{"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":"UFO","summary":{"name":"UFO","price":43.13,"total_oi":11253,"call_oi":10112,"put_oi":1141,"pc_ratio":0.113,"net_gex":274820.84,"avg_iv":43.2,"iv_rank":1.6,"iv_52w_high":97.72,"iv_52w_low":42.3,"gamma_flip":28.84,"max_pain":35.0},"features":{"symbol":"UFO","price":43.13,"total_oi":11253,"analysis_coverage":1.0,"avg_iv_pct":43.2,"iv_rank":1.6,"iv_52w_high_pct":97.72,"iv_52w_low_pct":42.3,"front_dte":14,"front_atm_iv_pct":37.1718,"back_atm_iv_pct":36.7907,"term_premium_pp":0.3811,"expected_move_front_pct":7.28,"straddle_front_pct":4.93,"straddle_30d_pct":4.93,"risk_reversal_front_pp":0.68,"risk_reversal_30d_pp":0.68,"butterfly_front_pp":-4.87,"butterfly_30d_pp":-4.87,"put_call_oi_ratio":0.113,"put_call_oi_front_ratio":0.131,"put_call_volume_front_ratio":0.412,"option_volume":900,"volume_oi_ratio":0.079979,"net_delta_normalized":0.156171,"dealer_delta_normalized":-0.144333,"gex_per_100k_oi":2442200.657602,"vanna_per_100k_oi":1697.325158,"charm_per_100k_oi":-70061.316982,"weekend_delta_shift_per_100k_oi":-210192.837466,"iv_surface_range_pp":60.6,"gamma_flip_distance_pct":-33.13239,"max_pain_distance_pct":-18.849988,"peak_call_distance_pct":50.707164,"peak_put_distance_pct":-0.301414},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":7.9,"put_gex":-558.12,"net_gex":-550.22,"call_oi":565,"put_oi":49},{"strike":30.0,"call_gex":2477.99,"put_gex":-1761.72,"net_gex":716.27,"call_oi":265,"put_oi":78},{"strike":33.0,"call_gex":129.79,"put_gex":0.0,"net_gex":129.79,"call_oi":5,"put_oi":0},{"strike":34.0,"call_gex":176.86,"put_gex":0.0,"net_gex":176.86,"call_oi":8,"put_oi":0},{"strike":35.0,"call_gex":6942.94,"put_gex":-2818.2,"net_gex":4124.74,"call_oi":364,"put_oi":67},{"strike":36.0,"call_gex":864.45,"put_gex":-88.97,"net_gex":775.48,"call_oi":20,"put_oi":2},{"strike":37.0,"call_gex":3636.58,"put_gex":-287.23,"net_gex":3349.36,"call_oi":77,"put_oi":6},{"strike":38.0,"call_gex":8253.54,"put_gex":-612.66,"net_gex":7640.88,"call_oi":137,"put_oi":9},{"strike":39.0,"call_gex":2409.2,"put_gex":-2037.56,"net_gex":371.64,"call_oi":48,"put_oi":23},{"strike":40.0,"call_gex":29748.07,"put_gex":-24742.5,"net_gex":5005.58,"call_oi":404,"put_oi":286},{"strike":41.0,"call_gex":17214.42,"put_gex":-3534.78,"net_gex":13679.64,"call_oi":257,"put_oi":25},{"strike":42.0,"call_gex":14118.55,"put_gex":-5894.29,"net_gex":8224.26,"call_oi":200,"put_oi":30},{"strike":43.0,"call_gex":8393.81,"put_gex":-4589.62,"net_gex":3804.19,"call_oi":74,"put_oi":22},{"strike":44.0,"call_gex":14265.5,"put_gex":-4698.4,"net_gex":9567.1,"call_oi":103,"put_oi":38},{"strike":45.0,"call_gex":39961.14,"put_gex":-5329.7,"net_gex":34631.44,"call_oi":342,"put_oi":54},{"strike":46.0,"call_gex":8620.57,"put_gex":-1770.73,"net_gex":6849.84,"call_oi":72,"put_oi":20},{"strike":47.0,"call_gex":5842.71,"put_gex":-1028.02,"net_gex":4814.69,"call_oi":59,"put_oi":11},{"strike":48.0,"call_gex":6566.63,"put_gex":-959.94,"net_gex":5606.69,"call_oi":77,"put_oi":12},{"strike":49.0,"call_gex":23007.46,"put_gex":-682.19,"net_gex":22325.27,"call_oi":299,"put_oi":8},{"strike":50.0,"call_gex":30796.03,"put_gex":-3428.62,"net_gex":27367.41,"call_oi":481,"put_oi":46},{"strike":51.0,"call_gex":3757.68,"put_gex":-2333.86,"net_gex":1423.81,"call_oi":70,"put_oi":35},{"strike":52.0,"call_gex":5887.23,"put_gex":-1019.13,"net_gex":4868.1,"call_oi":109,"put_oi":17},{"strike":53.0,"call_gex":6339.79,"put_gex":0.0,"net_gex":6339.79,"call_oi":125,"put_oi":0},{"strike":54.0,"call_gex":3325.9,"put_gex":-159.2,"net_gex":3166.7,"call_oi":64,"put_oi":3},{"strike":55.0,"call_gex":23626.63,"put_gex":-10054.62,"net_gex":13572.0,"call_oi":522,"put_oi":203},{"strike":56.0,"call_gex":2457.54,"put_gex":-511.84,"net_gex":1945.7,"call_oi":57,"put_oi":11},{"strike":57.0,"call_gex":4962.94,"put_gex":-306.6,"net_gex":4656.34,"call_oi":151,"put_oi":7},{"strike":58.0,"call_gex":1191.46,"put_gex":0.0,"net_gex":1191.46,"call_oi":33,"put_oi":0},{"strike":59.0,"call_gex":846.82,"put_gex":0.0,"net_gex":846.82,"call_oi":25,"put_oi":0},{"strike":60.0,"call_gex":33250.33,"put_gex":-801.23,"net_gex":32449.11,"call_oi":988,"put_oi":21},{"strike":61.0,"call_gex":1045.62,"put_gex":-2040.64,"net_gex":-995.01,"call_oi":29,"put_oi":57},{"strike":62.0,"call_gex":2450.5,"put_gex":0.0,"net_gex":2450.5,"call_oi":86,"put_oi":0},{"strike":63.0,"call_gex":1028.85,"put_gex":0.0,"net_gex":1028.85,"call_oi":38,"put_oi":0},{"strike":64.0,"call_gex":386.96,"put_gex":0.0,"net_gex":386.96,"call_oi":15,"put_oi":0},{"strike":65.0,"call_gex":6290.11,"put_gex":-30.69,"net_gex":6259.42,"call_oi":358,"put_oi":1},{"strike":66.0,"call_gex":6227.88,"put_gex":0.0,"net_gex":6227.88,"call_oi":264,"put_oi":0},{"strike":67.0,"call_gex":316.84,"put_gex":0.0,"net_gex":316.84,"call_oi":14,"put_oi":0},{"strike":68.0,"call_gex":417.41,"put_gex":0.0,"net_gex":417.41,"call_oi":24,"put_oi":0},{"strike":69.0,"call_gex":251.35,"put_gex":0.0,"net_gex":251.35,"call_oi":12,"put_oi":0},{"strike":70.0,"call_gex":5224.26,"put_gex":0.0,"net_gex":5224.26,"call_oi":442,"put_oi":0},{"strike":75.0,"call_gex":785.0,"put_gex":0.0,"net_gex":785.0,"call_oi":48,"put_oi":0},{"strike":80.0,"call_gex":20680.8,"put_gex":0.0,"net_gex":20680.8,"call_oi":2458,"put_oi":0},{"strike":85.0,"call_gex":945.71,"put_gex":0.0,"net_gex":945.71,"call_oi":128,"put_oi":0},{"strike":90.0,"call_gex":1133.31,"put_gex":0.0,"net_gex":1133.31,"call_oi":93,"put_oi":0},{"strike":95.0,"call_gex":574.69,"put_gex":0.0,"net_gex":574.69,"call_oi":96,"put_oi":0},{"strike":100.0,"call_gex":62.14,"put_gex":0.0,"net_gex":62.14,"call_oi":6,"put_oi":0}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":22209.0,"total_value":22209.0},{"strike":30.0,"call_value":2825.0,"put_value":16749.0,"total_value":19574.0},{"strike":33.0,"call_value":5315.0,"put_value":13707.0,"total_value":19022.0},{"strike":34.0,"call_value":6150.0,"put_value":12693.0,"total_value":18843.0},{"strike":35.0,"call_value":6993.0,"put_value":11679.0,"total_value":18672.0},{"strike":36.0,"call_value":8200.0,"put_value":10732.0,"total_value":18932.0},{"strike":37.0,"call_value":9427.0,"put_value":9787.0,"total_value":19214.0},{"strike":38.0,"call_value":10731.0,"put_value":8848.0,"total_value":19579.0},{"strike":39.0,"call_value":12172.0,"put_value":7918.0,"total_value":20090.0},{"strike":40.0,"call_value":13661.0,"put_value":7011.0,"total_value":20672.0},{"strike":41.0,"call_value":15554.0,"put_value":6390.0,"total_value":21944.0},{"strike":42.0,"call_value":17704.0,"put_value":5794.0,"total_value":23498.0},{"strike":43.0,"call_value":20054.0,"put_value":5228.0,"total_value":25282.0},{"strike":44.0,"call_value":22478.0,"put_value":4684.0,"total_value":27162.0},{"strike":45.0,"call_value":25005.0,"put_value":4178.0,"total_value":29183.0},{"strike":46.0,"call_value":27874.0,"put_value":3726.0,"total_value":31600.0},{"strike":47.0,"call_value":30815.0,"put_value":3294.0,"total_value":34109.0},{"strike":48.0,"call_value":33815.0,"put_value":2873.0,"total_value":36688.0},{"strike":49.0,"call_value":36892.0,"put_value":2464.0,"total_value":39356.0},{"strike":50.0,"call_value":40268.0,"put_value":2063.0,"total_value":42331.0},{"strike":51.0,"call_value":44125.0,"put_value":1708.0,"total_value":45833.0},{"strike":52.0,"call_value":48052.0,"put_value":1388.0,"total_value":49440.0},{"strike":53.0,"call_value":52088.0,"put_value":1085.0,"total_value":53173.0},{"strike":54.0,"call_value":56249.0,"put_value":782.0,"total_value":57031.0},{"strike":55.0,"call_value":60474.0,"put_value":482.0,"total_value":60956.0},{"strike":56.0,"call_value":65221.0,"put_value":385.0,"total_value":65606.0},{"strike":57.0,"call_value":70025.0,"put_value":299.0,"total_value":70324.0},{"strike":58.0,"call_value":74980.0,"put_value":220.0,"total_value":75200.0},{"strike":59.0,"call_value":79968.0,"put_value":141.0,"total_value":80109.0},{"strike":60.0,"call_value":84981.0,"put_value":62.0,"total_value":85043.0},{"strike":61.0,"call_value":90982.0,"put_value":4.0,"total_value":90986.0},{"strike":62.0,"call_value":97012.0,"put_value":3.0,"total_value":97015.0},{"strike":63.0,"call_value":103128.0,"put_value":2.0,"total_value":103130.0},{"strike":64.0,"call_value":109282.0,"put_value":1.0,"total_value":109283.0},{"strike":65.0,"call_value":115451.0,"put_value":0.0,"total_value":115451.0},{"strike":66.0,"call_value":121978.0,"put_value":0.0,"total_value":121978.0},{"strike":67.0,"call_value":128769.0,"put_value":0.0,"total_value":128769.0},{"strike":68.0,"call_value":135574.0,"put_value":0.0,"total_value":135574.0},{"strike":69.0,"call_value":142403.0,"put_value":0.0,"total_value":142403.0},{"strike":70.0,"call_value":149244.0,"put_value":0.0,"total_value":149244.0},{"strike":75.0,"call_value":185659.0,"put_value":0.0,"total_value":185659.0},{"strike":80.0,"call_value":222314.0,"put_value":0.0,"total_value":222314.0},{"strike":85.0,"call_value":271259.0,"put_value":0.0,"total_value":271259.0},{"strike":90.0,"call_value":320844.0,"put_value":0.0,"total_value":320844.0},{"strike":95.0,"call_value":370894.0,"put_value":0.0,"total_value":370894.0},{"strike":100.0,"call_value":421424.0,"put_value":0,"total_value":421424.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":39.2,"strike":36.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":70.3,"strike":30.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":51.4,"strike":38.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":38.4,"strike":38.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":37.7,"strike":41.2},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":34.9,"strike":41.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":35.6,"strike":41.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":33.4,"strike":43.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":38.6,"strike":43.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":35.1,"strike":43.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":45.6,"strike":45.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":35.1,"strike":45.33},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":37.4,"strike":45.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":55.6,"strike":47.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":38.5,"strike":47.67},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":39.8,"strike":47.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":78.0,"strike":52.78},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":35.9,"strike":50.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":54.2,"strike":62.67}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":17,"total_oi":245},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":10,"total_oi":57},{"expiration":"12/18/2026","dte":77,"iv":0.063,"contract_count":16,"total_oi":942},{"expiration":"03/19/2027","dte":168,"iv":0.4566,"contract_count":17,"total_oi":719},{"expiration":"01/21/2028","dte":476,"iv":0.7113,"contract_count":6,"total_oi":81},{"expiration":"01/19/2029","dte":840,"iv":0.2363,"contract_count":2,"total_oi":19}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.28,"expected_move_2std":14.57,"contract_count":10},{"expiration":"11/20/2026","dte":49,"expected_move_1std":13.48,"expected_move_2std":26.96,"contract_count":5},{"expiration":"12/18/2026","dte":77,"expected_move_1std":16.27,"expected_move_2std":32.53,"contract_count":10},{"expiration":"03/19/2027","dte":168,"expected_move_1std":25.65,"expected_move_2std":51.29,"contract_count":10},{"expiration":"01/21/2028","dte":476,"expected_move_1std":43.93,"expected_move_2std":87.87,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":58.09,"expected_move_2std":116.18,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":590,"put_oi":77,"total_oi":667,"pc_ratio":0.131,"pc_ratio_volume":0.412,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":94,"put_oi":37,"total_oi":131,"pc_ratio":0.394,"pc_ratio_volume":0.074,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":7033,"put_oi":942,"total_oi":7975,"pc_ratio":0.134,"pc_ratio_volume":0.029,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1716,"put_oi":84,"total_oi":1800,"pc_ratio":0.049,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":493,"put_oi":1,"total_oi":494,"pc_ratio":0.002,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":186,"put_oi":0,"total_oi":186,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":25.0,"call_delta_oi":97.0,"put_delta_oi":-235.0,"dealer_delta":137.0,"call_oi":1,"put_oi":49},{"strike":30.0,"call_delta_oi":16319.0,"put_delta_oi":-963.0,"dealer_delta":-15356.0,"call_oi":169,"put_oi":78},{"strike":33.0,"call_delta_oi":422.0,"put_delta_oi":0,"dealer_delta":-422.0,"call_oi":5,"put_oi":0},{"strike":34.0,"call_delta_oi":655.0,"put_delta_oi":0,"dealer_delta":-655.0,"call_oi":8,"put_oi":0},{"strike":35.0,"call_delta_oi":14771.0,"put_delta_oi":-733.0,"dealer_delta":-14038.0,"call_oi":176,"put_oi":67},{"strike":36.0,"call_delta_oi":1678.0,"put_delta_oi":-36.0,"dealer_delta":-1642.0,"call_oi":20,"put_oi":2},{"strike":37.0,"call_delta_oi":6077.0,"put_delta_oi":-129.0,"dealer_delta":-5947.0,"call_oi":77,"put_oi":6},{"strike":38.0,"call_delta_oi":11926.0,"put_delta_oi":-154.0,"dealer_delta":-11772.0,"call_oi":137,"put_oi":9},{"strike":39.0,"call_delta_oi":3616.0,"put_delta_oi":-435.0,"dealer_delta":-3180.0,"call_oi":48,"put_oi":23},{"strike":40.0,"call_delta_oi":28508.0,"put_delta_oi":-7944.0,"dealer_delta":-20564.0,"call_oi":399,"put_oi":286},{"strike":41.0,"call_delta_oi":17002.0,"put_delta_oi":-649.0,"dealer_delta":-16353.0,"call_oi":257,"put_oi":25},{"strike":42.0,"call_delta_oi":12502.0,"put_delta_oi":-1015.0,"dealer_delta":-11487.0,"call_oi":200,"put_oi":30},{"strike":43.0,"call_delta_oi":4210.0,"put_delta_oi":-988.0,"dealer_delta":-3222.0,"call_oi":74,"put_oi":22},{"strike":44.0,"call_delta_oi":5005.0,"put_delta_oi":-1899.0,"dealer_delta":-3106.0,"call_oi":103,"put_oi":38},{"strike":45.0,"call_delta_oi":14905.0,"put_delta_oi":-2937.0,"dealer_delta":-11968.0,"call_oi":342,"put_oi":54},{"strike":46.0,"call_delta_oi":2436.0,"put_delta_oi":-1152.0,"dealer_delta":-1284.0,"call_oi":72,"put_oi":20},{"strike":47.0,"call_delta_oi":1629.0,"put_delta_oi":-714.0,"dealer_delta":-915.0,"call_oi":59,"put_oi":11},{"strike":48.0,"call_delta_oi":2423.0,"put_delta_oi":-781.0,"dealer_delta":-1642.0,"call_oi":77,"put_oi":12},{"strike":49.0,"call_delta_oi":4524.0,"put_delta_oi":-601.0,"dealer_delta":-3923.0,"call_oi":299,"put_oi":8},{"strike":50.0,"call_delta_oi":13969.0,"put_delta_oi":-3463.0,"dealer_delta":-10505.0,"call_oi":481,"put_oi":46},{"strike":51.0,"call_delta_oi":2478.0,"put_delta_oi":-2612.0,"dealer_delta":134.0,"call_oi":70,"put_oi":35},{"strike":52.0,"call_delta_oi":3163.0,"put_delta_oi":-1263.0,"dealer_delta":-1900.0,"call_oi":109,"put_oi":17},{"strike":53.0,"call_delta_oi":3272.0,"put_delta_oi":0,"dealer_delta":-3272.0,"call_oi":125,"put_oi":0},{"strike":54.0,"call_delta_oi":930.0,"put_delta_oi":-236.0,"dealer_delta":-694.0,"call_oi":64,"put_oi":3},{"strike":55.0,"call_delta_oi":7998.0,"put_delta_oi":-16104.0,"dealer_delta":8106.0,"call_oi":522,"put_oi":203},{"strike":56.0,"call_delta_oi":694.0,"put_delta_oi":-884.0,"dealer_delta":190.0,"call_oi":57,"put_oi":11},{"strike":57.0,"call_delta_oi":1019.0,"put_delta_oi":-573.0,"dealer_delta":-446.0,"call_oi":151,"put_oi":7},{"strike":58.0,"call_delta_oi":322.0,"put_delta_oi":0,"dealer_delta":-322.0,"call_oi":33,"put_oi":0},{"strike":59.0,"call_delta_oi":236.0,"put_delta_oi":0,"dealer_delta":-236.0,"call_oi":25,"put_oi":0},{"strike":60.0,"call_delta_oi":17410.0,"put_delta_oi":-1712.0,"dealer_delta":-15698.0,"call_oi":988,"put_oi":21},{"strike":61.0,"call_delta_oi":559.0,"put_delta_oi":-4720.0,"dealer_delta":4161.0,"call_oi":29,"put_oi":57},{"strike":62.0,"call_delta_oi":746.0,"put_delta_oi":0,"dealer_delta":-746.0,"call_oi":86,"put_oi":0},{"strike":63.0,"call_delta_oi":321.0,"put_delta_oi":0,"dealer_delta":-321.0,"call_oi":38,"put_oi":0},{"strike":64.0,"call_delta_oi":124.0,"put_delta_oi":0,"dealer_delta":-124.0,"call_oi":15,"put_oi":0},{"strike":65.0,"call_delta_oi":2681.0,"put_delta_oi":-83.0,"dealer_delta":-2598.0,"call_oi":358,"put_oi":1},{"strike":66.0,"call_delta_oi":2088.0,"put_delta_oi":0,"dealer_delta":-2088.0,"call_oi":264,"put_oi":0},{"strike":67.0,"call_delta_oi":109.0,"put_delta_oi":0,"dealer_delta":-109.0,"call_oi":14,"put_oi":0},{"strike":68.0,"call_delta_oi":117.0,"put_delta_oi":0,"dealer_delta":-117.0,"call_oi":24,"put_oi":0},{"strike":69.0,"call_delta_oi":90.0,"put_delta_oi":0,"dealer_delta":-90.0,"call_oi":12,"put_oi":0},{"strike":70.0,"call_delta_oi":1238.0,"put_delta_oi":0,"dealer_delta":-1238.0,"call_oi":442,"put_oi":0},{"strike":75.0,"call_delta_oi":294.0,"put_delta_oi":0,"dealer_delta":-294.0,"call_oi":48,"put_oi":0},{"strike":80.0,"call_delta_oi":5825.0,"put_delta_oi":0,"dealer_delta":-5825.0,"call_oi":2458,"put_oi":0},{"strike":85.0,"call_delta_oi":285.0,"put_delta_oi":0,"dealer_delta":-285.0,"call_oi":128,"put_oi":0},{"strike":90.0,"call_delta_oi":536.0,"put_delta_oi":0,"dealer_delta":-536.0,"call_oi":93,"put_oi":0},{"strike":95.0,"call_delta_oi":193.0,"put_delta_oi":0,"dealer_delta":-193.0,"call_oi":96,"put_oi":0},{"strike":100.0,"call_delta_oi":32.0,"put_delta_oi":0,"dealer_delta":-32.0,"call_oi":6,"put_oi":0}],"net_dealer_delta":-162418.0,"total_call_delta":215432.0,"total_put_delta":-53015.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/21/2028","underlying_price":43.130001068115234,"strikes":[{"strike":60.0,"moneyness":1.3911,"type":"call","iv":0.3895,"delta":0.3459,"oi":172}]},{"expiration":"03/19/2027","underlying_price":43.130001068115234,"strikes":[{"strike":30.0,"moneyness":0.6956,"type":"call","iv":0.331,"delta":0.9656,"oi":169},{"strike":35.0,"moneyness":0.8115,"type":"call","iv":0.3923,"delta":0.8397,"oi":174},{"strike":41.0,"moneyness":0.9506,"type":"call","iv":0.3728,"delta":0.6569,"oi":224},{"strike":42.0,"moneyness":0.9738,"type":"call","iv":0.3756,"delta":0.621,"oi":162},{"strike":60.0,"moneyness":1.3911,"type":"call","iv":0.3706,"delta":0.1327,"oi":261}]},{"expiration":"10/16/2026","underlying_price":43.130001068115234,"strikes":[{"strike":49.0,"moneyness":1.1361,"type":"call","iv":0.4947,"delta":0.0961,"oi":234}]},{"expiration":"12/18/2026","underlying_price":43.130001068115234,"strikes":[{"strike":40.0,"moneyness":0.9274,"type":"call","iv":0.3679,"delta":0.7209,"oi":253},{"strike":40.0,"moneyness":0.9274,"type":"put","iv":0.3728,"delta":-0.281,"oi":272},{"strike":45.0,"moneyness":1.0434,"type":"call","iv":0.3414,"delta":0.4452,"oi":177},{"strike":50.0,"moneyness":1.1593,"type":"call","iv":0.366,"delta":0.2271,"oi":233},{"strike":55.0,"moneyness":1.2752,"type":"call","iv":0.3958,"delta":0.1137,"oi":422},{"strike":55.0,"moneyness":1.2752,"type":"put","iv":0.5449,"delta":-0.7933,"oi":203},{"strike":57.0,"moneyness":1.3216,"type":"call","iv":0.3725,"delta":0.0664,"oi":146},{"strike":60.0,"moneyness":1.3911,"type":"call","iv":0.4882,"delta":0.0916,"oi":476},{"strike":65.0,"moneyness":1.5071,"type":"call","iv":0.4476,"delta":0.0313,"oi":294},{"strike":66.0,"moneyness":1.5303,"type":"call","iv":0.5906,"delta":0.0791,"oi":264},{"strike":70.0,"moneyness":1.623,"type":"call","iv":0.5134,"delta":0.0279,"oi":441},{"strike":80.0,"moneyness":1.8549,"type":"call","iv":0.6277,"delta":0.0237,"oi":2458},{"strike":85.0,"moneyness":1.9708,"type":"call","iv":0.6781,"delta":0.0223,"oi":128}]}],"greeks_heatmap":{"data":[{"strike":38.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9342,"put_delta":0,"call_gamma":0.033909,"put_gamma":0,"call_theta":-0.0227,"put_theta":0,"call_vega":0.0104,"put_vega":0,"call_oi":83,"put_oi":0},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2844,"put_delta":0,"call_gamma":0.116005,"put_gamma":0,"call_theta":-0.0395,"put_theta":0,"call_vega":0.0276,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":49.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0961,"put_delta":0,"call_gamma":0.042342,"put_gamma":0,"call_theta":-0.0269,"put_theta":0,"call_vega":0.0139,"put_vega":0,"call_oi":234,"put_oi":0},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1094,"call_gamma":0,"put_gamma":0.022612,"call_theta":0,"put_theta":-0.0096,"call_vega":0,"put_vega":0.0369,"call_oi":181,"put_oi":67},{"strike":40.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7209,"put_delta":-0.281,"call_gamma":0.04642,"put_gamma":0.045957,"call_theta":-0.0191,"put_theta":-0.0147,"call_vega":0.0662,"put_vega":0.0664,"call_oi":253,"put_oi":272},{"strike":44.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5067,"put_delta":0,"call_gamma":0.055407,"put_gamma":0,"call_theta":-0.0211,"put_theta":0,"call_vega":0.0785,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":45.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4452,"put_delta":0,"call_gamma":0.058808,"put_gamma":0,"call_theta":-0.0195,"put_theta":0,"call_vega":0.0778,"put_vega":0,"call_oi":177,"put_oi":0},{"strike":50.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2271,"put_delta":0,"call_gamma":0.041854,"put_gamma":0,"call_theta":-0.0153,"put_theta":0,"call_vega":0.0593,"put_vega":0,"call_oi":233,"put_oi":0},{"strike":53.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1295,"put_delta":0,"call_gamma":0.030016,"put_gamma":0,"call_theta":-0.0104,"put_theta":0,"call_vega":0.0415,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":54.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1362,"put_delta":0,"call_gamma":0.027875,"put_gamma":0,"call_theta":-0.0119,"put_theta":0,"call_vega":0.043,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":55.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1137,"put_delta":-0.7933,"call_gamma":0.024725,"put_gamma":0.026626,"call_theta":-0.0104,"put_theta":-0.0147,"call_vega":0.0379,"put_vega":0.0562,"call_oi":422,"put_oi":203}],"strikes":[35.0,38.0,40.0,44.0,45.0,49.0,50.0,53.0,54.0,55.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":0.68,"put_25d_iv":37.28,"call_25d_iv":36.6,"put_25d_strike":40.0,"call_25d_strike":50.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":30.0,"call_vanna":-8.0,"put_vanna":5.0,"net_vanna":-3.0,"call_oi":169,"put_oi":73},{"strike":35.0,"call_vanna":-19.0,"put_vanna":4.0,"net_vanna":-15.0,"call_oi":174,"put_oi":67},{"strike":37.0,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":64,"put_oi":0},{"strike":38.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":83,"put_oi":0},{"strike":40.0,"call_vanna":-26.0,"put_vanna":18.0,"net_vanna":-7.0,"call_oi":345,"put_oi":272},{"strike":41.0,"call_vanna":-17.0,"put_vanna":0,"net_vanna":-17.0,"call_oi":224,"put_oi":0},{"strike":42.0,"call_vanna":-10.0,"put_vanna":0,"net_vanna":-10.0,"call_oi":162,"put_oi":0},{"strike":44.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":59,"put_oi":0},{"strike":45.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":333,"put_oi":0},{"strike":49.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":285,"put_oi":0},{"strike":50.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":395,"put_oi":0},{"strike":53.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":51,"put_oi":0},{"strike":54.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":59,"put_oi":0},{"strike":55.0,"call_vanna":29.0,"put_vanna":-16.0,"net_vanna":13.0,"call_oi":422,"put_oi":203},{"strike":57.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":146,"put_oi":0},{"strike":60.0,"call_vanna":83.0,"put_vanna":0,"net_vanna":83.0,"call_oi":988,"put_oi":0},{"strike":61.0,"call_vanna":0,"put_vanna":-4.0,"net_vanna":-4.0,"call_oi":0,"put_oi":57},{"strike":62.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":86,"put_oi":0},{"strike":65.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":294,"put_oi":0},{"strike":66.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":264,"put_oi":0},{"strike":70.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":441,"put_oi":0},{"strike":80.0,"call_vanna":60.0,"put_vanna":0,"net_vanna":60.0,"call_oi":2458,"put_oi":0},{"strike":85.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":128,"put_oi":0},{"strike":90.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":93,"put_oi":0},{"strike":95.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":96,"put_oi":0}],"net_vanna":191.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":38.0,"call_charm":-4581.0,"put_charm":0,"net_charm":-4581.0,"call_oi":83,"put_oi":0},{"strike":45.0,"call_charm":-1728.0,"put_charm":0,"net_charm":-1728.0,"call_oi":59,"put_oi":0},{"strike":49.0,"call_charm":-1575.0,"put_charm":0,"net_charm":-1575.0,"call_oi":234,"put_oi":0}],"net_charm":-7884.0,"weekend_delta_shift":-23653.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":16666.0,"put_delta":-2995.0,"net_delta":13670.0,"call_oi":585,"put_oi":77,"total_oi":662,"total_volume":24,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":4021.0,"put_delta":-1078.0,"net_delta":2944.0,"call_oi":87,"put_oi":37,"total_oi":124,"total_volume":29,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":67403.0,"put_delta":-45566.0,"net_delta":21837.0,"call_oi":6217,"put_oi":942,"total_oi":7159,"total_volume":35,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":94503.0,"put_delta":-3345.0,"net_delta":91158.0,"call_oi":1691,"put_oi":84,"total_oi":1775,"total_volume":189,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":23128.0,"put_delta":-30.0,"net_delta":23098.0,"call_oi":493,"put_oi":1,"total_oi":494,"total_volume":555,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":9711.0,"put_delta":0,"net_delta":9711.0,"call_oi":186,"put_oi":0,"total_oi":186,"total_volume":62,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":43.0,"straddle_price":2.12,"straddle_pct":4.93,"implied_move":4.93,"avg_iv":32.7},{"expiration":"12/18/2026","dte":77,"strike":44.0,"straddle_price":5.48,"straddle_pct":12.69,"implied_move":12.69,"avg_iv":34.6},{"expiration":"03/19/2027","dte":168,"strike":44.0,"straddle_price":8.85,"straddle_pct":20.52,"implied_move":20.52,"avg_iv":38.1}],"volume_profile":{"profile":[{"strike":25.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":565,"put_oi":49,"total_oi":614,"bias":"bullish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":265,"put_oi":78,"total_oi":343,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":364,"put_oi":67,"total_oi":431,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":2,"total_oi":22,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":77,"put_oi":6,"total_oi":83,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":137,"put_oi":9,"total_oi":146,"bias":"bearish"},{"strike":39.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":48,"put_oi":23,"total_oi":71,"bias":"bullish"},{"strike":40.0,"call_volume":4,"put_volume":1,"total_volume":5,"call_oi":404,"put_oi":286,"total_oi":690,"bias":"bullish"},{"strike":41.0,"call_volume":19,"put_volume":1,"total_volume":20,"call_oi":257,"put_oi":25,"total_oi":282,"bias":"bullish"},{"strike":42.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":200,"put_oi":30,"total_oi":230,"bias":"bullish"},{"strike":43.0,"call_volume":14,"put_volume":3,"total_volume":17,"call_oi":74,"put_oi":22,"total_oi":96,"bias":"bullish"},{"strike":44.0,"call_volume":3,"put_volume":1,"total_volume":4,"call_oi":103,"put_oi":38,"total_oi":141,"bias":"bullish"},{"strike":45.0,"call_volume":13,"put_volume":0,"total_volume":13,"call_oi":342,"put_oi":54,"total_oi":396,"bias":"bullish"},{"strike":46.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":72,"put_oi":20,"total_oi":92,"bias":"bullish"},{"strike":47.0,"call_volume":12,"put_volume":1,"total_volume":13,"call_oi":59,"put_oi":11,"total_oi":70,"bias":"bullish"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":77,"put_oi":12,"total_oi":89,"bias":"neutral"},{"strike":49.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":299,"put_oi":8,"total_oi":307,"bias":"bullish"},{"strike":50.0,"call_volume":106,"put_volume":2,"total_volume":108,"call_oi":481,"put_oi":46,"total_oi":527,"bias":"bullish"},{"strike":51.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":70,"put_oi":35,"total_oi":105,"bias":"bullish"},{"strike":52.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":109,"put_oi":17,"total_oi":126,"bias":"neutral"},{"strike":53.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":125,"put_oi":0,"total_oi":125,"bias":"bullish"},{"strike":54.0,"call_volume":64,"put_volume":0,"total_volume":64,"call_oi":64,"put_oi":3,"total_oi":67,"bias":"bullish"},{"strike":55.0,"call_volume":160,"put_volume":0,"total_volume":160,"call_oi":522,"put_oi":203,"total_oi":725,"bias":"bullish"},{"strike":56.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":57,"put_oi":11,"total_oi":68,"bias":"neutral"},{"strike":57.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":151,"put_oi":7,"total_oi":158,"bias":"bullish"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":0,"total_oi":33,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":0,"total_oi":25,"bias":"neutral"},{"strike":60.0,"call_volume":189,"put_volume":0,"total_volume":189,"call_oi":988,"put_oi":21,"total_oi":1009,"bias":"bullish"},{"strike":61.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":57,"total_oi":86,"bias":"neutral"},{"strike":62.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":86,"put_oi":0,"total_oi":86,"bias":"neutral"},{"strike":63.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":0,"total_oi":38,"bias":"neutral"},{"strike":64.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":65.0,"call_volume":272,"put_volume":0,"total_volume":272,"call_oi":358,"put_oi":1,"total_oi":359,"bias":"bullish"},{"strike":66.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":264,"put_oi":0,"total_oi":264,"bias":"neutral"},{"strike":67.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":0,"total_oi":14,"bias":"neutral"},{"strike":68.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":0,"total_oi":24,"bias":"neutral"},{"strike":69.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":70.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":442,"put_oi":0,"total_oi":442,"bias":"bullish"},{"strike":75.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":48,"put_oi":0,"total_oi":48,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2458,"put_oi":0,"total_oi":2458,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":128,"put_oi":0,"total_oi":128,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":93,"put_oi":0,"total_oi":93,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":96,"put_oi":0,"total_oi":96,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"}],"underlying_price":43.130001068115234,"peak_call_strike":65.0,"peak_put_strike":43.0,"total_call_volume":890,"total_put_volume":10,"volume_pc_ratio":0.011},"iv_contours":{"x":[0.81,0.83,0.86,0.88,0.9,0.93,0.95,0.97,1.0,1.02,1.04,1.07,1.09,1.11,1.14,1.16,1.18,1.21,1.23,1.25,1.27,1.3],"y":[14,49,77,168],"z":[[null,null,null,46.38,null,null,32.13,33.34,32.72,32.94,35.92,37.6,35.55,54.71,49.47,45.84,null,null,null,null,92.73,null],[null,null,null,42.12,35.39,null,null,null,null,null,null,null,null,null,null,41.66,null,null,null,null,null,null],[42.08,null,null,null,null,37.03,33.43,36.49,37.05,34.62,37.2,37.55,37.71,37.33,36.29,37.8,41.58,41.98,35.71,39.81,47.03,48.62],[39.23,39.04,38.49,38.18,37.54,34.65,37.28,37.56,37.5,38.12,37.33,36.81,38.6,37.32,36.62,40.24,43.06,35.67,36.65,null,38.75,36.04]],"levels":[32.1,38.2,44.2,50.3,56.4,62.4,68.5,74.6,80.6,86.7,92.7],"min_iv":32.1,"max_iv":92.7},"butterfly_spread":[{"expiration":"12/18/2026","dte":77,"atm_strike":43.0,"atm_iv":37.05,"otm_strike":45.0,"otm_iv":34.14,"itm_strike":41.0,"itm_iv":35.09,"iv_butterfly":-4.87,"price_butterfly":-0.15,"convexity":"inverted"},{"expiration":"03/19/2027","dte":168,"atm_strike":43.0,"atm_iv":37.5,"otm_strike":45.0,"otm_iv":37.33,"itm_strike":41.0,"itm_iv":37.28,"iv_butterfly":-0.39,"price_butterfly":0.1,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":90.43},{"date":"2026-09-15","iv":92.6},{"date":"2026-09-16","iv":97.72},{"date":"2026-09-17","iv":69.47},{"date":"2026-09-18","iv":63.38},{"date":"2026-09-21","iv":54.4},{"date":"2026-09-22","iv":42.3},{"date":"2026-09-23","iv":46.0},{"date":"2026-09-24","iv":43.6},{"date":"2026-09-25","iv":50.4},{"date":"2026-09-28","iv":45.5},{"date":"2026-09-29","iv":56.9},{"date":"2026-09-30","iv":46.9},{"date":"2026-10-01","iv":47.4},{"date":"2026-10-02","iv":43.2}]}}