{"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":"UTI","summary":{"name":"UTI","price":19.38,"total_oi":18498,"call_oi":13299,"put_oi":5199,"pc_ratio":0.391,"net_gex":43084.98,"avg_iv":142.1,"iv_rank":55.7,"iv_52w_high":178.6,"iv_52w_low":96.2,"gamma_flip":39.09,"max_pain":22.5},"features":{"symbol":"UTI","price":19.38,"total_oi":18498,"analysis_coverage":0.9444,"avg_iv_pct":142.1,"iv_rank":55.7,"iv_52w_high_pct":178.6,"iv_52w_low_pct":96.2,"front_dte":14,"front_atm_iv_pct":56.013,"back_atm_iv_pct":65.7757,"term_premium_pp":-9.7627,"expected_move_front_pct":10.97,"straddle_front_pct":8.9,"straddle_30d_pct":8.9,"risk_reversal_front_pp":-3.08,"risk_reversal_30d_pp":-3.08,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.391,"put_call_oi_front_ratio":0.286,"put_call_volume_front_ratio":1.375,"option_volume":148,"volume_oi_ratio":0.008001,"net_delta_normalized":0.046822,"dealer_delta_normalized":-0.046822,"gex_per_100k_oi":232916.963996,"vanna_per_100k_oi":2908.422532,"charm_per_100k_oi":-5324651.313656,"weekend_delta_shift_per_100k_oi":-15973959.346956,"iv_surface_range_pp":82.0,"gamma_flip_distance_pct":101.702786,"max_pain_distance_pct":16.099071,"peak_call_distance_pct":3.199174,"peak_put_distance_pct":3.199174},"analyses":{"gamma_walls":[{"strike":10.0,"call_gex":0.0,"put_gex":-271.79,"net_gex":-271.79,"call_oi":0,"put_oi":60},{"strike":12.5,"call_gex":30.31,"put_gex":-1117.8,"net_gex":-1087.49,"call_oi":4,"put_oi":163},{"strike":15.0,"call_gex":877.69,"put_gex":-3768.58,"net_gex":-2890.89,"call_oi":98,"put_oi":245},{"strike":17.5,"call_gex":1485.39,"put_gex":-27708.43,"net_gex":-26223.03,"call_oi":59,"put_oi":947},{"strike":20.0,"call_gex":52870.78,"put_gex":-48394.57,"net_gex":4476.21,"call_oi":1115,"put_oi":1875},{"strike":22.5,"call_gex":26923.16,"put_gex":-22435.97,"net_gex":4487.19,"call_oi":941,"put_oi":927},{"strike":25.0,"call_gex":15893.54,"put_gex":-7342.22,"net_gex":8551.33,"call_oi":1225,"put_oi":380},{"strike":27.5,"call_gex":2159.67,"put_gex":-4955.27,"net_gex":-2795.6,"call_oi":166,"put_oi":376},{"strike":30.0,"call_gex":11349.45,"put_gex":-2405.54,"net_gex":8943.91,"call_oi":1070,"put_oi":207},{"strike":32.5,"call_gex":285.29,"put_gex":-58.85,"net_gex":226.44,"call_oi":29,"put_oi":6},{"strike":35.0,"call_gex":1889.28,"put_gex":-20.84,"net_gex":1868.44,"call_oi":248,"put_oi":2},{"strike":37.5,"call_gex":895.45,"put_gex":-23.36,"net_gex":872.1,"call_oi":130,"put_oi":3},{"strike":40.0,"call_gex":6049.57,"put_gex":0.0,"net_gex":6049.57,"call_oi":1440,"put_oi":0},{"strike":42.5,"call_gex":30840.68,"put_gex":-21.86,"net_gex":30818.82,"call_oi":4611,"put_oi":3},{"strike":45.0,"call_gex":3278.81,"put_gex":0.0,"net_gex":3278.81,"call_oi":550,"put_oi":0},{"strike":47.5,"call_gex":509.81,"put_gex":-29.96,"net_gex":479.85,"call_oi":92,"put_oi":5},{"strike":50.0,"call_gex":1913.82,"put_gex":0.0,"net_gex":1913.82,"call_oi":382,"put_oi":0},{"strike":52.5,"call_gex":1386.2,"put_gex":0.0,"net_gex":1386.2,"call_oi":204,"put_oi":0},{"strike":55.0,"call_gex":1484.0,"put_gex":0.0,"net_gex":1484.0,"call_oi":629,"put_oi":0},{"strike":57.5,"call_gex":10.79,"put_gex":0.0,"net_gex":10.79,"call_oi":2,"put_oi":0},{"strike":60.0,"call_gex":1355.93,"put_gex":0.0,"net_gex":1355.93,"call_oi":272,"put_oi":0},{"strike":65.0,"call_gex":69.22,"put_gex":0.0,"net_gex":69.22,"call_oi":13,"put_oi":0},{"strike":70.0,"call_gex":81.16,"put_gex":0.0,"net_gex":81.16,"call_oi":19,"put_oi":0}],"pain_by_strike":[{"strike":10.0,"call_value":0,"put_value":56045.0,"total_value":56045.0},{"strike":12.5,"call_value":0.0,"put_value":43197.5,"total_value":43197.5},{"strike":15.0,"call_value":10.0,"put_value":30757.5,"total_value":30767.5},{"strike":17.5,"call_value":265.0,"put_value":18930.0,"total_value":19195.0},{"strike":20.0,"call_value":667.5,"put_value":9470.0,"total_value":10137.5},{"strike":22.5,"call_value":3857.5,"put_value":4697.5,"total_value":8555.0},{"strike":25.0,"call_value":9400.0,"put_value":2242.5,"total_value":11642.5},{"strike":27.5,"call_value":18005.0,"put_value":737.5,"total_value":18742.5},{"strike":30.0,"call_value":27025.0,"put_value":172.5,"total_value":27197.5},{"strike":32.5,"call_value":38720.0,"put_value":125.0,"total_value":38845.0},{"strike":35.0,"call_value":50487.5,"put_value":92.5,"total_value":50580.0},{"strike":37.5,"call_value":62875.0,"put_value":65.0,"total_value":62940.0},{"strike":40.0,"call_value":75587.5,"put_value":45.0,"total_value":75632.5},{"strike":42.5,"call_value":91900.0,"put_value":25.0,"total_value":91925.0},{"strike":45.0,"call_value":119740.0,"put_value":12.5,"total_value":119752.5},{"strike":47.5,"call_value":148955.0,"put_value":0.0,"total_value":148955.0},{"strike":50.0,"call_value":178400.0,"put_value":0.0,"total_value":178400.0},{"strike":52.5,"call_value":208800.0,"put_value":0.0,"total_value":208800.0},{"strike":55.0,"call_value":239710.0,"put_value":0.0,"total_value":239710.0},{"strike":57.5,"call_value":272192.5,"put_value":0.0,"total_value":272192.5},{"strike":60.0,"call_value":304680.0,"put_value":0.0,"total_value":304680.0},{"strike":65.0,"call_value":371015.0,"put_value":0.0,"total_value":371015.0},{"strike":70.0,"call_value":437415.0,"put_value":0,"total_value":437415.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":138.0,"strike":15.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":109.6,"strike":13.12},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":71.2,"strike":13.93},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":57.8,"strike":17.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":66.6,"strike":17.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":64.5,"strike":17.5},{"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":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":56.0,"strike":20.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":65.8,"strike":20.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":63.7,"strike":20.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":206.3,"strike":37.83},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":160.6,"strike":38.33},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":130.7,"strike":39.05}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":4,"total_oi":1146},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":3,"total_oi":953},{"expiration":"12/18/2026","dte":77,"iv":0.9128,"contract_count":3,"total_oi":101},{"expiration":"01/15/2027","dte":105,"iv":0.6802,"contract_count":4,"total_oi":403},{"expiration":"04/16/2027","dte":196,"iv":0.725,"contract_count":4,"total_oi":257},{"expiration":"12/17/2027","dte":441,"iv":0.8446,"contract_count":4,"total_oi":1136}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.97,"expected_move_2std":21.94,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":24.1,"expected_move_2std":48.2,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":29.62,"expected_move_2std":59.25,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":33.73,"expected_move_2std":67.45,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":45.9,"expected_move_2std":91.8,"contract_count":2},{"expiration":"12/17/2027","dte":441,"expected_move_1std":71.07,"expected_move_2std":142.14,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4333,"put_oi":1238,"total_oi":5571,"pc_ratio":0.286,"pc_ratio_volume":1.375,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2075,"put_oi":1456,"total_oi":3531,"pc_ratio":0.702,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":345,"put_oi":614,"total_oi":959,"pc_ratio":1.78,"pc_ratio_volume":6.0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":5899,"put_oi":285,"total_oi":6184,"pc_ratio":0.048,"pc_ratio_volume":0.579,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":347,"put_oi":259,"total_oi":606,"pc_ratio":0.746,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":300,"put_oi":1347,"total_oi":1647,"pc_ratio":4.49,"pc_ratio_volume":7.667,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-648.0,"dealer_delta":648.0,"call_oi":0,"put_oi":60},{"strike":12.5,"call_delta_oi":352.0,"put_delta_oi":-939.0,"dealer_delta":588.0,"call_oi":4,"put_oi":163},{"strike":15.0,"call_delta_oi":7772.0,"put_delta_oi":-3182.0,"dealer_delta":-4590.0,"call_oi":98,"put_oi":245},{"strike":17.5,"call_delta_oi":4415.0,"put_delta_oi":-24857.0,"dealer_delta":20442.0,"call_oi":59,"put_oi":947},{"strike":20.0,"call_delta_oi":52943.0,"put_delta_oi":-79239.0,"dealer_delta":26296.0,"call_oi":1115,"put_oi":1875},{"strike":22.5,"call_delta_oi":20641.0,"put_delta_oi":-71724.0,"dealer_delta":51083.0,"call_oi":941,"put_oi":927},{"strike":25.0,"call_delta_oi":54743.0,"put_delta_oi":-27383.0,"dealer_delta":-27360.0,"call_oi":1225,"put_oi":380},{"strike":27.5,"call_delta_oi":3450.0,"put_delta_oi":-32674.0,"dealer_delta":29224.0,"call_oi":166,"put_oi":376},{"strike":30.0,"call_delta_oi":11857.0,"put_delta_oi":-18496.0,"dealer_delta":6638.0,"call_oi":1070,"put_oi":207},{"strike":32.5,"call_delta_oi":316.0,"put_delta_oi":-539.0,"dealer_delta":223.0,"call_oi":29,"put_oi":6},{"strike":35.0,"call_delta_oi":1979.0,"put_delta_oi":-163.0,"dealer_delta":-1816.0,"call_oi":248,"put_oi":2},{"strike":37.5,"call_delta_oi":3855.0,"put_delta_oi":-270.0,"dealer_delta":-3585.0,"call_oi":130,"put_oi":3},{"strike":40.0,"call_delta_oi":93001.0,"put_delta_oi":0,"dealer_delta":-93001.0,"call_oi":1440,"put_oi":0},{"strike":42.5,"call_delta_oi":46226.0,"put_delta_oi":-263.0,"dealer_delta":-45963.0,"call_oi":4611,"put_oi":3},{"strike":45.0,"call_delta_oi":7718.0,"put_delta_oi":0,"dealer_delta":-7718.0,"call_oi":550,"put_oi":0},{"strike":47.5,"call_delta_oi":1396.0,"put_delta_oi":-450.0,"dealer_delta":-946.0,"call_oi":92,"put_oi":5},{"strike":50.0,"call_delta_oi":17705.0,"put_delta_oi":0,"dealer_delta":-17705.0,"call_oi":382,"put_oi":0},{"strike":52.5,"call_delta_oi":4121.0,"put_delta_oi":0,"dealer_delta":-4121.0,"call_oi":204,"put_oi":0},{"strike":55.0,"call_delta_oi":3112.0,"put_delta_oi":0,"dealer_delta":-3112.0,"call_oi":629,"put_oi":0},{"strike":57.5,"call_delta_oi":79.0,"put_delta_oi":0,"dealer_delta":-79.0,"call_oi":2,"put_oi":0},{"strike":60.0,"call_delta_oi":11288.0,"put_delta_oi":0,"dealer_delta":-11288.0,"call_oi":272,"put_oi":0},{"strike":65.0,"call_delta_oi":277.0,"put_delta_oi":0,"dealer_delta":-277.0,"call_oi":13,"put_oi":0},{"strike":70.0,"call_delta_oi":192.0,"put_delta_oi":0,"dealer_delta":-192.0,"call_oi":19,"put_oi":0}],"net_dealer_delta":-86611.0,"total_call_delta":347438.0,"total_put_delta":-260828.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":19.3799991607666,"strikes":[{"strike":20.0,"moneyness":1.032,"type":"call","iv":0.6232,"delta":0.543,"oi":279},{"strike":30.0,"moneyness":1.548,"type":"call","iv":0.5989,"delta":0.1212,"oi":285},{"strike":35.0,"moneyness":1.806,"type":"call","iv":0.6305,"delta":0.0603,"oi":179},{"strike":42.5,"moneyness":2.193,"type":"call","iv":0.941,"delta":0.0988,"oi":3634},{"strike":52.5,"moneyness":2.709,"type":"call","iv":1.5105,"delta":0.2067,"oi":196},{"strike":55.0,"moneyness":2.838,"type":"call","iv":1.3326,"delta":0.137,"oi":134}]},{"expiration":"04/16/2027","underlying_price":19.3799991607666,"strikes":[{"strike":20.0,"moneyness":1.032,"type":"put","iv":0.6335,"delta":-0.4158,"oi":187},{"strike":25.0,"moneyness":1.29,"type":"call","iv":0.608,"delta":0.3822,"oi":217}]},{"expiration":"10/16/2026","underlying_price":19.3799991607666,"strikes":[{"strike":17.5,"moneyness":0.903,"type":"put","iv":0.5961,"delta":-0.1643,"oi":197},{"strike":20.0,"moneyness":1.032,"type":"put","iv":0.5726,"delta":-0.5884,"oi":427},{"strike":20.0,"moneyness":1.032,"type":"call","iv":0.5478,"delta":0.4058,"oi":501},{"strike":22.5,"moneyness":1.161,"type":"call","iv":0.6269,"delta":0.1171,"oi":623},{"strike":22.5,"moneyness":1.161,"type":"put","iv":0.5294,"delta":-0.9235,"oi":576},{"strike":42.5,"moneyness":2.193,"type":"call","iv":2.6871,"delta":0.0982,"oi":955},{"strike":45.0,"moneyness":2.322,"type":"call","iv":2.8237,"delta":0.0948,"oi":155},{"strike":55.0,"moneyness":2.838,"type":"call","iv":2.1906,"delta":0.0104,"oi":481}]},{"expiration":"11/20/2026","underlying_price":19.3799991607666,"strikes":[{"strike":12.5,"moneyness":0.645,"type":"put","iv":0.8043,"delta":-0.0476,"oi":123},{"strike":15.0,"moneyness":0.774,"type":"put","iv":0.6916,"delta":-0.1212,"oi":177},{"strike":17.5,"moneyness":0.903,"type":"put","iv":0.6658,"delta":-0.2855,"oi":636},{"strike":20.0,"moneyness":1.032,"type":"call","iv":0.6504,"delta":0.5032,"oi":287},{"strike":25.0,"moneyness":1.29,"type":"call","iv":0.6445,"delta":0.1714,"oi":326},{"strike":27.5,"moneyness":1.419,"type":"put","iv":0.6322,"delta":-0.9173,"oi":291},{"strike":30.0,"moneyness":1.548,"type":"call","iv":0.7438,"delta":0.0715,"oi":678},{"strike":45.0,"moneyness":2.322,"type":"call","iv":1.4645,"delta":0.0951,"oi":350}]},{"expiration":"12/17/2027","underlying_price":19.3799991607666,"strikes":[{"strike":20.0,"moneyness":1.032,"type":"put","iv":0.6484,"delta":-0.3506,"oi":1083},{"strike":22.5,"moneyness":1.161,"type":"put","iv":0.6403,"delta":-0.416,"oi":179}]},{"expiration":"12/18/2026","underlying_price":19.3799991607666,"strikes":[{"strike":25.0,"moneyness":1.29,"type":"put","iv":0.6545,"delta":-0.7498,"oi":226},{"strike":30.0,"moneyness":1.548,"type":"put","iv":0.6685,"delta":-0.8945,"oi":202}]}],"greeks_heatmap":{"data":[{"strike":17.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1643,"call_gamma":0,"put_gamma":0.113566,"call_theta":0,"put_theta":-0.0204,"call_vega":0,"put_vega":0.0091,"call_oi":0,"put_oi":197},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4058,"put_delta":-0.5884,"call_gamma":0.193557,"put_gamma":0.185808,"call_theta":-0.0307,"put_theta":-0.0299,"call_vega":0.0142,"put_vega":0.0142,"call_oi":501,"put_oi":427},{"strike":22.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1171,"put_delta":-0.9235,"call_gamma":0.085732,"put_gamma":0.074222,"call_theta":-0.0176,"put_theta":-0.0083,"call_vega":0.0072,"put_vega":0.0053,"call_oi":623,"put_oi":576},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.6544,"put_delta":0,"call_gamma":0.015697,"put_gamma":0,"call_theta":-0.3337,"put_theta":0,"call_vega":0.0135,"put_vega":0,"call_oi":581,"put_oi":0},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1212,"call_gamma":0,"put_gamma":0.041437,"call_theta":0,"put_theta":-0.0099,"call_vega":0,"put_vega":0.0142,"call_oi":0,"put_oi":177},{"strike":17.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2855,"call_gamma":0,"put_gamma":0.072624,"call_theta":0,"put_theta":-0.0158,"call_vega":0,"put_vega":0.0239,"call_oi":0,"put_oi":636},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5032,"put_delta":0,"call_gamma":0.087274,"put_gamma":0,"call_theta":-0.0199,"put_theta":0,"call_vega":0.028,"put_vega":0,"call_oi":287,"put_oi":0},{"strike":22.5,"dte":49,"expiration":"11/20/2026","call_delta":0.3095,"put_delta":-0.6818,"call_gamma":0.077759,"put_gamma":0.076067,"call_theta":-0.0173,"put_theta":-0.0154,"call_vega":0.0248,"put_vega":0.0251,"call_oi":54,"put_oi":83},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1714,"put_delta":-0.8174,"call_gamma":0.056159,"put_gamma":0.056326,"call_theta":-0.0123,"put_theta":-0.0104,"call_vega":0.0179,"put_vega":0.0186,"call_oi":326,"put_oi":56},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4709,"call_gamma":0,"put_gamma":0.068904,"call_theta":0,"put_theta":-0.0138,"call_vega":0,"put_vega":0.0352,"call_oi":0,"put_oi":93},{"strike":22.5,"dte":77,"expiration":"12/18/2026","call_delta":0.3655,"put_delta":-0.6259,"call_gamma":0.067407,"put_gamma":0.065487,"call_theta":-0.0145,"put_theta":-0.0125,"call_vega":0.0333,"put_vega":0.0335,"call_oi":68,"put_oi":54},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2502,"put_delta":-0.7498,"call_gamma":0.054938,"put_gamma":0.054936,"call_theta":-0.0126,"put_theta":-0.0097,"call_vega":0.0281,"put_vega":0.0281,"call_oi":71,"put_oi":226}],"strikes":[15.0,17.5,20.0,22.5,25.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-3.08,"put_25d_iv":59.61,"call_25d_iv":62.69,"put_25d_strike":17.5,"call_25d_strike":22.5,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-228.18,"put_25d_iv":66.58,"call_25d_iv":294.76,"put_25d_strike":17.5,"call_25d_strike":60.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-0.14,"put_25d_iv":65.3,"call_25d_iv":65.44,"put_25d_strike":20.0,"call_25d_strike":25.0,"skew":"neutral"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-87.8,"put_25d_iv":63.24,"call_25d_iv":151.05,"put_25d_strike":17.5,"call_25d_strike":52.5,"skew":"call_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":2.55,"put_25d_iv":63.35,"call_25d_iv":60.8,"put_25d_strike":20.0,"call_25d_strike":25.0,"skew":"put_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":2.08,"put_25d_iv":64.84,"call_25d_iv":62.76,"put_25d_strike":20.0,"call_25d_strike":30.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":60},{"strike":12.5,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":123},{"strike":15.0,"call_vanna":-14.0,"put_vanna":10.0,"net_vanna":-5.0,"call_oi":79,"put_oi":177},{"strike":17.5,"call_vanna":0,"put_vanna":44.0,"net_vanna":44.0,"call_oi":0,"put_oi":895},{"strike":20.0,"call_vanna":2.0,"put_vanna":137.0,"net_vanna":139.0,"call_oi":1067,"put_oi":1845},{"strike":22.5,"call_vanna":23.0,"put_vanna":-7.0,"net_vanna":17.0,"call_oi":900,"put_oi":892},{"strike":25.0,"call_vanna":27.0,"put_vanna":-20.0,"net_vanna":7.0,"call_oi":1195,"put_oi":282},{"strike":27.5,"call_vanna":0,"put_vanna":-13.0,"net_vanna":-13.0,"call_oi":0,"put_oi":291},{"strike":30.0,"call_vanna":57.0,"put_vanna":-13.0,"net_vanna":44.0,"call_oi":1034,"put_oi":202},{"strike":35.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":179,"put_oi":0},{"strike":37.5,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":80,"put_oi":0},{"strike":40.0,"call_vanna":-72.0,"put_vanna":0,"net_vanna":-72.0,"call_oi":1428,"put_oi":0},{"strike":42.5,"call_vanna":296.0,"put_vanna":0,"net_vanna":296.0,"call_oi":4589,"put_oi":0},{"strike":45.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":505,"put_oi":0},{"strike":47.5,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":77,"put_oi":0},{"strike":50.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":341,"put_oi":0},{"strike":52.5,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":196,"put_oi":0},{"strike":55.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":615,"put_oi":0},{"strike":60.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":225,"put_oi":0}],"net_vanna":538.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":0,"put_charm":142.0,"net_charm":142.0,"call_oi":0,"put_oi":60},{"strike":12.5,"call_charm":0,"put_charm":25.0,"net_charm":25.0,"call_oi":0,"put_oi":123},{"strike":15.0,"call_charm":0,"put_charm":158.0,"net_charm":158.0,"call_oi":0,"put_oi":177},{"strike":17.5,"call_charm":0,"put_charm":3857.0,"net_charm":3857.0,"call_oi":0,"put_oi":833},{"strike":20.0,"call_charm":-18436.0,"put_charm":19569.0,"net_charm":1134.0,"call_oi":788,"put_oi":427},{"strike":22.5,"call_charm":-3558.0,"put_charm":12095.0,"net_charm":8536.0,"call_oi":677,"put_oi":659},{"strike":25.0,"call_charm":-331256.0,"put_charm":356.0,"net_charm":-330900.0,"call_oi":907,"put_oi":56},{"strike":27.5,"call_charm":0,"put_charm":803.0,"net_charm":803.0,"call_oi":0,"put_oi":291},{"strike":30.0,"call_charm":-274.0,"put_charm":0,"net_charm":-274.0,"call_oi":678,"put_oi":0},{"strike":37.5,"call_charm":-108.0,"put_charm":0,"net_charm":-108.0,"call_oi":80,"put_oi":0},{"strike":40.0,"call_charm":-336968.0,"put_charm":0,"net_charm":-336968.0,"call_oi":546,"put_oi":0},{"strike":42.5,"call_charm":-16045.0,"put_charm":0,"net_charm":-16045.0,"call_oi":955,"put_oi":0},{"strike":45.0,"call_charm":-3030.0,"put_charm":0,"net_charm":-3030.0,"call_oi":505,"put_oi":0},{"strike":47.5,"call_charm":-99.0,"put_charm":0,"net_charm":-99.0,"call_oi":77,"put_oi":0},{"strike":50.0,"call_charm":-202627.0,"put_charm":0,"net_charm":-202627.0,"call_oi":275,"put_oi":0},{"strike":55.0,"call_charm":-111.0,"put_charm":0,"net_charm":-111.0,"call_oi":481,"put_oi":0},{"strike":60.0,"call_charm":-109448.0,"put_charm":0,"net_charm":-109448.0,"call_oi":225,"put_oi":0}],"net_charm":-984954.0,"weekend_delta_shift":-2954863.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":134422.0,"put_delta":-82304.0,"net_delta":52118.0,"call_oi":4333,"put_oi":1238,"total_oi":5571,"total_volume":38,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":36982.0,"put_delta":-59952.0,"net_delta":-22969.0,"call_oi":2075,"put_oi":1456,"total_oi":3531,"total_volume":7,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":9080.0,"put_delta":-45414.0,"net_delta":-36334.0,"call_oi":345,"put_oi":614,"total_oi":959,"total_volume":21,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":135661.0,"put_delta":-12833.0,"net_delta":122828.0,"call_oi":5899,"put_oi":285,"total_oi":6184,"total_volume":30,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":13753.0,"put_delta":-11229.0,"net_delta":2524.0,"call_oi":347,"put_oi":259,"total_oi":606,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":17540.0,"put_delta":-49096.0,"net_delta":-31556.0,"call_oi":300,"put_oi":1347,"total_oi":1647,"total_volume":52,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":20.0,"straddle_price":1.72,"straddle_pct":8.9,"implied_move":8.9,"avg_iv":56.0},{"expiration":"11/20/2026","dte":49,"strike":20.0,"straddle_price":3.75,"straddle_pct":19.35,"implied_move":19.35,"avg_iv":65.8},{"expiration":"01/15/2027","dte":105,"strike":20.0,"straddle_price":5.23,"straddle_pct":26.96,"implied_move":26.96,"avg_iv":62.9},{"expiration":"12/17/2027","dte":441,"strike":20.0,"straddle_price":10.65,"straddle_pct":54.95,"implied_move":54.95,"avg_iv":64.7}],"volume_profile":{"profile":[{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":60,"total_oi":60,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":163,"total_oi":167,"bias":"neutral"},{"strike":15.0,"call_volume":11,"put_volume":2,"total_volume":13,"call_oi":98,"put_oi":245,"total_oi":343,"bias":"bullish"},{"strike":17.5,"call_volume":0,"put_volume":8,"total_volume":8,"call_oi":59,"put_oi":947,"total_oi":1006,"bias":"bearish"},{"strike":20.0,"call_volume":18,"put_volume":78,"total_volume":96,"call_oi":1115,"put_oi":1875,"total_oi":2990,"bias":"bearish"},{"strike":22.5,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":941,"put_oi":927,"total_oi":1868,"bias":"bullish"},{"strike":25.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1225,"put_oi":380,"total_oi":1605,"bias":"bullish"},{"strike":27.5,"call_volume":5,"put_volume":10,"total_volume":15,"call_oi":166,"put_oi":376,"total_oi":542,"bias":"bearish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1070,"put_oi":207,"total_oi":1277,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":6,"total_volume":6,"call_oi":29,"put_oi":6,"total_oi":35,"bias":"bearish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":248,"put_oi":2,"total_oi":250,"bias":"neutral"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":130,"put_oi":3,"total_oi":133,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1440,"put_oi":0,"total_oi":1440,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4611,"put_oi":3,"total_oi":4614,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":550,"put_oi":0,"total_oi":550,"bias":"neutral"},{"strike":47.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":92,"put_oi":5,"total_oi":97,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":382,"put_oi":0,"total_oi":382,"bias":"neutral"},{"strike":52.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":204,"put_oi":0,"total_oi":204,"bias":"neutral"},{"strike":55.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":629,"put_oi":0,"total_oi":629,"bias":"bullish"},{"strike":57.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":272,"put_oi":0,"total_oi":272,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":0,"total_oi":19,"bias":"neutral"}],"underlying_price":19.3799991607666,"peak_call_strike":20.0,"peak_put_strike":20.0,"total_call_volume":44,"total_put_volume":104,"volume_pc_ratio":2.364},"iv_contours":{"x":[0.77,0.9,1.03,1.16,1.29],"y":[14,49,77,105],"z":[[137.99,57.83,56.02,57.81,null],[69.16,66.58,65.78,65.62,65.66],[null,null,65.3,64.25,65.44],[65.6,63.24,62.88,62.29,61.84]],"levels":[56.0,64.2,72.4,80.6,88.8,97.0,105.2,113.4,121.6,129.8,138.0],"min_iv":56.0,"max_iv":138.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":119.0},{"date":"2026-09-15","iv":111.9},{"date":"2026-09-16","iv":108.05},{"date":"2026-09-17","iv":100.22},{"date":"2026-09-18","iv":122.36},{"date":"2026-09-21","iv":108.15},{"date":"2026-09-22","iv":150.6},{"date":"2026-09-23","iv":96.2},{"date":"2026-09-24","iv":178.6},{"date":"2026-09-25","iv":119.8},{"date":"2026-09-28","iv":111.6},{"date":"2026-09-29","iv":130.9},{"date":"2026-09-30","iv":144.0},{"date":"2026-10-01","iv":132.8},{"date":"2026-10-02","iv":142.1}]}}