{"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":"WSC","summary":{"name":"WSC","price":17.3,"total_oi":86064,"call_oi":83182,"put_oi":2882,"pc_ratio":0.035,"net_gex":1276165.07,"avg_iv":135.4,"iv_rank":89.2,"iv_52w_high":141.3,"iv_52w_low":86.69,"gamma_flip":17.59,"max_pain":20.0},"features":{"symbol":"WSC","price":17.3,"total_oi":86064,"analysis_coverage":0.9444,"avg_iv_pct":135.4,"iv_rank":89.2,"iv_52w_high_pct":141.3,"iv_52w_low_pct":86.69,"front_dte":14,"front_atm_iv_pct":59.9447,"back_atm_iv_pct":66.8674,"term_premium_pp":-6.9227,"expected_move_front_pct":11.74,"straddle_front_pct":9.1,"straddle_30d_pct":9.1,"risk_reversal_front_pp":-66.75,"risk_reversal_30d_pp":-66.75,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.035,"put_call_oi_front_ratio":0.338,"put_call_volume_front_ratio":0.0,"option_volume":1827,"volume_oi_ratio":0.021228,"net_delta_normalized":0.171683,"dealer_delta_normalized":-0.171683,"gex_per_100k_oi":1482809.386038,"vanna_per_100k_oi":5110.150586,"charm_per_100k_oi":-149358.616843,"weekend_delta_shift_per_100k_oi":-448074.688604,"iv_surface_range_pp":27.4,"gamma_flip_distance_pct":1.676301,"max_pain_distance_pct":15.606936,"peak_call_distance_pct":15.606936,"peak_put_distance_pct":-13.294798},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":47.16,"put_gex":0.0,"net_gex":47.16,"call_oi":32,"put_oi":0},{"strike":7.5,"call_gex":5.6,"put_gex":-53.67,"net_gex":-48.07,"call_oi":2,"put_oi":18},{"strike":10.0,"call_gex":89.59,"put_gex":-673.54,"net_gex":-583.94,"call_oi":21,"put_oi":122},{"strike":12.5,"call_gex":19.57,"put_gex":-242.77,"net_gex":-223.2,"call_oi":2,"put_oi":25},{"strike":15.0,"call_gex":913.98,"put_gex":-9771.75,"net_gex":-8857.77,"call_oi":58,"put_oi":507},{"strike":17.5,"call_gex":14664.58,"put_gex":-20650.45,"net_gex":-5985.87,"call_oi":495,"put_oi":571},{"strike":20.0,"call_gex":432614.67,"put_gex":-19799.64,"net_gex":412815.03,"call_oi":18490,"put_oi":835},{"strike":22.5,"call_gex":516969.14,"put_gex":-6842.3,"net_gex":510126.84,"call_oi":28294,"put_oi":389},{"strike":25.0,"call_gex":244315.86,"put_gex":-3350.47,"net_gex":240965.39,"call_oi":20439,"put_oi":262},{"strike":27.5,"call_gex":45437.5,"put_gex":-1042.5,"net_gex":44395.01,"call_oi":4800,"put_oi":104},{"strike":30.0,"call_gex":73716.09,"put_gex":-409.77,"net_gex":73306.32,"call_oi":8371,"put_oi":49},{"strike":32.5,"call_gex":947.24,"put_gex":0.0,"net_gex":947.24,"call_oi":111,"put_oi":0},{"strike":35.0,"call_gex":2745.19,"put_gex":0.0,"net_gex":2745.19,"call_oi":458,"put_oi":0},{"strike":37.5,"call_gex":536.83,"put_gex":0.0,"net_gex":536.83,"call_oi":77,"put_oi":0},{"strike":40.0,"call_gex":102.96,"put_gex":0.0,"net_gex":102.96,"call_oi":21,"put_oi":0},{"strike":42.5,"call_gex":1420.88,"put_gex":0.0,"net_gex":1420.88,"call_oi":231,"put_oi":0},{"strike":45.0,"call_gex":7.7,"put_gex":0.0,"net_gex":7.7,"call_oi":3,"put_oi":0},{"strike":47.5,"call_gex":73.77,"put_gex":0.0,"net_gex":73.77,"call_oi":29,"put_oi":0},{"strike":50.0,"call_gex":1657.82,"put_gex":0.0,"net_gex":1657.82,"call_oi":653,"put_oi":0},{"strike":55.0,"call_gex":48.84,"put_gex":0.0,"net_gex":48.84,"call_oi":10,"put_oi":0},{"strike":60.0,"call_gex":2666.95,"put_gex":0.0,"net_gex":2666.95,"call_oi":585,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":41187.5,"total_value":41187.5},{"strike":7.5,"call_value":80.0,"put_value":33982.5,"total_value":34062.5},{"strike":10.0,"call_value":165.0,"put_value":26822.5,"total_value":26987.5},{"strike":12.5,"call_value":302.5,"put_value":19967.5,"total_value":20270.0},{"strike":15.0,"call_value":445.0,"put_value":13175.0,"total_value":13620.0},{"strike":17.5,"call_value":732.5,"put_value":7650.0,"total_value":8382.5},{"strike":20.0,"call_value":2257.5,"put_value":3552.5,"total_value":5810.0},{"strike":22.5,"call_value":50007.5,"put_value":1542.5,"total_value":51550.0},{"strike":25.0,"call_value":168492.5,"put_value":505.0,"total_value":168997.5},{"strike":27.5,"call_value":338075.0,"put_value":122.5,"total_value":338197.5},{"strike":30.0,"call_value":519657.5,"put_value":0.0,"total_value":519657.5},{"strike":32.5,"call_value":722167.5,"put_value":0.0,"total_value":722167.5},{"strike":35.0,"call_value":924955.0,"put_value":0.0,"total_value":924955.0},{"strike":37.5,"call_value":1128887.5,"put_value":0.0,"total_value":1128887.5},{"strike":40.0,"call_value":1333012.5,"put_value":0.0,"total_value":1333012.5},{"strike":42.5,"call_value":1537190.0,"put_value":0.0,"total_value":1537190.0},{"strike":45.0,"call_value":1741945.0,"put_value":0.0,"total_value":1741945.0},{"strike":47.5,"call_value":1946707.5,"put_value":0.0,"total_value":1946707.5},{"strike":50.0,"call_value":2151542.5,"put_value":0.0,"total_value":2151542.5},{"strike":55.0,"call_value":2564477.5,"put_value":0.0,"total_value":2564477.5},{"strike":60.0,"call_value":2977462.5,"put_value":0,"total_value":2977462.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":216.6,"strike":11.88},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":152.3,"strike":10.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":110.5,"strike":10.58},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":60.0,"strike":17.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":66.9,"strike":17.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":59.8,"strike":17.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":198.1,"strike":27.78},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":89.5,"strike":23.93},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":153.3,"strike":33.24}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.5883,"contract_count":2,"total_oi":228},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":317},{"expiration":"12/18/2026","dte":77,"iv":0.7124,"contract_count":2,"total_oi":336},{"expiration":"01/15/2027","dte":105,"iv":0.4471,"contract_count":2,"total_oi":184},{"expiration":"01/19/2029","dte":840,"iv":0.0,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":11.74,"expected_move_2std":23.49,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":24.5,"expected_move_2std":49.0,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":28.5,"expected_move_2std":56.99,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":30.89,"expected_move_2std":61.77,"contract_count":2},{"expiration":"01/19/2029","dte":840,"expected_move_1std":75.97,"expected_move_2std":151.94,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1779,"put_oi":602,"total_oi":2381,"pc_ratio":0.338,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":57456,"put_oi":652,"total_oi":58108,"pc_ratio":0.011,"pc_ratio_volume":0.935,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":17938,"put_oi":932,"total_oi":18870,"pc_ratio":0.052,"pc_ratio_volume":0.283,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":5979,"put_oi":663,"total_oi":6642,"pc_ratio":0.111,"pc_ratio_volume":0.167,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":15,"put_oi":32,"total_oi":47,"pc_ratio":2.133,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/21/2028","dte":476,"call_oi":4,"put_oi":0,"total_oi":4,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":11,"put_oi":1,"total_oi":12,"pc_ratio":0.091,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":3080.0,"put_delta_oi":0,"dealer_delta":-3080.0,"call_oi":32,"put_oi":0},{"strike":7.5,"call_delta_oi":190.0,"put_delta_oi":-132.0,"dealer_delta":-58.0,"call_oi":2,"put_oi":18},{"strike":10.0,"call_delta_oi":1933.0,"put_delta_oi":-1289.0,"dealer_delta":-644.0,"call_oi":21,"put_oi":122},{"strike":12.5,"call_delta_oi":168.0,"put_delta_oi":-369.0,"dealer_delta":201.0,"call_oi":2,"put_oi":25},{"strike":15.0,"call_delta_oi":4232.0,"put_delta_oi":-12667.0,"dealer_delta":8435.0,"call_oi":58,"put_oi":507},{"strike":17.5,"call_delta_oi":26837.0,"put_delta_oi":-26801.0,"dealer_delta":-36.0,"call_oi":495,"put_oi":571},{"strike":20.0,"call_delta_oi":667509.0,"put_delta_oi":-64677.0,"dealer_delta":-602832.0,"call_oi":18490,"put_oi":835},{"strike":22.5,"call_delta_oi":494930.0,"put_delta_oi":-30423.0,"dealer_delta":-464507.0,"call_oi":28294,"put_oi":389},{"strike":25.0,"call_delta_oi":212066.0,"put_delta_oi":-22819.0,"dealer_delta":-189246.0,"call_oi":20439,"put_oi":262},{"strike":27.5,"call_delta_oi":53299.0,"put_delta_oi":-9227.0,"dealer_delta":-44072.0,"call_oi":4800,"put_oi":104},{"strike":30.0,"call_delta_oi":104891.0,"put_delta_oi":-4386.0,"dealer_delta":-100505.0,"call_oi":8371,"put_oi":49},{"strike":32.5,"call_delta_oi":2000.0,"put_delta_oi":0,"dealer_delta":-2000.0,"call_oi":111,"put_oi":0},{"strike":35.0,"call_delta_oi":15334.0,"put_delta_oi":0,"dealer_delta":-15334.0,"call_oi":458,"put_oi":0},{"strike":37.5,"call_delta_oi":1163.0,"put_delta_oi":0,"dealer_delta":-1163.0,"call_oi":77,"put_oi":0},{"strike":40.0,"call_delta_oi":858.0,"put_delta_oi":0,"dealer_delta":-858.0,"call_oi":21,"put_oi":0},{"strike":42.5,"call_delta_oi":3648.0,"put_delta_oi":0,"dealer_delta":-3648.0,"call_oi":231,"put_oi":0},{"strike":45.0,"call_delta_oi":223.0,"put_delta_oi":0,"dealer_delta":-223.0,"call_oi":3,"put_oi":0},{"strike":47.5,"call_delta_oi":2149.0,"put_delta_oi":0,"dealer_delta":-2149.0,"call_oi":29,"put_oi":0},{"strike":50.0,"call_delta_oi":48044.0,"put_delta_oi":0,"dealer_delta":-48044.0,"call_oi":653,"put_oi":0},{"strike":55.0,"call_delta_oi":135.0,"put_delta_oi":0,"dealer_delta":-135.0,"call_oi":10,"put_oi":0},{"strike":60.0,"call_delta_oi":7672.0,"put_delta_oi":0,"dealer_delta":-7672.0,"call_oi":585,"put_oi":0}],"net_dealer_delta":-1477571.0,"total_call_delta":1650361.0,"total_put_delta":-172789.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":17.299999237060547,"strikes":[{"strike":15.0,"moneyness":0.8671,"type":"put","iv":0.5885,"delta":-0.2579,"oi":129},{"strike":17.5,"moneyness":1.0116,"type":"call","iv":0.5641,"delta":0.5606,"oi":130},{"strike":22.5,"moneyness":1.3006,"type":"put","iv":0.531,"delta":-0.7712,"oi":224},{"strike":22.5,"moneyness":1.3006,"type":"call","iv":0.6333,"delta":0.2835,"oi":186},{"strike":25.0,"moneyness":1.4451,"type":"call","iv":0.523,"delta":0.128,"oi":140},{"strike":27.5,"moneyness":1.5896,"type":"call","iv":0.6017,"delta":0.1066,"oi":4303},{"strike":42.5,"moneyness":2.4566,"type":"call","iv":1.2202,"delta":0.1502,"oi":228},{"strike":60.0,"moneyness":3.4682,"type":"call","iv":1.5131,"delta":0.1311,"oi":585}]},{"expiration":"10/16/2026","underlying_price":17.299999237060547,"strikes":[{"strike":17.5,"moneyness":1.0116,"type":"put","iv":0.5809,"delta":-0.5144,"oi":165},{"strike":20.0,"moneyness":1.1561,"type":"put","iv":0.452,"delta":-0.9495,"oi":315},{"strike":20.0,"moneyness":1.1561,"type":"call","iv":1.2484,"delta":0.3116,"oi":759},{"strike":27.5,"moneyness":1.5896,"type":"call","iv":1.1308,"delta":0.0198,"oi":326},{"strike":30.0,"moneyness":1.7341,"type":"call","iv":2.3942,"delta":0.1613,"oi":213},{"strike":35.0,"moneyness":2.0231,"type":"call","iv":2.5565,"delta":0.112,"oi":109}]},{"expiration":"11/20/2026","underlying_price":17.299999237060547,"strikes":[{"strike":15.0,"moneyness":0.8671,"type":"put","iv":0.6985,"delta":-0.2383,"oi":149},{"strike":17.5,"moneyness":1.0116,"type":"call","iv":0.6692,"delta":0.5386,"oi":160},{"strike":17.5,"moneyness":1.0116,"type":"put","iv":0.6682,"delta":-0.4614,"oi":157},{"strike":20.0,"moneyness":1.1561,"type":"put","iv":0.5659,"delta":-0.718,"oi":270},{"strike":20.0,"moneyness":1.1561,"type":"call","iv":0.6745,"delta":0.3272,"oi":1160},{"strike":22.5,"moneyness":1.3006,"type":"call","iv":0.6675,"delta":0.1732,"oi":27994},{"strike":25.0,"moneyness":1.4451,"type":"call","iv":0.7179,"delta":0.1034,"oi":20074},{"strike":27.5,"moneyness":1.5896,"type":"call","iv":2.0253,"delta":0.3989,"oi":169},{"strike":30.0,"moneyness":1.7341,"type":"call","iv":1.1171,"delta":0.1266,"oi":7876}]},{"expiration":"12/18/2026","underlying_price":17.299999237060547,"strikes":[{"strike":15.0,"moneyness":0.8671,"type":"put","iv":0.6322,"delta":-0.2516,"oi":211},{"strike":17.5,"moneyness":1.0116,"type":"call","iv":0.6117,"delta":0.5518,"oi":141},{"strike":17.5,"moneyness":1.0116,"type":"put","iv":0.6291,"delta":-0.4466,"oi":195},{"strike":20.0,"moneyness":1.1561,"type":"call","iv":0.6162,"delta":0.3655,"oi":16486},{"strike":20.0,"moneyness":1.1561,"type":"put","iv":0.625,"delta":-0.6312,"oi":142},{"strike":25.0,"moneyness":1.4451,"type":"call","iv":0.6724,"delta":0.1544,"oi":143},{"strike":25.0,"moneyness":1.4451,"type":"put","iv":0.5808,"delta":-0.8894,"oi":167},{"strike":30.0,"moneyness":1.7341,"type":"call","iv":0.692,"delta":0.0597,"oi":226},{"strike":35.0,"moneyness":2.0231,"type":"call","iv":1.2341,"delta":0.17,"oi":204}]}],"greeks_heatmap":{"data":[{"strike":17.5,"dte":14,"expiration":"10/16/2026","call_delta":0.4891,"put_delta":-0.5144,"call_gamma":0.197578,"put_gamma":0.210196,"call_theta":-0.0319,"put_theta":-0.0279,"call_vega":0.013,"put_vega":0.013,"call_oi":63,"put_oi":165},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3116,"put_delta":-0.9495,"call_gamma":0.08675,"put_gamma":0.070484,"call_theta":-0.056,"put_theta":-0.0037,"call_vega":0.0115,"put_vega":0.0034,"call_oi":759,"put_oi":315},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2383,"call_gamma":0,"put_gamma":0.070658,"call_theta":0,"put_theta":-0.0136,"call_vega":0,"put_vega":0.0194,"call_oi":0,"put_oi":149},{"strike":17.5,"dte":49,"expiration":"11/20/2026","call_delta":0.5386,"put_delta":-0.4614,"call_gamma":0.094578,"put_gamma":0.09472,"call_theta":-0.0183,"put_theta":-0.0162,"call_vega":0.0249,"put_vega":0.0249,"call_oi":160,"put_oi":157},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3272,"put_delta":-0.718,"call_gamma":0.085287,"put_gamma":0.095144,"call_theta":-0.0165,"put_theta":-0.0107,"call_vega":0.0226,"put_vega":0.0212,"call_oi":1160,"put_oi":270},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2516,"call_gamma":0,"put_gamma":0.06389,"call_theta":0,"put_theta":-0.0099,"call_vega":0,"put_vega":0.0252,"call_oi":0,"put_oi":211},{"strike":17.5,"dte":77,"expiration":"12/18/2026","call_delta":0.5518,"put_delta":-0.4466,"call_gamma":0.081917,"put_gamma":0.079612,"call_theta":-0.0135,"put_theta":-0.0118,"call_vega":0.0312,"put_vega":0.0312,"call_oi":141,"put_oi":195},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3655,"put_delta":-0.6312,"call_gamma":0.077313,"put_gamma":0.076452,"call_theta":-0.0126,"put_theta":-0.0106,"call_vega":0.0297,"put_vega":0.0298,"call_oi":16486,"put_oi":142}],"strikes":[15.0,17.5,20.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-66.75,"put_25d_iv":58.09,"call_25d_iv":124.84,"put_25d_strike":17.5,"call_25d_strike":20.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":3.1,"put_25d_iv":69.85,"call_25d_iv":66.75,"put_25d_strike":15.0,"call_25d_strike":22.5,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-60.19,"put_25d_iv":63.22,"call_25d_iv":123.41,"put_25d_strike":15.0,"call_25d_strike":35.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-4.48,"put_25d_iv":58.85,"call_25d_iv":63.33,"put_25d_strike":15.0,"call_25d_strike":22.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":110},{"strike":15.0,"call_vanna":-4.0,"put_vanna":35.0,"net_vanna":31.0,"call_oi":51,"put_oi":489},{"strike":17.5,"call_vanna":-8.0,"put_vanna":7.0,"net_vanna":-1.0,"call_oi":494,"put_oi":571},{"strike":20.0,"call_vanna":836.0,"put_vanna":-31.0,"net_vanna":806.0,"call_oi":18490,"put_oi":824},{"strike":22.5,"call_vanna":1715.0,"put_vanna":-29.0,"net_vanna":1685.0,"call_oi":28282,"put_oi":389},{"strike":25.0,"call_vanna":1062.0,"put_vanna":-20.0,"net_vanna":1042.0,"call_oi":20434,"put_oi":262},{"strike":27.5,"call_vanna":340.0,"put_vanna":-4.0,"net_vanna":336.0,"call_oi":4798,"put_oi":66},{"strike":30.0,"call_vanna":464.0,"put_vanna":0,"net_vanna":464.0,"call_oi":8371,"put_oi":0},{"strike":32.5,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":89,"put_oi":0},{"strike":35.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":453,"put_oi":0},{"strike":42.5,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":228,"put_oi":0},{"strike":50.0,"call_vanna":-46.0,"put_vanna":0,"net_vanna":-46.0,"call_oi":649,"put_oi":0},{"strike":60.0,"call_vanna":49.0,"put_vanna":0,"net_vanna":49.0,"call_oi":585,"put_oi":0}],"net_vanna":4398.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":0,"put_charm":2179.0,"net_charm":2179.0,"call_oi":0,"put_oi":110},{"strike":15.0,"call_charm":0,"put_charm":359.0,"net_charm":359.0,"call_oi":0,"put_oi":149},{"strike":17.5,"call_charm":-3732.0,"put_charm":7060.0,"net_charm":3328.0,"call_oi":223,"put_oi":322},{"strike":20.0,"call_charm":-39169.0,"put_charm":4410.0,"net_charm":-34759.0,"call_oi":1919,"put_oi":585},{"strike":22.5,"call_charm":-60029.0,"put_charm":149.0,"net_charm":-59881.0,"call_oi":28096,"put_oi":74},{"strike":25.0,"call_charm":-13488.0,"put_charm":0,"net_charm":-13488.0,"call_oi":20151,"put_oi":0},{"strike":27.5,"call_charm":-2707.0,"put_charm":0,"net_charm":-2707.0,"call_oi":495,"put_oi":0},{"strike":30.0,"call_charm":-18033.0,"put_charm":0,"net_charm":-18033.0,"call_oi":8089,"put_oi":0},{"strike":32.5,"call_charm":-3591.0,"put_charm":0,"net_charm":-3591.0,"call_oi":89,"put_oi":0},{"strike":35.0,"call_charm":-1951.0,"put_charm":0,"net_charm":-1951.0,"call_oi":109,"put_oi":0}],"net_charm":-128544.0,"weekend_delta_shift":-385631.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":39822.0,"put_delta":-39851.0,"net_delta":-29.0,"call_oi":1779,"put_oi":602,"total_oi":2381,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":847630.0,"put_delta":-36915.0,"net_delta":810715.0,"call_oi":57456,"put_oi":652,"total_oi":58108,"total_volume":300,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":669135.0,"put_delta":-53936.0,"net_delta":615199.0,"call_oi":17938,"put_oi":932,"total_oi":18870,"total_volume":1520,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":92009.0,"put_delta":-41056.0,"net_delta":50954.0,"call_oi":5979,"put_oi":663,"total_oi":6642,"total_volume":7,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":679.0,"put_delta":-995.0,"net_delta":-316.0,"call_oi":15,"put_oi":32,"total_oi":47,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":128.0,"put_delta":0,"net_delta":128.0,"call_oi":4,"put_oi":0,"total_oi":4,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":957.0,"put_delta":-36.0,"net_delta":921.0,"call_oi":11,"put_oi":1,"total_oi":12,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":17.5,"straddle_price":1.58,"straddle_pct":9.1,"implied_move":9.1,"avg_iv":60.0},{"expiration":"11/20/2026","dte":49,"strike":17.5,"straddle_price":3.35,"straddle_pct":19.36,"implied_move":19.36,"avg_iv":66.9},{"expiration":"12/18/2026","dte":77,"strike":17.5,"straddle_price":3.9,"straddle_pct":22.54,"implied_move":22.54,"avg_iv":62.0},{"expiration":"01/15/2027","dte":105,"strike":17.5,"straddle_price":4.23,"straddle_pct":24.42,"implied_move":24.42,"avg_iv":57.6}],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":0,"total_oi":32,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":18,"total_oi":20,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":122,"total_oi":143,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":25,"total_oi":27,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":292,"total_volume":292,"call_oi":58,"put_oi":507,"total_oi":565,"bias":"bearish"},{"strike":17.5,"call_volume":22,"put_volume":133,"total_volume":155,"call_oi":495,"put_oi":571,"total_oi":1066,"bias":"bearish"},{"strike":20.0,"call_volume":1273,"put_volume":56,"total_volume":1329,"call_oi":18490,"put_oi":835,"total_oi":19325,"bias":"bullish"},{"strike":22.5,"call_volume":51,"put_volume":0,"total_volume":51,"call_oi":28294,"put_oi":389,"total_oi":28683,"bias":"bullish"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20439,"put_oi":262,"total_oi":20701,"bias":"neutral"},{"strike":27.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4800,"put_oi":104,"total_oi":4904,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8371,"put_oi":49,"total_oi":8420,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":111,"put_oi":0,"total_oi":111,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":458,"put_oi":0,"total_oi":458,"bias":"neutral"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":77,"put_oi":0,"total_oi":77,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":231,"put_oi":0,"total_oi":231,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":47.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":0,"total_oi":29,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":653,"put_oi":0,"total_oi":653,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":585,"put_oi":0,"total_oi":585,"bias":"neutral"}],"underlying_price":17.299999237060547,"peak_call_strike":20.0,"peak_put_strike":15.0,"total_call_volume":1346,"total_put_volume":481,"volume_pc_ratio":0.357},"iv_contours":{"x":[0.87,1.01,1.16],"y":[14,49,77,105],"z":[[null,59.95,85.02],[69.85,66.87,62.02],[63.22,62.04,62.06],[62.48,57.58,58.44]],"levels":[57.6,60.3,63.1,65.8,68.6,71.3,74.0,76.8,79.5,82.3,85.0],"min_iv":57.6,"max_iv":85.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":100.91},{"date":"2026-09-15","iv":99.24},{"date":"2026-09-16","iv":122.69},{"date":"2026-09-17","iv":99.89},{"date":"2026-09-18","iv":106.62},{"date":"2026-09-21","iv":86.69},{"date":"2026-09-22","iv":90.9},{"date":"2026-09-23","iv":97.6},{"date":"2026-09-24","iv":127.3},{"date":"2026-09-25","iv":89.1},{"date":"2026-09-28","iv":103.4},{"date":"2026-09-29","iv":119.6},{"date":"2026-09-30","iv":116.3},{"date":"2026-10-01","iv":141.3},{"date":"2026-10-02","iv":135.4}]}}