{"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":"VXZ","summary":{"name":"VXZ","price":45.5,"total_oi":593,"call_oi":383,"put_oi":210,"pc_ratio":0.548,"net_gex":4193.66,"avg_iv":68.8,"iv_rank":24.8,"iv_52w_high":125.66,"iv_52w_low":50.0,"gamma_flip":39.12,"max_pain":49.0},"features":{"symbol":"VXZ","price":45.5,"total_oi":593,"analysis_coverage":0.8333,"avg_iv_pct":68.8,"iv_rank":24.8,"iv_52w_high_pct":125.66,"iv_52w_low_pct":50.0,"front_dte":14,"front_atm_iv_pct":68.2164,"back_atm_iv_pct":34.1433,"term_premium_pp":34.0731,"expected_move_front_pct":13.36,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.548,"put_call_oi_front_ratio":0.005,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.043741,"dealer_delta_normalized":-0.043373,"gex_per_100k_oi":707193.929174,"vanna_per_100k_oi":-1180.438449,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":154.0,"gamma_flip_distance_pct":-14.021978,"max_pain_distance_pct":7.692308,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":35.0,"call_gex":0.0,"put_gex":-29.92,"net_gex":-29.92,"call_oi":0,"put_oi":1},{"strike":38.0,"call_gex":0.0,"put_gex":-40.66,"net_gex":-40.66,"call_oi":0,"put_oi":1},{"strike":39.0,"call_gex":0.0,"put_gex":-130.04,"net_gex":-130.04,"call_oi":0,"put_oi":3},{"strike":40.0,"call_gex":1830.74,"put_gex":-135.48,"net_gex":1695.26,"call_oi":27,"put_oi":3},{"strike":41.0,"call_gex":176.73,"put_gex":-58.75,"net_gex":117.99,"call_oi":2,"put_oi":1},{"strike":42.0,"call_gex":0.0,"put_gex":-117.53,"net_gex":-117.53,"call_oi":5,"put_oi":2},{"strike":43.0,"call_gex":0.0,"put_gex":-77.67,"net_gex":-77.67,"call_oi":0,"put_oi":1},{"strike":44.0,"call_gex":1106.47,"put_gex":-91.14,"net_gex":1015.33,"call_oi":6,"put_oi":1},{"strike":45.0,"call_gex":2916.31,"put_gex":-109.07,"net_gex":2807.24,"call_oi":37,"put_oi":1},{"strike":46.0,"call_gex":215.8,"put_gex":-332.53,"net_gex":-116.73,"call_oi":2,"put_oi":3},{"strike":47.0,"call_gex":4627.3,"put_gex":0.0,"net_gex":4627.3,"call_oi":44,"put_oi":0},{"strike":48.0,"call_gex":92.82,"put_gex":0.0,"net_gex":92.82,"call_oi":1,"put_oi":0},{"strike":49.0,"call_gex":259.39,"put_gex":-16972.95,"net_gex":-16713.57,"call_oi":3,"put_oi":171},{"strike":50.0,"call_gex":1997.32,"put_gex":0.0,"net_gex":1997.32,"call_oi":26,"put_oi":0},{"strike":51.0,"call_gex":1536.57,"put_gex":-164.53,"net_gex":1372.04,"call_oi":22,"put_oi":2},{"strike":52.0,"call_gex":1744.61,"put_gex":-57.79,"net_gex":1686.82,"call_oi":27,"put_oi":1},{"strike":53.0,"call_gex":185.49,"put_gex":-220.51,"net_gex":-35.02,"call_oi":3,"put_oi":3},{"strike":54.0,"call_gex":115.87,"put_gex":0.0,"net_gex":115.87,"call_oi":2,"put_oi":0},{"strike":55.0,"call_gex":0.0,"put_gex":-189.52,"net_gex":-189.52,"call_oi":0,"put_oi":3},{"strike":56.0,"call_gex":0.0,"put_gex":-230.26,"net_gex":-230.26,"call_oi":0,"put_oi":4},{"strike":57.0,"call_gex":0.0,"put_gex":-56.25,"net_gex":-56.25,"call_oi":0,"put_oi":1},{"strike":58.0,"call_gex":964.33,"put_gex":-47.53,"net_gex":916.81,"call_oi":21,"put_oi":1},{"strike":59.0,"call_gex":1634.38,"put_gex":-49.34,"net_gex":1585.04,"call_oi":36,"put_oi":1},{"strike":60.0,"call_gex":2227.23,"put_gex":-43.38,"net_gex":2183.85,"call_oi":52,"put_oi":1},{"strike":61.0,"call_gex":41.42,"put_gex":-44.64,"net_gex":-3.21,"call_oi":1,"put_oi":1},{"strike":62.0,"call_gex":119.88,"put_gex":0.0,"net_gex":119.88,"call_oi":3,"put_oi":0},{"strike":65.0,"call_gex":72.68,"put_gex":-33.49,"net_gex":39.19,"call_oi":2,"put_oi":1},{"strike":67.0,"call_gex":33.75,"put_gex":0.0,"net_gex":33.75,"call_oi":1,"put_oi":0},{"strike":68.0,"call_gex":32.82,"put_gex":0.0,"net_gex":32.82,"call_oi":1,"put_oi":0},{"strike":69.0,"call_gex":161.61,"put_gex":-28.57,"net_gex":133.04,"call_oi":5,"put_oi":1},{"strike":70.0,"call_gex":126.34,"put_gex":-59.8,"net_gex":66.53,"call_oi":4,"put_oi":2},{"strike":72.0,"call_gex":30.2,"put_gex":0.0,"net_gex":30.2,"call_oi":1,"put_oi":0},{"strike":73.0,"call_gex":117.65,"put_gex":0.0,"net_gex":117.65,"call_oi":4,"put_oi":0},{"strike":74.0,"call_gex":28.85,"put_gex":0.0,"net_gex":28.85,"call_oi":1,"put_oi":0},{"strike":75.0,"call_gex":360.99,"put_gex":0.0,"net_gex":360.99,"call_oi":13,"put_oi":0},{"strike":77.0,"call_gex":108.06,"put_gex":0.0,"net_gex":108.06,"call_oi":4,"put_oi":0},{"strike":80.0,"call_gex":303.28,"put_gex":0.0,"net_gex":303.28,"call_oi":12,"put_oi":0},{"strike":82.0,"call_gex":49.43,"put_gex":0.0,"net_gex":49.43,"call_oi":2,"put_oi":0},{"strike":83.0,"call_gex":48.61,"put_gex":0.0,"net_gex":48.61,"call_oi":2,"put_oi":0},{"strike":85.0,"call_gex":69.97,"put_gex":0.0,"net_gex":69.97,"call_oi":3,"put_oi":0},{"strike":86.0,"call_gex":23.18,"put_gex":0.0,"net_gex":23.18,"call_oi":1,"put_oi":0},{"strike":87.0,"call_gex":22.84,"put_gex":0.0,"net_gex":22.84,"call_oi":1,"put_oi":0},{"strike":88.0,"call_gex":67.31,"put_gex":0.0,"net_gex":67.31,"call_oi":3,"put_oi":0},{"strike":90.0,"call_gex":64.82,"put_gex":0.0,"net_gex":64.82,"call_oi":3,"put_oi":0}],"pain_by_strike":[{"strike":35.0,"call_value":0,"put_value":3005.0,"total_value":3005.0},{"strike":38.0,"call_value":0.0,"put_value":2378.0,"total_value":2378.0},{"strike":39.0,"call_value":0.0,"put_value":2170.0,"total_value":2170.0},{"strike":40.0,"call_value":0.0,"put_value":1965.0,"total_value":1965.0},{"strike":41.0,"call_value":27.0,"put_value":1763.0,"total_value":1790.0},{"strike":42.0,"call_value":56.0,"put_value":1562.0,"total_value":1618.0},{"strike":43.0,"call_value":90.0,"put_value":1363.0,"total_value":1453.0},{"strike":44.0,"call_value":124.0,"put_value":1165.0,"total_value":1289.0},{"strike":45.0,"call_value":164.0,"put_value":968.0,"total_value":1132.0},{"strike":46.0,"call_value":241.0,"put_value":772.0,"total_value":1013.0},{"strike":47.0,"call_value":320.0,"put_value":579.0,"total_value":899.0},{"strike":48.0,"call_value":443.0,"put_value":386.0,"total_value":829.0},{"strike":49.0,"call_value":567.0,"put_value":193.0,"total_value":760.0},{"strike":50.0,"call_value":694.0,"put_value":171.0,"total_value":865.0},{"strike":51.0,"call_value":847.0,"put_value":149.0,"total_value":996.0},{"strike":52.0,"call_value":1022.0,"put_value":129.0,"total_value":1151.0},{"strike":53.0,"call_value":1224.0,"put_value":110.0,"total_value":1334.0},{"strike":54.0,"call_value":1429.0,"put_value":94.0,"total_value":1523.0},{"strike":55.0,"call_value":1636.0,"put_value":78.0,"total_value":1714.0},{"strike":56.0,"call_value":1843.0,"put_value":65.0,"total_value":1908.0},{"strike":57.0,"call_value":2050.0,"put_value":56.0,"total_value":2106.0},{"strike":58.0,"call_value":2257.0,"put_value":48.0,"total_value":2305.0},{"strike":59.0,"call_value":2485.0,"put_value":41.0,"total_value":2526.0},{"strike":60.0,"call_value":2749.0,"put_value":35.0,"total_value":2784.0},{"strike":61.0,"call_value":3065.0,"put_value":30.0,"total_value":3095.0},{"strike":62.0,"call_value":3382.0,"put_value":26.0,"total_value":3408.0},{"strike":65.0,"call_value":4342.0,"put_value":14.0,"total_value":4356.0},{"strike":67.0,"call_value":4986.0,"put_value":8.0,"total_value":4994.0},{"strike":68.0,"call_value":5309.0,"put_value":5.0,"total_value":5314.0},{"strike":69.0,"call_value":5633.0,"put_value":2.0,"total_value":5635.0},{"strike":70.0,"call_value":5962.0,"put_value":0.0,"total_value":5962.0},{"strike":72.0,"call_value":6628.0,"put_value":0.0,"total_value":6628.0},{"strike":73.0,"call_value":6962.0,"put_value":0.0,"total_value":6962.0},{"strike":74.0,"call_value":7300.0,"put_value":0.0,"total_value":7300.0},{"strike":75.0,"call_value":7639.0,"put_value":0.0,"total_value":7639.0},{"strike":77.0,"call_value":8343.0,"put_value":0.0,"total_value":8343.0},{"strike":80.0,"call_value":9411.0,"put_value":0.0,"total_value":9411.0},{"strike":82.0,"call_value":10147.0,"put_value":0.0,"total_value":10147.0},{"strike":83.0,"call_value":10517.0,"put_value":0.0,"total_value":10517.0},{"strike":85.0,"call_value":11261.0,"put_value":0.0,"total_value":11261.0},{"strike":86.0,"call_value":11636.0,"put_value":0.0,"total_value":11636.0},{"strike":87.0,"call_value":12012.0,"put_value":0.0,"total_value":12012.0},{"strike":88.0,"call_value":12389.0,"put_value":0.0,"total_value":12389.0},{"strike":90.0,"call_value":13149.0,"put_value":0,"total_value":13149.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":71.0,"strike":36.5},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":45.1,"strike":40.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":51.7,"strike":41.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":47.4,"strike":44.0},{"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":44.3,"strike":43.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":66.2,"strike":46.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":34.1,"strike":45.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":32.7,"strike":45.33},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":96.6,"strike":47.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":32.7,"strike":47.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":126.2,"strike":50.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":45.1,"strike":50.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":176.2,"strike":57.25},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":75.7,"strike":53.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":77.9,"strike":65.74}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":6,"total_oi":69},{"expiration":"11/20/2026","dte":49,"iv":0.069,"contract_count":2,"total_oi":2},{"expiration":"12/18/2026","dte":77,"iv":0.2324,"contract_count":9,"total_oi":189},{"expiration":"01/15/2027","dte":105,"iv":0.1891,"contract_count":3,"total_oi":3},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":2,"total_oi":36},{"expiration":"06/17/2027","dte":258,"iv":0.1951,"contract_count":2,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":13.36,"expected_move_2std":26.73,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":12.51,"expected_move_2std":25.01,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":16.04,"expected_move_2std":32.07,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":17.53,"expected_move_2std":35.06,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":20.93,"expected_move_2std":41.87,"contract_count":2},{"expiration":"06/17/2027","dte":258,"expected_move_1std":36.53,"expected_move_2std":73.06,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":208,"put_oi":1,"total_oi":209,"pc_ratio":0.005,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2,"put_oi":1,"total_oi":3,"pc_ratio":0.5,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":69,"put_oi":191,"total_oi":260,"pc_ratio":2.768,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":40,"put_oi":4,"total_oi":44,"pc_ratio":0.1,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":59,"put_oi":7,"total_oi":66,"pc_ratio":0.119,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"06/17/2027","dte":258,"call_oi":5,"put_oi":6,"total_oi":11,"pc_ratio":1.2,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":1},{"strike":38.0,"call_delta_oi":0,"put_delta_oi":-23.0,"dealer_delta":23.0,"call_oi":0,"put_oi":1},{"strike":39.0,"call_delta_oi":0,"put_delta_oi":-72.0,"dealer_delta":72.0,"call_oi":0,"put_oi":3},{"strike":40.0,"call_delta_oi":2505.0,"put_delta_oi":-79.0,"dealer_delta":-2427.0,"call_oi":27,"put_oi":3},{"strike":41.0,"call_delta_oi":184.0,"put_delta_oi":-29.0,"dealer_delta":-155.0,"call_oi":2,"put_oi":1},{"strike":42.0,"call_delta_oi":0,"put_delta_oi":-61.0,"dealer_delta":61.0,"call_oi":0,"put_oi":2},{"strike":43.0,"call_delta_oi":0,"put_delta_oi":-34.0,"dealer_delta":34.0,"call_oi":0,"put_oi":1},{"strike":44.0,"call_delta_oi":401.0,"put_delta_oi":-38.0,"dealer_delta":-364.0,"call_oi":6,"put_oi":1},{"strike":45.0,"call_delta_oi":2208.0,"put_delta_oi":-42.0,"dealer_delta":-2166.0,"call_oi":37,"put_oi":1},{"strike":46.0,"call_delta_oi":108.0,"put_delta_oi":-140.0,"dealer_delta":32.0,"call_oi":2,"put_oi":3},{"strike":47.0,"call_delta_oi":2038.0,"put_delta_oi":0,"dealer_delta":-2038.0,"call_oi":44,"put_oi":0},{"strike":48.0,"call_delta_oi":43.0,"put_delta_oi":0,"dealer_delta":-43.0,"call_oi":1,"put_oi":0},{"strike":49.0,"call_delta_oi":124.0,"put_delta_oi":-10459.0,"dealer_delta":10335.0,"call_oi":3,"put_oi":171},{"strike":50.0,"call_delta_oi":1011.0,"put_delta_oi":0,"dealer_delta":-1011.0,"call_oi":26,"put_oi":0},{"strike":51.0,"call_delta_oi":814.0,"put_delta_oi":-133.0,"dealer_delta":-681.0,"call_oi":22,"put_oi":2},{"strike":52.0,"call_delta_oi":959.0,"put_delta_oi":-57.0,"dealer_delta":-902.0,"call_oi":27,"put_oi":1},{"strike":53.0,"call_delta_oi":104.0,"put_delta_oi":-217.0,"dealer_delta":112.0,"call_oi":3,"put_oi":3},{"strike":54.0,"call_delta_oi":67.0,"put_delta_oi":0,"dealer_delta":-67.0,"call_oi":2,"put_oi":0},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-225.0,"dealer_delta":225.0,"call_oi":0,"put_oi":3},{"strike":56.0,"call_delta_oi":0,"put_delta_oi":-301.0,"dealer_delta":301.0,"call_oi":0,"put_oi":4},{"strike":57.0,"call_delta_oi":0,"put_delta_oi":-80.0,"dealer_delta":80.0,"call_oi":0,"put_oi":1},{"strike":58.0,"call_delta_oi":627.0,"put_delta_oi":-69.0,"dealer_delta":-558.0,"call_oi":21,"put_oi":1},{"strike":59.0,"call_delta_oi":945.0,"put_delta_oi":-81.0,"dealer_delta":-864.0,"call_oi":36,"put_oi":1},{"strike":60.0,"call_delta_oi":1504.0,"put_delta_oi":-70.0,"dealer_delta":-1434.0,"call_oi":52,"put_oi":1},{"strike":61.0,"call_delta_oi":32.0,"put_delta_oi":-80.0,"dealer_delta":49.0,"call_oi":1,"put_oi":1},{"strike":62.0,"call_delta_oi":87.0,"put_delta_oi":0,"dealer_delta":-87.0,"call_oi":3,"put_oi":0},{"strike":65.0,"call_delta_oi":55.0,"put_delta_oi":-89.0,"dealer_delta":34.0,"call_oi":2,"put_oi":1},{"strike":67.0,"call_delta_oi":26.0,"put_delta_oi":0,"dealer_delta":-26.0,"call_oi":1,"put_oi":0},{"strike":68.0,"call_delta_oi":25.0,"put_delta_oi":0,"dealer_delta":-25.0,"call_oi":1,"put_oi":0},{"strike":69.0,"call_delta_oi":126.0,"put_delta_oi":-89.0,"dealer_delta":-37.0,"call_oi":5,"put_oi":1},{"strike":70.0,"call_delta_oi":100.0,"put_delta_oi":-168.0,"dealer_delta":69.0,"call_oi":4,"put_oi":2},{"strike":72.0,"call_delta_oi":24.0,"put_delta_oi":0,"dealer_delta":-24.0,"call_oi":1,"put_oi":0},{"strike":73.0,"call_delta_oi":96.0,"put_delta_oi":0,"dealer_delta":-96.0,"call_oi":4,"put_oi":0},{"strike":74.0,"call_delta_oi":24.0,"put_delta_oi":0,"dealer_delta":-24.0,"call_oi":1,"put_oi":0},{"strike":75.0,"call_delta_oi":305.0,"put_delta_oi":0,"dealer_delta":-305.0,"call_oi":13,"put_oi":0},{"strike":77.0,"call_delta_oi":93.0,"put_delta_oi":0,"dealer_delta":-93.0,"call_oi":4,"put_oi":0},{"strike":80.0,"call_delta_oi":269.0,"put_delta_oi":0,"dealer_delta":-269.0,"call_oi":12,"put_oi":0},{"strike":82.0,"call_delta_oi":44.0,"put_delta_oi":0,"dealer_delta":-44.0,"call_oi":2,"put_oi":0},{"strike":83.0,"call_delta_oi":44.0,"put_delta_oi":0,"dealer_delta":-44.0,"call_oi":2,"put_oi":0},{"strike":85.0,"call_delta_oi":65.0,"put_delta_oi":0,"dealer_delta":-65.0,"call_oi":3,"put_oi":0},{"strike":86.0,"call_delta_oi":22.0,"put_delta_oi":0,"dealer_delta":-22.0,"call_oi":1,"put_oi":0},{"strike":87.0,"call_delta_oi":21.0,"put_delta_oi":0,"dealer_delta":-21.0,"call_oi":1,"put_oi":0},{"strike":88.0,"call_delta_oi":64.0,"put_delta_oi":0,"dealer_delta":-64.0,"call_oi":3,"put_oi":0},{"strike":90.0,"call_delta_oi":63.0,"put_delta_oi":0,"dealer_delta":-63.0,"call_oi":3,"put_oi":0}],"net_dealer_delta":-2572.0,"total_call_delta":15228.0,"total_put_delta":-12656.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":45.5,"strikes":[{"strike":49.0,"moneyness":1.0769,"type":"put","iv":0.385,"delta":-0.6117,"oi":171}]}],"greeks_heatmap":{"data":[{"strike":49.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.6117,"call_gamma":0,"put_gamma":0.047944,"call_theta":0,"put_theta":-0.0163,"call_vega":0,"put_vega":0.0796,"call_oi":0,"put_oi":171}],"strikes":[49.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":49.0,"call_vanna":0,"put_vanna":-7.0,"net_vanna":-7.0,"call_oi":0,"put_oi":171}],"net_vanna":-7.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":9216.0,"put_delta":-51.0,"net_delta":9166.0,"call_oi":203,"put_oi":1,"total_oi":204,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":92.0,"put_delta":-49.0,"net_delta":43.0,"call_oi":2,"put_oi":1,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1921.0,"put_delta":-11841.0,"net_delta":-9920.0,"call_oi":69,"put_oi":191,"total_oi":260,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1171.0,"put_delta":-154.0,"net_delta":1017.0,"call_oi":40,"put_oi":4,"total_oi":44,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":2679.0,"put_delta":-357.0,"net_delta":2322.0,"call_oi":59,"put_oi":7,"total_oi":66,"total_volume":0,"bias":"neutral"},{"expiration":"06/17/2027","dte":258,"call_delta":149.0,"put_delta":-205.0,"net_delta":-56.0,"call_oi":5,"put_oi":6,"total_oi":11,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":3,"total_oi":30,"bias":"neutral"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":1,"total_oi":3,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":2,"total_oi":7,"bias":"neutral"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":1,"total_oi":7,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":1,"total_oi":38,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":3,"total_oi":5,"bias":"neutral"},{"strike":47.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":0,"total_oi":44,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":171,"total_oi":174,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":0,"total_oi":26,"bias":"neutral"},{"strike":51.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":2,"total_oi":24,"bias":"neutral"},{"strike":52.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":1,"total_oi":28,"bias":"neutral"},{"strike":53.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":3,"total_oi":6,"bias":"neutral"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":56.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":57.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":1,"total_oi":22,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":36,"put_oi":1,"total_oi":37,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":1,"total_oi":53,"bias":"neutral"},{"strike":61.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":62.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":1,"total_oi":3,"bias":"neutral"},{"strike":67.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":68.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":69.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":1,"total_oi":6,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":2,"total_oi":6,"bias":"neutral"},{"strike":72.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":73.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":74.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":77.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":82.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":83.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":86.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":87.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":88.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"}],"underlying_price":45.5,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.88,0.99,1.03,1.08,1.1,1.12,1.14,1.27,1.3],"y":[14,77,168],"z":[[48.84,null,91.03,null,121.72,130.63,139.06,182.38,188.69],[null,null,null,38.5,null,null,null,null,null],[null,34.66,null,null,null,null,null,null,null]],"levels":[34.7,50.1,65.5,80.9,96.3,111.7,127.1,142.5,157.9,173.3,188.7],"min_iv":34.7,"max_iv":188.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":96.91},{"date":"2026-09-15","iv":121.74},{"date":"2026-09-16","iv":125.66},{"date":"2026-09-17","iv":66.99},{"date":"2026-09-18","iv":61.89},{"date":"2026-09-21","iv":55.13},{"date":"2026-09-22","iv":55.9},{"date":"2026-09-23","iv":51.4},{"date":"2026-09-24","iv":50.3},{"date":"2026-09-25","iv":53.2},{"date":"2026-09-28","iv":56.0},{"date":"2026-09-29","iv":87.1},{"date":"2026-09-30","iv":50.0},{"date":"2026-10-01","iv":58.7},{"date":"2026-10-02","iv":68.8}]}}