{"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":"WGMI","summary":{"name":"WGMI","price":45.34,"total_oi":17619,"call_oi":9518,"put_oi":8101,"pc_ratio":0.851,"net_gex":176594.25,"avg_iv":92.5,"iv_rank":44.2,"iv_52w_high":103.86,"iv_52w_low":83.5,"gamma_flip":49.78,"max_pain":50.0},"features":{"symbol":"WGMI","price":45.34,"total_oi":17619,"analysis_coverage":1.0,"avg_iv_pct":92.5,"iv_rank":44.2,"iv_52w_high_pct":103.86,"iv_52w_low_pct":83.5,"front_dte":14,"front_atm_iv_pct":76.5392,"back_atm_iv_pct":84.2529,"term_premium_pp":-7.7137,"expected_move_front_pct":14.99,"straddle_front_pct":11.97,"straddle_30d_pct":11.97,"risk_reversal_front_pp":14.64,"risk_reversal_30d_pp":14.64,"butterfly_front_pp":15.42,"butterfly_30d_pp":15.42,"put_call_oi_ratio":0.851,"put_call_oi_front_ratio":0.678,"put_call_volume_front_ratio":2.556,"option_volume":104,"volume_oi_ratio":0.005903,"net_delta_normalized":0.094986,"dealer_delta_normalized":-0.094895,"gex_per_100k_oi":1002294.398093,"vanna_per_100k_oi":1538.112265,"charm_per_100k_oi":-129127.646291,"weekend_delta_shift_per_100k_oi":-387377.263182,"iv_surface_range_pp":43.9,"gamma_flip_distance_pct":9.792678,"max_pain_distance_pct":10.2779,"peak_call_distance_pct":10.2779,"peak_put_distance_pct":-5.161006},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.0,"put_gex":-290.18,"net_gex":-290.18,"call_oi":0,"put_oi":4000},{"strike":10.0,"call_gex":0.0,"put_gex":-15.83,"net_gex":-15.83,"call_oi":0,"put_oi":7},{"strike":12.0,"call_gex":0.0,"put_gex":-6.63,"net_gex":-6.63,"call_oi":0,"put_oi":2},{"strike":13.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":6,"put_oi":0},{"strike":14.0,"call_gex":0.0,"put_gex":-208.59,"net_gex":-208.59,"call_oi":0,"put_oi":50},{"strike":15.0,"call_gex":0.0,"put_gex":-120.88,"net_gex":-120.88,"call_oi":2,"put_oi":26},{"strike":16.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":17.0,"call_gex":79.29,"put_gex":-160.11,"net_gex":-80.82,"call_oi":39,"put_oi":28},{"strike":18.0,"call_gex":1.98,"put_gex":0.0,"net_gex":1.98,"call_oi":1,"put_oi":0},{"strike":19.0,"call_gex":0.0,"put_gex":-73.36,"net_gex":-73.36,"call_oi":2,"put_oi":12},{"strike":20.0,"call_gex":123.15,"put_gex":-1796.79,"net_gex":-1673.64,"call_oi":21,"put_oi":234},{"strike":21.0,"call_gex":6.53,"put_gex":-111.65,"net_gex":-105.11,"call_oi":1,"put_oi":15},{"strike":22.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":6,"put_oi":0},{"strike":24.0,"call_gex":29.9,"put_gex":-20.88,"net_gex":9.02,"call_oi":3,"put_oi":2},{"strike":25.0,"call_gex":133.02,"put_gex":-1432.27,"net_gex":-1299.25,"call_oi":13,"put_oi":111},{"strike":26.0,"call_gex":23.65,"put_gex":0.0,"net_gex":23.65,"call_oi":2,"put_oi":0},{"strike":27.0,"call_gex":33.5,"put_gex":0.0,"net_gex":33.5,"call_oi":3,"put_oi":0},{"strike":28.0,"call_gex":269.37,"put_gex":-230.76,"net_gex":38.62,"call_oi":22,"put_oi":15},{"strike":29.0,"call_gex":18.45,"put_gex":-36.97,"net_gex":-18.52,"call_oi":1,"put_oi":2},{"strike":30.0,"call_gex":559.21,"put_gex":-7720.07,"net_gex":-7160.86,"call_oi":31,"put_oi":395},{"strike":31.0,"call_gex":48.76,"put_gex":-90.67,"net_gex":-41.91,"call_oi":3,"put_oi":4},{"strike":32.0,"call_gex":13.74,"put_gex":-96.77,"net_gex":-83.03,"call_oi":1,"put_oi":4},{"strike":33.0,"call_gex":351.33,"put_gex":-556.63,"net_gex":-205.3,"call_oi":17,"put_oi":22},{"strike":34.0,"call_gex":299.31,"put_gex":-29.72,"net_gex":269.58,"call_oi":13,"put_oi":1},{"strike":35.0,"call_gex":962.59,"put_gex":-2797.67,"net_gex":-1835.08,"call_oi":42,"put_oi":89},{"strike":36.0,"call_gex":600.15,"put_gex":-293.01,"net_gex":307.14,"call_oi":36,"put_oi":8},{"strike":37.0,"call_gex":218.64,"put_gex":-943.45,"net_gex":-724.81,"call_oi":12,"put_oi":23},{"strike":38.0,"call_gex":1352.38,"put_gex":-2107.96,"net_gex":-755.58,"call_oi":72,"put_oi":41},{"strike":39.0,"call_gex":406.86,"put_gex":-3411.03,"net_gex":-3004.17,"call_oi":18,"put_oi":89},{"strike":40.0,"call_gex":2172.12,"put_gex":-19623.87,"net_gex":-17451.75,"call_oi":75,"put_oi":341},{"strike":41.0,"call_gex":276.08,"put_gex":-1038.07,"net_gex":-761.99,"call_oi":13,"put_oi":12},{"strike":42.0,"call_gex":1776.88,"put_gex":-3227.11,"net_gex":-1450.23,"call_oi":62,"put_oi":43},{"strike":43.0,"call_gex":301.2,"put_gex":-1889.72,"net_gex":-1588.51,"call_oi":11,"put_oi":28},{"strike":44.0,"call_gex":772.63,"put_gex":-1303.64,"net_gex":-531.0,"call_oi":32,"put_oi":16},{"strike":45.0,"call_gex":43105.78,"put_gex":-30331.69,"net_gex":12774.09,"call_oi":631,"put_oi":470},{"strike":46.0,"call_gex":3234.24,"put_gex":-899.65,"net_gex":2334.59,"call_oi":57,"put_oi":8},{"strike":47.0,"call_gex":3989.76,"put_gex":-11506.13,"net_gex":-7516.38,"call_oi":76,"put_oi":85},{"strike":48.0,"call_gex":2968.21,"put_gex":-7846.09,"net_gex":-4877.88,"call_oi":44,"put_oi":159},{"strike":49.0,"call_gex":999.31,"put_gex":-1578.28,"net_gex":-578.98,"call_oi":24,"put_oi":15},{"strike":50.0,"call_gex":67725.1,"put_gex":-20845.99,"net_gex":46879.11,"call_oi":1312,"put_oi":323},{"strike":51.0,"call_gex":972.91,"put_gex":-2412.8,"net_gex":-1439.89,"call_oi":27,"put_oi":48},{"strike":52.0,"call_gex":2054.98,"put_gex":-263.46,"net_gex":1791.52,"call_oi":47,"put_oi":4},{"strike":53.0,"call_gex":1881.56,"put_gex":-3650.69,"net_gex":-1769.13,"call_oi":47,"put_oi":52},{"strike":54.0,"call_gex":8753.64,"put_gex":-143.82,"net_gex":8609.82,"call_oi":149,"put_oi":3},{"strike":55.0,"call_gex":33887.48,"put_gex":-3924.1,"net_gex":29963.38,"call_oi":777,"put_oi":69},{"strike":56.0,"call_gex":1409.68,"put_gex":-565.46,"net_gex":844.22,"call_oi":46,"put_oi":12},{"strike":57.0,"call_gex":7097.59,"put_gex":-350.55,"net_gex":6747.03,"call_oi":151,"put_oi":11},{"strike":58.0,"call_gex":1132.47,"put_gex":-56.42,"net_gex":1076.05,"call_oi":50,"put_oi":2},{"strike":59.0,"call_gex":1258.58,"put_gex":-609.08,"net_gex":649.5,"call_oi":60,"put_oi":25},{"strike":60.0,"call_gex":50860.4,"put_gex":-16293.44,"net_gex":34566.95,"call_oi":1338,"put_oi":413},{"strike":61.0,"call_gex":1414.63,"put_gex":-2584.58,"net_gex":-1169.95,"call_oi":51,"put_oi":66},{"strike":62.0,"call_gex":3715.55,"put_gex":-5321.46,"net_gex":-1605.91,"call_oi":131,"put_oi":141},{"strike":63.0,"call_gex":1198.64,"put_gex":0.0,"net_gex":1198.64,"call_oi":40,"put_oi":0},{"strike":64.0,"call_gex":1174.25,"put_gex":-204.79,"net_gex":969.46,"call_oi":54,"put_oi":11},{"strike":65.0,"call_gex":7520.47,"put_gex":-89.09,"net_gex":7431.38,"call_oi":247,"put_oi":4},{"strike":66.0,"call_gex":3497.98,"put_gex":-333.69,"net_gex":3164.29,"call_oi":113,"put_oi":10},{"strike":67.0,"call_gex":1539.94,"put_gex":0.0,"net_gex":1539.94,"call_oi":56,"put_oi":0},{"strike":68.0,"call_gex":874.02,"put_gex":-2191.31,"net_gex":-1317.28,"call_oi":35,"put_oi":66},{"strike":69.0,"call_gex":1731.86,"put_gex":-606.06,"net_gex":1125.8,"call_oi":68,"put_oi":22},{"strike":70.0,"call_gex":47247.69,"put_gex":-667.2,"net_gex":46580.49,"call_oi":1523,"put_oi":22},{"strike":71.0,"call_gex":1335.78,"put_gex":0.0,"net_gex":1335.78,"call_oi":63,"put_oi":0},{"strike":72.0,"call_gex":4284.75,"put_gex":-1487.29,"net_gex":2797.45,"call_oi":170,"put_oi":50},{"strike":73.0,"call_gex":1656.25,"put_gex":0.0,"net_gex":1656.25,"call_oi":76,"put_oi":0},{"strike":74.0,"call_gex":573.82,"put_gex":0.0,"net_gex":573.82,"call_oi":27,"put_oi":0},{"strike":75.0,"call_gex":3615.18,"put_gex":-724.6,"net_gex":2890.59,"call_oi":149,"put_oi":32},{"strike":76.0,"call_gex":1079.78,"put_gex":0.0,"net_gex":1079.78,"call_oi":45,"put_oi":0},{"strike":77.0,"call_gex":483.11,"put_gex":0.0,"net_gex":483.11,"call_oi":20,"put_oi":0},{"strike":78.0,"call_gex":446.84,"put_gex":0.0,"net_gex":446.84,"call_oi":22,"put_oi":0},{"strike":80.0,"call_gex":14912.98,"put_gex":-4657.91,"net_gex":10255.06,"call_oi":627,"put_oi":197},{"strike":85.0,"call_gex":1525.24,"put_gex":-17.9,"net_gex":1507.34,"call_oi":83,"put_oi":1},{"strike":90.0,"call_gex":1581.01,"put_gex":-2357.61,"net_gex":-776.6,"call_oi":87,"put_oi":120},{"strike":95.0,"call_gex":119.13,"put_gex":0.0,"net_gex":119.13,"call_oi":8,"put_oi":0},{"strike":100.0,"call_gex":5151.3,"put_gex":-677.75,"net_gex":4473.55,"call_oi":392,"put_oi":40},{"strike":105.0,"call_gex":584.79,"put_gex":0.0,"net_gex":584.79,"call_oi":34,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":191726.0,"total_value":191726.0},{"strike":10.0,"call_value":0.0,"put_value":154817.0,"total_value":154817.0},{"strike":12.0,"call_value":0.0,"put_value":146629.0,"total_value":146629.0},{"strike":13.0,"call_value":0.0,"put_value":142537.0,"total_value":142537.0},{"strike":14.0,"call_value":6.0,"put_value":138445.0,"total_value":138451.0},{"strike":15.0,"call_value":12.0,"put_value":134403.0,"total_value":134415.0},{"strike":16.0,"call_value":20.0,"put_value":130387.0,"total_value":130407.0},{"strike":17.0,"call_value":29.0,"put_value":126371.0,"total_value":126400.0},{"strike":18.0,"call_value":77.0,"put_value":122383.0,"total_value":122460.0},{"strike":19.0,"call_value":126.0,"put_value":118395.0,"total_value":118521.0},{"strike":20.0,"call_value":177.0,"put_value":114419.0,"total_value":114596.0},{"strike":21.0,"call_value":249.0,"put_value":110677.0,"total_value":110926.0},{"strike":22.0,"call_value":322.0,"put_value":106950.0,"total_value":107272.0},{"strike":24.0,"call_value":480.0,"put_value":99496.0,"total_value":99976.0},{"strike":25.0,"call_value":562.0,"put_value":95771.0,"total_value":96333.0},{"strike":26.0,"call_value":657.0,"put_value":92157.0,"total_value":92814.0},{"strike":27.0,"call_value":754.0,"put_value":88543.0,"total_value":89297.0},{"strike":28.0,"call_value":854.0,"put_value":84929.0,"total_value":85783.0},{"strike":29.0,"call_value":976.0,"put_value":81330.0,"total_value":82306.0},{"strike":30.0,"call_value":1099.0,"put_value":77733.0,"total_value":78832.0},{"strike":31.0,"call_value":1253.0,"put_value":74531.0,"total_value":75784.0},{"strike":32.0,"call_value":1410.0,"put_value":71333.0,"total_value":72743.0},{"strike":33.0,"call_value":1568.0,"put_value":68139.0,"total_value":69707.0},{"strike":34.0,"call_value":1743.0,"put_value":64967.0,"total_value":66710.0},{"strike":35.0,"call_value":1931.0,"put_value":61796.0,"total_value":63727.0},{"strike":36.0,"call_value":2161.0,"put_value":58714.0,"total_value":60875.0},{"strike":37.0,"call_value":2427.0,"put_value":55640.0,"total_value":58067.0},{"strike":38.0,"call_value":2705.0,"put_value":52589.0,"total_value":55294.0},{"strike":39.0,"call_value":3055.0,"put_value":49579.0,"total_value":52634.0},{"strike":40.0,"call_value":3423.0,"put_value":46658.0,"total_value":50081.0},{"strike":41.0,"call_value":3866.0,"put_value":44078.0,"total_value":47944.0},{"strike":42.0,"call_value":4322.0,"put_value":41510.0,"total_value":45832.0},{"strike":43.0,"call_value":4840.0,"put_value":38985.0,"total_value":43825.0},{"strike":44.0,"call_value":5369.0,"put_value":36488.0,"total_value":41857.0},{"strike":45.0,"call_value":5930.0,"put_value":34007.0,"total_value":39937.0},{"strike":46.0,"call_value":7122.0,"put_value":31996.0,"total_value":39118.0},{"strike":47.0,"call_value":8371.0,"put_value":29993.0,"total_value":38364.0},{"strike":48.0,"call_value":9696.0,"put_value":28075.0,"total_value":37771.0},{"strike":49.0,"call_value":11065.0,"put_value":26316.0,"total_value":37381.0},{"strike":50.0,"call_value":12458.0,"put_value":24572.0,"total_value":37030.0},{"strike":51.0,"call_value":15163.0,"put_value":23151.0,"total_value":38314.0},{"strike":52.0,"call_value":17895.0,"put_value":21778.0,"total_value":39673.0},{"strike":53.0,"call_value":20674.0,"put_value":20409.0,"total_value":41083.0},{"strike":54.0,"call_value":23500.0,"put_value":19092.0,"total_value":42592.0},{"strike":55.0,"call_value":26475.0,"put_value":17778.0,"total_value":44253.0},{"strike":56.0,"call_value":30227.0,"put_value":16533.0,"total_value":46760.0},{"strike":57.0,"call_value":34025.0,"put_value":15300.0,"total_value":49325.0},{"strike":58.0,"call_value":37974.0,"put_value":14078.0,"total_value":52052.0},{"strike":59.0,"call_value":41973.0,"put_value":12858.0,"total_value":54831.0},{"strike":60.0,"call_value":46032.0,"put_value":11663.0,"total_value":57695.0},{"strike":61.0,"call_value":51429.0,"put_value":10881.0,"total_value":62310.0},{"strike":62.0,"call_value":56877.0,"put_value":10165.0,"total_value":67042.0},{"strike":63.0,"call_value":62456.0,"put_value":9590.0,"total_value":72046.0},{"strike":64.0,"call_value":68075.0,"put_value":9015.0,"total_value":77090.0},{"strike":65.0,"call_value":73748.0,"put_value":8451.0,"total_value":82199.0},{"strike":66.0,"call_value":79668.0,"put_value":7891.0,"total_value":87559.0},{"strike":67.0,"call_value":85701.0,"put_value":7341.0,"total_value":93042.0},{"strike":68.0,"call_value":91790.0,"put_value":6791.0,"total_value":98581.0},{"strike":69.0,"call_value":97914.0,"put_value":6307.0,"total_value":104221.0},{"strike":70.0,"call_value":104106.0,"put_value":5845.0,"total_value":109951.0},{"strike":71.0,"call_value":111821.0,"put_value":5405.0,"total_value":117226.0},{"strike":72.0,"call_value":119599.0,"put_value":4965.0,"total_value":124564.0},{"strike":73.0,"call_value":127547.0,"put_value":4575.0,"total_value":132122.0},{"strike":74.0,"call_value":135571.0,"put_value":4185.0,"total_value":139756.0},{"strike":75.0,"call_value":143622.0,"put_value":3795.0,"total_value":147417.0},{"strike":76.0,"call_value":151822.0,"put_value":3437.0,"total_value":155259.0},{"strike":77.0,"call_value":160067.0,"put_value":3079.0,"total_value":163146.0},{"strike":78.0,"call_value":168332.0,"put_value":2721.0,"total_value":171053.0},{"strike":80.0,"call_value":184906.0,"put_value":2005.0,"total_value":186911.0},{"strike":85.0,"call_value":229476.0,"put_value":1200.0,"total_value":230676.0},{"strike":90.0,"call_value":274461.0,"put_value":400.0,"total_value":274861.0},{"strike":95.0,"call_value":319881.0,"put_value":200.0,"total_value":320081.0},{"strike":100.0,"call_value":365341.0,"put_value":0.0,"total_value":365341.0},{"strike":105.0,"call_value":412761.0,"put_value":0,"total_value":412761.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":143.8,"strike":32.67},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":83.8,"strike":36.67},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":100.6,"strike":26.51},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":85.2,"strike":40.33},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":83.5,"strike":40.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":81.1,"strike":40.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":73.1,"strike":43.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":82.5,"strike":43.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":78.3,"strike":43.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":75.2,"strike":45.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":84.3,"strike":45.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":78.5,"strike":45.33},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":75.9,"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":74.7,"strike":48.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":78.7,"strike":47.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":74.8,"strike":50.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":76.4,"strike":50.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":76.5,"strike":50.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":143.0,"strike":66.21},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":79.8,"strike":56.14},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":81.5,"strike":68.08}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":14,"total_oi":592},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":28},{"expiration":"01/15/2027","dte":105,"iv":0.5572,"contract_count":17,"total_oi":987},{"expiration":"04/16/2027","dte":196,"iv":0.7196,"contract_count":8,"total_oi":12},{"expiration":"01/21/2028","dte":476,"iv":0.7503,"contract_count":11,"total_oi":166},{"expiration":"01/19/2029","dte":840,"iv":0.3539,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":14.99,"expected_move_2std":29.99,"contract_count":7},{"expiration":"11/20/2026","dte":49,"expected_move_1std":30.87,"expected_move_2std":61.75,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":41.96,"expected_move_2std":83.91,"contract_count":7},{"expiration":"04/16/2027","dte":196,"expected_move_1std":58.0,"expected_move_2std":116.0,"contract_count":5},{"expiration":"01/21/2028","dte":476,"expected_move_1std":91.82,"expected_move_2std":183.64,"contract_count":6},{"expiration":"01/19/2029","dte":840,"expected_move_1std":116.93,"expected_move_2std":233.86,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1444,"put_oi":979,"total_oi":2423,"pc_ratio":0.678,"pc_ratio_volume":2.556,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":35,"put_oi":71,"total_oi":106,"pc_ratio":2.029,"pc_ratio_volume":1.778,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":5944,"put_oi":6939,"total_oi":12883,"pc_ratio":1.167,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"04/16/2027","dte":196,"call_oi":214,"put_oi":59,"total_oi":273,"pc_ratio":0.276,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":1873,"put_oi":52,"total_oi":1925,"pc_ratio":0.028,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":8,"put_oi":1,"total_oi":9,"pc_ratio":0.125,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":0,"put_delta_oi":-300.0,"dealer_delta":300.0,"call_oi":0,"put_oi":4000},{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-14.0,"dealer_delta":14.0,"call_oi":0,"put_oi":7},{"strike":12.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":2},{"strike":14.0,"call_delta_oi":0,"put_delta_oi":-187.0,"dealer_delta":187.0,"call_oi":0,"put_oi":50},{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-104.0,"dealer_delta":104.0,"call_oi":0,"put_oi":26},{"strike":17.0,"call_delta_oi":3872.0,"put_delta_oi":-127.0,"dealer_delta":-3745.0,"call_oi":39,"put_oi":28},{"strike":18.0,"call_delta_oi":99.0,"put_delta_oi":0,"dealer_delta":-99.0,"call_oi":1,"put_oi":0},{"strike":19.0,"call_delta_oi":0,"put_delta_oi":-43.0,"dealer_delta":43.0,"call_oi":0,"put_oi":12},{"strike":20.0,"call_delta_oi":2024.0,"put_delta_oi":-1261.0,"dealer_delta":-764.0,"call_oi":21,"put_oi":234},{"strike":21.0,"call_delta_oi":97.0,"put_delta_oi":-60.0,"dealer_delta":-37.0,"call_oi":1,"put_oi":15},{"strike":24.0,"call_delta_oi":286.0,"put_delta_oi":-11.0,"dealer_delta":-275.0,"call_oi":3,"put_oi":2},{"strike":25.0,"call_delta_oi":1204.0,"put_delta_oi":-960.0,"dealer_delta":-244.0,"call_oi":13,"put_oi":111},{"strike":26.0,"call_delta_oi":181.0,"put_delta_oi":0,"dealer_delta":-181.0,"call_oi":2,"put_oi":0},{"strike":27.0,"call_delta_oi":259.0,"put_delta_oi":0,"dealer_delta":-259.0,"call_oi":3,"put_oi":0},{"strike":28.0,"call_delta_oi":1886.0,"put_delta_oi":-168.0,"dealer_delta":-1718.0,"call_oi":22,"put_oi":15},{"strike":29.0,"call_delta_oi":90.0,"put_delta_oi":-22.0,"dealer_delta":-68.0,"call_oi":1,"put_oi":2},{"strike":30.0,"call_delta_oi":2751.0,"put_delta_oi":-4669.0,"dealer_delta":1918.0,"call_oi":31,"put_oi":395},{"strike":31.0,"call_delta_oi":253.0,"put_delta_oi":-52.0,"dealer_delta":-201.0,"call_oi":3,"put_oi":4},{"strike":32.0,"call_delta_oi":82.0,"put_delta_oi":-45.0,"dealer_delta":-36.0,"call_oi":1,"put_oi":4},{"strike":33.0,"call_delta_oi":1501.0,"put_delta_oi":-374.0,"dealer_delta":-1127.0,"call_oi":17,"put_oi":22},{"strike":34.0,"call_delta_oi":1060.0,"put_delta_oi":-8.0,"dealer_delta":-1052.0,"call_oi":13,"put_oi":1},{"strike":35.0,"call_delta_oi":3368.0,"put_delta_oi":-1405.0,"dealer_delta":-1963.0,"call_oi":42,"put_oi":89},{"strike":36.0,"call_delta_oi":2837.0,"put_delta_oi":-127.0,"dealer_delta":-2711.0,"call_oi":36,"put_oi":8},{"strike":37.0,"call_delta_oi":923.0,"put_delta_oi":-381.0,"dealer_delta":-542.0,"call_oi":12,"put_oi":23},{"strike":38.0,"call_delta_oi":5447.0,"put_delta_oi":-538.0,"dealer_delta":-4909.0,"call_oi":72,"put_oi":41},{"strike":39.0,"call_delta_oi":1350.0,"put_delta_oi":-2384.0,"dealer_delta":1034.0,"call_oi":18,"put_oi":89},{"strike":40.0,"call_delta_oi":5437.0,"put_delta_oi":-8241.0,"dealer_delta":2803.0,"call_oi":75,"put_oi":341},{"strike":41.0,"call_delta_oi":940.0,"put_delta_oi":-258.0,"dealer_delta":-681.0,"call_oi":13,"put_oi":12},{"strike":42.0,"call_delta_oi":4282.0,"put_delta_oi":-1265.0,"dealer_delta":-3017.0,"call_oi":62,"put_oi":43},{"strike":43.0,"call_delta_oi":750.0,"put_delta_oi":-998.0,"dealer_delta":249.0,"call_oi":11,"put_oi":28},{"strike":44.0,"call_delta_oi":2180.0,"put_delta_oi":-597.0,"dealer_delta":-1582.0,"call_oi":32,"put_oi":16},{"strike":45.0,"call_delta_oi":37002.0,"put_delta_oi":-19237.0,"dealer_delta":-17765.0,"call_oi":631,"put_oi":470},{"strike":46.0,"call_delta_oi":3394.0,"put_delta_oi":-384.0,"dealer_delta":-3010.0,"call_oi":57,"put_oi":8},{"strike":47.0,"call_delta_oi":4252.0,"put_delta_oi":-4886.0,"dealer_delta":634.0,"call_oi":76,"put_oi":85},{"strike":48.0,"call_delta_oi":2252.0,"put_delta_oi":-7506.0,"dealer_delta":5254.0,"call_oi":44,"put_oi":159},{"strike":49.0,"call_delta_oi":1338.0,"put_delta_oi":-980.0,"dealer_delta":-357.0,"call_oi":24,"put_oi":15},{"strike":50.0,"call_delta_oi":64461.0,"put_delta_oi":-18609.0,"dealer_delta":-45853.0,"call_oi":1312,"put_oi":323},{"strike":51.0,"call_delta_oi":1471.0,"put_delta_oi":-2633.0,"dealer_delta":1163.0,"call_oi":27,"put_oi":48},{"strike":52.0,"call_delta_oi":2247.0,"put_delta_oi":-270.0,"dealer_delta":-1977.0,"call_oi":47,"put_oi":4},{"strike":53.0,"call_delta_oi":2186.0,"put_delta_oi":-4602.0,"dealer_delta":2416.0,"call_oi":47,"put_oi":52},{"strike":54.0,"call_delta_oi":3890.0,"put_delta_oi":-183.0,"dealer_delta":-3708.0,"call_oi":149,"put_oi":3},{"strike":55.0,"call_delta_oi":29066.0,"put_delta_oi":-5564.0,"dealer_delta":-23502.0,"call_oi":777,"put_oi":69},{"strike":56.0,"call_delta_oi":2158.0,"put_delta_oi":-942.0,"dealer_delta":-1215.0,"call_oi":46,"put_oi":12},{"strike":57.0,"call_delta_oi":2402.0,"put_delta_oi":-1023.0,"dealer_delta":-1380.0,"call_oi":151,"put_oi":11},{"strike":58.0,"call_delta_oi":2797.0,"put_delta_oi":-192.0,"dealer_delta":-2604.0,"call_oi":50,"put_oi":2},{"strike":59.0,"call_delta_oi":3425.0,"put_delta_oi":-2124.0,"dealer_delta":-1301.0,"call_oi":60,"put_oi":25},{"strike":60.0,"call_delta_oi":43775.0,"put_delta_oi":-27774.0,"dealer_delta":-16000.0,"call_oi":1338,"put_oi":413},{"strike":61.0,"call_delta_oi":1961.0,"put_delta_oi":-4592.0,"dealer_delta":2631.0,"call_oi":51,"put_oi":66},{"strike":62.0,"call_delta_oi":5286.0,"put_delta_oi":-9748.0,"dealer_delta":4462.0,"call_oi":131,"put_oi":141},{"strike":63.0,"call_delta_oi":1608.0,"put_delta_oi":0,"dealer_delta":-1608.0,"call_oi":40,"put_oi":0},{"strike":64.0,"call_delta_oi":2730.0,"put_delta_oi":-1064.0,"dealer_delta":-1666.0,"call_oi":54,"put_oi":11},{"strike":65.0,"call_delta_oi":8413.0,"put_delta_oi":-254.0,"dealer_delta":-8158.0,"call_oi":247,"put_oi":4},{"strike":66.0,"call_delta_oi":3661.0,"put_delta_oi":-706.0,"dealer_delta":-2955.0,"call_oi":113,"put_oi":10},{"strike":67.0,"call_delta_oi":2125.0,"put_delta_oi":0,"dealer_delta":-2125.0,"call_oi":56,"put_oi":0},{"strike":68.0,"call_delta_oi":1481.0,"put_delta_oi":-5113.0,"dealer_delta":3632.0,"call_oi":35,"put_oi":66},{"strike":69.0,"call_delta_oi":2168.0,"put_delta_oi":-1971.0,"dealer_delta":-197.0,"call_oi":68,"put_oi":22},{"strike":70.0,"call_delta_oi":35418.0,"put_delta_oi":-1653.0,"dealer_delta":-33765.0,"call_oi":1523,"put_oi":22},{"strike":71.0,"call_delta_oi":2984.0,"put_delta_oi":0,"dealer_delta":-2984.0,"call_oi":63,"put_oi":0},{"strike":72.0,"call_delta_oi":5904.0,"put_delta_oi":-3901.0,"dealer_delta":-2003.0,"call_oi":170,"put_oi":50},{"strike":73.0,"call_delta_oi":3335.0,"put_delta_oi":0,"dealer_delta":-3335.0,"call_oi":76,"put_oi":0},{"strike":74.0,"call_delta_oi":1207.0,"put_delta_oi":0,"dealer_delta":-1207.0,"call_oi":27,"put_oi":0},{"strike":75.0,"call_delta_oi":4599.0,"put_delta_oi":-2895.0,"dealer_delta":-1704.0,"call_oi":149,"put_oi":32},{"strike":76.0,"call_delta_oi":1327.0,"put_delta_oi":0,"dealer_delta":-1327.0,"call_oi":45,"put_oi":0},{"strike":77.0,"call_delta_oi":511.0,"put_delta_oi":0,"dealer_delta":-511.0,"call_oi":20,"put_oi":0},{"strike":78.0,"call_delta_oi":970.0,"put_delta_oi":0,"dealer_delta":-970.0,"call_oi":22,"put_oi":0},{"strike":80.0,"call_delta_oi":9492.0,"put_delta_oi":-16883.0,"dealer_delta":7390.0,"call_oi":627,"put_oi":197},{"strike":85.0,"call_delta_oi":787.0,"put_delta_oi":-53.0,"dealer_delta":-735.0,"call_oi":83,"put_oi":1},{"strike":90.0,"call_delta_oi":1921.0,"put_delta_oi":-10411.0,"dealer_delta":8490.0,"call_oi":87,"put_oi":120},{"strike":95.0,"call_delta_oi":116.0,"put_delta_oi":0,"dealer_delta":-116.0,"call_oi":8,"put_oi":0},{"strike":100.0,"call_delta_oi":3219.0,"put_delta_oi":-3510.0,"dealer_delta":291.0,"call_oi":392,"put_oi":40},{"strike":105.0,"call_delta_oi":969.0,"put_delta_oi":0,"dealer_delta":-969.0,"call_oi":34,"put_oi":0}],"net_dealer_delta":-167195.0,"total_call_delta":351464.0,"total_put_delta":-184269.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":45.34000015258789,"strikes":[{"strike":20.0,"moneyness":0.4411,"type":"put","iv":1.2101,"delta":-0.0538,"oi":233},{"strike":30.0,"moneyness":0.6617,"type":"put","iv":0.8114,"delta":-0.1154,"oi":298},{"strike":40.0,"moneyness":0.8822,"type":"put","iv":0.8269,"delta":-0.2974,"oi":153},{"strike":45.0,"moneyness":0.9925,"type":"call","iv":0.7316,"delta":0.597,"oi":324},{"strike":45.0,"moneyness":0.9925,"type":"put","iv":0.8152,"delta":-0.3964,"oi":347},{"strike":48.0,"moneyness":1.0587,"type":"put","iv":0.7973,"delta":-0.4573,"oi":146},{"strike":50.0,"moneyness":1.1028,"type":"put","iv":0.7952,"delta":-0.4959,"oi":205},{"strike":50.0,"moneyness":1.1028,"type":"call","iv":0.7494,"delta":0.4943,"oi":573},{"strike":55.0,"moneyness":1.2131,"type":"call","iv":0.7937,"delta":0.4147,"oi":557},{"strike":60.0,"moneyness":1.3233,"type":"call","iv":0.7887,"delta":0.335,"oi":1081},{"strike":60.0,"moneyness":1.3233,"type":"put","iv":0.7587,"delta":-0.677,"oi":398},{"strike":62.0,"moneyness":1.3674,"type":"put","iv":0.7925,"delta":-0.6913,"oi":141},{"strike":70.0,"moneyness":1.5439,"type":"call","iv":0.813,"delta":0.2249,"oi":1423},{"strike":80.0,"moneyness":1.7644,"type":"put","iv":0.8112,"delta":-0.857,"oi":197},{"strike":80.0,"moneyness":1.7644,"type":"call","iv":0.8198,"delta":0.1466,"oi":603},{"strike":90.0,"moneyness":1.985,"type":"put","iv":0.9261,"delta":-0.8676,"oi":120},{"strike":100.0,"moneyness":2.2056,"type":"call","iv":0.8345,"delta":0.0635,"oi":361}]},{"expiration":"01/21/2028","underlying_price":45.34000015258789,"strikes":[{"strike":50.0,"moneyness":1.1028,"type":"call","iv":0.8037,"delta":0.6598,"oi":426}]},{"expiration":"10/16/2026","underlying_price":45.34000015258789,"strikes":[{"strike":40.0,"moneyness":0.8822,"type":"put","iv":0.8359,"delta":-0.1887,"oi":171},{"strike":45.0,"moneyness":0.9925,"type":"put","iv":0.6989,"delta":-0.4465,"oi":119},{"strike":45.0,"moneyness":0.9925,"type":"call","iv":0.8961,"delta":0.5549,"oi":261},{"strike":50.0,"moneyness":1.1028,"type":"call","iv":0.6895,"delta":0.2498,"oi":305},{"strike":50.0,"moneyness":1.1028,"type":"put","iv":0.7044,"delta":-0.7448,"oi":106},{"strike":54.0,"moneyness":1.191,"type":"call","iv":0.8669,"delta":0.1642,"oi":108},{"strike":55.0,"moneyness":1.2131,"type":"call","iv":0.8345,"delta":0.1275,"oi":151},{"strike":57.0,"moneyness":1.2572,"type":"call","iv":0.909,"delta":0.1076,"oi":126},{"strike":60.0,"moneyness":1.3233,"type":"call","iv":1.0519,"delta":0.096,"oi":126}]}],"greeks_heatmap":{"data":[{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1887,"call_gamma":0,"put_gamma":0.037775,"call_theta":0,"put_theta":-0.0732,"call_vega":0,"put_vega":0.0231,"call_oi":0,"put_oi":171},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5549,"put_delta":-0.4465,"call_gamma":0.051535,"put_gamma":0.066105,"call_theta":-0.1191,"put_theta":-0.0883,"call_vega":0.0338,"put_vega":0.0338,"call_oi":261,"put_oi":119},{"strike":47.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.5832,"call_gamma":0,"put_gamma":0.068244,"call_theta":0,"put_theta":-0.0824,"call_vega":0,"put_vega":0.0334,"call_oi":0,"put_oi":81},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2498,"put_delta":-0.7448,"call_gamma":0.053836,"put_gamma":0.053301,"call_theta":-0.0733,"put_theta":-0.0699,"call_vega":0.0272,"put_vega":0.0275,"call_oi":305,"put_oi":106},{"strike":53.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.8913,"call_gamma":0,"put_gamma":0.034401,"call_theta":0,"put_theta":-0.0333,"call_vega":0,"put_vega":0.016,"call_oi":0,"put_oi":51},{"strike":54.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1642,"put_delta":0,"call_gamma":0.033359,"put_gamma":0,"call_theta":-0.0714,"put_theta":0,"call_vega":0.0212,"put_vega":0,"call_oi":108,"put_oi":0},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1275,"put_delta":-0.864,"call_gamma":0.029238,"put_gamma":0.02963,"call_theta":-0.058,"put_theta":-0.0561,"call_vega":0.0179,"put_vega":0.0187,"call_oi":151,"put_oi":55},{"strike":57.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1076,"put_delta":0,"call_gamma":0.023793,"put_gamma":0,"call_theta":-0.0559,"put_theta":0,"call_vega":0.0158,"put_vega":0,"call_oi":126,"put_oi":0}],"strikes":[40.0,45.0,47.0,50.0,53.0,54.0,55.0,57.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":14.64,"put_25d_iv":83.59,"call_25d_iv":68.95,"put_25d_strike":40.0,"call_25d_strike":50.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":1.69,"put_25d_iv":79.26,"call_25d_iv":77.57,"put_25d_strike":39.0,"call_25d_strike":66.0,"skew":"neutral"},{"expiration":"04/16/2027","dte":196,"risk_reversal":7.56,"put_25d_iv":80.62,"call_25d_iv":73.06,"put_25d_strike":30.0,"call_25d_strike":65.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":1.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":4000},{"strike":20.0,"call_vanna":0,"put_vanna":12.0,"net_vanna":12.0,"call_oi":0,"put_oi":233},{"strike":25.0,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":89},{"strike":30.0,"call_vanna":0,"put_vanna":30.0,"net_vanna":30.0,"call_oi":0,"put_oi":350},{"strike":35.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":59},{"strike":38.0,"call_vanna":-11.0,"put_vanna":0,"net_vanna":-11.0,"call_oi":60,"put_oi":0},{"strike":39.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":71},{"strike":40.0,"call_vanna":0,"put_vanna":17.0,"net_vanna":17.0,"call_oi":0,"put_oi":324},{"strike":45.0,"call_vanna":-15.0,"put_vanna":16.0,"net_vanna":1.0,"call_oi":585,"put_oi":466},{"strike":47.0,"call_vanna":0,"put_vanna":-1.0,"net_vanna":-1.0,"call_oi":0,"put_oi":81},{"strike":48.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":146},{"strike":50.0,"call_vanna":-46.0,"put_vanna":-3.0,"net_vanna":-49.0,"call_oi":1304,"put_oi":311},{"strike":53.0,"call_vanna":0,"put_vanna":-1.0,"net_vanna":-1.0,"call_oi":0,"put_oi":51},{"strike":54.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":108,"put_oi":0},{"strike":55.0,"call_vanna":18.0,"put_vanna":-2.0,"net_vanna":16.0,"call_oi":769,"put_oi":55},{"strike":57.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":126,"put_oi":0},{"strike":59.0,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":55,"put_oi":0},{"strike":60.0,"call_vanna":75.0,"put_vanna":-27.0,"net_vanna":48.0,"call_oi":1298,"put_oi":398},{"strike":61.0,"call_vanna":0,"put_vanna":-5.0,"net_vanna":-5.0,"call_oi":0,"put_oi":65},{"strike":62.0,"call_vanna":-4.0,"put_vanna":-10.0,"net_vanna":-14.0,"call_oi":61,"put_oi":141},{"strike":65.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":178,"put_oi":0},{"strike":66.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":83,"put_oi":0},{"strike":68.0,"call_vanna":0,"put_vanna":-6.0,"net_vanna":-6.0,"call_oi":0,"put_oi":66},{"strike":70.0,"call_vanna":127.0,"put_vanna":0,"net_vanna":127.0,"call_oi":1484,"put_oi":0},{"strike":71.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":55,"put_oi":0},{"strike":72.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":170,"put_oi":0},{"strike":73.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":60,"put_oi":0},{"strike":75.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":137,"put_oi":0},{"strike":80.0,"call_vanna":52.0,"put_vanna":-17.0,"net_vanna":35.0,"call_oi":603,"put_oi":197},{"strike":90.0,"call_vanna":0,"put_vanna":-10.0,"net_vanna":-10.0,"call_oi":0,"put_oi":120},{"strike":100.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":361,"put_oi":0}],"net_vanna":271.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":25.0,"call_charm":0,"put_charm":3114.0,"net_charm":3114.0,"call_oi":0,"put_oi":89},{"strike":40.0,"call_charm":0,"put_charm":6161.0,"net_charm":6161.0,"call_oi":0,"put_oi":171},{"strike":45.0,"call_charm":-44966.0,"put_charm":12236.0,"net_charm":-32730.0,"call_oi":261,"put_oi":119},{"strike":47.0,"call_charm":0,"put_charm":10145.0,"net_charm":10145.0,"call_oi":0,"put_oi":81},{"strike":50.0,"call_charm":-14562.0,"put_charm":14389.0,"net_charm":-173.0,"call_oi":305,"put_oi":106},{"strike":53.0,"call_charm":0,"put_charm":3940.0,"net_charm":3940.0,"call_oi":0,"put_oi":51},{"strike":54.0,"call_charm":-3300.0,"put_charm":0,"net_charm":-3300.0,"call_oi":108,"put_oi":0},{"strike":55.0,"call_charm":-2910.0,"put_charm":6950.0,"net_charm":4040.0,"call_oi":151,"put_oi":55},{"strike":57.0,"call_charm":-1975.0,"put_charm":0,"net_charm":-1975.0,"call_oi":126,"put_oi":0},{"strike":60.0,"call_charm":-1876.0,"put_charm":0,"net_charm":-1876.0,"call_oi":126,"put_oi":0},{"strike":70.0,"call_charm":-10098.0,"put_charm":0,"net_charm":-10098.0,"call_oi":61,"put_oi":0}],"net_charm":-22751.0,"weekend_delta_shift":-68252.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":37658.0,"put_delta":-46261.0,"net_delta":-8603.0,"call_oi":1444,"put_oi":979,"total_oi":2423,"total_volume":32,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1307.0,"put_delta":-2366.0,"net_delta":-1060.0,"call_oi":35,"put_oi":71,"total_oi":106,"total_volume":25,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":189391.0,"put_delta":-133146.0,"net_delta":56245.0,"call_oi":5927,"put_oi":6939,"total_oi":12866,"total_volume":20,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":8861.0,"put_delta":-984.0,"net_delta":7876.0,"call_oi":214,"put_oi":59,"total_oi":273,"total_volume":1,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":113678.0,"put_delta":-1497.0,"net_delta":112181.0,"call_oi":1873,"put_oi":52,"total_oi":1925,"total_volume":7,"bias":"bullish"},{"expiration":"01/19/2029","dte":840,"call_delta":570.0,"put_delta":-15.0,"net_delta":555.0,"call_oi":8,"put_oi":1,"total_oi":9,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":45.0,"straddle_price":5.42,"straddle_pct":11.97,"implied_move":11.97,"avg_iv":79.8},{"expiration":"01/15/2027","dte":105,"strike":45.0,"straddle_price":14.7,"straddle_pct":32.42,"implied_move":32.42,"avg_iv":77.3}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4000,"total_oi":4000,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":7,"total_oi":7,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":50,"total_oi":50,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":26,"total_oi":28,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":28,"total_oi":67,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":12,"total_oi":14,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":234,"total_oi":255,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":15,"total_oi":16,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":2,"total_oi":5,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":111,"total_oi":124,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":15,"total_oi":37,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":395,"total_oi":426,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":4,"total_oi":7,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":22,"total_oi":39,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":13,"put_oi":1,"total_oi":14,"bias":"bearish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":89,"total_oi":131,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":36,"put_oi":8,"total_oi":44,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":12,"put_oi":23,"total_oi":35,"bias":"bearish"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":72,"put_oi":41,"total_oi":113,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":89,"total_oi":107,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":9,"total_volume":9,"call_oi":75,"put_oi":341,"total_oi":416,"bias":"bearish"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":12,"total_oi":25,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":62,"put_oi":43,"total_oi":105,"bias":"bearish"},{"strike":43.0,"call_volume":13,"put_volume":30,"total_volume":43,"call_oi":11,"put_oi":28,"total_oi":39,"bias":"bearish"},{"strike":44.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":32,"put_oi":16,"total_oi":48,"bias":"bearish"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":631,"put_oi":470,"total_oi":1101,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":57,"put_oi":8,"total_oi":65,"bias":"neutral"},{"strike":47.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":76,"put_oi":85,"total_oi":161,"bias":"bearish"},{"strike":48.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":44,"put_oi":159,"total_oi":203,"bias":"bearish"},{"strike":49.0,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":24,"put_oi":15,"total_oi":39,"bias":"bearish"},{"strike":50.0,"call_volume":14,"put_volume":1,"total_volume":15,"call_oi":1312,"put_oi":323,"total_oi":1635,"bias":"bullish"},{"strike":51.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":27,"put_oi":48,"total_oi":75,"bias":"bullish"},{"strike":52.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":47,"put_oi":4,"total_oi":51,"bias":"bullish"},{"strike":53.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":47,"put_oi":52,"total_oi":99,"bias":"bullish"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":149,"put_oi":3,"total_oi":152,"bias":"neutral"},{"strike":55.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":777,"put_oi":69,"total_oi":846,"bias":"bullish"},{"strike":56.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":46,"put_oi":12,"total_oi":58,"bias":"bullish"},{"strike":57.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":151,"put_oi":11,"total_oi":162,"bias":"neutral"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":50,"put_oi":2,"total_oi":52,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":60,"put_oi":25,"total_oi":85,"bias":"neutral"},{"strike":60.0,"call_volume":2,"put_volume":2,"total_volume":4,"call_oi":1338,"put_oi":413,"total_oi":1751,"bias":"neutral"},{"strike":61.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":66,"total_oi":117,"bias":"neutral"},{"strike":62.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":131,"put_oi":141,"total_oi":272,"bias":"neutral"},{"strike":63.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":64.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":54,"put_oi":11,"total_oi":65,"bias":"neutral"},{"strike":65.0,"call_volume":1,"put_volume":2,"total_volume":3,"call_oi":247,"put_oi":4,"total_oi":251,"bias":"bearish"},{"strike":66.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":113,"put_oi":10,"total_oi":123,"bias":"neutral"},{"strike":67.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":56,"put_oi":0,"total_oi":56,"bias":"neutral"},{"strike":68.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":66,"total_oi":101,"bias":"neutral"},{"strike":69.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":68,"put_oi":22,"total_oi":90,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1523,"put_oi":22,"total_oi":1545,"bias":"neutral"},{"strike":71.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":0,"total_oi":63,"bias":"neutral"},{"strike":72.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":170,"put_oi":50,"total_oi":220,"bias":"neutral"},{"strike":73.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":0,"total_oi":76,"bias":"neutral"},{"strike":74.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":0,"total_oi":27,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":149,"put_oi":32,"total_oi":181,"bias":"neutral"},{"strike":76.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":0,"total_oi":45,"bias":"neutral"},{"strike":77.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":78.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":627,"put_oi":197,"total_oi":824,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":83,"put_oi":1,"total_oi":84,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":87,"put_oi":120,"total_oi":207,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":392,"put_oi":40,"total_oi":432,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":34,"put_oi":0,"total_oi":34,"bias":"neutral"}],"underlying_price":45.34000015258789,"peak_call_strike":50.0,"peak_put_strike":43.0,"total_call_volume":39,"total_put_volume":65,"volume_pc_ratio":1.667},"iv_contours":{"x":[0.73,0.77,0.82,0.84,0.86,0.88,0.93,0.95,0.99,1.01,1.04,1.06,1.08,1.1,1.12,1.15,1.17,1.19,1.21,1.24,1.26],"y":[14,49,105],"z":[[null,107.15,null,80.61,null,83.59,67.8,null,79.75,73.09,77.8,74.0,64.06,69.69,null,81.53,63.34,86.69,84.77,91.63,90.9],[null,null,null,null,80.91,78.38,null,82.54,null,null,null,null,null,null,null,null,null,85.53,null,null,null],[87.09,81.01,69.08,83.0,79.26,82.26,79.48,null,77.34,80.83,80.81,79.73,null,77.23,75.78,null,76.81,null,80.17,null,76.81]],"levels":[63.3,67.7,72.1,76.5,80.9,85.2,89.6,94.0,98.4,102.8,107.2],"min_iv":63.3,"max_iv":107.2},"butterfly_spread":[{"expiration":"01/15/2027","dte":105,"atm_strike":45.0,"atm_iv":73.16,"otm_strike":47.0,"otm_iv":80.81,"itm_strike":42.0,"itm_iv":80.92,"iv_butterfly":15.42,"price_butterfly":2.0,"convexity":"high_convexity"},{"expiration":"01/21/2028","dte":476,"atm_strike":45.0,"atm_iv":78.44,"otm_strike":48.0,"otm_iv":78.51,"itm_strike":42.0,"itm_iv":78.48,"iv_butterfly":0.12,"price_butterfly":0.1,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":94.21},{"date":"2026-09-15","iv":101.77},{"date":"2026-09-16","iv":103.86},{"date":"2026-09-17","iv":87.52},{"date":"2026-09-18","iv":88.65},{"date":"2026-09-21","iv":86.88},{"date":"2026-09-22","iv":83.5},{"date":"2026-09-23","iv":87.6},{"date":"2026-09-24","iv":90.8},{"date":"2026-09-25","iv":89.6},{"date":"2026-09-28","iv":90.4},{"date":"2026-09-29","iv":90.6},{"date":"2026-09-30","iv":93.8},{"date":"2026-10-01","iv":88.6},{"date":"2026-10-02","iv":92.5}]}}