{"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":"TT","summary":{"name":"TT","price":463.99,"total_oi":13400,"call_oi":7986,"put_oi":5414,"pc_ratio":0.678,"net_gex":2682496.04,"avg_iv":40.9,"iv_rank":21.0,"iv_52w_high":63.06,"iv_52w_low":35.0,"gamma_flip":473.92,"max_pain":470.0},"features":{"symbol":"TT","price":463.99,"total_oi":13400,"analysis_coverage":1.0,"avg_iv_pct":40.9,"iv_rank":21.0,"iv_52w_high_pct":63.06,"iv_52w_low_pct":35.0,"front_dte":14,"front_atm_iv_pct":28.7979,"back_atm_iv_pct":32.3966,"term_premium_pp":-3.5987,"expected_move_front_pct":5.64,"straddle_front_pct":4.4,"straddle_30d_pct":4.4,"risk_reversal_front_pp":1.21,"risk_reversal_30d_pp":1.21,"butterfly_front_pp":4.38,"butterfly_30d_pp":4.38,"put_call_oi_ratio":0.678,"put_call_oi_front_ratio":0.487,"put_call_volume_front_ratio":0.118,"option_volume":161,"volume_oi_ratio":0.012015,"net_delta_normalized":0.054936,"dealer_delta_normalized":-0.054072,"gex_per_100k_oi":20018627.164179,"vanna_per_100k_oi":2462.686567,"charm_per_100k_oi":-2313917.910448,"weekend_delta_shift_per_100k_oi":-6941761.19403,"iv_surface_range_pp":40.8,"gamma_flip_distance_pct":2.140132,"max_pain_distance_pct":1.295287,"peak_call_distance_pct":3.450505,"peak_put_distance_pct":-5.17037},"analyses":{"gamma_walls":[{"strike":160.0,"call_gex":0.0,"put_gex":-49.69,"net_gex":-49.69,"call_oi":0,"put_oi":1},{"strike":165.0,"call_gex":0.0,"put_gex":-260.1,"net_gex":-260.1,"call_oi":0,"put_oi":6},{"strike":170.0,"call_gex":0.0,"put_gex":-274.84,"net_gex":-274.84,"call_oi":2,"put_oi":5},{"strike":175.0,"call_gex":0.0,"put_gex":-208.49,"net_gex":-208.49,"call_oi":0,"put_oi":5},{"strike":180.0,"call_gex":0.0,"put_gex":-225.81,"net_gex":-225.81,"call_oi":4,"put_oi":4},{"strike":185.0,"call_gex":0.0,"put_gex":-595.81,"net_gex":-595.81,"call_oi":0,"put_oi":10},{"strike":190.0,"call_gex":0.0,"put_gex":-521.1,"net_gex":-521.1,"call_oi":1,"put_oi":10},{"strike":195.0,"call_gex":0.0,"put_gex":-280.77,"net_gex":-280.77,"call_oi":5,"put_oi":5},{"strike":200.0,"call_gex":0.0,"put_gex":-147.54,"net_gex":-147.54,"call_oi":5,"put_oi":3},{"strike":210.0,"call_gex":0.0,"put_gex":-2510.36,"net_gex":-2510.36,"call_oi":6,"put_oi":34},{"strike":220.0,"call_gex":0.0,"put_gex":-491.33,"net_gex":-491.33,"call_oi":3,"put_oi":10},{"strike":230.0,"call_gex":0.0,"put_gex":-6187.34,"net_gex":-6187.34,"call_oi":4,"put_oi":123},{"strike":240.0,"call_gex":0.0,"put_gex":-643.17,"net_gex":-643.17,"call_oi":0,"put_oi":6},{"strike":250.0,"call_gex":0.0,"put_gex":-1619.69,"net_gex":-1619.69,"call_oi":0,"put_oi":26},{"strike":260.0,"call_gex":0.0,"put_gex":-200.16,"net_gex":-200.16,"call_oi":27,"put_oi":3},{"strike":270.0,"call_gex":69.38,"put_gex":-534.95,"net_gex":-465.57,"call_oi":33,"put_oi":7},{"strike":280.0,"call_gex":0.0,"put_gex":-1768.31,"net_gex":-1768.31,"call_oi":56,"put_oi":21},{"strike":290.0,"call_gex":0.0,"put_gex":-4746.65,"net_gex":-4746.65,"call_oi":37,"put_oi":35},{"strike":300.0,"call_gex":517.17,"put_gex":-4100.59,"net_gex":-3583.42,"call_oi":38,"put_oi":34},{"strike":310.0,"call_gex":881.96,"put_gex":-4506.02,"net_gex":-3624.06,"call_oi":9,"put_oi":34},{"strike":320.0,"call_gex":3925.33,"put_gex":-8959.27,"net_gex":-5033.94,"call_oi":30,"put_oi":62},{"strike":330.0,"call_gex":325.81,"put_gex":-19546.72,"net_gex":-19220.91,"call_oi":4,"put_oi":106},{"strike":340.0,"call_gex":3058.52,"put_gex":-16690.37,"net_gex":-13631.85,"call_oi":16,"put_oi":88},{"strike":350.0,"call_gex":3974.91,"put_gex":-15895.45,"net_gex":-11920.54,"call_oi":22,"put_oi":63},{"strike":360.0,"call_gex":8304.09,"put_gex":-25151.03,"net_gex":-16846.94,"call_oi":29,"put_oi":83},{"strike":370.0,"call_gex":26599.14,"put_gex":-53311.51,"net_gex":-26712.37,"call_oi":72,"put_oi":148},{"strike":380.0,"call_gex":8598.0,"put_gex":-84393.45,"net_gex":-75795.45,"call_oi":21,"put_oi":206},{"strike":390.0,"call_gex":19718.59,"put_gex":-85350.13,"net_gex":-65631.54,"call_oi":37,"put_oi":169},{"strike":400.0,"call_gex":114038.01,"put_gex":-251569.19,"net_gex":-137531.18,"call_oi":183,"put_oi":403},{"strike":410.0,"call_gex":55196.07,"put_gex":-300131.79,"net_gex":-244935.73,"call_oi":77,"put_oi":392},{"strike":420.0,"call_gex":97731.28,"put_gex":-145743.12,"net_gex":-48011.84,"call_oi":105,"put_oi":173},{"strike":430.0,"call_gex":194534.93,"put_gex":-382766.82,"net_gex":-188231.89,"call_oi":170,"put_oi":330},{"strike":440.0,"call_gex":319095.0,"put_gex":-299058.9,"net_gex":20036.1,"call_oi":197,"put_oi":252},{"strike":450.0,"call_gex":202173.58,"put_gex":-845770.49,"net_gex":-643596.91,"call_oi":157,"put_oi":481},{"strike":460.0,"call_gex":461508.69,"put_gex":-254626.99,"net_gex":206881.7,"call_oi":223,"put_oi":166},{"strike":470.0,"call_gex":902812.32,"put_gex":-57617.82,"net_gex":845194.49,"call_oi":386,"put_oi":34},{"strike":480.0,"call_gex":1272381.49,"put_gex":-115355.17,"net_gex":1157026.32,"call_oi":716,"put_oi":83},{"strike":490.0,"call_gex":303122.2,"put_gex":-37496.56,"net_gex":265625.64,"call_oi":202,"put_oi":27},{"strike":500.0,"call_gex":1278309.6,"put_gex":-990081.75,"net_gex":288227.85,"call_oi":1022,"put_oi":886},{"strike":510.0,"call_gex":354846.05,"put_gex":-922292.47,"net_gex":-567446.43,"call_oi":308,"put_oi":873},{"strike":520.0,"call_gex":432412.23,"put_gex":-3097.85,"net_gex":429314.38,"call_oi":408,"put_oi":3},{"strike":530.0,"call_gex":46558.78,"put_gex":0.0,"net_gex":46558.78,"call_oi":50,"put_oi":0},{"strike":540.0,"call_gex":233535.48,"put_gex":0.0,"net_gex":233535.48,"call_oi":318,"put_oi":0},{"strike":550.0,"call_gex":10014.0,"put_gex":-2771.97,"net_gex":7242.03,"call_oi":15,"put_oi":4},{"strike":560.0,"call_gex":305777.31,"put_gex":0.0,"net_gex":305777.31,"call_oi":489,"put_oi":0},{"strike":570.0,"call_gex":107432.13,"put_gex":0.0,"net_gex":107432.13,"call_oi":210,"put_oi":0},{"strike":580.0,"call_gex":25154.96,"put_gex":0.0,"net_gex":25154.96,"call_oi":51,"put_oi":0},{"strike":590.0,"call_gex":773.87,"put_gex":0.0,"net_gex":773.87,"call_oi":2,"put_oi":0},{"strike":600.0,"call_gex":40700.1,"put_gex":0.0,"net_gex":40700.1,"call_oi":118,"put_oi":0},{"strike":610.0,"call_gex":256.72,"put_gex":0.0,"net_gex":256.72,"call_oi":1,"put_oi":0},{"strike":620.0,"call_gex":6382.57,"put_gex":0.0,"net_gex":6382.57,"call_oi":25,"put_oi":0},{"strike":630.0,"call_gex":690.5,"put_gex":0.0,"net_gex":690.5,"call_oi":3,"put_oi":0},{"strike":640.0,"call_gex":25440.33,"put_gex":0.0,"net_gex":25440.33,"call_oi":122,"put_oi":0},{"strike":650.0,"call_gex":752178.56,"put_gex":0.0,"net_gex":752178.56,"call_oi":1920,"put_oi":0},{"strike":660.0,"call_gex":4059.76,"put_gex":0.0,"net_gex":4059.76,"call_oi":21,"put_oi":0},{"strike":680.0,"call_gex":3497.36,"put_gex":0.0,"net_gex":3497.36,"call_oi":11,"put_oi":0},{"strike":700.0,"call_gex":2768.28,"put_gex":0.0,"net_gex":2768.28,"call_oi":10,"put_oi":0},{"strike":720.0,"call_gex":692.53,"put_gex":0.0,"net_gex":692.53,"call_oi":5,"put_oi":0}],"pain_by_strike":[{"strike":160.0,"call_value":0,"put_value":1464520.0,"total_value":1464520.0},{"strike":165.0,"call_value":0.0,"put_value":1437455.0,"total_value":1437455.0},{"strike":170.0,"call_value":0.0,"put_value":1410420.0,"total_value":1410420.0},{"strike":175.0,"call_value":10.0,"put_value":1383410.0,"total_value":1383420.0},{"strike":180.0,"call_value":20.0,"put_value":1356425.0,"total_value":1356445.0},{"strike":185.0,"call_value":50.0,"put_value":1329460.0,"total_value":1329510.0},{"strike":190.0,"call_value":80.0,"put_value":1302545.0,"total_value":1302625.0},{"strike":195.0,"call_value":115.0,"put_value":1275680.0,"total_value":1275795.0},{"strike":200.0,"call_value":175.0,"put_value":1248840.0,"total_value":1249015.0},{"strike":210.0,"call_value":345.0,"put_value":1195190.0,"total_value":1195535.0},{"strike":220.0,"call_value":575.0,"put_value":1141880.0,"total_value":1142455.0},{"strike":230.0,"call_value":835.0,"put_value":1088670.0,"total_value":1089505.0},{"strike":240.0,"call_value":1135.0,"put_value":1036690.0,"total_value":1037825.0},{"strike":250.0,"call_value":1435.0,"put_value":984770.0,"total_value":986205.0},{"strike":260.0,"call_value":1735.0,"put_value":933110.0,"total_value":934845.0},{"strike":270.0,"call_value":2305.0,"put_value":881480.0,"total_value":883785.0},{"strike":280.0,"call_value":3205.0,"put_value":829920.0,"total_value":833125.0},{"strike":290.0,"call_value":4665.0,"put_value":778570.0,"total_value":783235.0},{"strike":300.0,"call_value":6495.0,"put_value":727570.0,"total_value":734065.0},{"strike":310.0,"call_value":8705.0,"put_value":676910.0,"total_value":685615.0},{"strike":320.0,"call_value":11005.0,"put_value":626590.0,"total_value":637595.0},{"strike":330.0,"call_value":13605.0,"put_value":576890.0,"total_value":590495.0},{"strike":340.0,"call_value":16245.0,"put_value":528250.0,"total_value":544495.0},{"strike":350.0,"call_value":19045.0,"put_value":480490.0,"total_value":499535.0},{"strike":360.0,"call_value":22065.0,"put_value":433360.0,"total_value":455425.0},{"strike":370.0,"call_value":25375.0,"put_value":387060.0,"total_value":412435.0},{"strike":380.0,"call_value":29405.0,"put_value":342240.0,"total_value":371645.0},{"strike":390.0,"call_value":33645.0,"put_value":299480.0,"total_value":333125.0},{"strike":400.0,"call_value":38255.0,"put_value":258410.0,"total_value":296665.0},{"strike":410.0,"call_value":44695.0,"put_value":221370.0,"total_value":266065.0},{"strike":420.0,"call_value":51905.0,"put_value":188250.0,"total_value":240155.0},{"strike":430.0,"call_value":60165.0,"put_value":156860.0,"total_value":217025.0},{"strike":440.0,"call_value":70125.0,"put_value":128770.0,"total_value":198895.0},{"strike":450.0,"call_value":82055.0,"put_value":103200.0,"total_value":185255.0},{"strike":460.0,"call_value":95555.0,"put_value":82440.0,"total_value":177995.0},{"strike":470.0,"call_value":111285.0,"put_value":63340.0,"total_value":174625.0},{"strike":480.0,"call_value":130875.0,"put_value":44580.0,"total_value":175455.0},{"strike":490.0,"call_value":157625.0,"put_value":26650.0,"total_value":184275.0},{"strike":500.0,"call_value":186395.0,"put_value":8990.0,"total_value":195385.0},{"strike":510.0,"call_value":225385.0,"put_value":190.0,"total_value":225575.0},{"strike":520.0,"call_value":267455.0,"put_value":120.0,"total_value":267575.0},{"strike":530.0,"call_value":313605.0,"put_value":80.0,"total_value":313685.0},{"strike":540.0,"call_value":360255.0,"put_value":40.0,"total_value":360295.0},{"strike":550.0,"call_value":410085.0,"put_value":0.0,"total_value":410085.0},{"strike":560.0,"call_value":460065.0,"put_value":0.0,"total_value":460065.0},{"strike":570.0,"call_value":514935.0,"put_value":0.0,"total_value":514935.0},{"strike":580.0,"call_value":571905.0,"put_value":0.0,"total_value":571905.0},{"strike":590.0,"call_value":629385.0,"put_value":0.0,"total_value":629385.0},{"strike":600.0,"call_value":686885.0,"put_value":0.0,"total_value":686885.0},{"strike":610.0,"call_value":745565.0,"put_value":0.0,"total_value":745565.0},{"strike":620.0,"call_value":804255.0,"put_value":0.0,"total_value":804255.0},{"strike":630.0,"call_value":863195.0,"put_value":0.0,"total_value":863195.0},{"strike":640.0,"call_value":922165.0,"put_value":0.0,"total_value":922165.0},{"strike":650.0,"call_value":982355.0,"put_value":0.0,"total_value":982355.0},{"strike":660.0,"call_value":1061745.0,"put_value":0.0,"total_value":1061745.0},{"strike":680.0,"call_value":1220945.0,"put_value":0.0,"total_value":1220945.0},{"strike":700.0,"call_value":1380365.0,"put_value":0.0,"total_value":1380365.0},{"strike":720.0,"call_value":1539985.0,"put_value":0,"total_value":1539985.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":81.2,"strike":350.67},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":45.2,"strike":354.17},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":64.3,"strike":292.22},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":39.6,"strike":415.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":35.1,"strike":415.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":31.8,"strike":415.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":32.8,"strike":440.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":33.6,"strike":440.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":31.1,"strike":440.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":28.4,"strike":465.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":32.3,"strike":465.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":30.2,"strike":465.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":27.5,"strike":485.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":31.8,"strike":485.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":29.7,"strike":485.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":35.6,"strike":510.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":31.1,"strike":510.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":29.5,"strike":510.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":51.7,"strike":545.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":37.8,"strike":582.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":35.7,"strike":619.63}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.5,"contract_count":18,"total_oi":1210},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":19,"total_oi":1114},{"expiration":"12/18/2026","dte":77,"iv":0.3898,"contract_count":20,"total_oi":1366},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":20,"total_oi":2862},{"expiration":"03/19/2027","dte":168,"iv":0.2409,"contract_count":16,"total_oi":239}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.64,"expected_move_2std":11.28,"contract_count":8},{"expiration":"11/20/2026","dte":49,"expected_move_1std":11.87,"expected_move_2std":23.75,"contract_count":8},{"expiration":"12/18/2026","dte":77,"expected_move_1std":14.17,"expected_move_2std":28.34,"contract_count":8},{"expiration":"01/15/2027","dte":105,"expected_move_1std":15.93,"expected_move_2std":31.86,"contract_count":8},{"expiration":"03/19/2027","dte":168,"expected_move_1std":20.67,"expected_move_2std":41.34,"contract_count":8}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1114,"put_oi":543,"total_oi":1657,"pc_ratio":0.487,"pc_ratio_volume":0.118,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1086,"put_oi":514,"total_oi":1600,"pc_ratio":0.473,"pc_ratio_volume":1.611,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":3487,"put_oi":1296,"total_oi":4783,"pc_ratio":0.372,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":1774,"put_oi":2845,"total_oi":4619,"pc_ratio":1.604,"pc_ratio_volume":1.316,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":525,"put_oi":216,"total_oi":741,"pc_ratio":0.411,"pc_ratio_volume":0.083,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":160.0,"call_delta_oi":0,"put_delta_oi":-4.0,"dealer_delta":4.0,"call_oi":0,"put_oi":1},{"strike":165.0,"call_delta_oi":0,"put_delta_oi":-17.0,"dealer_delta":17.0,"call_oi":0,"put_oi":6},{"strike":170.0,"call_delta_oi":0,"put_delta_oi":-20.0,"dealer_delta":20.0,"call_oi":0,"put_oi":5},{"strike":175.0,"call_delta_oi":0,"put_delta_oi":-12.0,"dealer_delta":12.0,"call_oi":0,"put_oi":5},{"strike":180.0,"call_delta_oi":0,"put_delta_oi":-15.0,"dealer_delta":15.0,"call_oi":0,"put_oi":4},{"strike":185.0,"call_delta_oi":0,"put_delta_oi":-38.0,"dealer_delta":38.0,"call_oi":0,"put_oi":10},{"strike":190.0,"call_delta_oi":0,"put_delta_oi":-29.0,"dealer_delta":29.0,"call_oi":0,"put_oi":10},{"strike":195.0,"call_delta_oi":0,"put_delta_oi":-17.0,"dealer_delta":17.0,"call_oi":0,"put_oi":5},{"strike":200.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":3},{"strike":210.0,"call_delta_oi":0,"put_delta_oi":-151.0,"dealer_delta":151.0,"call_oi":0,"put_oi":34},{"strike":220.0,"call_delta_oi":0,"put_delta_oi":-18.0,"dealer_delta":18.0,"call_oi":0,"put_oi":10},{"strike":230.0,"call_delta_oi":0,"put_delta_oi":-191.0,"dealer_delta":191.0,"call_oi":0,"put_oi":123},{"strike":240.0,"call_delta_oi":0,"put_delta_oi":-36.0,"dealer_delta":36.0,"call_oi":0,"put_oi":6},{"strike":250.0,"call_delta_oi":0,"put_delta_oi":-46.0,"dealer_delta":46.0,"call_oi":0,"put_oi":26},{"strike":260.0,"call_delta_oi":0,"put_delta_oi":-5.0,"dealer_delta":5.0,"call_oi":0,"put_oi":3},{"strike":270.0,"call_delta_oi":98.0,"put_delta_oi":-14.0,"dealer_delta":-85.0,"call_oi":1,"put_oi":7},{"strike":280.0,"call_delta_oi":0,"put_delta_oi":-43.0,"dealer_delta":43.0,"call_oi":0,"put_oi":21},{"strike":290.0,"call_delta_oi":0,"put_delta_oi":-179.0,"dealer_delta":179.0,"call_oi":0,"put_oi":35},{"strike":300.0,"call_delta_oi":1092.0,"put_delta_oi":-98.0,"dealer_delta":-994.0,"call_oi":11,"put_oi":34},{"strike":310.0,"call_delta_oi":883.0,"put_delta_oi":-101.0,"dealer_delta":-783.0,"call_oi":9,"put_oi":34},{"strike":320.0,"call_delta_oi":2819.0,"put_delta_oi":-185.0,"dealer_delta":-2634.0,"call_oi":29,"put_oi":62},{"strike":330.0,"call_delta_oi":295.0,"put_delta_oi":-413.0,"dealer_delta":118.0,"call_oi":3,"put_oi":106},{"strike":340.0,"call_delta_oi":1536.0,"put_delta_oi":-312.0,"dealer_delta":-1224.0,"call_oi":16,"put_oi":88},{"strike":350.0,"call_delta_oi":2135.0,"put_delta_oi":-337.0,"dealer_delta":-1798.0,"call_oi":22,"put_oi":63},{"strike":360.0,"call_delta_oi":2743.0,"put_delta_oi":-510.0,"dealer_delta":-2233.0,"call_oi":29,"put_oi":83},{"strike":370.0,"call_delta_oi":6562.0,"put_delta_oi":-1037.0,"dealer_delta":-5525.0,"call_oi":72,"put_oi":148},{"strike":380.0,"call_delta_oi":1944.0,"put_delta_oi":-1510.0,"dealer_delta":-434.0,"call_oi":21,"put_oi":206},{"strike":390.0,"call_delta_oi":3228.0,"put_delta_oi":-1948.0,"dealer_delta":-1280.0,"call_oi":37,"put_oi":169},{"strike":400.0,"call_delta_oi":15393.0,"put_delta_oi":-5668.0,"dealer_delta":-9724.0,"call_oi":183,"put_oi":403},{"strike":410.0,"call_delta_oi":6662.0,"put_delta_oi":-6398.0,"dealer_delta":-263.0,"call_oi":77,"put_oi":392},{"strike":420.0,"call_delta_oi":8962.0,"put_delta_oi":-2931.0,"dealer_delta":-6031.0,"call_oi":105,"put_oi":173},{"strike":430.0,"call_delta_oi":13520.0,"put_delta_oi":-7008.0,"dealer_delta":-6512.0,"call_oi":170,"put_oi":330},{"strike":440.0,"call_delta_oi":15102.0,"put_delta_oi":-7488.0,"dealer_delta":-7614.0,"call_oi":197,"put_oi":252},{"strike":450.0,"call_delta_oi":10113.0,"put_delta_oi":-15968.0,"dealer_delta":5855.0,"call_oi":157,"put_oi":481},{"strike":460.0,"call_delta_oi":13018.0,"put_delta_oi":-7006.0,"dealer_delta":-6012.0,"call_oi":223,"put_oi":166},{"strike":470.0,"call_delta_oi":18351.0,"put_delta_oi":-1693.0,"dealer_delta":-16658.0,"call_oi":386,"put_oi":34},{"strike":480.0,"call_delta_oi":29033.0,"put_delta_oi":-4559.0,"dealer_delta":-24474.0,"call_oi":716,"put_oi":83},{"strike":490.0,"call_delta_oi":6993.0,"put_delta_oi":-1701.0,"dealer_delta":-5292.0,"call_oi":202,"put_oi":27},{"strike":500.0,"call_delta_oi":33749.0,"put_delta_oi":-55413.0,"dealer_delta":21664.0,"call_oi":1022,"put_oi":886},{"strike":510.0,"call_delta_oi":7468.0,"put_delta_oi":-58444.0,"dealer_delta":50975.0,"call_oi":308,"put_oi":873},{"strike":520.0,"call_delta_oi":7887.0,"put_delta_oi":-226.0,"dealer_delta":-7661.0,"call_oi":408,"put_oi":3},{"strike":530.0,"call_delta_oi":849.0,"put_delta_oi":0,"dealer_delta":-849.0,"call_oi":50,"put_oi":0},{"strike":540.0,"call_delta_oi":3898.0,"put_delta_oi":0,"dealer_delta":-3898.0,"call_oi":318,"put_oi":0},{"strike":550.0,"call_delta_oi":157.0,"put_delta_oi":-354.0,"dealer_delta":197.0,"call_oi":15,"put_oi":4},{"strike":560.0,"call_delta_oi":5716.0,"put_delta_oi":0,"dealer_delta":-5716.0,"call_oi":489,"put_oi":0},{"strike":570.0,"call_delta_oi":1648.0,"put_delta_oi":0,"dealer_delta":-1648.0,"call_oi":210,"put_oi":0},{"strike":580.0,"call_delta_oi":445.0,"put_delta_oi":0,"dealer_delta":-445.0,"call_oi":51,"put_oi":0},{"strike":590.0,"call_delta_oi":12.0,"put_delta_oi":0,"dealer_delta":-12.0,"call_oi":2,"put_oi":0},{"strike":600.0,"call_delta_oi":653.0,"put_delta_oi":0,"dealer_delta":-653.0,"call_oi":118,"put_oi":0},{"strike":610.0,"call_delta_oi":4.0,"put_delta_oi":0,"dealer_delta":-4.0,"call_oi":1,"put_oi":0},{"strike":620.0,"call_delta_oi":96.0,"put_delta_oi":0,"dealer_delta":-96.0,"call_oi":25,"put_oi":0},{"strike":630.0,"call_delta_oi":11.0,"put_delta_oi":0,"dealer_delta":-11.0,"call_oi":3,"put_oi":0},{"strike":640.0,"call_delta_oi":394.0,"put_delta_oi":0,"dealer_delta":-394.0,"call_oi":122,"put_oi":0},{"strike":650.0,"call_delta_oi":30817.0,"put_delta_oi":0,"dealer_delta":-30817.0,"call_oi":1920,"put_oi":0},{"strike":660.0,"call_delta_oi":70.0,"put_delta_oi":0,"dealer_delta":-70.0,"call_oi":21,"put_oi":0},{"strike":680.0,"call_delta_oi":130.0,"put_delta_oi":0,"dealer_delta":-130.0,"call_oi":11,"put_oi":0},{"strike":700.0,"call_delta_oi":104.0,"put_delta_oi":0,"dealer_delta":-104.0,"call_oi":10,"put_oi":0},{"strike":720.0,"call_delta_oi":14.0,"put_delta_oi":0,"dealer_delta":-14.0,"call_oi":5,"put_oi":0}],"net_dealer_delta":-72456.0,"total_call_delta":254604.0,"total_put_delta":-182148.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":463.989990234375,"strikes":[{"strike":400.0,"moneyness":0.8621,"type":"call","iv":0.3163,"delta":0.8497,"oi":104},{"strike":400.0,"moneyness":0.8621,"type":"put","iv":0.3257,"delta":-0.1562,"oi":196},{"strike":450.0,"moneyness":0.9698,"type":"put","iv":0.3069,"delta":-0.3659,"oi":110},{"strike":500.0,"moneyness":1.0776,"type":"call","iv":0.28,"delta":0.3653,"oi":365},{"strike":500.0,"moneyness":1.0776,"type":"put","iv":0.2956,"delta":-0.6248,"oi":878},{"strike":510.0,"moneyness":1.0992,"type":"put","iv":0.2982,"delta":-0.6694,"oi":872},{"strike":560.0,"moneyness":1.2069,"type":"call","iv":0.2829,"delta":0.1379,"oi":338},{"strike":640.0,"moneyness":1.3793,"type":"call","iv":0.2998,"delta":0.0319,"oi":107}]},{"expiration":"10/16/2026","underlying_price":463.989990234375,"strikes":[{"strike":440.0,"moneyness":0.9483,"type":"call","iv":0.3364,"delta":0.8138,"oi":122},{"strike":450.0,"moneyness":0.9698,"type":"put","iv":0.3002,"delta":-0.2758,"oi":173},{"strike":470.0,"moneyness":1.013,"type":"call","iv":0.2825,"delta":0.4261,"oi":197},{"strike":480.0,"moneyness":1.0345,"type":"call","iv":0.288,"delta":0.2847,"oi":152},{"strike":540.0,"moneyness":1.1638,"type":"call","iv":0.4959,"delta":0.0596,"oi":104}]},{"expiration":"11/20/2026","underlying_price":463.989990234375,"strikes":[{"strike":430.0,"moneyness":0.9267,"type":"put","iv":0.3361,"delta":-0.2324,"oi":220},{"strike":480.0,"moneyness":1.0345,"type":"call","iv":0.3199,"delta":0.4261,"oi":406},{"strike":520.0,"moneyness":1.1207,"type":"call","iv":0.3087,"delta":0.1809,"oi":225}]},{"expiration":"12/18/2026","underlying_price":463.989990234375,"strikes":[{"strike":410.0,"moneyness":0.8836,"type":"put","iv":0.3329,"delta":-0.1714,"oi":302},{"strike":440.0,"moneyness":0.9483,"type":"put","iv":0.317,"delta":-0.3083,"oi":152},{"strike":450.0,"moneyness":0.9698,"type":"put","iv":0.3173,"delta":-0.3651,"oi":113},{"strike":500.0,"moneyness":1.0776,"type":"call","iv":0.2909,"delta":0.3336,"oi":500},{"strike":510.0,"moneyness":1.0992,"type":"call","iv":0.2895,"delta":0.2801,"oi":187},{"strike":570.0,"moneyness":1.2285,"type":"call","iv":0.2912,"delta":0.0785,"oi":210},{"strike":650.0,"moneyness":1.4009,"type":"call","iv":0.6328,"delta":0.1605,"oi":1920}]}],"greeks_heatmap":{"data":[{"strike":380.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0375,"call_gamma":0,"put_gamma":0.001509,"call_theta":0,"put_theta":-0.1686,"call_vega":0,"put_vega":0.0717,"call_oi":0,"put_oi":63},{"strike":420.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0604,"call_gamma":0,"put_gamma":0.003873,"call_theta":0,"put_theta":-0.1389,"call_vega":0,"put_vega":0.1048,"call_oi":0,"put_oi":55},{"strike":430.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8786,"put_delta":-0.1011,"call_gamma":0.006352,"put_gamma":0.006113,"call_theta":-0.2896,"put_theta":-0.1913,"call_vega":0.1766,"put_vega":0.1549,"call_oi":66,"put_oi":63},{"strike":440.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8138,"put_delta":0,"call_gamma":0.0091,"put_gamma":0,"call_theta":-0.3444,"put_theta":0,"call_vega":0.2347,"put_vega":0,"call_oi":122,"put_oi":0},{"strike":450.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2758,"call_gamma":0,"put_gamma":0.012711,"call_theta":0,"put_theta":-0.3224,"call_vega":0,"put_vega":0.2926,"call_oi":0,"put_oi":173},{"strike":460.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5849,"put_delta":0,"call_gamma":0.0155,"put_gamma":0,"call_theta":-0.4073,"put_theta":0,"call_vega":0.3414,"put_vega":0,"call_oi":91,"put_oi":0},{"strike":470.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4261,"put_delta":0,"call_gamma":0.015847,"put_gamma":0,"call_theta":-0.3952,"put_theta":0,"call_vega":0.3433,"put_vega":0,"call_oi":197,"put_oi":0},{"strike":480.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2847,"put_delta":0,"call_gamma":0.013453,"put_gamma":0,"call_theta":-0.3441,"put_theta":0,"call_vega":0.2971,"put_vega":0,"call_oi":152,"put_oi":0},{"strike":500.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0987,"put_delta":0,"call_gamma":0.006736,"put_gamma":0,"call_theta":-0.1777,"put_theta":0,"call_vega":0.1522,"put_vega":0,"call_oi":52,"put_oi":0},{"strike":510.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0944,"put_delta":0,"call_gamma":0.005256,"put_gamma":0,"call_theta":-0.2121,"put_theta":0,"call_vega":0.1473,"put_vega":0,"call_oi":74,"put_oi":0},{"strike":540.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0596,"put_delta":0,"call_gamma":0.00273,"put_gamma":0,"call_theta":-0.2011,"put_theta":0,"call_vega":0.1038,"put_vega":0,"call_oi":104,"put_oi":0},{"strike":560.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0501,"put_delta":0,"call_gamma":0.002027,"put_gamma":0,"call_theta":-0.2051,"put_theta":0,"call_vega":0.0905,"put_vega":0,"call_oi":71,"put_oi":0},{"strike":430.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2324,"call_gamma":0,"put_gamma":0.0054,"call_theta":0,"put_theta":-0.1664,"call_vega":0,"put_vega":0.5139,"call_oi":0,"put_oi":220},{"strike":450.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3577,"call_gamma":0,"put_gamma":0.006783,"call_theta":0,"put_theta":-0.193,"call_vega":0,"put_vega":0.6281,"call_oi":0,"put_oi":77},{"strike":480.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4261,"put_delta":0,"call_gamma":0.007284,"put_gamma":0,"call_theta":-0.241,"put_theta":0,"call_vega":0.6597,"put_vega":0,"call_oi":406,"put_oi":0},{"strike":500.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2804,"put_delta":0,"call_gamma":0.006676,"put_gamma":0,"call_theta":-0.1912,"put_theta":0,"call_vega":0.5668,"put_vega":0,"call_oi":86,"put_oi":0},{"strike":520.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1809,"put_delta":0,"call_gamma":0.005067,"put_gamma":0,"call_theta":-0.1516,"put_theta":0,"call_vega":0.4429,"put_vega":0,"call_oi":225,"put_oi":0},{"strike":540.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1008,"put_delta":0,"call_gamma":0.003467,"put_gamma":0,"call_theta":-0.0987,"put_theta":0,"call_vega":0.2969,"put_vega":0,"call_oi":86,"put_oi":0},{"strike":330.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0376,"call_gamma":0,"put_gamma":0.000846,"call_theta":0,"put_theta":-0.05,"call_vega":0,"put_vega":0.1735,"call_oi":0,"put_oi":71},{"strike":370.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0683,"call_gamma":0,"put_gamma":0.001696,"call_theta":0,"put_theta":-0.0634,"call_vega":0,"put_vega":0.279,"call_oi":0,"put_oi":52},{"strike":380.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0826,"call_gamma":0,"put_gamma":0.002059,"call_theta":0,"put_theta":-0.0693,"call_vega":0,"put_vega":0.3224,"call_oi":0,"put_oi":73},{"strike":400.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1296,"call_gamma":0,"put_gamma":0.003048,"call_theta":0,"put_theta":-0.0886,"call_vega":0,"put_vega":0.4469,"call_oi":0,"put_oi":73},{"strike":410.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1714,"call_gamma":0,"put_gamma":0.00361,"call_theta":0,"put_theta":-0.1079,"call_vega":0,"put_vega":0.5386,"call_oi":0,"put_oi":302},{"strike":440.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3083,"call_gamma":0,"put_gamma":0.005245,"call_theta":0,"put_theta":-0.1371,"call_vega":0,"put_vega":0.7452,"call_oi":0,"put_oi":152},{"strike":450.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3651,"call_gamma":0,"put_gamma":0.005595,"call_theta":0,"put_theta":-0.1443,"call_vega":0,"put_vega":0.7959,"call_oi":0,"put_oi":113},{"strike":460.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4229,"call_gamma":0,"put_gamma":0.00599,"call_theta":0,"put_theta":-0.1429,"call_vega":0,"put_vega":0.8288,"call_oi":0,"put_oi":91},{"strike":480.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4564,"put_delta":0,"call_gamma":0.006117,"put_gamma":0,"call_theta":-0.1914,"put_theta":0,"call_vega":0.8396,"put_vega":0,"call_oi":57,"put_oi":0},{"strike":490.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3899,"put_delta":0,"call_gamma":0.006256,"put_gamma":0,"call_theta":-0.174,"put_theta":0,"call_vega":0.8123,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":500.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3336,"put_delta":0,"call_gamma":0.005905,"put_gamma":0,"call_theta":-0.164,"put_theta":0,"call_vega":0.7701,"put_vega":0,"call_oi":500,"put_oi":0},{"strike":510.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2801,"put_delta":0,"call_gamma":0.005492,"put_gamma":0,"call_theta":-0.1497,"put_theta":0,"call_vega":0.7128,"put_vega":0,"call_oi":187,"put_oi":0},{"strike":520.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2276,"put_delta":0,"call_gamma":0.005023,"put_gamma":0,"call_theta":-0.1308,"put_theta":0,"call_vega":0.6391,"put_vega":0,"call_oi":99,"put_oi":0},{"strike":560.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0894,"put_delta":0,"call_gamma":0.002737,"put_gamma":0,"call_theta":-0.0674,"put_theta":0,"call_vega":0.3422,"put_vega":0,"call_oi":55,"put_oi":0},{"strike":570.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0785,"put_delta":0,"call_gamma":0.002376,"put_gamma":0,"call_theta":-0.0634,"put_theta":0,"call_vega":0.3102,"put_vega":0,"call_oi":210,"put_oi":0}],"strikes":[330.0,370.0,380.0,400.0,410.0,420.0,430.0,440.0,450.0,460.0,470.0,480.0,490.0,500.0,510.0,520.0,540.0,560.0,570.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":1.21,"put_25d_iv":30.02,"call_25d_iv":28.8,"put_25d_strike":450.0,"call_25d_strike":480.0,"skew":"neutral"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.62,"put_25d_iv":33.61,"call_25d_iv":29.99,"put_25d_strike":430.0,"call_25d_strike":500.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":3.31,"put_25d_iv":31.7,"call_25d_iv":28.38,"put_25d_strike":440.0,"call_25d_strike":520.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":2.64,"put_25d_iv":31.0,"call_25d_iv":28.36,"put_25d_strike":440.0,"call_25d_strike":540.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":1.47,"put_25d_iv":32.47,"call_25d_iv":31.0,"put_25d_strike":400.0,"call_25d_strike":400.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":230.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":123},{"strike":330.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":71},{"strike":340.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":68},{"strike":360.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":53},{"strike":370.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":120},{"strike":380.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":194},{"strike":390.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":54},{"strike":400.0,"call_vanna":-16.0,"put_vanna":29.0,"net_vanna":13.0,"call_oi":166,"put_oi":325},{"strike":410.0,"call_vanna":0,"put_vanna":23.0,"net_vanna":23.0,"call_oi":0,"put_oi":302},{"strike":420.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":55},{"strike":430.0,"call_vanna":-2.0,"put_vanna":15.0,"net_vanna":13.0,"call_oi":66,"put_oi":283},{"strike":440.0,"call_vanna":-4.0,"put_vanna":13.0,"net_vanna":9.0,"call_oi":122,"put_oi":207},{"strike":450.0,"call_vanna":0,"put_vanna":19.0,"net_vanna":19.0,"call_oi":0,"put_oi":473},{"strike":460.0,"call_vanna":-1.0,"put_vanna":3.0,"net_vanna":1.0,"call_oi":91,"put_oi":91},{"strike":470.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":287,"put_oi":0},{"strike":480.0,"call_vanna":15.0,"put_vanna":-1.0,"net_vanna":14.0,"call_oi":711,"put_oi":55},{"strike":490.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":51,"put_oi":0},{"strike":500.0,"call_vanna":53.0,"put_vanna":-44.0,"net_vanna":9.0,"call_oi":1003,"put_oi":878},{"strike":510.0,"call_vanna":15.0,"put_vanna":-57.0,"net_vanna":-43.0,"call_oi":261,"put_oi":872},{"strike":520.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":324,"put_oi":0},{"strike":540.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":274,"put_oi":0},{"strike":560.0,"call_vanna":33.0,"put_vanna":0,"net_vanna":33.0,"call_oi":464,"put_oi":0},{"strike":570.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":210,"put_oi":0},{"strike":600.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":76,"put_oi":0},{"strike":640.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":107,"put_oi":0},{"strike":650.0,"call_vanna":145.0,"put_vanna":0,"net_vanna":145.0,"call_oi":1920,"put_oi":0}],"net_vanna":330.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":380.0,"call_charm":0,"put_charm":1040.0,"net_charm":1040.0,"call_oi":0,"put_oi":63},{"strike":420.0,"call_charm":0,"put_charm":1202.0,"net_charm":1202.0,"call_oi":0,"put_oi":55},{"strike":430.0,"call_charm":-43777.0,"put_charm":9514.0,"net_charm":-34263.0,"call_oi":66,"put_oi":283},{"strike":440.0,"call_charm":-89144.0,"put_charm":0,"net_charm":-89144.0,"call_oi":122,"put_oi":0},{"strike":450.0,"call_charm":0,"put_charm":44058.0,"net_charm":44058.0,"call_oi":0,"put_oi":250},{"strike":460.0,"call_charm":-56519.0,"put_charm":0,"net_charm":-56519.0,"call_oi":91,"put_oi":0},{"strike":470.0,"call_charm":-86497.0,"put_charm":0,"net_charm":-86497.0,"call_oi":197,"put_oi":0},{"strike":480.0,"call_charm":-69879.0,"put_charm":0,"net_charm":-69879.0,"call_oi":558,"put_oi":0},{"strike":500.0,"call_charm":-5813.0,"put_charm":0,"net_charm":-5813.0,"call_oi":138,"put_oi":0},{"strike":510.0,"call_charm":-3862.0,"put_charm":0,"net_charm":-3862.0,"call_oi":74,"put_oi":0},{"strike":520.0,"call_charm":-4597.0,"put_charm":0,"net_charm":-4597.0,"call_oi":225,"put_oi":0},{"strike":540.0,"call_charm":-3888.0,"put_charm":0,"net_charm":-3888.0,"call_oi":190,"put_oi":0},{"strike":560.0,"call_charm":-1902.0,"put_charm":0,"net_charm":-1902.0,"call_oi":71,"put_oi":0}],"net_charm":-310065.0,"weekend_delta_shift":-930196.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":45771.0,"put_delta":-9019.0,"net_delta":36752.0,"call_oi":1114,"put_oi":543,"total_oi":1657,"total_volume":38,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":38959.0,"put_delta":-13218.0,"net_delta":25741.0,"call_oi":1085,"put_oi":514,"total_oi":1599,"total_volume":47,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":78800.0,"put_delta":-24052.0,"net_delta":54748.0,"call_oi":3474,"put_oi":1296,"total_oi":4770,"total_volume":19,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":64350.0,"put_delta":-131763.0,"net_delta":-67413.0,"call_oi":1720,"put_oi":2845,"total_oi":4565,"total_volume":44,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":26723.0,"put_delta":-4096.0,"net_delta":22627.0,"call_oi":382,"put_oi":216,"total_oi":598,"total_volume":13,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":460.0,"straddle_price":20.4,"straddle_pct":4.4,"implied_move":4.4,"avg_iv":28.9},{"expiration":"11/20/2026","dte":49,"strike":460.0,"straddle_price":43.45,"straddle_pct":9.36,"implied_move":9.36,"avg_iv":32.4},{"expiration":"12/18/2026","dte":77,"strike":460.0,"straddle_price":52.0,"straddle_pct":11.21,"implied_move":11.21,"avg_iv":30.8},{"expiration":"01/15/2027","dte":105,"strike":460.0,"straddle_price":59.15,"straddle_pct":12.75,"implied_move":12.75,"avg_iv":30.0}],"volume_profile":{"profile":[{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":170.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":5,"total_oi":7,"bias":"neutral"},{"strike":175.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":180.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":4,"total_oi":8,"bias":"neutral"},{"strike":185.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":190.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":10,"total_oi":11,"bias":"neutral"},{"strike":195.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":5,"total_oi":10,"bias":"neutral"},{"strike":200.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":3,"total_oi":8,"bias":"neutral"},{"strike":210.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":34,"total_oi":40,"bias":"neutral"},{"strike":220.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":10,"total_oi":13,"bias":"neutral"},{"strike":230.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":123,"total_oi":127,"bias":"neutral"},{"strike":240.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":250.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":26,"total_oi":26,"bias":"neutral"},{"strike":260.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":3,"total_oi":30,"bias":"neutral"},{"strike":270.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":7,"total_oi":40,"bias":"neutral"},{"strike":280.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":56,"put_oi":21,"total_oi":77,"bias":"neutral"},{"strike":290.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":35,"total_oi":72,"bias":"neutral"},{"strike":300.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":34,"total_oi":72,"bias":"neutral"},{"strike":310.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":34,"total_oi":43,"bias":"neutral"},{"strike":320.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":30,"put_oi":62,"total_oi":92,"bias":"bearish"},{"strike":330.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":106,"total_oi":110,"bias":"neutral"},{"strike":340.0,"call_volume":0,"put_volume":17,"total_volume":17,"call_oi":16,"put_oi":88,"total_oi":104,"bias":"bearish"},{"strike":350.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":63,"total_oi":85,"bias":"neutral"},{"strike":360.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":29,"put_oi":83,"total_oi":112,"bias":"bearish"},{"strike":370.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":72,"put_oi":148,"total_oi":220,"bias":"neutral"},{"strike":380.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":21,"put_oi":206,"total_oi":227,"bias":"bearish"},{"strike":390.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":37,"put_oi":169,"total_oi":206,"bias":"bearish"},{"strike":400.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":183,"put_oi":403,"total_oi":586,"bias":"bearish"},{"strike":410.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":77,"put_oi":392,"total_oi":469,"bias":"bearish"},{"strike":420.0,"call_volume":0,"put_volume":16,"total_volume":16,"call_oi":105,"put_oi":173,"total_oi":278,"bias":"bearish"},{"strike":430.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":170,"put_oi":330,"total_oi":500,"bias":"bearish"},{"strike":440.0,"call_volume":7,"put_volume":20,"total_volume":27,"call_oi":197,"put_oi":252,"total_oi":449,"bias":"bearish"},{"strike":450.0,"call_volume":18,"put_volume":4,"total_volume":22,"call_oi":157,"put_oi":481,"total_oi":638,"bias":"bullish"},{"strike":460.0,"call_volume":8,"put_volume":3,"total_volume":11,"call_oi":223,"put_oi":166,"total_oi":389,"bias":"bullish"},{"strike":470.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":386,"put_oi":34,"total_oi":420,"bias":"bullish"},{"strike":480.0,"call_volume":24,"put_volume":0,"total_volume":24,"call_oi":716,"put_oi":83,"total_oi":799,"bias":"bullish"},{"strike":490.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":202,"put_oi":27,"total_oi":229,"bias":"bullish"},{"strike":500.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":1022,"put_oi":886,"total_oi":1908,"bias":"bullish"},{"strike":510.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":308,"put_oi":873,"total_oi":1181,"bias":"neutral"},{"strike":520.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":408,"put_oi":3,"total_oi":411,"bias":"neutral"},{"strike":530.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":50,"put_oi":0,"total_oi":50,"bias":"bullish"},{"strike":540.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":318,"put_oi":0,"total_oi":318,"bias":"neutral"},{"strike":550.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":15,"put_oi":4,"total_oi":19,"bias":"bullish"},{"strike":560.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":489,"put_oi":0,"total_oi":489,"bias":"neutral"},{"strike":570.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":210,"put_oi":0,"total_oi":210,"bias":"neutral"},{"strike":580.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":0,"total_oi":51,"bias":"neutral"},{"strike":590.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":600.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":118,"put_oi":0,"total_oi":118,"bias":"neutral"},{"strike":610.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":620.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":0,"total_oi":25,"bias":"neutral"},{"strike":630.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":640.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":122,"put_oi":0,"total_oi":122,"bias":"neutral"},{"strike":650.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1920,"put_oi":0,"total_oi":1920,"bias":"neutral"},{"strike":660.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":680.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":700.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":720.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"}],"underlying_price":463.989990234375,"peak_call_strike":480.0,"peak_put_strike":440.0,"total_call_volume":83,"total_put_volume":78,"volume_pc_ratio":0.94},"iv_contours":{"x":[0.71,0.73,0.75,0.78,0.8,0.82,0.84,0.86,0.88,0.91,0.93,0.95,0.97,0.99,1.01,1.03,1.06,1.08,1.1,1.12,1.14,1.16,1.19,1.21,1.23,1.25,1.29],"y":[14,49,77,105,168],"z":[[null,null,null,null,68.69,61.93,54.94,53.34,41.63,37.58,34.66,33.06,30.66,28.85,28.25,28.8,28.19,29.47,36.55,40.91,null,49.59,null,58.19,null,null,null],[null,null,null,null,null,38.11,36.82,34.92,35.34,34.8,34.06,33.62,33.07,32.38,32.6,31.99,31.69,29.99,null,30.87,null,30.25,null,32.97,null,null,null],[45.75,38.93,34.72,38.02,34.44,34.93,34.3,32.8,33.29,32.15,31.88,31.7,31.26,30.84,30.12,30.78,28.96,29.09,28.95,28.38,28.11,27.98,28.2,27.9,29.12,29.8,28.74],[40.26,34.85,37.46,33.27,34.08,32.36,32.47,32.1,31.44,30.84,31.05,30.46,30.2,30.02,29.04,29.2,28.76,28.78,28.96,27.95,null,28.36,null,28.29,null,28.56,29.12],[null,31.45,35.14,null,31.7,null,32.24,31.73,null,32.45,null,null,30.07,29.79,29.79,null,29.16,28.95,28.63,null,null,null,null,null,null,null,null]],"levels":[27.9,32.0,36.1,40.1,44.2,48.3,52.4,56.5,60.5,64.6,68.7],"min_iv":27.9,"max_iv":68.7},"butterfly_spread":[{"expiration":"10/16/2026","dte":14,"atm_strike":460.0,"atm_iv":28.72,"otm_strike":490.0,"otm_iv":28.19,"itm_strike":440.0,"itm_iv":33.64,"iv_butterfly":4.38,"price_butterfly":4.88,"convexity":"high_convexity"},{"expiration":"11/20/2026","dte":49,"atm_strike":460.0,"atm_iv":31.99,"otm_strike":490.0,"otm_iv":31.69,"itm_strike":440.0,"itm_iv":34.11,"iv_butterfly":1.81,"price_butterfly":0.5,"convexity":"moderate_convexity"},{"expiration":"12/18/2026","dte":77,"atm_strike":460.0,"atm_iv":30.81,"otm_strike":490.0,"otm_iv":28.96,"itm_strike":450.0,"itm_iv":30.78,"iv_butterfly":-1.88,"price_butterfly":-8.9,"convexity":"inverted"},{"expiration":"01/15/2027","dte":105,"atm_strike":460.0,"atm_iv":29.67,"otm_strike":490.0,"otm_iv":28.14,"itm_strike":440.0,"itm_iv":29.93,"iv_butterfly":-1.27,"price_butterfly":-2.95,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":460.0,"atm_iv":29.79,"otm_strike":490.0,"otm_iv":29.16,"itm_strike":450.0,"itm_iv":30.07,"iv_butterfly":-0.35,"price_butterfly":-8.5,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":51.06},{"date":"2026-09-15","iv":55.4},{"date":"2026-09-16","iv":63.06},{"date":"2026-09-17","iv":48.33},{"date":"2026-09-18","iv":45.67},{"date":"2026-09-21","iv":38.7},{"date":"2026-09-22","iv":36.7},{"date":"2026-09-23","iv":35.7},{"date":"2026-09-24","iv":44.6},{"date":"2026-09-25","iv":44.1},{"date":"2026-09-28","iv":40.8},{"date":"2026-09-29","iv":35.0},{"date":"2026-09-30","iv":44.7},{"date":"2026-10-01","iv":42.9},{"date":"2026-10-02","iv":40.9}]}}