{"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":"TAC","summary":{"name":"TAC","price":12.35,"total_oi":31724,"call_oi":27974,"put_oi":3750,"pc_ratio":0.134,"net_gex":252943.91,"avg_iv":80.0,"iv_rank":8.2,"iv_52w_high":184.0,"iv_52w_low":70.7,"gamma_flip":3.51,"max_pain":12.0},"features":{"symbol":"TAC","price":12.35,"total_oi":31724,"analysis_coverage":0.9444,"avg_iv_pct":80.0,"iv_rank":8.2,"iv_52w_high_pct":184.0,"iv_52w_low_pct":70.7,"front_dte":14,"front_atm_iv_pct":43.5033,"back_atm_iv_pct":43.1227,"term_premium_pp":0.3806,"expected_move_front_pct":8.52,"straddle_front_pct":6.88,"straddle_30d_pct":6.88,"risk_reversal_front_pp":7.89,"risk_reversal_30d_pp":7.89,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.134,"put_call_oi_front_ratio":0.454,"put_call_volume_front_ratio":0.0,"option_volume":16,"volume_oi_ratio":0.000504,"net_delta_normalized":0.224575,"dealer_delta_normalized":-0.222848,"gex_per_100k_oi":797326.661203,"vanna_per_100k_oi":4015.887026,"charm_per_100k_oi":-516826.377506,"weekend_delta_shift_per_100k_oi":-1550475.98033,"iv_surface_range_pp":58.9,"gamma_flip_distance_pct":-71.578947,"max_pain_distance_pct":-2.834008,"peak_call_distance_pct":5.263158,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":3.0,"call_gex":0.0,"put_gex":-28.23,"net_gex":-28.23,"call_oi":2,"put_oi":40},{"strike":5.0,"call_gex":175.82,"put_gex":-65.51,"net_gex":110.3,"call_oi":102,"put_oi":38},{"strike":6.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":42,"put_oi":0},{"strike":7.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":7,"put_oi":0},{"strike":8.0,"call_gex":0.0,"put_gex":-114.07,"net_gex":-114.07,"call_oi":176,"put_oi":22},{"strike":9.0,"call_gex":14.48,"put_gex":-156.1,"net_gex":-141.62,"call_oi":19,"put_oi":30},{"strike":10.0,"call_gex":6827.21,"put_gex":-921.63,"net_gex":5905.58,"call_oi":697,"put_oi":77},{"strike":11.0,"call_gex":1872.24,"put_gex":-4917.05,"net_gex":-3044.81,"call_oi":90,"put_oi":262},{"strike":12.0,"call_gex":14745.75,"put_gex":-60114.63,"net_gex":-45368.87,"call_oi":347,"put_oi":2413},{"strike":13.0,"call_gex":44177.36,"put_gex":-4062.1,"net_gex":40115.27,"call_oi":1267,"put_oi":156},{"strike":14.0,"call_gex":15502.03,"put_gex":-387.94,"net_gex":15114.09,"call_oi":679,"put_oi":17},{"strike":15.0,"call_gex":171866.7,"put_gex":-10685.43,"net_gex":161181.27,"call_oi":10241,"put_oi":620},{"strike":16.0,"call_gex":4338.41,"put_gex":0.0,"net_gex":4338.41,"call_oi":347,"put_oi":0},{"strike":17.0,"call_gex":20172.24,"put_gex":-789.2,"net_gex":19383.04,"call_oi":2079,"put_oi":75},{"strike":18.0,"call_gex":2576.74,"put_gex":0.0,"net_gex":2576.74,"call_oi":306,"put_oi":0},{"strike":19.0,"call_gex":68.78,"put_gex":0.0,"net_gex":68.78,"call_oi":8,"put_oi":0},{"strike":20.0,"call_gex":40115.54,"put_gex":0.0,"net_gex":40115.54,"call_oi":5310,"put_oi":0},{"strike":21.0,"call_gex":147.4,"put_gex":0.0,"net_gex":147.4,"call_oi":21,"put_oi":0},{"strike":22.0,"call_gex":4728.79,"put_gex":0.0,"net_gex":4728.79,"call_oi":1034,"put_oi":0},{"strike":25.0,"call_gex":2034.01,"put_gex":0.0,"net_gex":2034.01,"call_oi":2671,"put_oi":0},{"strike":30.0,"call_gex":1368.12,"put_gex":0.0,"net_gex":1368.12,"call_oi":510,"put_oi":0},{"strike":35.0,"call_gex":4454.17,"put_gex":0.0,"net_gex":4454.17,"call_oi":2019,"put_oi":0}],"pain_by_strike":[{"strike":3.0,"call_value":0,"put_value":34955.0,"total_value":34955.0},{"strike":5.0,"call_value":4.0,"put_value":27535.0,"total_value":27539.0},{"strike":6.0,"call_value":108.0,"put_value":23863.0,"total_value":23971.0},{"strike":7.0,"call_value":254.0,"put_value":20191.0,"total_value":20445.0},{"strike":8.0,"call_value":407.0,"put_value":16519.0,"total_value":16926.0},{"strike":9.0,"call_value":736.0,"put_value":12869.0,"total_value":13605.0},{"strike":10.0,"call_value":1084.0,"put_value":9249.0,"total_value":10333.0},{"strike":11.0,"call_value":2129.0,"put_value":5706.0,"total_value":7835.0},{"strike":12.0,"call_value":3264.0,"put_value":2425.0,"total_value":5689.0},{"strike":13.0,"call_value":4746.0,"put_value":1557.0,"total_value":6303.0},{"strike":14.0,"call_value":7495.0,"put_value":845.0,"total_value":8340.0},{"strike":15.0,"call_value":10923.0,"put_value":150.0,"total_value":11073.0},{"strike":16.0,"call_value":24592.0,"put_value":75.0,"total_value":24667.0},{"strike":17.0,"call_value":38608.0,"put_value":0.0,"total_value":38608.0},{"strike":18.0,"call_value":54703.0,"put_value":0.0,"total_value":54703.0},{"strike":19.0,"call_value":71104.0,"put_value":0.0,"total_value":71104.0},{"strike":20.0,"call_value":87513.0,"put_value":0.0,"total_value":87513.0},{"strike":21.0,"call_value":109232.0,"put_value":0.0,"total_value":109232.0},{"strike":22.0,"call_value":130972.0,"put_value":0.0,"total_value":130972.0},{"strike":25.0,"call_value":199294.0,"put_value":0.0,"total_value":199294.0},{"strike":30.0,"call_value":326519.0,"put_value":0.0,"total_value":326519.0},{"strike":35.0,"call_value":456294.0,"put_value":0,"total_value":456294.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":92.6,"strike":9.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":193.3,"strike":7.14},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":79.5,"strike":8.33},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":50.1,"strike":11.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":44.5,"strike":11.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":43.5,"strike":12.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":43.1,"strike":12.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":45.2,"strike":12.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":43.0,"strike":13.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":45.5,"strike":13.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":43.1,"strike":13.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":76.3,"strike":14.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":84.2,"strike":19.42},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":88.9,"strike":18.7}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":706},{"expiration":"11/20/2026","dte":49,"iv":0.4026,"contract_count":4,"total_oi":776},{"expiration":"12/18/2026","dte":77,"iv":0.3533,"contract_count":4,"total_oi":2575},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":4,"total_oi":126}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.52,"expected_move_2std":17.03,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":15.8,"expected_move_2std":31.61,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":20.77,"expected_move_2std":41.54,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":31.29,"expected_move_2std":62.58,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":526,"put_oi":239,"total_oi":765,"pc_ratio":0.454,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":17750,"put_oi":1240,"total_oi":18990,"pc_ratio":0.07,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":7401,"put_oi":2227,"total_oi":9628,"pc_ratio":0.301,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":2297,"put_oi":44,"total_oi":2341,"pc_ratio":0.019,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":3.0,"call_delta_oi":0,"put_delta_oi":-184.0,"dealer_delta":184.0,"call_oi":0,"put_oi":40},{"strike":5.0,"call_delta_oi":9757.0,"put_delta_oi":-322.0,"dealer_delta":-9435.0,"call_oi":102,"put_oi":38},{"strike":8.0,"call_delta_oi":0,"put_delta_oi":-288.0,"dealer_delta":288.0,"call_oi":0,"put_oi":22},{"strike":9.0,"call_delta_oi":181.0,"put_delta_oi":-159.0,"dealer_delta":-23.0,"call_oi":2,"put_oi":30},{"strike":10.0,"call_delta_oi":65504.0,"put_delta_oi":-1127.0,"dealer_delta":-64377.0,"call_oi":697,"put_oi":77},{"strike":11.0,"call_delta_oi":7118.0,"put_delta_oi":-6389.0,"dealer_delta":-729.0,"call_oi":90,"put_oi":262},{"strike":12.0,"call_delta_oi":22170.0,"put_delta_oi":-92749.0,"dealer_delta":70580.0,"call_oi":347,"put_oi":2413},{"strike":13.0,"call_delta_oi":49187.0,"put_delta_oi":-8676.0,"dealer_delta":-40511.0,"call_oi":1267,"put_oi":156},{"strike":14.0,"call_delta_oi":18704.0,"put_delta_oi":-1208.0,"dealer_delta":-17496.0,"call_oi":679,"put_oi":17},{"strike":15.0,"call_delta_oi":232051.0,"put_delta_oi":-49921.0,"dealer_delta":-182130.0,"call_oi":10241,"put_oi":620},{"strike":16.0,"call_delta_oi":4476.0,"put_delta_oi":0,"dealer_delta":-4476.0,"call_oi":347,"put_oi":0},{"strike":17.0,"call_delta_oi":67294.0,"put_delta_oi":-6482.0,"dealer_delta":-60811.0,"call_oi":2079,"put_oi":75},{"strike":18.0,"call_delta_oi":4061.0,"put_delta_oi":0,"dealer_delta":-4061.0,"call_oi":306,"put_oi":0},{"strike":19.0,"call_delta_oi":142.0,"put_delta_oi":0,"dealer_delta":-142.0,"call_oi":8,"put_oi":0},{"strike":20.0,"call_delta_oi":135981.0,"put_delta_oi":0,"dealer_delta":-135981.0,"call_oi":5310,"put_oi":0},{"strike":21.0,"call_delta_oi":583.0,"put_delta_oi":0,"dealer_delta":-583.0,"call_oi":21,"put_oi":0},{"strike":22.0,"call_delta_oi":6925.0,"put_delta_oi":0,"dealer_delta":-6925.0,"call_oi":1034,"put_oi":0},{"strike":25.0,"call_delta_oi":238806.0,"put_delta_oi":0,"dealer_delta":-238806.0,"call_oi":2671,"put_oi":0},{"strike":30.0,"call_delta_oi":2498.0,"put_delta_oi":0,"dealer_delta":-2498.0,"call_oi":510,"put_oi":0},{"strike":35.0,"call_delta_oi":9030.0,"put_delta_oi":0,"dealer_delta":-9030.0,"call_oi":2019,"put_oi":0}],"net_dealer_delta":-706962.0,"total_call_delta":874467.0,"total_put_delta":-167505.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":12.350000381469727,"strikes":[{"strike":15.0,"moneyness":1.2146,"type":"call","iv":0.4446,"delta":0.3331,"oi":1003},{"strike":18.0,"moneyness":1.4575,"type":"call","iv":0.5132,"delta":0.1961,"oi":150},{"strike":20.0,"moneyness":1.6194,"type":"call","iv":0.5906,"delta":0.169,"oi":1002}]},{"expiration":"10/16/2026","underlying_price":12.350000381469727,"strikes":[{"strike":12.0,"moneyness":0.9717,"type":"put","iv":0.4162,"delta":-0.3356,"oi":215},{"strike":12.0,"moneyness":0.9717,"type":"call","iv":0.4535,"delta":0.6541,"oi":210},{"strike":13.0,"moneyness":1.0526,"type":"call","iv":0.3374,"delta":0.2266,"oi":280}]},{"expiration":"11/20/2026","underlying_price":12.350000381469727,"strikes":[{"strike":10.0,"moneyness":0.8097,"type":"call","iv":0.3933,"delta":0.9441,"oi":669},{"strike":11.0,"moneyness":0.8907,"type":"put","iv":0.561,"delta":-0.2425,"oi":249},{"strike":13.0,"moneyness":1.0526,"type":"call","iv":0.4414,"delta":0.4186,"oi":555},{"strike":13.0,"moneyness":1.0526,"type":"put","iv":0.4685,"delta":-0.573,"oi":104},{"strike":14.0,"moneyness":1.1336,"type":"call","iv":0.3864,"delta":0.2163,"oi":254},{"strike":15.0,"moneyness":1.2146,"type":"call","iv":0.4876,"delta":0.1637,"oi":3511},{"strike":15.0,"moneyness":1.2146,"type":"put","iv":0.5378,"delta":-0.808,"oi":610},{"strike":17.0,"moneyness":1.3765,"type":"call","iv":1.26,"delta":0.3232,"oi":1948},{"strike":20.0,"moneyness":1.6194,"type":"call","iv":1.5335,"delta":0.2814,"oi":4118},{"strike":22.0,"moneyness":1.7814,"type":"call","iv":0.9274,"delta":0.0628,"oi":1013},{"strike":30.0,"moneyness":2.4291,"type":"call","iv":1.2879,"delta":0.049,"oi":510},{"strike":35.0,"moneyness":2.834,"type":"call","iv":1.456,"delta":0.0447,"oi":2019}]},{"expiration":"12/18/2026","underlying_price":12.350000381469727,"strikes":[{"strike":12.0,"moneyness":0.9717,"type":"put","iv":0.4824,"delta":-0.3894,"oi":2128},{"strike":13.0,"moneyness":1.0526,"type":"call","iv":0.3778,"delta":0.4364,"oi":334},{"strike":14.0,"moneyness":1.1336,"type":"call","iv":0.4616,"delta":0.3271,"oi":399},{"strike":15.0,"moneyness":1.2146,"type":"call","iv":0.5075,"delta":0.2466,"oi":5717},{"strike":16.0,"moneyness":1.2955,"type":"call","iv":0.4663,"delta":0.1425,"oi":288},{"strike":17.0,"moneyness":1.3765,"type":"call","iv":1.021,"delta":0.3322,"oi":129},{"strike":20.0,"moneyness":1.6194,"type":"call","iv":0.8883,"delta":0.1673,"oi":190}]}],"greeks_heatmap":{"data":[{"strike":12.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6541,"put_delta":-0.3356,"call_gamma":0.348929,"put_gamma":0.375797,"call_theta":-0.0159,"put_theta":-0.0131,"call_vega":0.0086,"put_vega":0.0085,"call_oi":210,"put_oi":215},{"strike":13.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2266,"put_delta":0,"call_gamma":0.382977,"put_gamma":0,"call_theta":-0.0094,"put_theta":0,"call_vega":0.007,"put_vega":0,"call_oi":280,"put_oi":0},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.9441,"put_delta":0,"call_gamma":0.063946,"put_gamma":0,"call_theta":-0.0031,"put_theta":0,"call_vega":0.005,"put_vega":0,"call_oi":669,"put_oi":0},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7995,"put_delta":-0.2425,"call_gamma":0.142199,"put_gamma":0.124437,"call_theta":-0.0067,"put_theta":-0.0078,"call_vega":0.0126,"put_vega":0.014,"call_oi":74,"put_oi":249},{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6159,"put_delta":-0.3817,"call_gamma":0.193403,"put_gamma":0.201909,"call_theta":-0.0086,"put_theta":-0.0069,"call_vega":0.0171,"put_vega":0.0171,"call_oi":56,"put_oi":61},{"strike":13.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4186,"put_delta":-0.573,"call_gamma":0.197596,"put_gamma":0.186957,"call_theta":-0.0086,"put_theta":-0.0076,"call_vega":0.0175,"put_vega":0.0176,"call_oi":555,"put_oi":104},{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2163,"put_delta":0,"call_gamma":0.169399,"put_gamma":0,"call_theta":-0.0056,"put_theta":0,"call_vega":0.0131,"put_vega":0,"call_oi":254,"put_oi":0},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1637,"put_delta":-0.808,"call_gamma":0.113092,"put_gamma":0.113388,"call_theta":-0.0058,"put_theta":-0.0054,"call_vega":0.0111,"put_vega":0.0122,"call_oi":3511,"put_oi":610},{"strike":16.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0629,"put_delta":0,"call_gamma":0.063575,"put_gamma":0,"call_theta":-0.0026,"put_theta":0,"call_vega":0.0055,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1329,"call_gamma":0,"put_gamma":0.079335,"call_theta":0,"put_theta":-0.0036,"call_vega":0,"put_vega":0.0121,"call_oi":0,"put_oi":54},{"strike":12.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6147,"put_delta":-0.3894,"call_gamma":0.160821,"put_gamma":0.141062,"call_theta":-0.0067,"put_theta":-0.0062,"call_vega":0.0215,"put_vega":0.0216,"call_oi":73,"put_oi":2128},{"strike":13.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4364,"put_delta":0,"call_gamma":0.185006,"put_gamma":0,"call_theta":-0.0061,"put_theta":0,"call_vega":0.0222,"put_vega":0,"call_oi":334,"put_oi":0},{"strike":14.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3271,"put_delta":0,"call_gamma":0.13871,"put_gamma":0,"call_theta":-0.0066,"put_theta":0,"call_vega":0.0203,"put_vega":0,"call_oi":399,"put_oi":0},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2466,"put_delta":0,"call_gamma":0.110284,"put_gamma":0,"call_theta":-0.0062,"put_theta":0,"call_vega":0.0178,"put_vega":0,"call_oi":5717,"put_oi":0},{"strike":16.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1425,"put_delta":0,"call_gamma":0.085741,"put_gamma":0,"call_theta":-0.0041,"put_theta":0,"call_vega":0.0127,"put_vega":0,"call_oi":288,"put_oi":0}],"strikes":[10.0,11.0,12.0,13.0,14.0,15.0,16.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":7.89,"put_25d_iv":41.62,"call_25d_iv":33.74,"put_25d_strike":12.0,"call_25d_strike":13.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-97.25,"put_25d_iv":56.1,"call_25d_iv":153.35,"put_25d_strike":11.0,"call_25d_strike":20.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-2.72,"put_25d_iv":48.03,"call_25d_iv":50.75,"put_25d_strike":10.0,"call_25d_strike":15.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":53,"put_oi":0},{"strike":10.0,"call_vanna":-24.0,"put_vanna":4.0,"net_vanna":-20.0,"call_oi":669,"put_oi":54},{"strike":11.0,"call_vanna":-5.0,"put_vanna":15.0,"net_vanna":10.0,"call_oi":74,"put_oi":249},{"strike":12.0,"call_vanna":-9.0,"put_vanna":89.0,"net_vanna":80.0,"call_oi":339,"put_oi":2404},{"strike":13.0,"call_vanna":28.0,"put_vanna":-2.0,"net_vanna":26.0,"call_oi":1267,"put_oi":104},{"strike":14.0,"call_vanna":38.0,"put_vanna":0,"net_vanna":38.0,"call_oi":653,"put_oi":0},{"strike":15.0,"call_vanna":711.0,"put_vanna":-37.0,"net_vanna":674.0,"call_oi":10231,"put_oi":610},{"strike":16.0,"call_vanna":23.0,"put_vanna":0,"net_vanna":23.0,"call_oi":347,"put_oi":0},{"strike":17.0,"call_vanna":97.0,"put_vanna":-4.0,"net_vanna":93.0,"call_oi":2077,"put_oi":75},{"strike":18.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":306,"put_oi":0},{"strike":20.0,"call_vanna":348.0,"put_vanna":0,"net_vanna":348.0,"call_oi":5310,"put_oi":0},{"strike":22.0,"call_vanna":40.0,"put_vanna":0,"net_vanna":40.0,"call_oi":1013,"put_oi":0},{"strike":25.0,"call_vanna":-139.0,"put_vanna":0,"net_vanna":-139.0,"call_oi":2667,"put_oi":0},{"strike":30.0,"call_vanna":17.0,"put_vanna":0,"net_vanna":17.0,"call_oi":510,"put_oi":0},{"strike":35.0,"call_vanna":63.0,"put_vanna":0,"net_vanna":63.0,"call_oi":2019,"put_oi":0}],"net_vanna":1274.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":-1477.0,"put_charm":0,"net_charm":-1477.0,"call_oi":669,"put_oi":0},{"strike":11.0,"call_charm":-296.0,"put_charm":350.0,"net_charm":54.0,"call_oi":74,"put_oi":249},{"strike":12.0,"call_charm":-5901.0,"put_charm":2582.0,"net_charm":-3319.0,"call_oi":266,"put_oi":276},{"strike":13.0,"call_charm":-3043.0,"put_charm":338.0,"net_charm":-2706.0,"call_oi":835,"put_oi":104},{"strike":14.0,"call_charm":-228.0,"put_charm":0,"net_charm":-228.0,"call_oi":254,"put_oi":0},{"strike":15.0,"call_charm":-2497.0,"put_charm":1970.0,"net_charm":-527.0,"call_oi":3511,"put_oi":610},{"strike":16.0,"call_charm":-7.0,"put_charm":0,"net_charm":-7.0,"call_oi":59,"put_oi":0},{"strike":17.0,"call_charm":-10067.0,"put_charm":259.0,"net_charm":-9807.0,"call_oi":1948,"put_oi":75},{"strike":18.0,"call_charm":-8.0,"put_charm":0,"net_charm":-8.0,"call_oi":78,"put_oi":0},{"strike":20.0,"call_charm":-21092.0,"put_charm":0,"net_charm":-21092.0,"call_oi":4118,"put_oi":0},{"strike":22.0,"call_charm":-257.0,"put_charm":0,"net_charm":-257.0,"call_oi":1013,"put_oi":0},{"strike":25.0,"call_charm":-124035.0,"put_charm":0,"net_charm":-124035.0,"call_oi":2667,"put_oi":0},{"strike":30.0,"call_charm":-115.0,"put_charm":0,"net_charm":-115.0,"call_oi":510,"put_oi":0},{"strike":35.0,"call_charm":-434.0,"put_charm":0,"net_charm":-434.0,"call_oi":2019,"put_oi":0}],"net_charm":-163958.0,"weekend_delta_shift":-491873.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":20449.0,"put_delta":-7348.0,"net_delta":13101.0,"call_oi":526,"put_oi":239,"total_oi":765,"total_volume":2,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":599608.0,"put_delta":-72527.0,"net_delta":527082.0,"call_oi":17580,"put_oi":1240,"total_oi":18820,"total_volume":10,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":193340.0,"put_delta":-85837.0,"net_delta":107503.0,"call_oi":7329,"put_oi":2227,"total_oi":9556,"total_volume":0,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":61070.0,"put_delta":-1793.0,"net_delta":59276.0,"call_oi":2295,"put_oi":44,"total_oi":2339,"total_volume":4,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":12.0,"straddle_price":0.85,"straddle_pct":6.88,"implied_move":6.88,"avg_iv":43.5},{"expiration":"11/20/2026","dte":49,"strike":12.0,"straddle_price":1.55,"straddle_pct":12.55,"implied_move":12.55,"avg_iv":43.1},{"expiration":"12/18/2026","dte":77,"strike":12.0,"straddle_price":2.02,"straddle_pct":16.4,"implied_move":16.4,"avg_iv":45.2}],"volume_profile":{"profile":[{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":40,"total_oi":42,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":102,"put_oi":38,"total_oi":140,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":0,"total_oi":42,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":176,"put_oi":22,"total_oi":198,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":30,"total_oi":49,"bias":"neutral"},{"strike":10.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":697,"put_oi":77,"total_oi":774,"bias":"bullish"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":90,"put_oi":262,"total_oi":352,"bias":"neutral"},{"strike":12.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":347,"put_oi":2413,"total_oi":2760,"bias":"bullish"},{"strike":13.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":1267,"put_oi":156,"total_oi":1423,"bias":"bullish"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":679,"put_oi":17,"total_oi":696,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10241,"put_oi":620,"total_oi":10861,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":347,"put_oi":0,"total_oi":347,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2079,"put_oi":75,"total_oi":2154,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":306,"put_oi":0,"total_oi":306,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5310,"put_oi":0,"total_oi":5310,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1034,"put_oi":0,"total_oi":1034,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2671,"put_oi":0,"total_oi":2671,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":510,"put_oi":0,"total_oi":510,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2019,"put_oi":0,"total_oi":2019,"bias":"neutral"}],"underlying_price":12.350000381469727,"peak_call_strike":13.0,"peak_put_strike":null,"total_call_volume":16,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.73,0.81,0.89,0.97,1.05,1.13,1.22,1.3],"y":[14,49,77,168],"z":[[92.63,null,null,43.48,33.74,41.52,null,null],[null,57.7,50.06,43.13,45.5,44.84,51.27,43.4],[null,45.25,null,45.22,43.14,46.16,50.75,46.63],[null,50.57,null,null,45.71,null,44.46,null]],"levels":[33.7,39.6,45.5,51.4,57.3,63.2,69.1,75.0,80.9,86.7,92.6],"min_iv":33.7,"max_iv":92.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":108.67},{"date":"2026-09-15","iv":107.36},{"date":"2026-09-16","iv":86.58},{"date":"2026-09-17","iv":84.42},{"date":"2026-09-18","iv":81.4},{"date":"2026-09-21","iv":70.7},{"date":"2026-09-22","iv":92.1},{"date":"2026-09-23","iv":76.7},{"date":"2026-09-24","iv":111.2},{"date":"2026-09-25","iv":184.0},{"date":"2026-09-28","iv":111.9},{"date":"2026-09-29","iv":79.7},{"date":"2026-09-30","iv":76.6},{"date":"2026-10-01","iv":74.3},{"date":"2026-10-02","iv":80.0}]}}