{"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":"UROY","summary":{"name":"UROY","price":3.97,"total_oi":91168,"call_oi":73588,"put_oi":17580,"pc_ratio":0.239,"net_gex":161269.84,"avg_iv":110.9,"iv_rank":34.3,"iv_52w_high":159.3,"iv_52w_low":85.6,"gamma_flip":1.86,"max_pain":3.5},"features":{"symbol":"UROY","price":3.97,"total_oi":91168,"analysis_coverage":0.9444,"avg_iv_pct":110.9,"iv_rank":34.3,"iv_52w_high_pct":159.3,"iv_52w_low_pct":85.6,"front_dte":14,"front_atm_iv_pct":62.4977,"back_atm_iv_pct":63.1829,"term_premium_pp":-0.6852,"expected_move_front_pct":12.24,"straddle_front_pct":9.45,"straddle_30d_pct":9.45,"risk_reversal_front_pp":42.98,"risk_reversal_30d_pp":42.98,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.239,"put_call_oi_front_ratio":0.063,"put_call_volume_front_ratio":0.438,"option_volume":323,"volume_oi_ratio":0.003543,"net_delta_normalized":0.324076,"dealer_delta_normalized":-0.316636,"gex_per_100k_oi":176893.032643,"vanna_per_100k_oi":961.960337,"charm_per_100k_oi":-1754869.032994,"weekend_delta_shift_per_100k_oi":-5264608.195858,"iv_surface_range_pp":43.7,"gamma_flip_distance_pct":-53.148615,"max_pain_distance_pct":-11.838791,"peak_call_distance_pct":25.944584,"peak_put_distance_pct":-11.838791},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":0.76,"put_gex":0.0,"net_gex":0.76,"call_oi":19,"put_oi":100},{"strike":1.0,"call_gex":0.89,"put_gex":0.0,"net_gex":0.89,"call_oi":26,"put_oi":986},{"strike":1.5,"call_gex":24.69,"put_gex":-588.8,"net_gex":-564.11,"call_oi":66,"put_oi":1553},{"strike":2.0,"call_gex":870.62,"put_gex":-97.31,"net_gex":773.3,"call_oi":1193,"put_oi":166},{"strike":2.5,"call_gex":2614.38,"put_gex":-8455.02,"net_gex":-5840.64,"call_oi":2181,"put_oi":5720},{"strike":3.0,"call_gex":2713.21,"put_gex":-2473.24,"net_gex":239.97,"call_oi":2316,"put_oi":1301},{"strike":3.5,"call_gex":8774.49,"put_gex":-10049.6,"net_gex":-1275.1,"call_oi":1733,"put_oi":2811},{"strike":4.0,"call_gex":64406.68,"put_gex":-11153.46,"net_gex":53253.22,"call_oi":13655,"put_oi":1816},{"strike":4.5,"call_gex":11268.65,"put_gex":-3137.9,"net_gex":8130.75,"call_oi":2118,"put_oi":816},{"strike":5.0,"call_gex":40031.26,"put_gex":-4686.58,"net_gex":35344.68,"call_oi":11368,"put_oi":1730},{"strike":5.5,"call_gex":28810.13,"put_gex":-135.03,"net_gex":28675.1,"call_oi":11678,"put_oi":70},{"strike":7.5,"call_gex":38035.42,"put_gex":-932.4,"net_gex":37103.01,"call_oi":23306,"put_oi":506},{"strike":10.0,"call_gex":5434.85,"put_gex":-6.85,"net_gex":5428.0,"call_oi":3929,"put_oi":5}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":46765.0,"total_value":46765.0},{"strike":1.0,"call_value":9.5,"put_value":38025.0,"total_value":38034.5},{"strike":1.5,"call_value":32.0,"put_value":29778.0,"total_value":29810.0},{"strike":2.0,"call_value":87.5,"put_value":22307.5,"total_value":22395.0},{"strike":2.5,"call_value":739.5,"put_value":14920.0,"total_value":15659.5},{"strike":3.0,"call_value":2482.0,"put_value":10392.5,"total_value":12874.5},{"strike":3.5,"call_value":5382.5,"put_value":6515.5,"total_value":11898.0},{"strike":4.0,"call_value":9149.5,"put_value":4044.0,"total_value":13193.5},{"strike":4.5,"call_value":19744.0,"put_value":2480.5,"total_value":22224.5},{"strike":5.0,"call_value":31397.5,"put_value":1325.0,"total_value":32722.5},{"strike":5.5,"call_value":48735.0,"put_value":1034.5,"total_value":49769.5},{"strike":7.5,"call_value":141441.0,"put_value":12.5,"total_value":141453.5},{"strike":10.0,"call_value":315588.5,"put_value":0,"total_value":315588.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":355.5,"strike":2.33},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":148.3,"strike":1.95},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":85.7,"strike":3.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":52.7,"strike":3.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":68.3,"strike":3.5},{"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":62.5,"strike":4.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":63.2,"strike":4.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":67.0,"strike":4.0},{"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":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":125.8,"strike":5.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":67.1,"strike":4.88},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":93.0,"strike":6.11}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":2478},{"expiration":"11/20/2026","dte":49,"iv":0.0382,"contract_count":2,"total_oi":96},{"expiration":"01/15/2027","dte":105,"iv":0.2484,"contract_count":2,"total_oi":7206},{"expiration":"04/16/2027","dte":196,"iv":0.8628,"contract_count":2,"total_oi":29},{"expiration":"01/21/2028","dte":476,"iv":0.7311,"contract_count":2,"total_oi":5631},{"expiration":"01/19/2029","dte":840,"iv":1.0,"contract_count":2,"total_oi":31}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.24,"expected_move_2std":24.48,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":23.15,"expected_move_2std":46.31,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":35.96,"expected_move_2std":71.91,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":57.36,"expected_move_2std":114.72,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":86.64,"expected_move_2std":173.28,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":122.55,"expected_move_2std":245.11,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":31315,"put_oi":1978,"total_oi":33293,"pc_ratio":0.063,"pc_ratio_volume":0.438,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":244,"put_oi":109,"total_oi":353,"pc_ratio":0.447,"pc_ratio_volume":13.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":27211,"put_oi":10902,"total_oi":38113,"pc_ratio":0.401,"pc_ratio_volume":0.298,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":342,"put_oi":115,"total_oi":457,"pc_ratio":0.336,"pc_ratio_volume":0.036,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":14389,"put_oi":4201,"total_oi":18590,"pc_ratio":0.292,"pc_ratio_volume":1.054,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":87,"put_oi":275,"total_oi":362,"pc_ratio":3.161,"pc_ratio_volume":0.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":1894.0,"put_delta_oi":0,"dealer_delta":-1894.0,"call_oi":19,"put_oi":0},{"strike":1.0,"call_delta_oi":493.0,"put_delta_oi":0,"dealer_delta":-493.0,"call_oi":5,"put_oi":0},{"strike":1.5,"call_delta_oi":6424.0,"put_delta_oi":-11803.0,"dealer_delta":5379.0,"call_oi":66,"put_oi":1553},{"strike":2.0,"call_delta_oi":104813.0,"put_delta_oi":-1645.0,"dealer_delta":-103168.0,"call_oi":1153,"put_oi":166},{"strike":2.5,"call_delta_oi":189195.0,"put_delta_oi":-52276.0,"dealer_delta":-136919.0,"call_oi":2149,"put_oi":5720},{"strike":3.0,"call_delta_oi":113804.0,"put_delta_oi":-24983.0,"dealer_delta":-88820.0,"call_oi":1402,"put_oi":1301},{"strike":3.5,"call_delta_oi":134343.0,"put_delta_oi":-76540.0,"dealer_delta":-57803.0,"call_oi":1733,"put_oi":2811},{"strike":4.0,"call_delta_oi":829344.0,"put_delta_oi":-75887.0,"dealer_delta":-753457.0,"call_oi":13655,"put_oi":1816},{"strike":4.5,"call_delta_oi":75254.0,"put_delta_oi":-47678.0,"dealer_delta":-27576.0,"call_oi":2118,"put_oi":816},{"strike":5.0,"call_delta_oi":383116.0,"put_delta_oi":-91720.0,"dealer_delta":-291396.0,"call_oi":11368,"put_oi":1730},{"strike":5.5,"call_delta_oi":486889.0,"put_delta_oi":-3327.0,"dealer_delta":-483562.0,"call_oi":11678,"put_oi":70},{"strike":7.5,"call_delta_oi":832736.0,"put_delta_oi":-42307.0,"dealer_delta":-790429.0,"call_oi":23306,"put_oi":506},{"strike":10.0,"call_delta_oi":156859.0,"put_delta_oi":-289.0,"dealer_delta":-156570.0,"call_oi":3929,"put_oi":5}],"net_dealer_delta":-2886708.0,"total_call_delta":3315162.0,"total_put_delta":-428454.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":3.9700000286102295,"strikes":[{"strike":1.5,"moneyness":0.3778,"type":"put","iv":2.4788,"delta":-0.0798,"oi":508},{"strike":2.0,"moneyness":0.5038,"type":"call","iv":0.622,"delta":0.9883,"oi":108},{"strike":2.5,"moneyness":0.6297,"type":"call","iv":0.6784,"delta":0.9321,"oi":811},{"strike":2.5,"moneyness":0.6297,"type":"put","iv":0.7607,"delta":-0.0851,"oi":5198},{"strike":3.0,"moneyness":0.7557,"type":"call","iv":0.7216,"delta":0.8293,"oi":670},{"strike":3.0,"moneyness":0.7557,"type":"put","iv":0.637,"delta":-0.1516,"oi":531},{"strike":3.5,"moneyness":0.8816,"type":"call","iv":0.6749,"delta":0.7135,"oi":696},{"strike":3.5,"moneyness":0.8816,"type":"put","iv":0.6917,"delta":-0.2882,"oi":1985},{"strike":4.0,"moneyness":1.0076,"type":"call","iv":0.6444,"delta":0.5735,"oi":6352},{"strike":4.0,"moneyness":1.0076,"type":"put","iv":0.6964,"delta":-0.4214,"oi":854},{"strike":4.5,"moneyness":1.1335,"type":"call","iv":0.6836,"delta":0.4492,"oi":748},{"strike":4.5,"moneyness":1.1335,"type":"put","iv":0.6528,"delta":-0.5599,"oi":289},{"strike":5.0,"moneyness":1.2594,"type":"call","iv":0.6893,"delta":0.3409,"oi":6467},{"strike":5.0,"moneyness":1.2594,"type":"put","iv":0.8213,"delta":-0.61,"oi":967},{"strike":5.5,"moneyness":1.3854,"type":"call","iv":0.6744,"delta":0.2445,"oi":2370},{"strike":7.5,"moneyness":1.8892,"type":"call","iv":0.8646,"delta":0.131,"oi":7085},{"strike":7.5,"moneyness":1.8892,"type":"put","iv":0.8868,"delta":-0.8603,"oi":469},{"strike":10.0,"moneyness":2.5189,"type":"call","iv":2.3388,"delta":0.4578,"oi":1873}]},{"expiration":"01/19/2029","underlying_price":3.9700000286102295,"strikes":[{"strike":3.5,"moneyness":0.8816,"type":"put","iv":0.826,"delta":-0.2105,"oi":120},{"strike":5.0,"moneyness":1.2594,"type":"put","iv":0.8329,"delta":-0.2994,"oi":120}]},{"expiration":"01/21/2028","underlying_price":3.9700000286102295,"strikes":[{"strike":1.5,"moneyness":0.3778,"type":"put","iv":1.4777,"delta":-0.0731,"oi":895},{"strike":2.0,"moneyness":0.5038,"type":"call","iv":0.7631,"delta":0.9008,"oi":1045},{"strike":2.5,"moneyness":0.6297,"type":"call","iv":0.7528,"delta":0.849,"oi":1338},{"strike":2.5,"moneyness":0.6297,"type":"put","iv":0.8273,"delta":-0.1537,"oi":454},{"strike":3.0,"moneyness":0.7557,"type":"call","iv":0.8099,"delta":0.7953,"oi":634},{"strike":3.0,"moneyness":0.7557,"type":"put","iv":0.8344,"delta":-0.2037,"oi":145},{"strike":3.5,"moneyness":0.8816,"type":"call","iv":0.743,"delta":0.7382,"oi":147},{"strike":3.5,"moneyness":0.8816,"type":"put","iv":0.817,"delta":-0.2544,"oi":347},{"strike":4.0,"moneyness":1.0076,"type":"call","iv":0.7633,"delta":0.688,"oi":5254},{"strike":4.0,"moneyness":1.0076,"type":"put","iv":0.7541,"delta":-0.3136,"oi":377},{"strike":4.5,"moneyness":1.1335,"type":"call","iv":0.6784,"delta":0.6166,"oi":386},{"strike":4.5,"moneyness":1.1335,"type":"put","iv":0.8779,"delta":-0.3333,"oi":259},{"strike":5.0,"moneyness":1.2594,"type":"call","iv":0.7707,"delta":0.5949,"oi":2277},{"strike":5.0,"moneyness":1.2594,"type":"put","iv":0.7787,"delta":-0.4026,"oi":552},{"strike":5.5,"moneyness":1.3854,"type":"call","iv":0.7932,"delta":0.5609,"oi":228},{"strike":7.5,"moneyness":1.8892,"type":"call","iv":0.7987,"delta":0.4278,"oi":946},{"strike":10.0,"moneyness":2.5189,"type":"call","iv":0.859,"delta":0.3459,"oi":2056}]},{"expiration":"10/16/2026","underlying_price":3.9700000286102295,"strikes":[{"strike":3.5,"moneyness":0.8816,"type":"call","iv":0.7334,"delta":0.839,"oi":808},{"strike":3.5,"moneyness":0.8816,"type":"put","iv":0.9802,"delta":-0.2172,"oi":331},{"strike":4.0,"moneyness":1.0076,"type":"call","iv":0.6232,"delta":0.5031,"oi":2006},{"strike":4.0,"moneyness":1.0076,"type":"put","iv":0.6267,"delta":-0.4967,"oi":472},{"strike":4.5,"moneyness":1.1335,"type":"put","iv":0.4008,"delta":-0.9451,"oi":207},{"strike":4.5,"moneyness":1.1335,"type":"call","iv":0.5504,"delta":0.1272,"oi":800},{"strike":5.0,"moneyness":1.2594,"type":"call","iv":0.8539,"delta":0.0899,"oi":2477}]}],"greeks_heatmap":{"data":[{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2237,"call_gamma":0,"put_gamma":0.085811,"call_theta":0,"put_theta":-0.0399,"call_vega":0,"put_vega":0.0022,"call_oi":914,"put_oi":624},{"strike":3.5,"dte":14,"expiration":"10/16/2026","call_delta":0.839,"put_delta":-0.2172,"call_gamma":0.444543,"put_gamma":0.400173,"call_theta":-0.0055,"put_theta":-0.0082,"call_vega":0.0018,"put_vega":0.0022,"call_oi":808,"put_oi":331},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5031,"put_delta":-0.4967,"call_gamma":0.854375,"put_gamma":0.849581,"call_theta":-0.0074,"put_theta":-0.007,"call_vega":0.003,"put_vega":0.003,"call_oi":2006,"put_oi":472},{"strike":4.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1272,"put_delta":-0.9451,"call_gamma":0.505195,"put_gamma":0.370127,"call_theta":-0.0034,"put_theta":-0.0008,"call_vega":0.0016,"put_vega":0.0008,"call_oi":800,"put_oi":207},{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0899,"put_delta":0,"call_gamma":0.253596,"put_gamma":0,"call_theta":-0.004,"put_theta":0,"call_vega":0.0012,"put_vega":0,"call_oi":2477,"put_oi":0},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.4634,"call_gamma":0,"put_gamma":0.49315,"call_theta":0,"put_theta":-0.0031,"call_vega":0,"put_vega":0.0057,"call_oi":0,"put_oi":75},{"strike":4.5,"dte":49,"expiration":"11/20/2026","call_delta":0.3158,"put_delta":0,"call_gamma":0.435677,"put_gamma":0,"call_theta":-0.0032,"put_theta":0,"call_vega":0.0051,"put_vega":0,"call_oi":100,"put_oi":0},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2074,"put_delta":0,"call_gamma":0.299597,"put_gamma":0,"call_theta":-0.0029,"put_theta":0,"call_vega":0.0041,"put_vega":0,"call_oi":86,"put_oi":0}],"strikes":[3.0,3.5,4.0,4.5,5.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":42.98,"put_25d_iv":98.02,"call_25d_iv":55.04,"put_25d_strike":3.5,"call_25d_strike":4.5,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-10.37,"put_25d_iv":55.95,"call_25d_iv":66.32,"put_25d_strike":4.0,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":1.73,"put_25d_iv":69.17,"call_25d_iv":67.44,"put_25d_strike":3.5,"call_25d_strike":5.5,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-4.2,"put_25d_iv":81.7,"call_25d_iv":85.9,"put_25d_strike":3.5,"call_25d_strike":10.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":1.5,"call_vanna":0,"put_vanna":158.0,"net_vanna":158.0,"call_oi":0,"put_oi":1553},{"strike":2.0,"call_vanna":-168.0,"put_vanna":6.0,"net_vanna":-163.0,"call_oi":1153,"put_oi":134},{"strike":2.5,"call_vanna":-299.0,"put_vanna":446.0,"net_vanna":147.0,"call_oi":2149,"put_oi":5720},{"strike":3.0,"call_vanna":-192.0,"put_vanna":94.0,"net_vanna":-98.0,"call_oi":1391,"put_oi":1300},{"strike":3.5,"call_vanna":-112.0,"put_vanna":256.0,"net_vanna":145.0,"call_oi":1713,"put_oi":2783},{"strike":4.0,"call_vanna":-994.0,"put_vanna":86.0,"net_vanna":-908.0,"call_oi":13612,"put_oi":1778},{"strike":4.5,"call_vanna":3.0,"put_vanna":25.0,"net_vanna":28.0,"call_oi":2118,"put_oi":755},{"strike":5.0,"call_vanna":279.0,"put_vanna":29.0,"net_vanna":309.0,"call_oi":11307,"put_oi":1639},{"strike":5.5,"call_vanna":247.0,"put_vanna":0,"net_vanna":247.0,"call_oi":11609,"put_oi":0},{"strike":7.5,"call_vanna":752.0,"put_vanna":-40.0,"net_vanna":712.0,"call_oi":23257,"put_oi":469},{"strike":10.0,"call_vanna":300.0,"put_vanna":0,"net_vanna":300.0,"call_oi":3929,"put_oi":0}],"net_vanna":877.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.5,"call_charm":0,"put_charm":905.0,"net_charm":905.0,"call_oi":0,"put_oi":150},{"strike":2.0,"call_charm":0,"put_charm":643.0,"net_charm":643.0,"call_oi":0,"put_oi":75},{"strike":2.5,"call_charm":0,"put_charm":750.0,"net_charm":750.0,"call_oi":0,"put_oi":68},{"strike":3.0,"call_charm":0,"put_charm":14507.0,"net_charm":14507.0,"call_oi":0,"put_oi":624},{"strike":3.5,"call_charm":-9701.0,"put_charm":1535.0,"net_charm":-8167.0,"call_oi":808,"put_oi":331},{"strike":4.0,"call_charm":-19407.0,"put_charm":4329.0,"net_charm":-15078.0,"call_oi":2006,"put_oi":547},{"strike":4.5,"call_charm":-965.0,"put_charm":401.0,"net_charm":-565.0,"call_oi":900,"put_oi":207},{"strike":5.0,"call_charm":-2379.0,"put_charm":0,"net_charm":-2379.0,"call_oi":2563,"put_oi":0},{"strike":5.5,"call_charm":-462597.0,"put_charm":0,"net_charm":-462597.0,"call_oi":9011,"put_oi":0},{"strike":7.5,"call_charm":-1127899.0,"put_charm":0,"net_charm":-1127899.0,"call_oi":15226,"put_oi":0}],"net_charm":-1599879.0,"weekend_delta_shift":-4799638.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1310217.0,"put_delta":-72195.0,"net_delta":1238022.0,"call_oi":30329,"put_oi":1978,"total_oi":32307,"total_volume":46,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":8000.0,"put_delta":-5440.0,"net_delta":2560.0,"call_oi":244,"put_oi":109,"total_oi":353,"total_volume":70,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1049408.0,"put_delta":-266610.0,"net_delta":782799.0,"call_oi":27211,"put_oi":10876,"total_oi":38087,"total_volume":61,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":21895.0,"put_delta":-4938.0,"net_delta":16957.0,"call_oi":342,"put_oi":115,"total_oi":457,"total_volume":29,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":919790.0,"put_delta":-72198.0,"net_delta":847592.0,"call_oi":14369,"put_oi":3141,"total_oi":17510,"total_volume":76,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":5851.0,"put_delta":-7074.0,"net_delta":-1222.0,"call_oi":86,"put_oi":275,"total_oi":361,"total_volume":34,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":4.0,"straddle_price":0.38,"straddle_pct":9.45,"implied_move":9.45,"avg_iv":62.5},{"expiration":"11/20/2026","dte":49,"strike":4.0,"straddle_price":0.72,"straddle_pct":18.26,"implied_move":18.26,"avg_iv":63.2},{"expiration":"01/15/2027","dte":105,"strike":4.0,"straddle_price":1.12,"straddle_pct":28.34,"implied_move":28.34,"avg_iv":67.0},{"expiration":"04/16/2027","dte":196,"strike":4.0,"straddle_price":1.77,"straddle_pct":44.71,"implied_move":44.71,"avg_iv":78.3},{"expiration":"01/21/2028","dte":476,"strike":4.0,"straddle_price":2.6,"straddle_pct":65.49,"implied_move":65.49,"avg_iv":75.9},{"expiration":"01/19/2029","dte":840,"strike":4.0,"straddle_price":3.5,"straddle_pct":88.16,"implied_move":88.16,"avg_iv":80.8}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":100,"total_oi":119,"bias":"neutral"},{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":986,"total_oi":1012,"bias":"neutral"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":66,"put_oi":1553,"total_oi":1619,"bias":"neutral"},{"strike":2.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1193,"put_oi":166,"total_oi":1359,"bias":"bullish"},{"strike":2.5,"call_volume":14,"put_volume":0,"total_volume":14,"call_oi":2181,"put_oi":5720,"total_oi":7901,"bias":"bullish"},{"strike":3.0,"call_volume":14,"put_volume":11,"total_volume":25,"call_oi":2316,"put_oi":1301,"total_oi":3617,"bias":"neutral"},{"strike":3.5,"call_volume":19,"put_volume":77,"total_volume":96,"call_oi":1733,"put_oi":2811,"total_oi":4544,"bias":"bearish"},{"strike":4.0,"call_volume":22,"put_volume":39,"total_volume":61,"call_oi":13655,"put_oi":1816,"total_oi":15471,"bias":"bearish"},{"strike":4.5,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":2118,"put_oi":816,"total_oi":2934,"bias":"bullish"},{"strike":5.0,"call_volume":84,"put_volume":6,"total_volume":90,"call_oi":11368,"put_oi":1730,"total_oi":13098,"bias":"bullish"},{"strike":5.5,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":11678,"put_oi":70,"total_oi":11748,"bias":"bullish"},{"strike":7.5,"call_volume":12,"put_volume":0,"total_volume":12,"call_oi":23306,"put_oi":506,"total_oi":23812,"bias":"bullish"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3929,"put_oi":5,"total_oi":3934,"bias":"neutral"}],"underlying_price":3.9700000286102295,"peak_call_strike":5.0,"peak_put_strike":3.5,"total_call_volume":190,"total_put_volume":133,"volume_pc_ratio":0.7},"iv_contours":{"x":[0.76,0.88,1.01,1.13,1.26],"y":[14,49,105],"z":[[null,85.68,62.5,47.56,76.03],[null,41.97,63.2,63.34,66.32],[67.93,68.33,67.04,66.82,75.53]],"levels":[42.0,46.3,50.7,55.1,59.5,63.8,68.2,72.6,76.9,81.3,85.7],"min_iv":42.0,"max_iv":85.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":109.66},{"date":"2026-09-15","iv":108.04},{"date":"2026-09-16","iv":107.24},{"date":"2026-09-17","iv":96.76},{"date":"2026-09-18","iv":99.11},{"date":"2026-09-21","iv":101.27},{"date":"2026-09-22","iv":85.6},{"date":"2026-09-23","iv":119.9},{"date":"2026-09-24","iv":121.8},{"date":"2026-09-25","iv":159.3},{"date":"2026-09-28","iv":144.0},{"date":"2026-09-29","iv":127.5},{"date":"2026-09-30","iv":113.7},{"date":"2026-10-01","iv":149.0},{"date":"2026-10-02","iv":110.9}]}}