{"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":"VITL","summary":{"name":"VITL","price":9.06,"total_oi":38125,"call_oi":24958,"put_oi":13167,"pc_ratio":0.528,"net_gex":13631.17,"avg_iv":233.2,"iv_rank":44.2,"iv_52w_high":387.9,"iv_52w_low":110.63,"gamma_flip":19.41,"max_pain":10.0},"features":{"symbol":"VITL","price":9.06,"total_oi":38125,"analysis_coverage":0.7778,"avg_iv_pct":233.2,"iv_rank":44.2,"iv_52w_high_pct":387.9,"iv_52w_low_pct":110.63,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":73.77,"risk_reversal_30d_pp":73.77,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.528,"put_call_oi_front_ratio":0.653,"put_call_volume_front_ratio":1.111,"option_volume":627,"volume_oi_ratio":0.016446,"net_delta_normalized":0.068613,"dealer_delta_normalized":-0.068226,"gex_per_100k_oi":35753.888525,"vanna_per_100k_oi":2580.983607,"charm_per_100k_oi":-44986.229508,"weekend_delta_shift_per_100k_oi":-134958.688525,"iv_surface_range_pp":67.1,"gamma_flip_distance_pct":114.238411,"max_pain_distance_pct":10.375276,"peak_call_distance_pct":65.562914,"peak_put_distance_pct":37.969095},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":42.87,"put_gex":-10.29,"net_gex":32.58,"call_oi":77,"put_oi":37},{"strike":5.0,"call_gex":610.49,"put_gex":-3173.62,"net_gex":-2563.13,"call_oi":273,"put_oi":1784},{"strike":7.5,"call_gex":2677.06,"put_gex":-19617.36,"net_gex":-16940.3,"call_oi":689,"put_oi":2845},{"strike":10.0,"call_gex":54361.99,"put_gex":-65249.14,"net_gex":-10887.15,"call_oi":4419,"put_oi":4795},{"strike":12.5,"call_gex":19223.54,"put_gex":-13256.19,"net_gex":5967.35,"call_oi":3567,"put_oi":1956},{"strike":15.0,"call_gex":20108.31,"put_gex":-5340.79,"net_gex":14767.52,"call_oi":4043,"put_oi":1000},{"strike":17.5,"call_gex":2948.73,"put_gex":-980.83,"net_gex":1967.9,"call_oi":812,"put_oi":224},{"strike":20.0,"call_gex":11734.34,"put_gex":-1730.96,"net_gex":10003.38,"call_oi":3436,"put_oi":480},{"strike":22.5,"call_gex":1683.83,"put_gex":-106.23,"net_gex":1577.6,"call_oi":725,"put_oi":31},{"strike":25.0,"call_gex":3507.34,"put_gex":-44.89,"net_gex":3462.45,"call_oi":3006,"put_oi":14},{"strike":30.0,"call_gex":2321.16,"put_gex":-2.78,"net_gex":2318.38,"call_oi":1743,"put_oi":1},{"strike":35.0,"call_gex":1150.86,"put_gex":0.0,"net_gex":1150.86,"call_oi":603,"put_oi":0},{"strike":40.0,"call_gex":99.92,"put_gex":0.0,"net_gex":99.92,"call_oi":270,"put_oi":0},{"strike":45.0,"call_gex":1320.17,"put_gex":0.0,"net_gex":1320.17,"call_oi":566,"put_oi":0},{"strike":50.0,"call_gex":225.28,"put_gex":0.0,"net_gex":225.28,"call_oi":101,"put_oi":0},{"strike":55.0,"call_gex":482.79,"put_gex":0.0,"net_gex":482.79,"call_oi":225,"put_oi":0},{"strike":60.0,"call_gex":131.55,"put_gex":0.0,"net_gex":131.55,"call_oi":63,"put_oi":0},{"strike":65.0,"call_gex":111.83,"put_gex":0.0,"net_gex":111.83,"call_oi":54,"put_oi":0},{"strike":70.0,"call_gex":402.18,"put_gex":0.0,"net_gex":402.18,"call_oi":286,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":99430.0,"total_value":99430.0},{"strike":5.0,"call_value":192.5,"put_value":66605.0,"total_value":66797.5},{"strike":7.5,"call_value":1067.5,"put_value":38240.0,"total_value":39307.5},{"strike":10.0,"call_value":3665.0,"put_value":16987.5,"total_value":20652.5},{"strike":12.5,"call_value":17310.0,"put_value":7722.5,"total_value":25032.5},{"strike":15.0,"call_value":39872.5,"put_value":3347.5,"total_value":43220.0},{"strike":17.5,"call_value":72542.5,"put_value":1472.5,"total_value":74015.0},{"strike":20.0,"call_value":107242.5,"put_value":157.5,"total_value":107400.0},{"strike":22.5,"call_value":150532.5,"put_value":42.5,"total_value":150575.0},{"strike":25.0,"call_value":195635.0,"put_value":5.0,"total_value":195640.0},{"strike":30.0,"call_value":300870.0,"put_value":0.0,"total_value":300870.0},{"strike":35.0,"call_value":414820.0,"put_value":0.0,"total_value":414820.0},{"strike":40.0,"call_value":531785.0,"put_value":0.0,"total_value":531785.0},{"strike":45.0,"call_value":650100.0,"put_value":0.0,"total_value":650100.0},{"strike":50.0,"call_value":771245.0,"put_value":0.0,"total_value":771245.0},{"strike":55.0,"call_value":892895.0,"put_value":0.0,"total_value":892895.0},{"strike":60.0,"call_value":1015670.0,"put_value":0.0,"total_value":1015670.0},{"strike":65.0,"call_value":1138760.0,"put_value":0.0,"total_value":1138760.0},{"strike":70.0,"call_value":1262120.0,"put_value":0,"total_value":1262120.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":161.7,"strike":5.83},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":83.2,"strike":7.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":83.1,"strike":6.25},{"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":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":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":81.6,"strike":10.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":87.6,"strike":10.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":75.0,"strike":10.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":247.7,"strike":17.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":109.7,"strike":15.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":170.3,"strike":33.28}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":8221,"put_oi":5370,"total_oi":13591,"pc_ratio":0.653,"pc_ratio_volume":1.111,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":330,"put_oi":652,"total_oi":982,"pc_ratio":1.976,"pc_ratio_volume":6.219,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":9913,"put_oi":4964,"total_oi":14877,"pc_ratio":0.501,"pc_ratio_volume":0.323,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":132,"put_oi":176,"total_oi":308,"pc_ratio":1.333,"pc_ratio_volume":3.0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":6362,"put_oi":2005,"total_oi":8367,"pc_ratio":0.315,"pc_ratio_volume":0.008,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":7216.0,"put_delta_oi":-121.0,"dealer_delta":-7094.0,"call_oi":76,"put_oi":29},{"strike":5.0,"call_delta_oi":25017.0,"put_delta_oi":-7359.0,"dealer_delta":-17659.0,"call_oi":273,"put_oi":1733},{"strike":7.5,"call_delta_oi":40798.0,"put_delta_oi":-64762.0,"dealer_delta":23964.0,"call_oi":534,"put_oi":2845},{"strike":10.0,"call_delta_oi":199600.0,"put_delta_oi":-281412.0,"dealer_delta":81812.0,"call_oi":4419,"put_oi":4795},{"strike":12.5,"call_delta_oi":51546.0,"put_delta_oi":-141824.0,"dealer_delta":90278.0,"call_oi":3567,"put_oi":1956},{"strike":15.0,"call_delta_oi":70702.0,"put_delta_oi":-75102.0,"dealer_delta":4400.0,"call_oi":4043,"put_oi":1000},{"strike":17.5,"call_delta_oi":12897.0,"put_delta_oi":-17719.0,"dealer_delta":4822.0,"call_oi":812,"put_oi":224},{"strike":20.0,"call_delta_oi":58754.0,"put_delta_oi":-38828.0,"dealer_delta":-19925.0,"call_oi":3436,"put_oi":480},{"strike":22.5,"call_delta_oi":22592.0,"put_delta_oi":-2073.0,"dealer_delta":-20519.0,"call_oi":725,"put_oi":31},{"strike":25.0,"call_delta_oi":221135.0,"put_delta_oi":-920.0,"dealer_delta":-220215.0,"call_oi":3006,"put_oi":14},{"strike":30.0,"call_delta_oi":103722.0,"put_delta_oi":-62.0,"dealer_delta":-103661.0,"call_oi":1743,"put_oi":1},{"strike":35.0,"call_delta_oi":13687.0,"put_delta_oi":0,"dealer_delta":-13687.0,"call_oi":603,"put_oi":0},{"strike":40.0,"call_delta_oi":23889.0,"put_delta_oi":0,"dealer_delta":-23889.0,"call_oi":270,"put_oi":0},{"strike":45.0,"call_delta_oi":19987.0,"put_delta_oi":0,"dealer_delta":-19987.0,"call_oi":566,"put_oi":0},{"strike":50.0,"call_delta_oi":3655.0,"put_delta_oi":0,"dealer_delta":-3655.0,"call_oi":101,"put_oi":0},{"strike":55.0,"call_delta_oi":8422.0,"put_delta_oi":0,"dealer_delta":-8422.0,"call_oi":225,"put_oi":0},{"strike":60.0,"call_delta_oi":2353.0,"put_delta_oi":0,"dealer_delta":-2353.0,"call_oi":63,"put_oi":0},{"strike":65.0,"call_delta_oi":1535.0,"put_delta_oi":0,"dealer_delta":-1535.0,"call_oi":54,"put_oi":0},{"strike":70.0,"call_delta_oi":2786.0,"put_delta_oi":0,"dealer_delta":-2786.0,"call_oi":286,"put_oi":0}],"net_dealer_delta":-260112.0,"total_call_delta":890294.0,"total_put_delta":-630182.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":9.0600004196167,"strikes":[{"strike":5.0,"moneyness":0.5519,"type":"call","iv":0.8576,"delta":0.9399,"oi":152},{"strike":5.0,"moneyness":0.5519,"type":"put","iv":1.0032,"delta":-0.0807,"oi":623},{"strike":7.5,"moneyness":0.8278,"type":"call","iv":0.7232,"delta":0.7624,"oi":231},{"strike":7.5,"moneyness":0.8278,"type":"put","iv":0.7401,"delta":-0.2399,"oi":1001},{"strike":10.0,"moneyness":1.1038,"type":"call","iv":0.7359,"delta":0.4904,"oi":835},{"strike":10.0,"moneyness":1.1038,"type":"put","iv":0.7646,"delta":-0.5032,"oi":1332},{"strike":12.5,"moneyness":1.3797,"type":"call","iv":0.7179,"delta":0.2687,"oi":766},{"strike":12.5,"moneyness":1.3797,"type":"put","iv":0.8002,"delta":-0.6955,"oi":686},{"strike":15.0,"moneyness":1.6556,"type":"call","iv":0.799,"delta":0.1735,"oi":2165},{"strike":15.0,"moneyness":1.6556,"type":"put","iv":0.9386,"delta":-0.7678,"oi":750},{"strike":17.5,"moneyness":1.9316,"type":"put","iv":1.0491,"delta":-0.8089,"oi":203},{"strike":17.5,"moneyness":1.9316,"type":"call","iv":1.0524,"delta":0.1923,"oi":303},{"strike":20.0,"moneyness":2.2075,"type":"put","iv":1.0763,"delta":-0.8577,"oi":366},{"strike":20.0,"moneyness":2.2075,"type":"call","iv":0.8435,"delta":0.066,"oi":1409},{"strike":35.0,"moneyness":3.8631,"type":"call","iv":1.1382,"delta":0.0287,"oi":188},{"strike":45.0,"moneyness":4.9669,"type":"call","iv":2.8563,"delta":0.3894,"oi":317}]},{"expiration":"01/21/2028","underlying_price":9.0600004196167,"strikes":[{"strike":5.0,"moneyness":0.5519,"type":"call","iv":0.7428,"delta":0.8831,"oi":116},{"strike":7.5,"moneyness":0.8278,"type":"call","iv":0.7865,"delta":0.7645,"oi":292},{"strike":7.5,"moneyness":0.8278,"type":"put","iv":0.635,"delta":-0.2421,"oi":849},{"strike":10.0,"moneyness":1.1038,"type":"call","iv":0.7189,"delta":0.6395,"oi":1760},{"strike":10.0,"moneyness":1.1038,"type":"put","iv":0.6098,"delta":-0.3877,"oi":431},{"strike":12.5,"moneyness":1.3797,"type":"call","iv":0.6817,"delta":0.5184,"oi":369},{"strike":12.5,"moneyness":1.3797,"type":"put","iv":0.7627,"delta":-0.4488,"oi":378},{"strike":15.0,"moneyness":1.6556,"type":"call","iv":0.6612,"delta":0.4137,"oi":482},{"strike":17.5,"moneyness":1.9316,"type":"call","iv":0.6232,"delta":0.3111,"oi":110},{"strike":20.0,"moneyness":2.2075,"type":"call","iv":0.6093,"delta":0.2382,"oi":1684},{"strike":20.0,"moneyness":2.2075,"type":"put","iv":0.7745,"delta":-0.6524,"oi":114},{"strike":22.5,"moneyness":2.4834,"type":"call","iv":0.71,"delta":0.2579,"oi":197},{"strike":25.0,"moneyness":2.7594,"type":"call","iv":0.9184,"delta":0.3475,"oi":206},{"strike":30.0,"moneyness":3.3113,"type":"call","iv":0.6607,"delta":0.1275,"oi":435},{"strike":45.0,"moneyness":4.9669,"type":"call","iv":1.1621,"delta":0.307,"oi":249},{"strike":70.0,"moneyness":7.7263,"type":"call","iv":0.93,"delta":0.0894,"oi":274}]},{"expiration":"10/16/2026","underlying_price":9.0600004196167,"strikes":[{"strike":5.0,"moneyness":0.5519,"type":"put","iv":1.6846,"delta":-0.021,"oi":1110},{"strike":7.5,"moneyness":0.8278,"type":"put","iv":1.403,"delta":-0.1972,"oi":713},{"strike":10.0,"moneyness":1.1038,"type":"call","iv":0.6652,"delta":0.2384,"oi":1699},{"strike":10.0,"moneyness":1.1038,"type":"put","iv":0.9664,"delta":-0.6707,"oi":2621},{"strike":12.5,"moneyness":1.3797,"type":"call","iv":0.9305,"delta":0.0412,"oi":2296},{"strike":12.5,"moneyness":1.3797,"type":"put","iv":1.3351,"delta":-0.874,"oi":860},{"strike":15.0,"moneyness":1.6556,"type":"call","iv":1.727,"delta":0.0839,"oi":1257},{"strike":17.5,"moneyness":1.9316,"type":"call","iv":1.9869,"delta":0.0589,"oi":375},{"strike":22.5,"moneyness":2.4834,"type":"call","iv":2.8875,"delta":0.0817,"oi":379}]},{"expiration":"11/20/2026","underlying_price":9.0600004196167,"strikes":[{"strike":7.5,"moneyness":0.8278,"type":"put","iv":0.8464,"delta":-0.2155,"oi":269},{"strike":10.0,"moneyness":1.1038,"type":"put","iv":0.9398,"delta":-0.541,"oi":370},{"strike":10.0,"moneyness":1.1038,"type":"call","iv":0.8121,"delta":0.4329,"oi":109},{"strike":12.5,"moneyness":1.3797,"type":"call","iv":0.7832,"delta":0.1656,"oi":131}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1972,"call_gamma":0,"put_gamma":0.115705,"call_theta":0,"put_theta":-0.0254,"call_vega":0,"put_vega":0.0047,"call_oi":155,"put_oi":713},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2384,"put_delta":-0.6707,"call_gamma":0.27231,"put_gamma":0.218981,"call_theta":-0.0138,"put_theta":-0.0221,"call_vega":0.0053,"put_vega":0.0062,"call_oi":1699,"put_oi":2621},{"strike":7.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2155,"call_gamma":0,"put_gamma":0.10523,"call_theta":0,"put_theta":-0.0082,"call_vega":0,"put_vega":0.0096,"call_oi":0,"put_oi":269},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4329,"put_delta":-0.541,"call_gamma":0.147393,"put_gamma":0.128526,"call_theta":-0.0113,"put_theta":-0.012,"call_vega":0.0129,"put_vega":0.013,"call_oi":109,"put_oi":370}],"strikes":[7.5,10.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":73.77,"put_25d_iv":140.3,"call_25d_iv":66.52,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":6.32,"put_25d_iv":84.64,"call_25d_iv":78.32,"put_25d_strike":7.5,"call_25d_strike":12.5,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":2.22,"put_25d_iv":74.01,"call_25d_iv":71.79,"put_25d_strike":7.5,"call_25d_strike":12.5,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":5.26,"put_25d_iv":83.83,"call_25d_iv":78.56,"put_25d_strike":15.0,"call_25d_strike":15.0,"skew":"put_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-7.5,"put_25d_iv":63.5,"call_25d_iv":71.0,"put_25d_strike":7.5,"call_25d_strike":22.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-8.0,"put_vanna":0,"net_vanna":-8.0,"call_oi":76,"put_oi":0},{"strike":5.0,"call_vanna":-28.0,"put_vanna":52.0,"net_vanna":23.0,"call_oi":268,"put_oi":1733},{"strike":7.5,"call_vanna":-74.0,"put_vanna":281.0,"net_vanna":207.0,"call_oi":523,"put_oi":2832},{"strike":10.0,"call_vanna":-152.0,"put_vanna":-25.0,"net_vanna":-177.0,"call_oi":4403,"put_oi":4754},{"strike":12.5,"call_vanna":99.0,"put_vanna":-58.0,"net_vanna":41.0,"call_oi":3562,"put_oi":1924},{"strike":15.0,"call_vanna":272.0,"put_vanna":-81.0,"net_vanna":191.0,"call_oi":4043,"put_oi":996},{"strike":17.5,"call_vanna":51.0,"put_vanna":-18.0,"net_vanna":33.0,"call_oi":788,"put_oi":203},{"strike":20.0,"call_vanna":404.0,"put_vanna":-46.0,"net_vanna":358.0,"call_oi":3415,"put_oi":480},{"strike":22.5,"call_vanna":44.0,"put_vanna":0,"net_vanna":44.0,"call_oi":719,"put_oi":0},{"strike":25.0,"call_vanna":53.0,"put_vanna":0,"net_vanna":53.0,"call_oi":3006,"put_oi":0},{"strike":30.0,"call_vanna":90.0,"put_vanna":0,"net_vanna":90.0,"call_oi":1743,"put_oi":0},{"strike":35.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":560,"put_oi":0},{"strike":40.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":229,"put_oi":0},{"strike":45.0,"call_vanna":53.0,"put_vanna":0,"net_vanna":53.0,"call_oi":566,"put_oi":0},{"strike":50.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":73,"put_oi":0},{"strike":55.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":207,"put_oi":0},{"strike":60.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":60,"put_oi":0},{"strike":70.0,"call_vanna":41.0,"put_vanna":0,"net_vanna":41.0,"call_oi":274,"put_oi":0}],"net_vanna":984.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":0,"put_charm":338.0,"net_charm":338.0,"call_oi":0,"put_oi":1110},{"strike":7.5,"call_charm":0,"put_charm":9651.0,"net_charm":9651.0,"call_oi":0,"put_oi":982},{"strike":10.0,"call_charm":-14954.0,"put_charm":103275.0,"net_charm":88321.0,"call_oi":1808,"put_oi":2991},{"strike":12.5,"call_charm":-1455.0,"put_charm":33005.0,"net_charm":31550.0,"call_oi":2427,"put_oi":860},{"strike":15.0,"call_charm":-4853.0,"put_charm":3071.0,"net_charm":-1782.0,"call_oi":1324,"put_oi":66},{"strike":17.5,"call_charm":-886.0,"put_charm":0,"net_charm":-886.0,"call_oi":375,"put_oi":0},{"strike":20.0,"call_charm":-21990.0,"put_charm":0,"net_charm":-21990.0,"call_oi":322,"put_oi":0},{"strike":22.5,"call_charm":-2319.0,"put_charm":0,"net_charm":-2319.0,"call_oi":379,"put_oi":0},{"strike":25.0,"call_charm":-62360.0,"put_charm":0,"net_charm":-62360.0,"call_oi":891,"put_oi":0},{"strike":30.0,"call_charm":-30832.0,"put_charm":0,"net_charm":-30832.0,"call_oi":433,"put_oi":0},{"strike":35.0,"call_charm":-26842.0,"put_charm":0,"net_charm":-26842.0,"call_oi":372,"put_oi":0}],"net_charm":-17151.0,"weekend_delta_shift":-51453.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":118725.0,"put_delta":-273260.0,"net_delta":-154535.0,"call_oi":8065,"put_oi":5370,"total_oi":13435,"total_volume":61,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":9459.0,"put_delta":-26820.0,"net_delta":-17361.0,"call_oi":330,"put_oi":652,"total_oi":982,"total_volume":231,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":488984.0,"put_delta":-249436.0,"net_delta":239548.0,"call_oi":9913,"put_oi":4964,"total_oi":14877,"total_volume":176,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":3956.0,"put_delta":-9759.0,"net_delta":-5802.0,"call_oi":132,"put_oi":168,"total_oi":300,"total_volume":4,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":269170.0,"put_delta":-70907.0,"net_delta":198262.0,"call_oi":6362,"put_oi":1954,"total_oi":8316,"total_volume":120,"bias":"bullish"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":77,"put_oi":37,"total_oi":114,"bias":"bullish"},{"strike":5.0,"call_volume":1,"put_volume":21,"total_volume":22,"call_oi":273,"put_oi":1784,"total_oi":2057,"bias":"bearish"},{"strike":7.5,"call_volume":67,"put_volume":105,"total_volume":172,"call_oi":689,"put_oi":2845,"total_oi":3534,"bias":"bearish"},{"strike":10.0,"call_volume":67,"put_volume":15,"total_volume":82,"call_oi":4419,"put_oi":4795,"total_oi":9214,"bias":"bullish"},{"strike":12.5,"call_volume":71,"put_volume":164,"total_volume":235,"call_oi":3567,"put_oi":1956,"total_oi":5523,"bias":"bearish"},{"strike":15.0,"call_volume":103,"put_volume":0,"total_volume":103,"call_oi":4043,"put_oi":1000,"total_oi":5043,"bias":"bullish"},{"strike":17.5,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":812,"put_oi":224,"total_oi":1036,"bias":"bearish"},{"strike":20.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":3436,"put_oi":480,"total_oi":3916,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":725,"put_oi":31,"total_oi":756,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3006,"put_oi":14,"total_oi":3020,"bias":"neutral"},{"strike":30.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1743,"put_oi":1,"total_oi":1744,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":603,"put_oi":0,"total_oi":603,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":270,"put_oi":0,"total_oi":270,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":566,"put_oi":0,"total_oi":566,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":101,"put_oi":0,"total_oi":101,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":225,"put_oi":0,"total_oi":225,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":0,"total_oi":63,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":54,"put_oi":0,"total_oi":54,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":286,"put_oi":0,"total_oi":286,"bias":"neutral"}],"underlying_price":9.0600004196167,"peak_call_strike":15.0,"peak_put_strike":12.5,"total_call_volume":321,"total_put_volume":306,"volume_pc_ratio":0.953},"iv_contours":{"x":[0.83,1.1],"y":[14,49,105],"z":[[140.3,81.58],[84.64,87.59],[73.16,75.03]],"levels":[73.2,79.9,86.6,93.3,100.0,106.7,113.4,120.2,126.9,133.6,140.3],"min_iv":73.2,"max_iv":140.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":125.53},{"date":"2026-09-15","iv":129.08},{"date":"2026-09-16","iv":111.83},{"date":"2026-09-17","iv":117.05},{"date":"2026-09-18","iv":110.63},{"date":"2026-09-21","iv":141.95},{"date":"2026-09-22","iv":127.8},{"date":"2026-09-23","iv":192.4},{"date":"2026-09-24","iv":127.5},{"date":"2026-09-25","iv":387.9},{"date":"2026-09-28","iv":332.8},{"date":"2026-09-29","iv":307.6},{"date":"2026-09-30","iv":139.3},{"date":"2026-10-01","iv":148.4},{"date":"2026-10-02","iv":233.2}]}}