{"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":"TGB","summary":{"name":"TGB","price":8.95,"total_oi":93097,"call_oi":75434,"put_oi":17663,"pc_ratio":0.234,"net_gex":511523.83,"avg_iv":77.7,"iv_rank":16.9,"iv_52w_high":119.4,"iv_52w_low":69.2,"gamma_flip":6.42,"max_pain":5.0},"features":{"symbol":"TGB","price":8.95,"total_oi":93097,"analysis_coverage":0.9444,"avg_iv_pct":77.7,"iv_rank":16.9,"iv_52w_high_pct":119.4,"iv_52w_low_pct":69.2,"front_dte":14,"front_atm_iv_pct":66.6335,"back_atm_iv_pct":66.7855,"term_premium_pp":-0.152,"expected_move_front_pct":13.05,"straddle_front_pct":10.06,"straddle_30d_pct":10.06,"risk_reversal_front_pp":9.94,"risk_reversal_30d_pp":9.94,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.234,"put_call_oi_front_ratio":0.303,"put_call_volume_front_ratio":0.349,"option_volume":5549,"volume_oi_ratio":0.059604,"net_delta_normalized":0.372984,"dealer_delta_normalized":-0.333641,"gex_per_100k_oi":549452.53875,"vanna_per_100k_oi":547.815719,"charm_per_100k_oi":-100942.028207,"weekend_delta_shift_per_100k_oi":-302825.010473,"iv_surface_range_pp":13.6,"gamma_flip_distance_pct":-28.268156,"max_pain_distance_pct":-44.134078,"peak_call_distance_pct":11.731844,"peak_put_distance_pct":-10.614525},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":570,"put_oi":0},{"strike":1.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":358,"put_oi":0},{"strike":1.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":123,"put_oi":0},{"strike":2.0,"call_gex":0.0,"put_gex":-14.37,"net_gex":-14.37,"call_oi":2420,"put_oi":27},{"strike":2.5,"call_gex":0.0,"put_gex":-55.29,"net_gex":-55.29,"call_oi":358,"put_oi":80},{"strike":3.0,"call_gex":147.72,"put_gex":-269.79,"net_gex":-122.08,"call_oi":1980,"put_oi":307},{"strike":3.5,"call_gex":38.08,"put_gex":-2259.78,"net_gex":-2221.7,"call_oi":120,"put_oi":1935},{"strike":4.0,"call_gex":189.65,"put_gex":-586.5,"net_gex":-396.86,"call_oi":1151,"put_oi":386},{"strike":4.5,"call_gex":2372.11,"put_gex":-3658.79,"net_gex":-1286.68,"call_oi":1382,"put_oi":1918},{"strike":5.0,"call_gex":8322.43,"put_gex":-5631.66,"net_gex":2690.76,"call_oi":4066,"put_oi":2469},{"strike":5.5,"call_gex":2249.99,"put_gex":-7333.22,"net_gex":-5083.23,"call_oi":2093,"put_oi":2354},{"strike":6.0,"call_gex":1021.94,"put_gex":-1326.34,"net_gex":-304.39,"call_oi":368,"put_oi":364},{"strike":7.0,"call_gex":24185.25,"put_gex":-7834.38,"net_gex":16350.87,"call_oi":4972,"put_oi":3259},{"strike":8.0,"call_gex":66346.84,"put_gex":-29523.98,"net_gex":36822.85,"call_oi":6661,"put_oi":2375},{"strike":9.0,"call_gex":104070.71,"put_gex":-20720.51,"net_gex":83350.2,"call_oi":5772,"put_oi":1167},{"strike":10.0,"call_gex":261828.24,"put_gex":-7263.61,"net_gex":254564.63,"call_oi":23904,"put_oi":966},{"strike":11.0,"call_gex":46458.64,"put_gex":-355.48,"net_gex":46103.16,"call_oi":4154,"put_oi":38},{"strike":12.0,"call_gex":28006.35,"put_gex":-62.41,"net_gex":27943.95,"call_oi":4154,"put_oi":15},{"strike":13.0,"call_gex":1708.83,"put_gex":0.0,"net_gex":1708.83,"call_oi":255,"put_oi":0},{"strike":14.0,"call_gex":974.63,"put_gex":0.0,"net_gex":974.63,"call_oi":173,"put_oi":0},{"strike":15.0,"call_gex":46338.49,"put_gex":0.0,"net_gex":46338.49,"call_oi":9407,"put_oi":0},{"strike":17.0,"call_gex":4172.22,"put_gex":-12.15,"net_gex":4160.06,"call_oi":993,"put_oi":3}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":99392.0,"total_value":99392.0},{"strike":1.0,"call_value":285.0,"put_value":90560.5,"total_value":90845.5},{"strike":1.5,"call_value":749.0,"put_value":81729.0,"total_value":82478.0},{"strike":2.0,"call_value":1274.5,"put_value":72897.5,"total_value":74172.0},{"strike":2.5,"call_value":3010.0,"put_value":64079.5,"total_value":67089.5},{"strike":3.0,"call_value":4924.5,"put_value":55301.5,"total_value":60226.0},{"strike":3.5,"call_value":7829.0,"put_value":46677.0,"total_value":54506.0},{"strike":4.0,"call_value":10793.5,"put_value":39020.0,"total_value":49813.5},{"strike":4.5,"call_value":14333.5,"put_value":31556.0,"total_value":45889.5},{"strike":5.0,"call_value":18564.5,"put_value":25051.0,"total_value":43615.5},{"strike":5.5,"call_value":24828.5,"put_value":19780.5,"total_value":44609.0},{"strike":6.0,"call_value":32139.0,"put_value":15687.0,"total_value":47826.0},{"strike":7.0,"call_value":47128.0,"put_value":7864.0,"total_value":54992.0},{"strike":8.0,"call_value":67089.0,"put_value":3300.0,"total_value":70389.0},{"strike":9.0,"call_value":93711.0,"put_value":1111.0,"total_value":94822.0},{"strike":10.0,"call_value":126105.0,"put_value":89.0,"total_value":126194.0},{"strike":11.0,"call_value":182403.0,"put_value":33.0,"total_value":182436.0},{"strike":12.0,"call_value":242855.0,"put_value":15.0,"total_value":242870.0},{"strike":13.0,"call_value":307461.0,"put_value":12.0,"total_value":307473.0},{"strike":14.0,"call_value":372322.0,"put_value":9.0,"total_value":372331.0},{"strike":15.0,"call_value":437356.0,"put_value":6.0,"total_value":437362.0},{"strike":17.0,"call_value":586238.0,"put_value":0,"total_value":586238.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":358.9,"strike":6.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":206.0,"strike":5.8},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":116.2,"strike":4.46},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":66.7,"strike":8.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":68.3,"strike":8.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":66.0,"strike":8.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":66.7,"strike":9.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":66.8,"strike":9.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":66.8,"strike":9.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":62.8,"strike":10.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":71.2,"strike":10.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":66.4,"strike":10.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":168.3,"strike":12.57},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":82.4,"strike":12.4},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":73.3,"strike":13.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.1628,"contract_count":2,"total_oi":2512},{"expiration":"11/20/2026","dte":49,"iv":0.1935,"contract_count":2,"total_oi":1327},{"expiration":"01/15/2027","dte":105,"iv":0.1998,"contract_count":2,"total_oi":2743},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":2,"total_oi":312},{"expiration":"05/21/2027","dte":231,"iv":1.0,"contract_count":2,"total_oi":45}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":13.05,"expected_move_2std":26.11,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":24.47,"expected_move_2std":48.93,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":35.83,"expected_move_2std":71.66,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":40.89,"expected_move_2std":81.77,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":55.63,"expected_move_2std":111.26,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":5956,"put_oi":1806,"total_oi":7762,"pc_ratio":0.303,"pc_ratio_volume":0.349,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":14205,"put_oi":1706,"total_oi":15911,"pc_ratio":0.12,"pc_ratio_volume":0.017,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":36422,"put_oi":6762,"total_oi":43184,"pc_ratio":0.186,"pc_ratio_volume":0.092,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":2915,"put_oi":842,"total_oi":3757,"pc_ratio":0.289,"pc_ratio_volume":0.8,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":524,"put_oi":113,"total_oi":637,"pc_ratio":0.216,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":14954,"put_oi":6434,"total_oi":21388,"pc_ratio":0.43,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":458,"put_oi":0,"total_oi":458,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.0,"call_delta_oi":0,"put_delta_oi":-93.0,"dealer_delta":93.0,"call_oi":0,"put_oi":27},{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-254.0,"dealer_delta":254.0,"call_oi":0,"put_oi":80},{"strike":3.0,"call_delta_oi":25891.0,"put_delta_oi":-1109.0,"dealer_delta":-24782.0,"call_oi":263,"put_oi":295},{"strike":3.5,"call_delta_oi":4292.0,"put_delta_oi":-9380.0,"dealer_delta":5088.0,"call_oi":44,"put_oi":1935},{"strike":4.0,"call_delta_oi":20786.0,"put_delta_oi":-2126.0,"dealer_delta":-18660.0,"call_oi":212,"put_oi":382},{"strike":4.5,"call_delta_oi":131958.0,"put_delta_oi":-11679.0,"dealer_delta":-120279.0,"call_oi":1382,"put_oi":1847},{"strike":5.0,"call_delta_oi":359751.0,"put_delta_oi":-25215.0,"dealer_delta":-334537.0,"call_oi":3828,"put_oi":2469},{"strike":5.5,"call_delta_oi":115343.0,"put_delta_oi":-23203.0,"dealer_delta":-92140.0,"call_oi":1350,"put_oi":2354},{"strike":6.0,"call_delta_oi":22266.0,"put_delta_oi":-4990.0,"dealer_delta":-17276.0,"call_oi":250,"put_oi":364},{"strike":7.0,"call_delta_oi":390841.0,"put_delta_oi":-25668.0,"dealer_delta":-365173.0,"call_oi":4847,"put_oi":1311},{"strike":8.0,"call_delta_oi":476270.0,"put_delta_oi":-60239.0,"dealer_delta":-416031.0,"call_oi":6661,"put_oi":2375},{"strike":9.0,"call_delta_oi":316498.0,"put_delta_oi":-52910.0,"dealer_delta":-263588.0,"call_oi":5772,"put_oi":1167},{"strike":10.0,"call_delta_oi":1062439.0,"put_delta_oi":-44472.0,"dealer_delta":-1017967.0,"call_oi":23904,"put_oi":966},{"strike":11.0,"call_delta_oi":101556.0,"put_delta_oi":-2503.0,"dealer_delta":-99053.0,"call_oi":4154,"put_oi":38},{"strike":12.0,"call_delta_oi":151435.0,"put_delta_oi":-685.0,"dealer_delta":-150750.0,"call_oi":4154,"put_oi":15},{"strike":13.0,"call_delta_oi":4229.0,"put_delta_oi":0,"dealer_delta":-4229.0,"call_oi":255,"put_oi":0},{"strike":14.0,"call_delta_oi":5201.0,"put_delta_oi":0,"dealer_delta":-5201.0,"call_oi":173,"put_oi":0},{"strike":15.0,"call_delta_oi":153883.0,"put_delta_oi":0,"dealer_delta":-153883.0,"call_oi":9407,"put_oi":0},{"strike":17.0,"call_delta_oi":28163.0,"put_delta_oi":-181.0,"dealer_delta":-27982.0,"call_oi":993,"put_oi":3}],"net_dealer_delta":-3106098.0,"total_call_delta":3370805.0,"total_put_delta":-264708.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":8.949999809265137,"strikes":[{"strike":3.0,"moneyness":0.3352,"type":"put","iv":1.5019,"delta":-0.0376,"oi":295},{"strike":3.5,"moneyness":0.3911,"type":"put","iv":1.3664,"delta":-0.0476,"oi":515},{"strike":4.0,"moneyness":0.4469,"type":"put","iv":1.1979,"delta":-0.055,"oi":360},{"strike":4.5,"moneyness":0.5028,"type":"call","iv":0.8996,"delta":0.9552,"oi":823},{"strike":4.5,"moneyness":0.5028,"type":"put","iv":1.0505,"delta":-0.0632,"oi":1847},{"strike":5.0,"moneyness":0.5587,"type":"call","iv":0.7714,"delta":0.9505,"oi":2102},{"strike":5.0,"moneyness":0.5587,"type":"put","iv":0.8797,"delta":-0.0668,"oi":444},{"strike":5.5,"moneyness":0.6145,"type":"put","iv":0.8326,"delta":-0.0893,"oi":1929},{"strike":7.0,"moneyness":0.7821,"type":"call","iv":0.6352,"delta":0.8238,"oi":2048},{"strike":7.0,"moneyness":0.7821,"type":"put","iv":0.6822,"delta":-0.1867,"oi":532},{"strike":8.0,"moneyness":0.8939,"type":"put","iv":0.6589,"delta":-0.2983,"oi":438},{"strike":8.0,"moneyness":0.8939,"type":"call","iv":0.6611,"delta":0.7015,"oi":5098},{"strike":9.0,"moneyness":1.0056,"type":"put","iv":0.6903,"delta":-0.42,"oi":129},{"strike":9.0,"moneyness":1.0056,"type":"call","iv":0.6457,"delta":0.5759,"oi":2614},{"strike":10.0,"moneyness":1.1173,"type":"put","iv":0.6562,"delta":-0.5426,"oi":153},{"strike":10.0,"moneyness":1.1173,"type":"call","iv":0.6719,"delta":0.4617,"oi":8411},{"strike":12.0,"moneyness":1.3408,"type":"call","iv":0.6544,"delta":0.2643,"oi":1634},{"strike":15.0,"moneyness":1.676,"type":"call","iv":0.726,"delta":0.134,"oi":8276},{"strike":17.0,"moneyness":1.8994,"type":"call","iv":0.8692,"delta":0.1304,"oi":340}]},{"expiration":"01/19/2029","underlying_price":8.949999809265137,"strikes":[{"strike":10.0,"moneyness":1.1173,"type":"call","iv":0.6824,"delta":0.6931,"oi":205}]},{"expiration":"01/21/2028","underlying_price":8.949999809265137,"strikes":[{"strike":3.0,"moneyness":0.3352,"type":"call","iv":0.5458,"delta":0.9844,"oi":263},{"strike":3.5,"moneyness":0.3911,"type":"put","iv":0.6899,"delta":-0.0488,"oi":1420},{"strike":4.0,"moneyness":0.4469,"type":"call","iv":0.4108,"delta":0.9808,"oi":211},{"strike":4.5,"moneyness":0.5028,"type":"call","iv":0.4558,"delta":0.9544,"oi":559},{"strike":5.0,"moneyness":0.5587,"type":"call","iv":0.5265,"delta":0.9134,"oi":1319},{"strike":5.0,"moneyness":0.5587,"type":"put","iv":0.6629,"delta":-0.111,"oi":1896},{"strike":5.5,"moneyness":0.6145,"type":"call","iv":1.0759,"delta":0.8544,"oi":1350},{"strike":5.5,"moneyness":0.6145,"type":"put","iv":0.7015,"delta":-0.1406,"oi":425},{"strike":7.0,"moneyness":0.7821,"type":"call","iv":0.7702,"delta":0.7829,"oi":2304},{"strike":10.0,"moneyness":1.1173,"type":"call","iv":0.6594,"delta":0.6187,"oi":4171},{"strike":10.0,"moneyness":1.1173,"type":"put","iv":0.695,"delta":-0.3721,"oi":643},{"strike":12.0,"moneyness":1.3408,"type":"call","iv":0.7485,"delta":0.5589,"oi":1361},{"strike":15.0,"moneyness":1.676,"type":"call","iv":0.7101,"delta":0.4348,"oi":918},{"strike":17.0,"moneyness":1.8994,"type":"call","iv":0.6911,"delta":0.3634,"oi":653}]},{"expiration":"02/19/2027","underlying_price":8.949999809265137,"strikes":[{"strike":5.0,"moneyness":0.5587,"type":"call","iv":0.4979,"delta":0.9822,"oi":360},{"strike":6.0,"moneyness":0.6704,"type":"call","iv":0.679,"delta":0.8854,"oi":170},{"strike":6.0,"moneyness":0.6704,"type":"put","iv":0.7212,"delta":-0.1235,"oi":275},{"strike":7.0,"moneyness":0.7821,"type":"call","iv":0.654,"delta":0.8026,"oi":109},{"strike":8.0,"moneyness":0.8939,"type":"put","iv":0.6813,"delta":-0.3031,"oi":133},{"strike":9.0,"moneyness":1.0056,"type":"put","iv":0.6764,"delta":-0.4074,"oi":228},{"strike":10.0,"moneyness":1.1173,"type":"call","iv":0.6434,"delta":0.484,"oi":1645},{"strike":12.0,"moneyness":1.3408,"type":"call","iv":0.6921,"delta":0.3317,"oi":248}]},{"expiration":"05/21/2027","underlying_price":8.949999809265137,"strikes":[{"strike":8.0,"moneyness":0.8939,"type":"put","iv":0.7278,"delta":-0.2982,"oi":110},{"strike":10.0,"moneyness":1.1173,"type":"call","iv":0.6646,"delta":0.5415,"oi":134},{"strike":14.0,"moneyness":1.5642,"type":"call","iv":0.7186,"delta":0.3256,"oi":150}]},{"expiration":"10/16/2026","underlying_price":8.949999809265137,"strikes":[{"strike":8.0,"moneyness":0.8939,"type":"call","iv":0.6227,"delta":0.8477,"oi":360},{"strike":8.0,"moneyness":0.8939,"type":"put","iv":0.7107,"delta":-0.1801,"oi":770},{"strike":9.0,"moneyness":1.0056,"type":"put","iv":0.7138,"delta":-0.4851,"oi":480},{"strike":9.0,"moneyness":1.0056,"type":"call","iv":0.6193,"delta":0.5095,"oi":2032},{"strike":10.0,"moneyness":1.1173,"type":"put","iv":0.6438,"delta":-0.7995,"oi":113},{"strike":10.0,"moneyness":1.1173,"type":"call","iv":0.6112,"delta":0.1865,"oi":2195},{"strike":11.0,"moneyness":1.2291,"type":"call","iv":0.7637,"delta":0.0888,"oi":250},{"strike":13.0,"moneyness":1.4525,"type":"call","iv":1.5457,"delta":0.1295,"oi":132},{"strike":15.0,"moneyness":1.676,"type":"call","iv":1.9354,"delta":0.1099,"oi":111}]},{"expiration":"11/20/2026","underlying_price":8.949999809265137,"strikes":[{"strike":7.0,"moneyness":0.7821,"type":"call","iv":0.6503,"delta":0.8817,"oi":283},{"strike":7.0,"moneyness":0.7821,"type":"put","iv":0.7766,"delta":-0.1507,"oi":306},{"strike":8.0,"moneyness":0.8939,"type":"call","iv":0.639,"delta":0.7338,"oi":1158},{"strike":8.0,"moneyness":0.8939,"type":"put","iv":0.7265,"delta":-0.2813,"oi":924},{"strike":9.0,"moneyness":1.0056,"type":"put","iv":0.6581,"delta":-0.4525,"oi":328},{"strike":9.0,"moneyness":1.0056,"type":"call","iv":0.6774,"delta":0.5489,"oi":999},{"strike":10.0,"moneyness":1.1173,"type":"call","iv":0.6899,"delta":0.3836,"oi":7143},{"strike":11.0,"moneyness":1.2291,"type":"call","iv":0.6946,"delta":0.2512,"oi":3787},{"strike":12.0,"moneyness":1.3408,"type":"call","iv":0.7094,"delta":0.1612,"oi":575}]}],"greeks_heatmap":{"data":[{"strike":7.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2409,"call_gamma":0,"put_gamma":0.050478,"call_theta":0,"put_theta":-0.0735,"call_vega":0,"put_vega":0.0053,"call_oi":125,"put_oi":403},{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8477,"put_delta":-0.1801,"call_gamma":0.223965,"put_gamma":0.218672,"call_theta":-0.0103,"put_theta":-0.0119,"call_vega":0.004,"put_vega":0.0044,"call_oi":360,"put_oi":770},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5095,"put_delta":-0.4851,"call_gamma":0.381256,"put_gamma":0.330672,"call_theta":-0.0165,"put_theta":-0.0179,"call_vega":0.0067,"put_vega":0.0067,"call_oi":2032,"put_oi":480},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1865,"put_delta":-0.7995,"call_gamma":0.259848,"put_gamma":0.257843,"call_theta":-0.0108,"put_theta":-0.0108,"call_vega":0.0045,"put_vega":0.0047,"call_oi":2195,"put_oi":113},{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0888,"put_delta":0,"call_gamma":0.124609,"put_gamma":0,"call_theta":-0.0081,"put_theta":0,"call_vega":0.0027,"put_vega":0,"call_oi":250,"put_oi":0},{"strike":7.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8817,"put_delta":-0.1507,"call_gamma":0.093811,"put_gamma":0.092808,"call_theta":-0.005,"put_theta":-0.006,"call_vega":0.0064,"put_vega":0.0076,"call_oi":283,"put_oi":306},{"strike":8.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7338,"put_delta":-0.2813,"call_gamma":0.158309,"put_gamma":0.143097,"call_theta":-0.0077,"put_theta":-0.0079,"call_vega":0.0107,"put_vega":0.011,"call_oi":1158,"put_oi":924},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5489,"put_delta":-0.4525,"call_gamma":0.180085,"put_gamma":0.185452,"call_theta":-0.0095,"put_theta":-0.0082,"call_vega":0.0129,"put_vega":0.0129,"call_oi":999,"put_oi":328},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3836,"put_delta":0,"call_gamma":0.170525,"put_gamma":0,"call_theta":-0.0092,"put_theta":0,"call_vega":0.0124,"put_vega":0,"call_oi":7143,"put_oi":0},{"strike":11.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2512,"put_delta":0,"call_gamma":0.141322,"put_gamma":0,"call_theta":-0.0077,"put_theta":0,"call_vega":0.0103,"put_vega":0,"call_oi":3787,"put_oi":0}],"strikes":[7.0,8.0,9.0,10.0,11.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":9.94,"put_25d_iv":71.07,"call_25d_iv":61.12,"put_25d_strike":8.0,"call_25d_strike":10.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.19,"put_25d_iv":72.65,"call_25d_iv":69.46,"put_25d_strike":8.0,"call_25d_strike":11.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":0.45,"put_25d_iv":65.89,"call_25d_iv":65.44,"put_25d_strike":8.0,"call_25d_strike":12.0,"skew":"neutral"},{"expiration":"02/19/2027","dte":140,"risk_reversal":4.76,"put_25d_iv":67.82,"call_25d_iv":63.05,"put_25d_strike":7.0,"call_25d_strike":13.0,"skew":"put_skew"},{"expiration":"05/21/2027","dte":231,"risk_reversal":0.93,"put_25d_iv":72.78,"call_25d_iv":71.86,"put_25d_strike":8.0,"call_25d_strike":14.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":1.03,"put_25d_iv":70.15,"call_25d_iv":69.11,"put_25d_strike":5.5,"call_25d_strike":17.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":80},{"strike":3.0,"call_vanna":-11.0,"put_vanna":12.0,"net_vanna":1.0,"call_oi":263,"put_oi":295},{"strike":3.5,"call_vanna":0,"put_vanna":173.0,"net_vanna":173.0,"call_oi":0,"put_oi":1935},{"strike":4.0,"call_vanna":-11.0,"put_vanna":19.0,"net_vanna":8.0,"call_oi":211,"put_oi":360},{"strike":4.5,"call_vanna":-93.0,"put_vanna":107.0,"net_vanna":14.0,"call_oi":1382,"put_oi":1847},{"strike":5.0,"call_vanna":-309.0,"put_vanna":352.0,"net_vanna":43.0,"call_oi":3781,"put_oi":2432},{"strike":5.5,"call_vanna":-249.0,"put_vanna":214.0,"net_vanna":-35.0,"call_oi":1350,"put_oi":2354},{"strike":6.0,"call_vanna":-24.0,"put_vanna":30.0,"net_vanna":5.0,"call_oi":250,"put_oi":337},{"strike":7.0,"call_vanna":-660.0,"put_vanna":85.0,"net_vanna":-575.0,"call_oi":4843,"put_oi":1310},{"strike":8.0,"call_vanna":-456.0,"put_vanna":130.0,"net_vanna":-326.0,"call_oi":6616,"put_oi":2375},{"strike":9.0,"call_vanna":-103.0,"put_vanna":20.0,"net_vanna":-83.0,"call_oi":5729,"put_oi":1165},{"strike":10.0,"call_vanna":-27.0,"put_vanna":65.0,"net_vanna":38.0,"call_oi":23904,"put_oi":909},{"strike":11.0,"call_vanna":229.0,"put_vanna":0,"net_vanna":229.0,"call_oi":4126,"put_oi":0},{"strike":12.0,"call_vanna":119.0,"put_vanna":0,"net_vanna":119.0,"call_oi":4153,"put_oi":0},{"strike":13.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":214,"put_oi":0},{"strike":14.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":150,"put_oi":0},{"strike":15.0,"call_vanna":765.0,"put_vanna":0,"net_vanna":765.0,"call_oi":9400,"put_oi":0},{"strike":17.0,"call_vanna":105.0,"put_vanna":0,"net_vanna":105.0,"call_oi":993,"put_oi":0}],"net_vanna":510.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":6.0,"call_charm":0,"put_charm":225.0,"net_charm":225.0,"call_oi":0,"put_oi":62},{"strike":7.0,"call_charm":-934.0,"put_charm":18820.0,"net_charm":17886.0,"call_oi":283,"put_oi":709},{"strike":8.0,"call_charm":-13059.0,"put_charm":5845.0,"net_charm":-7213.0,"call_oi":1518,"put_oi":1694},{"strike":9.0,"call_charm":-48513.0,"put_charm":11792.0,"net_charm":-36721.0,"call_oi":3031,"put_oi":808},{"strike":10.0,"call_charm":-30436.0,"put_charm":2535.0,"net_charm":-27901.0,"call_oi":9338,"put_oi":113},{"strike":11.0,"call_charm":-5930.0,"put_charm":0,"net_charm":-5930.0,"call_oi":4037,"put_oi":0},{"strike":12.0,"call_charm":-32615.0,"put_charm":0,"net_charm":-32615.0,"call_oi":910,"put_oi":0},{"strike":13.0,"call_charm":-950.0,"put_charm":0,"net_charm":-950.0,"call_oi":132,"put_oi":0},{"strike":15.0,"call_charm":-754.0,"put_charm":0,"net_charm":-754.0,"call_oi":111,"put_oi":0}],"net_charm":-93974.0,"weekend_delta_shift":-281921.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":194961.0,"put_delta":-57087.0,"net_delta":137874.0,"call_oi":5433,"put_oi":1806,"total_oi":7239,"total_volume":422,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":543845.0,"put_delta":-49641.0,"net_delta":494204.0,"call_oi":13991,"put_oi":1706,"total_oi":15697,"total_volume":3799,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":1505225.0,"put_delta":-75269.0,"net_delta":1429957.0,"call_oi":31436,"put_oi":6762,"total_oi":38198,"total_volume":223,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":159488.0,"put_delta":-20825.0,"net_delta":138664.0,"call_oi":2864,"put_oi":842,"total_oi":3706,"total_volume":9,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":30262.0,"put_delta":-3377.0,"net_delta":26885.0,"call_oi":514,"put_oi":113,"total_oi":627,"total_volume":1024,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":918210.0,"put_delta":-58510.0,"net_delta":859700.0,"call_oi":13153,"put_oi":4399,"total_oi":17552,"total_volume":55,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":18814.0,"put_delta":0,"net_delta":18814.0,"call_oi":258,"put_oi":0,"total_oi":258,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":9.0,"straddle_price":0.9,"straddle_pct":10.06,"implied_move":10.06,"avg_iv":66.7},{"expiration":"11/20/2026","dte":49,"strike":9.0,"straddle_price":1.73,"straddle_pct":19.27,"implied_move":19.27,"avg_iv":66.8},{"expiration":"01/15/2027","dte":105,"strike":9.0,"straddle_price":2.53,"straddle_pct":28.21,"implied_move":28.21,"avg_iv":66.8},{"expiration":"02/19/2027","dte":140,"strike":9.0,"straddle_price":2.88,"straddle_pct":32.12,"implied_move":32.12,"avg_iv":66.0}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":570,"put_oi":0,"total_oi":570,"bias":"neutral"},{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":358,"put_oi":0,"total_oi":358,"bias":"neutral"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":123,"put_oi":0,"total_oi":123,"bias":"neutral"},{"strike":2.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2420,"put_oi":27,"total_oi":2447,"bias":"bullish"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":358,"put_oi":80,"total_oi":438,"bias":"neutral"},{"strike":3.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1980,"put_oi":307,"total_oi":2287,"bias":"bullish"},{"strike":3.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":120,"put_oi":1935,"total_oi":2055,"bias":"neutral"},{"strike":4.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1151,"put_oi":386,"total_oi":1537,"bias":"bullish"},{"strike":4.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1382,"put_oi":1918,"total_oi":3300,"bias":"neutral"},{"strike":5.0,"call_volume":25,"put_volume":0,"total_volume":25,"call_oi":4066,"put_oi":2469,"total_oi":6535,"bias":"bullish"},{"strike":5.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2093,"put_oi":2354,"total_oi":4447,"bias":"bullish"},{"strike":6.0,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":368,"put_oi":364,"total_oi":732,"bias":"bearish"},{"strike":7.0,"call_volume":58,"put_volume":5,"total_volume":63,"call_oi":4972,"put_oi":3259,"total_oi":8231,"bias":"bullish"},{"strike":8.0,"call_volume":69,"put_volume":103,"total_volume":172,"call_oi":6661,"put_oi":2375,"total_oi":9036,"bias":"neutral"},{"strike":9.0,"call_volume":255,"put_volume":87,"total_volume":342,"call_oi":5772,"put_oi":1167,"total_oi":6939,"bias":"bullish"},{"strike":10.0,"call_volume":4764,"put_volume":0,"total_volume":4764,"call_oi":23904,"put_oi":966,"total_oi":24870,"bias":"bullish"},{"strike":11.0,"call_volume":18,"put_volume":0,"total_volume":18,"call_oi":4154,"put_oi":38,"total_oi":4192,"bias":"bullish"},{"strike":12.0,"call_volume":69,"put_volume":0,"total_volume":69,"call_oi":4154,"put_oi":15,"total_oi":4169,"bias":"bullish"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":255,"put_oi":0,"total_oi":255,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":173,"put_oi":0,"total_oi":173,"bias":"neutral"},{"strike":15.0,"call_volume":72,"put_volume":0,"total_volume":72,"call_oi":9407,"put_oi":0,"total_oi":9407,"bias":"bullish"},{"strike":17.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":993,"put_oi":3,"total_oi":996,"bias":"bullish"}],"underlying_price":8.949999809265137,"peak_call_strike":10.0,"peak_put_strike":8.0,"total_call_volume":5344,"total_put_volume":205,"volume_pc_ratio":0.038},"iv_contours":{"x":[0.78,0.89,1.01,1.12,1.23],"y":[14,49,105,140],"z":[[null,66.67,66.66,62.75,76.37],[71.34,68.28,66.78,71.23,69.46],[65.87,66.0,66.8,66.41,70.8],[66.61,64.8,66.02,65.15,65.94]],"levels":[62.8,64.1,65.5,66.8,68.2,69.6,70.9,72.3,73.6,75.0,76.4],"min_iv":62.8,"max_iv":76.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":99.25},{"date":"2026-09-15","iv":100.15},{"date":"2026-09-16","iv":103.67},{"date":"2026-09-17","iv":87.79},{"date":"2026-09-18","iv":82.87},{"date":"2026-09-21","iv":90.3},{"date":"2026-09-22","iv":70.7},{"date":"2026-09-23","iv":79.6},{"date":"2026-09-24","iv":79.2},{"date":"2026-09-25","iv":105.3},{"date":"2026-09-28","iv":69.3},{"date":"2026-09-29","iv":69.2},{"date":"2026-09-30","iv":97.5},{"date":"2026-10-01","iv":119.4},{"date":"2026-10-02","iv":77.7}]}}