{"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":"SUN","summary":{"name":"SUN","price":74.73,"total_oi":14773,"call_oi":11654,"put_oi":3119,"pc_ratio":0.268,"net_gex":1545783.64,"avg_iv":34.8,"iv_rank":2.3,"iv_52w_high":77.15,"iv_52w_low":33.8,"gamma_flip":63.97,"max_pain":65.0},"features":{"symbol":"SUN","price":74.73,"total_oi":14773,"analysis_coverage":1.0,"avg_iv_pct":34.8,"iv_rank":2.3,"iv_52w_high_pct":77.15,"iv_52w_low_pct":33.8,"front_dte":14,"front_atm_iv_pct":28.3384,"back_atm_iv_pct":27.7841,"term_premium_pp":0.5543,"expected_move_front_pct":5.55,"straddle_front_pct":4.35,"straddle_30d_pct":4.35,"risk_reversal_front_pp":-0.87,"risk_reversal_30d_pp":-0.87,"butterfly_front_pp":-0.27,"butterfly_30d_pp":-0.27,"put_call_oi_ratio":0.268,"put_call_oi_front_ratio":0.256,"put_call_volume_front_ratio":3.941,"option_volume":371,"volume_oi_ratio":0.025113,"net_delta_normalized":0.28472,"dealer_delta_normalized":-0.271132,"gex_per_100k_oi":10463573.004806,"vanna_per_100k_oi":1028.904082,"charm_per_100k_oi":-139125.43153,"weekend_delta_shift_per_100k_oi":-417376.294591,"iv_surface_range_pp":60.2,"gamma_flip_distance_pct":-14.398501,"max_pain_distance_pct":-13.020206,"peak_call_distance_pct":13.742807,"peak_put_distance_pct":-2.984076},"analyses":{"gamma_walls":[{"strike":27.5,"call_gex":0.0,"put_gex":-6.28,"net_gex":-6.28,"call_oi":0,"put_oi":1},{"strike":35.0,"call_gex":0.0,"put_gex":-90.99,"net_gex":-90.99,"call_oi":0,"put_oi":7},{"strike":40.0,"call_gex":0.0,"put_gex":-122.43,"net_gex":-122.43,"call_oi":0,"put_oi":7},{"strike":42.5,"call_gex":0.0,"put_gex":-30.28,"net_gex":-30.28,"call_oi":0,"put_oi":2},{"strike":45.0,"call_gex":0.0,"put_gex":-384.37,"net_gex":-384.37,"call_oi":0,"put_oi":21},{"strike":47.5,"call_gex":0.0,"put_gex":-311.34,"net_gex":-311.34,"call_oi":0,"put_oi":12},{"strike":50.0,"call_gex":0.0,"put_gex":-1106.29,"net_gex":-1106.29,"call_oi":7,"put_oi":41},{"strike":52.5,"call_gex":0.0,"put_gex":-580.73,"net_gex":-580.73,"call_oi":0,"put_oi":15},{"strike":55.0,"call_gex":0.0,"put_gex":-13110.15,"net_gex":-13110.15,"call_oi":51,"put_oi":323},{"strike":57.5,"call_gex":0.0,"put_gex":-2571.53,"net_gex":-2571.53,"call_oi":98,"put_oi":53},{"strike":60.0,"call_gex":0.0,"put_gex":-8418.08,"net_gex":-8418.08,"call_oi":149,"put_oi":140},{"strike":62.5,"call_gex":0.0,"put_gex":-20446.52,"net_gex":-20446.52,"call_oi":360,"put_oi":244},{"strike":65.0,"call_gex":104594.73,"put_gex":-24151.87,"net_gex":80442.85,"call_oi":1509,"put_oi":217},{"strike":67.5,"call_gex":134324.57,"put_gex":-16571.09,"net_gex":117753.48,"call_oi":891,"put_oi":110},{"strike":70.0,"call_gex":179227.22,"put_gex":-35807.0,"net_gex":143420.21,"call_oi":850,"put_oi":192},{"strike":72.5,"call_gex":83849.25,"put_gex":-118882.72,"net_gex":-35033.47,"call_oi":277,"put_oi":505},{"strike":75.0,"call_gex":295906.8,"put_gex":-40245.09,"net_gex":255661.71,"call_oi":1108,"put_oi":142},{"strike":77.5,"call_gex":390698.95,"put_gex":-30467.74,"net_gex":360231.21,"call_oi":1366,"put_oi":117},{"strike":80.0,"call_gex":356754.37,"put_gex":-24982.94,"net_gex":331771.43,"call_oi":1541,"put_oi":166},{"strike":82.5,"call_gex":128668.63,"put_gex":-3480.11,"net_gex":125188.52,"call_oi":687,"put_oi":30},{"strike":85.0,"call_gex":34859.8,"put_gex":-15860.65,"net_gex":18999.14,"call_oi":222,"put_oi":120},{"strike":87.5,"call_gex":29211.07,"put_gex":-4988.66,"net_gex":24222.41,"call_oi":251,"put_oi":47},{"strike":90.0,"call_gex":191262.85,"put_gex":-14036.22,"net_gex":177226.63,"call_oi":1883,"put_oi":132},{"strike":95.0,"call_gex":26999.14,"put_gex":-17279.31,"net_gex":9719.84,"call_oi":371,"put_oi":199},{"strike":100.0,"call_gex":67.27,"put_gex":-6031.09,"net_gex":-5963.81,"call_oi":1,"put_oi":82},{"strike":105.0,"call_gex":1709.68,"put_gex":-10701.22,"net_gex":-8991.54,"call_oi":32,"put_oi":165},{"strike":110.0,"call_gex":0.0,"put_gex":-1686.0,"net_gex":-1686.0,"call_oi":0,"put_oi":29}],"pain_by_strike":[{"strike":27.5,"call_value":0,"put_value":144547.5,"total_value":144547.5},{"strike":35.0,"call_value":0.0,"put_value":121162.5,"total_value":121162.5},{"strike":40.0,"call_value":0.0,"put_value":105607.5,"total_value":105607.5},{"strike":42.5,"call_value":0.0,"put_value":97847.5,"total_value":97847.5},{"strike":45.0,"call_value":0.0,"put_value":90092.5,"total_value":90092.5},{"strike":47.5,"call_value":0.0,"put_value":82390.0,"total_value":82390.0},{"strike":50.0,"call_value":0.0,"put_value":74717.5,"total_value":74717.5},{"strike":52.5,"call_value":17.5,"put_value":67147.5,"total_value":67165.0},{"strike":55.0,"call_value":35.0,"put_value":59615.0,"total_value":59650.0},{"strike":57.5,"call_value":180.0,"put_value":52890.0,"total_value":53070.0},{"strike":60.0,"call_value":570.0,"put_value":46297.5,"total_value":46867.5},{"strike":62.5,"call_value":1332.5,"put_value":40055.0,"total_value":41387.5},{"strike":65.0,"call_value":2995.0,"put_value":34422.5,"total_value":37417.5},{"strike":67.5,"call_value":8430.0,"put_value":29332.5,"total_value":37762.5},{"strike":70.0,"call_value":16092.5,"put_value":24517.5,"total_value":40610.0},{"strike":72.5,"call_value":25880.0,"put_value":20182.5,"total_value":46062.5},{"strike":75.0,"call_value":36360.0,"put_value":17110.0,"total_value":53470.0},{"strike":77.5,"call_value":49610.0,"put_value":14392.5,"total_value":64002.5},{"strike":80.0,"call_value":66275.0,"put_value":11967.5,"total_value":78242.5},{"strike":82.5,"call_value":86792.5,"put_value":9957.5,"total_value":96750.0},{"strike":85.0,"call_value":109027.5,"put_value":8022.5,"total_value":117050.0},{"strike":87.5,"call_value":131817.5,"put_value":6387.5,"total_value":138205.0},{"strike":90.0,"call_value":155235.0,"put_value":4870.0,"total_value":160105.0},{"strike":95.0,"call_value":211485.0,"put_value":2495.0,"total_value":213980.0},{"strike":100.0,"call_value":269590.0,"put_value":1115.0,"total_value":270705.0},{"strike":105.0,"call_value":327700.0,"put_value":145.0,"total_value":327845.0},{"strike":110.0,"call_value":385970.0,"put_value":0,"total_value":385970.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":56.6,"strike":65.0},{"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":63.2,"strike":50.36},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":42.1,"strike":67.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":25.9,"strike":67.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":30.2,"strike":71.25},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":34.8,"strike":72.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":27.4,"strike":71.25},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":28.8,"strike":75.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":23.4,"strike":75.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":27.8,"strike":75.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":28.7,"strike":78.33},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":24.6,"strike":78.75},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":30.0,"strike":78.75},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":24.8,"strike":82.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":25.2,"strike":82.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":29.8,"strike":82.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":79.1,"strike":85.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":48.3,"strike":95.83},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":39.4,"strike":91.43}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":11,"total_oi":1153},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":4,"total_oi":81},{"expiration":"12/18/2026","dte":77,"iv":0.2576,"contract_count":12,"total_oi":4275},{"expiration":"03/19/2027","dte":168,"iv":0.2467,"contract_count":12,"total_oi":1756}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.55,"expected_move_2std":11.1,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.18,"expected_move_2std":20.36,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":13.07,"expected_move_2std":26.15,"contract_count":6},{"expiration":"03/19/2027","dte":168,"expected_move_1std":19.1,"expected_move_2std":38.21,"contract_count":6}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":971,"put_oi":249,"total_oi":1220,"pc_ratio":0.256,"pc_ratio_volume":3.941,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":323,"put_oi":17,"total_oi":340,"pc_ratio":0.053,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":7699,"put_oi":2225,"total_oi":9924,"pc_ratio":0.289,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":2661,"put_oi":628,"total_oi":3289,"pc_ratio":0.236,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":27.5,"call_delta_oi":0,"put_delta_oi":-2.0,"dealer_delta":2.0,"call_oi":0,"put_oi":1},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-31.0,"dealer_delta":31.0,"call_oi":0,"put_oi":7},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-36.0,"dealer_delta":36.0,"call_oi":0,"put_oi":7},{"strike":42.5,"call_delta_oi":0,"put_delta_oi":-6.0,"dealer_delta":6.0,"call_oi":0,"put_oi":2},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-72.0,"dealer_delta":72.0,"call_oi":0,"put_oi":21},{"strike":47.5,"call_delta_oi":0,"put_delta_oi":-70.0,"dealer_delta":70.0,"call_oi":0,"put_oi":12},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-189.0,"dealer_delta":189.0,"call_oi":0,"put_oi":41},{"strike":52.5,"call_delta_oi":0,"put_delta_oi":-120.0,"dealer_delta":120.0,"call_oi":0,"put_oi":15},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-1913.0,"dealer_delta":1913.0,"call_oi":0,"put_oi":323},{"strike":57.5,"call_delta_oi":0,"put_delta_oi":-326.0,"dealer_delta":326.0,"call_oi":0,"put_oi":53},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-934.0,"dealer_delta":934.0,"call_oi":0,"put_oi":140},{"strike":62.5,"call_delta_oi":0,"put_delta_oi":-2458.0,"dealer_delta":2458.0,"call_oi":0,"put_oi":244},{"strike":65.0,"call_delta_oi":141444.0,"put_delta_oi":-3212.0,"dealer_delta":-138232.0,"call_oi":1469,"put_oi":217},{"strike":67.5,"call_delta_oi":78610.0,"put_delta_oi":-1743.0,"dealer_delta":-76867.0,"call_oi":891,"put_oi":110},{"strike":70.0,"call_delta_oi":65976.0,"put_delta_oi":-4595.0,"dealer_delta":-61381.0,"call_oi":850,"put_oi":192},{"strike":72.5,"call_delta_oi":18936.0,"put_delta_oi":-17655.0,"dealer_delta":-1282.0,"call_oi":277,"put_oi":505},{"strike":75.0,"call_delta_oi":60511.0,"put_delta_oi":-6634.0,"dealer_delta":-53877.0,"call_oi":1108,"put_oi":142},{"strike":77.5,"call_delta_oi":55775.0,"put_delta_oi":-6873.0,"dealer_delta":-48902.0,"call_oi":1366,"put_oi":117},{"strike":80.0,"call_delta_oi":45833.0,"put_delta_oi":-9532.0,"dealer_delta":-36301.0,"call_oi":1541,"put_oi":166},{"strike":82.5,"call_delta_oi":18251.0,"put_delta_oi":-1727.0,"dealer_delta":-16524.0,"call_oi":687,"put_oi":30},{"strike":85.0,"call_delta_oi":5202.0,"put_delta_oi":-8277.0,"dealer_delta":3075.0,"call_oi":222,"put_oi":120},{"strike":87.5,"call_delta_oi":2586.0,"put_delta_oi":-3089.0,"dealer_delta":503.0,"call_oi":251,"put_oi":47},{"strike":90.0,"call_delta_oi":19956.0,"put_delta_oi":-10025.0,"dealer_delta":-9932.0,"call_oi":1883,"put_oi":132},{"strike":95.0,"call_delta_oi":3122.0,"put_delta_oi":-16018.0,"dealer_delta":12896.0,"call_oi":371,"put_oi":199},{"strike":100.0,"call_delta_oi":10.0,"put_delta_oi":-6209.0,"dealer_delta":6199.0,"call_oi":1,"put_oi":82},{"strike":105.0,"call_delta_oi":1165.0,"put_delta_oi":-12805.0,"dealer_delta":11641.0,"call_oi":32,"put_oi":165},{"strike":110.0,"call_delta_oi":0,"put_delta_oi":-2283.0,"dealer_delta":2283.0,"call_oi":0,"put_oi":29}],"net_dealer_delta":-400544.0,"total_call_delta":517377.0,"total_put_delta":-116833.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":74.7300033569336,"strikes":[{"strike":75.0,"moneyness":1.0036,"type":"call","iv":0.222,"delta":0.5716,"oi":283},{"strike":77.5,"moneyness":1.0371,"type":"call","iv":0.2244,"delta":0.4857,"oi":617},{"strike":80.0,"moneyness":1.0705,"type":"call","iv":0.2254,"delta":0.4039,"oi":621},{"strike":82.5,"moneyness":1.104,"type":"call","iv":0.1995,"delta":0.301,"oi":515},{"strike":85.0,"moneyness":1.1374,"type":"call","iv":0.2334,"delta":0.2698,"oi":141},{"strike":105.0,"moneyness":1.4051,"type":"put","iv":0.51,"delta":-0.7755,"oi":164}]},{"expiration":"10/16/2026","underlying_price":74.7300033569336,"strikes":[{"strike":77.5,"moneyness":1.0371,"type":"call","iv":0.2715,"delta":0.2562,"oi":354},{"strike":80.0,"moneyness":1.0705,"type":"call","iv":0.3143,"delta":0.137,"oi":449}]},{"expiration":"11/20/2026","underlying_price":74.7300033569336,"strikes":[{"strike":87.5,"moneyness":1.1709,"type":"call","iv":0.3168,"delta":0.1026,"oi":250}]},{"expiration":"12/18/2026","underlying_price":74.7300033569336,"strikes":[{"strike":55.0,"moneyness":0.736,"type":"put","iv":0.4758,"delta":-0.0592,"oi":323},{"strike":60.0,"moneyness":0.8029,"type":"put","iv":0.3524,"delta":-0.0667,"oi":140},{"strike":62.5,"moneyness":0.8363,"type":"put","iv":0.3391,"delta":-0.0986,"oi":235},{"strike":65.0,"moneyness":0.8698,"type":"put","iv":0.3276,"delta":-0.1429,"oi":194},{"strike":65.0,"moneyness":0.8698,"type":"call","iv":0.1866,"delta":0.9629,"oi":1469},{"strike":67.5,"moneyness":0.9033,"type":"call","iv":0.2113,"delta":0.8841,"oi":843},{"strike":70.0,"moneyness":0.9367,"type":"call","iv":0.2288,"delta":0.7774,"oi":786},{"strike":70.0,"moneyness":0.9367,"type":"put","iv":0.3222,"delta":-0.2815,"oi":144},{"strike":72.5,"moneyness":0.9702,"type":"put","iv":0.3407,"delta":-0.3709,"oi":391},{"strike":72.5,"moneyness":0.9702,"type":"call","iv":0.2046,"delta":0.6794,"oi":234},{"strike":75.0,"moneyness":1.0036,"type":"put","iv":0.3166,"delta":-0.4568,"oi":108},{"strike":75.0,"moneyness":1.0036,"type":"call","iv":0.2397,"delta":0.5409,"oi":744},{"strike":77.5,"moneyness":1.0371,"type":"call","iv":0.2479,"delta":0.4259,"oi":374},{"strike":80.0,"moneyness":1.0705,"type":"call","iv":0.2391,"delta":0.3124,"oi":452},{"strike":82.5,"moneyness":1.104,"type":"call","iv":0.2312,"delta":0.2116,"oi":124},{"strike":90.0,"moneyness":1.2043,"type":"call","iv":0.2937,"delta":0.1048,"oi":1850},{"strike":95.0,"moneyness":1.2712,"type":"call","iv":0.3421,"delta":0.0803,"oi":326},{"strike":95.0,"moneyness":1.2712,"type":"put","iv":0.4965,"delta":-0.8178,"oi":171}]}],"greeks_heatmap":{"data":[{"strike":72.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2527,"call_gamma":0,"put_gamma":0.086213,"call_theta":0,"put_theta":-0.0433,"call_vega":0,"put_vega":0.0451,"call_oi":0,"put_oi":90},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0.496,"put_delta":0,"call_gamma":0.096419,"put_gamma":0,"call_theta":-0.0676,"put_theta":0,"call_vega":0.0563,"put_vega":0,"call_oi":56,"put_oi":0},{"strike":77.5,"dte":14,"expiration":"10/16/2026","call_delta":0.2562,"put_delta":0,"call_gamma":0.084062,"put_gamma":0,"call_theta":-0.0496,"put_theta":0,"call_vega":0.0454,"put_vega":0,"call_oi":354,"put_oi":0},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0.137,"put_delta":0,"call_gamma":0.049487,"put_gamma":0,"call_theta":-0.0385,"put_theta":0,"call_vega":0.0309,"put_vega":0,"call_oi":449,"put_oi":0},{"strike":87.5,"dte":49,"expiration":"11/20/2026","call_delta":0.1026,"put_delta":0,"call_gamma":0.020824,"put_gamma":0,"call_theta":-0.0168,"put_theta":0,"call_vega":0.0485,"put_vega":0,"call_oi":250,"put_oi":0},{"strike":55.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0592,"call_gamma":0,"put_gamma":0.007268,"call_theta":0,"put_theta":-0.012,"call_vega":0,"put_vega":0.0402,"call_oi":0,"put_oi":323},{"strike":57.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0615,"call_gamma":0,"put_gamma":0.008688,"call_theta":0,"put_theta":-0.0106,"call_vega":0,"put_vega":0.0414,"call_oi":98,"put_oi":53},{"strike":60.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0667,"call_gamma":0,"put_gamma":0.010767,"call_theta":0,"put_theta":-0.0096,"call_vega":0,"put_vega":0.0441,"call_oi":125,"put_oi":140},{"strike":62.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0986,"call_gamma":0,"put_gamma":0.015023,"call_theta":0,"put_theta":-0.0123,"call_vega":0,"put_vega":0.0592,"call_oi":199,"put_oi":235},{"strike":65.0,"dte":77,"expiration":"12/18/2026","call_delta":0.9629,"put_delta":-0.1429,"call_gamma":0.01275,"put_gamma":0.020209,"call_theta":-0.0106,"put_theta":-0.0152,"call_vega":0.0277,"put_vega":0.077,"call_oi":1469,"put_oi":194},{"strike":67.5,"dte":77,"expiration":"12/18/2026","call_delta":0.8841,"put_delta":-0.1942,"call_gamma":0.0271,"put_gamma":0.026376,"call_theta":-0.016,"put_theta":-0.017,"call_vega":0.0666,"put_vega":0.0938,"call_oi":843,"put_oi":67},{"strike":70.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7774,"put_delta":-0.2815,"call_gamma":0.038213,"put_gamma":0.030717,"call_theta":-0.0213,"put_theta":-0.0217,"call_vega":0.1017,"put_vega":0.1151,"call_oi":786,"put_oi":144},{"strike":72.5,"dte":77,"expiration":"12/18/2026","call_delta":0.6794,"put_delta":-0.3709,"call_gamma":0.05129,"put_gamma":0.032523,"call_theta":-0.0218,"put_theta":-0.0253,"call_vega":0.122,"put_vega":0.1289,"call_oi":234,"put_oi":391},{"strike":75.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5409,"put_delta":-0.4568,"call_gamma":0.048549,"put_gamma":0.036731,"call_theta":-0.0256,"put_theta":-0.0237,"call_vega":0.1353,"put_vega":0.1352,"call_oi":744,"put_oi":108},{"strike":77.5,"dte":77,"expiration":"12/18/2026","call_delta":0.4259,"put_delta":0,"call_gamma":0.046373,"put_gamma":0,"call_theta":-0.0252,"put_theta":0,"call_vega":0.1337,"put_vega":0,"call_oi":374,"put_oi":0},{"strike":80.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3124,"put_delta":-0.6116,"call_gamma":0.043419,"put_gamma":0.03154,"call_theta":-0.0215,"put_theta":-0.0244,"call_vega":0.1207,"put_vega":0.1307,"call_oi":452,"put_oi":93},{"strike":82.5,"dte":77,"expiration":"12/18/2026","call_delta":0.2116,"put_delta":0,"call_gamma":0.036716,"put_gamma":0,"call_theta":-0.0167,"put_theta":0,"call_vega":0.0987,"put_vega":0,"call_oi":124,"put_oi":0},{"strike":85.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1655,"put_delta":-0.7342,"call_gamma":0.028594,"put_gamma":0.02599,"call_theta":-0.0156,"put_theta":-0.0195,"call_vega":0.0848,"put_vega":0.1119,"call_oi":70,"put_oi":75},{"strike":90.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1048,"put_delta":-0.7876,"call_gamma":0.018137,"put_gamma":0.019663,"call_theta":-0.0128,"put_theta":-0.0194,"call_vega":0.0619,"put_vega":0.0989,"call_oi":1850,"put_oi":99},{"strike":95.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0803,"put_delta":-0.8178,"call_gamma":0.012786,"put_gamma":0.015617,"call_theta":-0.0121,"put_theta":-0.0199,"call_vega":0.0509,"put_vega":0.0902,"call_oi":326,"put_oi":171}],"strikes":[55.0,57.5,60.0,62.5,65.0,67.5,70.0,72.5,75.0,77.5,80.0,82.5,85.0,87.5,90.0,95.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-0.87,"put_25d_iv":26.28,"call_25d_iv":27.15,"put_25d_strike":72.5,"call_25d_strike":77.5,"skew":"neutral"},{"expiration":"12/18/2026","dte":77,"risk_reversal":9.1,"put_25d_iv":32.22,"call_25d_iv":23.12,"put_25d_strike":70.0,"call_25d_strike":82.5,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":13.98,"put_25d_iv":37.32,"call_25d_iv":23.34,"put_25d_strike":80.0,"call_25d_strike":85.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":55.0,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":323},{"strike":57.5,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":53},{"strike":60.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":140},{"strike":62.5,"call_vanna":0,"put_vanna":15.0,"net_vanna":15.0,"call_oi":0,"put_oi":235},{"strike":65.0,"call_vanna":-50.0,"put_vanna":14.0,"net_vanna":-36.0,"call_oi":1469,"put_oi":194},{"strike":67.5,"call_vanna":-58.0,"put_vanna":5.0,"net_vanna":-53.0,"call_oi":843,"put_oi":67},{"strike":70.0,"call_vanna":-66.0,"put_vanna":10.0,"net_vanna":-56.0,"call_oi":844,"put_oi":144},{"strike":72.5,"call_vanna":-14.0,"put_vanna":20.0,"net_vanna":6.0,"call_oi":234,"put_oi":481},{"strike":75.0,"call_vanna":-22.0,"put_vanna":2.0,"net_vanna":-20.0,"call_oi":1083,"put_oi":108},{"strike":77.5,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":1345,"put_oi":0},{"strike":80.0,"call_vanna":72.0,"put_vanna":-5.0,"net_vanna":67.0,"call_oi":1522,"put_oi":166},{"strike":82.5,"call_vanna":58.0,"put_vanna":0,"net_vanna":58.0,"call_oi":639,"put_oi":0},{"strike":85.0,"call_vanna":20.0,"put_vanna":-5.0,"net_vanna":15.0,"call_oi":211,"put_oi":75},{"strike":87.5,"call_vanna":13.0,"put_vanna":0,"net_vanna":13.0,"call_oi":250,"put_oi":0},{"strike":90.0,"call_vanna":121.0,"put_vanna":-8.0,"net_vanna":114.0,"call_oi":1850,"put_oi":99},{"strike":95.0,"call_vanna":19.0,"put_vanna":-13.0,"net_vanna":6.0,"call_oi":326,"put_oi":171},{"strike":100.0,"call_vanna":0,"put_vanna":-9.0,"net_vanna":-9.0,"call_oi":0,"put_oi":81},{"strike":105.0,"call_vanna":0,"put_vanna":-18.0,"net_vanna":-18.0,"call_oi":0,"put_oi":164}],"net_vanna":152.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":72.5,"call_charm":0,"put_charm":2567.0,"net_charm":2567.0,"call_oi":0,"put_oi":90},{"strike":75.0,"call_charm":-4896.0,"put_charm":0,"net_charm":-4896.0,"call_oi":56,"put_oi":0},{"strike":77.5,"call_charm":-11720.0,"put_charm":0,"net_charm":-11720.0,"call_oi":354,"put_oi":0},{"strike":80.0,"call_charm":-6182.0,"put_charm":0,"net_charm":-6182.0,"call_oi":449,"put_oi":0},{"strike":87.5,"call_charm":-322.0,"put_charm":0,"net_charm":-322.0,"call_oi":250,"put_oi":0}],"net_charm":-20553.0,"weekend_delta_shift":-61659.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":21778.0,"put_delta":-7688.0,"net_delta":14090.0,"call_oi":962,"put_oi":249,"total_oi":1211,"total_volume":84,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":5238.0,"put_delta":-670.0,"net_delta":4568.0,"call_oi":323,"put_oi":17,"total_oi":340,"total_volume":16,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":389050.0,"put_delta":-68711.0,"net_delta":320339.0,"call_oi":7272,"put_oi":2225,"total_oi":9497,"total_volume":2,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":101312.0,"put_delta":-39764.0,"net_delta":61547.0,"call_oi":2392,"put_oi":628,"total_oi":3020,"total_volume":16,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":75.0,"straddle_price":3.25,"straddle_pct":4.35,"implied_move":4.35,"avg_iv":28.8},{"expiration":"12/18/2026","dte":77,"strike":75.0,"straddle_price":7.55,"straddle_pct":10.1,"implied_move":10.1,"avg_iv":27.8},{"expiration":"03/19/2027","dte":168,"strike":77.5,"straddle_price":11.7,"straddle_pct":15.66,"implied_move":15.66,"avg_iv":28.7}],"volume_profile":{"profile":[{"strike":27.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":21,"total_oi":21,"bias":"neutral"},{"strike":47.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":41,"total_oi":48,"bias":"neutral"},{"strike":52.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":15,"total_oi":15,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":323,"total_oi":374,"bias":"neutral"},{"strike":57.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":98,"put_oi":53,"total_oi":151,"bias":"neutral"},{"strike":60.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":149,"put_oi":140,"total_oi":289,"bias":"bullish"},{"strike":62.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":360,"put_oi":244,"total_oi":604,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1509,"put_oi":217,"total_oi":1726,"bias":"neutral"},{"strike":67.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":891,"put_oi":110,"total_oi":1001,"bias":"bullish"},{"strike":70.0,"call_volume":0,"put_volume":22,"total_volume":22,"call_oi":850,"put_oi":192,"total_oi":1042,"bias":"bearish"},{"strike":72.5,"call_volume":5,"put_volume":45,"total_volume":50,"call_oi":277,"put_oi":505,"total_oi":782,"bias":"bearish"},{"strike":75.0,"call_volume":26,"put_volume":1,"total_volume":27,"call_oi":1108,"put_oi":142,"total_oi":1250,"bias":"bullish"},{"strike":77.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1366,"put_oi":117,"total_oi":1483,"bias":"neutral"},{"strike":80.0,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":1541,"put_oi":166,"total_oi":1707,"bias":"bullish"},{"strike":82.5,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":687,"put_oi":30,"total_oi":717,"bias":"bullish"},{"strike":85.0,"call_volume":250,"put_volume":0,"total_volume":250,"call_oi":222,"put_oi":120,"total_oi":342,"bias":"bullish"},{"strike":87.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":251,"put_oi":47,"total_oi":298,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1883,"put_oi":132,"total_oi":2015,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":371,"put_oi":199,"total_oi":570,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":82,"total_oi":83,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":165,"total_oi":197,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":29,"total_oi":29,"bias":"neutral"}],"underlying_price":74.7300033569336,"peak_call_strike":85.0,"peak_put_strike":72.5,"total_call_volume":303,"total_put_volume":68,"volume_pc_ratio":0.224},"iv_contours":{"x":[0.7,0.74,0.77,0.8,0.84,0.87,0.9,0.94,0.97,1.0,1.04,1.07,1.1,1.14,1.17,1.2,1.27],"y":[14,49,77,168],"z":[[null,null,null,null,null,null,43.92,27.51,28.8,28.84,27.39,31.43,24.8,79.11,null,null,null],[null,null,null,null,null,null,null,null,34.8,23.39,25.17,23.96,null,null,31.68,null,null],[62.83,47.58,40.98,35.24,33.91,25.71,25.85,27.55,27.27,27.81,30.31,29.77,23.12,31.25,null,36.31,41.93],[null,null,null,null,null,31.24,18.86,20.38,null,22.2,28.7,29.93,28.91,30.76,38.25,32.66,34.6]],"levels":[18.9,24.9,30.9,36.9,43.0,49.0,55.0,61.0,67.1,73.1,79.1],"min_iv":18.9,"max_iv":79.1},"butterfly_spread":[{"expiration":"12/18/2026","dte":77,"atm_strike":75.0,"atm_iv":23.97,"otm_strike":77.5,"otm_iv":24.79,"itm_strike":70.0,"itm_iv":22.88,"iv_butterfly":-0.27,"price_butterfly":1.97,"convexity":"flat"},{"expiration":"03/19/2027","dte":168,"atm_strike":75.0,"atm_iv":22.2,"otm_strike":77.5,"otm_iv":22.44,"itm_strike":70.0,"itm_iv":20.38,"iv_butterfly":-1.58,"price_butterfly":1.55,"convexity":"inverted"}],"iv_history":[{"date":"2026-09-14","iv":64.48},{"date":"2026-09-15","iv":77.15},{"date":"2026-09-16","iv":65.85},{"date":"2026-09-17","iv":66.07},{"date":"2026-09-18","iv":53.54},{"date":"2026-09-21","iv":37.08},{"date":"2026-09-22","iv":35.6},{"date":"2026-09-23","iv":33.8},{"date":"2026-09-24","iv":35.7},{"date":"2026-09-25","iv":39.6},{"date":"2026-09-28","iv":43.7},{"date":"2026-09-29","iv":47.4},{"date":"2026-09-30","iv":41.8},{"date":"2026-10-01","iv":40.0},{"date":"2026-10-02","iv":34.8}]}}