio":0.287,"option_volume":337,"volume_oi_ratio":0.007918,"net_delta_normalized":0.248157,"dealer_delta_normalized":-0.247142,"gex_per_100k_oi":1178593.40711,"vanna_per_100k_oi":1268.767181,"charm_per_100k_oi":216872.253941,"weekend_delta_shift_per_100k_oi":650619.111393,"iv_surface_range_pp":18.2,"gamma_flip_distance_pct":-21.821461,"max_pain_distance_pct":-21.851518,"peak_call_distance_pct":5.19988,"peak_put_distance_pct":-12.834385},"analyses":{"gamma_walls":[{"strike":10.0,"call_gex":924.99,"put_gex":-179.32,"net_gex":745.66,"call_oi":512,"put_oi":63},{"strike":13.0,"call_gex":1806.99,"put_gex":-578.57,"net_gex":1228.42,"call_oi":616,"put_oi":136},{"strike":15.0,"call_gex":2390.63,"put_gex":-2740.15,"net_gex":-349.52,"call_oi":533,"put_oi":501},{"strike":17.0,"call_gex":24.66,"put_gex":-13.07,"net_gex":11.58,"call_oi":10,"put_oi":2},{"strike":18.0,"call_gex":1896.38,"put_gex":-12911.11,"net_gex":-11014.73,"call_oi":290,"put_oi":1500},{"strike":19.0,"call_gex":140.14,"put_gex":-11763.38,"net_gex":-11623.24,"call_oi":25,"put_oi":1289},{"strike":20.0,"call_gex":7763.48,"put_gex":-14600.9,"net_gex":-6837.42,"call_oi":922,"put_oi":1413},{"strike":21.0,"call_gex":23.5,"put_gex":-3486.93,"net_gex":-3463.43,"call_oi":3,"put_oi":290},{"strike":22.0,"call_gex":7094.57,"put_gex":-7113.51,"net_gex":-18.94,"call_oi":573,"put_oi":518},{"strike":23.0,"call_gex":287.18,"put_gex":-3777.02,"net_gex":-3489.85,"call_oi":19,"put_oi":232},{"strike":24.0,"call_gex":692.81,"put_gex":-1649.6,"net_gex":-956.79,"call_oi":42,"put_oi":86},{"strike":25.0,"call_gex":37537.92,"put_gex":-9169.87,"net_gex":28368.05,"call_oi":1884,"put_oi":421},{"strike":26.0,"call_gex":9289.3,"put_gex":-2014.42,"net_gex":7274.87,"call_oi":390,"put_oi":75},{"strike":27.0,"call_gex":18379.21,"put_gex":-4952.9,"net_gex":13426.3,"call_oi":652,"put_oi":183},{"strike":28.0,"call_gex":4057.64,"put_gex":-11460.95,"net_gex":-7403.31,"call_oi":125,"put_oi":332},{"strike":29.0,"call_gex":1410.63,"put_gex":-7140.99,"net_gex":-5730.36,"call_oi":38,"put_oi":167},{"strike":30.0,"call_gex":49091.58,"put_gex":-26423.59,"net_gex":22667.99,"call_oi":1323,"put_oi":654},{"strike":31.0,"call_gex":4356.91,"put_gex":-15664.86,"net_gex":-11307.95,"call_oi":88,"put_oi":223},{"strike":32.0,"call_gex":48538.19,"put_gex":-49852.11,"net_gex":-1313.93,"call_oi":1125,"put_oi":808},{"strike":33.0,"call_gex":33621.63,"put_gex":-104650.38,"net_gex":-71028.74,"call_oi":658,"put_oi":951},{"strike":34.0,"call_gex":22078.21,"put_gex":-40584.49,"net_gex":-18506.29,"call_oi":345,"put_oi":509},{"strike":35.0,"call_gex":180446.0,"put_gex":-21866.95,"net_gex":158579.05,"call_oi":4116,"put_oi":321},{"strike":36.0,"call_gex":25120.22,"put_gex":-29945.81,"net_gex":-4825.58,"call_oi":380,"put_oi":329},{"strike":37.0,"call_gex":74565.15,"put_gex":-18850.46,"net_gex":55714.68,"call_oi":1095,"put_oi":299},{"strike":38.0,"call_gex":28282.46,"put_gex":-11928.89,"net_gex":16353.58,"call_oi":546,"put_oi":219},{"strike":39.0,"call_gex":40005.67,"put_gex":-2590.08,"net_gex":37415.6,"call_oi":883,"put_oi":69},{"strike":40.0,"call_gex":93456.78,"put_gex":-9754.29,"net_gex":83702.48,"call_oi":2441,"put_oi":315},{"strike":41.0,"call_gex":12267.28,"put_gex":-2054.96,"net_gex":10212.32,"call_oi":313,"put_oi":53},{"strike":42.0,"call_gex":36052.54,"put_gex":-307.86,"net_gex":35744.68,"call_oi":1389,"put_oi":11},{"strike":43.0,"call_gex":42068.45,"put_gex":-55.38,"net_gex":42013.07,"call_oi":1278,"put_oi":2},{"strike":44.0,"call_gex":4709.11,"put_gex":-267.97,"net_gex":4441.14,"call_oi":160,"put_oi":8},{"strike":45.0,"call_gex":25447.76,"put_gex":-1496.41,"net_gex":23951.35,"call_oi":961,"put_oi":52},{"strike":46.0,"call_gex":11399.22,"put_gex":-1513.03,"net_gex":9886.19,"call_oi":391,"put_oi":51},{"strike":47.0,"call_gex":1710.6,"put_gex":0.0,"net_gex":1710.6,"call_oi":63,"put_oi":0},{"strike":48.0,"call_gex":1579.17,"put_gex":0.0,"net_gex":1579.17,"call_oi":63,"put_oi":0},{"strike":49.0,"call_gex":3648.29,"put_gex":0.0,"net_gex":3648.29,"call_oi":153,"put_oi":0},{"strike":50.0,"call_gex":59935.02,"put_gex":-162.37,"net_gex":59772.65,"call_oi":2994,"put_oi":8},{"strike":55.0,"call_gex":41158.06,"put_gex":-114.57,"net_gex":41043.5,"call_oi":3066,"put_oi":6}],"pain_by_strike":[{"strike":10.0,"call_value":0,"put_value":192501.0,"total_value":192501.0},{"strike":13.0,"call_value":1536.0,"put_value":156402.0,"total_value":157938.0},{"strike":15.0,"call_value":3792.0,"put_value":132608.0,"total_value":136400.0},{"strike":17.0,"call_value":7114.0,"put_value":109816.0,"total_value":116930.0},{"strike":18.0,"call_value":8785.0,"put_value":98422.0,"total_value":107207.0},{"strike":19.0,"call_value":10746.0,"put_value":88528.0,"total_value":99274.0},{"strike":20.0,"call_value":12732.0,"put_value":79923.0,"total_value":92655.0},{"strike":21.0,"call_value":15640.0,"put_value":72731.0,"total_value":88371.0},{"strike":22.0,"call_value":18551.0,"put_value":65829.0,"total_value":84380.0},{"strike":23.0,"call_value":22035.0,"put_value":59445.0,"total_value":81480.0},{"strike":24.0,"call_value":25538.0,"put_value":53293.0,"total_value":78831.0},{"strike":25.0,"call_value":29083.0,"put_value":47227.0,"total_value":76310.0},{"strike":26.0,"call_value":34512.0,"put_value":41582.0,"total_value":76094.0},{"strike":27.0,"call_value":40331.0,"put_value":36012.0,"total_value":76343.0},{"strike":28.0,"call_value":46802.0,"put_value":30625.0,"total_value":77427.0},{"strike":29.0,"call_value":53398.0,"put_value":25570.0,"total_value":78968.0},{"strike":30.0,"call_value":60032.0,"put_value":20682.0,"total_value":80714.0},{"strike":31.0,"call_value":67989.0,"put_value":16448.0,"total_value":84437.0},{"strike":32.0,"call_value":76034.0,"put_value":12437.0,"total_value":88471.0},{"strike":33.0,"call_value":85204.0,"put_value":9234.0,"total_value":94438.0},{"strike":34.0,"call_value":95032.0,"put_value":6982.0,"total_value":102014.0},{"strike":35.0,"call_value":105205.0,"put_value":5239.0,"total_value":110444.0},{"strike":36.0,"call_value":119494.0,"put_value":3817.0,"total_value":123311.0},{"strike":37.0,"call_value":134163.0,"put_value":2724.0,"total_value":136887.0},{"strike":38.0,"call_value":149927.0,"put_value":1930.0,"total_value":151857.0},{"strike":39.0,"call_value":166237.0,"put_value":1355.0,"total_value":167592.0},{"strike":40.0,"call_value":183430.0,"put_value":849.0,"total_value":184279.0},{"strike":41.0,"call_value":203064.0,"put_value":658.0,"total_value":203722.0},{"strike":42.0,"call_value":223011.0,"put_value":520.0,"total_value":223531.0},{"strike":43.0,"call_value":244347.0,"put_value":393.0,"total_value":244740.0},{"strike":44.0,"call_value":266961.0,"put_value":268.0,"total_value":267229.0},{"strike":45.0,"call_value":289735.0,"put_value":151.0,"total_value":289886.0},{"strike":46.0,"call_value":313470.0,"put_value":86.0,"total_value":313556.0},{"strike":47.0,"call_value":337596.0,"put_value":72.0,"total_value":337668.0},{"strike":48.0,"call_value":361785.0,"put_value":58.0,"total_value":361843.0},{"strike":49.0,"call_value":386037.0,"put_value":44.0,"total_value":386081.0},{"strike":50.0,"call_value":410442.0,"put_value":30.0,"total_value":410472.0},{"strike":55.0,"call_value":547437.0,"put_value":0,"total_value":547437.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":71.4,"strike":27.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":60.9,"strike":27.33},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":70.7,"strike":22.38},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":58.3,"strike":30.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":56.7,"strike":30.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":56.6,"strike":30.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":57.4,"strike":31.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":58.6,"strike":31.33},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":55.9,"strike":31.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":53.6,"strike":33.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":56.9,"strike":33.67},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":55.9,"strike":33.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":53.7,"strike":35.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":57.9,"strike":35.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":57.0,"strike":35.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":56.9,"strike":36.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":56.9,"strike":36.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":56.7,"strike":36.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":69.9,"strike":41.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":60.1,"strike":40.7},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":59.1,"strike":44.11}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":14,"total_oi":2249},{"expiration":"11/20/2026","dte":49,"iv":0.31,"contract_count":12,"total_oi":278},{"expiration":"12/18/2026","dte":77,"iv":0.1891,"contract_count":14,"total_oi":1786},{"expiration":"01/15/2027","dte":105,"iv":0.0188,"contract_count":14,"total_oi":6018},{"expiration":"03/19/2027","dte":168,"iv":0.2635,"contract_count":13,"total_oi":495},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":6,"total_oi":999},{"expiration":"01/19/2029","dte":840,"iv":0.7855,"contract_count":2,"total_oi":5}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.66,"expected_move_2std":21.32,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":20.83,"expected_move_2std":41.66,"contract_count":4},{"expiration":"12/18/2026","dte":77,"expected_move_1std":26.0,"expected_move_2std":52.0,"contract_count":6},{"expiration":"01/15/2027","dte":105,"expected_move_1std":29.67,"expected_move_2std":59.33,"contract_count":6},{"expiration":"03/19/2027","dte":168,"expected_move_1std":38.49,"expected_move_2std":76.97,"contract_count":6},{"expiration":"01/21/2028","dte":476,"expected_move_1std":68.63,"expected_move_2std":137.25,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4557,"put_oi":2364,"total_oi":6921,"pc_ratio":0.519,"pc_ratio_volume":0.287,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":596,"put_oi":275,"total_oi":871,"pc_ratio":0.461,"pc_ratio_volume":5.5,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":5934,"put_oi":1352,"total_oi":7286,"pc_ratio":0.228,"pc_ratio_volume":0.136,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":12443,"put_oi":5999,"total_oi":18442,"pc_ratio":0.482,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1070,"put_oi":301,"total_oi":1371,"pc_ratio":0.281,"pc_ratio_volume":0.172,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":5693,"put_oi":1803,"total_oi":7496,"pc_ratio":0.317,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":172,"put_oi":2,"total_oi":174,"pc_ratio":0.012,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":10.0,"call_delta_oi":50408.0,"put_delta_oi":-313.0,"dealer_delta":-50095.0,"call_oi":512,"put_oi":63},{"strike":13.0,"call_delta_oi":42879.0,"put_delta_oi":-823.0,"dealer_delta":-42056.0,"call_oi":447,"put_oi":136},{"strike":15.0,"call_delta_oi":51164.0,"put_delta_oi":-3650.0,"dealer_delta":-47514.0,"call_oi":533,"put_oi":501},{"strike":17.0,"call_delta_oi":992.0,"put_delta_oi":-8.0,"dealer_delta":-984.0,"call_oi":10,"put_oi":2},{"strike":18.0,"call_delta_oi":27005.0,"put_delta_oi":-15140.0,"dealer_delta":-11865.0,"call_oi":290,"put_oi":1500},{"strike":19.0,"call_delta_oi":2441.0,"put_delta_oi":-7780.0,"dealer_delta":5338.0,"call_oi":25,"put_oi":1289},{"strike":20.0,"call_delta_oi":86648.0,"put_delta_oi":-10505.0,"dealer_delta":-76144.0,"call_oi":922,"put_oi":1413},{"strike":21.0,"call_delta_oi":292.0,"put_delta_oi":-1920.0,"dealer_delta":1628.0,"call_oi":3,"put_oi":290},{"strike":22.0,"call_delta_oi":51544.0,"put_delta_oi":-4792.0,"dealer_delta":-46751.0,"call_oi":573,"put_oi":518},{"strike":23.0,"call_delta_oi":1779.0,"put_delta_oi":-1870.0,"dealer_delta":92.0,"call_oi":19,"put_oi":232},{"strike":24.0,"call_delta_oi":3389.0,"put_delta_oi":-925.0,"dealer_delta":-2464.0,"call_oi":37,"put_oi":86},{"strike":25.0,"call_delta_oi":161559.0,"put_delta_oi":-5586.0,"dealer_delta":-155973.0,"call_oi":1884,"put_oi":421},{"strike":26.0,"call_delta_oi":31982.0,"put_delta_oi":-1106.0,"dealer_delta":-30876.0,"call_oi":390,"put_oi":75},{"strike":27.0,"call_delta_oi":53176.0,"put_delta_oi":-3501.0,"dealer_delta":-49674.0,"call_oi":652,"put_oi":183},{"strike":28.0,"call_delta_oi":9721.0,"put_delta_oi":-6208.0,"dealer_delta":-3513.0,"call_oi":125,"put_oi":332},{"strike":29.0,"call_delta_oi":2854.0,"put_delta_oi":-2230.0,"dealer_delta":-624.0,"call_oi":38,"put_oi":167},{"strike":30.0,"call_delta_oi":93808.0,"put_delta_oi":-17144.0,"dealer_delta":-76664.0,"call_oi":1323,"put_oi":654},{"strike":31.0,"call_delta_oi":5957.0,"put_delta_oi":-6285.0,"dealer_delta":328.0,"call_oi":88,"put_oi":223},{"strike":32.0,"call_delta_oi":70815.0,"put_delta_oi":-29051.0,"dealer_delta":-41764.0,"call_oi":1125,"put_oi":808},{"strike":33.0,"call_delta_oi":38265.0,"put_delta_oi":-41829.0,"dealer_delta":3565.0,"call_oi":658,"put_oi":951},{"strike":34.0,"call_delta_oi":17877.0,"put_delta_oi":-25324.0,"dealer_delta":7447.0,"call_oi":345,"put_oi":509},{"strike":35.0,"call_delta_oi":213756.0,"put_delta_oi":-17397.0,"dealer_delta":-196360.0,"call_oi":4116,"put_oi":321},{"strike":36.0,"call_delta_oi":14544.0,"put_delta_oi":-23533.0,"dealer_delta":8989.0,"call_oi":380,"put_oi":329},{"strike":37.0,"call_delta_oi":28979.0,"put_delta_oi":-20390.0,"dealer_delta":-8589.0,"call_oi":1095,"put_oi":299},{"strike":38.0,"call_delta_oi":14689.0,"put_delta_oi":-15845.0,"dealer_delta":1156.0,"call_oi":546,"put_oi":219},{"strike":39.0,"call_delta_oi":13744.0,"put_delta_oi":-6139.0,"dealer_delta":-7605.0,"call_oi":883,"put_oi":69},{"strike":40.0,"call_delta_oi":61822.0,"put_delta_oi":-19139.0,"dealer_delta":-42683.0,"call_oi":2441,"put_oi":315},{"strike":41.0,"call_delta_oi":6299.0,"put_delta_oi":-4092.0,"dealer_delta":-2206.0,"call_oi":313,"put_oi":53},{"strike":42.0,"call_delta_oi":11189.0,"put_delta_oi":-971.0,"dealer_delta":-10218.0,"call_oi":1389,"put_oi":11},{"strike":43.0,"call_delta_oi":29404.0,"put_delta_oi":-173.0,"dealer_delta":-29232.0,"call_oi":1278,"put_oi":2},{"strike":44.0,"call_delta_oi":2779.0,"put_delta_oi":-613.0,"dealer_delta":-2166.0,"call_oi":160,"put_oi":8},{"strike":45.0,"call_delta_oi":19888.0,"put_delta_oi":-3691.0,"dealer_delta":-16198.0,"call_oi":961,"put_oi":52},{"strike":46.0,"call_delta_oi":6768.0,"put_delta_oi":-3995.0,"dealer_delta":-2773.0,"call_oi":391,"put_oi":51},{"strike":47.0,"call_delta_oi":1163.0,"put_delta_oi":0,"dealer_delta":-1163.0,"call_oi":63,"put_oi":0},{"strike":48.0,"call_delta_oi":847.0,"put_delta_oi":0,"dealer_delta":-847.0,"call_oi":63,"put_oi":0},{"strike":49.0,"call_delta_oi":2056.0,"put_delta_oi":0,"dealer_delta":-2056.0,"call_oi":153,"put_oi":0},{"strike":50.0,"call_delta_oi":100189.0,"put_delta_oi":-518.0,"dealer_delta":-99672.0,"call_oi":2994,"put_oi":8},{"strike":55.0,"call_delta_oi":22170.0,"put_delta_oi":-492.0,"dealer_delta":-21678.0,"call_oi":3066,"put_oi":6}],"net_dealer_delta":-1051862.0,"total_call_delta":1354840.0,"total_put_delta":-302978.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":33.27000045776367,"strikes":[{"strike":15.0,"moneyness":0.4509,"type":"call","iv":0.7113,"delta":0.9898,"oi":161},{"strike":18.0,"moneyness":0.541,"type":"put","iv":1.2047,"delta":-0.0976,"oi":1198},{"strike":19.0,"moneyness":0.5711,"type":"put","iv":0.7689,"delta":-0.0548,"oi":1144},{"strike":20.0,"moneyness":0.6011,"type":"put","iv":0.7233,"delta":-0.0615,"oi":1059},{"strike":20.0,"moneyness":0.6011,"type":"call","iv":0.5717,"delta":0.9686,"oi":585},{"strike":21.0,"moneyness":0.6312,"type":"put","iv":0.6678,"delta":-0.0664,"oi":276},{"strike":22.0,"moneyness":0.6613,"type":"call","iv":0.5779,"delta":0.9375,"oi":339},{"strike":22.0,"moneyness":0.6613,"type":"put","iv":0.6443,"delta":-0.0793,"oi":358},{"strike":23.0,"moneyness":0.6913,"type":"put","iv":0.573,"delta":-0.0808,"oi":177},{"strike":25.0,"moneyness":0.7514,"type":"put","iv":0.5698,"delta":-0.1289,"oi":229},{"strike":25.0,"moneyness":0.7514,"type":"call","iv":0.5365,"delta":0.8817,"oi":1243},{"strike":27.0,"moneyness":0.8115,"type":"call","iv":0.5542,"delta":0.8145,"oi":374},{"strike":30.0,"moneyness":0.9017,"type":"put","iv":0.5608,"delta":-0.2961,"oi":243},{"strike":30.0,"moneyness":0.9017,"type":"call","iv":0.5639,"delta":0.7035,"oi":830},{"strike":32.0,"moneyness":0.9618,"type":"put","iv":0.5663,"delta":-0.3745,"oi":287},{"strike":32.0,"moneyness":0.9618,"type":"call","iv":0.5395,"delta":0.626,"oi":1021},{"strike":34.0,"moneyness":1.0219,"type":"put","iv":0.5409,"delta":-0.4558,"oi":188},{"strike":35.0,"moneyness":1.052,"type":"call","iv":0.5587,"delta":0.5079,"oi":3104},{"strike":37.0,"moneyness":1.1121,"type":"call","iv":0.5553,"delta":0.4327,"oi":132},{"strike":38.0,"moneyness":1.1422,"type":"call","iv":0.5554,"delta":0.3977,"oi":179},{"strike":39.0,"moneyness":1.1722,"type":"call","iv":0.5548,"delta":0.3641,"oi":143},{"strike":40.0,"moneyness":1.2023,"type":"put","iv":0.5463,"delta":-0.6717,"oi":118},{"strike":40.0,"moneyness":1.2023,"type":"call","iv":0.5538,"delta":0.332,"oi":1183},{"strike":42.0,"moneyness":1.2624,"type":"call","iv":0.56,"delta":0.2777,"oi":155},{"strike":43.0,"moneyness":1.2925,"type":"call","iv":0.573,"delta":0.2591,"oi":1066},{"strike":45.0,"moneyness":1.3526,"type":"call","iv":0.5635,"delta":0.208,"oi":438},{"strike":50.0,"moneyness":1.5029,"type":"call","iv":0.5745,"delta":0.1281,"oi":330},{"strike":55.0,"moneyness":1.6531,"type":"call","iv":0.6114,"delta":0.0901,"oi":177}]},{"expiration":"01/21/2028","underlying_price":33.27000045776367,"strikes":[{"strike":10.0,"moneyness":0.3006,"type":"call","iv":0.6271,"delta":0.9828,"oi":454},{"strike":13.0,"moneyness":0.3907,"type":"put","iv":0.8619,"delta":-0.0663,"oi":115},{"strike":13.0,"moneyness":0.3907,"type":"call","iv":0.631,"delta":0.9593,"oi":447},{"strike":15.0,"moneyness":0.4509,"type":"put","iv":0.7592,"delta":-0.0783,"oi":449},{"strike":15.0,"moneyness":0.4509,"type":"call","iv":0.5862,"delta":0.9461,"oi":362},{"strike":18.0,"moneyness":0.541,"type":"put","iv":0.7681,"delta":-0.1146,"oi":297},{"strike":18.0,"moneyness":0.541,"type":"call","iv":0.5837,"delta":0.9096,"oi":217},{"strike":20.0,"moneyness":0.6011,"type":"put","iv":0.5856,"delta":-0.1193,"oi":317},{"strike":20.0,"moneyness":0.6011,"type":"call","iv":0.566,"delta":0.8843,"oi":288},{"strike":22.0,"moneyness":0.6613,"type":"put","iv":0.5855,"delta":-0.1501,"oi":101},{"strike":22.0,"moneyness":0.6613,"type":"call","iv":0.6269,"delta":0.8445,"oi":234},{"strike":25.0,"moneyness":0.7514,"type":"call","iv":0.6224,"delta":0.7983,"oi":522},{"strike":30.0,"moneyness":0.9017,"type":"put","iv":0.5902,"delta":-0.2835,"oi":148},{"strike":30.0,"moneyness":0.9017,"type":"call","iv":0.646,"delta":0.7204,"oi":142},{"strike":35.0,"moneyness":1.052,"type":"call","iv":0.627,"delta":0.6421,"oi":574},{"strike":40.0,"moneyness":1.2023,"type":"put","iv":0.5951,"delta":-0.4406,"oi":129},{"strike":50.0,"moneyness":1.5029,"type":"call","iv":0.5935,"delta":0.428,"oi":2098}]},{"expiration":"03/19/2027","underlying_price":33.27000045776367,"strikes":[{"strike":26.0,"moneyness":0.7815,"type":"call","iv":0.6208,"delta":0.8005,"oi":259},{"strike":33.0,"moneyness":0.9919,"type":"call","iv":0.5605,"delta":0.6035,"oi":121},{"strike":37.0,"moneyness":1.1121,"type":"call","iv":0.5599,"delta":0.4841,"oi":105},{"strike":40.0,"moneyness":1.2023,"type":"call","iv":0.5554,"delta":0.401,"oi":106}]},{"expiration":"10/16/2026","underlying_price":33.27000045776367,"strikes":[{"strike":29.0,"moneyness":0.8717,"type":"put","iv":0.5106,"delta":-0.0682,"oi":107},{"strike":30.0,"moneyness":0.9017,"type":"put","iv":0.538,"delta":-0.139,"oi":125},{"strike":32.0,"moneyness":0.9618,"type":"put","iv":0.5427,"delta":-0.3278,"oi":206},{"strike":33.0,"moneyness":0.9919,"type":"put","iv":0.5837,"delta":-0.4432,"oi":831},{"strike":34.0,"moneyness":1.0219,"type":"put","iv":0.5372,"delta":-0.559,"oi":204},{"strike":35.0,"moneyness":1.052,"type":"call","iv":0.5043,"delta":0.3195,"oi":151},{"strike":35.0,"moneyness":1.052,"type":"put","iv":0.5693,"delta":-0.6569,"oi":119},{"strike":36.0,"moneyness":1.0821,"type":"call","iv":0.5246,"delta":0.2322,"oi":122},{"strike":36.0,"moneyness":1.0821,"type":"put","iv":0.5751,"delta":-0.7449,"oi":278},{"strike":37.0,"moneyness":1.1121,"type":"call","iv":0.5515,"delta":0.1699,"oi":669},{"strike":37.0,"moneyness":1.1121,"type":"put","iv":0.6261,"delta":-0.796,"oi":110},{"strike":38.0,"moneyness":1.1422,"type":"call","iv":0.5456,"delta":0.1103,"oi":229},{"strike":38.0,"moneyness":1.1422,"type":"put","iv":0.6575,"delta":-0.8406,"oi":108},{"strike":39.0,"moneyness":1.1722,"type":"call","iv":0.5719,"delta":0.0801,"oi":633},{"strike":40.0,"moneyness":1.2023,"type":"call","iv":0.6095,"delta":0.0629,"oi":794},{"strike":42.0,"moneyness":1.2624,"type":"call","iv":0.6929,"delta":0.0441,"oi":1164},{"strike":43.0,"moneyness":1.2925,"type":"call","iv":0.6278,"delta":0.0182,"oi":132},{"strike":45.0,"moneyness":1.3526,"type":"call","iv":0.7208,"delta":0.0161,"oi":154},{"strike":50.0,"moneyness":1.5029,"type":"call","iv":1.4862,"delta":0.0957,"oi":259}]},{"expiration":"11/20/2026","underlying_price":33.27000045776367,"strikes":[{"strike":37.0,"moneyness":1.1121,"type":"put","iv":0.5634,"delta":-0.6519,"oi":103},{"strike":37.0,"moneyness":1.1121,"type":"call","iv":0.5575,"delta":0.3457,"oi":149},{"strike":41.0,"moneyness":1.2323,"type":"call","iv":0.6138,"delta":0.2112,"oi":145}]},{"expiration":"12/18/2026","underlying_price":33.27000045776367,"strikes":[{"strike":19.0,"moneyness":0.5711,"type":"put","iv":1.3001,"delta":-0.1046,"oi":143},{"strike":25.0,"moneyness":0.7514,"type":"put","iv":0.5782,"delta":-0.1059,"oi":116},{"strike":27.0,"moneyness":0.8115,"type":"call","iv":0.5494,"delta":0.8398,"oi":157},{"strike":28.0,"moneyness":0.8416,"type":"put","iv":0.5977,"delta":-0.2115,"oi":189},{"strike":30.0,"moneyness":0.9017,"type":"call","iv":0.5654,"delta":0.7137,"oi":278},{"strike":32.0,"moneyness":0.9618,"type":"put","iv":0.5756,"delta":-0.3771,"oi":241},{"strike":33.0,"moneyness":0.9919,"type":"call","iv":0.5362,"delta":0.5761,"oi":462},{"strike":34.0,"moneyness":1.0219,"type":"call","iv":0.5611,"delta":0.531,"oi":246},{"strike":35.0,"moneyness":1.052,"type":"call","iv":0.5658,"delta":0.4868,"oi":172},{"strike":40.0,"moneyness":1.2023,"type":"call","iv":0.5837,"delta":0.2997,"oi":233},{"strike":45.0,"moneyness":1.3526,"type":"call","iv":0.6096,"delta":0.1802,"oi":167},{"strike":46.0,"moneyness":1.3826,"type":"call","iv":0.605,"delta":0.1578,"oi":287},{"strike":50.0,"moneyness":1.5029,"type":"call","iv":0.6515,"delta":0.1166,"oi":297},{"strike":55.0,"moneyness":1.6531,"type":"call","iv":0.6226,"delta":0.0552,"oi":2756}]}],"greeks_heatmap":{"data":[{"strike":28.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0673,"call_gamma":0,"put_gamma":0.032304,"call_theta":0,"put_theta":-0.0199,"call_vega":0,"put_vega":0.0082,"call_oi":0,"put_oi":64},{"strike":29.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0682,"call_gamma":0,"put_gamma":0.041045,"call_theta":0,"put_theta":-0.0159,"call_vega":0,"put_vega":0.0083,"call_oi":0,"put_oi":107},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.139,"call_gamma":0,"put_gamma":0.065582,"call_theta":0,"put_theta":-0.0282,"call_vega":0,"put_vega":0.0139,"call_oi":0,"put_oi":125},{"strike":31.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2266,"call_gamma":0,"put_gamma":0.087563,"call_theta":0,"put_theta":-0.0389,"call_vega":0,"put_vega":0.0189,"call_oi":0,"put_oi":100},{"strike":32.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3278,"call_gamma":0,"put_gamma":0.105996,"call_theta":0,"put_theta":-0.046,"call_vega":0,"put_vega":0.0227,"call_oi":0,"put_oi":206},{"strike":33.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.4432,"call_gamma":0,"put_gamma":0.107747,"call_theta":0,"put_theta":-0.0538,"call_vega":0,"put_vega":0.0248,"call_oi":0,"put_oi":831},{"strike":34.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4375,"put_delta":-0.559,"call_gamma":0.121034,"put_gamma":0.11697,"call_theta":-0.0509,"put_theta":-0.0488,"call_vega":0.0247,"put_vega":0.0248,"call_oi":56,"put_oi":204},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3195,"put_delta":-0.6569,"call_gamma":0.112859,"put_gamma":0.102865,"call_theta":-0.0447,"put_theta":-0.0477,"call_vega":0.0224,"put_vega":0.0231,"call_oi":151,"put_oi":119},{"strike":36.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2322,"put_delta":-0.7449,"call_gamma":0.092667,"put_gamma":0.088951,"call_theta":-0.0395,"put_theta":-0.0414,"call_vega":0.0192,"put_vega":0.0202,"call_oi":122,"put_oi":278},{"strike":37.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1699,"put_delta":-0.796,"call_gamma":0.073064,"put_gamma":0.072065,"call_theta":-0.0343,"put_theta":-0.0393,"call_vega":0.0159,"put_vega":0.0178,"call_oi":669,"put_oi":110},{"strike":38.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1103,"put_delta":-0.8406,"call_gamma":0.055007,"put_gamma":0.058787,"call_theta":-0.0252,"put_theta":-0.0347,"call_vega":0.0118,"put_vega":0.0152,"call_oi":229,"put_oi":108},{"strike":39.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0801,"put_delta":-0.952,"call_gamma":0.041446,"put_gamma":0.032613,"call_theta":-0.0209,"put_theta":-0.0074,"call_vega":0.0093,"put_vega":0.0063,"call_oi":633,"put_oi":55},{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0629,"put_delta":0,"call_gamma":0.032293,"put_gamma":0,"call_theta":-0.0184,"put_theta":0,"call_vega":0.0078,"put_vega":0,"call_oi":794,"put_oi":0},{"strike":41.0,"dte":14,"expiration":"10/16/2026","call_delta":0.058,"put_delta":0,"call_gamma":0.027495,"put_gamma":0,"call_theta":-0.019,"put_theta":0,"call_vega":0.0073,"put_vega":0,"call_oi":72,"put_oi":0},{"strike":42.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0441,"put_delta":0,"call_gamma":0.021438,"put_gamma":0,"call_theta":-0.0158,"put_theta":0,"call_vega":0.0059,"put_vega":0,"call_oi":1164,"put_oi":0},{"strike":43.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0182,"put_delta":0,"call_gamma":0.011319,"put_gamma":0,"call_theta":-0.0068,"put_theta":0,"call_vega":0.0028,"put_vega":0,"call_oi":132,"put_oi":0},{"strike":36.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4039,"put_delta":0,"call_gamma":0.055364,"put_gamma":0,"call_theta":-0.0296,"put_theta":0,"call_vega":0.0467,"put_vega":0,"call_oi":85,"put_oi":0},{"strike":37.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3457,"put_delta":-0.6519,"call_gamma":0.054818,"put_gamma":0.05438,"call_theta":-0.027,"put_theta":-0.0231,"call_vega":0.0445,"put_vega":0.0446,"call_oi":149,"put_oi":103},{"strike":41.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2112,"put_delta":0,"call_gamma":0.039051,"put_gamma":0,"call_theta":-0.023,"put_theta":0,"call_vega":0.0349,"put_vega":0,"call_oi":145,"put_oi":0},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8988,"put_delta":-0.1059,"call_gamma":0.020703,"put_gamma":0.020844,"call_theta":-0.0124,"put_theta":-0.0101,"call_vega":0.0269,"put_vega":0.0278,"call_oi":52,"put_oi":116},{"strike":26.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8672,"put_delta":0,"call_gamma":0.024844,"put_gamma":0,"call_theta":-0.0146,"put_theta":0,"call_vega":0.0326,"put_vega":0,"call_oi":68,"put_oi":0},{"strike":27.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8398,"put_delta":0,"call_gamma":0.029197,"put_gamma":0,"call_theta":-0.0158,"put_theta":0,"call_vega":0.037,"put_vega":0,"call_oi":157,"put_oi":0},{"strike":28.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2115,"call_gamma":0,"put_gamma":0.031897,"call_theta":0,"put_theta":-0.0163,"call_vega":0,"put_vega":0.0439,"call_oi":0,"put_oi":189},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7137,"put_delta":-0.2875,"call_gamma":0.039639,"put_gamma":0.039257,"call_theta":-0.0214,"put_theta":-0.0182,"call_vega":0.0516,"put_vega":0.0518,"call_oi":278,"put_oi":91},{"strike":32.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3771,"call_gamma":0,"put_gamma":0.043465,"call_theta":0,"put_theta":-0.0201,"call_vega":0,"put_vega":0.0577,"call_oi":0,"put_oi":241},{"strike":33.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5761,"put_delta":0,"call_gamma":0.048118,"put_gamma":0,"call_theta":-0.0228,"put_theta":0,"call_vega":0.0595,"put_vega":0,"call_oi":462,"put_oi":0},{"strike":34.0,"dte":77,"expiration":"12/18/2026","call_delta":0.531,"put_delta":0,"call_gamma":0.046692,"put_gamma":0,"call_theta":-0.024,"put_theta":0,"call_vega":0.0604,"put_vega":0,"call_oi":246,"put_oi":0},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4868,"put_delta":0,"call_gamma":0.046419,"put_gamma":0,"call_theta":-0.0241,"put_theta":0,"call_vega":0.0605,"put_vega":0,"call_oi":172,"put_oi":0},{"strike":36.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4429,"put_delta":0,"call_gamma":0.04615,"put_gamma":0,"call_theta":-0.0237,"put_theta":0,"call_vega":0.0599,"put_vega":0,"call_oi":52,"put_oi":0},{"strike":38.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3657,"put_delta":0,"call_gamma":0.04319,"put_gamma":0,"call_theta":-0.0227,"put_theta":0,"call_vega":0.0571,"put_vega":0,"call_oi":96,"put_oi":0},{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2997,"put_delta":0,"call_gamma":0.039217,"put_gamma":0,"call_theta":-0.0213,"put_theta":0,"call_vega":0.0528,"put_vega":0,"call_oi":233,"put_oi":0},{"strike":42.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2473,"put_delta":0,"call_gamma":0.034726,"put_gamma":0,"call_theta":-0.0197,"put_theta":0,"call_vega":0.048,"put_vega":0,"call_oi":54,"put_oi":0},{"strike":43.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2038,"put_delta":0,"call_gamma":0.032896,"put_gamma":0,"call_theta":-0.0167,"put_theta":0,"call_vega":0.043,"put_vega":0,"call_oi":55,"put_oi":0}],"strikes":[25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":2.32,"put_25d_iv":54.77,"call_25d_iv":52.46,"put_25d_strike":31.0,"call_25d_strike":36.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-5.04,"put_25d_iv":56.34,"call_25d_iv":61.38,"put_25d_strike":37.0,"call_25d_strike":41.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-2.73,"put_25d_iv":57.2,"call_25d_iv":59.93,"put_25d_strike":30.0,"call_25d_strike":42.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-5.72,"put_25d_iv":53.56,"call_25d_iv":59.28,"put_25d_strike":28.0,"call_25d_strike":44.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-0.34,"put_25d_iv":59.02,"call_25d_iv":59.35,"put_25d_strike":30.0,"call_25d_strike":50.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":-21.0,"put_vanna":7.0,"net_vanna":-15.0,"call_oi":512,"put_oi":62},{"strike":13.0,"call_vanna":-41.0,"put_vanna":15.0,"net_vanna":-26.0,"call_oi":447,"put_oi":115},{"strike":15.0,"call_vanna":-43.0,"put_vanna":65.0,"net_vanna":22.0,"call_oi":523,"put_oi":500},{"strike":18.0,"call_vanna":-34.0,"put_vanna":139.0,"net_vanna":106.0,"call_oi":290,"put_oi":1495},{"strike":19.0,"call_vanna":0,"put_vanna":70.0,"net_vanna":70.0,"call_oi":0,"put_oi":1287},{"strike":20.0,"call_vanna":-70.0,"put_vanna":115.0,"net_vanna":45.0,"call_oi":873,"put_oi":1376},{"strike":21.0,"call_vanna":0,"put_vanna":16.0,"net_vanna":16.0,"call_oi":0,"put_oi":276},{"strike":22.0,"call_vanna":-63.0,"put_vanna":43.0,"net_vanna":-21.0,"call_oi":573,"put_oi":459},{"strike":23.0,"call_vanna":0,"put_vanna":12.0,"net_vanna":12.0,"call_oi":0,"put_oi":177},{"strike":25.0,"call_vanna":-204.0,"put_vanna":37.0,"net_vanna":-167.0,"call_oi":1817,"put_oi":399},{"strike":26.0,"call_vanna":-40.0,"put_vanna":0,"net_vanna":-40.0,"call_oi":390,"put_oi":0},{"strike":27.0,"call_vanna":-63.0,"put_vanna":7.0,"net_vanna":-55.0,"call_oi":624,"put_oi":81},{"strike":28.0,"call_vanna":-5.0,"put_vanna":20.0,"net_vanna":15.0,"call_oi":58,"put_oi":305},{"strike":29.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":107},{"strike":30.0,"call_vanna":-105.0,"put_vanna":53.0,"net_vanna":-52.0,"call_oi":1250,"put_oi":607},{"strike":31.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":100},{"strike":32.0,"call_vanna":-61.0,"put_vanna":37.0,"net_vanna":-23.0,"call_oi":1080,"put_oi":786},{"strike":33.0,"call_vanna":-21.0,"put_vanna":7.0,"net_vanna":-14.0,"call_oi":640,"put_oi":831},{"strike":34.0,"call_vanna":-2.0,"put_vanna":2.0,"net_vanna":-1.0,"call_oi":302,"put_oi":392},{"strike":35.0,"call_vanna":-77.0,"put_vanna":-2.0,"net_vanna":-80.0,"call_oi":4088,"put_oi":179},{"strike":36.0,"call_vanna":7.0,"put_vanna":-8.0,"net_vanna":-1.0,"call_oi":380,"put_oi":278},{"strike":37.0,"call_vanna":32.0,"put_vanna":-9.0,"net_vanna":23.0,"call_oi":1055,"put_oi":270},{"strike":38.0,"call_vanna":18.0,"put_vanna":-6.0,"net_vanna":12.0,"call_oi":504,"put_oi":187},{"strike":39.0,"call_vanna":23.0,"put_vanna":-1.0,"net_vanna":22.0,"call_oi":776,"put_oi":55},{"strike":40.0,"call_vanna":108.0,"put_vanna":-1.0,"net_vanna":107.0,"call_oi":2416,"put_oi":247},{"strike":41.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":276,"put_oi":0},{"strike":42.0,"call_vanna":35.0,"put_vanna":0,"net_vanna":35.0,"call_oi":1373,"put_oi":0},{"strike":43.0,"call_vanna":94.0,"put_vanna":0,"net_vanna":94.0,"call_oi":1253,"put_oi":0},{"strike":44.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":124,"put_oi":0},{"strike":45.0,"call_vanna":59.0,"put_vanna":0,"net_vanna":59.0,"call_oi":904,"put_oi":0},{"strike":46.0,"call_vanna":29.0,"put_vanna":0,"net_vanna":29.0,"call_oi":365,"put_oi":0},{"strike":49.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":149,"put_oi":0},{"strike":50.0,"call_vanna":190.0,"put_vanna":0,"net_vanna":190.0,"call_oi":2984,"put_oi":0},{"strike":55.0,"call_vanna":137.0,"put_vanna":0,"net_vanna":137.0,"call_oi":3017,"put_oi":0}],"net_vanna":540.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":28.0,"call_charm":0,"put_charm":224.0,"net_charm":224.0,"call_oi":0,"put_oi":64},{"strike":29.0,"call_charm":0,"put_charm":303.0,"net_charm":303.0,"call_oi":0,"put_oi":107},{"strike":30.0,"call_charm":0,"put_charm":1278.0,"net_charm":1278.0,"call_oi":0,"put_oi":125},{"strike":31.0,"call_charm":0,"put_charm":2299.0,"net_charm":2299.0,"call_oi":0,"put_oi":100},{"strike":32.0,"call_charm":0,"put_charm":8094.0,"net_charm":8094.0,"call_oi":0,"put_oi":206},{"strike":33.0,"call_charm":0,"put_charm":51660.0,"net_charm":51660.0,"call_oi":0,"put_oi":831},{"strike":34.0,"call_charm":-3252.0,"put_charm":14516.0,"net_charm":11264.0,"call_oi":56,"put_oi":204},{"strike":35.0,"call_charm":-5621.0,"put_charm":9725.0,"net_charm":4104.0,"call_oi":151,"put_oi":119},{"strike":36.0,"call_charm":-3674.0,"put_charm":22325.0,"net_charm":18650.0,"call_oi":207,"put_oi":278},{"strike":37.0,"call_charm":-11207.0,"put_charm":10119.0,"net_charm":-1088.0,"call_oi":818,"put_oi":213},{"strike":38.0,"call_charm":-1662.0,"put_charm":8214.0,"net_charm":6551.0,"call_oi":229,"put_oi":108},{"strike":39.0,"call_charm":-2757.0,"put_charm":1010.0,"net_charm":-1746.0,"call_oi":633,"put_oi":55},{"strike":40.0,"call_charm":-2398.0,"put_charm":0,"net_charm":-2398.0,"call_oi":794,"put_oi":0},{"strike":41.0,"call_charm":-733.0,"put_charm":0,"net_charm":-733.0,"call_oi":217,"put_oi":0},{"strike":42.0,"call_charm":-2111.0,"put_charm":0,"net_charm":-2111.0,"call_oi":1164,"put_oi":0},{"strike":43.0,"call_charm":-43.0,"put_charm":0,"net_charm":-43.0,"call_oi":132,"put_oi":0},{"strike":45.0,"call_charm":-46.0,"put_charm":0,"net_charm":-46.0,"call_oi":154,"put_oi":0},{"strike":50.0,"call_charm":-3959.0,"put_charm":0,"net_charm":-3959.0,"call_oi":259,"put_oi":0}],"net_charm":92303.0,"weekend_delta_shift":276910.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":48941.0,"put_delta":-116995.0,"net_delta":-68054.0,"call_oi":4552,"put_oi":2364,"total_oi":6916,"total_volume":175,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":18056.0,"put_delta":-13911.0,"net_delta":4145.0,"call_oi":596,"put_oi":275,"total_oi":871,"total_volume":65,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":156281.0,"put_delta":-36626.0,"net_delta":119655.0,"call_oi":5934,"put_oi":1352,"total_oi":7286,"total_volume":50,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":671556.0,"put_delta":-97649.0,"net_delta":573907.0,"call_oi":12274,"put_oi":5999,"total_oi":18273,"total_volume":3,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":62127.0,"put_delta":-9234.0,"net_delta":52893.0,"call_oi":1070,"put_oi":301,"total_oi":1371,"total_volume":34,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":386977.0,"put_delta":-28486.0,"net_delta":358491.0,"call_oi":5693,"put_oi":1803,"total_oi":7496,"total_volume":6,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":10903.0,"put_delta":-77.0,"net_delta":10826.0,"call_oi":172,"put_oi":2,"total_oi":174,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":33.0,"straddle_price":2.72,"straddle_pct":8.19,"implied_move":8.19,"avg_iv":54.4},{"expiration":"12/18/2026","dte":77,"strike":33.0,"straddle_price":6.7,"straddle_pct":20.14,"implied_move":20.14,"avg_iv":55.8},{"expiration":"01/15/2027","dte":105,"strike":33.0,"straddle_price":7.85,"straddle_pct":23.59,"implied_move":23.59,"avg_iv":56.0},{"expiration":"03/19/2027","dte":168,"strike":33.0,"straddle_price":10.05,"straddle_pct":30.21,"implied_move":30.21,"avg_iv":56.9},{"expiration":"01/21/2028","dte":476,"strike":32.0,"straddle_price":17.2,"straddle_pct":51.7,"implied_move":51.7,"avg_iv":60.1}],"volume_profile":{"profile":[{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":512,"put_oi":63,"total_oi":575,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":616,"put_oi":136,"total_oi":752,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":533,"put_oi":501,"total_oi":1034,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":2,"total_oi":12,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":290,"put_oi":1500,"total_oi":1790,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":1289,"total_oi":1314,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":922,"put_oi":1413,"total_oi":2335,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":290,"total_oi":293,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":573,"put_oi":518,"total_oi":1091,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":232,"total_oi":251,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":86,"total_oi":128,"bias":"neutral"},{"strike":25.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1884,"put_oi":421,"total_oi":2305,"bias":"bullish"},{"strike":26.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":390,"put_oi":75,"total_oi":465,"bias":"bullish"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":652,"put_oi":183,"total_oi":835,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":125,"put_oi":332,"total_oi":457,"bias":"neutral"},{"strike":29.0,"call_volume":1,"put_volume":50,"total_volume":51,"call_oi":38,"put_oi":167,"total_oi":205,"bias":"bearish"},{"strike":30.0,"call_volume":3,"put_volume":2,"total_volume":5,"call_oi":1323,"put_oi":654,"total_oi":1977,"bias":"neutral"},{"strike":31.0,"call_volume":1,"put_volume":4,"total_volume":5,"call_oi":88,"put_oi":223,"total_oi":311,"bias":"bearish"},{"strike":32.0,"call_volume":1,"put_volume":5,"total_volume":6,"call_oi":1125,"put_oi":808,"total_oi":1933,"bias":"bearish"},{"strike":33.0,"call_volume":1,"put_volume":11,"total_volume":12,"call_oi":658,"put_oi":951,"total_oi":1609,"bias":"bearish"},{"strike":34.0,"call_volume":27,"put_volume":12,"total_volume":39,"call_oi":345,"put_oi":509,"total_oi":854,"bias":"bullish"},{"strike":35.0,"call_volume":76,"put_volume":1,"total_volume":77,"call_oi":4116,"put_oi":321,"total_oi":4437,"bias":"bullish"},{"strike":36.0,"call_volume":27,"put_volume":10,"total_volume":37,"call_oi":380,"put_oi":329,"total_oi":709,"bias":"bullish"},{"strike":37.0,"call_volume":15,"put_volume":0,"total_volume":15,"call_oi":1095,"put_oi":299,"total_oi":1394,"bias":"bullish"},{"strike":38.0,"call_volume":3,"put_volume":7,"total_volume":10,"call_oi":546,"put_oi":219,"total_oi":765,"bias":"bearish"},{"strike":39.0,"call_volume":21,"put_volume":0,"total_volume":21,"call_oi":883,"put_oi":69,"total_oi":952,"bias":"bullish"},{"strike":40.0,"call_volume":17,"put_volume":0,"total_volume":17,"call_oi":2441,"put_oi":315,"total_oi":2756,"bias":"bullish"},{"strike":41.0,"call_volume":1,"put_volume":3,"total_volume":4,"call_oi":313,"put_oi":53,"total_oi":366,"bias":"bearish"},{"strike":42.0,"call_volume":1,"put_volume":3,"total_volume":4,"call_oi":1389,"put_oi":11,"total_oi":1400,"bias":"bearish"},{"strike":43.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":1278,"put_oi":2,"total_oi":1280,"bias":"bullish"},{"strike":44.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":160,"put_oi":8,"total_oi":168,"bias":"bullish"},{"strike":45.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":961,"put_oi":52,"total_oi":1013,"bias":"bullish"},{"strike":46.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":391,"put_oi":51,"total_oi":442,"bias":"bullish"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":0,"total_oi":63,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":0,"total_oi":63,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":153,"put_oi":0,"total_oi":153,"bias":"neutral"},{"strike":50.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2994,"put_oi":8,"total_oi":3002,"bias":"bullish"},{"strike":55.0,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":3066,"put_oi":6,"total_oi":3072,"bias":"bullish"}],"underlying_price":33.27000045776367,"peak_call_strike":35.0,"peak_put_strike":29.0,"total_call_volume":229,"total_put_volume":108,"volume_pc_ratio":0.472},"iv_contours":{"x":[0.72,0.75,0.78,0.81,0.84,0.87,0.9,0.93,0.96,0.99,1.02,1.05,1.08,1.11,1.14,1.17,1.2,1.23,1.26,1.29],"y":[14,49,77,105,168],"z":[[null,null,null,69.3,64.2,51.06,58.28,54.77,56.06,54.44,52.78,53.68,54.98,58.88,60.16,52.97,58.05,69.25,69.29,62.78],[null,null,null,null,null,59.11,null,59.55,56.64,57.02,56.18,57.93,57.66,56.05,61.66,59.27,59.64,61.38,null,59.85],[57.89,57.09,57.3,56.05,57.26,57.29,56.87,55.61,56.89,55.81,57.1,57.44,57.91,57.97,56.52,56.53,58.82,58.42,59.93,56.69],[57.25,55.31,56.1,54.57,56.33,56.61,56.23,55.98,55.29,56.04,54.59,56.51,55.26,55.46,56.65,55.48,55.01,54.96,56.0,57.3],[56.98,59.36,62.08,58.04,59.87,null,58.52,55.0,null,56.95,57.8,57.19,58.29,55.99,56.2,56.71,55.54,null,null,null]],"levels":[51.1,52.9,54.7,56.5,58.4,60.2,62.0,63.8,65.7,67.5,69.3],"min_iv":51.1,"max_iv":69.3},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":33.0,"atm_iv":50.51,"otm_strike":35.0,"otm_iv":50.43,"itm_strike":32.0,"itm_iv":57.85,"iv_butterfly":7.27,"price_butterfly":-0.05,"convexity":"high_convexity"},{"expiration":"11/20/2026","dte":49,"atm_strike":35.0,"atm_iv":57.51,"otm_strike":35.0,"otm_iv":57.51,"itm_strike":31.0,"itm_iv":61.94,"iv_butterfly":4.43,"price_butterfly":2.12,"convexity":"high_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":33.0,"atm_iv":53.62,"otm_strike":35.0,"otm_iv":56.58,"itm_strike":32.0,"itm_iv":56.23,"iv_butterfly":5.58,"price_butterfly":-0.03,"convexity":"high_convexity"},{"expiration":"01/15/2027","dte":105,"atm_strike":33.0,"atm_iv":56.64,"otm_strike":35.0,"otm_iv":55.87,"itm_strike":32.0,"itm_iv":53.95,"iv_butterfly":-3.46,"price_butterfly":-0.6,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":33.0,"atm_iv":56.05,"otm_strike":35.0,"otm_iv":56.94,"itm_strike":30.0,"itm_iv":60.12,"iv_butterfly":4.96,"price_butterfly":1.05,"convexity":"high_convexity"},{"expiration":"01/21/2028","dte":476,"atm_strike":32.0,"atm_iv":60.5,"otm_strike":35.0,"otm_iv":62.7,"itm_strike":32.0,"itm_iv":60.5,"iv_butterfly":2.2,"price_butterfly":-0.8,"convexity":"high_convexity"}],"iv_history":[{"date":"2026-09-14","iv":89.12},{"date":"2026-09-15","iv":94.54},{"date":"2026-09-16","iv":87.5},{"date":"2026-09-17","iv":80.13},{"date":"2026-09-18","iv":70.12},{"date":"2026-09-21","iv":67.21},{"date":"2026-09-22","iv":66.3},{"date":"2026-09-23","iv":66.9},{"date":"2026-09-24","iv":62.5},{"date":"2026-09-25","iv":62.6},{"date":"2026-09-28","iv":64.2},{"date":"2026-09-29","iv":65.7},{"date":"2026-09-30","iv":65.6},{"date":"2026-10-01","iv":63.0},{"date":"2026-10-02","iv":61.8}]}}