{"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":"WLK","summary":{"name":"WLK","price":63.5,"total_oi":3925,"call_oi":2980,"put_oi":945,"pc_ratio":0.317,"net_gex":130008.61,"avg_iv":94.8,"iv_rank":23.9,"iv_52w_high":132.1,"iv_52w_low":83.1,"gamma_flip":72.75,"max_pain":65.0},"features":{"symbol":"WLK","price":63.5,"total_oi":3925,"analysis_coverage":0.9444,"avg_iv_pct":94.8,"iv_rank":23.9,"iv_52w_high_pct":132.1,"iv_52w_low_pct":83.1,"front_dte":14,"front_atm_iv_pct":37.7845,"back_atm_iv_pct":45.4425,"term_premium_pp":-7.658,"expected_move_front_pct":7.4,"straddle_front_pct":6.02,"straddle_30d_pct":6.02,"risk_reversal_front_pp":2.59,"risk_reversal_30d_pp":2.59,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.317,"put_call_oi_front_ratio":0.118,"put_call_volume_front_ratio":0.0,"option_volume":48,"volume_oi_ratio":0.012229,"net_delta_normalized":0.064036,"dealer_delta_normalized":-0.064036,"gex_per_100k_oi":3312321.273885,"vanna_per_100k_oi":5579.617834,"charm_per_100k_oi":-639898.089172,"weekend_delta_shift_per_100k_oi":-1919694.267516,"iv_surface_range_pp":102.4,"gamma_flip_distance_pct":14.566929,"max_pain_distance_pct":2.362205,"peak_call_distance_pct":2.362205,"peak_put_distance_pct":-29.133858},"analyses":{"gamma_walls":[{"strike":40.0,"call_gex":18.98,"put_gex":-111.15,"net_gex":-92.17,"call_oi":1,"put_oi":5},{"strike":45.0,"call_gex":30.45,"put_gex":-550.96,"net_gex":-520.51,"call_oi":1,"put_oi":17},{"strike":50.0,"call_gex":0.0,"put_gex":-1361.7,"net_gex":-1361.7,"call_oi":0,"put_oi":26},{"strike":55.0,"call_gex":163.23,"put_gex":-30557.71,"net_gex":-30394.48,"call_oi":2,"put_oi":413},{"strike":60.0,"call_gex":1551.15,"put_gex":-22833.09,"net_gex":-21281.94,"call_oi":15,"put_oi":251},{"strike":65.0,"call_gex":65058.95,"put_gex":-19004.71,"net_gex":46054.24,"call_oi":224,"put_oi":53},{"strike":70.0,"call_gex":7751.82,"put_gex":-5184.07,"net_gex":2567.75,"call_oi":56,"put_oi":86},{"strike":75.0,"call_gex":9638.34,"put_gex":-488.91,"net_gex":9149.43,"call_oi":109,"put_oi":6},{"strike":80.0,"call_gex":65572.22,"put_gex":-2208.02,"net_gex":63364.2,"call_oi":931,"put_oi":38},{"strike":85.0,"call_gex":33036.99,"put_gex":-1677.37,"net_gex":31359.62,"call_oi":606,"put_oi":29},{"strike":90.0,"call_gex":5646.76,"put_gex":-50.96,"net_gex":5595.8,"call_oi":122,"put_oi":1},{"strike":95.0,"call_gex":2906.7,"put_gex":-824.86,"net_gex":2081.84,"call_oi":82,"put_oi":20},{"strike":100.0,"call_gex":8881.34,"put_gex":0.0,"net_gex":8881.34,"call_oi":217,"put_oi":0},{"strike":110.0,"call_gex":9810.71,"put_gex":0.0,"net_gex":9810.71,"call_oi":329,"put_oi":0},{"strike":115.0,"call_gex":295.91,"put_gex":0.0,"net_gex":295.91,"call_oi":12,"put_oi":0},{"strike":120.0,"call_gex":667.99,"put_gex":0.0,"net_gex":667.99,"call_oi":33,"put_oi":0},{"strike":125.0,"call_gex":269.52,"put_gex":0.0,"net_gex":269.52,"call_oi":12,"put_oi":0},{"strike":130.0,"call_gex":728.95,"put_gex":0.0,"net_gex":728.95,"call_oi":33,"put_oi":0},{"strike":135.0,"call_gex":209.16,"put_gex":0.0,"net_gex":209.16,"call_oi":12,"put_oi":0},{"strike":140.0,"call_gex":217.21,"put_gex":0.0,"net_gex":217.21,"call_oi":13,"put_oi":0},{"strike":145.0,"call_gex":325.06,"put_gex":0.0,"net_gex":325.06,"call_oi":17,"put_oi":0},{"strike":150.0,"call_gex":380.91,"put_gex":0.0,"net_gex":380.91,"call_oi":25,"put_oi":0},{"strike":155.0,"call_gex":90.94,"put_gex":0.0,"net_gex":90.94,"call_oi":6,"put_oi":0},{"strike":160.0,"call_gex":353.6,"put_gex":0.0,"net_gex":353.6,"call_oi":28,"put_oi":0},{"strike":165.0,"call_gex":64.68,"put_gex":0.0,"net_gex":64.68,"call_oi":5,"put_oi":0},{"strike":170.0,"call_gex":435.5,"put_gex":0.0,"net_gex":435.5,"call_oi":21,"put_oi":0},{"strike":175.0,"call_gex":78.28,"put_gex":0.0,"net_gex":78.28,"call_oi":6,"put_oi":0},{"strike":180.0,"call_gex":676.77,"put_gex":0.0,"net_gex":676.77,"call_oi":62,"put_oi":0}],"pain_by_strike":[{"strike":40.0,"call_value":0,"put_value":19650.0,"total_value":19650.0},{"strike":45.0,"call_value":5.0,"put_value":14950.0,"total_value":14955.0},{"strike":50.0,"call_value":15.0,"put_value":10335.0,"total_value":10350.0},{"strike":55.0,"call_value":25.0,"put_value":5850.0,"total_value":5875.0},{"strike":60.0,"call_value":45.0,"put_value":3430.0,"total_value":3475.0},{"strike":65.0,"call_value":140.0,"put_value":2265.0,"total_value":2405.0},{"strike":70.0,"call_value":1355.0,"put_value":1365.0,"total_value":2720.0},{"strike":75.0,"call_value":2850.0,"put_value":895.0,"total_value":3745.0},{"strike":80.0,"call_value":4890.0,"put_value":455.0,"total_value":5345.0},{"strike":85.0,"call_value":11585.0,"put_value":205.0,"total_value":11790.0},{"strike":90.0,"call_value":21310.0,"put_value":100.0,"total_value":21410.0},{"strike":95.0,"call_value":31645.0,"put_value":0.0,"total_value":31645.0},{"strike":100.0,"call_value":42390.0,"put_value":0.0,"total_value":42390.0},{"strike":110.0,"call_value":66050.0,"put_value":0.0,"total_value":66050.0},{"strike":115.0,"call_value":79525.0,"put_value":0.0,"total_value":79525.0},{"strike":120.0,"call_value":93060.0,"put_value":0.0,"total_value":93060.0},{"strike":125.0,"call_value":106760.0,"put_value":0.0,"total_value":106760.0},{"strike":130.0,"call_value":120520.0,"put_value":0.0,"total_value":120520.0},{"strike":135.0,"call_value":134445.0,"put_value":0.0,"total_value":134445.0},{"strike":140.0,"call_value":148430.0,"put_value":0.0,"total_value":148430.0},{"strike":145.0,"call_value":162480.0,"put_value":0.0,"total_value":162480.0},{"strike":150.0,"call_value":176615.0,"put_value":0.0,"total_value":176615.0},{"strike":155.0,"call_value":190875.0,"put_value":0.0,"total_value":190875.0},{"strike":160.0,"call_value":205165.0,"put_value":0.0,"total_value":205165.0},{"strike":165.0,"call_value":219595.0,"put_value":0.0,"total_value":219595.0},{"strike":170.0,"call_value":234050.0,"put_value":0.0,"total_value":234050.0},{"strike":175.0,"call_value":248610.0,"put_value":0.0,"total_value":248610.0},{"strike":180.0,"call_value":263200.0,"put_value":0,"total_value":263200.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":88.5,"strike":52.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":52.3,"strike":48.0},{"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":43.2,"strike":60.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":49.2,"strike":60.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":43.2,"strike":60.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":37.8,"strike":65.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":45.4,"strike":65.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":43.1,"strike":65.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":40.8,"strike":70.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":43.1,"strike":70.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":221.8,"strike":122.61},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":47.3,"strike":76.67},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":81.5,"strike":117.36}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":3,"total_oi":299},{"expiration":"11/20/2026","dte":49,"iv":0.995,"contract_count":2,"total_oi":19},{"expiration":"12/18/2026","dte":77,"iv":0.6675,"contract_count":2,"total_oi":59},{"expiration":"01/15/2027","dte":105,"iv":0.3553,"contract_count":4,"total_oi":22},{"expiration":"04/16/2027","dte":196,"iv":1.0,"contract_count":1,"total_oi":1},{"expiration":"12/17/2027","dte":441,"iv":0.9262,"contract_count":3,"total_oi":143}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.4,"expected_move_2std":14.79,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":16.65,"expected_move_2std":33.3,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":20.64,"expected_move_2std":41.28,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":22.6,"expected_move_2std":45.2,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":34.71,"expected_move_2std":69.42,"contract_count":1},{"expiration":"12/17/2027","dte":441,"expected_move_1std":49.73,"expected_move_2std":99.46,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1002,"put_oi":118,"total_oi":1120,"pc_ratio":0.118,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":18,"put_oi":20,"total_oi":38,"pc_ratio":1.111,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":1157,"put_oi":404,"total_oi":1561,"pc_ratio":0.349,"pc_ratio_volume":0.667,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":108,"put_oi":42,"total_oi":150,"pc_ratio":0.389,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":451,"put_oi":147,"total_oi":598,"pc_ratio":0.326,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":244,"put_oi":214,"total_oi":458,"pc_ratio":0.877,"pc_ratio_volume":0.0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":40.0,"call_delta_oi":96.0,"put_delta_oi":-33.0,"dealer_delta":-63.0,"call_oi":1,"put_oi":5},{"strike":45.0,"call_delta_oi":94.0,"put_delta_oi":-176.0,"dealer_delta":82.0,"call_oi":1,"put_oi":17},{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-348.0,"dealer_delta":348.0,"call_oi":0,"put_oi":26},{"strike":55.0,"call_delta_oi":158.0,"put_delta_oi":-9486.0,"dealer_delta":9327.0,"call_oi":2,"put_oi":413},{"strike":60.0,"call_delta_oi":993.0,"put_delta_oi":-7797.0,"dealer_delta":6803.0,"call_oi":15,"put_oi":251},{"strike":65.0,"call_delta_oi":9333.0,"put_delta_oi":-3218.0,"dealer_delta":-6115.0,"call_oi":224,"put_oi":53},{"strike":70.0,"call_delta_oi":1494.0,"put_delta_oi":-4297.0,"dealer_delta":2803.0,"call_oi":56,"put_oi":86},{"strike":75.0,"call_delta_oi":3419.0,"put_delta_oi":-515.0,"dealer_delta":-2903.0,"call_oi":109,"put_oi":6},{"strike":80.0,"call_delta_oi":13673.0,"put_delta_oi":-3343.0,"dealer_delta":-10330.0,"call_oi":931,"put_oi":38},{"strike":85.0,"call_delta_oi":9266.0,"put_delta_oi":-2519.0,"dealer_delta":-6746.0,"call_oi":606,"put_oi":29},{"strike":90.0,"call_delta_oi":2880.0,"put_delta_oi":-86.0,"dealer_delta":-2793.0,"call_oi":122,"put_oi":1},{"strike":95.0,"call_delta_oi":605.0,"put_delta_oi":-1784.0,"dealer_delta":1179.0,"call_oi":82,"put_oi":20},{"strike":100.0,"call_delta_oi":5364.0,"put_delta_oi":0,"dealer_delta":-5364.0,"call_oi":217,"put_oi":0},{"strike":110.0,"call_delta_oi":8939.0,"put_delta_oi":0,"dealer_delta":-8939.0,"call_oi":329,"put_oi":0},{"strike":115.0,"call_delta_oi":177.0,"put_delta_oi":0,"dealer_delta":-177.0,"call_oi":12,"put_oi":0},{"strike":120.0,"call_delta_oi":186.0,"put_delta_oi":0,"dealer_delta":-186.0,"call_oi":33,"put_oi":0},{"strike":125.0,"call_delta_oi":96.0,"put_delta_oi":0,"dealer_delta":-96.0,"call_oi":12,"put_oi":0},{"strike":130.0,"call_delta_oi":299.0,"put_delta_oi":0,"dealer_delta":-299.0,"call_oi":33,"put_oi":0},{"strike":135.0,"call_delta_oi":70.0,"put_delta_oi":0,"dealer_delta":-70.0,"call_oi":12,"put_oi":0},{"strike":140.0,"call_delta_oi":76.0,"put_delta_oi":0,"dealer_delta":-76.0,"call_oi":13,"put_oi":0},{"strike":145.0,"call_delta_oi":262.0,"put_delta_oi":0,"dealer_delta":-262.0,"call_oi":17,"put_oi":0},{"strike":150.0,"call_delta_oi":146.0,"put_delta_oi":0,"dealer_delta":-146.0,"call_oi":25,"put_oi":0},{"strike":155.0,"call_delta_oi":36.0,"put_delta_oi":0,"dealer_delta":-36.0,"call_oi":6,"put_oi":0},{"strike":160.0,"call_delta_oi":126.0,"put_delta_oi":0,"dealer_delta":-126.0,"call_oi":28,"put_oi":0},{"strike":165.0,"call_delta_oi":25.0,"put_delta_oi":0,"dealer_delta":-25.0,"call_oi":5,"put_oi":0},{"strike":170.0,"call_delta_oi":630.0,"put_delta_oi":0,"dealer_delta":-630.0,"call_oi":21,"put_oi":0},{"strike":175.0,"call_delta_oi":34.0,"put_delta_oi":0,"dealer_delta":-34.0,"call_oi":6,"put_oi":0},{"strike":180.0,"call_delta_oi":261.0,"put_delta_oi":0,"dealer_delta":-261.0,"call_oi":62,"put_oi":0}],"net_dealer_delta":-25134.0,"total_call_delta":58735.0,"total_put_delta":-33601.0,"bias":"neutral"},"vol_smile":[{"expiration":"04/16/2027","underlying_price":63.5,"strikes":[{"strike":55.0,"moneyness":0.8661,"type":"put","iv":0.4842,"delta":-0.2588,"oi":139},{"strike":85.0,"moneyness":1.3386,"type":"call","iv":0.4425,"delta":0.2515,"oi":257},{"strike":110.0,"moneyness":1.7323,"type":"call","iv":0.475,"delta":0.0896,"oi":135}]},{"expiration":"10/16/2026","underlying_price":63.5,"strikes":[{"strike":65.0,"moneyness":1.0236,"type":"call","iv":0.4457,"delta":0.4139,"oi":220},{"strike":80.0,"moneyness":1.2598,"type":"call","iv":0.734,"delta":0.0562,"oi":233},{"strike":85.0,"moneyness":1.3386,"type":"call","iv":1.002,"delta":0.075,"oi":319}]},{"expiration":"12/17/2027","underlying_price":63.5,"strikes":[{"strike":60.0,"moneyness":0.9449,"type":"put","iv":0.4989,"delta":-0.3189,"oi":140},{"strike":100.0,"moneyness":1.5748,"type":"call","iv":0.4433,"delta":0.2795,"oi":165}]},{"expiration":"12/18/2026","underlying_price":63.5,"strikes":[{"strike":55.0,"moneyness":0.8661,"type":"put","iv":0.4953,"delta":-0.2154,"oi":262},{"strike":80.0,"moneyness":1.2598,"type":"call","iv":0.4694,"delta":0.1762,"oi":680},{"strike":110.0,"moneyness":1.7323,"type":"call","iv":1.8001,"delta":0.4023,"oi":191}]}],"greeks_heatmap":{"data":[{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4139,"put_delta":0,"call_gamma":0.072945,"put_gamma":0,"call_theta":-0.0829,"put_theta":0,"call_vega":0.0467,"put_vega":0,"call_oi":220,"put_oi":0},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0562,"put_delta":0,"call_gamma":0.012866,"put_gamma":0,"call_theta":-0.0387,"put_theta":0,"call_vega":0.0136,"put_vega":0,"call_oi":233,"put_oi":0},{"strike":55.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2154,"call_gamma":0,"put_gamma":0.020378,"call_theta":0,"put_theta":-0.0258,"call_vega":0,"put_vega":0.0847,"call_oi":0,"put_oi":262},{"strike":60.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.3359,"call_gamma":0,"put_gamma":0.028215,"call_theta":0,"put_theta":-0.0282,"call_vega":0,"put_vega":0.1057,"call_oi":0,"put_oi":55},{"strike":80.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1762,"put_delta":0,"call_gamma":0.019034,"put_gamma":0,"call_theta":-0.0243,"put_theta":0,"call_vega":0.075,"put_vega":0,"call_oi":680,"put_oi":0}],"strikes":[55.0,60.0,65.0,80.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":2.59,"put_25d_iv":49.53,"call_25d_iv":46.94,"put_25d_strike":55.0,"call_25d_strike":80.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":4.17,"put_25d_iv":48.42,"call_25d_iv":44.25,"put_25d_strike":55.0,"call_25d_strike":85.0,"skew":"put_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":5.56,"put_25d_iv":49.89,"call_25d_iv":44.33,"put_25d_strike":60.0,"call_25d_strike":100.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":55.0,"call_vanna":0,"put_vanna":36.0,"net_vanna":36.0,"call_oi":0,"put_oi":401},{"strike":60.0,"call_vanna":0,"put_vanna":23.0,"net_vanna":23.0,"call_oi":0,"put_oi":195},{"strike":65.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":220,"put_oi":0},{"strike":70.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":70},{"strike":80.0,"call_vanna":56.0,"put_vanna":0,"net_vanna":56.0,"call_oi":913,"put_oi":0},{"strike":85.0,"call_vanna":37.0,"put_vanna":0,"net_vanna":37.0,"call_oi":576,"put_oi":0},{"strike":90.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":70,"put_oi":0},{"strike":95.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":80,"put_oi":0},{"strike":100.0,"call_vanna":27.0,"put_vanna":0,"net_vanna":27.0,"call_oi":165,"put_oi":0},{"strike":110.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":326,"put_oi":0}],"net_vanna":219.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":65.0,"call_charm":-19686.0,"put_charm":0,"net_charm":-19686.0,"call_oi":220,"put_oi":0},{"strike":80.0,"call_charm":-1321.0,"put_charm":0,"net_charm":-1321.0,"call_oi":233,"put_oi":0},{"strike":85.0,"call_charm":-4109.0,"put_charm":0,"net_charm":-4109.0,"call_oi":319,"put_oi":0}],"net_charm":-25116.0,"weekend_delta_shift":-75348.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":15505.0,"put_delta":-6960.0,"net_delta":8545.0,"call_oi":1002,"put_oi":118,"total_oi":1120,"total_volume":31,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":319.0,"put_delta":-748.0,"net_delta":-429.0,"call_oi":18,"put_oi":20,"total_oi":38,"total_volume":7,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":22397.0,"put_delta":-13762.0,"net_delta":8635.0,"call_oi":1157,"put_oi":404,"total_oi":1561,"total_volume":5,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":3095.0,"put_delta":-804.0,"net_delta":2291.0,"call_oi":108,"put_oi":42,"total_oi":150,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":9889.0,"put_delta":-3747.0,"net_delta":6142.0,"call_oi":451,"put_oi":147,"total_oi":598,"total_volume":2,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":7530.0,"put_delta":-7580.0,"net_delta":-50.0,"call_oi":244,"put_oi":214,"total_oi":458,"total_volume":3,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":65.0,"straddle_price":3.82,"straddle_pct":6.02,"implied_move":6.02,"avg_iv":37.8}],"volume_profile":{"profile":[{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":1,"put_oi":17,"total_oi":18,"bias":"bearish"},{"strike":50.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":0,"put_oi":26,"total_oi":26,"bias":"bearish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":413,"total_oi":415,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":251,"total_oi":266,"bias":"neutral"},{"strike":65.0,"call_volume":31,"put_volume":0,"total_volume":31,"call_oi":224,"put_oi":53,"total_oi":277,"bias":"bullish"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":56,"put_oi":86,"total_oi":142,"bias":"neutral"},{"strike":75.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":109,"put_oi":6,"total_oi":115,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":931,"put_oi":38,"total_oi":969,"bias":"neutral"},{"strike":85.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":606,"put_oi":29,"total_oi":635,"bias":"bullish"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":122,"put_oi":1,"total_oi":123,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":82,"put_oi":20,"total_oi":102,"bias":"neutral"},{"strike":100.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":217,"put_oi":0,"total_oi":217,"bias":"bullish"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":329,"put_oi":0,"total_oi":329,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":120.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":33,"put_oi":0,"total_oi":33,"bias":"bullish"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":0,"total_oi":33,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":0,"total_oi":25,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":160.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"},{"strike":165.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":170.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":175.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":180.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":62,"put_oi":0,"total_oi":62,"bias":"neutral"}],"underlying_price":63.5,"peak_call_strike":65.0,"peak_put_strike":45.0,"total_call_volume":46,"total_put_volume":2,"volume_pc_ratio":0.043},"iv_contours":{"x":[0.79,0.87,0.94,1.02,1.1,1.18,1.26],"y":[14,49,77,105],"z":[[null,null,43.16,37.76,48.92,140.24,70.07],[null,null,49.22,null,null,48.8,null],[null,49.53,44.61,null,null,null,48.42],[46.12,null,42.04,null,null,41.27,null]],"levels":[37.8,48.0,58.3,68.5,78.8,89.0,99.2,109.5,119.7,130.0,140.2],"min_iv":37.8,"max_iv":140.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":89.88},{"date":"2026-09-15","iv":114.47},{"date":"2026-09-16","iv":124.09},{"date":"2026-09-17","iv":105.89},{"date":"2026-09-18","iv":92.48},{"date":"2026-09-21","iv":104.36},{"date":"2026-09-22","iv":89.5},{"date":"2026-09-23","iv":83.1},{"date":"2026-09-24","iv":104.0},{"date":"2026-09-25","iv":110.2},{"date":"2026-09-28","iv":132.1},{"date":"2026-09-29","iv":118.8},{"date":"2026-09-30","iv":100.4},{"date":"2026-10-01","iv":100.9},{"date":"2026-10-02","iv":94.8}]}}