{"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":"VERA","summary":{"name":"VERA","price":30.42,"total_oi":25229,"call_oi":13033,"put_oi":12196,"pc_ratio":0.936,"net_gex":-127277.45,"avg_iv":91.1,"iv_rank":34.2,"iv_52w_high":122.97,"iv_52w_low":74.5,"gamma_flip":18.67,"max_pain":35.0},"features":{"symbol":"VERA","price":30.42,"total_oi":25229,"analysis_coverage":0.9444,"avg_iv_pct":91.1,"iv_rank":34.2,"iv_52w_high_pct":122.97,"iv_52w_low_pct":74.5,"front_dte":14,"front_atm_iv_pct":62.753,"back_atm_iv_pct":69.1054,"term_premium_pp":-6.3524,"expected_move_front_pct":12.29,"straddle_front_pct":9.45,"straddle_30d_pct":9.45,"risk_reversal_front_pp":10.65,"risk_reversal_30d_pp":10.65,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.936,"put_call_oi_front_ratio":0.267,"put_call_volume_front_ratio":0.683,"option_volume":322,"volume_oi_ratio":0.012763,"net_delta_normalized":-0.088474,"dealer_delta_normalized":0.088449,"gex_per_100k_oi":-504488.683658,"vanna_per_100k_oi":-1629.077649,"charm_per_100k_oi":-288382.41706,"weekend_delta_shift_per_100k_oi":-865151.214872,"iv_surface_range_pp":26.8,"gamma_flip_distance_pct":-38.625904,"max_pain_distance_pct":15.055884,"peak_call_distance_pct":97.238659,"peak_put_distance_pct":-1.380671},"analyses":{"gamma_walls":[{"strike":12.5,"call_gex":39.95,"put_gex":-43.98,"net_gex":-4.03,"call_oi":10,"put_oi":20},{"strike":15.0,"call_gex":19.15,"put_gex":-30.92,"net_gex":-11.77,"call_oi":3,"put_oi":14},{"strike":17.5,"call_gex":24.15,"put_gex":-275.42,"net_gex":-251.27,"call_oi":3,"put_oi":31},{"strike":20.0,"call_gex":807.99,"put_gex":-237.5,"net_gex":570.49,"call_oi":65,"put_oi":19},{"strike":22.5,"call_gex":320.73,"put_gex":-581.49,"net_gex":-260.76,"call_oi":30,"put_oi":51},{"strike":25.0,"call_gex":48266.16,"put_gex":-7009.09,"net_gex":41257.07,"call_oi":3042,"put_oi":245},{"strike":30.0,"call_gex":34877.6,"put_gex":-21471.08,"net_gex":13406.52,"call_oi":854,"put_oi":356},{"strike":35.0,"call_gex":98684.33,"put_gex":-397098.11,"net_gex":-298413.77,"call_oi":2281,"put_oi":11249},{"strike":40.0,"call_gex":57656.32,"put_gex":-4435.98,"net_gex":53220.34,"call_oi":2215,"put_oi":156},{"strike":45.0,"call_gex":17661.48,"put_gex":-585.54,"net_gex":17075.94,"call_oi":908,"put_oi":36},{"strike":50.0,"call_gex":11276.99,"put_gex":-168.92,"net_gex":11108.06,"call_oi":658,"put_oi":11},{"strike":55.0,"call_gex":9076.25,"put_gex":-85.76,"net_gex":8990.49,"call_oi":716,"put_oi":6},{"strike":60.0,"call_gex":13861.03,"put_gex":-13.5,"net_gex":13847.53,"call_oi":1089,"put_oi":1},{"strike":65.0,"call_gex":11390.35,"put_gex":0.0,"net_gex":11390.35,"call_oi":1075,"put_oi":0},{"strike":70.0,"call_gex":464.35,"put_gex":-12.01,"net_gex":452.34,"call_oi":46,"put_oi":1},{"strike":75.0,"call_gex":345.03,"put_gex":0.0,"net_gex":345.03,"call_oi":38,"put_oi":0}],"pain_by_strike":[{"strike":12.5,"call_value":0,"put_value":269470.0,"total_value":269470.0},{"strike":15.0,"call_value":25.0,"put_value":239030.0,"total_value":239055.0},{"strike":17.5,"call_value":57.5,"put_value":208625.0,"total_value":208682.5},{"strike":20.0,"call_value":97.5,"put_value":178297.5,"total_value":178395.0},{"strike":22.5,"call_value":300.0,"put_value":148017.5,"total_value":148317.5},{"strike":25.0,"call_value":577.5,"put_value":117865.0,"total_value":118442.5},{"strike":30.0,"call_value":16342.5,"put_value":58785.0,"total_value":75127.5},{"strike":35.0,"call_value":36377.5,"put_value":1485.0,"total_value":37862.5},{"strike":40.0,"call_value":67817.5,"put_value":430.0,"total_value":68247.5},{"strike":45.0,"call_value":110332.5,"put_value":155.0,"total_value":110487.5},{"strike":50.0,"call_value":157387.5,"put_value":60.0,"total_value":157447.5},{"strike":55.0,"call_value":207732.5,"put_value":20.0,"total_value":207752.5},{"strike":60.0,"call_value":261657.5,"put_value":10.0,"total_value":261667.5},{"strike":65.0,"call_value":321027.5,"put_value":5.0,"total_value":321032.5},{"strike":70.0,"call_value":385772.5,"put_value":0.0,"total_value":385772.5},{"strike":75.0,"call_value":450747.5,"put_value":0,"total_value":450747.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":117.4,"strike":22.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":71.4,"strike":25.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":101.2,"strike":20.28},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"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":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":62.8,"strike":30.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":69.1,"strike":30.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":62.9,"strike":30.0},{"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":147.3,"strike":47.22},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":74.2,"strike":42.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":90.3,"strike":49.58}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0297,"contract_count":2,"total_oi":188},{"expiration":"11/20/2026","dte":49,"iv":0.4104,"contract_count":2,"total_oi":117},{"expiration":"12/18/2026","dte":77,"iv":0.0743,"contract_count":2,"total_oi":535},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":2,"total_oi":118},{"expiration":"03/19/2027","dte":168,"iv":0.3015,"contract_count":2,"total_oi":46},{"expiration":"01/21/2028","dte":476,"iv":0.7077,"contract_count":2,"total_oi":165},{"expiration":"01/19/2029","dte":840,"iv":1.0,"contract_count":2,"total_oi":41}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.29,"expected_move_2std":24.58,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":25.32,"expected_move_2std":50.63,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":29.16,"expected_move_2std":58.33,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":33.39,"expected_move_2std":66.78,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":45.64,"expected_move_2std":91.29,"contract_count":2},{"expiration":"01/21/2028","dte":476,"expected_move_1std":84.56,"expected_move_2std":169.12,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":119.72,"expected_move_2std":239.43,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":5134,"put_oi":1372,"total_oi":6506,"pc_ratio":0.267,"pc_ratio_volume":0.683,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":357,"put_oi":21,"total_oi":378,"pc_ratio":0.059,"pc_ratio_volume":1.5,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1535,"put_oi":94,"total_oi":1629,"pc_ratio":0.061,"pc_ratio_volume":0.381,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":2157,"put_oi":10349,"total_oi":12506,"pc_ratio":4.798,"pc_ratio_volume":0.564,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":1181,"put_oi":43,"total_oi":1224,"pc_ratio":0.036,"pc_ratio_volume":0.714,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":2556,"put_oi":283,"total_oi":2839,"pc_ratio":0.111,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":113,"put_oi":34,"total_oi":147,"pc_ratio":0.301,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":12.5,"call_delta_oi":933.0,"put_delta_oi":-93.0,"dealer_delta":-839.0,"call_oi":10,"put_oi":20},{"strike":15.0,"call_delta_oi":282.0,"put_delta_oi":-102.0,"dealer_delta":-180.0,"call_oi":3,"put_oi":14},{"strike":17.5,"call_delta_oi":269.0,"put_delta_oi":-277.0,"dealer_delta":8.0,"call_oi":3,"put_oi":31},{"strike":20.0,"call_delta_oi":5604.0,"put_delta_oi":-189.0,"dealer_delta":-5415.0,"call_oi":65,"put_oi":19},{"strike":22.5,"call_delta_oi":1888.0,"put_delta_oi":-843.0,"dealer_delta":-1045.0,"call_oi":23,"put_oi":51},{"strike":25.0,"call_delta_oi":238062.0,"put_delta_oi":-3095.0,"dealer_delta":-234967.0,"call_oi":3042,"put_oi":245},{"strike":30.0,"call_delta_oi":51172.0,"put_delta_oi":-13352.0,"dealer_delta":-37820.0,"call_oi":854,"put_oi":356},{"strike":35.0,"call_delta_oi":71490.0,"put_delta_oi":-675657.0,"dealer_delta":604167.0,"call_oi":2281,"put_oi":11249},{"strike":40.0,"call_delta_oi":48733.0,"put_delta_oi":-11399.0,"dealer_delta":-37334.0,"call_oi":2215,"put_oi":156},{"strike":45.0,"call_delta_oi":17524.0,"put_delta_oi":-2078.0,"dealer_delta":-15445.0,"call_oi":908,"put_oi":36},{"strike":50.0,"call_delta_oi":12044.0,"put_delta_oi":-725.0,"dealer_delta":-11319.0,"call_oi":658,"put_oi":11},{"strike":55.0,"call_delta_oi":8423.0,"put_delta_oi":-495.0,"dealer_delta":-7927.0,"call_oi":716,"put_oi":6},{"strike":60.0,"call_delta_oi":13485.0,"put_delta_oi":-62.0,"dealer_delta":-13423.0,"call_oi":1089,"put_oi":1},{"strike":65.0,"call_delta_oi":11451.0,"put_delta_oi":0,"dealer_delta":-11451.0,"call_oi":1075,"put_oi":0},{"strike":70.0,"call_delta_oi":2082.0,"put_delta_oi":-63.0,"dealer_delta":-2019.0,"call_oi":46,"put_oi":1},{"strike":75.0,"call_delta_oi":1842.0,"put_delta_oi":0,"dealer_delta":-1842.0,"call_oi":38,"put_oi":0}],"net_dealer_delta":223149.0,"total_call_delta":485281.0,"total_put_delta":-708431.0,"bias":"bullish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":30.420000076293945,"strikes":[{"strike":25.0,"moneyness":0.8218,"type":"call","iv":0.7396,"delta":0.7658,"oi":516},{"strike":35.0,"moneyness":1.1506,"type":"call","iv":0.6429,"delta":0.42,"oi":497},{"strike":35.0,"moneyness":1.1506,"type":"put","iv":0.6651,"delta":-0.5728,"oi":10110},{"strike":40.0,"moneyness":1.3149,"type":"put","iv":0.6313,"delta":-0.7284,"oi":127},{"strike":40.0,"moneyness":1.3149,"type":"call","iv":0.6766,"delta":0.2932,"oi":388},{"strike":45.0,"moneyness":1.4793,"type":"call","iv":0.6493,"delta":0.1784,"oi":316},{"strike":50.0,"moneyness":1.6437,"type":"call","iv":0.684,"delta":0.126,"oi":151}]},{"expiration":"01/21/2028","underlying_price":30.420000076293945,"strikes":[{"strike":25.0,"moneyness":0.8218,"type":"call","iv":0.7879,"delta":0.7671,"oi":2085},{"strike":30.0,"moneyness":0.9862,"type":"put","iv":0.7049,"delta":-0.3127,"oi":144},{"strike":45.0,"moneyness":1.4793,"type":"call","iv":0.7236,"delta":0.5021,"oi":117}]},{"expiration":"03/19/2027","underlying_price":30.420000076293945,"strikes":[{"strike":35.0,"moneyness":1.1506,"type":"call","iv":0.6454,"delta":0.4767,"oi":393},{"strike":40.0,"moneyness":1.3149,"type":"call","iv":0.7117,"delta":0.3868,"oi":400},{"strike":50.0,"moneyness":1.6437,"type":"call","iv":0.6921,"delta":0.216,"oi":156}]},{"expiration":"10/16/2026","underlying_price":30.420000076293945,"strikes":[{"strike":25.0,"moneyness":0.8218,"type":"call","iv":0.9553,"delta":0.8824,"oi":401},{"strike":25.0,"moneyness":0.8218,"type":"put","iv":0.7883,"delta":-0.0802,"oi":162},{"strike":30.0,"moneyness":0.9862,"type":"put","iv":0.5698,"delta":-0.4219,"oi":157},{"strike":35.0,"moneyness":1.1506,"type":"put","iv":0.5791,"delta":-0.8878,"oi":1035},{"strike":35.0,"moneyness":1.1506,"type":"call","iv":0.6817,"delta":0.1553,"oi":990},{"strike":40.0,"moneyness":1.3149,"type":"call","iv":0.9185,"delta":0.0689,"oi":800},{"strike":45.0,"moneyness":1.4793,"type":"call","iv":1.168,"delta":0.0485,"oi":208},{"strike":50.0,"moneyness":1.6437,"type":"call","iv":2.0841,"delta":0.1439,"oi":207},{"strike":55.0,"moneyness":1.808,"type":"call","iv":1.9897,"delta":0.083,"oi":607},{"strike":60.0,"moneyness":1.9724,"type":"call","iv":2.5285,"delta":0.1187,"oi":949},{"strike":65.0,"moneyness":2.1368,"type":"call","iv":2.5324,"delta":0.0891,"oi":933}]},{"expiration":"11/20/2026","underlying_price":30.420000076293945,"strikes":[{"strike":40.0,"moneyness":1.3149,"type":"call","iv":0.6799,"delta":0.1674,"oi":137}]},{"expiration":"12/18/2026","underlying_price":30.420000076293945,"strikes":[{"strike":30.0,"moneyness":0.9862,"type":"call","iv":0.604,"delta":0.5872,"oi":532},{"strike":35.0,"moneyness":1.1506,"type":"call","iv":0.6557,"delta":0.3861,"oi":249},{"strike":40.0,"moneyness":1.3149,"type":"call","iv":0.6757,"delta":0.2404,"oi":425},{"strike":45.0,"moneyness":1.4793,"type":"call","iv":0.6979,"delta":0.1486,"oi":209}]}],"greeks_heatmap":{"data":[{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8824,"put_delta":-0.0802,"call_gamma":0.035964,"put_gamma":0.03292,"call_theta":-0.0441,"put_theta":-0.0256,"call_vega":0.0113,"put_vega":0.0086,"call_oi":401,"put_oi":162},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.4219,"call_gamma":0,"put_gamma":0.119608,"call_theta":0,"put_theta":-0.0476,"call_vega":0,"put_vega":0.0225,"call_oi":0,"put_oi":157},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1553,"put_delta":-0.8878,"call_gamma":0.060961,"put_gamma":0.057379,"call_theta":-0.0364,"put_theta":-0.0207,"call_vega":0.0137,"put_vega":0.011,"call_oi":990,"put_oi":1035},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5822,"put_delta":0,"call_gamma":0.047349,"put_gamma":0,"call_theta":-0.0352,"put_theta":0,"call_vega":0.0431,"put_vega":0,"call_oi":100,"put_oi":0},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3152,"put_delta":0,"call_gamma":0.051568,"put_gamma":0,"call_theta":-0.0265,"put_theta":0,"call_vega":0.0392,"put_vega":0,"call_oi":89,"put_oi":0},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5872,"put_delta":0,"call_gamma":0.046442,"put_gamma":0,"call_theta":-0.0231,"put_theta":0,"call_vega":0.054,"put_vega":0,"call_oi":532,"put_oi":0},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3861,"put_delta":0,"call_gamma":0.04203,"put_gamma":0,"call_theta":-0.024,"put_theta":0,"call_vega":0.0531,"put_vega":0,"call_oi":249,"put_oi":0}],"strikes":[25.0,30.0,35.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":10.65,"put_25d_iv":78.83,"call_25d_iv":68.17,"put_25d_strike":25.0,"call_25d_strike":35.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-1.14,"put_25d_iv":66.51,"call_25d_iv":67.66,"put_25d_strike":35.0,"call_25d_strike":40.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":1.05,"put_25d_iv":70.49,"call_25d_iv":69.45,"put_25d_strike":30.0,"call_25d_strike":65.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":-445.0,"put_vanna":4.0,"net_vanna":-441.0,"call_oi":3002,"put_oi":162},{"strike":30.0,"call_vanna":-22.0,"put_vanna":24.0,"net_vanna":1.0,"call_oi":720,"put_oi":301},{"strike":35.0,"call_vanna":66.0,"put_vanna":-329.0,"net_vanna":-263.0,"call_oi":2218,"put_oi":11219},{"strike":40.0,"call_vanna":110.0,"put_vanna":-10.0,"net_vanna":100.0,"call_oi":2150,"put_oi":127},{"strike":45.0,"call_vanna":52.0,"put_vanna":0,"net_vanna":52.0,"call_oi":905,"put_oi":0},{"strike":50.0,"call_vanna":42.0,"put_vanna":0,"net_vanna":42.0,"call_oi":598,"put_oi":0},{"strike":55.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":684,"put_oi":0},{"strike":60.0,"call_vanna":38.0,"put_vanna":0,"net_vanna":38.0,"call_oi":1047,"put_oi":0},{"strike":65.0,"call_vanna":39.0,"put_vanna":0,"net_vanna":39.0,"call_oi":1064,"put_oi":0}],"net_vanna":-411.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":25.0,"call_charm":-40642.0,"put_charm":868.0,"net_charm":-39773.0,"call_oi":401,"put_oi":162},{"strike":30.0,"call_charm":-1526.0,"put_charm":8221.0,"net_charm":6695.0,"call_oi":100,"put_oi":157},{"strike":35.0,"call_charm":-15155.0,"put_charm":49597.0,"net_charm":34442.0,"call_oi":1079,"put_oi":1035},{"strike":40.0,"call_charm":-4242.0,"put_charm":0,"net_charm":-4242.0,"call_oi":937,"put_oi":0},{"strike":45.0,"call_charm":-688.0,"put_charm":0,"net_charm":-688.0,"call_oi":208,"put_oi":0},{"strike":50.0,"call_charm":-8137.0,"put_charm":0,"net_charm":-8137.0,"call_oi":207,"put_oi":0},{"strike":55.0,"call_charm":-8846.0,"put_charm":0,"net_charm":-8846.0,"call_oi":607,"put_oi":0},{"strike":60.0,"call_charm":-32636.0,"put_charm":0,"net_charm":-32636.0,"call_oi":949,"put_oi":0},{"strike":65.0,"call_charm":-19572.0,"put_charm":0,"net_charm":-19572.0,"call_oi":933,"put_oi":0}],"net_charm":-72756.0,"weekend_delta_shift":-218269.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":86734.0,"put_delta":-100831.0,"net_delta":-14097.0,"call_oi":5127,"put_oi":1372,"total_oi":6499,"total_volume":69,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":13230.0,"put_delta":-961.0,"net_delta":12269.0,"call_oi":357,"put_oi":21,"total_oi":378,"total_volume":10,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":56342.0,"put_delta":-3283.0,"net_delta":53060.0,"call_oi":1535,"put_oi":94,"total_oi":1629,"total_volume":29,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":92587.0,"put_delta":-591599.0,"net_delta":-499013.0,"call_oi":2157,"put_oi":10349,"total_oi":12506,"total_volume":61,"bias":"bearish"},{"expiration":"03/19/2027","dte":168,"call_delta":46363.0,"put_delta":-1388.0,"net_delta":44975.0,"call_oi":1181,"put_oi":43,"total_oi":1224,"total_volume":24,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":182389.0,"put_delta":-9769.0,"net_delta":172620.0,"call_oi":2556,"put_oi":283,"total_oi":2839,"total_volume":118,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":7636.0,"put_delta":-600.0,"net_delta":7036.0,"call_oi":113,"put_oi":34,"total_oi":147,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":30.0,"straddle_price":2.88,"straddle_pct":9.45,"implied_move":9.45,"avg_iv":62.8},{"expiration":"11/20/2026","dte":49,"strike":30.0,"straddle_price":6.02,"straddle_pct":19.81,"implied_move":19.81,"avg_iv":69.1},{"expiration":"01/15/2027","dte":105,"strike":30.0,"straddle_price":7.95,"straddle_pct":26.13,"implied_move":26.13,"avg_iv":62.3},{"expiration":"01/21/2028","dte":476,"strike":30.0,"straddle_price":19.3,"straddle_pct":63.45,"implied_move":63.45,"avg_iv":74.0}],"volume_profile":{"profile":[{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":20,"total_oi":30,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":14,"total_oi":17,"bias":"neutral"},{"strike":17.5,"call_volume":10,"put_volume":5,"total_volume":15,"call_oi":3,"put_oi":31,"total_oi":34,"bias":"bullish"},{"strike":20.0,"call_volume":1,"put_volume":5,"total_volume":6,"call_oi":65,"put_oi":19,"total_oi":84,"bias":"bearish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":51,"total_oi":81,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":3042,"put_oi":245,"total_oi":3287,"bias":"bearish"},{"strike":30.0,"call_volume":20,"put_volume":41,"total_volume":61,"call_oi":854,"put_oi":356,"total_oi":1210,"bias":"bearish"},{"strike":35.0,"call_volume":35,"put_volume":22,"total_volume":57,"call_oi":2281,"put_oi":11249,"total_oi":13530,"bias":"bullish"},{"strike":40.0,"call_volume":64,"put_volume":0,"total_volume":64,"call_oi":2215,"put_oi":156,"total_oi":2371,"bias":"bullish"},{"strike":45.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":908,"put_oi":36,"total_oi":944,"bias":"bullish"},{"strike":50.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":658,"put_oi":11,"total_oi":669,"bias":"bullish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":716,"put_oi":6,"total_oi":722,"bias":"neutral"},{"strike":60.0,"call_volume":106,"put_volume":0,"total_volume":106,"call_oi":1089,"put_oi":1,"total_oi":1090,"bias":"bullish"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1075,"put_oi":0,"total_oi":1075,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":1,"total_oi":47,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":38,"put_oi":0,"total_oi":38,"bias":"neutral"}],"underlying_price":30.420000076293945,"peak_call_strike":60.0,"peak_put_strike":30.0,"total_call_volume":247,"total_put_volume":75,"volume_pc_ratio":0.304},"iv_contours":{"x":[0.82,0.99,1.15],"y":[14,49,77,105,168],"z":[[87.18,62.75,63.04],[73.36,69.09,62.46],[68.22,60.4,60.58],[70.88,62.25,65.4],[null,67.29,64.54]],"levels":[60.4,63.1,65.8,68.4,71.1,73.8,76.5,79.1,81.8,84.5,87.2],"min_iv":60.4,"max_iv":87.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":122.97},{"date":"2026-09-15","iv":97.99},{"date":"2026-09-16","iv":96.49},{"date":"2026-09-17","iv":90.58},{"date":"2026-09-18","iv":82.86},{"date":"2026-09-21","iv":79.08},{"date":"2026-09-22","iv":74.5},{"date":"2026-09-23","iv":83.3},{"date":"2026-09-24","iv":77.8},{"date":"2026-09-25","iv":103.0},{"date":"2026-09-28","iv":81.8},{"date":"2026-09-29","iv":80.7},{"date":"2026-09-30","iv":86.7},{"date":"2026-10-01","iv":87.8},{"date":"2026-10-02","iv":91.1}]}}