{"overlays":[{"signalId":"DDV1_BATS_PSX_60_L_1789482600000","symbol":"PSX","timeframe":"60","underlyingEntryPrice":262.97,"predictedHoldBars":11.725597099439526,"predictedMfeR":1.2070433576639816,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-10-30T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-05-21T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-08-20T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-11-19T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2029-01-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-15T15:30:30.172Z","selectedExpiration":{"date":"2026-10-02T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T15:30:23.972Z","closedAt":null},{"signalId":"DDV1_BATS_MPC_60_L_1789479000000","symbol":"MPC","timeframe":"60","underlyingEntryPrice":401.15,"predictedHoldBars":8.08123021104533,"predictedMfeR":0.24136531488464513,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_expiration_in_route_dte_window","rawSnapshot":{"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2029-01-19T00:00:00Z","type":"Monthly"}]},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T14:30:28.248Z","closedAt":null},{"signalId":"DDV1_BATS_MANH_D_L_1789392600000","symbol":"MANH","timeframe":"D","underlyingEntryPrice":207.8,"predictedHoldBars":11.123434478053042,"predictedMfeR":0.607238841466192,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-15T13:32:01.779Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T13:31:59.527Z","closedAt":null},{"signalId":"DDV1_BATS_TEAM_D_L_1789392600000","symbol":"TEAM","timeframe":"D","underlyingEntryPrice":187.15,"predictedHoldBars":6.994863785641407,"predictedMfeR":0.35798550165920656,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-10-30T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2029-01-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-15T13:31:59.735Z","selectedExpiration":{"date":"2026-10-30T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T13:31:54.059Z","closedAt":null},{"signalId":"DDV1_BATS_MDT_D_L_1789392600000","symbol":"MDT","timeframe":"D","underlyingEntryPrice":93.69,"predictedHoldBars":8.275252273100797,"predictedMfeR":0.46376694449497313,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-10-30T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2029-01-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-15T13:32:01.196Z","selectedExpiration":{"date":"2026-10-30T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T13:31:54.058Z","closedAt":null},{"signalId":"DDV1_BATS_TTWO_D_L_1789392600000","symbol":"TTWO","timeframe":"D","underlyingEntryPrice":220.24,"predictedHoldBars":37.39851403839981,"predictedMfeR":0.9596238378301298,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-10-30T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2029-01-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-15T13:31:49.577Z","selectedExpiration":{"date":"2026-10-30T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T13:31:45.072Z","closedAt":null},{"signalId":"DDV1_BATS_ABBV_D_L_1789392600000","symbol":"ABBV","timeframe":"D","underlyingEntryPrice":260,"predictedHoldBars":10.91226364095292,"predictedMfeR":0.3058887308282349,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-10-30T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2029-01-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-15T13:31:49.574Z","selectedExpiration":{"date":"2026-10-30T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T13:31:36.927Z","closedAt":null},{"signalId":"DDV1_BATS_ADP_D_L_1789392600000","symbol":"ADP","timeframe":"D","underlyingEntryPrice":273.96,"predictedHoldBars":6.20521096528248,"predictedMfeR":0.33067662091399785,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-10-30T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2029-01-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-15T13:31:04.197Z","selectedExpiration":{"date":"2026-10-30T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T13:30:38.279Z","closedAt":null},{"signalId":"DDV1_BATS_TRU_D_L_1789392600000","symbol":"TRU","timeframe":"D","underlyingEntryPrice":77.7,"predictedHoldBars":16.919936164786794,"predictedMfeR":0.6482153099179871,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-15T13:31:04.185Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-15T13:30:37.862Z","closedAt":null},{"signalId":"DDV1_BATS_VNOM_D_L_1788874200000","symbol":"VNOM","timeframe":"D","underlyingEntryPrice":45.25,"predictedHoldBars":4.206270908750992,"predictedMfeR":0.7407355932162814,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-05-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-09T13:30:43.848Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-09T13:30:41.224Z","closedAt":null},{"signalId":"DDV1_BATS_AMRX_D_L_1788355800000","symbol":"AMRX","timeframe":"D","underlyingEntryPrice":18.25,"predictedHoldBars":5.35315654211225,"predictedMfeR":0.1691542600232972,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:23.006Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:21.047Z","closedAt":null},{"signalId":"DDV1_BATS_DBX_D_L_1788355800000","symbol":"DBX","timeframe":"D","underlyingEntryPrice":35.05,"predictedHoldBars":9.676295215936703,"predictedMfeR":0.6991567760744007,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:23.083Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:21.024Z","closedAt":null},{"signalId":"DDV1_BATS_BBY_D_L_1788355800000","symbol":"BBY","timeframe":"D","underlyingEntryPrice":87.56,"predictedHoldBars":8.881334744167797,"predictedMfeR":0.531355967089876,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:23.630Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:20.933Z","closedAt":null},{"signalId":"DDV1_BATS_ADUS_D_L_1788355800000","symbol":"ADUS","timeframe":"D","underlyingEntryPrice":119.11,"predictedHoldBars":8.328647609436809,"predictedMfeR":0.16092509959496792,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:23.028Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:20.812Z","closedAt":null},{"signalId":"DDV1_BATS_USB_D_L_1788355800000","symbol":"USB","timeframe":"D","underlyingEntryPrice":63,"predictedHoldBars":6.09668712958351,"predictedMfeR":0.3953187868930554,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:23.273Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:20.764Z","closedAt":null},{"signalId":"DDV1_BATS_WAT_D_L_1788355800000","symbol":"WAT","timeframe":"D","underlyingEntryPrice":415.91,"predictedHoldBars":6.3875827826722045,"predictedMfeR":0.4505736196898186,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:22.883Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:20.711Z","closedAt":null},{"signalId":"DDV1_BATS_EQH_D_L_1788355800000","symbol":"EQH","timeframe":"D","underlyingEntryPrice":52,"predictedHoldBars":8.67408177085725,"predictedMfeR":0.30141508430999864,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[{"Ask":"2.2","Bid":"0","Low":"0","Mid":"1.1","Rho":"0.01708436","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C60","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"60"}],"Open":"0","Side":"Call","Vega":"0.06411926","Close":"0","Delta":"0.31826079","Gamma":"0.0297628","Theta":"-0.05090612","Volume":0,"AskSize":60,"BidSize":0,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0963","ExtrinsicValue":"2.2","IntrinsicValue":"0","ProbabilityITM":"0.1056","ProbabilityOTM":"0.8944","ProbabilityBE_IV":"0.2333","TheoreticalValue":"0.3583","DailyOpenInterest":0,"ImpliedVolatility":"0.6671","ProbabilityITM_IV":"0.2413","ProbabilityOTM_IV":"0.7587","StandardDeviation":"0.229","TheoreticalValue_IV":"2.2"},{"Ask":"13.1","Bid":"10.7","Low":"0","Mid":"11.9","Rho":"0.03968039","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C40","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"40"}],"Open":"0","Side":"Call","Vega":"0.03328637","Close":"0","Delta":"0.89228187","Gamma":"0.01466052","Theta":"-0.03048049","Volume":0,"AskSize":18,"BidSize":39,"Strikes":["40"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4802","ExtrinsicValue":"0.905","IntrinsicValue":"12.195","ProbabilityITM":"0.9903","ProbabilityOTM":"0.0097","ProbabilityBE_IV":"0.4531","TheoreticalValue":"12.3867","DailyOpenInterest":0,"ImpliedVolatility":"0.703","ProbabilityITM_IV":"0.8405","ProbabilityOTM_IV":"0.1595","StandardDeviation":"0.2413","TheoreticalValue_IV":"13.1"},{"Ask":"4.5","Bid":"2.8","Low":"0","Mid":"3.65","Rho":"0.03484618","High":"0","Last":"2.2","Legs":[{"Ratio":1,"Symbol":"EQH 261016C50","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"0","Side":"Call","Vega":"0.06660674","Close":"2.2","Delta":"0.64938631","Gamma":"0.04587256","Theta":"-0.03762438","Volume":0,"AskSize":39,"BidSize":32,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.2","ProbabilityBE":"0.3938","ExtrinsicValue":"2.305","IntrinsicValue":"2.195","ProbabilityITM":"0.6417","ProbabilityOTM":"0.3583","ProbabilityBE_IV":"0.4079","TheoreticalValue":"3.7052","DailyOpenInterest":14,"ImpliedVolatility":"0.4496","ProbabilityITM_IV":"0.5905","ProbabilityOTM_IV":"0.4095","StandardDeviation":"0.1543","TheoreticalValue_IV":"4.5"},{"Ask":"0.95","Bid":"0","Low":"0","Mid":"0.475","Rho":"0.01458585","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C57.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"57.5"}],"Open":"0","Side":"Call","Vega":"0.05757983","Close":"0","Delta":"0.25393212","Gamma":"0.04824255","Theta":"-0.02585409","Volume":0,"AskSize":51,"BidSize":0,"Strikes":["57.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1626","ExtrinsicValue":"0.95","IntrinsicValue":"0","ProbabilityITM":"0.1912","ProbabilityOTM":"0.8088","ProbabilityBE_IV":"0.1875","TheoreticalValue":"0.7199","DailyOpenInterest":0,"ImpliedVolatility":"0.3696","ProbabilityITM_IV":"0.2149","ProbabilityOTM_IV":"0.7851","StandardDeviation":"0.1268","TheoreticalValue_IV":"0.95"},{"Ask":"25","Bid":"21","Low":"0","Mid":"23","Rho":"-0.07617863","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P75","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"75"}],"Open":"0","Side":"Put","Vega":"0.0570454","Close":"0","Delta":"-0.75051228","Gamma":"0.01494062","Theta":"-0.07133064","Volume":0,"AskSize":11,"BidSize":10,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5069","ExtrinsicValue":"2.195","IntrinsicValue":"22.805","ProbabilityITM":"0.9994","ProbabilityOTM":"0.0006","ProbabilityBE_IV":"0.5764","TheoreticalValue":"22.805","DailyOpenInterest":0,"ImpliedVolatility":"1.1822","ProbabilityITM_IV":"0.8606","ProbabilityOTM_IV":"0.1394","StandardDeviation":"0.4058","TheoreticalValue_IV":"25"},{"Ask":"5.2","Bid":"2.5","Low":"0","Mid":"3.85","Rho":"-0.04156264","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P55","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"55"}],"Open":"0","Side":"Put","Vega":"0.07051104","Close":"0","Delta":"-0.5723672","Gamma":"0.04250284","Theta":"-0.03825258","Volume":0,"AskSize":35,"BidSize":39,"Strikes":["55"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4307","ExtrinsicValue":"2.395","IntrinsicValue":"2.805","ProbabilityITM":"0.6845","ProbabilityOTM":"0.3155","ProbabilityBE_IV":"0.4764","TheoreticalValue":"3.9237","DailyOpenInterest":0,"ImpliedVolatility":"0.5137","ProbabilityITM_IV":"0.6403","ProbabilityOTM_IV":"0.3597","StandardDeviation":"0.1763","TheoreticalValue_IV":"5.2"},{"Ask":"9.7","Bid":"7","Low":"0","Mid":"8.35","Rho":"-0.05388645","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P60","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"60"}],"Open":"0","Side":"Put","Vega":"0.06379354","Close":"0","Delta":"-0.68553182","Gamma":"0.03006208","Theta":"-0.04376738","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.495","ExtrinsicValue":"1.895","IntrinsicValue":"7.805","ProbabilityITM":"0.8944","ProbabilityOTM":"0.1056","ProbabilityBE_IV":"0.5313","TheoreticalValue":"7.9803","DailyOpenInterest":0,"ImpliedVolatility":"0.6571","ProbabilityITM_IV":"0.761","ProbabilityOTM_IV":"0.239","StandardDeviation":"0.2255","TheoreticalValue_IV":"9.7"},{"Ask":"2.7","Bid":"1.45","Low":"0","Mid":"2.075","Rho":"0.0290983","High":"0","Last":"1.35","Legs":[{"Ratio":1,"Symbol":"EQH 261016C52.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"52.5"}],"Open":"0","Side":"Call","Vega":"0.07158476","Close":"1.35","Delta":"0.52200513","Gamma":"0.05808231","Theta":"-0.03408969","Volume":0,"AskSize":89,"BidSize":13,"Strikes":["52.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.35","ProbabilityBE":"0.326","ExtrinsicValue":"2.7","IntrinsicValue":"0","ProbabilityITM":"0.4726","ProbabilityOTM":"0.5274","ProbabilityBE_IV":"0.3427","TheoreticalValue":"2.318","DailyOpenInterest":1,"ImpliedVolatility":"0.3816","ProbabilityITM_IV":"0.4696","ProbabilityOTM_IV":"0.5304","StandardDeviation":"0.131","TheoreticalValue_IV":"2.7"},{"Ask":"14.6","Bid":"11.4","Low":"0","Mid":"13","Rho":"-0.06273185","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P65","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"65"}],"Open":"0","Side":"Put","Vega":"0.05892126","Close":"0","Delta":"-0.73448127","Gamma":"0.02240287","Theta":"-0.05001152","Volume":0,"AskSize":14,"BidSize":14,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5069","ExtrinsicValue":"1.795","IntrinsicValue":"12.805","ProbabilityITM":"0.9749","ProbabilityOTM":"0.0251","ProbabilityBE_IV":"0.5495","TheoreticalValue":"12.805","DailyOpenInterest":0,"ImpliedVolatility":"0.8144","ProbabilityITM_IV":"0.8177","ProbabilityOTM_IV":"0.1823","StandardDeviation":"0.2795","TheoreticalValue_IV":"14.6"},{"Ask":"0.75","Bid":"0.05","Low":"0","Mid":"0.4","Rho":"-0.01050187","High":"0","Last":"0.66","Legs":[{"Ratio":1,"Symbol":"EQH 261016P45","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"45"}],"Open":"0","Side":"Put","Vega":"0.04288954","Close":"0.66","Delta":"-0.15536693","Gamma":"0.02788618","Theta":"-0.02269252","Volume":0,"AskSize":34,"BidSize":13,"Strikes":["45"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.66","ProbabilityBE":"0.0903","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0976","ProbabilityOTM":"0.9024","ProbabilityBE_IV":"0.1894","TheoreticalValue":"0.2226","DailyOpenInterest":3,"ImpliedVolatility":"0.4762","ProbabilityITM_IV":"0.1977","ProbabilityOTM_IV":"0.8023","StandardDeviation":"0.1635","TheoreticalValue_IV":"0.75"},{"Ask":"2.2","Bid":"0","Low":"0","Mid":"1.1","Rho":"0.0143269","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C65","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"65"}],"Open":"0","Side":"Call","Vega":"0.05982355","Close":"0","Delta":"0.27369571","Gamma":"0.0221278","Theta":"-0.0591117","Volume":0,"AskSize":60,"BidSize":0,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0245","ExtrinsicValue":"2.2","IntrinsicValue":"0","ProbabilityITM":"0.0251","ProbabilityOTM":"0.9749","ProbabilityBE_IV":"0.1857","TheoreticalValue":"0.0722","DailyOpenInterest":0,"ImpliedVolatility":"0.8371","ProbabilityITM_IV":"0.1868","ProbabilityOTM_IV":"0.8132","StandardDeviation":"0.2873","TheoreticalValue_IV":"2.2"},{"Ask":"0.95","Bid":"0","Low":"0","Mid":"0.475","Rho":"-0.00877242","High":"0","Last":"0.3","Legs":[{"Ratio":1,"Symbol":"EQH 261016P40","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"40"}],"Open":"0","Side":"Put","Vega":"0.03670019","Close":"0.3","Delta":"-0.12358351","Gamma":"0.01482778","Theta":"-0.03174158","Volume":0,"AskSize":16,"BidSize":0,"Strikes":["40"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.3","ProbabilityBE":"0.0096","ExtrinsicValue":"0.95","IntrinsicValue":"0","ProbabilityITM":"0.0097","ProbabilityOTM":"0.9903","ProbabilityBE_IV":"0.1855","TheoreticalValue":"0.0143","DailyOpenInterest":1,"ImpliedVolatility":"0.7664","ProbabilityITM_IV":"0.1858","ProbabilityOTM_IV":"0.8142","StandardDeviation":"0.263","TheoreticalValue_IV":"0.95"},{"Ask":"2.25","Bid":"0.6","Low":"0","Mid":"1.425","Rho":"-0.02462401","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P50","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"50"}],"Open":"0","Side":"Put","Vega":"0.06689929","Close":"0","Delta":"-0.35492177","Gamma":"0.04369542","Theta":"-0.03451429","Volume":0,"AskSize":29,"BidSize":31,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2762","ExtrinsicValue":"2.25","IntrinsicValue":"0","ProbabilityITM":"0.3583","ProbabilityOTM":"0.6417","ProbabilityBE_IV":"0.356","TheoreticalValue":"1.2906","DailyOpenInterest":0,"ImpliedVolatility":"0.4741","ProbabilityITM_IV":"0.4173","ProbabilityOTM_IV":"0.5827","StandardDeviation":"0.1627","TheoreticalValue_IV":"2.25"},{"Ask":"2.15","Bid":"0","Low":"0","Mid":"1.075","Rho":"-0.009262","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P30","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"30"}],"Open":"0","Side":"Put","Vega":"0.0334606","Close":"0","Delta":"-0.10850213","Gamma":"0.00598435","Theta":"-0.06613919","Volume":0,"AskSize":117,"BidSize":0,"Strikes":["30"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"2.15","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2616","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"1.7313","ProbabilityITM_IV":"0.2616","ProbabilityOTM_IV":"0.7384","StandardDeviation":"0.5942","TheoreticalValue_IV":"2.15"},{"Ask":"18.2","Bid":"15.8","Low":"0","Mid":"17","Rho":"0.03481931","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C35","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"35"}],"Open":"0","Side":"Call","Vega":"0.02883766","Close":"0","Delta":"0.91142934","Gamma":"0.00896344","Theta":"-0.03621425","Volume":0,"AskSize":14,"BidSize":24,"Strikes":["35"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4827","ExtrinsicValue":"1.005","IntrinsicValue":"17.195","ProbabilityITM":"0.9998","ProbabilityOTM":"0.0002","ProbabilityBE_IV":"0.4336","TheoreticalValue":"17.3505","DailyOpenInterest":0,"ImpliedVolatility":"0.9962","ProbabilityITM_IV":"0.8429","ProbabilityOTM_IV":"0.1571","StandardDeviation":"0.3419","TheoreticalValue_IV":"18.2"},{"Ask":"1.15","Bid":"0.4","Low":"0","Mid":"0.775","Rho":"-0.01574023","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P47.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"47.5"}],"Open":"0","Side":"Put","Vega":"0.05488241","Close":"0","Delta":"-0.23237638","Gamma":"0.0388748","Theta":"-0.0263592","Volume":0,"AskSize":34,"BidSize":13,"Strikes":["47.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1768","ExtrinsicValue":"1.15","IntrinsicValue":"0","ProbabilityITM":"0.207","ProbabilityOTM":"0.793","ProbabilityBE_IV":"0.2534","TheoreticalValue":"0.5921","DailyOpenInterest":0,"ImpliedVolatility":"0.4371","ProbabilityITM_IV":"0.2808","ProbabilityOTM_IV":"0.7192","StandardDeviation":"0.15","TheoreticalValue_IV":"1.15"},{"Ask":"2.75","Bid":"1","Low":"0","Mid":"1.875","Rho":"-0.03284744","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P52.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"52.5"}],"Open":"0","Side":"Put","Vega":"0.071588","Close":"0","Delta":"-0.47832417","Gamma":"0.05872097","Theta":"-0.02838055","Volume":0,"AskSize":24,"BidSize":43,"Strikes":["52.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3651","ExtrinsicValue":"2.445","IntrinsicValue":"0.305","ProbabilityITM":"0.5274","ProbabilityOTM":"0.4726","ProbabilityBE_IV":"0.3882","TheoreticalValue":"2.3976","DailyOpenInterest":0,"ImpliedVolatility":"0.3775","ProbabilityITM_IV":"0.5301","ProbabilityOTM_IV":"0.4699","StandardDeviation":"0.1296","TheoreticalValue_IV":"2.75"},{"Ask":"2.15","Bid":"0","Low":"0","Mid":"1.075","Rho":"0.01250271","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C70","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"70"}],"Open":"0","Side":"Call","Vega":"0.05627718","Close":"0","Delta":"0.24325593","Gamma":"0.0179182","Theta":"-0.06432737","Volume":0,"AskSize":60,"BidSize":0,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0045","ExtrinsicValue":"2.15","IntrinsicValue":"0","ProbabilityITM":"0.0045","ProbabilityOTM":"0.9955","ProbabilityBE_IV":"0.1512","TheoreticalValue":"0.0114","DailyOpenInterest":0,"ImpliedVolatility":"0.9725","ProbabilityITM_IV":"0.1513","ProbabilityOTM_IV":"0.8487","StandardDeviation":"0.3338","TheoreticalValue_IV":"2.15"},{"Ask":"2.15","Bid":"0","Low":"0","Mid":"1.075","Rho":"-0.01009405","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P32.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"32.5"}],"Open":"0","Side":"Put","Vega":"0.03636022","Close":"0","Delta":"-0.12195441","Gamma":"0.00729119","Theta":"-0.06400385","Volume":0,"AskSize":117,"BidSize":0,"Strikes":["32.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"2.15","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2632","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"1.5441","ProbabilityITM_IV":"0.2632","ProbabilityOTM_IV":"0.7368","StandardDeviation":"0.53","TheoreticalValue_IV":"2.15"},{"Ask":"20","Bid":"16","Low":"0","Mid":"18","Rho":"-0.06925227","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P70","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"70"}],"Open":"0","Side":"Put","Vega":"0.05879401","Close":"0","Delta":"-0.73560856","Gamma":"0.01753384","Theta":"-0.06453835","Volume":0,"AskSize":11,"BidSize":10,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5069","ExtrinsicValue":"2.195","IntrinsicValue":"17.805","ProbabilityITM":"0.9955","ProbabilityOTM":"0.0045","ProbabilityBE_IV":"0.566","TheoreticalValue":"17.805","DailyOpenInterest":0,"ImpliedVolatility":"1.0383","ProbabilityITM_IV":"0.8383","ProbabilityOTM_IV":"0.1617","StandardDeviation":"0.3564","TheoreticalValue_IV":"20"},{"Ask":"24","Bid":"20","Low":"0","Mid":"22","Rho":"0.02739924","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C30","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"30"}],"Open":"0","Side":"Call","Vega":"0.03092936","Close":"0","Delta":"0.90263059","Gamma":"0.00604948","Theta":"-0.05895576","Volume":0,"AskSize":10,"BidSize":11,"Strikes":["30"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4842","ExtrinsicValue":"1.805","IntrinsicValue":"22.195","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.3939","TheoreticalValue":"22.3281","DailyOpenInterest":0,"ImpliedVolatility":"1.5831","ProbabilityITM_IV":"0.7739","ProbabilityOTM_IV":"0.2261","StandardDeviation":"0.5434","TheoreticalValue_IV":"24"},{"Ask":"6.4","Bid":"4.8","Low":"0","Mid":"5.6","Rho":"0.03855144","High":"0","Last":"4","Legs":[{"Ratio":1,"Symbol":"EQH 261016C47.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"47.5"}],"Open":"0","Side":"Call","Vega":"0.05762698","Close":"4","Delta":"0.74567134","Gamma":"0.03579771","Theta":"-0.03653395","Volume":0,"AskSize":28,"BidSize":15,"Strikes":["47.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4","ProbabilityBE":"0.4395","ExtrinsicValue":"1.705","IntrinsicValue":"4.695","ProbabilityITM":"0.793","ProbabilityOTM":"0.207","ProbabilityBE_IV":"0.4409","TheoreticalValue":"5.4972","DailyOpenInterest":2,"ImpliedVolatility":"0.4985","ProbabilityITM_IV":"0.6877","ProbabilityOTM_IV":"0.3123","StandardDeviation":"0.1711","TheoreticalValue_IV":"6.4"},{"Ask":"15.5","Bid":"13.1","Low":"0","Mid":"14.3","Rho":"0.03814312","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C37.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"37.5"}],"Open":"0","Side":"Call","Vega":"0.02835301","Close":"0","Delta":"0.91341842","Gamma":"0.01105367","Theta":"-0.02932767","Volume":0,"AskSize":12,"BidSize":39,"Strikes":["37.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4818","ExtrinsicValue":"0.805","IntrinsicValue":"14.695","ProbabilityITM":"0.9982","ProbabilityOTM":"0.0018","ProbabilityBE_IV":"0.4474","TheoreticalValue":"14.8635","DailyOpenInterest":0,"ImpliedVolatility":"0.7942","ProbabilityITM_IV":"0.8618","ProbabilityOTM_IV":"0.1382","StandardDeviation":"0.2726","TheoreticalValue_IV":"15.5"},{"Ask":"7.2","Bid":"4.5","Low":"0","Mid":"5.85","Rho":"-0.04873872","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P57.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"57.5"}],"Open":"0","Side":"Put","Vega":"0.06655223","Close":"0","Delta":"-0.65017483","Gamma":"0.03700444","Theta":"-0.03860311","Volume":0,"AskSize":14,"BidSize":14,"Strikes":["57.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4722","ExtrinsicValue":"1.895","IntrinsicValue":"5.305","ProbabilityITM":"0.8088","ProbabilityOTM":"0.1912","ProbabilityBE_IV":"0.5086","TheoreticalValue":"5.8148","DailyOpenInterest":0,"ImpliedVolatility":"0.5569","ProbabilityITM_IV":"0.7182","ProbabilityOTM_IV":"0.2818","StandardDeviation":"0.1911","TheoreticalValue_IV":"7.2"},{"Ask":"1.75","Bid":"0","Low":"0","Mid":"0.875","Rho":"-0.01371338","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P42.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"42.5"}],"Open":"0","Side":"Put","Vega":"0.04846967","Close":"0","Delta":"-0.18812276","Gamma":"0.01830606","Theta":"-0.04473057","Volume":0,"AskSize":124,"BidSize":0,"Strikes":["42.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0348","ExtrinsicValue":"1.75","IntrinsicValue":"0","ProbabilityITM":"0.0359","ProbabilityOTM":"0.9641","ProbabilityBE_IV":"0.2716","TheoreticalValue":"0.0655","DailyOpenInterest":0,"ImpliedVolatility":"0.8198","ProbabilityITM_IV":"0.2734","ProbabilityOTM_IV":"0.7266","StandardDeviation":"0.2814","TheoreticalValue_IV":"1.75"},{"Ask":"1","Bid":"0","Low":"0","Mid":"0.5","Rho":"-0.00715721","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P35","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"35"}],"Open":"0","Side":"Put","Vega":"0.03073106","Close":"0","Delta":"-0.09652002","Gamma":"0.00909279","Theta":"-0.03654224","Volume":0,"AskSize":127,"BidSize":0,"Strikes":["35"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0002","ExtrinsicValue":"1","IntrinsicValue":"0","ProbabilityITM":"0.0002","ProbabilityOTM":"0.9998","ProbabilityBE_IV":"0.1733","TheoreticalValue":"0.0002","DailyOpenInterest":0,"ImpliedVolatility":"1.0465","ProbabilityITM_IV":"0.1733","ProbabilityOTM_IV":"0.8267","StandardDeviation":"0.3592","TheoreticalValue_IV":"1"},{"Ask":"2.35","Bid":"0","Low":"0","Mid":"1.175","Rho":"0.02297147","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C55","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"55"}],"Open":"0","Side":"Call","Vega":"0.07010932","Close":"0","Delta":"0.41627988","Gamma":"0.0457389","Theta":"-0.04044238","Volume":0,"AskSize":95,"BidSize":0,"Strikes":["55"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2439","ExtrinsicValue":"2.35","IntrinsicValue":"0","ProbabilityITM":"0.3155","ProbabilityOTM":"0.6845","ProbabilityBE_IV":"0.3007","TheoreticalValue":"1.3424","DailyOpenInterest":0,"ImpliedVolatility":"0.4746","ProbabilityITM_IV":"0.3539","ProbabilityOTM_IV":"0.6461","StandardDeviation":"0.1629","TheoreticalValue_IV":"2.35"},{"Ask":"2.15","Bid":"0","Low":"0","Mid":"1.075","Rho":"0.01132916","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C75","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"75"}],"Open":"0","Side":"Call","Vega":"0.0538006","Close":"0","Delta":"0.22428939","Gamma":"0.01516778","Theta":"-0.06926287","Volume":0,"AskSize":60,"BidSize":0,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0006","ExtrinsicValue":"2.15","IntrinsicValue":"0","ProbabilityITM":"0.0006","ProbabilityOTM":"0.9994","ProbabilityBE_IV":"0.128","TheoreticalValue":"0.0015","DailyOpenInterest":0,"ImpliedVolatility":"1.0983","ProbabilityITM_IV":"0.128","ProbabilityOTM_IV":"0.872","StandardDeviation":"0.377","TheoreticalValue_IV":"2.15"},{"Ask":"1","Bid":"0","Low":"0","Mid":"0.5","Rho":"-0.00799517","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016P37.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"37.5"}],"Open":"0","Side":"Put","Vega":"0.03380586","Close":"0","Delta":"-0.1100636","Gamma":"0.01150335","Theta":"-0.03485444","Volume":0,"AskSize":127,"BidSize":0,"Strikes":["37.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0018","ExtrinsicValue":"1","IntrinsicValue":"0","ProbabilityITM":"0.0018","ProbabilityOTM":"0.9982","ProbabilityBE_IV":"0.1806","TheoreticalValue":"0.0022","DailyOpenInterest":0,"ImpliedVolatility":"0.91","ProbabilityITM_IV":"0.1807","ProbabilityOTM_IV":"0.8193","StandardDeviation":"0.3123","TheoreticalValue_IV":"1"},{"Ask":"21.5","Bid":"17.5","Low":"0","Mid":"19.5","Rho":"0.029628","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C32.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"32.5"}],"Open":"0","Side":"Call","Vega":"0.03362542","Close":"0","Delta":"0.89075378","Gamma":"0.00741207","Theta":"-0.05714901","Volume":0,"AskSize":10,"BidSize":11,"Strikes":["32.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4834","ExtrinsicValue":"1.805","IntrinsicValue":"19.695","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4058","TheoreticalValue":"19.8392","DailyOpenInterest":0,"ImpliedVolatility":"1.4047","ProbabilityITM_IV":"0.7724","ProbabilityOTM_IV":"0.2276","StandardDeviation":"0.4821","TheoreticalValue_IV":"21.5"},{"Ask":"8.2","Bid":"6.9","Low":"0","Mid":"7.55","Rho":"0.04220766","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C45","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"45"}],"Open":"0","Side":"Call","Vega":"0.0438597","Close":"0","Delta":"0.83924794","Gamma":"0.02776622","Theta":"-0.02844719","Volume":0,"AskSize":19,"BidSize":16,"Strikes":["45"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4648","ExtrinsicValue":"1.005","IntrinsicValue":"7.195","ProbabilityITM":"0.9024","ProbabilityOTM":"0.0976","ProbabilityBE_IV":"0.4579","TheoreticalValue":"7.6171","DailyOpenInterest":0,"ImpliedVolatility":"0.4891","ProbabilityITM_IV":"0.7947","ProbabilityOTM_IV":"0.2053","StandardDeviation":"0.1679","TheoreticalValue_IV":"8.2"},{"Ask":"10.5","Bid":"9","Low":"0","Mid":"9.75","Rho":"0.04223446","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EQH 261016C42.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"42.5"}],"Open":"0","Side":"Call","Vega":"0.03515176","Close":"0","Delta":"0.88374662","Gamma":"0.01960746","Theta":"-0.02620897","Volume":0,"AskSize":10,"BidSize":38,"Strikes":["42.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.476","ExtrinsicValue":"0.805","IntrinsicValue":"9.695","ProbabilityITM":"0.9641","ProbabilityOTM":"0.0359","ProbabilityBE_IV":"0.4611","TheoreticalValue":"9.949","DailyOpenInterest":0,"ImpliedVolatility":"0.5551","ProbabilityITM_IV":"0.842","ProbabilityOTM_IV":"0.158","StandardDeviation":"0.1905","TheoreticalValue_IV":"10.5"}],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:22.657Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:20.692Z","closedAt":null},{"signalId":"DDV1_BATS_WTW_D_L_1788355800000","symbol":"WTW","timeframe":"D","underlyingEntryPrice":340.13,"predictedHoldBars":11.139190201760137,"predictedMfeR":0.4662243427631096,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:22.651Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:20.495Z","closedAt":null},{"signalId":"DDV1_BATS_COTY_D_L_1788355800000","symbol":"COTY","timeframe":"D","underlyingEntryPrice":2.92,"predictedHoldBars":4.0168615599316775,"predictedMfeR":0.3362144789828956,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"0.00044109","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"COTY 261016C4","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"4"}],"Open":"0","Side":"Call","Vega":"0.00228922","Close":"0.05","Delta":"0.14405614","Gamma":"0.30062791","Theta":"-0.00201754","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["4"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0.0489","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.0513","ProbabilityOTM":"0.9487","ProbabilityBE_IV":"0.0905","TheoreticalValue":"0.0186","DailyOpenInterest":30,"ImpliedVolatility":"0.7482","ProbabilityITM_IV":"0.0934","ProbabilityOTM_IV":"0.9066","StandardDeviation":"0.2568","TheoreticalValue_IV":"0.05"},{"Ask":"1.4","Bid":"0.65","Low":"0","Mid":"1.025","Rho":"0.0011552","High":"0","Last":"0.95","Legs":[{"Ratio":1,"Symbol":"COTY 261016C2","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"2"}],"Open":"0","Side":"Call","Vega":"0.00273401","Close":"0.95","Delta":"0.81040192","Gamma":"0.10210045","Theta":"-0.0084128","Volume":0,"AskSize":291,"BidSize":481,"Strikes":["2"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.95","ProbabilityBE":"0.4596","ExtrinsicValue":"0.47","IntrinsicValue":"0.93","ProbabilityITM":"0.9663","ProbabilityOTM":"0.0337","ProbabilityBE_IV":"0.3252","TheoreticalValue":"0.9438","DailyOpenInterest":9,"ImpliedVolatility":"2.6312","ProbabilityITM_IV":"0.4894","ProbabilityOTM_IV":"0.5106","StandardDeviation":"0.9031","TheoreticalValue_IV":"1.4"},{"Ask":"0.65","Bid":"0","Low":"0","Mid":"0.325","Rho":"-0.00140579","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"COTY 261016P2","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"2"}],"Open":"0","Side":"Put","Vega":"0.00265611","Close":"0.05","Delta":"-0.18097467","Gamma":"0.07789818","Theta":"-0.0101615","Volume":0,"AskSize":3158,"BidSize":0,"Strikes":["2"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0.0328","ExtrinsicValue":"0.65","IntrinsicValue":"0","ProbabilityITM":"0.0337","ProbabilityOTM":"0.9663","ProbabilityBE_IV":"0.5947","TheoreticalValue":"0.0049","DailyOpenInterest":8,"ImpliedVolatility":"3.3504","ProbabilityITM_IV":"0.5956","ProbabilityOTM_IV":"0.4044","StandardDeviation":"1.15","TheoreticalValue_IV":"0.65"},{"Ask":"0.6","Bid":"0","Low":"0","Mid":"0.3","Rho":"-0.00091203","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"COTY 261016P1","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"1"}],"Open":"0","Side":"Put","Vega":"0.00103376","Close":"0","Delta":"-0.04959773","Gamma":"0.01459194","Theta":"-0.00823665","Volume":0,"AskSize":2450,"BidSize":0,"Strikes":["1"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.6","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.7728","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"6.9612","ProbabilityITM_IV":"0.7728","ProbabilityOTM_IV":"0.2272","StandardDeviation":"2.3893","TheoreticalValue_IV":"0.6"},{"Ask":"3.6","Bid":"2.6","Low":"0","Mid":"3.1","Rho":"-0.00626128","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"COTY 261016P6","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"6"}],"Open":"0","Side":"Put","Vega":"0.00401143","Close":"0","Delta":"-0.5322404","Gamma":"0.12167069","Theta":"-0.01447434","Volume":0,"AskSize":190,"BidSize":311,"Strikes":["6"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5311","ExtrinsicValue":"0.53","IntrinsicValue":"3.07","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.7101","TheoreticalValue":"3.07","DailyOpenInterest":0,"ImpliedVolatility":"3.2396","ProbabilityITM_IV":"0.8842","ProbabilityOTM_IV":"0.1158","StandardDeviation":"1.1119","TheoreticalValue_IV":"3.6"},{"Ask":"1.45","Bid":"0.7","Low":"0","Mid":"1.075","Rho":"-0.00372928","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"COTY 261016P4","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"4"}],"Open":"0","Side":"Put","Vega":"0.0039519","Close":"0","Delta":"-0.57570251","Gamma":"0.21725495","Theta":"-0.0078391","Volume":0,"AskSize":249,"BidSize":405,"Strikes":["4"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5293","ExtrinsicValue":"0.38","IntrinsicValue":"1.07","ProbabilityITM":"0.9487","ProbabilityOTM":"0.0513","ProbabilityBE_IV":"0.6175","TheoreticalValue":"1.0727","DailyOpenInterest":0,"ImpliedVolatility":"1.7874","ProbabilityITM_IV":"0.79","ProbabilityOTM_IV":"0.21","StandardDeviation":"0.6135","TheoreticalValue_IV":"1.45"},{"Ask":"0.3","Bid":"0.2","Low":"0.2","Mid":"0.25","Rho":"0.00147853","High":"0.2","Last":"0.2","Legs":[{"Ratio":1,"Symbol":"COTY 261016C3","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"3"}],"Open":"0.2","Side":"Call","Vega":"0.00401462","Close":"0.2","Delta":"0.5280636","Gamma":"0.48776627","Theta":"-0.00388","Volume":1,"AskSize":1248,"BidSize":8,"Strikes":["3"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.2","ProbabilityBE":"0.2975","ExtrinsicValue":"0.3","IntrinsicValue":"0","ProbabilityITM":"0.4224","ProbabilityOTM":"0.5776","ProbabilityBE_IV":"0.3265","TheoreticalValue":"0.2087","DailyOpenInterest":300,"ImpliedVolatility":"0.8087","ProbabilityITM_IV":"0.4176","ProbabilityOTM_IV":"0.5824","StandardDeviation":"0.2776","TheoreticalValue_IV":"0.3"},{"Ask":"2.45","Bid":"1.7","Low":"0","Mid":"2.075","Rho":"-0.00505138","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"COTY 261016P5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"5"}],"Open":"0","Side":"Put","Vega":"0.00388778","Close":"0","Delta":"-0.60372263","Gamma":"0.16449037","Theta":"-0.00999577","Volume":0,"AskSize":223,"BidSize":380,"Strikes":["5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5311","ExtrinsicValue":"0.38","IntrinsicValue":"2.07","ProbabilityITM":"0.997","ProbabilityOTM":"0.003","ProbabilityBE_IV":"0.6533","TheoreticalValue":"2.07","DailyOpenInterest":0,"ImpliedVolatility":"2.3224","ProbabilityITM_IV":"0.856","ProbabilityOTM_IV":"0.144","StandardDeviation":"0.7971","TheoreticalValue_IV":"2.45"},{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"0.00032144","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"COTY 261016C5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"5"}],"Open":"0","Side":"Call","Vega":"0.00189207","Close":"0","Delta":"0.109608","Gamma":"0.1709975","Theta":"-0.002405","Volume":0,"AskSize":165,"BidSize":0,"Strikes":["5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.003","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.003","ProbabilityOTM":"0.997","ProbabilityBE_IV":"0.0544","TheoreticalValue":"0.001","DailyOpenInterest":0,"ImpliedVolatility":"1.0872","ProbabilityITM_IV":"0.0545","ProbabilityOTM_IV":"0.9455","StandardDeviation":"0.3732","TheoreticalValue_IV":"0.05"},{"Ask":"0.6","Bid":"0","Low":"0","Mid":"0.3","Rho":"0.00080966","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"COTY 261016C6","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"6"}],"Open":"0","Side":"Call","Vega":"0.00397569","Close":"0","Delta":"0.43788064","Gamma":"0.12841352","Theta":"-0.01404623","Volume":0,"AskSize":3094,"BidSize":0,"Strikes":["6"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0001","ExtrinsicValue":"0.6","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.1143","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"3.0422","ProbabilityITM_IV":"0.1143","ProbabilityOTM_IV":"0.8857","StandardDeviation":"1.0442","TheoreticalValue_IV":"0.6"},{"Ask":"2.35","Bid":"1.6","Low":"0","Mid":"1.975","Rho":"0.00045462","High":"0","Last":"1.75","Legs":[{"Ratio":1,"Symbol":"COTY 261016C1","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"1"}],"Open":"0","Side":"Call","Vega":"0.00131048","Close":"1.75","Delta":"0.9329357","Gamma":"0.02477061","Theta":"-0.00791154","Volume":0,"AskSize":276,"BidSize":455,"Strikes":["1"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.75","ProbabilityBE":"0.4659","ExtrinsicValue":"0.42","IntrinsicValue":"1.93","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.1859","TheoreticalValue":"1.9344","DailyOpenInterest":1,"ImpliedVolatility":"5.1984","ProbabilityITM_IV":"0.3852","ProbabilityOTM_IV":"0.6148","StandardDeviation":"1.7843","TheoreticalValue_IV":"2.35"},{"Ask":"0.75","Bid":"0.05","Low":"0","Mid":"0.4","Rho":"-0.00224414","High":"0","Last":"0.35","Legs":[{"Ratio":1,"Symbol":"COTY 261016P3","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"3"}],"Open":"0","Side":"Put","Vega":"0.00386939","Close":"0.35","Delta":"-0.3895685","Gamma":"0.21030523","Theta":"-0.0078891","Volume":0,"AskSize":2692,"BidSize":3078,"Strikes":["3"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.35","ProbabilityBE":"0.3945","ExtrinsicValue":"0.68","IntrinsicValue":"0.07","ProbabilityITM":"0.5776","ProbabilityOTM":"0.4224","ProbabilityBE_IV":"0.5765","TheoreticalValue":"0.266","DailyOpenInterest":20,"ImpliedVolatility":"1.8079","ProbabilityITM_IV":"0.6338","ProbabilityOTM_IV":"0.3662","StandardDeviation":"0.6205","TheoreticalValue_IV":"0.75"}],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:22.407Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:18.930Z","closedAt":null},{"signalId":"DDV1_BATS_HALO_D_L_1788355800000","symbol":"HALO","timeframe":"D","underlyingEntryPrice":109.84,"predictedHoldBars":1.3849592699444533,"predictedMfeR":0.27962072674011046,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[{"Ask":"1.15","Bid":"0","Low":"0","Mid":"0.575","Rho":"-0.00859415","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HALO 261016P65","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"65"}],"Open":"0","Side":"Put","Vega":"0.04244766","Close":"0","Delta":"-0.05519302","Gamma":"0.00265152","Theta":"-0.0534848","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0002","ExtrinsicValue":"1.15","IntrinsicValue":"0","ProbabilityITM":"0.0002","ProbabilityOTM":"0.9998","ProbabilityBE_IV":"0.112","TheoreticalValue":"0.0004","DailyOpenInterest":0,"ImpliedVolatility":"1.1056","ProbabilityITM_IV":"0.112","ProbabilityOTM_IV":"0.888","StandardDeviation":"0.3795","TheoreticalValue_IV":"1.15"},{"Ask":"3.5","Bid":"2.35","Low":"0","Mid":"2.925","Rho":"0.04877563","High":"0","Last":"2.69","Legs":[{"Ratio":1,"Symbol":"HALO 261016C115","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"115"}],"Open":"0","Side":"Call","Vega":"0.14738669","Close":"2.69","Delta":"0.40395394","Gamma":"0.02995356","Theta":"-0.06210232","Volume":0,"AskSize":1,"BidSize":9,"Strikes":["115"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.69","ProbabilityBE":"0.277","ExtrinsicValue":"3.5","IntrinsicValue":"0","ProbabilityITM":"0.3767","ProbabilityOTM":"0.6233","ProbabilityBE_IV":"0.2395","TheoreticalValue":"4.7756","DailyOpenInterest":37,"ImpliedVolatility":"0.3398","ProbabilityITM_IV":"0.3594","ProbabilityOTM_IV":"0.6406","StandardDeviation":"0.1166","TheoreticalValue_IV":"3.4999"}],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:32:22.007Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:32:18.562Z","closedAt":null},{"signalId":"DDV1_BATS_CART_D_L_1788355800000","symbol":"CART","timeframe":"D","underlyingEntryPrice":51.5,"predictedHoldBars":1.2984976392853491,"predictedMfeR":0.3578250819760724,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-10-23T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:31:12.516Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:31:00.044Z","closedAt":null},{"signalId":"DDV1_BATS_EWBC_D_L_1788355800000","symbol":"EWBC","timeframe":"D","underlyingEntryPrice":128.97,"predictedHoldBars":7.351380129248335,"predictedMfeR":0.23582597106621178,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:31:12.519Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:30:58.410Z","closedAt":null},{"signalId":"DDV1_BATS_AMCR_D_L_1788355800000","symbol":"AMCR","timeframe":"D","underlyingEntryPrice":46.74,"predictedHoldBars":14.929766882524325,"predictedMfeR":0.6701717275256833,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:31:12.522Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:30:58.396Z","closedAt":null},{"signalId":"DDV1_BATS_GPC_D_L_1788355800000","symbol":"GPC","timeframe":"D","underlyingEntryPrice":137.63,"predictedHoldBars":10.440508183740869,"predictedMfeR":0.5355404286221273,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-03T13:31:05.719Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-03T13:30:58.391Z","closedAt":null},{"signalId":"DDV1_BATS_ACN_60_L_1788366600000","symbol":"ACN","timeframe":"60","underlyingEntryPrice":187.2,"predictedHoldBars":8.615904222560866,"predictedMfeR":0.28782521312396403,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"call_debit_spread","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"19.3","Bid":"17.6","Low":"19.1","Mid":"18.45","Rho":"0.06054936","High":"19.5","Last":"19.48","Legs":[{"Ratio":1,"Symbol":"ACN 260918C170","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"19.1","Side":"Call","Vega":"0.09717074","Close":"19.48","Delta":"0.83615266","Gamma":"0.012457","Theta":"-0.1663752","Volume":11,"AskSize":91,"BidSize":187,"Strikes":["170"],"NetChange":"0.23","NetChangePct":"0.0119","PreviousClose":"19.25","ProbabilityBE":"0.4339","ExtrinsicValue":"2.09","IntrinsicValue":"17.21","ProbabilityITM":"0.7782","ProbabilityOTM":"0.2218","ProbabilityBE_IV":"0.4313","TheoreticalValue":"19.9245","DailyOpenInterest":568,"ImpliedVolatility":"0.5045","ProbabilityITM_IV":"0.8086","ProbabilityOTM_IV":"0.1914","StandardDeviation":"0.1056","TheoreticalValue_IV":"19.3"},{"Ask":"0.9","Bid":"0.4","Low":"0.7","Mid":"0.65","Rho":"-0.0083312","High":"0.7","Last":"0.7","Legs":[{"Ratio":1,"Symbol":"ACN 260918P165","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"165"}],"Open":"0.7","Side":"Put","Vega":"0.0670073","Close":"0.7","Delta":"-0.09605754","Gamma":"0.00891579","Theta":"-0.09916489","Volume":26,"AskSize":343,"BidSize":120,"Strikes":["165"],"NetChange":"0.14","NetChangePct":"0.25","PreviousClose":"0.56","ProbabilityBE":"0.137","ExtrinsicValue":"0.9","IntrinsicValue":"0","ProbabilityITM":"0.1545","ProbabilityOTM":"0.8455","ProbabilityBE_IV":"0.0982","TheoreticalValue":"1.4981","DailyOpenInterest":1345,"ImpliedVolatility":"0.486","ProbabilityITM_IV":"0.1146","ProbabilityOTM_IV":"0.8854","StandardDeviation":"0.1018","TheoreticalValue_IV":"0.9"},{"Ask":"0.15","Bid":"0","Low":"0","Mid":"0.075","Rho":"0.00137992","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"ACN 260918C250","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"250"}],"Open":"0","Side":"Call","Vega":"0.0170006","Close":"0.05","Delta":"0.01750765","Gamma":"0.0017461","Theta":"-0.0335582","Volume":0,"AskSize":494,"BidSize":0,"Strikes":["250"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0.0065","ExtrinsicValue":"0.15","IntrinsicValue":"0","ProbabilityITM":"0.0066","ProbabilityOTM":"0.9934","ProbabilityBE_IV":"0.0125","TheoreticalValue":"0.0658","DailyOpenInterest":331,"ImpliedVolatility":"0.6296","ProbabilityITM_IV":"0.0125","ProbabilityOTM_IV":"0.9875","StandardDeviation":"0.1318","TheoreticalValue_IV":"0.15"},{"Ask":"13.2","Bid":"12.1","Low":"0","Mid":"12.65","Rho":"-0.06328038","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918P197.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"197.5"}],"Open":"0","Side":"Put","Vega":"0.1375904","Close":"0","Delta":"-0.69574948","Gamma":"0.02013867","Theta":"-0.17392599","Volume":0,"AskSize":53,"BidSize":56,"Strikes":["197.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4337","ExtrinsicValue":"2.91","IntrinsicValue":"10.29","ProbabilityITM":"0.6899","ProbabilityOTM":"0.3101","ProbabilityBE_IV":"0.4038","TheoreticalValue":"14.9582","DailyOpenInterest":0,"ImpliedVolatility":"0.4418","ProbabilityITM_IV":"0.7274","ProbabilityOTM_IV":"0.2726","StandardDeviation":"0.0925","TheoreticalValue_IV":"13.2"},{"Ask":"0.1","Bid":"0","Low":"0","Mid":"0.05","Rho":"0.00091395","High":"0","Last":"0.13","Legs":[{"Ratio":1,"Symbol":"ACN 260918C260","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"260"}],"Open":"0","Side":"Call","Vega":"0.01192537","Close":"0.13","Delta":"0.01159919","Gamma":"0.00115996","Theta":"-0.02483132","Volume":0,"AskSize":100,"BidSize":0,"Strikes":["260"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.13","ProbabilityBE":"0.0025","ExtrinsicValue":"0.1","IntrinsicValue":"0","ProbabilityITM":"0.0025","ProbabilityOTM":"0.9975","ProbabilityBE_IV":"0.008","TheoreticalValue":"0.0235","DailyOpenInterest":307,"ImpliedVolatility":"0.6649","ProbabilityITM_IV":"0.008","ProbabilityOTM_IV":"0.992","StandardDeviation":"0.1392","TheoreticalValue_IV":"0.1"},{"Ask":"6.5","Bid":"6","Low":"6.35","Mid":"6.25","Rho":"-0.04268502","High":"6.9","Last":"6.9","Legs":[{"Ratio":1,"Symbol":"ACN 260918P187.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"187.5"}],"Open":"6.35","Side":"Put","Vega":"0.15671911","Close":"6.9","Delta":"-0.48209552","Gamma":"0.02443615","Theta":"-0.19181447","Volume":4,"AskSize":56,"BidSize":42,"Strikes":["187.5"],"NetChange":"1.3","NetChangePct":"0.2321","PreviousClose":"5.6","ProbabilityBE":"0.3635","ExtrinsicValue":"6.21","IntrinsicValue":"0.29","ProbabilityITM":"0.5233","ProbabilityOTM":"0.4767","ProbabilityBE_IV":"0.3037","TheoreticalValue":"8.8663","DailyOpenInterest":25,"ImpliedVolatility":"0.4148","ProbabilityITM_IV":"0.5168","ProbabilityOTM_IV":"0.4832","StandardDeviation":"0.0868","TheoreticalValue_IV":"6.4999"},{"Ask":"5.4","Bid":"5.1","Low":"4.81","Mid":"5.25","Rho":"0.0354079","High":"5.4","Last":"5.1","Legs":[{"Ratio":1,"Symbol":"ACN 260918C190","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"190"}],"Open":"5.3","Side":"Call","Vega":"0.15598699","Close":"5.1","Delta":"0.45752146","Gamma":"0.02426419","Theta":"-0.20964179","Volume":11,"AskSize":29,"BidSize":1,"Strikes":["190"],"NetChange":"-0.9","NetChangePct":"-0.15","PreviousClose":"6","ProbabilityBE":"0.3064","ExtrinsicValue":"5.4","IntrinsicValue":"0","ProbabilityITM":"0.4325","ProbabilityOTM":"0.5675","ProbabilityBE_IV":"0.2573","TheoreticalValue":"7.7467","DailyOpenInterest":864,"ImpliedVolatility":"0.4157","ProbabilityITM_IV":"0.4231","ProbabilityOTM_IV":"0.5769","StandardDeviation":"0.087","TheoreticalValue_IV":"5.4"},{"Ask":"74","Bid":"71.8","Low":"0","Mid":"72.9","Rho":"-0.10678695","High":"0","Last":"69.22","Legs":[{"Ratio":1,"Symbol":"ACN 260918P260","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"260"}],"Open":"0","Side":"Put","Vega":"0.07122007","Close":"69.22","Delta":"-0.89557474","Gamma":"0.00407217","Theta":"-0.2250885","Volume":0,"AskSize":31,"BidSize":26,"Strikes":["260"],"NetChange":"0","NetChangePct":"0","PreviousClose":"69.22","ProbabilityBE":"0.5181","ExtrinsicValue":"1.21","IntrinsicValue":"72.79","ProbabilityITM":"0.9975","ProbabilityOTM":"0.0025","ProbabilityBE_IV":"0.5445","TheoreticalValue":"72.79","DailyOpenInterest":8,"ImpliedVolatility":"1.131","ProbabilityITM_IV":"0.9325","ProbabilityOTM_IV":"0.0675","StandardDeviation":"0.2368","TheoreticalValue_IV":"74"},{"Ask":"1.2","Bid":"0.95","Low":"0.87","Mid":"1.075","Rho":"-0.01150698","High":"1.19","Last":"1.14","Legs":[{"Ratio":1,"Symbol":"ACN 260918P170","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"170"}],"Open":"1","Side":"Put","Vega":"0.08446503","Close":"1.14","Delta":"-0.13290425","Gamma":"0.01247735","Theta":"-0.11211179","Volume":124,"AskSize":225,"BidSize":64,"Strikes":["170"],"NetChange":"-0.13","NetChangePct":"-0.1024","PreviousClose":"1.27","ProbabilityBE":"0.1875","ExtrinsicValue":"1.2","IntrinsicValue":"0","ProbabilityITM":"0.2218","ProbabilityOTM":"0.7782","ProbabilityBE_IV":"0.1195","TheoreticalValue":"2.4324","DailyOpenInterest":2026,"ImpliedVolatility":"0.4378","ProbabilityITM_IV":"0.1537","ProbabilityOTM_IV":"0.8463","StandardDeviation":"0.0917","TheoreticalValue_IV":"1.2"},{"Ask":"0.85","Bid":"0.25","Low":"0","Mid":"0.55","Rho":"-0.0075015","High":"0","Last":"0.75","Legs":[{"Ratio":1,"Symbol":"ACN 260918P162.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"162.5"}],"Open":"0","Side":"Put","Vega":"0.06187881","Close":"0.75","Delta":"-0.0862795","Gamma":"0.00768457","Theta":"-0.09828934","Volume":0,"AskSize":308,"BidSize":25,"Strikes":["162.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.75","ProbabilityBE":"0.114","ExtrinsicValue":"0.85","IntrinsicValue":"0","ProbabilityITM":"0.126","ProbabilityOTM":"0.874","ProbabilityBE_IV":"0.0935","TheoreticalValue":"1.1487","DailyOpenInterest":24,"ImpliedVolatility":"0.5207","ProbabilityITM_IV":"0.1048","ProbabilityOTM_IV":"0.8952","StandardDeviation":"0.109","TheoreticalValue_IV":"0.85"},{"Ask":"0.15","Bid":"0","Low":"0.09","Mid":"0.075","Rho":"0.00154848","High":"0.09","Last":"0.09","Legs":[{"Ratio":1,"Symbol":"ACN 260918C240","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"240"}],"Open":"0.09","Side":"Call","Vega":"0.01867401","Close":"0.09","Delta":"0.01954835","Gamma":"0.00218082","Theta":"-0.03246912","Volume":1,"AskSize":302,"BidSize":0,"Strikes":["240"],"NetChange":"-0.05","NetChangePct":"-0.3571","PreviousClose":"0.14","ProbabilityBE":"0.0161","ExtrinsicValue":"0.15","IntrinsicValue":"0","ProbabilityITM":"0.0164","ProbabilityOTM":"0.9836","ProbabilityBE_IV":"0.0144","TheoreticalValue":"0.1736","DailyOpenInterest":408,"ImpliedVolatility":"0.5538","ProbabilityITM_IV":"0.0146","ProbabilityOTM_IV":"0.9854","StandardDeviation":"0.1159","TheoreticalValue_IV":"0.15"},{"Ask":"54.1","Bid":"51.8","Low":"0","Mid":"52.95","Rho":"-0.09712851","High":"0","Last":"50","Legs":[{"Ratio":1,"Symbol":"ACN 260918P240","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"240"}],"Open":"0","Side":"Put","Vega":"0.07567243","Close":"50","Delta":"-0.88638351","Gamma":"0.00542511","Theta":"-0.18918521","Volume":0,"AskSize":63,"BidSize":33,"Strikes":["240"],"NetChange":"0","NetChangePct":"0","PreviousClose":"50","ProbabilityBE":"0.5181","ExtrinsicValue":"1.31","IntrinsicValue":"52.79","ProbabilityITM":"0.9836","ProbabilityOTM":"0.0164","ProbabilityBE_IV":"0.5342","TheoreticalValue":"52.79","DailyOpenInterest":54,"ImpliedVolatility":"0.902","ProbabilityITM_IV":"0.9188","ProbabilityOTM_IV":"0.0812","StandardDeviation":"0.1889","TheoreticalValue_IV":"54.1"},{"Ask":"2.05","Bid":"1.7","Low":"1.92","Mid":"1.875","Rho":"-0.01802796","High":"2.2","Last":"2.15","Legs":[{"Ratio":1,"Symbol":"ACN 260918P175","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"175"}],"Open":"1.92","Side":"Put","Vega":"0.11247363","Close":"2.15","Delta":"-0.20731454","Gamma":"0.01704372","Theta":"-0.14480743","Volume":4,"AskSize":78,"BidSize":87,"Strikes":["175"],"NetChange":"0.33","NetChangePct":"0.1813","PreviousClose":"1.82","ProbabilityBE":"0.2409","ExtrinsicValue":"2.05","IntrinsicValue":"0","ProbabilityITM":"0.3008","ProbabilityOTM":"0.6992","ProbabilityBE_IV":"0.1668","TheoreticalValue":"3.7333","DailyOpenInterest":767,"ImpliedVolatility":"0.4268","ProbabilityITM_IV":"0.2339","ProbabilityOTM_IV":"0.7661","StandardDeviation":"0.0894","TheoreticalValue_IV":"2.05"},{"Ask":"1.5","Bid":"1.05","Low":"1.1","Mid":"1.275","Rho":"0.01359681","High":"1.38","Last":"1.38","Legs":[{"Ratio":1,"Symbol":"ACN 260918C205","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"205"}],"Open":"1.35","Side":"Call","Vega":"0.10048904","Close":"1.38","Delta":"0.17262644","Gamma":"0.01514748","Theta":"-0.1370395","Volume":11,"AskSize":128,"BidSize":351,"Strikes":["205"],"NetChange":"-0.16","NetChangePct":"-0.1039","PreviousClose":"1.54","ProbabilityBE":"0.1753","ExtrinsicValue":"1.5","IntrinsicValue":"0","ProbabilityITM":"0.2092","ProbabilityOTM":"0.7908","ProbabilityBE_IV":"0.1155","TheoreticalValue":"3.049","DailyOpenInterest":707,"ImpliedVolatility":"0.429","ProbabilityITM_IV":"0.1506","ProbabilityOTM_IV":"0.8494","StandardDeviation":"0.0898","TheoreticalValue_IV":"1.5"},{"Ask":"0.4","Bid":"0","Low":"0.2","Mid":"0.2","Rho":"-0.0027721","High":"0.2","Last":"0.2","Legs":[{"Ratio":1,"Symbol":"ACN 260918P140","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"140"}],"Open":"0.2","Side":"Put","Vega":"0.02780425","Close":"0.2","Delta":"-0.03142474","Gamma":"0.00229786","Theta":"-0.06690235","Volume":1,"AskSize":558,"BidSize":0,"Strikes":["140"],"NetChange":"-0.01","NetChangePct":"-0.0476","PreviousClose":"0.21","ProbabilityBE":"0.0081","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0082","ProbabilityOTM":"0.9918","ProbabilityBE_IV":"0.0448","TheoreticalValue":"0.0436","DailyOpenInterest":1197,"ImpliedVolatility":"0.7825","ProbabilityITM_IV":"0.045","ProbabilityOTM_IV":"0.955","StandardDeviation":"0.1638","TheoreticalValue_IV":"0.4"},{"Ask":"0.3","Bid":"0.1","Low":"0.23","Mid":"0.2","Rho":"0.00321268","High":"0.32","Last":"0.23","Legs":[{"Ratio":1,"Symbol":"ACN 260918C225","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"225"}],"Open":"0.32","Side":"Call","Vega":"0.03422844","Close":"0.23","Delta":"0.04049775","Gamma":"0.00458221","Theta":"-0.05209016","Volume":2,"AskSize":243,"BidSize":90,"Strikes":["225"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.23","ProbabilityBE":"0.0529","ExtrinsicValue":"0.3","IntrinsicValue":"0","ProbabilityITM":"0.0556","ProbabilityOTM":"0.9444","ProbabilityBE_IV":"0.0304","TheoreticalValue":"0.6611","DailyOpenInterest":111,"ImpliedVolatility":"0.4831","ProbabilityITM_IV":"0.0324","ProbabilityOTM_IV":"0.9676","StandardDeviation":"0.1011","TheoreticalValue_IV":"0.3"},{"Ask":"5.3","Bid":"5","Low":"5","Mid":"5.15","Rho":"-0.03713087","High":"6","Last":"5","Legs":[{"Ratio":1,"Symbol":"ACN 260918P185","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"185"}],"Open":"5.12","Side":"Put","Vega":"0.15381071","Close":"5","Delta":"-0.42124997","Gamma":"0.02392346","Theta":"-0.18986031","Volume":303,"AskSize":23,"BidSize":1,"Strikes":["185"],"NetChange":"-0.18","NetChangePct":"-0.0347","PreviousClose":"5.18","ProbabilityBE":"0.3416","ExtrinsicValue":"5.3","IntrinsicValue":"0","ProbabilityITM":"0.4783","ProbabilityOTM":"0.5217","ProbabilityBE_IV":"0.2767","TheoreticalValue":"7.6145","DailyOpenInterest":345,"ImpliedVolatility":"0.4158","ProbabilityITM_IV":"0.4557","ProbabilityOTM_IV":"0.5443","StandardDeviation":"0.0871","TheoreticalValue_IV":"5.3"},{"Ask":"0.95","Bid":"0.65","Low":"0.75","Mid":"0.8","Rho":"0.00927764","High":"0.85","Last":"0.82","Legs":[{"Ratio":1,"Symbol":"ACN 260918C210","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"210"}],"Open":"0.85","Side":"Call","Vega":"0.07745313","Close":"0.82","Delta":"0.11739715","Gamma":"0.01146759","Theta":"-0.10721019","Volume":5,"AskSize":307,"BidSize":77,"Strikes":["210"],"NetChange":"-0.13","NetChangePct":"-0.1368","PreviousClose":"0.95","ProbabilityBE":"0.1362","ExtrinsicValue":"0.95","IntrinsicValue":"0","ProbabilityITM":"0.1558","ProbabilityOTM":"0.8442","ProbabilityBE_IV":"0.0822","TheoreticalValue":"2.1428","DailyOpenInterest":1818,"ImpliedVolatility":"0.4368","ProbabilityITM_IV":"0.1003","ProbabilityOTM_IV":"0.8997","StandardDeviation":"0.0915","TheoreticalValue_IV":"0.95"},{"Ask":"11.3","Bid":"10.1","Low":"10.67","Mid":"10.7","Rho":"0.05156874","High":"10.67","Last":"10.67","Legs":[{"Ratio":1,"Symbol":"ACN 260918C180","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"180"}],"Open":"10.67","Side":"Call","Vega":"0.13974901","Close":"10.67","Delta":"0.68469324","Gamma":"0.02010907","Theta":"-0.20708236","Volume":1,"AskSize":98,"BidSize":111,"Strikes":["180"],"NetChange":"-0.93","NetChangePct":"-0.0802","PreviousClose":"11.6","ProbabilityBE":"0.3821","ExtrinsicValue":"4.09","IntrinsicValue":"7.21","ProbabilityITM":"0.6122","ProbabilityOTM":"0.3878","ProbabilityBE_IV":"0.3632","TheoreticalValue":"12.9575","DailyOpenInterest":1879,"ImpliedVolatility":"0.4494","ProbabilityITM_IV":"0.6504","ProbabilityOTM_IV":"0.3496","StandardDeviation":"0.0941","TheoreticalValue_IV":"11.3001"},{"Ask":"0.4","Bid":"0.15","Low":"0.36","Mid":"0.275","Rho":"0.00429834","High":"0.4","Last":"0.36","Legs":[{"Ratio":1,"Symbol":"ACN 260918C220","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"220"}],"Open":"0.4","Side":"Call","Vega":"0.04322478","Close":"0.36","Delta":"0.0541759","Gamma":"0.00607966","Theta":"-0.06271216","Volume":3,"AskSize":104,"BidSize":244,"Strikes":["220"],"NetChange":"-0.04","NetChangePct":"-0.1","PreviousClose":"0.4","ProbabilityBE":"0.0747","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0802","ProbabilityOTM":"0.9198","ProbabilityBE_IV":"0.0401","TheoreticalValue":"0.9971","DailyOpenInterest":555,"ImpliedVolatility":"0.4598","ProbabilityITM_IV":"0.0444","ProbabilityOTM_IV":"0.9556","StandardDeviation":"0.0963","TheoreticalValue_IV":"0.4"},{"Ask":"26.3","Bid":"23.6","Low":"0","Mid":"24.95","Rho":"0.06178731","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918C162.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"162.5"}],"Open":"0","Side":"Call","Vega":"0.07464777","Close":"0","Delta":"0.88853146","Gamma":"0.00819072","Theta":"-0.15107153","Volume":0,"AskSize":27,"BidSize":88,"Strikes":["162.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4566","ExtrinsicValue":"1.59","IntrinsicValue":"24.71","ProbabilityITM":"0.874","ProbabilityOTM":"0.126","ProbabilityBE_IV":"0.4564","TheoreticalValue":"26.1287","DailyOpenInterest":0,"ImpliedVolatility":"0.5894","ProbabilityITM_IV":"0.8632","ProbabilityOTM_IV":"0.1368","StandardDeviation":"0.1234","TheoreticalValue_IV":"26.3"},{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"-0.00039875","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"ACN 260918P120","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"120"}],"Open":"0","Side":"Put","Vega":"0.00523822","Close":"0.05","Delta":"-0.00456055","Gamma":"0.0004015","Theta":"-0.01362872","Volume":0,"AskSize":9,"BidSize":0,"Strikes":["120"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0.0001","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.0075","TheoreticalValue":"0.0004","DailyOpenInterest":725,"ImpliedVolatility":"0.8437","ProbabilityITM_IV":"0.0075","ProbabilityOTM_IV":"0.9925","StandardDeviation":"0.1767","TheoreticalValue_IV":"0.05"},{"Ask":"28.6","Bid":"27.5","Low":"0","Mid":"28.05","Rho":"0.06211299","High":"0","Last":"29.8","Legs":[{"Ratio":1,"Symbol":"ACN 260918C160","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"160"}],"Open":"0","Side":"Call","Vega":"0.06658715","Close":"29.8","Delta":"0.90476008","Gamma":"0.0070974","Theta":"-0.13998355","Volume":0,"AskSize":151,"BidSize":11,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"29.8","ProbabilityBE":"0.4617","ExtrinsicValue":"1.39","IntrinsicValue":"27.21","ProbabilityITM":"0.899","ProbabilityOTM":"0.101","ProbabilityBE_IV":"0.461","TheoreticalValue":"28.3421","DailyOpenInterest":386,"ImpliedVolatility":"0.6067","ProbabilityITM_IV":"0.8813","ProbabilityOTM_IV":"0.1187","StandardDeviation":"0.127","TheoreticalValue_IV":"28.6"},{"Ask":"0.4","Bid":"0","Low":"0.05","Mid":"0.2","Rho":"-0.00254333","High":"0.05","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"ACN 260918P135","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"135"}],"Open":"0.05","Side":"Put","Vega":"0.02575635","Close":"0.05","Delta":"-0.0286551","Gamma":"0.00192721","Theta":"-0.06851984","Volume":2,"AskSize":608,"BidSize":0,"Strikes":["135"],"NetChange":"-0.05","NetChangePct":"-0.5","PreviousClose":"0.1","ProbabilityBE":"0.0034","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0034","ProbabilityOTM":"0.9966","ProbabilityBE_IV":"0.0427","TheoreticalValue":"0.0161","DailyOpenInterest":356,"ImpliedVolatility":"0.8643","ProbabilityITM_IV":"0.0428","ProbabilityOTM_IV":"0.9572","StandardDeviation":"0.181","TheoreticalValue_IV":"0.4"},{"Ask":"4.3","Bid":"3.9","Low":"4.3","Mid":"4.1","Rho":"-0.03183751","High":"4.5","Last":"4.5","Legs":[{"Ratio":1,"Symbol":"ACN 260918P182.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"182.5"}],"Open":"4.3","Side":"Put","Vega":"0.14746404","Close":"4.5","Delta":"-0.36249744","Gamma":"0.02270462","Theta":"-0.18484972","Volume":4,"AskSize":49,"BidSize":9,"Strikes":["182.5"],"NetChange":"0.42","NetChangePct":"0.1029","PreviousClose":"4.08","ProbabilityBE":"0.3181","ExtrinsicValue":"4.3","IntrinsicValue":"0","ProbabilityITM":"0.4329","ProbabilityOTM":"0.5671","ProbabilityBE_IV":"0.2504","TheoreticalValue":"6.4761","DailyOpenInterest":47,"ImpliedVolatility":"0.42","ProbabilityITM_IV":"0.3961","ProbabilityOTM_IV":"0.6039","StandardDeviation":"0.0879","TheoreticalValue_IV":"4.3"},{"Ask":"7.9","Bid":"7.2","Low":"0","Mid":"7.55","Rho":"-0.04827323","High":"0","Last":"7.8","Legs":[{"Ratio":1,"Symbol":"ACN 260918P190","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"190"}],"Open":"0","Side":"Put","Vega":"0.15599488","Close":"7.8","Delta":"-0.54228994","Gamma":"0.02420598","Theta":"-0.19054596","Volume":0,"AskSize":18,"BidSize":97,"Strikes":["190"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.8","ProbabilityBE":"0.3837","ExtrinsicValue":"5.11","IntrinsicValue":"2.79","ProbabilityITM":"0.5675","ProbabilityOTM":"0.4325","ProbabilityBE_IV":"0.3305","TheoreticalValue":"10.23","DailyOpenInterest":293,"ImpliedVolatility":"0.4168","ProbabilityITM_IV":"0.5768","ProbabilityOTM_IV":"0.4232","StandardDeviation":"0.0873","TheoreticalValue_IV":"7.9"},{"Ask":"19.8","Bid":"18.1","Low":"19.65","Mid":"18.95","Rho":"-0.07354906","High":"19.65","Last":"19.65","Legs":[{"Ratio":1,"Symbol":"ACN 260918P205","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"205"}],"Open":"19.65","Side":"Put","Vega":"0.11493127","Close":"19.65","Delta":"-0.78489512","Gamma":"0.01474692","Theta":"-0.16262347","Volume":2,"AskSize":70,"BidSize":65,"Strikes":["205"],"NetChange":"19.65","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4686","ExtrinsicValue":"2.01","IntrinsicValue":"17.79","ProbabilityITM":"0.7908","ProbabilityOTM":"0.2092","ProbabilityBE_IV":"0.4593","TheoreticalValue":"20.5308","DailyOpenInterest":0,"ImpliedVolatility":"0.504","ProbabilityITM_IV":"0.8145","ProbabilityOTM_IV":"0.1855","StandardDeviation":"0.1055","TheoreticalValue_IV":"19.8"},{"Ask":"2.25","Bid":"1.8","Low":"1.86","Mid":"2.025","Rho":"0.01910436","High":"2.6","Last":"2.05","Legs":[{"Ratio":1,"Symbol":"ACN 260918C200","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"200"}],"Open":"2.3","Side":"Call","Vega":"0.12315831","Close":"2.05","Delta":"0.2433115","Gamma":"0.01919766","Theta":"-0.16311605","Volume":37,"AskSize":42,"BidSize":95,"Strikes":["200"],"NetChange":"-0.44","NetChangePct":"-0.1767","PreviousClose":"2.49","ProbabilityBE":"0.2182","ExtrinsicValue":"2.25","IntrinsicValue":"0","ProbabilityITM":"0.2738","ProbabilityOTM":"0.7262","ProbabilityBE_IV":"0.1529","TheoreticalValue":"4.2497","DailyOpenInterest":881,"ImpliedVolatility":"0.4149","ProbabilityITM_IV":"0.2169","ProbabilityOTM_IV":"0.7831","StandardDeviation":"0.0869","TheoreticalValue_IV":"2.2499"},{"Ask":"0.6","Bid":"0.1","Low":"0.3","Mid":"0.35","Rho":"-0.00561609","High":"0.3","Last":"0.3","Legs":[{"Ratio":1,"Symbol":"ACN 260918P160","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"160"}],"Open":"0.3","Side":"Put","Vega":"0.04973345","Close":"0.3","Delta":"-0.06478828","Gamma":"0.0062205","Theta":"-0.07852247","Volume":3,"AskSize":575,"BidSize":178,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.3","ProbabilityBE":"0.0931","ExtrinsicValue":"0.6","IntrinsicValue":"0","ProbabilityITM":"0.101","ProbabilityOTM":"0.899","ProbabilityBE_IV":"0.0725","TheoreticalValue":"0.8662","DailyOpenInterest":1142,"ImpliedVolatility":"0.517","ProbabilityITM_IV":"0.0797","ProbabilityOTM_IV":"0.9203","StandardDeviation":"0.1083","TheoreticalValue_IV":"0.6"},{"Ask":"9.5","Bid":"8.7","Low":"0","Mid":"9.1","Rho":"-0.05367034","High":"0","Last":"8.9","Legs":[{"Ratio":1,"Symbol":"ACN 260918P192.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"192.5"}],"Open":"0","Side":"Put","Vega":"0.15201098","Close":"8.9","Delta":"-0.59910777","Gamma":"0.02327945","Theta":"-0.18673207","Volume":0,"AskSize":49,"BidSize":63,"Strikes":["192.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"8.9","ProbabilityBE":"0.4021","ExtrinsicValue":"4.21","IntrinsicValue":"5.29","ProbabilityITM":"0.6102","ProbabilityOTM":"0.3898","ProbabilityBE_IV":"0.3567","TheoreticalValue":"11.7026","DailyOpenInterest":4,"ImpliedVolatility":"0.4223","ProbabilityITM_IV":"0.633","ProbabilityOTM_IV":"0.367","StandardDeviation":"0.0884","TheoreticalValue_IV":"9.5"},{"Ask":"1.15","Bid":"0.8","Low":"0.98","Mid":"0.975","Rho":"0.01102565","High":"1.2","Last":"1.11","Legs":[{"Ratio":1,"Symbol":"ACN 260918C207.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"207.5"}],"Open":"1.2","Side":"Call","Vega":"0.08736644","Close":"1.11","Delta":"0.13962838","Gamma":"0.01321049","Theta":"-0.11859566","Volume":8,"AskSize":98,"BidSize":325,"Strikes":["207.5"],"NetChange":"-0.39","NetChangePct":"-0.26","PreviousClose":"1.5","ProbabilityBE":"0.1552","ExtrinsicValue":"1.15","IntrinsicValue":"0","ProbabilityITM":"0.1811","ProbabilityOTM":"0.8189","ProbabilityBE_IV":"0.0954","TheoreticalValue":"2.5626","DailyOpenInterest":37,"ImpliedVolatility":"0.4277","ProbabilityITM_IV":"0.1206","ProbabilityOTM_IV":"0.8794","StandardDeviation":"0.0895","TheoreticalValue_IV":"1.15"},{"Ask":"0.5","Bid":"0","Low":"0","Mid":"0.25","Rho":"0.00395892","High":"0","Last":"0.15","Legs":[{"Ratio":1,"Symbol":"ACN 260918C235","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"235"}],"Open":"0","Side":"Call","Vega":"0.04094415","Close":"0.15","Delta":"0.05060069","Gamma":"0.00420227","Theta":"-0.08102804","Volume":0,"AskSize":327,"BidSize":0,"Strikes":["235"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.15","ProbabilityBE":"0.0245","ExtrinsicValue":"0.5","IntrinsicValue":"0","ProbabilityITM":"0.0251","ProbabilityOTM":"0.9749","ProbabilityBE_IV":"0.0375","TheoreticalValue":"0.2756","DailyOpenInterest":44,"ImpliedVolatility":"0.6301","ProbabilityITM_IV":"0.0382","ProbabilityOTM_IV":"0.9618","StandardDeviation":"0.1319","TheoreticalValue_IV":"0.5"},{"Ask":"0.55","Bid":"0.15","Low":"0","Mid":"0.35","Rho":"-0.0046881","High":"0","Last":"0.23","Legs":[{"Ratio":1,"Symbol":"ACN 260918P155","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"155"}],"Open":"0","Side":"Put","Vega":"0.043","Close":"0.23","Delta":"-0.05382026","Gamma":"0.00474514","Theta":"-0.07714115","Volume":0,"AskSize":450,"BidSize":2,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.23","ProbabilityBE":"0.0584","ExtrinsicValue":"0.55","IntrinsicValue":"0","ProbabilityITM":"0.0614","ProbabilityOTM":"0.9386","ProbabilityBE_IV":"0.0655","TheoreticalValue":"0.4666","DailyOpenInterest":1149,"ImpliedVolatility":"0.586","ProbabilityITM_IV":"0.0687","ProbabilityOTM_IV":"0.9313","StandardDeviation":"0.1227","TheoreticalValue_IV":"0.55"},{"Ask":"84.7","Bid":"82","Low":"0","Mid":"83.35","Rho":"-0.10994043","High":"0","Last":"80.7","Legs":[{"Ratio":1,"Symbol":"ACN 260918P270","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"270"}],"Open":"0","Side":"Put","Vega":"0.08060873","Close":"80.7","Delta":"-0.87574956","Gamma":"0.00388925","Theta":"-0.30970469","Volume":0,"AskSize":55,"BidSize":7,"Strikes":["270"],"NetChange":"0","NetChangePct":"0","PreviousClose":"80.7","ProbabilityBE":"0.5181","ExtrinsicValue":"1.91","IntrinsicValue":"82.79","ProbabilityITM":"0.9991","ProbabilityOTM":"0.0009","ProbabilityBE_IV":"0.5536","TheoreticalValue":"82.79","DailyOpenInterest":22,"ImpliedVolatility":"1.3404","ProbabilityITM_IV":"0.9244","ProbabilityOTM_IV":"0.0756","StandardDeviation":"0.2806","TheoreticalValue_IV":"84.7"},{"Ask":"49.7","Bid":"47","Low":"0","Mid":"48.35","Rho":"-0.09299311","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918P235","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"235"}],"Open":"0","Side":"Put","Vega":"0.08749811","Close":"0","Delta":"-0.86006195","Gamma":"0.00619589","Theta":"-0.22632062","Volume":0,"AskSize":86,"BidSize":21,"Strikes":["235"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5181","ExtrinsicValue":"1.91","IntrinsicValue":"47.79","ProbabilityITM":"0.9749","ProbabilityOTM":"0.0251","ProbabilityBE_IV":"0.5348","TheoreticalValue":"47.79","DailyOpenInterest":0,"ImpliedVolatility":"0.9133","ProbabilityITM_IV":"0.8984","ProbabilityOTM_IV":"0.1016","StandardDeviation":"0.1912","TheoreticalValue_IV":"49.7"},{"Ask":"0.45","Bid":"0","Low":"0","Mid":"0.225","Rho":"0.00394229","High":"0","Last":"0.2","Legs":[{"Ratio":1,"Symbol":"ACN 260918C230","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"230"}],"Open":"0","Side":"Call","Vega":"0.04064186","Close":"0.2","Delta":"0.05013234","Gamma":"0.00460591","Theta":"-0.07292933","Volume":0,"AskSize":375,"BidSize":0,"Strikes":["230"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.2","ProbabilityBE":"0.0365","ExtrinsicValue":"0.45","IntrinsicValue":"0","ProbabilityITM":"0.0377","ProbabilityOTM":"0.9623","ProbabilityBE_IV":"0.0376","TheoreticalValue":"0.4306","DailyOpenInterest":537,"ImpliedVolatility":"0.5706","ProbabilityITM_IV":"0.0389","ProbabilityOTM_IV":"0.9611","StandardDeviation":"0.1195","TheoreticalValue_IV":"0.45"},{"Ask":"0.35","Bid":"0","Low":"0","Mid":"0.175","Rho":"-0.00170781","High":"0","Last":"0.14","Legs":[{"Ratio":1,"Symbol":"ACN 260918P115","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"115"}],"Open":"0","Side":"Put","Vega":"0.01806997","Close":"0.14","Delta":"-0.01880667","Gamma":"0.00098087","Theta":"-0.06644089","Volume":0,"AskSize":588,"BidSize":0,"Strikes":["115"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.14","ProbabilityBE":"0","ExtrinsicValue":"0.35","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0337","TheoreticalValue":"0.0001","DailyOpenInterest":175,"ImpliedVolatility":"1.1914","ProbabilityITM_IV":"0.0337","ProbabilityOTM_IV":"0.9663","StandardDeviation":"0.2494","TheoreticalValue_IV":"0.35"},{"Ask":"29.9","Bid":"26.8","Low":"0","Mid":"28.35","Rho":"-0.08073616","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918P215","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"215"}],"Open":"0","Side":"Put","Vega":"0.10393065","Close":"0","Delta":"-0.8179174","Gamma":"0.01009106","Theta":"-0.19601467","Volume":0,"AskSize":58,"BidSize":51,"Strikes":["215"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4971","ExtrinsicValue":"2.11","IntrinsicValue":"27.79","ProbabilityITM":"0.8869","ProbabilityOTM":"0.1131","ProbabilityBE_IV":"0.5053","TheoreticalValue":"28.956","DailyOpenInterest":0,"ImpliedVolatility":"0.666","ProbabilityITM_IV":"0.8525","ProbabilityOTM_IV":"0.1475","StandardDeviation":"0.1395","TheoreticalValue_IV":"29.9"},{"Ask":"0.35","Bid":"0","Low":"0","Mid":"0.175","Rho":"-0.00196983","High":"0","Last":"0.2","Legs":[{"Ratio":1,"Symbol":"ACN 260918P125","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"125"}],"Open":"0","Side":"Put","Vega":"0.0206223","Close":"0.2","Delta":"-0.02197893","Gamma":"0.00131798","Theta":"-0.06432775","Volume":0,"AskSize":790,"BidSize":0,"Strikes":["125"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.2","ProbabilityBE":"0.0004","ExtrinsicValue":"0.35","IntrinsicValue":"0","ProbabilityITM":"0.0004","ProbabilityOTM":"0.9996","ProbabilityBE_IV":"0.0358","TheoreticalValue":"0.0015","DailyOpenInterest":297,"ImpliedVolatility":"1.0119","ProbabilityITM_IV":"0.0358","ProbabilityOTM_IV":"0.9642","StandardDeviation":"0.2119","TheoreticalValue_IV":"0.35"},{"Ask":"0.2","Bid":"0.05","Low":"0.15","Mid":"0.125","Rho":"-0.00203839","High":"0.16","Last":"0.15","Legs":[{"Ratio":1,"Symbol":"ACN 260918P150","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"150"}],"Open":"0.16","Side":"Put","Vega":"0.02190473","Close":"0.15","Delta":"-0.02361016","Gamma":"0.00256737","Theta":"-0.03704787","Volume":16,"AskSize":295,"BidSize":71,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.15","ProbabilityBE":"0.0335","ExtrinsicValue":"0.2","IntrinsicValue":"0","ProbabilityITM":"0.0344","ProbabilityOTM":"0.9656","ProbabilityBE_IV":"0.0299","TheoreticalValue":"0.2322","DailyOpenInterest":1179,"ImpliedVolatility":"0.5518","ProbabilityITM_IV":"0.0309","ProbabilityOTM_IV":"0.9691","StandardDeviation":"0.1155","TheoreticalValue_IV":"0.2"},{"Ask":"34.1","Bid":"32.1","Low":"0","Mid":"33.1","Rho":"-0.08646884","High":"0","Last":"35.1","Legs":[{"Ratio":1,"Symbol":"ACN 260918P220","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"220"}],"Open":"0","Side":"Put","Vega":"0.08543112","Close":"35.1","Delta":"-0.8648777","Gamma":"0.00850545","Theta":"-0.15204126","Volume":0,"AskSize":28,"BidSize":24,"Strikes":["220"],"NetChange":"0","NetChangePct":"0","PreviousClose":"35.1","ProbabilityBE":"0.506","ExtrinsicValue":"1.31","IntrinsicValue":"32.79","ProbabilityITM":"0.9198","ProbabilityOTM":"0.0802","ProbabilityBE_IV":"0.5118","TheoreticalValue":"33.4643","DailyOpenInterest":8,"ImpliedVolatility":"0.6496","ProbabilityITM_IV":"0.8923","ProbabilityOTM_IV":"0.1077","StandardDeviation":"0.136","TheoreticalValue_IV":"34.1"},{"Ask":"15.4","Bid":"14","Low":"0","Mid":"14.7","Rho":"-0.06693633","High":"0","Last":"14.6","Legs":[{"Ratio":1,"Symbol":"ACN 260918P200","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"200"}],"Open":"0","Side":"Put","Vega":"0.13043182","Close":"14.6","Delta":"-0.72828634","Gamma":"0.01806049","Theta":"-0.17345784","Volume":0,"AskSize":75,"BidSize":48,"Strikes":["200"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.6","ProbabilityBE":"0.4469","ExtrinsicValue":"2.61","IntrinsicValue":"12.79","ProbabilityITM":"0.7262","ProbabilityOTM":"0.2738","ProbabilityBE_IV":"0.4267","TheoreticalValue":"16.7303","DailyOpenInterest":401,"ImpliedVolatility":"0.467","ProbabilityITM_IV":"0.7598","ProbabilityOTM_IV":"0.2402","StandardDeviation":"0.0978","TheoreticalValue_IV":"15.4"},{"Ask":"1.8","Bid":"1.45","Low":"1.45","Mid":"1.625","Rho":"0.01599366","High":"2.25","Last":"1.45","Legs":[{"Ratio":1,"Symbol":"ACN 260918C202.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"202.5"}],"Open":"1.89","Side":"Call","Vega":"0.11115742","Close":"1.45","Delta":"0.20324711","Gamma":"0.0171742","Theta":"-0.14820274","Volume":12,"AskSize":68,"BidSize":91,"Strikes":["202.5"],"NetChange":"-1.95","NetChangePct":"-0.5735","PreviousClose":"3.4","ProbabilityBE":"0.1964","ExtrinsicValue":"1.8","IntrinsicValue":"0","ProbabilityITM":"0.2401","ProbabilityOTM":"0.7599","ProbabilityBE_IV":"0.1316","TheoreticalValue":"3.6091","DailyOpenInterest":17,"ImpliedVolatility":"0.4186","ProbabilityITM_IV":"0.1793","ProbabilityOTM_IV":"0.8207","StandardDeviation":"0.0876","TheoreticalValue_IV":"1.7999"},{"Ask":"64","Bid":"62.1","Low":"0","Mid":"63.05","Rho":"-0.10219119","High":"0","Last":"59.5","Legs":[{"Ratio":1,"Symbol":"ACN 260918P250","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"250"}],"Open":"0","Side":"Put","Vega":"0.07191765","Close":"59.5","Delta":"-0.89415877","Gamma":"0.0046034","Theta":"-0.20165902","Volume":0,"AskSize":31,"BidSize":10,"Strikes":["250"],"NetChange":"0","NetChangePct":"0","PreviousClose":"59.5","ProbabilityBE":"0.5181","ExtrinsicValue":"1.21","IntrinsicValue":"62.79","ProbabilityITM":"0.9934","ProbabilityOTM":"0.0066","ProbabilityBE_IV":"0.5391","TheoreticalValue":"62.79","DailyOpenInterest":16,"ImpliedVolatility":"1.0103","ProbabilityITM_IV":"0.928","ProbabilityOTM_IV":"0.072","StandardDeviation":"0.2115","TheoreticalValue_IV":"64"},{"Ask":"24.5","Bid":"22.3","Low":"0","Mid":"23.4","Rho":"-0.07852424","High":"0","Last":"28.75","Legs":[{"Ratio":1,"Symbol":"ACN 260918P210","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"210"}],"Open":"0","Side":"Put","Vega":"0.10316833","Close":"28.75","Delta":"-0.82004423","Gamma":"0.01205275","Theta":"-0.15892173","Volume":0,"AskSize":24,"BidSize":26,"Strikes":["210"],"NetChange":"0","NetChangePct":"0","PreviousClose":"28.75","ProbabilityBE":"0.485","ExtrinsicValue":"1.71","IntrinsicValue":"22.79","ProbabilityITM":"0.8442","ProbabilityOTM":"0.1558","ProbabilityBE_IV":"0.4837","TheoreticalValue":"24.6256","DailyOpenInterest":41,"ImpliedVolatility":"0.5536","ProbabilityITM_IV":"0.8489","ProbabilityOTM_IV":"0.1511","StandardDeviation":"0.1159","TheoreticalValue_IV":"24.5"},{"Ask":"59.7","Bid":"57","Low":"0","Mid":"58.35","Rho":"-0.09810805","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918P245","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"245"}],"Open":"0","Side":"Put","Vega":"0.08403678","Close":"0","Delta":"-0.86807245","Gamma":"0.00523599","Theta":"-0.24783826","Volume":0,"AskSize":88,"BidSize":20,"Strikes":["245"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5181","ExtrinsicValue":"1.91","IntrinsicValue":"57.79","ProbabilityITM":"0.9895","ProbabilityOTM":"0.0105","ProbabilityBE_IV":"0.5404","TheoreticalValue":"57.79","DailyOpenInterest":0,"ImpliedVolatility":"1.0379","ProbabilityITM_IV":"0.9091","ProbabilityOTM_IV":"0.0909","StandardDeviation":"0.2173","TheoreticalValue_IV":"59.7"},{"Ask":"0.4","Bid":"0.05","Low":"0.21","Mid":"0.225","Rho":"-0.00304205","High":"0.21","Last":"0.21","Legs":[{"Ratio":1,"Symbol":"ACN 260918P145","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"145"}],"Open":"0.21","Side":"Put","Vega":"0.03016613","Close":"0.21","Delta":"-0.03469299","Gamma":"0.00277591","Theta":"-0.06510937","Volume":1,"AskSize":548,"BidSize":2,"Strikes":["145"],"NetChange":"-0.04","NetChangePct":"-0.16","PreviousClose":"0.25","ProbabilityBE":"0.0174","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0177","ProbabilityOTM":"0.9823","ProbabilityBE_IV":"0.0471","TheoreticalValue":"0.1058","DailyOpenInterest":489,"ImpliedVolatility":"0.7028","ProbabilityITM_IV":"0.0476","ProbabilityOTM_IV":"0.9524","StandardDeviation":"0.1471","TheoreticalValue_IV":"0.4"},{"Ask":"15.3","Bid":"13.8","Low":"14.05","Mid":"14.55","Rho":"0.05642025","High":"15.27","Last":"14.56","Legs":[{"Ratio":1,"Symbol":"ACN 260918C175","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"175"}],"Open":"15.25","Side":"Call","Vega":"0.12089886","Close":"14.56","Delta":"0.76479593","Gamma":"0.01592765","Theta":"-0.19747464","Volume":13,"AskSize":105,"BidSize":77,"Strikes":["175"],"NetChange":"-1.04","NetChangePct":"-0.0667","PreviousClose":"15.6","ProbabilityBE":"0.4113","ExtrinsicValue":"3.09","IntrinsicValue":"12.21","ProbabilityITM":"0.6992","ProbabilityOTM":"0.3008","ProbabilityBE_IV":"0.4045","TheoreticalValue":"16.233","DailyOpenInterest":265,"ImpliedVolatility":"0.4909","ProbabilityITM_IV":"0.7319","ProbabilityOTM_IV":"0.2681","StandardDeviation":"0.1028","TheoreticalValue_IV":"15.3001"},{"Ask":"0.35","Bid":"0","Low":"0","Mid":"0.175","Rho":"-0.00212695","High":"0","Last":"0.11","Legs":[{"Ratio":1,"Symbol":"ACN 260918P130","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"130"}],"Open":"0","Side":"Put","Vega":"0.0221159","Close":"0.11","Delta":"-0.02388113","Gamma":"0.00154338","Theta":"-0.06313363","Volume":0,"AskSize":544,"BidSize":0,"Strikes":["130"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.11","ProbabilityBE":"0.0012","ExtrinsicValue":"0.35","IntrinsicValue":"0","ProbabilityITM":"0.0013","ProbabilityOTM":"0.9987","ProbabilityBE_IV":"0.0371","TheoreticalValue":"0.0053","DailyOpenInterest":254,"ImpliedVolatility":"0.9267","ProbabilityITM_IV":"0.0371","ProbabilityOTM_IV":"0.9629","StandardDeviation":"0.194","TheoreticalValue_IV":"0.35"},{"Ask":"1.6","Bid":"1.25","Low":"1.47","Mid":"1.425","Rho":"-0.01461183","High":"1.65","Last":"1.65","Legs":[{"Ratio":1,"Symbol":"ACN 260918P172.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"172.5"}],"Open":"1.47","Side":"Put","Vega":"0.09889087","Close":"1.65","Delta":"-0.16835839","Gamma":"0.01472127","Theta":"-0.12996157","Volume":8,"AskSize":120,"BidSize":82,"Strikes":["172.5"],"NetChange":"0.25","NetChangePct":"0.1786","PreviousClose":"1.4","ProbabilityBE":"0.214","ExtrinsicValue":"1.6","IntrinsicValue":"0","ProbabilityITM":"0.2601","ProbabilityOTM":"0.7399","ProbabilityBE_IV":"0.1437","TheoreticalValue":"3.0335","DailyOpenInterest":112,"ImpliedVolatility":"0.4344","ProbabilityITM_IV":"0.1923","ProbabilityOTM_IV":"0.8077","StandardDeviation":"0.091","TheoreticalValue_IV":"1.6"},{"Ask":"73.3","Bid":"70.5","Low":"0","Mid":"71.9","Rho":"0.04725685","High":"0","Last":"52.89","Legs":[{"Ratio":1,"Symbol":"ACN 260918C115","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"115"}],"Open":"0","Side":"Call","Vega":"0.03132906","Close":"52.89","Delta":"0.9636689","Gamma":"0.00143299","Theta":"-0.14859605","Volume":0,"AskSize":71,"BidSize":165,"Strikes":["115"],"NetChange":"0","NetChangePct":"0","PreviousClose":"52.89","ProbabilityBE":"0.4785","ExtrinsicValue":"1.09","IntrinsicValue":"72.21","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4418","TheoreticalValue":"72.4013","DailyOpenInterest":60,"ImpliedVolatility":"1.4139","ProbabilityITM_IV":"0.9329","ProbabilityOTM_IV":"0.0671","StandardDeviation":"0.296","TheoreticalValue_IV":"73.3"},{"Ask":"38.5","Bid":"35.6","Low":"36.44","Mid":"37.05","Rho":"0.05964464","High":"36.44","Last":"36.44","Legs":[{"Ratio":1,"Symbol":"ACN 260918C150","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"36.44","Side":"Call","Vega":"0.05409226","Close":"36.44","Delta":"0.9277581","Gamma":"0.00453619","Theta":"-0.14348428","Volume":1,"AskSize":196,"BidSize":313,"Strikes":["150"],"NetChange":"-2.24","NetChangePct":"-0.0579","PreviousClose":"38.68","ProbabilityBE":"0.4733","ExtrinsicValue":"1.29","IntrinsicValue":"37.21","ProbabilityITM":"0.9656","ProbabilityOTM":"0.0344","ProbabilityBE_IV":"0.4655","TheoreticalValue":"37.6916","DailyOpenInterest":400,"ImpliedVolatility":"0.7712","ProbabilityITM_IV":"0.9027","ProbabilityOTM_IV":"0.0973","StandardDeviation":"0.1615","TheoreticalValue_IV":"38.5"},{"Ask":"3.6","Bid":"3.2","Low":"3.25","Mid":"3.4","Rho":"0.02681581","High":"3.7","Last":"3.4","Legs":[{"Ratio":1,"Symbol":"ACN 260918C195","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"195"}],"Open":"3.7","Side":"Call","Vega":"0.14470636","Close":"3.4","Delta":"0.34388385","Gamma":"0.02240656","Theta":"-0.19392602","Volume":20,"AskSize":92,"BidSize":33,"Strikes":["195"],"NetChange":"-1.11","NetChangePct":"-0.2461","PreviousClose":"4.51","ProbabilityBE":"0.2627","ExtrinsicValue":"3.6","IntrinsicValue":"0","ProbabilityITM":"0.3488","ProbabilityOTM":"0.6512","ProbabilityBE_IV":"0.2051","TheoreticalValue":"5.7995","DailyOpenInterest":692,"ImpliedVolatility":"0.4176","ProbabilityITM_IV":"0.3122","ProbabilityOTM_IV":"0.6878","StandardDeviation":"0.0874","TheoreticalValue_IV":"3.6"},{"Ask":"24.3","Bid":"21.7","Low":"22.9","Mid":"23","Rho":"0.06018597","High":"22.9","Last":"22.9","Legs":[{"Ratio":1,"Symbol":"ACN 260918C165","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"22.9","Side":"Call","Vega":"0.08817607","Close":"22.9","Delta":"0.85846116","Gamma":"0.00945573","Theta":"-0.17919571","Volume":2,"AskSize":190,"BidSize":249,"Strikes":["165"],"NetChange":"-1.43","NetChangePct":"-0.0588","PreviousClose":"24.33","ProbabilityBE":"0.4504","ExtrinsicValue":"2.09","IntrinsicValue":"22.21","ProbabilityITM":"0.8455","ProbabilityOTM":"0.1545","ProbabilityBE_IV":"0.4504","TheoreticalValue":"23.9822","DailyOpenInterest":567,"ImpliedVolatility":"0.603","ProbabilityITM_IV":"0.8281","ProbabilityOTM_IV":"0.1719","StandardDeviation":"0.1263","TheoreticalValue_IV":"24.3"},{"Ask":"53.5","Bid":"50.8","Low":"0","Mid":"52.15","Rho":"0.05441548","High":"0","Last":"53.45","Legs":[{"Ratio":1,"Symbol":"ACN 260918C135","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"135"}],"Open":"0","Side":"Call","Vega":"0.0440116","Close":"53.45","Delta":"0.94457353","Gamma":"0.00269909","Theta":"-0.15684234","Volume":0,"AskSize":168,"BidSize":351,"Strikes":["135"],"NetChange":"0","NetChangePct":"0","PreviousClose":"53.45","ProbabilityBE":"0.4776","ExtrinsicValue":"1.29","IntrinsicValue":"52.21","ProbabilityITM":"0.9966","ProbabilityOTM":"0.0034","ProbabilityBE_IV":"0.4566","TheoreticalValue":"52.4506","DailyOpenInterest":385,"ImpliedVolatility":"1.0545","ProbabilityITM_IV":"0.9151","ProbabilityOTM_IV":"0.0849","StandardDeviation":"0.2208","TheoreticalValue_IV":"53.5"},{"Ask":"2.85","Bid":"2.5","Low":"2.5","Mid":"2.675","Rho":"0.02276669","High":"2.9","Last":"2.5","Legs":[{"Ratio":1,"Symbol":"ACN 260918C197.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"197.5"}],"Open":"2.9","Side":"Call","Vega":"0.1347909","Close":"2.5","Delta":"0.29085561","Gamma":"0.02099584","Theta":"-0.17908257","Volume":5,"AskSize":26,"BidSize":56,"Strikes":["197.5"],"NetChange":"-0.74","NetChangePct":"-0.2284","PreviousClose":"3.24","ProbabilityBE":"0.2404","ExtrinsicValue":"2.85","IntrinsicValue":"0","ProbabilityITM":"0.3101","ProbabilityOTM":"0.6899","ProbabilityBE_IV":"0.1779","TheoreticalValue":"4.9778","DailyOpenInterest":20,"ImpliedVolatility":"0.4152","ProbabilityITM_IV":"0.2617","ProbabilityOTM_IV":"0.7383","StandardDeviation":"0.0869","TheoreticalValue_IV":"2.85"},{"Ask":"33.7","Bid":"30.6","Low":"32.4","Mid":"32.15","Rho":"0.06036511","High":"33.76","Last":"33.76","Legs":[{"Ratio":1,"Symbol":"ACN 260918C155","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"155"}],"Open":"32.4","Side":"Call","Vega":"0.06341307","Close":"33.76","Delta":"0.91084094","Gamma":"0.00574814","Theta":"-0.15460395","Volume":3,"AskSize":192,"BidSize":300,"Strikes":["155"],"NetChange":"-2.04","NetChangePct":"-0.057","PreviousClose":"35.8","ProbabilityBE":"0.4689","ExtrinsicValue":"1.49","IntrinsicValue":"32.21","ProbabilityITM":"0.9386","ProbabilityOTM":"0.0614","ProbabilityBE_IV":"0.4643","TheoreticalValue":"32.9343","DailyOpenInterest":113,"ImpliedVolatility":"0.7134","ProbabilityITM_IV":"0.8842","ProbabilityOTM_IV":"0.1158","StandardDeviation":"0.1494","TheoreticalValue_IV":"33.7"},{"Ask":"17.1","Bid":"14.7","Low":"0","Mid":"15.9","Rho":"0.05925836","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918C172.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"172.5"}],"Open":"0","Side":"Call","Vega":"0.10713274","Close":"0","Delta":"0.80877135","Gamma":"0.0143374","Theta":"-0.17461511","Volume":0,"AskSize":56,"BidSize":240,"Strikes":["172.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4234","ExtrinsicValue":"2.39","IntrinsicValue":"14.71","ProbabilityITM":"0.7399","ProbabilityOTM":"0.2601","ProbabilityBE_IV":"0.4178","TheoreticalValue":"18.0294","DailyOpenInterest":0,"ImpliedVolatility":"0.4832","ProbabilityITM_IV":"0.7799","ProbabilityOTM_IV":"0.2201","StandardDeviation":"0.1012","TheoreticalValue_IV":"17.1"},{"Ask":"22.2","Bid":"20.1","Low":"0","Mid":"21.15","Rho":"-0.07593928","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918P207.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"207.5"}],"Open":"0","Side":"Put","Vega":"0.10975087","Close":"0","Delta":"-0.80102298","Gamma":"0.01327479","Theta":"-0.16440326","Volume":0,"AskSize":86,"BidSize":85,"Strikes":["207.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4774","ExtrinsicValue":"1.91","IntrinsicValue":"20.29","ProbabilityITM":"0.8189","ProbabilityOTM":"0.1811","ProbabilityBE_IV":"0.4735","TheoreticalValue":"22.5451","DailyOpenInterest":0,"ImpliedVolatility":"0.5347","ProbabilityITM_IV":"0.8309","ProbabilityOTM_IV":"0.1691","StandardDeviation":"0.1119","TheoreticalValue_IV":"22.2"},{"Ask":"17.8","Bid":"16","Low":"0","Mid":"16.9","Rho":"-0.06974729","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918P202.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"202.5"}],"Open":"0","Side":"Put","Vega":"0.12508856","Close":"0","Delta":"-0.74951519","Gamma":"0.0160509","Theta":"-0.17940016","Volume":0,"AskSize":79,"BidSize":56,"Strikes":["202.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4585","ExtrinsicValue":"2.51","IntrinsicValue":"15.29","ProbabilityITM":"0.7599","ProbabilityOTM":"0.2401","ProbabilityBE_IV":"0.448","TheoreticalValue":"18.5901","DailyOpenInterest":0,"ImpliedVolatility":"0.504","ProbabilityITM_IV":"0.782","ProbabilityOTM_IV":"0.218","StandardDeviation":"0.1055","TheoreticalValue_IV":"17.8"},{"Ask":"2.7","Bid":"2.25","Low":"2.75","Mid":"2.475","Rho":"-0.02229587","High":"2.75","Last":"2.75","Legs":[{"Ratio":1,"Symbol":"ACN 260918P177.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"177.5"}],"Open":"2.75","Side":"Put","Vega":"0.12640431","Close":"2.75","Delta":"-0.25551573","Gamma":"0.01914445","Theta":"-0.16235602","Volume":5,"AskSize":102,"BidSize":88,"Strikes":["177.5"],"NetChange":"0.3","NetChangePct":"0.1224","PreviousClose":"2.45","ProbabilityBE":"0.2674","ExtrinsicValue":"2.7","IntrinsicValue":"0","ProbabilityITM":"0.3436","ProbabilityOTM":"0.6564","ProbabilityBE_IV":"0.1959","TheoreticalValue":"4.5377","DailyOpenInterest":87,"ImpliedVolatility":"0.427","ProbabilityITM_IV":"0.2852","ProbabilityOTM_IV":"0.7148","StandardDeviation":"0.0894","TheoreticalValue_IV":"2.7"},{"Ask":"7.9","Bid":"7.4","Low":"7.05","Mid":"7.65","Rho":"0.04427018","High":"7.95","Last":"7.4","Legs":[{"Ratio":1,"Symbol":"ACN 260918C185","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"185"}],"Open":"7.95","Side":"Call","Vega":"0.15385589","Close":"7.4","Delta":"0.57816954","Gamma":"0.02360992","Theta":"-0.21168179","Volume":19,"AskSize":10,"BidSize":13,"Strikes":["185"],"NetChange":"-1.1","NetChangePct":"-0.1294","PreviousClose":"8.5","ProbabilityBE":"0.3468","ExtrinsicValue":"5.69","IntrinsicValue":"2.21","ProbabilityITM":"0.5217","ProbabilityOTM":"0.4783","ProbabilityBE_IV":"0.3109","TheoreticalValue":"10.127","DailyOpenInterest":570,"ImpliedVolatility":"0.4214","ProbabilityITM_IV":"0.5433","ProbabilityOTM_IV":"0.4567","StandardDeviation":"0.0882","TheoreticalValue_IV":"7.9001"},{"Ask":"11.3","Bid":"10.5","Low":"11.65","Mid":"10.9","Rho":"-0.05865827","High":"11.65","Last":"11.65","Legs":[{"Ratio":1,"Symbol":"ACN 260918P195","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"195"}],"Open":"11.65","Side":"Put","Vega":"0.14566693","Close":"11.65","Delta":"-0.64990791","Gamma":"0.02178315","Theta":"-0.18184687","Volume":2,"AskSize":90,"BidSize":51,"Strikes":["195"],"NetChange":"0.65","NetChangePct":"0.0591","PreviousClose":"11","ProbabilityBE":"0.4188","ExtrinsicValue":"3.51","IntrinsicValue":"7.79","ProbabilityITM":"0.6512","ProbabilityOTM":"0.3488","ProbabilityBE_IV":"0.3819","TheoreticalValue":"13.2804","DailyOpenInterest":200,"ImpliedVolatility":"0.4325","ProbabilityITM_IV":"0.6829","ProbabilityOTM_IV":"0.3171","StandardDeviation":"0.0905","TheoreticalValue_IV":"11.3001"},{"Ask":"21.9","Bid":"19.7","Low":"0","Mid":"20.8","Rho":"0.06005759","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918C167.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"167.5"}],"Open":"0","Side":"Call","Vega":"0.09406624","Close":"0","Delta":"0.84408717","Gamma":"0.01077456","Theta":"-0.17896127","Volume":0,"AskSize":31,"BidSize":31,"Strikes":["167.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4428","ExtrinsicValue":"2.19","IntrinsicValue":"19.71","ProbabilityITM":"0.8134","ProbabilityOTM":"0.1866","ProbabilityBE_IV":"0.4428","TheoreticalValue":"21.9113","DailyOpenInterest":0,"ImpliedVolatility":"0.5646","ProbabilityITM_IV":"0.814","ProbabilityOTM_IV":"0.186","StandardDeviation":"0.1182","TheoreticalValue_IV":"21.9"},{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"0.00048237","High":"0","Last":"0.04","Legs":[{"Ratio":1,"Symbol":"ACN 260918C270","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"270"}],"Open":"0","Side":"Call","Vega":"0.00679175","Close":"0.04","Delta":"0.0061071","Gamma":"0.00065212","Theta":"-0.01431579","Volume":0,"AskSize":9,"BidSize":0,"Strikes":["270"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.04","ProbabilityBE":"0.0009","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.0009","ProbabilityOTM":"0.9991","ProbabilityBE_IV":"0.0041","TheoreticalValue":"0.008","DailyOpenInterest":154,"ImpliedVolatility":"0.6735","ProbabilityITM_IV":"0.0041","ProbabilityOTM_IV":"0.9959","StandardDeviation":"0.141","TheoreticalValue_IV":"0.05"},{"Ask":"6.6","Bid":"6.1","Low":"7.69","Mid":"6.35","Rho":"0.03988415","High":"7.69","Last":"7.69","Legs":[{"Ratio":1,"Symbol":"ACN 260918C187.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"187.5"}],"Open":"7.69","Side":"Call","Vega":"0.1567152","Close":"7.69","Delta":"0.51812464","Gamma":"0.0241201","Theta":"-0.21378866","Volume":1,"AskSize":108,"BidSize":52,"Strikes":["187.5"],"NetChange":"0.84","NetChangePct":"0.1226","PreviousClose":"6.85","ProbabilityBE":"0.3271","ExtrinsicValue":"6.6","IntrinsicValue":"0","ProbabilityITM":"0.4767","ProbabilityOTM":"0.5233","ProbabilityBE_IV":"0.2853","TheoreticalValue":"8.8812","DailyOpenInterest":28,"ImpliedVolatility":"0.4202","ProbabilityITM_IV":"0.4829","ProbabilityOTM_IV":"0.5171","StandardDeviation":"0.088","TheoreticalValue_IV":"6.6"},{"Ask":"69","Bid":"65.6","Low":"68","Mid":"67.3","Rho":"0.04749929","High":"68","Last":"68","Legs":[{"Ratio":1,"Symbol":"ACN 260918C120","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"120"}],"Open":"68","Side":"Call","Vega":"0.04459838","Close":"68","Delta":"0.94363516","Gamma":"0.00194059","Theta":"-0.21692345","Volume":1,"AskSize":134,"BidSize":162,"Strikes":["120"],"NetChange":"10.8","NetChangePct":"0.1888","PreviousClose":"57.2","ProbabilityBE":"0.4783","ExtrinsicValue":"1.79","IntrinsicValue":"67.21","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.4387","TheoreticalValue":"67.4099","DailyOpenInterest":93,"ImpliedVolatility":"1.4862","ProbabilityITM_IV":"0.8986","ProbabilityOTM_IV":"0.1014","StandardDeviation":"0.3112","TheoreticalValue_IV":"69"},{"Ask":"44.1","Bid":"41.9","Low":"0","Mid":"43","Rho":"-0.09203","High":"0","Last":"39","Legs":[{"Ratio":1,"Symbol":"ACN 260918P230","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"230"}],"Open":"0","Side":"Put","Vega":"0.07934504","Close":"39","Delta":"-0.87851801","Gamma":"0.00659471","Theta":"-0.17012583","Volume":0,"AskSize":41,"BidSize":25,"Strikes":["230"],"NetChange":"0","NetChangePct":"0","PreviousClose":"39","ProbabilityBE":"0.5179","ExtrinsicValue":"1.31","IntrinsicValue":"42.79","ProbabilityITM":"0.9623","ProbabilityOTM":"0.0377","ProbabilityBE_IV":"0.5284","TheoreticalValue":"42.8004","DailyOpenInterest":5,"ImpliedVolatility":"0.7781","ProbabilityITM_IV":"0.9084","ProbabilityOTM_IV":"0.0916","StandardDeviation":"0.1629","TheoreticalValue_IV":"44.1"},{"Ask":"39.7","Bid":"37.1","Low":"0","Mid":"38.4","Rho":"-0.08748965","High":"0","Last":"54.4","Legs":[{"Ratio":1,"Symbol":"ACN 260918P225","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"225"}],"Open":"0","Side":"Put","Vega":"0.09282971","Close":"54.4","Delta":"-0.84717645","Gamma":"0.00765921","Theta":"-0.20541313","Volume":0,"AskSize":90,"BidSize":23,"Strikes":["225"],"NetChange":"0","NetChangePct":"0","PreviousClose":"54.4","ProbabilityBE":"0.5126","ExtrinsicValue":"1.91","IntrinsicValue":"37.79","ProbabilityITM":"0.9444","ProbabilityOTM":"0.0556","ProbabilityBE_IV":"0.5248","TheoreticalValue":"38.0959","DailyOpenInterest":1,"ImpliedVolatility":"0.7838","ProbabilityITM_IV":"0.8828","ProbabilityOTM_IV":"0.1172","StandardDeviation":"0.1641","TheoreticalValue_IV":"39.7"},{"Ask":"0.4","Bid":"0","Low":"0","Mid":"0.2","Rho":"0.00300886","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"ACN 260918C245","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"245"}],"Open":"0","Side":"Call","Vega":"0.03289324","Close":"0","Delta":"0.03856433","Gamma":"0.00307539","Theta":"-0.07134456","Volume":0,"AskSize":307,"BidSize":0,"Strikes":["245"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0104","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0105","ProbabilityOTM":"0.9895","ProbabilityBE_IV":"0.0277","TheoreticalValue":"0.1076","DailyOpenInterest":0,"ImpliedVolatility":"0.6917","ProbabilityITM_IV":"0.0279","ProbabilityOTM_IV":"0.9721","StandardDeviation":"0.1448","TheoreticalValue_IV":"0.4"},{"Ask":"13.1","Bid":"11.8","Low":"0","Mid":"12.45","Rho":"0.05468855","High":"0","Last":"14.91","Legs":[{"Ratio":1,"Symbol":"ACN 260918C177.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"177.5"}],"Open":"0","Side":"Call","Vega":"0.12951701","Close":"14.91","Delta":"0.73207913","Gamma":"0.01829079","Theta":"-0.1969538","Volume":0,"AskSize":73,"BidSize":67,"Strikes":["177.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.91","ProbabilityBE":"0.3975","ExtrinsicValue":"3.39","IntrinsicValue":"9.71","ProbabilityITM":"0.6564","ProbabilityOTM":"0.3436","ProbabilityBE_IV":"0.3837","TheoreticalValue":"14.5409","DailyOpenInterest":1,"ImpliedVolatility":"0.4579","ProbabilityITM_IV":"0.6995","ProbabilityOTM_IV":"0.3005","StandardDeviation":"0.0959","TheoreticalValue_IV":"13.1001"},{"Ask":"1","Bid":"0.5","Low":"0","Mid":"0.75","Rho":"-0.0095644","High":"0","Last":"0.8","Legs":[{"Ratio":1,"Symbol":"ACN 260918P167.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"167.5"}],"Open":"0","Side":"Put","Vega":"0.07416036","Close":"0.8","Delta":"-0.11045377","Gamma":"0.01049311","Theta":"-0.10299874","Volume":0,"AskSize":175,"BidSize":134,"Strikes":["167.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.8","ProbabilityBE":"0.1616","ExtrinsicValue":"1","IntrinsicValue":"0","ProbabilityITM":"0.1866","ProbabilityOTM":"0.8134","ProbabilityBE_IV":"0.1059","TheoreticalValue":"1.9232","DailyOpenInterest":123,"ImpliedVolatility":"0.4571","ProbabilityITM_IV":"0.1296","ProbabilityOTM_IV":"0.8704","StandardDeviation":"0.0957","TheoreticalValue_IV":"1"},{"Ask":"9.5","Bid":"8.4","Low":"0","Mid":"8.95","Rho":"0.04822402","High":"0","Last":"9.4","Legs":[{"Ratio":1,"Symbol":"ACN 260918C182.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"182.5"}],"Open":"0","Side":"Call","Vega":"0.14786325","Close":"9.4","Delta":"0.63458447","Gamma":"0.02209141","Theta":"-0.210012","Volume":0,"AskSize":55,"BidSize":248,"Strikes":["182.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.4","ProbabilityBE":"0.3652","ExtrinsicValue":"4.79","IntrinsicValue":"4.71","ProbabilityITM":"0.5671","ProbabilityOTM":"0.4329","ProbabilityBE_IV":"0.3379","TheoreticalValue":"11.4858","DailyOpenInterest":2,"ImpliedVolatility":"0.4328","ProbabilityITM_IV":"0.5999","ProbabilityOTM_IV":"0.4001","StandardDeviation":"0.0906","TheoreticalValue_IV":"9.5"},{"Ask":"3.4","Bid":"3","Low":"2.7","Mid":"3.2","Rho":"-0.02678083","High":"3.46","Last":"3.2","Legs":[{"Ratio":1,"Symbol":"ACN 260918P180","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"180"}],"Open":"3.27","Side":"Put","Vega":"0.13795677","Close":"3.2","Delta":"-0.30607883","Gamma":"0.02118327","Theta":"-0.17412448","Volume":125,"AskSize":80,"BidSize":80,"Strikes":["180"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.2","ProbabilityBE":"0.2933","ExtrinsicValue":"3.4","IntrinsicValue":"0","ProbabilityITM":"0.3878","ProbabilityOTM":"0.6122","ProbabilityBE_IV":"0.2218","TheoreticalValue":"5.451","DailyOpenInterest":2414,"ImpliedVolatility":"0.4212","ProbabilityITM_IV":"0.3378","ProbabilityOTM_IV":"0.6622","StandardDeviation":"0.0882","TheoreticalValue_IV":"3.4"},{"Ask":"4.4","Bid":"4","Low":"0","Mid":"4.2","Rho":"0.03097271","High":"0","Last":"4.92","Legs":[{"Ratio":1,"Symbol":"ACN 260918C192.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"192.5"}],"Open":"0","Side":"Call","Vega":"0.15177028","Close":"4.92","Delta":"0.39848388","Gamma":"0.02367016","Theta":"-0.20264782","Volume":0,"AskSize":5,"BidSize":24,"Strikes":["192.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.92","ProbabilityBE":"0.2848","ExtrinsicValue":"4.4","IntrinsicValue":"0","ProbabilityITM":"0.3898","ProbabilityOTM":"0.6102","ProbabilityBE_IV":"0.2301","TheoreticalValue":"6.7209","DailyOpenInterest":27,"ImpliedVolatility":"0.4146","ProbabilityITM_IV":"0.3653","ProbabilityOTM_IV":"0.6347","StandardDeviation":"0.0868","TheoreticalValue_IV":"4.3999"},{"Ask":"63.3","Bid":"60.7","Low":"0","Mid":"62","Rho":"0.05122542","High":"0","Last":"65.2","Legs":[{"Ratio":1,"Symbol":"ACN 260918C125","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"125"}],"Open":"0","Side":"Call","Vega":"0.03505038","Close":"65.2","Delta":"0.95829966","Gamma":"0.00188405","Theta":"-0.14292558","Volume":0,"AskSize":129,"BidSize":232,"Strikes":["125"],"NetChange":"0","NetChangePct":"0","PreviousClose":"65.2","ProbabilityBE":"0.4781","ExtrinsicValue":"1.09","IntrinsicValue":"62.21","ProbabilityITM":"0.9996","ProbabilityOTM":"0.0004","ProbabilityBE_IV":"0.4506","TheoreticalValue":"62.4194","DailyOpenInterest":121,"ImpliedVolatility":"1.2031","ProbabilityITM_IV":"0.9304","ProbabilityOTM_IV":"0.0696","StandardDeviation":"0.2519","TheoreticalValue_IV":"63.3"},{"Ask":"58.5","Bid":"55.7","Low":"0","Mid":"57.1","Rho":"0.05255045","High":"0","Last":"60.23","Legs":[{"Ratio":1,"Symbol":"ACN 260918C130","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"130"}],"Open":"0","Side":"Call","Vega":"0.04139271","Close":"60.23","Delta":"0.94870194","Gamma":"0.00231927","Theta":"-0.16063996","Volume":0,"AskSize":178,"BidSize":395,"Strikes":["130"],"NetChange":"0","NetChangePct":"0","PreviousClose":"60.23","ProbabilityBE":"0.4779","ExtrinsicValue":"1.29","IntrinsicValue":"57.21","ProbabilityITM":"0.9987","ProbabilityOTM":"0.0013","ProbabilityBE_IV":"0.4525","TheoreticalValue":"57.4314","DailyOpenInterest":324,"ImpliedVolatility":"1.1542","ProbabilityITM_IV":"0.9177","ProbabilityOTM_IV":"0.0823","StandardDeviation":"0.2417","TheoreticalValue_IV":"58.5"},{"Ask":"43.5","Bid":"40.5","Low":"0","Mid":"42","Rho":"0.05798003","High":"0","Last":"43.3","Legs":[{"Ratio":1,"Symbol":"ACN 260918C145","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"145"}],"Open":"0","Side":"Call","Vega":"0.05026792","Close":"43.3","Delta":"0.93431294","Gamma":"0.00376523","Theta":"-0.14833001","Volume":0,"AskSize":173,"BidSize":314,"Strikes":["145"],"NetChange":"0","NetChangePct":"0","PreviousClose":"43.3","ProbabilityBE":"0.4757","ExtrinsicValue":"1.29","IntrinsicValue":"42.21","ProbabilityITM":"0.9823","ProbabilityOTM":"0.0177","ProbabilityBE_IV":"0.4635","TheoreticalValue":"42.5569","DailyOpenInterest":248,"ImpliedVolatility":"0.8634","ProbabilityITM_IV":"0.9078","ProbabilityOTM_IV":"0.0922","StandardDeviation":"0.1808","TheoreticalValue_IV":"43.5"},{"Ask":"48.5","Bid":"45.9","Low":"0","Mid":"47.2","Rho":"0.05623012","High":"0","Last":"42.37","Legs":[{"Ratio":1,"Symbol":"ACN 260918C140","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"140"}],"Open":"0","Side":"Call","Vega":"0.04694383","Close":"42.37","Delta":"0.93983507","Gamma":"0.00316993","Theta":"-0.15275747","Volume":0,"AskSize":173,"BidSize":300,"Strikes":["140"],"NetChange":"0","NetChangePct":"0","PreviousClose":"42.37","ProbabilityBE":"0.4769","ExtrinsicValue":"1.29","IntrinsicValue":"47.21","ProbabilityITM":"0.9918","ProbabilityOTM":"0.0082","ProbabilityBE_IV":"0.4603","TheoreticalValue":"47.4864","DailyOpenInterest":322,"ImpliedVolatility":"0.9577","ProbabilityITM_IV":"0.9118","ProbabilityOTM_IV":"0.0882","StandardDeviation":"0.2005","TheoreticalValue_IV":"48.5"},{"Ask":"0.5","Bid":"0.3","Low":"0.5","Mid":"0.4","Rho":"0.00553519","High":"0.5","Last":"0.5","Legs":[{"Ratio":1,"Symbol":"ACN 260918C215","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"215"}],"Open":"0.5","Side":"Call","Vega":"0.05261522","Close":"0.5","Delta":"0.06968438","Gamma":"0.00796047","Theta":"-0.07112311","Volume":1,"AskSize":1,"BidSize":265,"Strikes":["215"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.5","ProbabilityBE":"0.1025","ExtrinsicValue":"0.5","IntrinsicValue":"0","ProbabilityITM":"0.1131","ProbabilityOTM":"0.8869","ProbabilityBE_IV":"0.0501","TheoreticalValue":"1.476","DailyOpenInterest":436,"ImpliedVolatility":"0.4274","ProbabilityITM_IV":"0.0584","ProbabilityOTM_IV":"0.9416","StandardDeviation":"0.0895","TheoreticalValue_IV":"0.5"}],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-02T17:30:14.629Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[{"variant":"call_debit_spread","recommended":true,"expiration":"2026-09-18T00:00:00.000Z","dte":16,"legs":[{"ask":7.9,"bid":7.4,"mid":7.65,"raw":{"Ask":"7.9","Bid":"7.4","Low":"7.05","Mid":"7.65","Rho":"0.04427018","High":"7.95","Last":"7.4","Legs":[{"Ratio":1,"Symbol":"ACN 260918C185","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"185"}],"Open":"7.95","Side":"Call","Vega":"0.15385589","Close":"7.4","Delta":"0.57816954","Gamma":"0.02360992","Theta":"-0.21168179","Volume":19,"AskSize":10,"BidSize":13,"Strikes":["185"],"NetChange":"-1.1","NetChangePct":"-0.1294","PreviousClose":"8.5","ProbabilityBE":"0.3468","ExtrinsicValue":"5.69","IntrinsicValue":"2.21","ProbabilityITM":"0.5217","ProbabilityOTM":"0.4783","ProbabilityBE_IV":"0.3109","TheoreticalValue":"10.127","DailyOpenInterest":570,"ImpliedVolatility":"0.4214","ProbabilityITM_IV":"0.5433","ProbabilityOTM_IV":"0.4567","StandardDeviation":"0.0882","TheoreticalValue_IV":"7.9001"},"delta":0.57816954,"ratio":1,"strike":185,"symbol":"ACN 260918C185","volume":19,"askSize":10,"bidSize":13,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":570,"impliedVolatility":0.4214},{"ask":3.6,"bid":3.2,"mid":3.4,"raw":{"Ask":"3.6","Bid":"3.2","Low":"3.25","Mid":"3.4","Rho":"0.02681581","High":"3.7","Last":"3.4","Legs":[{"Ratio":1,"Symbol":"ACN 260918C195","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"195"}],"Open":"3.7","Side":"Call","Vega":"0.14470636","Close":"3.4","Delta":"0.34388385","Gamma":"0.02240656","Theta":"-0.19392602","Volume":20,"AskSize":92,"BidSize":33,"Strikes":["195"],"NetChange":"-1.11","NetChangePct":"-0.2461","PreviousClose":"4.51","ProbabilityBE":"0.2627","ExtrinsicValue":"3.6","IntrinsicValue":"0","ProbabilityITM":"0.3488","ProbabilityOTM":"0.6512","ProbabilityBE_IV":"0.2051","TheoreticalValue":"5.7995","DailyOpenInterest":692,"ImpliedVolatility":"0.4176","ProbabilityITM_IV":"0.3122","ProbabilityOTM_IV":"0.6878","StandardDeviation":"0.0874","TheoreticalValue_IV":"3.6"},"delta":0.34388385,"ratio":-1,"strike":195,"symbol":"ACN 260918C195","volume":20,"askSize":92,"bidSize":33,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":692,"impliedVolatility":0.4176}],"entryBid":3.8000000000000003,"entryAsk":4.7,"entryMid":4.25,"entryDebit":4.7,"rejectionReasons":[]},{"variant":"long_call_60_delta","recommended":false,"expiration":"2026-09-18T00:00:00.000Z","dte":16,"legs":[{"ask":7.9,"bid":7.4,"mid":7.65,"raw":{"Ask":"7.9","Bid":"7.4","Low":"7.05","Mid":"7.65","Rho":"0.04427018","High":"7.95","Last":"7.4","Legs":[{"Ratio":1,"Symbol":"ACN 260918C185","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"185"}],"Open":"7.95","Side":"Call","Vega":"0.15385589","Close":"7.4","Delta":"0.57816954","Gamma":"0.02360992","Theta":"-0.21168179","Volume":19,"AskSize":10,"BidSize":13,"Strikes":["185"],"NetChange":"-1.1","NetChangePct":"-0.1294","PreviousClose":"8.5","ProbabilityBE":"0.3468","ExtrinsicValue":"5.69","IntrinsicValue":"2.21","ProbabilityITM":"0.5217","ProbabilityOTM":"0.4783","ProbabilityBE_IV":"0.3109","TheoreticalValue":"10.127","DailyOpenInterest":570,"ImpliedVolatility":"0.4214","ProbabilityITM_IV":"0.5433","ProbabilityOTM_IV":"0.4567","StandardDeviation":"0.0882","TheoreticalValue_IV":"7.9001"},"delta":0.57816954,"ratio":1,"strike":185,"symbol":"ACN 260918C185","volume":19,"askSize":10,"bidSize":13,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":570,"impliedVolatility":0.4214}],"entryBid":7.4,"entryAsk":7.9,"entryMid":7.65,"entryDebit":7.9,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-09-18T00:00:00.000Z","dte":16,"legs":[{"ask":15.3,"bid":13.8,"mid":14.55,"raw":{"Ask":"15.3","Bid":"13.8","Low":"14.05","Mid":"14.55","Rho":"0.05642025","High":"15.27","Last":"14.56","Legs":[{"Ratio":1,"Symbol":"ACN 260918C175","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"175"}],"Open":"15.25","Side":"Call","Vega":"0.12089886","Close":"14.56","Delta":"0.76479593","Gamma":"0.01592765","Theta":"-0.19747464","Volume":13,"AskSize":105,"BidSize":77,"Strikes":["175"],"NetChange":"-1.04","NetChangePct":"-0.0667","PreviousClose":"15.6","ProbabilityBE":"0.4113","ExtrinsicValue":"3.09","IntrinsicValue":"12.21","ProbabilityITM":"0.6992","ProbabilityOTM":"0.3008","ProbabilityBE_IV":"0.4045","TheoreticalValue":"16.233","DailyOpenInterest":265,"ImpliedVolatility":"0.4909","ProbabilityITM_IV":"0.7319","ProbabilityOTM_IV":"0.2681","StandardDeviation":"0.1028","TheoreticalValue_IV":"15.3001"},"delta":0.76479593,"ratio":1,"strike":175,"symbol":"ACN 260918C175","volume":13,"askSize":105,"bidSize":77,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":265,"impliedVolatility":0.4909}],"entryBid":13.8,"entryAsk":15.3,"entryMid":14.55,"entryDebit":15.3,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_ACN_60_L_1788366600000","variant":"call_debit_spread","exitBid":4.1,"exitAsk":5,"exitMid":4.55,"exitCredit":4.1,"pnlPerContract":-60.00000000000006,"returnOnDebit":-0.1276595744680852,"quote":{"ask":5,"bid":4.1,"mid":4.55,"raw":{"Ask":"5","Bid":"4.1","Low":"3.8","Mid":"4.55","Rho":"0.01787143","High":"4.25","Last":"4","Legs":[{"Ratio":1,"Symbol":"ACN 260918C185","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"185"},{"Ratio":-1,"Symbol":"ACN 260918C195","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"195"}],"Open":"4.25","Side":"Call","Vega":"0.00554931","Close":"4","Delta":"0.24048632","Gamma":"0.00020118","Theta":"-0.01677667","Volume":19,"AskSize":14,"BidSize":4,"Strikes":["185","195"],"NetChange":"0.01","NetChangePct":"0.0025","PreviousClose":"3.99","ExtrinsicValue":"1.6","IntrinsicValue":"3","TheoreticalValue":"4.4657","DailyOpenInterest":570,"ImpliedVolatility":"0.412","StandardDeviation":"0.0862","TheoreticalValue_IV":"4.6001"},"capturedAt":"2026-09-02T18:30:30.438Z"},"closedAt":"2026-09-02T18:30:00.000Z"},{"signalId":"DDV1_BATS_ACN_60_L_1788366600000","variant":"long_call_60_delta","exitBid":7.8,"exitAsk":8.3,"exitMid":8.05,"exitCredit":7.8,"pnlPerContract":-10.000000000000053,"returnOnDebit":-0.012658227848101333,"quote":{"ask":8.3,"bid":7.8,"mid":8.05,"raw":{"Ask":"8.3","Bid":"7.8","Low":"7.05","Mid":"8.05","Rho":"0.04568036","High":"7.95","Last":"7.4","Legs":[{"Ratio":1,"Symbol":"ACN 260918C185","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"185"}],"Open":"7.95","Side":"Call","Vega":"0.15269388","Close":"7.4","Delta":"0.59639949","Gamma":"0.02343918","Theta":"-0.20987741","Volume":19,"AskSize":14,"BidSize":8,"Strikes":["185"],"NetChange":"-1.1","NetChangePct":"-0.1294","PreviousClose":"8.5","ProbabilityBE":"0.3525","ExtrinsicValue":"5.33","IntrinsicValue":"2.97","ProbabilityITM":"0.5354","ProbabilityOTM":"0.4646","ProbabilityBE_IV":"0.3174","TheoreticalValue":"10.5526","DailyOpenInterest":570,"ImpliedVolatility":"0.419","ProbabilityITM_IV":"0.562","ProbabilityOTM_IV":"0.438","StandardDeviation":"0.0877","TheoreticalValue_IV":"8.3"},"capturedAt":"2026-09-02T18:30:32.041Z"},"closedAt":"2026-09-02T18:30:00.000Z"},{"signalId":"DDV1_BATS_ACN_60_L_1788366600000","variant":"long_call_75_delta","exitBid":13.8,"exitAsk":16.1,"exitMid":14.95,"exitCredit":13.8,"pnlPerContract":-150,"returnOnDebit":-0.09803921568627451,"quote":{"ask":16.1,"bid":13.8,"mid":14.95,"raw":{"Ask":"16.1","Bid":"13.8","Low":"14.05","Mid":"14.95","Rho":"0.05658124","High":"15.27","Last":"14.95","Legs":[{"Ratio":1,"Symbol":"ACN 260918C175","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"175"}],"Open":"15.25","Side":"Call","Vega":"0.11982628","Close":"14.95","Delta":"0.76967984","Gamma":"0.01512314","Theta":"-0.20336992","Volume":14,"AskSize":159,"BidSize":178,"Strikes":["175"],"NetChange":"-0.65","NetChangePct":"-0.0417","PreviousClose":"15.6","ProbabilityBE":"0.4149","ExtrinsicValue":"3.13","IntrinsicValue":"12.97","ProbabilityITM":"0.7112","ProbabilityOTM":"0.2888","ProbabilityBE_IV":"0.4106","TheoreticalValue":"16.7892","DailyOpenInterest":265,"ImpliedVolatility":"0.5096","ProbabilityITM_IV":"0.7359","ProbabilityOTM_IV":"0.2641","StandardDeviation":"0.1067","TheoreticalValue_IV":"16.1"},"capturedAt":"2026-09-02T18:30:33.581Z"},"closedAt":"2026-09-02T18:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_ACN_60_L_1788366600000","variant":"call_debit_spread","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":4.7,"rawEvent":{"riskBudgetDollars":14.051168268749839},"submittedAt":"2026-09-02T17:30:14.663Z"}],"capturedAt":"2026-09-02T17:30:13.028Z","closedAt":"2026-09-02T18:30:00.000Z"},{"signalId":"DDV1_BATS_VZ_60_L_1788359400000","symbol":"VZ","timeframe":"60","underlyingEntryPrice":50.77,"predictedHoldBars":7.680313777207535,"predictedMfeR":0.2017224513155068,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"call_debit_spread","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"6.95","Bid":"6.7","Low":"6.65","Mid":"6.825","Rho":"0.01806444","High":"6.78","Last":"6.67","Legs":[{"Ratio":1,"Symbol":"VZ 260918C44","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"44"}],"Open":"6.66","Side":"Call","Vega":"0.01278664","Close":"6.67","Delta":"0.93965872","Gamma":"0.02457575","Theta":"-0.02220396","Volume":4,"AskSize":24,"BidSize":118,"Strikes":["44"],"NetChange":"0.05","NetChangePct":"0.0076","PreviousClose":"6.62","ProbabilityBE":"0.4905","ExtrinsicValue":"0.205","IntrinsicValue":"6.745","ProbabilityITM":"0.996","ProbabilityOTM":"0.004","ProbabilityBE_IV":"0.4816","TheoreticalValue":"6.8214","DailyOpenInterest":2105,"ImpliedVolatility":"0.4556","ProbabilityITM_IV":"0.9273","ProbabilityOTM_IV":"0.0727","StandardDeviation":"0.0954","TheoreticalValue_IV":"6.95"},{"Ask":"0.18","Bid":"0.07","Low":"0.1","Mid":"0.125","Rho":"0.00294805","High":"0.1","Last":"0.1","Legs":[{"Ratio":1,"Symbol":"VZ 260918C54","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"54"}],"Open":"0.1","Side":"Call","Vega":"0.02314846","Close":"0.1","Delta":"0.13454456","Gamma":"0.07986522","Theta":"-0.01883463","Volume":2,"AskSize":2141,"BidSize":279,"Strikes":["54"],"NetChange":"0.01","NetChangePct":"0.1111","PreviousClose":"0.09","ProbabilityBE":"0.1126","ExtrinsicValue":"0.18","IntrinsicValue":"0","ProbabilityITM":"0.1252","ProbabilityOTM":"0.8748","ProbabilityBE_IV":"0.1107","TheoreticalValue":"0.1849","DailyOpenInterest":356,"ImpliedVolatility":"0.2538","ProbabilityITM_IV":"0.1233","ProbabilityOTM_IV":"0.8767","StandardDeviation":"0.0531","TheoreticalValue_IV":"0.18"},{"Ask":"0.29","Bid":"0.27","Low":"0.24","Mid":"0.28","Rho":"0.00510659","High":"0.32","Last":"0.27","Legs":[{"Ratio":1,"Symbol":"VZ 260918C52.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"52.5"}],"Open":"0.32","Side":"Call","Vega":"0.03265539","Close":"0.27","Delta":"0.23262783","Gamma":"0.14002894","Theta":"-0.02178801","Volume":40,"AskSize":1,"BidSize":82,"Strikes":["52.5"],"NetChange":"0.06","NetChangePct":"0.2857","PreviousClose":"0.21","ProbabilityBE":"0.2143","ExtrinsicValue":"0.29","IntrinsicValue":"0","ProbabilityITM":"0.2654","ProbabilityOTM":"0.7346","ProbabilityBE_IV":"0.1636","TheoreticalValue":"0.4689","DailyOpenInterest":26262,"ImpliedVolatility":"0.2042","ProbabilityITM_IV":"0.2197","ProbabilityOTM_IV":"0.7803","StandardDeviation":"0.0428","TheoreticalValue_IV":"0.29"},{"Ask":"0.13","Bid":"0","Low":"0","Mid":"0.065","Rho":"0.00183207","High":"0","Last":"0.04","Legs":[{"Ratio":1,"Symbol":"VZ 260918C56","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"56"}],"Open":"0","Side":"Call","Vega":"0.01647767","Close":"0.04","Delta":"0.08397038","Gamma":"0.0443282","Theta":"-0.01699398","Volume":0,"AskSize":709,"BidSize":0,"Strikes":["56"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.04","ProbabilityBE":"0.033","ExtrinsicValue":"0.13","IntrinsicValue":"0","ProbabilityITM":"0.0341","ProbabilityOTM":"0.9659","ProbabilityBE_IV":"0.0724","TheoreticalValue":"0.0412","DailyOpenInterest":44,"ImpliedVolatility":"0.3255","ProbabilityITM_IV":"0.0739","ProbabilityOTM_IV":"0.9261","StandardDeviation":"0.0681","TheoreticalValue_IV":"0.13"},{"Ask":"2.59","Bid":"2.36","Low":"0","Mid":"2.475","Rho":"0.0173352","High":"0","Last":"1.95","Legs":[{"Ratio":1,"Symbol":"VZ 260918C48.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"48.5"}],"Open":"0","Side":"Call","Vega":"0.02791022","Close":"1.95","Delta":"0.82133505","Gamma":"0.09808637","Theta":"-0.02552039","Volume":0,"AskSize":15,"BidSize":37,"Strikes":["48.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.95","ProbabilityBE":"0.4489","ExtrinsicValue":"0.345","IntrinsicValue":"2.245","ProbabilityITM":"0.8006","ProbabilityOTM":"0.1994","ProbabilityBE_IV":"0.448","TheoreticalValue":"2.6091","DailyOpenInterest":21,"ImpliedVolatility":"0.2492","ProbabilityITM_IV":"0.8073","ProbabilityOTM_IV":"0.1927","StandardDeviation":"0.0522","TheoreticalValue_IV":"2.59"},{"Ask":"2.52","Bid":"1.83","Low":"0","Mid":"2.175","Rho":"-0.01581975","High":"0","Last":"2.37","Legs":[{"Ratio":1,"Symbol":"VZ 260918P52.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"52.5"}],"Open":"0","Side":"Put","Vega":"0.03944066","Close":"2.37","Delta":"-0.65340169","Gamma":"0.09717952","Theta":"-0.03960962","Volume":0,"AskSize":848,"BidSize":426,"Strikes":["52.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.37","ProbabilityBE":"0.4416","ExtrinsicValue":"0.765","IntrinsicValue":"1.755","ProbabilityITM":"0.7346","ProbabilityOTM":"0.2654","ProbabilityBE_IV":"0.465","TheoreticalValue":"2.1443","DailyOpenInterest":63,"ImpliedVolatility":"0.3554","ProbabilityITM_IV":"0.6806","ProbabilityOTM_IV":"0.3194","StandardDeviation":"0.0744","TheoreticalValue_IV":"2.52"},{"Ask":"4.65","Bid":"4.05","Low":"4.24","Mid":"4.35","Rho":"0.01726902","High":"4.32","Last":"4.32","Legs":[{"Ratio":1,"Symbol":"VZ 260918C46.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"46.5"}],"Open":"4.24","Side":"Call","Vega":"0.02390192","Close":"4.32","Delta":"0.85898938","Gamma":"0.0511234","Theta":"-0.03425004","Volume":2,"AskSize":66,"BidSize":190,"Strikes":["46.5"],"NetChange":"-0.01","NetChangePct":"-0.0023","PreviousClose":"4.33","ProbabilityBE":"0.4825","ExtrinsicValue":"0.405","IntrinsicValue":"4.245","ProbabilityITM":"0.9479","ProbabilityOTM":"0.0521","ProbabilityBE_IV":"0.4786","TheoreticalValue":"4.3764","DailyOpenInterest":10,"ImpliedVolatility":"0.4094","ProbabilityITM_IV":"0.8388","ProbabilityOTM_IV":"0.1612","StandardDeviation":"0.0857","TheoreticalValue_IV":"4.65"},{"Ask":"8.95","Bid":"8.7","Low":"8.6","Mid":"8.825","Rho":"0.01740383","High":"8.85","Last":"8.82","Legs":[{"Ratio":1,"Symbol":"VZ 260918C42","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"42"}],"Open":"8.6","Side":"Call","Vega":"0.01107116","Close":"8.82","Delta":"0.9497173","Gamma":"0.01692405","Theta":"-0.02364468","Volume":3,"AskSize":41,"BidSize":364,"Strikes":["42"],"NetChange":"0.1","NetChangePct":"0.0115","PreviousClose":"8.72","ProbabilityBE":"0.4914","ExtrinsicValue":"0.205","IntrinsicValue":"8.745","ProbabilityITM":"0.9998","ProbabilityOTM":"0.0002","ProbabilityBE_IV":"0.4769","TheoreticalValue":"8.8153","DailyOpenInterest":11857,"ImpliedVolatility":"0.5728","ProbabilityITM_IV":"0.9359","ProbabilityOTM_IV":"0.0641","StandardDeviation":"0.1199","TheoreticalValue_IV":"8.95"},{"Ask":"0.13","Bid":"0.11","Low":"0.12","Mid":"0.12","Rho":"-0.00252156","High":"0.16","Last":"0.12","Legs":[{"Ratio":1,"Symbol":"VZ 260918P48","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"48"}],"Open":"0.16","Side":"Put","Vega":"0.02002673","Close":"0.12","Delta":"-0.10948521","Gamma":"0.07771687","Theta":"-0.01337092","Volume":48,"AskSize":8,"BidSize":78,"Strikes":["48"],"NetChange":"-0.09","NetChangePct":"-0.4286","PreviousClose":"0.21","ProbabilityBE":"0.1331","ExtrinsicValue":"0.13","IntrinsicValue":"0","ProbabilityITM":"0.1501","ProbabilityOTM":"0.8499","ProbabilityBE_IV":"0.1024","TheoreticalValue":"0.1962","DailyOpenInterest":3984,"ImpliedVolatility":"0.2256","ProbabilityITM_IV":"0.1187","ProbabilityOTM_IV":"0.8813","StandardDeviation":"0.0472","TheoreticalValue_IV":"0.13"},{"Ask":"5.95","Bid":"5.75","Low":"5.66","Mid":"5.85","Rho":"0.01835209","High":"5.93","Last":"5.93","Legs":[{"Ratio":1,"Symbol":"VZ 260918C45","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"45"}],"Open":"5.7","Side":"Call","Vega":"0.01391418","Close":"5.93","Delta":"0.93273449","Gamma":"0.03063679","Theta":"-0.02136899","Volume":36,"AskSize":19,"BidSize":865,"Strikes":["45"],"NetChange":"0.41","NetChangePct":"0.0743","PreviousClose":"5.52","ProbabilityBE":"0.4891","ExtrinsicValue":"0.205","IntrinsicValue":"5.745","ProbabilityITM":"0.9872","ProbabilityOTM":"0.0128","ProbabilityBE_IV":"0.4832","TheoreticalValue":"5.8308","DailyOpenInterest":16451,"ImpliedVolatility":"0.3977","ProbabilityITM_IV":"0.9211","ProbabilityOTM_IV":"0.0789","StandardDeviation":"0.0833","TheoreticalValue_IV":"5.95"},{"Ask":"12.15","Bid":"10.95","Low":"0","Mid":"11.55","Rho":"-0.02356437","High":"0","Last":"12.65","Legs":[{"Ratio":1,"Symbol":"VZ 260918P62","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"62"}],"Open":"0","Side":"Put","Vega":"0.02923073","Close":"12.65","Delta":"-0.80751966","Gamma":"0.02635006","Theta":"-0.08221544","Volume":0,"AskSize":189,"BidSize":151,"Strikes":["62"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12.65","ProbabilityBE":"0.4984","ExtrinsicValue":"0.895","IntrinsicValue":"11.255","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.5375","TheoreticalValue":"11.255","DailyOpenInterest":0,"ImpliedVolatility":"0.9714","ProbabilityITM_IV":"0.8584","ProbabilityOTM_IV":"0.1416","StandardDeviation":"0.2034","TheoreticalValue_IV":"12.15"},{"Ask":"0.56","Bid":"0.5","Low":"0.5","Mid":"0.53","Rho":"-0.00813394","High":"0.64","Last":"0.53","Legs":[{"Ratio":1,"Symbol":"VZ 260918P50","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"50"}],"Open":"0.64","Side":"Put","Vega":"0.03959938","Close":"0.53","Delta":"-0.35041278","Gamma":"0.16031805","Theta":"-0.02456086","Volume":41,"AskSize":101,"BidSize":31,"Strikes":["50"],"NetChange":"-0.17","NetChangePct":"-0.2429","PreviousClose":"0.7","ProbabilityBE":"0.2921","ExtrinsicValue":"0.56","IntrinsicValue":"0","ProbabilityITM":"0.3903","ProbabilityOTM":"0.6097","ProbabilityBE_IV":"0.2558","TheoreticalValue":"0.7186","DailyOpenInterest":7827,"ImpliedVolatility":"0.2163","ProbabilityITM_IV":"0.3674","ProbabilityOTM_IV":"0.6326","StandardDeviation":"0.0453","TheoreticalValue_IV":"0.56"},{"Ask":"1.4","Bid":"1.3","Low":"1.15","Mid":"1.35","Rho":"0.01395842","High":"1.4","Last":"1.35","Legs":[{"Ratio":1,"Symbol":"VZ 260918C50","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"1.24","Side":"Call","Vega":"0.03967083","Close":"1.35","Delta":"0.64783626","Gamma":"0.15836629","Theta":"-0.0301317","Volume":178,"AskSize":58,"BidSize":847,"Strikes":["50"],"NetChange":"0.25","NetChangePct":"0.2273","PreviousClose":"1.1","ProbabilityBE":"0.3872","ExtrinsicValue":"0.655","IntrinsicValue":"0.745","ProbabilityITM":"0.6097","ProbabilityOTM":"0.3903","ProbabilityBE_IV":"0.3722","TheoreticalValue":"1.5464","DailyOpenInterest":29460,"ImpliedVolatility":"0.2194","ProbabilityITM_IV":"0.6305","ProbabilityOTM_IV":"0.3695","StandardDeviation":"0.0459","TheoreticalValue_IV":"1.4"},{"Ask":"0.07","Bid":"0.06","Low":"0.06","Mid":"0.065","Rho":"-0.00140046","High":"0.09","Last":"0.07","Legs":[{"Ratio":1,"Symbol":"VZ 260918P47","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"47"}],"Open":"0.08","Side":"Put","Vega":"0.01287099","Close":"0.07","Delta":"-0.06085061","Gamma":"0.04611142","Theta":"-0.00939105","Volume":129,"AskSize":7,"BidSize":1,"Strikes":["47"],"NetChange":"-0.04","NetChangePct":"-0.3636","PreviousClose":"0.11","ProbabilityBE":"0.0721","ExtrinsicValue":"0.07","IntrinsicValue":"0","ProbabilityITM":"0.0769","ProbabilityOTM":"0.9231","ProbabilityBE_IV":"0.0628","TheoreticalValue":"0.0856","DailyOpenInterest":16137,"ImpliedVolatility":"0.2444","ProbabilityITM_IV":"0.0673","ProbabilityOTM_IV":"0.9327","StandardDeviation":"0.0512","TheoreticalValue_IV":"0.07"},{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"0.00081617","High":"0","Last":"0.03","Legs":[{"Ratio":1,"Symbol":"VZ 260918C57.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"57.5"}],"Open":"0","Side":"Call","Vega":"0.00869001","Close":"0.03","Delta":"0.03725199","Gamma":"0.02362065","Theta":"-0.00883753","Volume":0,"AskSize":3,"BidSize":0,"Strikes":["57.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.03","ProbabilityBE":"0.0102","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.0103","ProbabilityOTM":"0.9897","ProbabilityBE_IV":"0.0319","TheoreticalValue":"0.011","DailyOpenInterest":5877,"ImpliedVolatility":"0.3222","ProbabilityITM_IV":"0.0321","ProbabilityOTM_IV":"0.9679","StandardDeviation":"0.0674","TheoreticalValue_IV":"0.05"},{"Ask":"0.02","Bid":"0","Low":"0","Mid":"0.01","Rho":"0.00024457","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"VZ 260918C65","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"65"}],"Open":"0","Side":"Call","Vega":"0.00315878","Close":"0.01","Delta":"0.01126187","Gamma":"0.00552907","Theta":"-0.00493815","Volume":0,"AskSize":26,"BidSize":0,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0","ExtrinsicValue":"0.02","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0085","TheoreticalValue":"0","DailyOpenInterest":744,"ImpliedVolatility":"0.5003","ProbabilityITM_IV":"0.0085","ProbabilityOTM_IV":"0.9915","StandardDeviation":"0.1047","TheoreticalValue_IV":"0.02"},{"Ask":"0.04","Bid":"0.02","Low":"0.03","Mid":"0.03","Rho":"-0.00069544","High":"0.06","Last":"0.03","Legs":[{"Ratio":1,"Symbol":"VZ 260918P45","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"45"}],"Open":"0.06","Side":"Put","Vega":"0.00729415","Close":"0.03","Delta":"-0.03011397","Gamma":"0.02038354","Theta":"-0.00689793","Volume":10,"AskSize":170,"BidSize":188,"Strikes":["45"],"NetChange":"-0.02","NetChangePct":"-0.4","PreviousClose":"0.05","ProbabilityBE":"0.0126","ExtrinsicValue":"0.04","IntrinsicValue":"0","ProbabilityITM":"0.0128","ProbabilityOTM":"0.9872","ProbabilityBE_IV":"0.0346","TheoreticalValue":"0.0106","DailyOpenInterest":27295,"ImpliedVolatility":"0.3134","ProbabilityITM_IV":"0.0349","ProbabilityOTM_IV":"0.9651","StandardDeviation":"0.0656","TheoreticalValue_IV":"0.04"},{"Ask":"0.02","Bid":"0","Low":"0","Mid":"0.01","Rho":"-0.00019617","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"VZ 260918P37","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"37"}],"Open":"0","Side":"Put","Vega":"0.0024252","Close":"0.01","Delta":"-0.00832255","Gamma":"0.00327591","Theta":"-0.00481051","Volume":0,"AskSize":2,"BidSize":0,"Strikes":["37"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0","ExtrinsicValue":"0.02","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.012","TheoreticalValue":"0","DailyOpenInterest":984,"ImpliedVolatility":"0.6483","ProbabilityITM_IV":"0.012","ProbabilityOTM_IV":"0.988","StandardDeviation":"0.1357","TheoreticalValue_IV":"0.02"},{"Ask":"5.6","Bid":"5.05","Low":"5.6","Mid":"5.325","Rho":"-0.02116723","High":"5.62","Last":"5.6","Legs":[{"Ratio":1,"Symbol":"VZ 260918P56","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"56"}],"Open":"5.62","Side":"Put","Vega":"0.02699105","Close":"5.6","Delta":"-0.83050279","Gamma":"0.05160836","Theta":"-0.03324909","Volume":3,"AskSize":223,"BidSize":60,"Strikes":["56"],"NetChange":"-0.5","NetChangePct":"-0.082","PreviousClose":"6.1","ProbabilityBE":"0.4984","ExtrinsicValue":"0.345","IntrinsicValue":"5.255","ProbabilityITM":"0.9659","ProbabilityOTM":"0.0341","ProbabilityBE_IV":"0.5123","TheoreticalValue":"5.255","DailyOpenInterest":0,"ImpliedVolatility":"0.458","ProbabilityITM_IV":"0.8537","ProbabilityOTM_IV":"0.1463","StandardDeviation":"0.0959","TheoreticalValue_IV":"5.6"},{"Ask":"0.04","Bid":"0.02","Low":"0","Mid":"0.03","Rho":"-0.00055014","High":"0","Last":"0.04","Legs":[{"Ratio":1,"Symbol":"VZ 260918P43","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"43"}],"Open":"0","Side":"Put","Vega":"0.00596284","Close":"0.04","Delta":"-0.02365755","Gamma":"0.01275414","Theta":"-0.00741211","Volume":0,"AskSize":17,"BidSize":1,"Strikes":["43"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.04","ProbabilityBE":"0.001","ExtrinsicValue":"0.04","IntrinsicValue":"0","ProbabilityITM":"0.001","ProbabilityOTM":"0.999","ProbabilityBE_IV":"0.0289","TheoreticalValue":"0.0007","DailyOpenInterest":2863,"ImpliedVolatility":"0.4094","ProbabilityITM_IV":"0.0289","ProbabilityOTM_IV":"0.9711","StandardDeviation":"0.0857","TheoreticalValue_IV":"0.04"},{"Ask":"0.03","Bid":"0.01","Low":"0","Mid":"0.02","Rho":"-0.00031116","High":"0","Last":"0.02","Legs":[{"Ratio":1,"Symbol":"VZ 260918P39","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"39"}],"Open":"0","Side":"Put","Vega":"0.0036332","Close":"0.02","Delta":"-0.01323532","Gamma":"0.00545712","Theta":"-0.00647009","Volume":0,"AskSize":2,"BidSize":15,"Strikes":["39"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.02","ProbabilityBE":"0","ExtrinsicValue":"0.03","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.018","TheoreticalValue":"0","DailyOpenInterest":326,"ImpliedVolatility":"0.583","ProbabilityITM_IV":"0.018","ProbabilityOTM_IV":"0.982","StandardDeviation":"0.1221","TheoreticalValue_IV":"0.03"},{"Ask":"0.86","Bid":"0.79","Low":"0.69","Mid":"0.825","Rho":"0.01043463","High":"0.83","Last":"0.78","Legs":[{"Ratio":1,"Symbol":"VZ 260918C51","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"51"}],"Open":"0.69","Side":"Call","Vega":"0.04258232","Close":"0.78","Delta":"0.48061401","Gamma":"0.1689416","Theta":"-0.03146213","Volume":66,"AskSize":143,"BidSize":10,"Strikes":["51"],"NetChange":"0.08","NetChangePct":"0.1143","PreviousClose":"0.7","ProbabilityBE":"0.3254","ExtrinsicValue":"0.86","IntrinsicValue":"0","ProbabilityITM":"0.4646","ProbabilityOTM":"0.5354","ProbabilityBE_IV":"0.3026","TheoreticalValue":"1.01","DailyOpenInterest":3495,"ImpliedVolatility":"0.2207","ProbabilityITM_IV":"0.4621","ProbabilityOTM_IV":"0.5379","StandardDeviation":"0.0462","TheoreticalValue_IV":"0.86"},{"Ask":"0.05","Bid":"0.04","Low":"0.04","Mid":"0.045","Rho":"0.00111524","High":"0.06","Last":"0.04","Legs":[{"Ratio":1,"Symbol":"VZ 260918C55","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"55"}],"Open":"0.04","Side":"Call","Vega":"0.01111649","Close":"0.04","Delta":"0.05054122","Gamma":"0.04324481","Theta":"-0.0079891","Volume":381,"AskSize":176,"BidSize":175,"Strikes":["55"],"NetChange":"-0.01","NetChangePct":"-0.2","PreviousClose":"0.05","ProbabilityBE":"0.0642","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.0681","ProbabilityOTM":"0.9319","ProbabilityBE_IV":"0.0426","TheoreticalValue":"0.0906","DailyOpenInterest":11313,"ImpliedVolatility":"0.2251","ProbabilityITM_IV":"0.0458","ProbabilityOTM_IV":"0.9542","StandardDeviation":"0.0471","TheoreticalValue_IV":"0.05"},{"Ask":"0.06","Bid":"0.02","Low":"0.02","Mid":"0.04","Rho":"-0.00082377","High":"0.05","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"VZ 260918P44","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"44"}],"Open":"0.02","Side":"Put","Vega":"0.00833902","Close":"0.05","Delta":"-0.03542213","Gamma":"0.01881609","Theta":"-0.00980424","Volume":11,"AskSize":165,"BidSize":1,"Strikes":["44"],"NetChange":"0.02","NetChangePct":"0.6667","PreviousClose":"0.03","ProbabilityBE":"0.004","ExtrinsicValue":"0.06","IntrinsicValue":"0","ProbabilityITM":"0.004","ProbabilityOTM":"0.996","ProbabilityBE_IV":"0.0422","TheoreticalValue":"0.0029","DailyOpenInterest":2698,"ImpliedVolatility":"0.3881","ProbabilityITM_IV":"0.0423","ProbabilityOTM_IV":"0.9577","StandardDeviation":"0.0813","TheoreticalValue_IV":"0.06"},{"Ask":"0.27","Bid":"0.24","Low":"0.3","Mid":"0.255","Rho":"-0.00470437","High":"0.32","Last":"0.3","Legs":[{"Ratio":1,"Symbol":"VZ 260918P49","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"49"}],"Open":"0.31","Side":"Put","Vega":"0.03025012","Close":"0.3","Delta":"-0.20372298","Gamma":"0.12256997","Theta":"-0.01909693","Volume":4,"AskSize":1,"BidSize":17,"Strikes":["49"],"NetChange":"-0.1","NetChangePct":"-0.25","PreviousClose":"0.4","ProbabilityBE":"0.2106","ExtrinsicValue":"0.27","IntrinsicValue":"0","ProbabilityITM":"0.2568","ProbabilityOTM":"0.7432","ProbabilityBE_IV":"0.1681","TheoreticalValue":"0.3968","DailyOpenInterest":2238,"ImpliedVolatility":"0.2161","ProbabilityITM_IV":"0.2168","ProbabilityOTM_IV":"0.7832","StandardDeviation":"0.0452","TheoreticalValue_IV":"0.27"},{"Ask":"2.79","Bid":"2.1","Low":"2.54","Mid":"2.445","Rho":"-0.01727418","High":"2.75","Last":"2.54","Legs":[{"Ratio":1,"Symbol":"VZ 260918P53","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"53"}],"Open":"2.75","Side":"Put","Vega":"0.03641591","Close":"2.54","Delta":"-0.71275571","Gamma":"0.09581525","Theta":"-0.03341005","Volume":3,"AskSize":802,"BidSize":663,"Strikes":["53"],"NetChange":"-0.11","NetChangePct":"-0.0415","PreviousClose":"2.65","ProbabilityBE":"0.4585","ExtrinsicValue":"0.535","IntrinsicValue":"2.255","ProbabilityITM":"0.7889","ProbabilityOTM":"0.2111","ProbabilityBE_IV":"0.4737","TheoreticalValue":"2.5284","DailyOpenInterest":25,"ImpliedVolatility":"0.3328","ProbabilityITM_IV":"0.7362","ProbabilityOTM_IV":"0.2638","StandardDeviation":"0.0697","TheoreticalValue_IV":"2.79"},{"Ask":"0.04","Bid":"0.03","Low":"0.04","Mid":"0.035","Rho":"-0.0008033","High":"0.09","Last":"0.04","Legs":[{"Ratio":1,"Symbol":"VZ 260918P46","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"46"}],"Open":"0.09","Side":"Put","Vega":"0.00823938","Close":"0.04","Delta":"-0.03490692","Gamma":"0.02716562","Theta":"-0.00657214","Volume":108,"AskSize":1,"BidSize":295,"Strikes":["46"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.04","ProbabilityBE":"0.033","ExtrinsicValue":"0.04","IntrinsicValue":"0","ProbabilityITM":"0.034","ProbabilityOTM":"0.966","ProbabilityBE_IV":"0.0384","TheoreticalValue":"0.0325","DailyOpenInterest":2996,"ImpliedVolatility":"0.2656","ProbabilityITM_IV":"0.0394","ProbabilityOTM_IV":"0.9606","StandardDeviation":"0.0556","TheoreticalValue_IV":"0.04"},{"Ask":"2.16","Bid":"2.04","Low":"1.88","Mid":"2.1","Rho":"0.01652239","High":"2.24","Last":"2.1","Legs":[{"Ratio":1,"Symbol":"VZ 260918C49","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"49"}],"Open":"1.88","Side":"Call","Vega":"0.03190862","Close":"2.1","Delta":"0.77674363","Gamma":"0.11816927","Theta":"-0.02715493","Volume":70,"AskSize":79,"BidSize":129,"Strikes":["49"],"NetChange":"0.24","NetChangePct":"0.129","PreviousClose":"1.86","ProbabilityBE":"0.4325","ExtrinsicValue":"0.415","IntrinsicValue":"1.745","ProbabilityITM":"0.7432","ProbabilityOTM":"0.2568","ProbabilityBE_IV":"0.4287","TheoreticalValue":"2.2234","DailyOpenInterest":9072,"ImpliedVolatility":"0.2364","ProbabilityITM_IV":"0.7616","ProbabilityOTM_IV":"0.2384","StandardDeviation":"0.0495","TheoreticalValue_IV":"2.16"},{"Ask":"0.03","Bid":"0.01","Low":"0","Mid":"0.02","Rho":"-0.00033651","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"VZ 260918P40","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"40"}],"Open":"0","Side":"Put","Vega":"0.00389842","Close":"0.05","Delta":"-0.01436184","Gamma":"0.00639376","Theta":"-0.00635076","Volume":0,"AskSize":291,"BidSize":1,"Strikes":["40"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0","ExtrinsicValue":"0.03","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.019","TheoreticalValue":"0","DailyOpenInterest":15484,"ImpliedVolatility":"0.5339","ProbabilityITM_IV":"0.019","ProbabilityOTM_IV":"0.981","StandardDeviation":"0.1118","TheoreticalValue_IV":"0.03"},{"Ask":"1.68","Bid":"1.52","Low":"0","Mid":"1.6","Rho":"-0.01591073","High":"0","Last":"1.9","Legs":[{"Ratio":1,"Symbol":"VZ 260918P52","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"52"}],"Open":"0","Side":"Put","Vega":"0.03850952","Close":"1.9","Delta":"-0.67401688","Gamma":"0.14821605","Theta":"-0.02335537","Volume":0,"AskSize":650,"BidSize":49,"Strikes":["52"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.9","ProbabilityBE":"0.4205","ExtrinsicValue":"0.425","IntrinsicValue":"1.255","ProbabilityITM":"0.6734","ProbabilityOTM":"0.3266","ProbabilityBE_IV":"0.4082","TheoreticalValue":"1.7899","DailyOpenInterest":28,"ImpliedVolatility":"0.2275","ProbabilityITM_IV":"0.6911","ProbabilityOTM_IV":"0.3089","StandardDeviation":"0.0476","TheoreticalValue_IV":"1.68"},{"Ask":"5","Bid":"4.8","Low":"4.76","Mid":"4.9","Rho":"0.0181857","High":"5","Last":"4.89","Legs":[{"Ratio":1,"Symbol":"VZ 260918C46","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"46"}],"Open":"4.76","Side":"Call","Vega":"0.01783437","Close":"4.89","Delta":"0.90661952","Gamma":"0.04220314","Theta":"-0.02462244","Volume":4,"AskSize":122,"BidSize":166,"Strikes":["46"],"NetChange":"0.29","NetChangePct":"0.063","PreviousClose":"4.6","ProbabilityBE":"0.4857","ExtrinsicValue":"0.255","IntrinsicValue":"4.745","ProbabilityITM":"0.966","ProbabilityOTM":"0.034","ProbabilityBE_IV":"0.482","TheoreticalValue":"4.8544","DailyOpenInterest":2847,"ImpliedVolatility":"0.37","ProbabilityITM_IV":"0.8929","ProbabilityOTM_IV":"0.1071","StandardDeviation":"0.0775","TheoreticalValue_IV":"5"},{"Ask":"4.65","Bid":"4.05","Low":"4.4","Mid":"4.35","Rho":"-0.02010428","High":"4.69","Last":"4.4","Legs":[{"Ratio":1,"Symbol":"VZ 260918P55","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"55"}],"Open":"4.69","Side":"Put","Vega":"0.02974104","Close":"4.4","Delta":"-0.80195848","Gamma":"0.06210057","Theta":"-0.03384095","Volume":4,"AskSize":710,"BidSize":54,"Strikes":["55"],"NetChange":"-0.27","NetChangePct":"-0.0578","PreviousClose":"4.67","ProbabilityBE":"0.4935","ExtrinsicValue":"0.395","IntrinsicValue":"4.255","ProbabilityITM":"0.9319","ProbabilityOTM":"0.0681","ProbabilityBE_IV":"0.5071","TheoreticalValue":"4.2887","DailyOpenInterest":7,"ImpliedVolatility":"0.4194","ProbabilityITM_IV":"0.8256","ProbabilityOTM_IV":"0.1744","StandardDeviation":"0.0878","TheoreticalValue_IV":"4.65"},{"Ask":"8.15","Bid":"6.95","Low":"0","Mid":"7.55","Rho":"-0.02100627","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"VZ 260918P58","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"58"}],"Open":"0","Side":"Put","Vega":"0.03221565","Close":"0","Delta":"-0.77293772","Gamma":"0.0372867","Theta":"-0.07039098","Volume":0,"AskSize":187,"BidSize":151,"Strikes":["58"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4984","ExtrinsicValue":"0.895","IntrinsicValue":"7.255","ProbabilityITM":"0.9933","ProbabilityOTM":"0.0067","ProbabilityBE_IV":"0.5276","TheoreticalValue":"7.255","DailyOpenInterest":0,"ImpliedVolatility":"0.7566","ProbabilityITM_IV":"0.818","ProbabilityOTM_IV":"0.182","StandardDeviation":"0.1584","TheoreticalValue_IV":"8.15"},{"Ask":"0.1","Bid":"0","Low":"0","Mid":"0.05","Rho":"0.00095333","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"VZ 260918C62","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"62"}],"Open":"0","Side":"Call","Vega":"0.01000804","Close":"0","Delta":"0.04433203","Gamma":"0.01634154","Theta":"-0.01680043","Volume":0,"AskSize":308,"BidSize":0,"Strikes":["62"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0001","ExtrinsicValue":"0.1","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.0347","TheoreticalValue":"0.0001","DailyOpenInterest":0,"ImpliedVolatility":"0.5363","ProbabilityITM_IV":"0.0347","ProbabilityOTM_IV":"0.9653","StandardDeviation":"0.1123","TheoreticalValue_IV":"0.1"},{"Ask":"9.15","Bid":"7.95","Low":"0","Mid":"8.55","Rho":"-0.02169518","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"VZ 260918P59","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"59"}],"Open":"0","Side":"Put","Vega":"0.03132522","Close":"0","Delta":"-0.78380486","Gamma":"0.03374434","Theta":"-0.07359861","Volume":0,"AskSize":188,"BidSize":193,"Strikes":["59"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4984","ExtrinsicValue":"0.895","IntrinsicValue":"8.255","ProbabilityITM":"0.9974","ProbabilityOTM":"0.0026","ProbabilityBE_IV":"0.5302","TheoreticalValue":"8.255","DailyOpenInterest":0,"ImpliedVolatility":"0.8129","ProbabilityITM_IV":"0.8305","ProbabilityOTM_IV":"0.1695","StandardDeviation":"0.1702","TheoreticalValue_IV":"9.15"},{"Ask":"15.15","Bid":"13.95","Low":"0","Mid":"14.55","Rho":"-0.02524618","High":"0","Last":"14.84","Legs":[{"Ratio":1,"Symbol":"VZ 260918P65","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"65"}],"Open":"0","Side":"Put","Vega":"0.02777323","Close":"14.84","Delta":"-0.82272371","Gamma":"0.02173588","Theta":"-0.09010344","Volume":0,"AskSize":187,"BidSize":152,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.84","ProbabilityBE":"0.4984","ExtrinsicValue":"0.895","IntrinsicValue":"14.255","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.5441","TheoreticalValue":"14.255","DailyOpenInterest":5,"ImpliedVolatility":"1.1189","ProbabilityITM_IV":"0.8773","ProbabilityOTM_IV":"0.1227","StandardDeviation":"0.2343","TheoreticalValue_IV":"15.15"},{"Ask":"11.15","Bid":"9.95","Low":"0","Mid":"10.55","Rho":"-0.02296753","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"VZ 260918P61","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"61"}],"Open":"0","Side":"Put","Vega":"0.0298459","Close":"0","Delta":"-0.80079935","Gamma":"0.02840641","Theta":"-0.07946585","Volume":0,"AskSize":187,"BidSize":150,"Strikes":["61"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4984","ExtrinsicValue":"0.895","IntrinsicValue":"10.255","ProbabilityITM":"0.9997","ProbabilityOTM":"0.0003","ProbabilityBE_IV":"0.5352","TheoreticalValue":"10.255","DailyOpenInterest":0,"ImpliedVolatility":"0.92","ProbabilityITM_IV":"0.8504","ProbabilityOTM_IV":"0.1496","StandardDeviation":"0.1926","TheoreticalValue_IV":"11.15"},{"Ask":"5.55","Bid":"4.9","Low":"5.19","Mid":"5.225","Rho":"0.01776064","High":"5.2","Last":"5.2","Legs":[{"Ratio":1,"Symbol":"VZ 260918C45.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"45.5"}],"Open":"5.19","Side":"Call","Vega":"0.01894964","Close":"5.2","Delta":"0.89857056","Gamma":"0.03874934","Theta":"-0.02920389","Volume":2,"AskSize":27,"BidSize":183,"Strikes":["45.5"],"NetChange":"0.09","NetChangePct":"0.0176","PreviousClose":"5.11","ProbabilityBE":"0.4878","ExtrinsicValue":"0.305","IntrinsicValue":"5.245","ProbabilityITM":"0.9787","ProbabilityOTM":"0.0213","ProbabilityBE_IV":"0.4811","TheoreticalValue":"5.34","DailyOpenInterest":5,"ImpliedVolatility":"0.4282","ProbabilityITM_IV":"0.8817","ProbabilityOTM_IV":"0.1183","StandardDeviation":"0.0897","TheoreticalValue_IV":"5.55"},{"Ask":"12.15","Bid":"10.95","Low":"0","Mid":"11.55","Rho":"0.01550066","High":"0","Last":"10.45","Legs":[{"Ratio":1,"Symbol":"VZ 260918C39","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"39"}],"Open":"0","Side":"Call","Vega":"0.01462952","Close":"10.45","Delta":"0.92820968","Gamma":"0.01390599","Theta":"-0.0452407","Volume":0,"AskSize":188,"BidSize":193,"Strikes":["39"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10.45","ProbabilityBE":"0.4921","ExtrinsicValue":"0.405","IntrinsicValue":"11.745","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4622","TheoreticalValue":"11.8102","DailyOpenInterest":8,"ImpliedVolatility":"0.9212","ProbabilityITM_IV":"0.8977","ProbabilityOTM_IV":"0.1023","StandardDeviation":"0.1929","TheoreticalValue_IV":"12.15"},{"Ask":"3.6","Bid":"3.05","Low":"3.2","Mid":"3.325","Rho":"0.01752663","High":"3.2","Last":"3.2","Legs":[{"Ratio":1,"Symbol":"VZ 260918C47.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"47.5"}],"Open":"3.2","Side":"Call","Vega":"0.02494461","Close":"3.2","Delta":"0.84974456","Gamma":"0.06799202","Theta":"-0.02883723","Volume":1,"AskSize":21,"BidSize":198,"Strikes":["47.5"],"NetChange":"-0.19","NetChangePct":"-0.056","PreviousClose":"3.39","ProbabilityBE":"0.4709","ExtrinsicValue":"0.355","IntrinsicValue":"3.245","ProbabilityITM":"0.8907","ProbabilityOTM":"0.1093","ProbabilityBE_IV":"0.4719","TheoreticalValue":"3.4561","DailyOpenInterest":19,"ImpliedVolatility":"0.3213","ProbabilityITM_IV":"0.8334","ProbabilityOTM_IV":"0.1666","StandardDeviation":"0.0673","TheoreticalValue_IV":"3.6"},{"Ask":"8.05","Bid":"7.7","Low":"7.44","Mid":"7.875","Rho":"0.01717139","High":"7.44","Last":"7.44","Legs":[{"Ratio":1,"Symbol":"VZ 260918C43","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"43"}],"Open":"7.44","Side":"Call","Vega":"0.01563789","Close":"7.44","Delta":"0.92165313","Gamma":"0.02334973","Theta":"-0.03232889","Volume":10,"AskSize":329,"BidSize":608,"Strikes":["43"],"NetChange":"-0.06","NetChangePct":"-0.008","PreviousClose":"7.5","ProbabilityBE":"0.4911","ExtrinsicValue":"0.305","IntrinsicValue":"7.745","ProbabilityITM":"0.999","ProbabilityOTM":"0.001","ProbabilityBE_IV":"0.4762","TheoreticalValue":"7.8175","DailyOpenInterest":2147,"ImpliedVolatility":"0.5864","ProbabilityITM_IV":"0.902","ProbabilityOTM_IV":"0.098","StandardDeviation":"0.1228","TheoreticalValue_IV":"8.05"},{"Ask":"0.24","Bid":"0.16","Low":"0.21","Mid":"0.2","Rho":"-0.0039442","High":"0.25","Last":"0.21","Legs":[{"Ratio":1,"Symbol":"VZ 260918P48.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"48.5"}],"Open":"0.24","Side":"Put","Vega":"0.02709683","Close":"0.21","Delta":"-0.17053464","Gamma":"0.09868988","Theta":"-0.01920417","Volume":171,"AskSize":2076,"BidSize":78,"Strikes":["48.5"],"NetChange":"-0.04","NetChangePct":"-0.16","PreviousClose":"0.25","ProbabilityBE":"0.1705","ExtrinsicValue":"0.24","IntrinsicValue":"0","ProbabilityITM":"0.1994","ProbabilityOTM":"0.8006","ProbabilityBE_IV":"0.1546","TheoreticalValue":"0.2831","DailyOpenInterest":214,"ImpliedVolatility":"0.2404","ProbabilityITM_IV":"0.1837","ProbabilityOTM_IV":"0.8163","StandardDeviation":"0.0503","TheoreticalValue_IV":"0.24"},{"Ask":"4.05","Bid":"3.85","Low":"3.68","Mid":"3.95","Rho":"0.01790685","High":"3.75","Last":"3.74","Legs":[{"Ratio":1,"Symbol":"VZ 260918C47","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"47"}],"Open":"3.75","Side":"Call","Vega":"0.0219359","Close":"3.74","Delta":"0.87550767","Gamma":"0.05771795","Theta":"-0.02672209","Volume":50,"AskSize":90,"BidSize":18,"Strikes":["47"],"NetChange":"0.09","NetChangePct":"0.0247","PreviousClose":"3.65","ProbabilityBE":"0.4777","ExtrinsicValue":"0.305","IntrinsicValue":"3.745","ProbabilityITM":"0.9231","ProbabilityOTM":"0.0769","ProbabilityBE_IV":"0.4772","TheoreticalValue":"3.9092","DailyOpenInterest":33901,"ImpliedVolatility":"0.3328","ProbabilityITM_IV":"0.8605","ProbabilityOTM_IV":"0.1395","StandardDeviation":"0.0697","TheoreticalValue_IV":"4.05"},{"Ask":"0.11","Bid":"0","Low":"0","Mid":"0.055","Rho":"0.00108054","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"VZ 260918C61","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"61"}],"Open":"0","Side":"Call","Vega":"0.01105348","Close":"0","Delta":"0.05018196","Gamma":"0.01896343","Theta":"-0.01767849","Volume":0,"AskSize":293,"BidSize":0,"Strikes":["61"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0003","ExtrinsicValue":"0.11","IntrinsicValue":"0","ProbabilityITM":"0.0003","ProbabilityOTM":"0.9997","ProbabilityBE_IV":"0.04","TheoreticalValue":"0.0003","DailyOpenInterest":0,"ImpliedVolatility":"0.5104","ProbabilityITM_IV":"0.04","ProbabilityOTM_IV":"0.96","StandardDeviation":"0.1069","TheoreticalValue_IV":"0.11"},{"Ask":"1","Bid":"0.94","Low":"0.97","Mid":"0.97","Rho":"-0.01216096","High":"1.21","Last":"0.97","Legs":[{"Ratio":1,"Symbol":"VZ 260918P51","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"51"}],"Open":"1.21","Side":"Put","Vega":"0.04257516","Close":"0.97","Delta":"-0.5207175","Gamma":"0.17489935","Theta":"-0.0251985","Volume":434,"AskSize":75,"BidSize":10,"Strikes":["51"],"NetChange":"-0.28","NetChangePct":"-0.224","PreviousClose":"1.25","ProbabilityBE":"0.3646","ExtrinsicValue":"0.745","IntrinsicValue":"0.255","ProbabilityITM":"0.5354","ProbabilityOTM":"0.4646","ProbabilityBE_IV":"0.3352","TheoreticalValue":"1.182","DailyOpenInterest":77,"ImpliedVolatility":"0.2132","ProbabilityITM_IV":"0.5386","ProbabilityOTM_IV":"0.4614","StandardDeviation":"0.0446","TheoreticalValue_IV":"1"},{"Ask":"7.65","Bid":"6.45","Low":"0","Mid":"7.05","Rho":"-0.02064437","High":"0","Last":"7.45","Legs":[{"Ratio":1,"Symbol":"VZ 260918P57.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"57.5"}],"Open":"0","Side":"Put","Vega":"0.03270596","Close":"7.45","Delta":"-0.76672318","Gamma":"0.03936229","Theta":"-0.0686928","Volume":0,"AskSize":184,"BidSize":182,"Strikes":["57.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.45","ProbabilityBE":"0.4984","ExtrinsicValue":"0.895","IntrinsicValue":"6.755","ProbabilityITM":"0.9897","ProbabilityOTM":"0.0103","ProbabilityBE_IV":"0.5262","TheoreticalValue":"6.755","DailyOpenInterest":0,"ImpliedVolatility":"0.7276","ProbabilityITM_IV":"0.8109","ProbabilityOTM_IV":"0.1891","StandardDeviation":"0.1523","TheoreticalValue_IV":"7.65"},{"Ask":"6.65","Bid":"6.05","Low":"6.55","Mid":"6.35","Rho":"-0.02170439","High":"6.55","Last":"6.55","Legs":[{"Ratio":1,"Symbol":"VZ 260918P57","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"57"}],"Open":"6.55","Side":"Put","Vega":"0.02666692","Close":"6.55","Delta":"-0.83365437","Gamma":"0.04397989","Theta":"-0.03867701","Volume":3,"AskSize":238,"BidSize":238,"Strikes":["57"],"NetChange":"6.55","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4984","ExtrinsicValue":"0.395","IntrinsicValue":"6.255","ProbabilityITM":"0.9843","ProbabilityOTM":"0.0157","ProbabilityBE_IV":"0.5163","TheoreticalValue":"6.255","DailyOpenInterest":0,"ImpliedVolatility":"0.531","ProbabilityITM_IV":"0.86","ProbabilityOTM_IV":"0.14","StandardDeviation":"0.1112","TheoreticalValue_IV":"6.65"},{"Ask":"1.89","Bid":"1.6","Low":"1.71","Mid":"1.745","Rho":"0.01479044","High":"1.71","Last":"1.71","Legs":[{"Ratio":1,"Symbol":"VZ 260918C49.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"49.5"}],"Open":"1.71","Side":"Call","Vega":"0.03746148","Close":"1.71","Delta":"0.69446334","Gamma":"0.12532096","Theta":"-0.03373521","Volume":1,"AskSize":762,"BidSize":374,"Strikes":["49.5"],"NetChange":"-0.07","NetChangePct":"-0.0393","PreviousClose":"1.78","ProbabilityBE":"0.412","ExtrinsicValue":"0.645","IntrinsicValue":"1.245","ProbabilityITM":"0.679","ProbabilityOTM":"0.321","ProbabilityBE_IV":"0.4135","TheoreticalValue":"1.8682","DailyOpenInterest":77,"ImpliedVolatility":"0.2618","ProbabilityITM_IV":"0.6749","ProbabilityOTM_IV":"0.3251","StandardDeviation":"0.0548","TheoreticalValue_IV":"1.89"},{"Ask":"0.11","Bid":"0","Low":"0","Mid":"0.055","Rho":"0.00123929","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"VZ 260918C59","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"59"}],"Open":"0","Side":"Call","Vega":"0.01226726","Close":"0","Delta":"0.05723589","Gamma":"0.02465183","Theta":"-0.01680004","Volume":0,"AskSize":307,"BidSize":0,"Strikes":["59"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0026","ExtrinsicValue":"0.11","IntrinsicValue":"0","ProbabilityITM":"0.0026","ProbabilityOTM":"0.9974","ProbabilityBE_IV":"0.0474","TheoreticalValue":"0.0025","DailyOpenInterest":0,"ImpliedVolatility":"0.4358","ProbabilityITM_IV":"0.0474","ProbabilityOTM_IV":"0.9526","StandardDeviation":"0.0912","TheoreticalValue_IV":"0.11"},{"Ask":"6.5","Bid":"5.65","Low":"6.03","Mid":"6.075","Rho":"0.01786456","High":"6.03","Last":"6.03","Legs":[{"Ratio":1,"Symbol":"VZ 260918C44.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"44.5"}],"Open":"6.03","Side":"Call","Vega":"0.01559907","Close":"6.03","Delta":"0.92190948","Gamma":"0.0296201","Theta":"-0.02638293","Volume":1,"AskSize":22,"BidSize":183,"Strikes":["44.5"],"NetChange":"-0.13","NetChangePct":"-0.0211","PreviousClose":"6.16","ProbabilityBE":"0.49","ExtrinsicValue":"0.255","IntrinsicValue":"6.245","ProbabilityITM":"0.9927","ProbabilityOTM":"0.0073","ProbabilityBE_IV":"0.481","TheoreticalValue":"6.325","DailyOpenInterest":1,"ImpliedVolatility":"0.4612","ProbabilityITM_IV":"0.9067","ProbabilityOTM_IV":"0.0933","StandardDeviation":"0.0966","TheoreticalValue_IV":"6.5"},{"Ask":"0.03","Bid":"0","Low":"0","Mid":"0.015","Rho":"-0.00040119","High":"0","Last":"0.02","Legs":[{"Ratio":1,"Symbol":"VZ 260918P42","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"42"}],"Open":"0","Side":"Put","Vega":"0.00455869","Close":"0.02","Delta":"-0.0172357","Gamma":"0.00911237","Theta":"-0.00607508","Volume":0,"AskSize":146,"BidSize":0,"Strikes":["42"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.02","ProbabilityBE":"0.0002","ExtrinsicValue":"0.03","IntrinsicValue":"0","ProbabilityITM":"0.0002","ProbabilityOTM":"0.9998","ProbabilityBE_IV":"0.0216","TheoreticalValue":"0.0001","DailyOpenInterest":20192,"ImpliedVolatility":"0.4381","ProbabilityITM_IV":"0.0216","ProbabilityOTM_IV":"0.9784","StandardDeviation":"0.0917","TheoreticalValue_IV":"0.03"},{"Ask":"11.05","Bid":"10.5","Low":"10.75","Mid":"10.775","Rho":"0.01621315","High":"10.75","Last":"10.75","Legs":[{"Ratio":1,"Symbol":"VZ 260918C40","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"40"}],"Open":"10.75","Side":"Call","Vega":"0.01302887","Close":"10.75","Delta":"0.93819233","Gamma":"0.01461556","Theta":"-0.03519272","Volume":1,"AskSize":320,"BidSize":1348,"Strikes":["40"],"NetChange":"0.3","NetChangePct":"0.0287","PreviousClose":"10.45","ProbabilityBE":"0.4919","ExtrinsicValue":"0.305","IntrinsicValue":"10.745","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4681","TheoreticalValue":"10.8119","DailyOpenInterest":1213,"ImpliedVolatility":"0.7806","ProbabilityITM_IV":"0.9155","ProbabilityOTM_IV":"0.0845","StandardDeviation":"0.1634","TheoreticalValue_IV":"11.05"},{"Ask":"0.08","Bid":"0","Low":"0","Mid":"0.04","Rho":"-0.00106847","High":"0","Last":"0.06","Legs":[{"Ratio":1,"Symbol":"VZ 260918P44.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"44.5"}],"Open":"0","Side":"Put","Vega":"0.01029218","Close":"0.06","Delta":"-0.04590145","Gamma":"0.02348295","Theta":"-0.01195206","Volume":0,"AskSize":413,"BidSize":0,"Strikes":["44.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.06","ProbabilityBE":"0.0073","ExtrinsicValue":"0.08","IntrinsicValue":"0","ProbabilityITM":"0.0073","ProbabilityOTM":"0.9927","ProbabilityBE_IV":"0.0541","TheoreticalValue":"0.0057","DailyOpenInterest":30,"ImpliedVolatility":"0.3838","ProbabilityITM_IV":"0.0542","ProbabilityOTM_IV":"0.9458","StandardDeviation":"0.0804","TheoreticalValue_IV":"0.08"},{"Ask":"0.03","Bid":"0","Low":"0","Mid":"0.015","Rho":"0.00053527","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"VZ 260918C58","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"58"}],"Open":"0","Side":"Call","Vega":"0.00611463","Close":"0","Delta":"0.02437599","Gamma":"0.01712146","Theta":"-0.00603128","Volume":0,"AskSize":80,"BidSize":0,"Strikes":["58"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0066","ExtrinsicValue":"0.03","IntrinsicValue":"0","ProbabilityITM":"0.0067","ProbabilityOTM":"0.9933","ProbabilityBE_IV":"0.0208","TheoreticalValue":"0.0069","DailyOpenInterest":0,"ImpliedVolatility":"0.3127","ProbabilityITM_IV":"0.0208","ProbabilityOTM_IV":"0.9792","StandardDeviation":"0.0655","TheoreticalValue_IV":"0.03"},{"Ask":"10.15","Bid":"8.95","Low":"0","Mid":"9.55","Rho":"-0.02234635","High":"0","Last":"10.65","Legs":[{"Ratio":1,"Symbol":"VZ 260918P60","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"60"}],"Open":"0","Side":"Put","Vega":"0.03054017","Close":"10.65","Delta":"-0.79297748","Gamma":"0.03083536","Theta":"-0.07660683","Volume":0,"AskSize":189,"BidSize":151,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10.65","ProbabilityBE":"0.4984","ExtrinsicValue":"0.895","IntrinsicValue":"9.255","ProbabilityITM":"0.999","ProbabilityOTM":"0.001","ProbabilityBE_IV":"0.5327","TheoreticalValue":"9.255","DailyOpenInterest":0,"ImpliedVolatility":"0.8673","ProbabilityITM_IV":"0.8412","ProbabilityOTM_IV":"0.1588","StandardDeviation":"0.1816","TheoreticalValue_IV":"10.15"},{"Ask":"0.09","Bid":"0.02","Low":"0","Mid":"0.055","Rho":"-0.00131287","High":"0","Last":"0.04","Legs":[{"Ratio":1,"Symbol":"VZ 260918P45.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"45.5"}],"Open":"0","Side":"Put","Vega":"0.01215379","Close":"0.04","Delta":"-0.05656443","Gamma":"0.0313304","Theta":"-0.01244646","Volume":0,"AskSize":740,"BidSize":88,"Strikes":["45.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.04","ProbabilityBE":"0.0209","ExtrinsicValue":"0.09","IntrinsicValue":"0","ProbabilityITM":"0.0213","ProbabilityOTM":"0.9787","ProbabilityBE_IV":"0.0644","TheoreticalValue":"0.0189","DailyOpenInterest":74,"ImpliedVolatility":"0.3397","ProbabilityITM_IV":"0.0652","ProbabilityOTM_IV":"0.9348","StandardDeviation":"0.0711","TheoreticalValue_IV":"0.09"},{"Ask":"14.15","Bid":"12.95","Low":"0","Mid":"13.55","Rho":"0.01480352","High":"0","Last":"13.35","Legs":[{"Ratio":1,"Symbol":"VZ 260918C37","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"37"}],"Open":"0","Side":"Call","Vega":"0.01328248","Close":"13.35","Delta":"0.93664477","Gamma":"0.01091363","Theta":"-0.0471739","Volume":0,"AskSize":182,"BidSize":185,"Strikes":["37"],"NetChange":"0","NetChangePct":"0","PreviousClose":"13.35","ProbabilityBE":"0.4926","ExtrinsicValue":"0.405","IntrinsicValue":"13.745","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4561","TheoreticalValue":"13.8068","DailyOpenInterest":1,"ImpliedVolatility":"1.0657","ProbabilityITM_IV":"0.9037","ProbabilityOTM_IV":"0.0963","StandardDeviation":"0.2231","TheoreticalValue_IV":"14.15"},{"Ask":"0.03","Bid":"0.01","Low":"0.01","Mid":"0.02","Rho":"-0.00028915","High":"0.02","Last":"0.02","Legs":[{"Ratio":1,"Symbol":"VZ 260918P38","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"38"}],"Open":"0.01","Side":"Put","Vega":"0.00339973","Close":"0.02","Delta":"-0.01225733","Gamma":"0.0047032","Theta":"-0.00657969","Volume":2,"AskSize":2,"BidSize":1,"Strikes":["38"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.02","ProbabilityBE":"0","ExtrinsicValue":"0.03","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0172","TheoreticalValue":"0","DailyOpenInterest":16289,"ImpliedVolatility":"0.633","ProbabilityITM_IV":"0.0172","ProbabilityOTM_IV":"0.9828","StandardDeviation":"0.1325","TheoreticalValue_IV":"0.03"},{"Ask":"0.01","Bid":"0","Low":"0","Mid":"0.005","Rho":"0.00019255","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"VZ 260918C60","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"60"}],"Open":"0","Side":"Call","Vega":"0.00253496","Close":"0.01","Delta":"0.00875317","Gamma":"0.00679327","Theta":"-0.00260344","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0.001","ExtrinsicValue":"0.01","IntrinsicValue":"0","ProbabilityITM":"0.001","ProbabilityOTM":"0.999","ProbabilityBE_IV":"0.0072","TheoreticalValue":"0.0009","DailyOpenInterest":3660,"ImpliedVolatility":"0.3268","ProbabilityITM_IV":"0.0072","ProbabilityOTM_IV":"0.9928","StandardDeviation":"0.0684","TheoreticalValue_IV":"0.01"},{"Ask":"0.4","Bid":"0.35","Low":"0.38","Mid":"0.375","Rho":"-0.00633252","High":"0.43","Last":"0.38","Legs":[{"Ratio":1,"Symbol":"VZ 260918P49.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"49.5"}],"Open":"0.43","Side":"Put","Vega":"0.03556219","Close":"0.38","Delta":"-0.27351209","Gamma":"0.14329659","Theta":"-0.02239563","Volume":2,"AskSize":95,"BidSize":10,"Strikes":["49.5"],"NetChange":"-0.13","NetChangePct":"-0.2549","PreviousClose":"0.51","ProbabilityBE":"0.2518","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.321","ProbabilityOTM":"0.679","ProbabilityBE_IV":"0.2128","TheoreticalValue":"0.5409","DailyOpenInterest":376,"ImpliedVolatility":"0.2173","ProbabilityITM_IV":"0.2889","ProbabilityOTM_IV":"0.7111","StandardDeviation":"0.0455","TheoreticalValue_IV":"0.4"},{"Ask":"3.7","Bid":"3.1","Low":"3.69","Mid":"3.4","Rho":"-0.01888979","High":"3.74","Last":"3.69","Legs":[{"Ratio":1,"Symbol":"VZ 260918P54","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"54"}],"Open":"3.7","Side":"Put","Vega":"0.03271009","Close":"3.69","Delta":"-0.76667005","Gamma":"0.07650763","Theta":"-0.03342446","Volume":3,"AskSize":183,"BidSize":10,"Strikes":["54"],"NetChange":"-0.08","NetChangePct":"-0.0212","PreviousClose":"3.77","ProbabilityBE":"0.4814","ExtrinsicValue":"0.445","IntrinsicValue":"3.255","ProbabilityITM":"0.8748","ProbabilityOTM":"0.1252","ProbabilityBE_IV":"0.4956","TheoreticalValue":"3.3714","DailyOpenInterest":4,"ImpliedVolatility":"0.3744","ProbabilityITM_IV":"0.7901","ProbabilityOTM_IV":"0.2099","StandardDeviation":"0.0784","TheoreticalValue_IV":"3.7"},{"Ask":"0.22","Bid":"0.17","Low":"0.16","Mid":"0.195","Rho":"0.00398735","High":"0.19","Last":"0.19","Legs":[{"Ratio":1,"Symbol":"VZ 260918C53","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"53"}],"Open":"0.16","Side":"Call","Vega":"0.02818889","Close":"0.19","Delta":"0.18151479","Gamma":"0.11588995","Theta":"-0.01947489","Volume":8,"AskSize":270,"BidSize":839,"Strikes":["53"],"NetChange":"0.02","NetChangePct":"0.1176","PreviousClose":"0.17","ProbabilityBE":"0.1775","ExtrinsicValue":"0.22","IntrinsicValue":"0","ProbabilityITM":"0.2111","ProbabilityOTM":"0.7889","ProbabilityBE_IV":"0.1354","TheoreticalValue":"0.3503","DailyOpenInterest":504,"ImpliedVolatility":"0.213","ProbabilityITM_IV":"0.1699","ProbabilityOTM_IV":"0.8301","StandardDeviation":"0.0446","TheoreticalValue_IV":"0.22"},{"Ask":"10.05","Bid":"9.6","Low":"0","Mid":"9.825","Rho":"0.01655137","High":"0","Last":"9.25","Legs":[{"Ratio":1,"Symbol":"VZ 260918C41","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"41"}],"Open":"0","Side":"Call","Vega":"0.01378913","Close":"9.25","Delta":"0.93351485","Gamma":"0.01688618","Theta":"-0.03431313","Volume":0,"AskSize":281,"BidSize":892,"Strikes":["41"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.25","ProbabilityBE":"0.4916","ExtrinsicValue":"0.305","IntrinsicValue":"9.745","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4708","TheoreticalValue":"9.8135","DailyOpenInterest":600,"ImpliedVolatility":"0.7151","ProbabilityITM_IV":"0.9118","ProbabilityOTM_IV":"0.0882","StandardDeviation":"0.1497","TheoreticalValue_IV":"10.05"},{"Ask":"0.06","Bid":"0.04","Low":"0.05","Mid":"0.05","Rho":"-0.00115698","High":"0.06","Last":"0.06","Legs":[{"Ratio":1,"Symbol":"VZ 260918P46.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"46.5"}],"Open":"0.05","Side":"Put","Vega":"0.01106169","Close":"0.06","Delta":"-0.05022872","Gamma":"0.03700283","Theta":"-0.0086746","Volume":3,"AskSize":116,"BidSize":259,"Strikes":["46.5"],"NetChange":"-0.03","NetChangePct":"-0.3333","PreviousClose":"0.09","ProbabilityBE":"0.0498","ExtrinsicValue":"0.06","IntrinsicValue":"0","ProbabilityITM":"0.0521","ProbabilityOTM":"0.9479","ProbabilityBE_IV":"0.0539","TheoreticalValue":"0.0537","DailyOpenInterest":35,"ImpliedVolatility":"0.2618","ProbabilityITM_IV":"0.0562","ProbabilityOTM_IV":"0.9438","StandardDeviation":"0.0548","TheoreticalValue_IV":"0.06"},{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"0.00085978","High":"0","Last":"0.17","Legs":[{"Ratio":1,"Symbol":"VZ 260918C57","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"57"}],"Open":"0","Side":"Call","Vega":"0.00905689","Close":"0.17","Delta":"0.03918972","Gamma":"0.02612582","Theta":"-0.0086926","Volume":0,"AskSize":2,"BidSize":0,"Strikes":["57"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.17","ProbabilityBE":"0.0155","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.0157","ProbabilityOTM":"0.9843","ProbabilityBE_IV":"0.0337","TheoreticalValue":"0.0174","DailyOpenInterest":3,"ImpliedVolatility":"0.3036","ProbabilityITM_IV":"0.0341","ProbabilityOTM_IV":"0.9659","StandardDeviation":"0.0636","TheoreticalValue_IV":"0.05"},{"Ask":"0.11","Bid":"0.07","Low":"0.08","Mid":"0.09","Rho":"-0.00205797","High":"0.11","Last":"0.1","Legs":[{"Ratio":1,"Symbol":"VZ 260918P47.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"47.5"}],"Open":"0.08","Side":"Put","Vega":"0.01725034","Close":"0.1","Delta":"-0.08927948","Gamma":"0.06195019","Theta":"-0.01251277","Volume":4,"AskSize":727,"BidSize":20,"Strikes":["47.5"],"NetChange":"-0.03","NetChangePct":"-0.2308","PreviousClose":"0.13","ProbabilityBE":"0.1","ExtrinsicValue":"0.11","IntrinsicValue":"0","ProbabilityITM":"0.1093","ProbabilityOTM":"0.8907","ProbabilityBE_IV":"0.0888","TheoreticalValue":"0.1318","DailyOpenInterest":153,"ImpliedVolatility":"0.2438","ProbabilityITM_IV":"0.0979","ProbabilityOTM_IV":"0.9021","StandardDeviation":"0.0511","TheoreticalValue_IV":"0.11"},{"Ask":"3.05","Bid":"2.9","Low":"2.69","Mid":"2.975","Rho":"0.01781564","High":"2.81","Last":"2.8","Legs":[{"Ratio":1,"Symbol":"VZ 260918C48","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"48"}],"Open":"2.69","Side":"Call","Vega":"0.02472198","Close":"2.8","Delta":"0.85174837","Gamma":"0.08083699","Theta":"-0.02460135","Volume":16,"AskSize":74,"BidSize":302,"Strikes":["48"],"NetChange":"0.12","NetChangePct":"0.0448","PreviousClose":"2.68","ProbabilityBE":"0.4615","ExtrinsicValue":"0.305","IntrinsicValue":"2.745","ProbabilityITM":"0.8499","ProbabilityOTM":"0.1501","ProbabilityBE_IV":"0.4622","TheoreticalValue":"3.0213","DailyOpenInterest":29259,"ImpliedVolatility":"0.2678","ProbabilityITM_IV":"0.8383","ProbabilityOTM_IV":"0.1617","StandardDeviation":"0.0561","TheoreticalValue_IV":"3.05"},{"Ask":"0.43","Bid":"0.39","Low":"0.3","Mid":"0.41","Rho":"0.00676473","High":"0.42","Last":"0.41","Legs":[{"Ratio":1,"Symbol":"VZ 260918C52","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"52"}],"Open":"0.35","Side":"Call","Vega":"0.03765143","Close":"0.41","Delta":"0.30906684","Gamma":"0.15875704","Theta":"-0.02572896","Volume":1854,"AskSize":81,"BidSize":154,"Strikes":["52"],"NetChange":"0.04","NetChangePct":"0.1081","PreviousClose":"0.37","ProbabilityBE":"0.2521","ExtrinsicValue":"0.43","IntrinsicValue":"0","ProbabilityITM":"0.3266","ProbabilityOTM":"0.6734","ProbabilityBE_IV":"0.2085","TheoreticalValue":"0.6164","DailyOpenInterest":9635,"ImpliedVolatility":"0.2077","ProbabilityITM_IV":"0.2938","ProbabilityOTM_IV":"0.7062","StandardDeviation":"0.0435","TheoreticalValue_IV":"0.43"},{"Ask":"13.1","Bid":"12.6","Low":"0","Mid":"12.85","Rho":"0.01532171","High":"0","Last":"12.3","Legs":[{"Ratio":1,"Symbol":"VZ 260918C38","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"38"}],"Open":"0","Side":"Call","Vega":"0.01289918","Close":"12.3","Delta":"0.93897888","Gamma":"0.01182102","Theta":"-0.04164212","Volume":0,"AskSize":755,"BidSize":709,"Strikes":["38"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12.3","ProbabilityBE":"0.4924","ExtrinsicValue":"0.355","IntrinsicValue":"12.745","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4608","TheoreticalValue":"12.8085","DailyOpenInterest":551,"ImpliedVolatility":"0.9555","ProbabilityITM_IV":"0.9107","ProbabilityOTM_IV":"0.0893","StandardDeviation":"0.2001","TheoreticalValue_IV":"13.1"}],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-02T15:30:28.135Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[{"variant":"call_debit_spread","recommended":true,"expiration":"2026-09-18T00:00:00.000Z","dte":16,"legs":[{"ask":1.4,"bid":1.3,"mid":1.35,"raw":{"Ask":"1.4","Bid":"1.3","Low":"1.15","Mid":"1.35","Rho":"0.01395842","High":"1.4","Last":"1.35","Legs":[{"Ratio":1,"Symbol":"VZ 260918C50","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"1.24","Side":"Call","Vega":"0.03967083","Close":"1.35","Delta":"0.64783626","Gamma":"0.15836629","Theta":"-0.0301317","Volume":178,"AskSize":58,"BidSize":847,"Strikes":["50"],"NetChange":"0.25","NetChangePct":"0.2273","PreviousClose":"1.1","ProbabilityBE":"0.3872","ExtrinsicValue":"0.655","IntrinsicValue":"0.745","ProbabilityITM":"0.6097","ProbabilityOTM":"0.3903","ProbabilityBE_IV":"0.3722","TheoreticalValue":"1.5464","DailyOpenInterest":29460,"ImpliedVolatility":"0.2194","ProbabilityITM_IV":"0.6305","ProbabilityOTM_IV":"0.3695","StandardDeviation":"0.0459","TheoreticalValue_IV":"1.4"},"delta":0.64783626,"ratio":1,"strike":50,"symbol":"VZ 260918C50","volume":178,"askSize":58,"bidSize":847,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":29460,"impliedVolatility":0.2194},{"ask":0.22,"bid":0.17,"mid":0.195,"raw":{"Ask":"0.22","Bid":"0.17","Low":"0.16","Mid":"0.195","Rho":"0.00398735","High":"0.19","Last":"0.19","Legs":[{"Ratio":1,"Symbol":"VZ 260918C53","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"53"}],"Open":"0.16","Side":"Call","Vega":"0.02818889","Close":"0.19","Delta":"0.18151479","Gamma":"0.11588995","Theta":"-0.01947489","Volume":8,"AskSize":270,"BidSize":839,"Strikes":["53"],"NetChange":"0.02","NetChangePct":"0.1176","PreviousClose":"0.17","ProbabilityBE":"0.1775","ExtrinsicValue":"0.22","IntrinsicValue":"0","ProbabilityITM":"0.2111","ProbabilityOTM":"0.7889","ProbabilityBE_IV":"0.1354","TheoreticalValue":"0.3503","DailyOpenInterest":504,"ImpliedVolatility":"0.213","ProbabilityITM_IV":"0.1699","ProbabilityOTM_IV":"0.8301","StandardDeviation":"0.0446","TheoreticalValue_IV":"0.22"},"delta":0.18151479,"ratio":-1,"strike":53,"symbol":"VZ 260918C53","volume":8,"askSize":270,"bidSize":839,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":504,"impliedVolatility":0.213}],"entryBid":1.08,"entryAsk":1.23,"entryMid":1.155,"entryDebit":1.23,"rejectionReasons":[]},{"variant":"long_call_60_delta","recommended":false,"expiration":"2026-09-18T00:00:00.000Z","dte":16,"legs":[{"ask":1.4,"bid":1.3,"mid":1.35,"raw":{"Ask":"1.4","Bid":"1.3","Low":"1.15","Mid":"1.35","Rho":"0.01395842","High":"1.4","Last":"1.35","Legs":[{"Ratio":1,"Symbol":"VZ 260918C50","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"1.24","Side":"Call","Vega":"0.03967083","Close":"1.35","Delta":"0.64783626","Gamma":"0.15836629","Theta":"-0.0301317","Volume":178,"AskSize":58,"BidSize":847,"Strikes":["50"],"NetChange":"0.25","NetChangePct":"0.2273","PreviousClose":"1.1","ProbabilityBE":"0.3872","ExtrinsicValue":"0.655","IntrinsicValue":"0.745","ProbabilityITM":"0.6097","ProbabilityOTM":"0.3903","ProbabilityBE_IV":"0.3722","TheoreticalValue":"1.5464","DailyOpenInterest":29460,"ImpliedVolatility":"0.2194","ProbabilityITM_IV":"0.6305","ProbabilityOTM_IV":"0.3695","StandardDeviation":"0.0459","TheoreticalValue_IV":"1.4"},"delta":0.64783626,"ratio":1,"strike":50,"symbol":"VZ 260918C50","volume":178,"askSize":58,"bidSize":847,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":29460,"impliedVolatility":0.2194}],"entryBid":1.3,"entryAsk":1.4,"entryMid":1.35,"entryDebit":1.4,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-09-18T00:00:00.000Z","dte":16,"legs":[{"ask":2.16,"bid":2.04,"mid":2.1,"raw":{"Ask":"2.16","Bid":"2.04","Low":"1.88","Mid":"2.1","Rho":"0.01652239","High":"2.24","Last":"2.1","Legs":[{"Ratio":1,"Symbol":"VZ 260918C49","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"49"}],"Open":"1.88","Side":"Call","Vega":"0.03190862","Close":"2.1","Delta":"0.77674363","Gamma":"0.11816927","Theta":"-0.02715493","Volume":70,"AskSize":79,"BidSize":129,"Strikes":["49"],"NetChange":"0.24","NetChangePct":"0.129","PreviousClose":"1.86","ProbabilityBE":"0.4325","ExtrinsicValue":"0.415","IntrinsicValue":"1.745","ProbabilityITM":"0.7432","ProbabilityOTM":"0.2568","ProbabilityBE_IV":"0.4287","TheoreticalValue":"2.2234","DailyOpenInterest":9072,"ImpliedVolatility":"0.2364","ProbabilityITM_IV":"0.7616","ProbabilityOTM_IV":"0.2384","StandardDeviation":"0.0495","TheoreticalValue_IV":"2.16"},"delta":0.77674363,"ratio":1,"strike":49,"symbol":"VZ 260918C49","volume":70,"askSize":79,"bidSize":129,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":9072,"impliedVolatility":0.2364}],"entryBid":2.04,"entryAsk":2.16,"entryMid":2.1,"entryDebit":2.16,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_VZ_60_L_1788359400000","variant":"call_debit_spread","exitBid":1.12,"exitAsk":1.22,"exitMid":1.17,"exitCredit":1.12,"pnlPerContract":-10.999999999999988,"returnOnDebit":-0.089430894308943,"quote":{"ask":1.22,"bid":1.12,"mid":1.17,"raw":{"Ask":"1.22","Bid":"1.12","Low":"1.06","Mid":"1.17","Rho":"0.00384316","High":"1.44","Last":"1.2","Legs":[{"Ratio":1,"Symbol":"VZ 260918C50","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"50"},{"Ratio":-1,"Symbol":"VZ 260918C53","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"53"}],"Open":"1.15","Side":"Call","Vega":"0.00899038","Close":"1.2","Delta":"0.67400185","Gamma":"0.09360379","Theta":"-0.03656679","Volume":376,"AskSize":77,"BidSize":19,"Strikes":["50","53"],"NetChange":"0.29","NetChangePct":"0.3187","PreviousClose":"0.91","ExtrinsicValue":"0.2","IntrinsicValue":"1.01","TheoreticalValue":"1.1577","DailyOpenInterest":751,"ImpliedVolatility":"0.2651","StandardDeviation":"0.0278","TheoreticalValue_IV":"1.21"},"capturedAt":"2026-09-14T14:30:26.226Z"},"closedAt":"2026-09-14T14:30:00.000Z"},{"signalId":"DDV1_BATS_VZ_60_L_1788359400000","variant":"long_call_60_delta","exitBid":1.17,"exitAsk":1.26,"exitMid":1.215,"exitCredit":1.17,"pnlPerContract":-23,"returnOnDebit":-0.16428571428571428,"quote":{"ask":1.26,"bid":1.17,"mid":1.215,"raw":{"Ask":"1.26","Bid":"1.17","Low":"1.1","Mid":"1.215","Rho":"0.00433375","High":"1.58","Last":"1.25","Legs":[{"Ratio":1,"Symbol":"VZ 260918C50","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"1.19","Side":"Call","Vega":"0.01715064","Close":"1.25","Delta":"0.75792318","Gamma":"0.20395068","Theta":"-0.06057889","Volume":1946,"AskSize":77,"BidSize":139,"Strikes":["50"],"NetChange":"0.31","NetChangePct":"0.3298","PreviousClose":"0.94","ProbabilityBE":"0.4443","ExtrinsicValue":"0.245","IntrinsicValue":"1.015","ProbabilityITM":"0.7728","ProbabilityOTM":"0.2272","ProbabilityBE_IV":"0.4488","TheoreticalValue":"1.2129","DailyOpenInterest":28840,"ImpliedVolatility":"0.2789","ProbabilityITM_IV":"0.7484","ProbabilityOTM_IV":"0.2516","StandardDeviation":"0.0292","TheoreticalValue_IV":"1.26"},"capturedAt":"2026-09-14T14:30:27.736Z"},"closedAt":"2026-09-14T14:30:00.000Z"},{"signalId":"DDV1_BATS_VZ_60_L_1788359400000","variant":"long_call_75_delta","exitBid":2.04,"exitAsk":2.17,"exitMid":2.105,"exitCredit":2.04,"pnlPerContract":-12.00000000000001,"returnOnDebit":-0.0555555555555556,"quote":{"ask":2.17,"bid":2.04,"mid":2.105,"raw":{"Ask":"2.17","Bid":"2.04","Low":"2.15","Mid":"2.105","Rho":"0.00486206","High":"2.4","Last":"2.15","Legs":[{"Ratio":1,"Symbol":"VZ 260918C49","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"49"}],"Open":"2.25","Side":"Call","Vega":"0.01191338","Close":"2.15","Delta":"0.86514677","Gamma":"0.11321706","Theta":"-0.05367284","Volume":15,"AskSize":88,"BidSize":66,"Strikes":["49"],"NetChange":"0.43","NetChangePct":"0.25","PreviousClose":"1.72","ProbabilityBE":"0.4837","ExtrinsicValue":"0.155","IntrinsicValue":"2.015","ProbabilityITM":"0.9328","ProbabilityOTM":"0.0672","ProbabilityBE_IV":"0.4847","TheoreticalValue":"2.0759","DailyOpenInterest":8631,"ImpliedVolatility":"0.349","ProbabilityITM_IV":"0.8568","ProbabilityOTM_IV":"0.1432","StandardDeviation":"0.0365","TheoreticalValue_IV":"2.17"},"capturedAt":"2026-09-14T14:30:29.246Z"},"closedAt":"2026-09-14T14:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_VZ_60_L_1788359400000","variant":"call_debit_spread","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":1.23,"rawEvent":{"riskBudgetDollars":112.75259642100002},"submittedAt":"2026-09-02T15:30:28.165Z"}],"capturedAt":"2026-09-02T15:30:25.628Z","closedAt":"2026-09-14T14:30:00.000Z"},{"signalId":"DDV1_BATS_WFC_D_L_1788269400000","symbol":"WFC","timeframe":"D","underlyingEntryPrice":87.75,"predictedHoldBars":6.465952756308334,"predictedMfeR":0.2888598016525324,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-02T13:30:41.347Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-02T13:30:38.388Z","closedAt":null},{"signalId":"DDV1_BATS_TSLA_60_L_1788287400000","symbol":"TSLA","timeframe":"60","underlyingEntryPrice":356.65,"predictedHoldBars":19.69591598343912,"predictedMfeR":0.35918944272583875,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"call_debit_spread","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"36.65","Bid":"32.65","Low":"37.47","Mid":"34.65","Rho":"-0.11577006","High":"37.85","Last":"37.85","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P390","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"390"}],"Open":"37.47","Side":"Put","Vega":"0.18385353","Close":"37.85","Delta":"-0.80796769","Gamma":"0.00792951","Theta":"-0.32776099","Volume":8,"AskSize":90,"BidSize":96,"Strikes":["390"],"NetChange":"37.85","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4768","ExtrinsicValue":"3.03","IntrinsicValue":"33.62","ProbabilityITM":"0.8255","ProbabilityOTM":"0.1745","ProbabilityBE_IV":"0.4745","TheoreticalValue":"36.9952","DailyOpenInterest":0,"ImpliedVolatility":"0.5118","ProbabilityITM_IV":"0.8333","ProbabilityOTM_IV":"0.1667","StandardDeviation":"0.0966","TheoreticalValue_IV":"36.65"},{"Ask":"31.25","Bid":"29.5","Low":"27.75","Mid":"30.375","Rho":"-0.11361523","High":"30.75","Last":"30","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P385","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"385"}],"Open":"30.75","Side":"Put","Vega":"0.18489559","Close":"30","Delta":"-0.80618241","Gamma":"0.00919865","Theta":"-0.28207736","Volume":5,"AskSize":99,"BidSize":119,"Strikes":["385"],"NetChange":"4.04","NetChangePct":"0.1556","PreviousClose":"25.96","ProbabilityBE":"0.466","ExtrinsicValue":"2.63","IntrinsicValue":"28.62","ProbabilityITM":"0.7904","ProbabilityOTM":"0.2096","ProbabilityBE_IV":"0.4522","TheoreticalValue":"32.9495","DailyOpenInterest":3,"ImpliedVolatility":"0.4436","ProbabilityITM_IV":"0.8284","ProbabilityOTM_IV":"0.1716","StandardDeviation":"0.0837","TheoreticalValue_IV":"31.2499"},{"Ask":"3.95","Bid":"3.75","Low":"3.35","Mid":"3.85","Rho":"0.03168905","High":"4.8","Last":"3.67","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C375","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"375"}],"Open":"4.7","Side":"Call","Vega":"0.21848162","Close":"3.67","Delta":"0.26034508","Gamma":"0.01246897","Theta":"-0.33364514","Volume":419,"AskSize":56,"BidSize":185,"Strikes":["375"],"NetChange":"-5.28","NetChangePct":"-0.5899","PreviousClose":"8.95","ProbabilityBE":"0.2305","ExtrinsicValue":"3.95","IntrinsicValue":"0","ProbabilityITM":"0.2929","ProbabilityOTM":"0.7071","ProbabilityBE_IV":"0.1638","TheoreticalValue":"7.2932","DailyOpenInterest":43,"ImpliedVolatility":"0.3867","ProbabilityITM_IV":"0.2372","ProbabilityOTM_IV":"0.7628","StandardDeviation":"0.073","TheoreticalValue_IV":"3.95"},{"Ask":"21.05","Bid":"20.15","Low":"18.5","Mid":"20.6","Rho":"0.08780719","High":"22.9","Last":"20.4","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C340","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"340"}],"Open":"19.95","Side":"Call","Vega":"0.21401329","Close":"20.4","Delta":"0.7497447","Gamma":"0.01171695","Theta":"-0.35674808","Volume":57,"AskSize":147,"BidSize":38,"Strikes":["340"],"NetChange":"20.4","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4031","ExtrinsicValue":"4.67","IntrinsicValue":"16.38","ProbabilityITM":"0.6675","ProbabilityOTM":"0.3325","ProbabilityBE_IV":"0.384","TheoreticalValue":"23.9105","DailyOpenInterest":0,"ImpliedVolatility":"0.4031","ProbabilityITM_IV":"0.7249","ProbabilityOTM_IV":"0.2751","StandardDeviation":"0.0761","TheoreticalValue_IV":"21.0499"},{"Ask":"0.66","Bid":"0.6","Low":"0.6","Mid":"0.63","Rho":"0.00660017","High":"1.15","Last":"0.68","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C410","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"410"}],"Open":"1.15","Side":"Call","Vega":"0.07354754","Close":"0.68","Delta":"0.05376793","Gamma":"0.00364745","Theta":"-0.12760637","Volume":224,"AskSize":79,"BidSize":223,"Strikes":["410"],"NetChange":"-0.94","NetChangePct":"-0.5802","PreviousClose":"1.62","ProbabilityBE":"0.0707","ExtrinsicValue":"0.66","IntrinsicValue":"0","ProbabilityITM":"0.0756","ProbabilityOTM":"0.9244","ProbabilityBE_IV":"0.0413","TheoreticalValue":"1.4476","DailyOpenInterest":54,"ImpliedVolatility":"0.445","ProbabilityITM_IV":"0.0452","ProbabilityOTM_IV":"0.9548","StandardDeviation":"0.084","TheoreticalValue_IV":"0.66"},{"Ask":"1.38","Bid":"1.28","Low":"1","Mid":"1.33","Rho":"-0.01360372","High":"1.69","Last":"1.34","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P325","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"325"}],"Open":"1","Side":"Put","Vega":"0.12081308","Close":"1.34","Delta":"-0.10313314","Gamma":"0.00660122","Theta":"-0.18346034","Volume":60,"AskSize":61,"BidSize":167,"Strikes":["325"],"NetChange":"0.36","NetChangePct":"0.3673","PreviousClose":"0.98","ProbabilityBE":"0.1629","ExtrinsicValue":"1.38","IntrinsicValue":"0","ProbabilityITM":"0.1885","ProbabilityOTM":"0.8115","ProbabilityBE_IV":"0.0938","TheoreticalValue":"3.2159","DailyOpenInterest":14,"ImpliedVolatility":"0.4039","ProbabilityITM_IV":"0.1175","ProbabilityOTM_IV":"0.8825","StandardDeviation":"0.0762","TheoreticalValue_IV":"1.3799"},{"Ask":"16.05","Bid":"14.35","Low":"12.3","Mid":"15.2","Rho":"-0.08141992","High":"17.7","Last":"14.42","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P365","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"365"}],"Open":"13","Side":"Put","Vega":"0.26080643","Close":"14.42","Delta":"-0.59545678","Gamma":"0.01357675","Theta":"-0.40104211","Volume":77,"AskSize":223,"BidSize":151,"Strikes":["365"],"NetChange":"4.67","NetChangePct":"0.479","PreviousClose":"9.75","ProbabilityBE":"0.3998","ExtrinsicValue":"7.43","IntrinsicValue":"8.62","ProbabilityITM":"0.6084","ProbabilityOTM":"0.3916","ProbabilityBE_IV":"0.3668","TheoreticalValue":"18.8461","DailyOpenInterest":87,"ImpliedVolatility":"0.424","ProbabilityITM_IV":"0.6262","ProbabilityOTM_IV":"0.3738","StandardDeviation":"0.08","TheoreticalValue_IV":"16.05"},{"Ask":"1.3","Bid":"1.22","Low":"1.09","Mid":"1.26","Rho":"0.01251431","High":"1.58","Last":"1.09","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C395","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"395"}],"Open":"1.4","Side":"Call","Vega":"0.11991806","Close":"1.09","Delta":"0.10208352","Gamma":"0.00644222","Theta":"-0.19281722","Volume":100,"AskSize":149,"BidSize":24,"Strikes":["395"],"NetChange":"-1.96","NetChangePct":"-0.6426","PreviousClose":"3.05","ProbabilityBE":"0.1271","ExtrinsicValue":"1.3","IntrinsicValue":"0","ProbabilityITM":"0.1438","ProbabilityOTM":"0.8562","ProbabilityBE_IV":"0.074","TheoreticalValue":"3.0479","DailyOpenInterest":113,"ImpliedVolatility":"0.4108","ProbabilityITM_IV":"0.0889","ProbabilityOTM_IV":"0.9111","StandardDeviation":"0.0775","TheoreticalValue_IV":"1.3"},{"Ask":"0.45","Bid":"0.39","Low":"0.36","Mid":"0.42","Rho":"-0.00458943","High":"0.46","Last":"0.46","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P305","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"305"}],"Open":"0.38","Side":"Put","Vega":"0.05181228","Close":"0.46","Delta":"-0.03483718","Gamma":"0.0024341","Theta":"-0.09214574","Volume":7,"AskSize":232,"BidSize":290,"Strikes":["305"],"NetChange":"0.12","NetChangePct":"0.3529","PreviousClose":"0.34","ProbabilityBE":"0.0613","ExtrinsicValue":"0.45","IntrinsicValue":"0","ProbabilityITM":"0.0646","ProbabilityOTM":"0.9354","ProbabilityBE_IV":"0.0396","TheoreticalValue":"0.8276","DailyOpenInterest":13,"ImpliedVolatility":"0.4698","ProbabilityITM_IV":"0.0422","ProbabilityOTM_IV":"0.9578","StandardDeviation":"0.0887","TheoreticalValue_IV":"0.45"},{"Ask":"70.15","Bid":"63.15","Low":"0","Mid":"66.65","Rho":"0.08889453","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C290","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"290"}],"Open":"0","Side":"Call","Vega":"0.12148824","Close":"0","Delta":"0.89607186","Gamma":"0.00285834","Theta":"-0.46339817","Volume":0,"AskSize":19,"BidSize":36,"Strikes":["290"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4785","ExtrinsicValue":"3.77","IntrinsicValue":"66.38","ProbabilityITM":"0.9783","ProbabilityOTM":"0.0217","ProbabilityBE_IV":"0.4639","TheoreticalValue":"66.9954","DailyOpenInterest":0,"ImpliedVolatility":"0.9381","ProbabilityITM_IV":"0.8604","ProbabilityOTM_IV":"0.1396","StandardDeviation":"0.177","TheoreticalValue_IV":"70.15"},{"Ask":"27.65","Bid":"24.15","Low":"25.01","Mid":"25.9","Rho":"-0.10507486","High":"25.01","Last":"25.01","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P380","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"380"}],"Open":"25.01","Side":"Put","Vega":"0.21432622","Close":"25.01","Delta":"-0.74905349","Gamma":"0.01017391","Theta":"-0.3522369","Volume":24,"AskSize":125,"BidSize":133,"Strikes":["380"],"NetChange":"3.35","NetChangePct":"0.1547","PreviousClose":"21.66","ProbabilityBE":"0.4531","ExtrinsicValue":"4.03","IntrinsicValue":"23.62","ProbabilityITM":"0.7509","ProbabilityOTM":"0.2491","ProbabilityBE_IV":"0.4413","TheoreticalValue":"29.0903","DailyOpenInterest":1,"ImpliedVolatility":"0.465","ProbabilityITM_IV":"0.7762","ProbabilityOTM_IV":"0.2238","StandardDeviation":"0.0877","TheoreticalValue_IV":"27.6499"},{"Ask":"7","Bid":"6.75","Low":"5.5","Mid":"6.875","Rho":"-0.05070569","High":"8.5","Last":"7.02","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"350"}],"Open":"5.5","Side":"Put","Vega":"0.25612691","Close":"7.02","Delta":"-0.37921442","Gamma":"0.01495382","Theta":"-0.35712614","Volume":258,"AskSize":78,"BidSize":144,"Strikes":["350"],"NetChange":"3.17","NetChangePct":"0.8234","PreviousClose":"3.85","ProbabilityBE":"0.3225","ExtrinsicValue":"7","IntrinsicValue":"0","ProbabilityITM":"0.4429","ProbabilityOTM":"0.5571","ProbabilityBE_IV":"0.2479","TheoreticalValue":"10.9461","DailyOpenInterest":127,"ImpliedVolatility":"0.378","ProbabilityITM_IV":"0.4067","ProbabilityOTM_IV":"0.5933","StandardDeviation":"0.0713","TheoreticalValue_IV":"7"},{"Ask":"9.2","Bid":"9","Low":"7.7","Mid":"9.1","Rho":"-0.06132793","High":"10.95","Last":"9.8","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P355","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"355"}],"Open":"8","Side":"Put","Vega":"0.26694032","Close":"9.8","Delta":"-0.45660388","Gamma":"0.01563055","Theta":"-0.36862114","Volume":347,"AskSize":20,"BidSize":8,"Strikes":["355"],"NetChange":"4.05","NetChangePct":"0.7043","PreviousClose":"5.75","ProbabilityBE":"0.3508","ExtrinsicValue":"9.2","IntrinsicValue":"0","ProbabilityITM":"0.4992","ProbabilityOTM":"0.5008","ProbabilityBE_IV":"0.2829","TheoreticalValue":"13.301","DailyOpenInterest":111,"ImpliedVolatility":"0.3769","ProbabilityITM_IV":"0.4849","ProbabilityOTM_IV":"0.5151","StandardDeviation":"0.0711","TheoreticalValue_IV":"9.2"},{"Ask":"75.15","Bid":"68.1","Low":"0","Mid":"71.625","Rho":"0.08777702","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C285","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"285"}],"Open":"0","Side":"Call","Vega":"0.11699431","Close":"0","Delta":"0.90131162","Gamma":"0.00259195","Theta":"-0.47300891","Volume":0,"AskSize":24,"BidSize":38,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4796","ExtrinsicValue":"3.77","IntrinsicValue":"71.38","ProbabilityITM":"0.9859","ProbabilityOTM":"0.0141","ProbabilityBE_IV":"0.4623","TheoreticalValue":"71.9005","DailyOpenInterest":0,"ImpliedVolatility":"0.9962","ProbabilityITM_IV":"0.8645","ProbabilityOTM_IV":"0.1355","StandardDeviation":"0.188","TheoreticalValue_IV":"75.15"},{"Ask":"79.6","Bid":"73.1","Low":"0","Mid":"76.35","Rho":"0.08795569","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C280","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"280"}],"Open":"0","Side":"Call","Vega":"0.10455302","Close":"0","Delta":"0.91520372","Gamma":"0.00229768","Theta":"-0.42870975","Volume":0,"AskSize":21,"BidSize":37,"Strikes":["280"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4803","ExtrinsicValue":"3.22","IntrinsicValue":"76.38","ProbabilityITM":"0.9911","ProbabilityOTM":"0.0089","ProbabilityBE_IV":"0.4624","TheoreticalValue":"76.8372","DailyOpenInterest":0,"ImpliedVolatility":"1.0043","ProbabilityITM_IV":"0.8818","ProbabilityOTM_IV":"0.1182","StandardDeviation":"0.1895","TheoreticalValue_IV":"79.6"},{"Ask":"11.25","Bid":"10.75","Low":"9.5","Mid":"11","Rho":"0.06503313","High":"13.25","Last":"11","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C355","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"355"}],"Open":"12.7","Side":"Call","Vega":"0.26696135","Close":"11","Delta":"0.54310852","Gamma":"0.01532615","Theta":"-0.41296344","Volume":263,"AskSize":163,"BidSize":207,"Strikes":["355"],"NetChange":"-8.5","NetChangePct":"-0.4359","PreviousClose":"19.5","ProbabilityBE":"0.3391","ExtrinsicValue":"9.87","IntrinsicValue":"1.38","ProbabilityITM":"0.5008","ProbabilityOTM":"0.4992","ProbabilityBE_IV":"0.2947","TheoreticalValue":"15.1497","DailyOpenInterest":25,"ImpliedVolatility":"0.3845","ProbabilityITM_IV":"0.5142","ProbabilityOTM_IV":"0.4858","StandardDeviation":"0.0726","TheoreticalValue_IV":"11.2501"},{"Ask":"2.7","Bid":"2.56","Low":"2.04","Mid":"2.63","Rho":"-0.02430868","High":"3.5","Last":"2.72","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P335","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"335"}],"Open":"2.5","Side":"Put","Vega":"0.17884546","Close":"2.72","Delta":"-0.18363425","Gamma":"0.01020295","Theta":"-0.2586624","Volume":114,"AskSize":69,"BidSize":208,"Strikes":["335"],"NetChange":"0.79","NetChangePct":"0.4093","PreviousClose":"1.93","ProbabilityBE":"0.2274","ExtrinsicValue":"2.7","IntrinsicValue":"0","ProbabilityITM":"0.2807","ProbabilityOTM":"0.7193","ProbabilityBE_IV":"0.1453","TheoreticalValue":"5.5452","DailyOpenInterest":23,"ImpliedVolatility":"0.3869","ProbabilityITM_IV":"0.2037","ProbabilityOTM_IV":"0.7963","StandardDeviation":"0.073","TheoreticalValue_IV":"2.7"},{"Ask":"57.8","Bid":"52.45","Low":"0","Mid":"55.125","Rho":"-0.12457458","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P410","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"410"}],"Open":"0","Side":"Put","Vega":"0.17798666","Close":"0","Delta":"-0.81777672","Gamma":"0.00522699","Theta":"-0.47759087","Volume":0,"AskSize":22,"BidSize":37,"Strikes":["410"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5038","ExtrinsicValue":"4.18","IntrinsicValue":"53.62","ProbabilityITM":"0.9244","ProbabilityOTM":"0.0756","ProbabilityBE_IV":"0.5169","TheoreticalValue":"54.5854","DailyOpenInterest":0,"ImpliedVolatility":"0.7516","ProbabilityITM_IV":"0.8529","ProbabilityOTM_IV":"0.1471","StandardDeviation":"0.1418","TheoreticalValue_IV":"57.8"},{"Ask":"3.75","Bid":"3.6","Low":"2.98","Mid":"3.675","Rho":"-0.03177413","High":"4.52","Last":"3.8","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P340","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"340"}],"Open":"3.15","Side":"Put","Vega":"0.20897075","Close":"3.8","Delta":"-0.23941186","Gamma":"0.01209932","Theta":"-0.29669476","Volume":161,"AskSize":26,"BidSize":77,"Strikes":["340"],"NetChange":"1.55","NetChangePct":"0.6889","PreviousClose":"2.25","ProbabilityBE":"0.2602","ExtrinsicValue":"3.75","IntrinsicValue":"0","ProbabilityITM":"0.3325","ProbabilityOTM":"0.6675","ProbabilityBE_IV":"0.1766","TheoreticalValue":"7.0758","DailyOpenInterest":66,"ImpliedVolatility":"0.3812","ProbabilityITM_IV":"0.2623","ProbabilityOTM_IV":"0.7377","StandardDeviation":"0.0719","TheoreticalValue_IV":"3.7499"},{"Ask":"52.95","Bid":"47.7","Low":"0","Mid":"50.325","Rho":"-0.12146789","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P405","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"405"}],"Open":"0","Side":"Put","Vega":"0.18443423","Close":"0","Delta":"-0.80697446","Gamma":"0.00567788","Theta":"-0.47258044","Volume":0,"AskSize":21,"BidSize":37,"Strikes":["405"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4989","ExtrinsicValue":"4.33","IntrinsicValue":"48.62","ProbabilityITM":"0.9054","ProbabilityOTM":"0.0946","ProbabilityBE_IV":"0.5114","TheoreticalValue":"50.022","DailyOpenInterest":0,"ImpliedVolatility":"0.717","ProbabilityITM_IV":"0.8419","ProbabilityOTM_IV":"0.1581","StandardDeviation":"0.1353","TheoreticalValue_IV":"52.95"},{"Ask":"2.24","Bid":"2.12","Low":"1.91","Mid":"2.18","Rho":"0.02006711","High":"4","Last":"2.24","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C385","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"385"}],"Open":"3.22","Side":"Call","Vega":"0.166516","Close":"2.24","Delta":"0.16413038","Gamma":"0.00928298","Theta":"-0.25897238","Volume":289,"AskSize":141,"BidSize":59,"Strikes":["385"],"NetChange":"-3.16","NetChangePct":"-0.5852","PreviousClose":"5.4","ProbabilityBE":"0.1759","ExtrinsicValue":"2.24","IntrinsicValue":"0","ProbabilityITM":"0.2096","ProbabilityOTM":"0.7904","ProbabilityBE_IV":"0.1116","TheoreticalValue":"4.798","DailyOpenInterest":62,"ImpliedVolatility":"0.3959","ProbabilityITM_IV":"0.1463","ProbabilityOTM_IV":"0.8537","StandardDeviation":"0.0747","TheoreticalValue_IV":"2.2399"},{"Ask":"0.55","Bid":"0.49","Low":"0.5","Mid":"0.52","Rho":"0.00549306","High":"0.95","Last":"0.51","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C415","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"415"}],"Open":"0.95","Side":"Call","Vega":"0.06351714","Close":"0.51","Delta":"0.04475093","Gamma":"0.00305488","Theta":"-0.11352398","Volume":293,"AskSize":114,"BidSize":241,"Strikes":["415"],"NetChange":"-0.64","NetChangePct":"-0.5565","PreviousClose":"1.15","ProbabilityBE":"0.0567","ExtrinsicValue":"0.55","IntrinsicValue":"0","ProbabilityITM":"0.0598","ProbabilityOTM":"0.9402","ProbabilityBE_IV":"0.0347","TheoreticalValue":"1.1109","DailyOpenInterest":76,"ImpliedVolatility":"0.4589","ProbabilityITM_IV":"0.0372","ProbabilityOTM_IV":"0.9628","StandardDeviation":"0.0866","TheoreticalValue_IV":"0.55"},{"Ask":"19.65","Bid":"17.75","Low":"15.5","Mid":"18.7","Rho":"-0.09020684","High":"20.22","Last":"20.22","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P370","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"370"}],"Open":"16.35","Side":"Put","Vega":"0.24813359","Close":"20.22","Delta":"-0.65449551","Gamma":"0.01254956","Theta":"-0.38969364","Volume":31,"AskSize":219,"BidSize":167,"Strikes":["370"],"NetChange":"7.92","NetChangePct":"0.6439","PreviousClose":"12.3","ProbabilityBE":"0.4202","ExtrinsicValue":"6.03","IntrinsicValue":"13.62","ProbabilityITM":"0.6595","ProbabilityOTM":"0.3405","ProbabilityBE_IV":"0.3957","TheoreticalValue":"22.019","DailyOpenInterest":46,"ImpliedVolatility":"0.4364","ProbabilityITM_IV":"0.6844","ProbabilityOTM_IV":"0.3156","StandardDeviation":"0.0824","TheoreticalValue_IV":"19.6499"},{"Ask":"0.4","Bid":"0.35","Low":"0.35","Mid":"0.375","Rho":"0.00394584","High":"0.6","Last":"0.37","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C425","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"425"}],"Open":"0.55","Side":"Call","Vega":"0.04851111","Close":"0.37","Delta":"0.03215981","Gamma":"0.00219424","Theta":"-0.09204373","Volume":76,"AskSize":176,"BidSize":253,"Strikes":["425"],"NetChange":"-0.32","NetChangePct":"-0.4638","PreviousClose":"0.69","ProbabilityBE":"0.0352","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0364","ProbabilityOTM":"0.9636","ProbabilityBE_IV":"0.0251","TheoreticalValue":"0.6389","DailyOpenInterest":70,"ImpliedVolatility":"0.488","ProbabilityITM_IV":"0.0261","ProbabilityOTM_IV":"0.9739","StandardDeviation":"0.0921","TheoreticalValue_IV":"0.4"},{"Ask":"72.8","Bid":"66.45","Low":"0","Mid":"69.625","Rho":"-0.13217709","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P425","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"425"}],"Open":"0","Side":"Put","Vega":"0.16686155","Close":"0","Delta":"-0.83534394","Gamma":"0.00421182","Theta":"-0.52199808","Volume":0,"AskSize":22,"BidSize":37,"Strikes":["425"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5144","ExtrinsicValue":"4.18","IntrinsicValue":"68.62","ProbabilityITM":"0.9636","ProbabilityOTM":"0.0364","ProbabilityBE_IV":"0.5295","TheoreticalValue":"68.6436","DailyOpenInterest":0,"ImpliedVolatility":"0.8744","ProbabilityITM_IV":"0.873","ProbabilityOTM_IV":"0.127","StandardDeviation":"0.165","TheoreticalValue_IV":"72.8"},{"Ask":"0.74","Bid":"0.67","Low":"0.63","Mid":"0.705","Rho":"-0.00760902","High":"0.82","Last":"0.82","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P315","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"315"}],"Open":"0.8","Side":"Put","Vega":"0.07783997","Close":"0.82","Delta":"-0.05777518","Gamma":"0.00398699","Theta":"-0.12659956","Volume":28,"AskSize":67,"BidSize":232,"Strikes":["315"],"NetChange":"0.36","NetChangePct":"0.7826","PreviousClose":"0.46","ProbabilityBE":"0.1057","ExtrinsicValue":"0.74","IntrinsicValue":"0","ProbabilityITM":"0.116","ProbabilityOTM":"0.884","ProbabilityBE_IV":"0.0595","TheoreticalValue":"1.7124","DailyOpenInterest":1,"ImpliedVolatility":"0.4309","ProbabilityITM_IV":"0.0678","ProbabilityOTM_IV":"0.9322","StandardDeviation":"0.0813","TheoreticalValue_IV":"0.74"},{"Ask":"0.81","Bid":"0.74","Low":"0.92","Mid":"0.775","Rho":"0.00805948","High":"1.17","Last":"0.95","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C405","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"405"}],"Open":"1.17","Side":"Call","Vega":"0.08602504","Close":"0.95","Delta":"0.06566751","Gamma":"0.00439168","Theta":"-0.14515444","Volume":180,"AskSize":192,"BidSize":137,"Strikes":["405"],"NetChange":"-1.15","NetChangePct":"-0.5476","PreviousClose":"2.1","ProbabilityBE":"0.0871","ExtrinsicValue":"0.81","IntrinsicValue":"0","ProbabilityITM":"0.0946","ProbabilityOTM":"0.9054","ProbabilityBE_IV":"0.0498","TheoreticalValue":"1.8709","DailyOpenInterest":29,"ImpliedVolatility":"0.4323","ProbabilityITM_IV":"0.0559","ProbabilityOTM_IV":"0.9441","StandardDeviation":"0.0816","TheoreticalValue_IV":"0.81"},{"Ask":"0.47","Bid":"0.41","Low":"0.42","Mid":"0.44","Rho":"0.00465911","High":"0.53","Last":"0.42","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C420","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"420"}],"Open":"0.5","Side":"Call","Vega":"0.05559166","Close":"0.42","Delta":"0.03796666","Gamma":"0.00258836","Theta":"-0.10254559","Volume":275,"AskSize":176,"BidSize":254,"Strikes":["420"],"NetChange":"-0.58","NetChangePct":"-0.58","PreviousClose":"1","ProbabilityBE":"0.0449","ExtrinsicValue":"0.47","IntrinsicValue":"0","ProbabilityITM":"0.0469","ProbabilityOTM":"0.9531","ProbabilityBE_IV":"0.0296","TheoreticalValue":"0.8458","DailyOpenInterest":18,"ImpliedVolatility":"0.474","ProbabilityITM_IV":"0.0311","ProbabilityOTM_IV":"0.9689","StandardDeviation":"0.0895","TheoreticalValue_IV":"0.47"},{"Ask":"5.2","Bid":"5","Low":"4.38","Mid":"5.1","Rho":"0.03903143","High":"6.45","Last":"5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C370","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"370"}],"Open":"5.25","Side":"Call","Vega":"0.24121361","Close":"5","Delta":"0.32160671","Gamma":"0.01388795","Theta":"-0.36639386","Volume":706,"AskSize":90,"BidSize":111,"Strikes":["370"],"NetChange":"-5.68","NetChangePct":"-0.5318","PreviousClose":"10.68","ProbabilityBE":"0.2586","ExtrinsicValue":"5.2","IntrinsicValue":"0","ProbabilityITM":"0.3405","ProbabilityOTM":"0.6595","ProbabilityBE_IV":"0.1941","TheoreticalValue":"8.8731","DailyOpenInterest":70,"ImpliedVolatility":"0.3834","ProbabilityITM_IV":"0.2961","ProbabilityOTM_IV":"0.7039","StandardDeviation":"0.0723","TheoreticalValue_IV":"5.2"},{"Ask":"43.35","Bid":"36.55","Low":"0","Mid":"39.95","Rho":"-0.11450108","High":"0","Last":"35.41","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P395","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"395"}],"Open":"0","Side":"Put","Vega":"0.19975095","Close":"35.41","Delta":"-0.77913555","Gamma":"0.00680988","Theta":"-0.46343025","Volume":0,"AskSize":41,"BidSize":42,"Strikes":["395"],"NetChange":"0","NetChangePct":"0","PreviousClose":"35.41","ProbabilityBE":"0.4856","ExtrinsicValue":"4.73","IntrinsicValue":"38.62","ProbabilityITM":"0.8562","ProbabilityOTM":"0.1438","ProbabilityBE_IV":"0.4963","TheoreticalValue":"41.2045","DailyOpenInterest":1,"ImpliedVolatility":"0.6474","ProbabilityITM_IV":"0.8137","ProbabilityOTM_IV":"0.1863","StandardDeviation":"0.1222","TheoreticalValue_IV":"43.3499"},{"Ask":"55.35","Bid":"48.35","Low":"0","Mid":"51.85","Rho":"0.09119992","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C305","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"305"}],"Open":"0","Side":"Call","Vega":"0.14035124","Close":"0","Delta":"0.87267702","Gamma":"0.00396975","Theta":"-0.44698965","Volume":0,"AskSize":18,"BidSize":37,"Strikes":["305"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4716","ExtrinsicValue":"3.97","IntrinsicValue":"51.38","ProbabilityITM":"0.9354","ProbabilityOTM":"0.0646","ProbabilityBE_IV":"0.4649","TheoreticalValue":"52.6177","DailyOpenInterest":0,"ImpliedVolatility":"0.7803","ProbabilityITM_IV":"0.8393","ProbabilityOTM_IV":"0.1607","StandardDeviation":"0.1473","TheoreticalValue_IV":"55.35"},{"Ask":"35.75","Bid":"29.4","Low":"35.4","Mid":"32.575","Rho":"0.09161587","High":"35.55","Last":"35.4","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C325","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"325"}],"Open":"35.55","Side":"Call","Vega":"0.17603585","Close":"35.4","Delta":"0.82095128","Gamma":"0.00678723","Theta":"-0.41351139","Volume":30,"AskSize":203,"BidSize":208,"Strikes":["325"],"NetChange":"-0.87","NetChangePct":"-0.024","PreviousClose":"36.27","ProbabilityBE":"0.4449","ExtrinsicValue":"4.37","IntrinsicValue":"31.38","ProbabilityITM":"0.8115","ProbabilityOTM":"0.1885","ProbabilityBE_IV":"0.4459","TheoreticalValue":"35.0323","DailyOpenInterest":1,"ImpliedVolatility":"0.5724","ProbabilityITM_IV":"0.7913","ProbabilityOTM_IV":"0.2087","StandardDeviation":"0.108","TheoreticalValue_IV":"35.7499"},{"Ask":"67.65","Bid":"62.1","Low":"0","Mid":"64.875","Rho":"-0.13006578","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P420","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"420"}],"Open":"0","Side":"Put","Vega":"0.16823188","Close":"0","Delta":"-0.83324792","Gamma":"0.00449869","Theta":"-0.49553176","Volume":0,"AskSize":22,"BidSize":37,"Strikes":["420"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5113","ExtrinsicValue":"4.03","IntrinsicValue":"63.62","ProbabilityITM":"0.9531","ProbabilityOTM":"0.0469","ProbabilityBE_IV":"0.5255","TheoreticalValue":"63.916","DailyOpenInterest":0,"ImpliedVolatility":"0.8254","ProbabilityITM_IV":"0.8693","ProbabilityOTM_IV":"0.1307","StandardDeviation":"0.1558","TheoreticalValue_IV":"67.65"},{"Ask":"48.1","Bid":"42.95","Low":"0","Mid":"45.525","Rho":"-0.11819848","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P400","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"400"}],"Open":"0","Side":"Put","Vega":"0.19131133","Close":"0","Delta":"-0.79488354","Gamma":"0.006204","Theta":"-0.46576868","Volume":0,"AskSize":32,"BidSize":40,"Strikes":["400"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.493","ExtrinsicValue":"4.48","IntrinsicValue":"43.62","ProbabilityITM":"0.8828","ProbabilityOTM":"0.1172","ProbabilityBE_IV":"0.5046","TheoreticalValue":"45.5543","DailyOpenInterest":0,"ImpliedVolatility":"0.6806","ProbabilityITM_IV":"0.8295","ProbabilityOTM_IV":"0.1705","StandardDeviation":"0.1284","TheoreticalValue_IV":"48.1001"},{"Ask":"1.93","Bid":"1.81","Low":"1.46","Mid":"1.87","Rho":"-0.01827966","High":"2.42","Last":"1.87","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P330","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"330"}],"Open":"2","Side":"Put","Vega":"0.14862891","Close":"1.87","Delta":"-0.13837057","Gamma":"0.00831731","Theta":"-0.21981337","Volume":145,"AskSize":60,"BidSize":170,"Strikes":["330"],"NetChange":"0.66","NetChangePct":"0.5455","PreviousClose":"1.21","ProbabilityBE":"0.1947","ExtrinsicValue":"1.93","IntrinsicValue":"0","ProbabilityITM":"0.2324","ProbabilityOTM":"0.7676","ProbabilityBE_IV":"0.1175","TheoreticalValue":"4.2653","DailyOpenInterest":53,"ImpliedVolatility":"0.3944","ProbabilityITM_IV":"0.1555","ProbabilityOTM_IV":"0.8445","StandardDeviation":"0.0744","TheoreticalValue_IV":"1.9299"},{"Ask":"6.8","Bid":"6.55","Low":"5.75","Mid":"6.675","Rho":"0.04727369","High":"11.35","Last":"6.57","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C365","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"365"}],"Open":"9.2","Side":"Call","Vega":"0.25843087","Close":"6.57","Delta":"0.39092866","Gamma":"0.01494774","Theta":"-0.39238339","Volume":448,"AskSize":198,"BidSize":137,"Strikes":["365"],"NetChange":"-6.83","NetChangePct":"-0.5097","PreviousClose":"13.4","ProbabilityBE":"0.2865","ExtrinsicValue":"6.8","IntrinsicValue":"0","ProbabilityITM":"0.3916","ProbabilityOTM":"0.6084","ProbabilityBE_IV":"0.2267","TheoreticalValue":"10.6996","DailyOpenInterest":111,"ImpliedVolatility":"0.3816","ProbabilityITM_IV":"0.3636","ProbabilityOTM_IV":"0.6364","StandardDeviation":"0.072","TheoreticalValue_IV":"6.7999"},{"Ask":"25.95","Bid":"23.25","Low":"24.2","Mid":"24.6","Rho":"0.08977155","High":"24.2","Last":"24.2","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C335","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"335"}],"Open":"24.2","Side":"Call","Vega":"0.19984937","Close":"24.2","Delta":"0.7789454","Gamma":"0.00955578","Theta":"-0.38025482","Volume":1,"AskSize":204,"BidSize":120,"Strikes":["335"],"NetChange":"-9.35","NetChangePct":"-0.2787","PreviousClose":"33.55","ProbabilityBE":"0.4195","ExtrinsicValue":"4.57","IntrinsicValue":"21.38","ProbabilityITM":"0.7193","ProbabilityOTM":"0.2807","ProbabilityBE_IV":"0.4131","TheoreticalValue":"27.3741","DailyOpenInterest":1,"ImpliedVolatility":"0.4616","ProbabilityITM_IV":"0.7522","ProbabilityOTM_IV":"0.2478","StandardDeviation":"0.0871","TheoreticalValue_IV":"25.9499"},{"Ask":"0.31","Bid":"0.25","Low":"0","Mid":"0.28","Rho":"-0.0030353","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P295","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"295"}],"Open":"0","Side":"Put","Vega":"0.03668486","Close":"0","Delta":"-0.02300537","Gamma":"0.0015636","Theta":"-0.07206913","Volume":0,"AskSize":288,"BidSize":133,"Strikes":["295"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0313","ExtrinsicValue":"0.31","IntrinsicValue":"0","ProbabilityITM":"0.0322","ProbabilityOTM":"0.9678","ProbabilityBE_IV":"0.0281","TheoreticalValue":"0.3585","DailyOpenInterest":0,"ImpliedVolatility":"0.5178","ProbabilityITM_IV":"0.0289","ProbabilityOTM_IV":"0.9711","StandardDeviation":"0.0977","TheoreticalValue_IV":"0.31"},{"Ask":"1.7","Bid":"1.6","Low":"1.45","Mid":"1.65","Rho":"0.01584973","High":"2.81","Last":"1.48","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C390","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"390"}],"Open":"2.81","Side":"Call","Vega":"0.14196869","Close":"1.48","Delta":"0.12944184","Gamma":"0.00777795","Theta":"-0.2242201","Volume":125,"AskSize":158,"BidSize":8,"Strikes":["390"],"NetChange":"-2.69","NetChangePct":"-0.6451","PreviousClose":"4.17","ProbabilityBE":"0.1505","ExtrinsicValue":"1.7","IntrinsicValue":"0","ProbabilityITM":"0.1745","ProbabilityOTM":"0.8255","ProbabilityBE_IV":"0.0911","TheoreticalValue":"3.8407","DailyOpenInterest":45,"ImpliedVolatility":"0.4029","ProbabilityITM_IV":"0.1141","ProbabilityOTM_IV":"0.8859","StandardDeviation":"0.076","TheoreticalValue_IV":"1.7001"},{"Ask":"50.4","Bid":"43.5","Low":"0","Mid":"46.95","Rho":"0.09176528","High":"0","Last":"54.75","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C310","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"310"}],"Open":"0","Side":"Call","Vega":"0.14744996","Close":"54.75","Delta":"0.86323438","Gamma":"0.00448175","Theta":"-0.43774347","Volume":0,"AskSize":28,"BidSize":38,"Strikes":["310"],"NetChange":"0","NetChangePct":"0","PreviousClose":"54.75","ProbabilityBE":"0.4673","ExtrinsicValue":"4.02","IntrinsicValue":"46.38","ProbabilityITM":"0.9123","ProbabilityOTM":"0.0877","ProbabilityBE_IV":"0.4634","TheoreticalValue":"48.0027","DailyOpenInterest":1,"ImpliedVolatility":"0.7262","ProbabilityITM_IV":"0.8309","ProbabilityOTM_IV":"0.1691","StandardDeviation":"0.137","TheoreticalValue_IV":"50.4001"},{"Ask":"65.1","Bid":"59.05","Low":"61.4","Mid":"62.075","Rho":"0.09007319","High":"62.08","Last":"62.01","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C295","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"295"}],"Open":"61.47","Side":"Call","Vega":"0.1255973","Close":"62.01","Delta":"0.89117271","Gamma":"0.00316298","Theta":"-0.448795","Volume":30,"AskSize":24,"BidSize":39,"Strikes":["295"],"NetChange":"62.01","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.477","ExtrinsicValue":"3.72","IntrinsicValue":"61.38","ProbabilityITM":"0.9678","ProbabilityOTM":"0.0322","ProbabilityBE_IV":"0.4652","TheoreticalValue":"62.1352","DailyOpenInterest":0,"ImpliedVolatility":"0.8764","ProbabilityITM_IV":"0.8571","ProbabilityOTM_IV":"0.1429","StandardDeviation":"0.1654","TheoreticalValue_IV":"65.1"},{"Ask":"0.27","Bid":"0.21","Low":"0.24","Mid":"0.24","Rho":"-0.0025651","High":"0.24","Last":"0.24","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P290","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"290"}],"Open":"0.24","Side":"Put","Vega":"0.03178521","Close":"0.24","Delta":"-0.01941913","Gamma":"0.00128657","Theta":"-0.06581242","Volume":3,"AskSize":238,"BidSize":263,"Strikes":["290"],"NetChange":"-0.07","NetChangePct":"-0.2258","PreviousClose":"0.31","ProbabilityBE":"0.0213","ExtrinsicValue":"0.27","IntrinsicValue":"0","ProbabilityITM":"0.0217","ProbabilityOTM":"0.9783","ProbabilityBE_IV":"0.0244","TheoreticalValue":"0.2255","DailyOpenInterest":2,"ImpliedVolatility":"0.5453","ProbabilityITM_IV":"0.0248","ProbabilityOTM_IV":"0.9752","StandardDeviation":"0.1029","TheoreticalValue_IV":"0.27"},{"Ask":"17.4","Bid":"16.45","Low":"15.65","Mid":"16.925","Rho":"0.08126997","High":"19.15","Last":"15.87","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C345","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"345"}],"Open":"17.62","Side":"Call","Vega":"0.23810423","Close":"15.87","Delta":"0.68808198","Gamma":"0.01330725","Theta":"-0.38463281","Volume":116,"AskSize":208,"BidSize":145,"Strikes":["345"],"NetChange":"-9.98","NetChangePct":"-0.3861","PreviousClose":"25.85","ProbabilityBE":"0.3841","ExtrinsicValue":"6.02","IntrinsicValue":"11.38","ProbabilityITM":"0.613","ProbabilityOTM":"0.387","ProbabilityBE_IV":"0.3572","TheoreticalValue":"20.7127","DailyOpenInterest":32,"ImpliedVolatility":"0.3949","ProbabilityITM_IV":"0.6612","ProbabilityOTM_IV":"0.3388","StandardDeviation":"0.0745","TheoreticalValue_IV":"17.4"},{"Ask":"1.01","Bid":"0.94","Low":"0.89","Mid":"0.975","Rho":"0.00994712","High":"1.69","Last":"0.96","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C400","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"400"}],"Open":"1.58","Side":"Call","Vega":"0.10108385","Close":"0.96","Delta":"0.08107667","Gamma":"0.00530815","Theta":"-0.1660324","Volume":323,"AskSize":225,"BidSize":99,"Strikes":["400"],"NetChange":"-1.64","NetChangePct":"-0.6308","PreviousClose":"2.6","ProbabilityBE":"0.1059","ExtrinsicValue":"1.01","IntrinsicValue":"0","ProbabilityITM":"0.1172","ProbabilityOTM":"0.8828","ProbabilityBE_IV":"0.0603","TheoreticalValue":"2.398","DailyOpenInterest":327,"ImpliedVolatility":"0.4203","ProbabilityITM_IV":"0.0698","ProbabilityOTM_IV":"0.9302","StandardDeviation":"0.0793","TheoreticalValue_IV":"1.01"},{"Ask":"14.15","Bid":"13.5","Low":"12.35","Mid":"13.825","Rho":"0.0735278","High":"18.02","Last":"13.71","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"18.02","Side":"Call","Vega":"0.2566838","Close":"13.71","Delta":"0.61806374","Gamma":"0.01453072","Theta":"-0.40560797","Volume":109,"AskSize":201,"BidSize":80,"Strikes":["350"],"NetChange":"-7.95","NetChangePct":"-0.367","PreviousClose":"21.66","ProbabilityBE":"0.3627","ExtrinsicValue":"7.77","IntrinsicValue":"6.38","ProbabilityITM":"0.5571","ProbabilityOTM":"0.4429","ProbabilityBE_IV":"0.3276","TheoreticalValue":"17.7909","DailyOpenInterest":33,"ImpliedVolatility":"0.3899","ProbabilityITM_IV":"0.5897","ProbabilityOTM_IV":"0.4103","StandardDeviation":"0.0736","TheoreticalValue_IV":"14.15"},{"Ask":"38.75","Bid":"33.9","Low":"0","Mid":"36.325","Rho":"0.09880618","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C320","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"320"}],"Open":"0","Side":"Call","Vega":"0.12990092","Close":"0","Delta":"0.88592724","Gamma":"0.00575226","Theta":"-0.27725409","Volume":0,"AskSize":11,"BidSize":21,"Strikes":["320"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4543","ExtrinsicValue":"2.37","IntrinsicValue":"36.38","ProbabilityITM":"0.8504","ProbabilityOTM":"0.1496","ProbabilityBE_IV":"0.4538","TheoreticalValue":"39.1835","DailyOpenInterest":0,"ImpliedVolatility":"0.4984","ProbabilityITM_IV":"0.8667","ProbabilityOTM_IV":"0.1333","StandardDeviation":"0.0941","TheoreticalValue_IV":"38.75"},{"Ask":"0.99","Bid":"0.92","Low":"0.83","Mid":"0.955","Rho":"-0.01006451","High":"1.15","Last":"1.06","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P320","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"320"}],"Open":"0.97","Side":"Put","Vega":"0.09662254","Close":"1.06","Delta":"-0.07638834","Gamma":"0.00513767","Theta":"-0.1510981","Volume":39,"AskSize":20,"BidSize":136,"Strikes":["320"],"NetChange":"0.35","NetChangePct":"0.493","PreviousClose":"0.71","ProbabilityBE":"0.133","ExtrinsicValue":"0.99","IntrinsicValue":"0","ProbabilityITM":"0.1496","ProbabilityOTM":"0.8504","ProbabilityBE_IV":"0.074","TheoreticalValue":"2.3735","DailyOpenInterest":28,"ImpliedVolatility":"0.4151","ProbabilityITM_IV":"0.0883","ProbabilityOTM_IV":"0.9117","StandardDeviation":"0.0783","TheoreticalValue_IV":"0.99"},{"Ask":"12.15","Bid":"11.45","Low":"9.55","Mid":"11.8","Rho":"-0.07207157","High":"13.85","Last":"12.92","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P360","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"360"}],"Open":"10.1","Side":"Put","Vega":"0.26761977","Close":"12.92","Delta":"-0.53284912","Gamma":"0.01517754","Theta":"-0.37906971","Volume":221,"AskSize":214,"BidSize":263,"Strikes":["360"],"NetChange":"5.36","NetChangePct":"0.709","PreviousClose":"7.56","ProbabilityBE":"0.3766","ExtrinsicValue":"8.53","IntrinsicValue":"3.62","ProbabilityITM":"0.5547","ProbabilityOTM":"0.4453","ProbabilityBE_IV":"0.3227","TheoreticalValue":"15.9364","DailyOpenInterest":90,"ImpliedVolatility":"0.3892","ProbabilityITM_IV":"0.562","ProbabilityOTM_IV":"0.438","StandardDeviation":"0.0734","TheoreticalValue_IV":"12.15"},{"Ask":"62.7","Bid":"57.5","Low":"58","Mid":"60.1","Rho":"-0.12743218","High":"58","Last":"58","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P415","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"415"}],"Open":"58","Side":"Put","Vega":"0.17258329","Close":"58","Delta":"-0.82646893","Gamma":"0.00483659","Theta":"-0.48503153","Volume":1,"AskSize":67,"BidSize":74,"Strikes":["415"],"NetChange":"8","NetChangePct":"0.16","PreviousClose":"50","ProbabilityBE":"0.5079","ExtrinsicValue":"4.08","IntrinsicValue":"58.62","ProbabilityITM":"0.9402","ProbabilityOTM":"0.0598","ProbabilityBE_IV":"0.5215","TheoreticalValue":"59.2235","DailyOpenInterest":1,"ImpliedVolatility":"0.7876","ProbabilityITM_IV":"0.8619","ProbabilityOTM_IV":"0.1381","StandardDeviation":"0.1486","TheoreticalValue_IV":"62.7001"},{"Ask":"5.2","Bid":"4.95","Low":"4.1","Mid":"5.075","Rho":"-0.04076476","High":"6.1","Last":"5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P345","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"345"}],"Open":"4.25","Side":"Put","Vega":"0.2361396","Close":"5","Delta":"-0.30606549","Gamma":"0.0137229","Theta":"-0.33258875","Volume":168,"AskSize":100,"BidSize":222,"Strikes":["345"],"NetChange":"1.8","NetChangePct":"0.5625","PreviousClose":"3.2","ProbabilityBE":"0.2921","ExtrinsicValue":"5.2","IntrinsicValue":"0","ProbabilityITM":"0.387","ProbabilityOTM":"0.613","ProbabilityBE_IV":"0.2123","TheoreticalValue":"8.8727","DailyOpenInterest":139,"ImpliedVolatility":"0.3798","ProbabilityITM_IV":"0.3317","ProbabilityOTM_IV":"0.6683","StandardDeviation":"0.0717","TheoreticalValue_IV":"5.2"},{"Ask":"31.45","Bid":"24.8","Low":"0","Mid":"28.125","Rho":"0.08920291","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C330","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"330"}],"Open":"0","Side":"Call","Vega":"0.19404136","Close":"0","Delta":"0.78990559","Gamma":"0.00779664","Theta":"-0.43514951","Volume":0,"AskSize":108,"BidSize":119,"Strikes":["330"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4334","ExtrinsicValue":"5.07","IntrinsicValue":"26.38","ProbabilityITM":"0.7676","ProbabilityOTM":"0.2324","ProbabilityBE_IV":"0.4343","TheoreticalValue":"31.088","DailyOpenInterest":0,"ImpliedVolatility":"0.5493","ProbabilityITM_IV":"0.7588","ProbabilityOTM_IV":"0.2412","StandardDeviation":"0.1037","TheoreticalValue_IV":"31.4499"},{"Ask":"0.24","Bid":"0.18","Low":"0","Mid":"0.21","Rho":"-0.00220609","High":"0","Last":"0.22","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P285","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"285"}],"Open":"0","Side":"Put","Vega":"0.02791955","Close":"0.22","Delta":"-0.01667934","Gamma":"0.00107329","Theta":"-0.06091641","Volume":0,"AskSize":122,"BidSize":108,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.22","ProbabilityBE":"0.0139","ExtrinsicValue":"0.24","IntrinsicValue":"0","ProbabilityITM":"0.0141","ProbabilityOTM":"0.9859","ProbabilityBE_IV":"0.0215","TheoreticalValue":"0.1373","DailyOpenInterest":1,"ImpliedVolatility":"0.5742","ProbabilityITM_IV":"0.0217","ProbabilityOTM_IV":"0.9783","StandardDeviation":"0.1084","TheoreticalValue_IV":"0.24"},{"Ask":"0.37","Bid":"0.31","Low":"0.01","Mid":"0.34","Rho":"-0.00370386","High":"0.39","Last":"0.39","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P300","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"300"}],"Open":"0.01","Side":"Put","Vega":"0.04337063","Close":"0.39","Delta":"-0.02809587","Gamma":"0.00194067","Theta":"-0.08107723","Volume":30,"AskSize":260,"BidSize":260,"Strikes":["300"],"NetChange":"0.13","NetChangePct":"0.5","PreviousClose":"0.26","ProbabilityBE":"0.0445","ExtrinsicValue":"0.37","IntrinsicValue":"0","ProbabilityITM":"0.0463","ProbabilityOTM":"0.9537","ProbabilityBE_IV":"0.0332","TheoreticalValue":"0.5527","DailyOpenInterest":136,"ImpliedVolatility":"0.4933","ProbabilityITM_IV":"0.0347","ProbabilityOTM_IV":"0.9653","StandardDeviation":"0.0931","TheoreticalValue_IV":"0.37"},{"Ask":"0.57","Bid":"0.5","Low":"0.49","Mid":"0.535","Rho":"-0.00585968","High":"0.8","Last":"0.59","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P310","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"310"}],"Open":"0.8","Side":"Put","Vega":"0.06322107","Close":"0.59","Delta":"-0.0444921","Gamma":"0.00310474","Theta":"-0.1074133","Volume":18,"AskSize":220,"BidSize":188,"Strikes":["310"],"NetChange":"0.19","NetChangePct":"0.475","PreviousClose":"0.4","ProbabilityBE":"0.0817","ExtrinsicValue":"0.57","IntrinsicValue":"0","ProbabilityITM":"0.0877","ProbabilityOTM":"0.9123","ProbabilityBE_IV":"0.0483","TheoreticalValue":"1.2059","DailyOpenInterest":30,"ImpliedVolatility":"0.4494","ProbabilityITM_IV":"0.0531","ProbabilityOTM_IV":"0.9469","StandardDeviation":"0.0848","TheoreticalValue_IV":"0.57"},{"Ask":"22.8","Bid":"21.5","Low":"20.5","Mid":"22.15","Rho":"-0.09990619","High":"23.25","Last":"20.5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P375","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"375"}],"Open":"23","Side":"Put","Vega":"0.22579897","Close":"20.5","Delta":"-0.7219892","Gamma":"0.01192635","Theta":"-0.33338857","Volume":5,"AskSize":171,"BidSize":145,"Strikes":["375"],"NetChange":"4.45","NetChangePct":"0.2773","PreviousClose":"16.05","ProbabilityBE":"0.4379","ExtrinsicValue":"4.18","IntrinsicValue":"18.62","ProbabilityITM":"0.7071","ProbabilityOTM":"0.2929","ProbabilityBE_IV":"0.412","TheoreticalValue":"25.4399","DailyOpenInterest":26,"ImpliedVolatility":"0.4179","ProbabilityITM_IV":"0.7478","ProbabilityOTM_IV":"0.2522","StandardDeviation":"0.0789","TheoreticalValue_IV":"22.8001"},{"Ask":"60.1","Bid":"54.05","Low":"56.2","Mid":"57.075","Rho":"0.09103997","High":"57.14","Last":"57.12","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C300","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"300"}],"Open":"56.2","Side":"Call","Vega":"0.13085561","Close":"57.12","Delta":"0.88474735","Gamma":"0.00352548","Theta":"-0.43803092","Volume":31,"AskSize":59,"BidSize":85,"Strikes":["300"],"NetChange":"57.12","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4747","ExtrinsicValue":"3.72","IntrinsicValue":"56.38","ProbabilityITM":"0.9537","ProbabilityOTM":"0.0463","ProbabilityBE_IV":"0.4657","TheoreticalValue":"57.3361","DailyOpenInterest":0,"ImpliedVolatility":"0.8192","ProbabilityITM_IV":"0.8518","ProbabilityOTM_IV":"0.1482","StandardDeviation":"0.1546","TheoreticalValue_IV":"60.1"},{"Ask":"0.21","Bid":"0.16","Low":"0.17","Mid":"0.185","Rho":"-0.00187829","High":"0.18","Last":"0.17","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P280","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"280"}],"Open":"0.18","Side":"Put","Vega":"0.02429447","Close":"0.17","Delta":"-0.01418508","Gamma":"0.0008916","Theta":"-0.05556264","Volume":23,"AskSize":238,"BidSize":194,"Strikes":["280"],"NetChange":"-0.04","NetChangePct":"-0.1905","PreviousClose":"0.21","ProbabilityBE":"0.0088","ExtrinsicValue":"0.21","IntrinsicValue":"0","ProbabilityITM":"0.0089","ProbabilityOTM":"0.9911","ProbabilityBE_IV":"0.0187","TheoreticalValue":"0.0807","DailyOpenInterest":2,"ImpliedVolatility":"0.6014","ProbabilityITM_IV":"0.0188","ProbabilityOTM_IV":"0.9812","StandardDeviation":"0.1135","TheoreticalValue_IV":"0.21"},{"Ask":"45.6","Bid":"38.65","Low":"0","Mid":"42.125","Rho":"0.09172378","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C315","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"315"}],"Open":"0","Side":"Call","Vega":"0.15733143","Close":"0","Delta":"0.84943921","Gamma":"0.00509732","Theta":"-0.438155","Volume":0,"AskSize":20,"BidSize":38,"Strikes":["315"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4616","ExtrinsicValue":"4.22","IntrinsicValue":"41.38","ProbabilityITM":"0.884","ProbabilityOTM":"0.116","ProbabilityBE_IV":"0.46","TheoreticalValue":"43.5158","DailyOpenInterest":0,"ImpliedVolatility":"0.6812","ProbabilityITM_IV":"0.8174","ProbabilityOTM_IV":"0.1826","StandardDeviation":"0.1286","TheoreticalValue_IV":"45.6"},{"Ask":"8.75","Bid":"8.5","Low":"7.5","Mid":"8.625","Rho":"0.056075","High":"11.95","Last":"8.75","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C360","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"360"}],"Open":"10.7","Side":"Call","Vega":"0.26753344","Close":"8.75","Delta":"0.46563024","Gamma":"0.01554696","Theta":"-0.40643762","Volume":352,"AskSize":177,"BidSize":65,"Strikes":["360"],"NetChange":"-7.12","NetChangePct":"-0.4486","PreviousClose":"15.87","ProbabilityBE":"0.3135","ExtrinsicValue":"8.75","IntrinsicValue":"0","ProbabilityITM":"0.4453","ProbabilityOTM":"0.5547","ProbabilityBE_IV":"0.2596","TheoreticalValue":"12.7881","DailyOpenInterest":66,"ImpliedVolatility":"0.3798","ProbabilityITM_IV":"0.4372","ProbabilityOTM_IV":"0.5628","StandardDeviation":"0.0717","TheoreticalValue_IV":"8.75"},{"Ask":"2.97","Bid":"2.83","Low":"2.5","Mid":"2.9","Rho":"0.02531862","High":"4.4","Last":"2.94","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C380","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"380"}],"Open":"4.4","Side":"Call","Vega":"0.19261831","Close":"2.94","Delta":"0.20748638","Gamma":"0.01088951","Theta":"-0.29610717","Volume":178,"AskSize":59,"BidSize":162,"Strikes":["380"],"NetChange":"-4.06","NetChangePct":"-0.58","PreviousClose":"7","ProbabilityBE":"0.2027","ExtrinsicValue":"2.97","IntrinsicValue":"0","ProbabilityITM":"0.2491","ProbabilityOTM":"0.7509","ProbabilityBE_IV":"0.1358","TheoreticalValue":"5.9417","DailyOpenInterest":90,"ImpliedVolatility":"0.3904","ProbabilityITM_IV":"0.187","ProbabilityOTM_IV":"0.813","StandardDeviation":"0.0737","TheoreticalValue_IV":"2.97"},{"Ask":"36.65","Bid":"32.65","Low":"37.47","Mid":"34.65","Rho":"-0.11576996","High":"37.85","Last":"37.85","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P390","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"390"}],"Open":"37.47","Side":"Put","Vega":"0.18385344","Close":"37.85","Delta":"-0.8079677","Gamma":"0.00792951","Theta":"-0.32776129","Volume":8,"AskSize":58,"BidSize":61,"Strikes":["390"],"NetChange":"37.85","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4768","ExtrinsicValue":"3.03","IntrinsicValue":"33.62","ProbabilityITM":"0.8255","ProbabilityOTM":"0.1745","ProbabilityBE_IV":"0.4745","TheoreticalValue":"36.9952","DailyOpenInterest":0,"ImpliedVolatility":"0.5118","ProbabilityITM_IV":"0.8333","ProbabilityOTM_IV":"0.1667","StandardDeviation":"0.0966","TheoreticalValue_IV":"36.65"},{"Ask":"3.95","Bid":"3.75","Low":"3.35","Mid":"3.85","Rho":"0.03168902","High":"4.8","Last":"3.67","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C375","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"375"}],"Open":"4.7","Side":"Call","Vega":"0.21848152","Close":"3.67","Delta":"0.26034508","Gamma":"0.01246897","Theta":"-0.33364543","Volume":419,"AskSize":48,"BidSize":84,"Strikes":["375"],"NetChange":"-5.28","NetChangePct":"-0.5899","PreviousClose":"8.95","ProbabilityBE":"0.2305","ExtrinsicValue":"3.95","IntrinsicValue":"0","ProbabilityITM":"0.2929","ProbabilityOTM":"0.7071","ProbabilityBE_IV":"0.1638","TheoreticalValue":"7.2932","DailyOpenInterest":43,"ImpliedVolatility":"0.3867","ProbabilityITM_IV":"0.2372","ProbabilityOTM_IV":"0.7628","StandardDeviation":"0.073","TheoreticalValue_IV":"3.95"},{"Ask":"16.05","Bid":"14.35","Low":"12.3","Mid":"15.2","Rho":"-0.08141985","High":"17.7","Last":"14.42","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P365","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"365"}],"Open":"13","Side":"Put","Vega":"0.26080631","Close":"14.42","Delta":"-0.59545679","Gamma":"0.01357675","Theta":"-0.40104248","Volume":77,"AskSize":178,"BidSize":137,"Strikes":["365"],"NetChange":"4.67","NetChangePct":"0.479","PreviousClose":"9.75","ProbabilityBE":"0.3998","ExtrinsicValue":"7.43","IntrinsicValue":"8.62","ProbabilityITM":"0.6084","ProbabilityOTM":"0.3916","ProbabilityBE_IV":"0.3668","TheoreticalValue":"18.8461","DailyOpenInterest":87,"ImpliedVolatility":"0.424","ProbabilityITM_IV":"0.6262","ProbabilityOTM_IV":"0.3738","StandardDeviation":"0.08","TheoreticalValue_IV":"16.05"},{"Ask":"0.66","Bid":"0.6","Low":"0.6","Mid":"0.63","Rho":"0.00660016","High":"1.15","Last":"0.68","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C410","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"410"}],"Open":"1.15","Side":"Call","Vega":"0.07354751","Close":"0.68","Delta":"0.05376793","Gamma":"0.00364745","Theta":"-0.12760648","Volume":224,"AskSize":70,"BidSize":223,"Strikes":["410"],"NetChange":"-0.94","NetChangePct":"-0.5802","PreviousClose":"1.62","ProbabilityBE":"0.0707","ExtrinsicValue":"0.66","IntrinsicValue":"0","ProbabilityITM":"0.0756","ProbabilityOTM":"0.9244","ProbabilityBE_IV":"0.0413","TheoreticalValue":"1.4476","DailyOpenInterest":54,"ImpliedVolatility":"0.445","ProbabilityITM_IV":"0.0452","ProbabilityOTM_IV":"0.9548","StandardDeviation":"0.084","TheoreticalValue_IV":"0.66"},{"Ask":"31.25","Bid":"29.5","Low":"27.75","Mid":"30.375","Rho":"-0.11361514","High":"30.75","Last":"30","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P385","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"385"}],"Open":"30.75","Side":"Put","Vega":"0.1848955","Close":"30","Delta":"-0.80618242","Gamma":"0.00919865","Theta":"-0.28207761","Volume":5,"AskSize":99,"BidSize":114,"Strikes":["385"],"NetChange":"4.04","NetChangePct":"0.1556","PreviousClose":"25.96","ProbabilityBE":"0.466","ExtrinsicValue":"2.63","IntrinsicValue":"28.62","ProbabilityITM":"0.7904","ProbabilityOTM":"0.2096","ProbabilityBE_IV":"0.4522","TheoreticalValue":"32.9495","DailyOpenInterest":3,"ImpliedVolatility":"0.4436","ProbabilityITM_IV":"0.8284","ProbabilityOTM_IV":"0.1716","StandardDeviation":"0.0837","TheoreticalValue_IV":"31.2499"},{"Ask":"21.05","Bid":"20.15","Low":"18.5","Mid":"20.6","Rho":"0.08780711","High":"22.9","Last":"20.4","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C340","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"340"}],"Open":"19.95","Side":"Call","Vega":"0.2140132","Close":"20.4","Delta":"0.74974469","Gamma":"0.01171695","Theta":"-0.35674839","Volume":57,"AskSize":117,"BidSize":10,"Strikes":["340"],"NetChange":"20.4","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4031","ExtrinsicValue":"4.67","IntrinsicValue":"16.38","ProbabilityITM":"0.6675","ProbabilityOTM":"0.3325","ProbabilityBE_IV":"0.384","TheoreticalValue":"23.9105","DailyOpenInterest":0,"ImpliedVolatility":"0.4031","ProbabilityITM_IV":"0.7249","ProbabilityOTM_IV":"0.2751","StandardDeviation":"0.0761","TheoreticalValue_IV":"21.0499"},{"Ask":"1.38","Bid":"1.28","Low":"1","Mid":"1.33","Rho":"-0.01360371","High":"1.69","Last":"1.34","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P325","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"325"}],"Open":"1","Side":"Put","Vega":"0.12081303","Close":"1.34","Delta":"-0.10313314","Gamma":"0.00660122","Theta":"-0.18346051","Volume":60,"AskSize":13,"BidSize":88,"Strikes":["325"],"NetChange":"0.36","NetChangePct":"0.3673","PreviousClose":"0.98","ProbabilityBE":"0.1629","ExtrinsicValue":"1.38","IntrinsicValue":"0","ProbabilityITM":"0.1885","ProbabilityOTM":"0.8115","ProbabilityBE_IV":"0.0938","TheoreticalValue":"3.2159","DailyOpenInterest":14,"ImpliedVolatility":"0.404","ProbabilityITM_IV":"0.1175","ProbabilityOTM_IV":"0.8825","StandardDeviation":"0.0762","TheoreticalValue_IV":"1.3801"},{"Ask":"7","Bid":"6.75","Low":"5.5","Mid":"6.875","Rho":"-0.05070564","High":"8.5","Last":"7.02","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"350"}],"Open":"5.5","Side":"Put","Vega":"0.25612679","Close":"7.02","Delta":"-0.37921443","Gamma":"0.01495382","Theta":"-0.35712647","Volume":258,"AskSize":85,"BidSize":94,"Strikes":["350"],"NetChange":"3.17","NetChangePct":"0.8234","PreviousClose":"3.85","ProbabilityBE":"0.3225","ExtrinsicValue":"7","IntrinsicValue":"0","ProbabilityITM":"0.4429","ProbabilityOTM":"0.5571","ProbabilityBE_IV":"0.2479","TheoreticalValue":"10.9461","DailyOpenInterest":127,"ImpliedVolatility":"0.378","ProbabilityITM_IV":"0.4067","ProbabilityOTM_IV":"0.5933","StandardDeviation":"0.0713","TheoreticalValue_IV":"7"},{"Ask":"70.15","Bid":"63.15","Low":"0","Mid":"66.65","Rho":"0.08889445","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C290","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"290"}],"Open":"0","Side":"Call","Vega":"0.12148819","Close":"0","Delta":"0.89607185","Gamma":"0.00285834","Theta":"-0.46339859","Volume":0,"AskSize":19,"BidSize":39,"Strikes":["290"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4785","ExtrinsicValue":"3.77","IntrinsicValue":"66.38","ProbabilityITM":"0.9783","ProbabilityOTM":"0.0217","ProbabilityBE_IV":"0.4639","TheoreticalValue":"66.9954","DailyOpenInterest":0,"ImpliedVolatility":"0.9381","ProbabilityITM_IV":"0.8604","ProbabilityOTM_IV":"0.1396","StandardDeviation":"0.177","TheoreticalValue_IV":"70.15"},{"Ask":"1.3","Bid":"1.22","Low":"1.09","Mid":"1.26","Rho":"0.0125143","High":"1.58","Last":"1.09","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C395","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"395"}],"Open":"1.4","Side":"Call","Vega":"0.11991801","Close":"1.09","Delta":"0.10208352","Gamma":"0.00644222","Theta":"-0.19281739","Volume":100,"AskSize":46,"BidSize":24,"Strikes":["395"],"NetChange":"-1.96","NetChangePct":"-0.6426","PreviousClose":"3.05","ProbabilityBE":"0.1271","ExtrinsicValue":"1.3","IntrinsicValue":"0","ProbabilityITM":"0.1438","ProbabilityOTM":"0.8562","ProbabilityBE_IV":"0.074","TheoreticalValue":"3.0479","DailyOpenInterest":113,"ImpliedVolatility":"0.4108","ProbabilityITM_IV":"0.0889","ProbabilityOTM_IV":"0.9111","StandardDeviation":"0.0775","TheoreticalValue_IV":"1.3"},{"Ask":"75.15","Bid":"68.1","Low":"0","Mid":"71.625","Rho":"0.08777694","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C285","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"285"}],"Open":"0","Side":"Call","Vega":"0.11699427","Close":"0","Delta":"0.90131161","Gamma":"0.00259195","Theta":"-0.47300934","Volume":0,"AskSize":28,"BidSize":32,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4796","ExtrinsicValue":"3.77","IntrinsicValue":"71.38","ProbabilityITM":"0.9859","ProbabilityOTM":"0.0141","ProbabilityBE_IV":"0.4623","TheoreticalValue":"71.9005","DailyOpenInterest":0,"ImpliedVolatility":"0.9962","ProbabilityITM_IV":"0.8645","ProbabilityOTM_IV":"0.1355","StandardDeviation":"0.188","TheoreticalValue_IV":"75.1499"},{"Ask":"11.25","Bid":"10.75","Low":"9.5","Mid":"11","Rho":"0.06503307","High":"13.25","Last":"11","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C355","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"355"}],"Open":"12.7","Side":"Call","Vega":"0.26696123","Close":"11","Delta":"0.54310851","Gamma":"0.01532615","Theta":"-0.4129638","Volume":263,"AskSize":109,"BidSize":97,"Strikes":["355"],"NetChange":"-8.5","NetChangePct":"-0.4359","PreviousClose":"19.5","ProbabilityBE":"0.3391","ExtrinsicValue":"9.87","IntrinsicValue":"1.38","ProbabilityITM":"0.5008","ProbabilityOTM":"0.4992","ProbabilityBE_IV":"0.2947","TheoreticalValue":"15.1497","DailyOpenInterest":25,"ImpliedVolatility":"0.3845","ProbabilityITM_IV":"0.5142","ProbabilityOTM_IV":"0.4858","StandardDeviation":"0.0726","TheoreticalValue_IV":"11.2501"},{"Ask":"57.8","Bid":"52.45","Low":"0","Mid":"55.125","Rho":"-0.12457447","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P410","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"410"}],"Open":"0","Side":"Put","Vega":"0.17798657","Close":"0","Delta":"-0.81777673","Gamma":"0.00522699","Theta":"-0.4775913","Volume":0,"AskSize":23,"BidSize":37,"Strikes":["410"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5038","ExtrinsicValue":"4.18","IntrinsicValue":"53.62","ProbabilityITM":"0.9244","ProbabilityOTM":"0.0756","ProbabilityBE_IV":"0.5169","TheoreticalValue":"54.5854","DailyOpenInterest":0,"ImpliedVolatility":"0.7516","ProbabilityITM_IV":"0.8529","ProbabilityOTM_IV":"0.1471","StandardDeviation":"0.1418","TheoreticalValue_IV":"57.8"},{"Ask":"2.7","Bid":"2.56","Low":"2.04","Mid":"2.63","Rho":"-0.02430866","High":"3.5","Last":"2.72","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P335","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"335"}],"Open":"2.5","Side":"Put","Vega":"0.17884539","Close":"2.72","Delta":"-0.18363425","Gamma":"0.01020295","Theta":"-0.25866264","Volume":114,"AskSize":71,"BidSize":127,"Strikes":["335"],"NetChange":"0.79","NetChangePct":"0.4093","PreviousClose":"1.93","ProbabilityBE":"0.2274","ExtrinsicValue":"2.7","IntrinsicValue":"0","ProbabilityITM":"0.2807","ProbabilityOTM":"0.7193","ProbabilityBE_IV":"0.1453","TheoreticalValue":"5.5452","DailyOpenInterest":23,"ImpliedVolatility":"0.3869","ProbabilityITM_IV":"0.2037","ProbabilityOTM_IV":"0.7963","StandardDeviation":"0.073","TheoreticalValue_IV":"2.7"},{"Ask":"9.2","Bid":"9","Low":"7.7","Mid":"9.1","Rho":"-0.06132787","High":"10.95","Last":"9.8","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P355","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"355"}],"Open":"8","Side":"Put","Vega":"0.26694021","Close":"9.8","Delta":"-0.45660389","Gamma":"0.01563055","Theta":"-0.36862148","Volume":347,"AskSize":37,"BidSize":8,"Strikes":["355"],"NetChange":"4.05","NetChangePct":"0.7043","PreviousClose":"5.75","ProbabilityBE":"0.3508","ExtrinsicValue":"9.2","IntrinsicValue":"0","ProbabilityITM":"0.4992","ProbabilityOTM":"0.5008","ProbabilityBE_IV":"0.2829","TheoreticalValue":"13.301","DailyOpenInterest":111,"ImpliedVolatility":"0.3769","ProbabilityITM_IV":"0.4849","ProbabilityOTM_IV":"0.5151","StandardDeviation":"0.0711","TheoreticalValue_IV":"9.2"},{"Ask":"0.4","Bid":"0.35","Low":"0.35","Mid":"0.375","Rho":"0.00394633","High":"0.6","Last":"0.37","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C425","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"425"}],"Open":"0.55","Side":"Call","Vega":"0.0485161","Close":"0.37","Delta":"0.03216274","Gamma":"0.00219464","Theta":"-0.09204098","Volume":76,"AskSize":176,"BidSize":253,"Strikes":["425"],"NetChange":"-0.32","NetChangePct":"-0.4638","PreviousClose":"0.69","ProbabilityBE":"0.0352","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0364","ProbabilityOTM":"0.9636","ProbabilityBE_IV":"0.0251","TheoreticalValue":"0.6393","DailyOpenInterest":70,"ImpliedVolatility":"0.4879","ProbabilityITM_IV":"0.0261","ProbabilityOTM_IV":"0.9739","StandardDeviation":"0.0921","TheoreticalValue_IV":"0.4"},{"Ask":"72.8","Bid":"66.45","Low":"0","Mid":"69.625","Rho":"-0.13215403","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P425","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"425"}],"Open":"0","Side":"Put","Vega":"0.167","Close":"0","Delta":"-0.83514002","Gamma":"0.00421267","Theta":"-0.52279129","Volume":0,"AskSize":22,"BidSize":37,"Strikes":["425"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5144","ExtrinsicValue":"4.19","IntrinsicValue":"68.61","ProbabilityITM":"0.9636","ProbabilityOTM":"0.0364","ProbabilityBE_IV":"0.5295","TheoreticalValue":"68.6343","DailyOpenInterest":0,"ImpliedVolatility":"0.8749","ProbabilityITM_IV":"0.8728","ProbabilityOTM_IV":"0.1272","StandardDeviation":"0.1651","TheoreticalValue_IV":"72.8"},{"Ask":"0.47","Bid":"0.41","Low":"0.42","Mid":"0.44","Rho":"0.00465971","High":"0.53","Last":"0.42","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C420","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"420"}],"Open":"0.5","Side":"Call","Vega":"0.05559761","Close":"0.42","Delta":"0.03797036","Gamma":"0.00258887","Theta":"-0.10254216","Volume":275,"AskSize":176,"BidSize":254,"Strikes":["420"],"NetChange":"-0.58","NetChangePct":"-0.58","PreviousClose":"1","ProbabilityBE":"0.045","ExtrinsicValue":"0.47","IntrinsicValue":"0","ProbabilityITM":"0.0469","ProbabilityOTM":"0.9531","ProbabilityBE_IV":"0.0296","TheoreticalValue":"0.8463","DailyOpenInterest":18,"ImpliedVolatility":"0.474","ProbabilityITM_IV":"0.0311","ProbabilityOTM_IV":"0.9689","StandardDeviation":"0.0894","TheoreticalValue_IV":"0.47"},{"Ask":"67.65","Bid":"62.1","Low":"0","Mid":"64.875","Rho":"-0.13004148","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P420","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"420"}],"Open":"0","Side":"Put","Vega":"0.16837557","Close":"0","Delta":"-0.83303422","Gamma":"0.00449958","Theta":"-0.49631576","Volume":0,"AskSize":22,"BidSize":37,"Strikes":["420"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5113","ExtrinsicValue":"4.04","IntrinsicValue":"63.61","ProbabilityITM":"0.9531","ProbabilityOTM":"0.0469","ProbabilityBE_IV":"0.5255","TheoreticalValue":"63.9067","DailyOpenInterest":0,"ImpliedVolatility":"0.8259","ProbabilityITM_IV":"0.8691","ProbabilityOTM_IV":"0.1309","StandardDeviation":"0.1559","TheoreticalValue_IV":"67.65"},{"Ask":"0.55","Bid":"0.49","Low":"0.5","Mid":"0.52","Rho":"0.00549381","High":"0.95","Last":"0.51","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C415","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"415"}],"Open":"0.95","Side":"Call","Vega":"0.06352426","Close":"0.51","Delta":"0.04475562","Gamma":"0.00305552","Theta":"-0.11351971","Volume":293,"AskSize":114,"BidSize":241,"Strikes":["415"],"NetChange":"-0.64","NetChangePct":"-0.5565","PreviousClose":"1.15","ProbabilityBE":"0.0567","ExtrinsicValue":"0.55","IntrinsicValue":"0","ProbabilityITM":"0.0598","ProbabilityOTM":"0.9402","ProbabilityBE_IV":"0.0347","TheoreticalValue":"1.1117","DailyOpenInterest":76,"ImpliedVolatility":"0.4588","ProbabilityITM_IV":"0.0372","ProbabilityOTM_IV":"0.9628","StandardDeviation":"0.0866","TheoreticalValue_IV":"0.55"},{"Ask":"62.7","Bid":"57.5","Low":"58","Mid":"60.1","Rho":"-0.12740722","High":"58","Last":"58","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P415","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"415"}],"Open":"58","Side":"Put","Vega":"0.17272647","Close":"58","Delta":"-0.82625015","Gamma":"0.00483738","Theta":"-0.48579131","Volume":1,"AskSize":67,"BidSize":74,"Strikes":["415"],"NetChange":"8","NetChangePct":"0.16","PreviousClose":"50","ProbabilityBE":"0.5079","ExtrinsicValue":"4.09","IntrinsicValue":"58.61","ProbabilityITM":"0.9402","ProbabilityOTM":"0.0598","ProbabilityBE_IV":"0.5215","TheoreticalValue":"59.2143","DailyOpenInterest":1,"ImpliedVolatility":"0.7881","ProbabilityITM_IV":"0.8618","ProbabilityOTM_IV":"0.1382","StandardDeviation":"0.1487","TheoreticalValue_IV":"62.7001"},{"Ask":"0.66","Bid":"0.6","Low":"0.6","Mid":"0.63","Rho":"0.00660113","High":"1.15","Last":"0.68","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C410","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"410"}],"Open":"1.15","Side":"Call","Vega":"0.07355616","Close":"0.68","Delta":"0.05377401","Gamma":"0.00364827","Theta":"-0.12760089","Volume":224,"AskSize":70,"BidSize":223,"Strikes":["410"],"NetChange":"-0.94","NetChangePct":"-0.5802","PreviousClose":"1.62","ProbabilityBE":"0.0707","ExtrinsicValue":"0.66","IntrinsicValue":"0","ProbabilityITM":"0.0756","ProbabilityOTM":"0.9244","ProbabilityBE_IV":"0.0413","TheoreticalValue":"1.4485","DailyOpenInterest":54,"ImpliedVolatility":"0.445","ProbabilityITM_IV":"0.0452","ProbabilityOTM_IV":"0.9548","StandardDeviation":"0.084","TheoreticalValue_IV":"0.66"},{"Ask":"57.8","Bid":"52.45","Low":"0","Mid":"55.125","Rho":"-0.12454909","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P410","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"410"}],"Open":"0","Side":"Put","Vega":"0.17812748","Close":"0","Delta":"-0.81755399","Gamma":"0.00522762","Theta":"-0.47832136","Volume":0,"AskSize":23,"BidSize":37,"Strikes":["410"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5038","ExtrinsicValue":"4.19","IntrinsicValue":"53.61","ProbabilityITM":"0.9244","ProbabilityOTM":"0.0756","ProbabilityBE_IV":"0.5169","TheoreticalValue":"54.5763","DailyOpenInterest":0,"ImpliedVolatility":"0.752","ProbabilityITM_IV":"0.8527","ProbabilityOTM_IV":"0.1473","StandardDeviation":"0.1419","TheoreticalValue_IV":"57.8"},{"Ask":"0.81","Bid":"0.74","Low":"0.92","Mid":"0.775","Rho":"0.00806072","High":"1.17","Last":"0.95","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C405","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"405"}],"Open":"1.17","Side":"Call","Vega":"0.08603557","Close":"0.95","Delta":"0.06567554","Gamma":"0.00439275","Theta":"-0.14514725","Volume":180,"AskSize":192,"BidSize":137,"Strikes":["405"],"NetChange":"-1.15","NetChangePct":"-0.5476","PreviousClose":"2.1","ProbabilityBE":"0.0871","ExtrinsicValue":"0.81","IntrinsicValue":"0","ProbabilityITM":"0.0946","ProbabilityOTM":"0.9054","ProbabilityBE_IV":"0.0498","TheoreticalValue":"1.872","DailyOpenInterest":29,"ImpliedVolatility":"0.4323","ProbabilityITM_IV":"0.0559","ProbabilityOTM_IV":"0.9441","StandardDeviation":"0.0816","TheoreticalValue_IV":"0.81"},{"Ask":"52.95","Bid":"47.7","Low":"0","Mid":"50.325","Rho":"-0.12144202","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P405","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"405"}],"Open":"0","Side":"Put","Vega":"0.18457081","Close":"0","Delta":"-0.80674901","Gamma":"0.00567828","Theta":"-0.4732768","Volume":0,"AskSize":21,"BidSize":37,"Strikes":["405"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4989","ExtrinsicValue":"4.34","IntrinsicValue":"48.61","ProbabilityITM":"0.9054","ProbabilityOTM":"0.0946","ProbabilityBE_IV":"0.5114","TheoreticalValue":"50.0131","DailyOpenInterest":0,"ImpliedVolatility":"0.7174","ProbabilityITM_IV":"0.8417","ProbabilityOTM_IV":"0.1583","StandardDeviation":"0.1354","TheoreticalValue_IV":"52.95"},{"Ask":"1.01","Bid":"0.94","Low":"0.89","Mid":"0.975","Rho":"0.00994877","High":"1.69","Last":"0.96","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C400","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"400"}],"Open":"1.58","Side":"Call","Vega":"0.10109676","Close":"0.96","Delta":"0.08108742","Gamma":"0.00530955","Theta":"-0.16602278","Volume":323,"AskSize":225,"BidSize":99,"Strikes":["400"],"NetChange":"-1.64","NetChangePct":"-0.6308","PreviousClose":"2.6","ProbabilityBE":"0.1059","ExtrinsicValue":"1.01","IntrinsicValue":"0","ProbabilityITM":"0.1173","ProbabilityOTM":"0.8827","ProbabilityBE_IV":"0.0603","TheoreticalValue":"2.3994","DailyOpenInterest":327,"ImpliedVolatility":"0.4202","ProbabilityITM_IV":"0.0698","ProbabilityOTM_IV":"0.9302","StandardDeviation":"0.0793","TheoreticalValue_IV":"1.01"},{"Ask":"48.1","Bid":"42.95","Low":"0","Mid":"45.525","Rho":"-0.1181722","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P400","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"400"}],"Open":"0","Side":"Put","Vega":"0.19144316","Close":"0","Delta":"-0.79465513","Gamma":"0.00620411","Theta":"-0.46642925","Volume":0,"AskSize":32,"BidSize":40,"Strikes":["400"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4929","ExtrinsicValue":"4.49","IntrinsicValue":"43.61","ProbabilityITM":"0.8827","ProbabilityOTM":"0.1173","ProbabilityBE_IV":"0.5046","TheoreticalValue":"45.5457","DailyOpenInterest":0,"ImpliedVolatility":"0.681","ProbabilityITM_IV":"0.8293","ProbabilityOTM_IV":"0.1707","StandardDeviation":"0.1285","TheoreticalValue_IV":"48.0999"},{"Ask":"1.3","Bid":"1.22","Low":"1.09","Mid":"1.26","Rho":"0.01251653","High":"1.58","Last":"1.09","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C395","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"395"}],"Open":"1.4","Side":"Call","Vega":"0.11993392","Close":"1.09","Delta":"0.10209821","Gamma":"0.00644405","Theta":"-0.19280394","Volume":100,"AskSize":46,"BidSize":24,"Strikes":["395"],"NetChange":"-1.96","NetChangePct":"-0.6426","PreviousClose":"3.05","ProbabilityBE":"0.1271","ExtrinsicValue":"1.3","IntrinsicValue":"0","ProbabilityITM":"0.1438","ProbabilityOTM":"0.8562","ProbabilityBE_IV":"0.074","TheoreticalValue":"3.0495","DailyOpenInterest":113,"ImpliedVolatility":"0.4108","ProbabilityITM_IV":"0.0889","ProbabilityOTM_IV":"0.9111","StandardDeviation":"0.0775","TheoreticalValue_IV":"1.3"},{"Ask":"43.35","Bid":"36.55","Low":"0","Mid":"39.95","Rho":"-0.11447471","High":"0","Last":"35.41","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P395","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"395"}],"Open":"0","Side":"Put","Vega":"0.19987483","Close":"35.41","Delta":"-0.77890687","Gamma":"0.00680959","Theta":"-0.4640482","Volume":0,"AskSize":41,"BidSize":42,"Strikes":["395"],"NetChange":"0","NetChangePct":"0","PreviousClose":"35.41","ProbabilityBE":"0.4856","ExtrinsicValue":"4.74","IntrinsicValue":"38.61","ProbabilityITM":"0.8562","ProbabilityOTM":"0.1438","ProbabilityBE_IV":"0.4963","TheoreticalValue":"41.1962","DailyOpenInterest":1,"ImpliedVolatility":"0.6478","ProbabilityITM_IV":"0.8135","ProbabilityOTM_IV":"0.1865","StandardDeviation":"0.1223","TheoreticalValue_IV":"43.3501"},{"Ask":"1.7","Bid":"1.6","Low":"1.45","Mid":"1.65","Rho":"0.01585275","High":"2.81","Last":"1.48","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C390","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"390"}],"Open":"2.81","Side":"Call","Vega":"0.141988","Close":"1.48","Delta":"0.1294621","Gamma":"0.00778034","Theta":"-0.22420143","Volume":125,"AskSize":158,"BidSize":8,"Strikes":["390"],"NetChange":"-2.69","NetChangePct":"-0.6451","PreviousClose":"4.17","ProbabilityBE":"0.1506","ExtrinsicValue":"1.7","IntrinsicValue":"0","ProbabilityITM":"0.1746","ProbabilityOTM":"0.8254","ProbabilityBE_IV":"0.0911","TheoreticalValue":"3.8427","DailyOpenInterest":45,"ImpliedVolatility":"0.4028","ProbabilityITM_IV":"0.1141","ProbabilityOTM_IV":"0.8859","StandardDeviation":"0.076","TheoreticalValue_IV":"1.6999"},{"Ask":"36.65","Bid":"32.65","Low":"37.47","Mid":"34.65","Rho":"-0.11573356","High":"37.85","Last":"37.85","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P390","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"390"}],"Open":"37.47","Side":"Put","Vega":"0.18403975","Close":"37.85","Delta":"-0.80765831","Gamma":"0.00793019","Theta":"-0.32845315","Volume":8,"AskSize":58,"BidSize":61,"Strikes":["390"],"NetChange":"37.85","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4767","ExtrinsicValue":"3.04","IntrinsicValue":"33.61","ProbabilityITM":"0.8254","ProbabilityOTM":"0.1746","ProbabilityBE_IV":"0.4745","TheoreticalValue":"36.9872","DailyOpenInterest":0,"ImpliedVolatility":"0.5122","ProbabilityITM_IV":"0.833","ProbabilityOTM_IV":"0.167","StandardDeviation":"0.0967","TheoreticalValue_IV":"36.6501"},{"Ask":"2.24","Bid":"2.12","Low":"1.91","Mid":"2.18","Rho":"0.02007124","High":"4","Last":"2.24","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C385","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"385"}],"Open":"3.22","Side":"Call","Vega":"0.16653904","Close":"2.24","Delta":"0.1641584","Gamma":"0.00928606","Theta":"-0.2589459","Volume":289,"AskSize":141,"BidSize":59,"Strikes":["385"],"NetChange":"-3.16","NetChangePct":"-0.5852","PreviousClose":"5.4","ProbabilityBE":"0.1759","ExtrinsicValue":"2.24","IntrinsicValue":"0","ProbabilityITM":"0.2097","ProbabilityOTM":"0.7903","ProbabilityBE_IV":"0.1116","TheoreticalValue":"4.8004","DailyOpenInterest":62,"ImpliedVolatility":"0.3958","ProbabilityITM_IV":"0.1463","ProbabilityOTM_IV":"0.8537","StandardDeviation":"0.0747","TheoreticalValue_IV":"2.2401"},{"Ask":"31.25","Bid":"29.5","Low":"27.75","Mid":"30.375","Rho":"-0.11357326","High":"30.75","Last":"30","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P385","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"385"}],"Open":"30.75","Side":"Put","Vega":"0.18510547","Close":"30","Delta":"-0.80583","Gamma":"0.00919937","Theta":"-0.28276312","Volume":5,"AskSize":99,"BidSize":114,"Strikes":["385"],"NetChange":"4.04","NetChangePct":"0.1556","PreviousClose":"25.96","ProbabilityBE":"0.466","ExtrinsicValue":"2.64","IntrinsicValue":"28.61","ProbabilityITM":"0.7903","ProbabilityOTM":"0.2097","ProbabilityBE_IV":"0.4523","TheoreticalValue":"32.9418","DailyOpenInterest":3,"ImpliedVolatility":"0.4441","ProbabilityITM_IV":"0.8281","ProbabilityOTM_IV":"0.1719","StandardDeviation":"0.0838","TheoreticalValue_IV":"31.25"},{"Ask":"2.97","Bid":"2.83","Low":"2.5","Mid":"2.9","Rho":"0.02532426","High":"4.4","Last":"2.94","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C380","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"380"}],"Open":"4.4","Side":"Call","Vega":"0.19264489","Close":"2.94","Delta":"0.2075251","Gamma":"0.01089341","Theta":"-0.29606929","Volume":178,"AskSize":59,"BidSize":162,"Strikes":["380"],"NetChange":"-4.06","NetChangePct":"-0.58","PreviousClose":"7","ProbabilityBE":"0.2028","ExtrinsicValue":"2.97","IntrinsicValue":"0","ProbabilityITM":"0.2492","ProbabilityOTM":"0.7508","ProbabilityBE_IV":"0.1358","TheoreticalValue":"5.9445","DailyOpenInterest":90,"ImpliedVolatility":"0.3903","ProbabilityITM_IV":"0.1871","ProbabilityOTM_IV":"0.8129","StandardDeviation":"0.0737","TheoreticalValue_IV":"2.9699"},{"Ask":"27.65","Bid":"24.15","Low":"25.01","Mid":"25.9","Rho":"-0.1050412","High":"25.01","Last":"25.01","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P380","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"380"}],"Open":"25.01","Side":"Put","Vega":"0.214461","Close":"25.01","Delta":"-0.74876821","Gamma":"0.01017201","Theta":"-0.35277867","Volume":24,"AskSize":125,"BidSize":133,"Strikes":["380"],"NetChange":"3.35","NetChangePct":"0.1547","PreviousClose":"21.66","ProbabilityBE":"0.4531","ExtrinsicValue":"4.04","IntrinsicValue":"23.61","ProbabilityITM":"0.7508","ProbabilityOTM":"0.2492","ProbabilityBE_IV":"0.4414","TheoreticalValue":"29.0831","DailyOpenInterest":1,"ImpliedVolatility":"0.4653","ProbabilityITM_IV":"0.7759","ProbabilityOTM_IV":"0.2241","StandardDeviation":"0.0878","TheoreticalValue_IV":"27.65"},{"Ask":"3.95","Bid":"3.75","Low":"3.35","Mid":"3.85","Rho":"0.03169671","High":"4.8","Last":"3.67","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C375","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"375"}],"Open":"4.7","Side":"Call","Vega":"0.21851063","Close":"3.67","Delta":"0.26039824","Gamma":"0.01247378","Theta":"-0.33359091","Volume":419,"AskSize":48,"BidSize":84,"Strikes":["375"],"NetChange":"-5.28","NetChangePct":"-0.5899","PreviousClose":"8.95","ProbabilityBE":"0.2306","ExtrinsicValue":"3.95","IntrinsicValue":"0","ProbabilityITM":"0.293","ProbabilityOTM":"0.707","ProbabilityBE_IV":"0.1638","TheoreticalValue":"7.2965","DailyOpenInterest":43,"ImpliedVolatility":"0.3866","ProbabilityITM_IV":"0.2373","ProbabilityOTM_IV":"0.7627","StandardDeviation":"0.073","TheoreticalValue_IV":"3.95"},{"Ask":"22.8","Bid":"21.5","Low":"20.5","Mid":"22.15","Rho":"-0.09987156","High":"23.25","Last":"20.5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P375","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"375"}],"Open":"23","Side":"Put","Vega":"0.22592092","Close":"20.5","Delta":"-0.72169702","Gamma":"0.01192292","Theta":"-0.33387485","Volume":5,"AskSize":171,"BidSize":145,"Strikes":["375"],"NetChange":"4.45","NetChangePct":"0.2773","PreviousClose":"16.05","ProbabilityBE":"0.4379","ExtrinsicValue":"4.19","IntrinsicValue":"18.61","ProbabilityITM":"0.707","ProbabilityOTM":"0.293","ProbabilityBE_IV":"0.412","TheoreticalValue":"25.4331","DailyOpenInterest":26,"ImpliedVolatility":"0.4182","ProbabilityITM_IV":"0.7476","ProbabilityOTM_IV":"0.2524","StandardDeviation":"0.0789","TheoreticalValue_IV":"22.8"},{"Ask":"5.2","Bid":"5","Low":"4.38","Mid":"5.1","Rho":"0.03904172","High":"6.45","Last":"5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C370","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"370"}],"Open":"5.25","Side":"Call","Vega":"0.24124276","Close":"5","Delta":"0.32167886","Gamma":"0.01389368","Theta":"-0.36631672","Volume":706,"AskSize":90,"BidSize":111,"Strikes":["370"],"NetChange":"-5.68","NetChangePct":"-0.5318","PreviousClose":"10.68","ProbabilityBE":"0.2587","ExtrinsicValue":"5.2","IntrinsicValue":"0","ProbabilityITM":"0.3406","ProbabilityOTM":"0.6594","ProbabilityBE_IV":"0.1941","TheoreticalValue":"8.8769","DailyOpenInterest":70,"ImpliedVolatility":"0.3832","ProbabilityITM_IV":"0.2962","ProbabilityOTM_IV":"0.7038","StandardDeviation":"0.0723","TheoreticalValue_IV":"5.2001"},{"Ask":"19.65","Bid":"17.75","Low":"15.5","Mid":"18.7","Rho":"-0.0901795","High":"20.22","Last":"20.22","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P370","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"370"}],"Open":"16.35","Side":"Put","Vega":"0.24820271","Close":"20.22","Delta":"-0.65426261","Gamma":"0.01254473","Theta":"-0.39007069","Volume":31,"AskSize":219,"BidSize":167,"Strikes":["370"],"NetChange":"7.92","NetChangePct":"0.6439","PreviousClose":"12.3","ProbabilityBE":"0.4202","ExtrinsicValue":"6.04","IntrinsicValue":"13.61","ProbabilityITM":"0.6594","ProbabilityOTM":"0.3406","ProbabilityBE_IV":"0.3957","TheoreticalValue":"22.0128","DailyOpenInterest":46,"ImpliedVolatility":"0.4367","ProbabilityITM_IV":"0.6841","ProbabilityOTM_IV":"0.3159","StandardDeviation":"0.0824","TheoreticalValue_IV":"19.65"},{"Ask":"6.8","Bid":"6.55","Low":"5.75","Mid":"6.675","Rho":"0.04728729","High":"11.35","Last":"6.57","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C365","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"365"}],"Open":"9.2","Side":"Call","Vega":"0.25845597","Close":"6.57","Delta":"0.39102506","Gamma":"0.01495429","Theta":"-0.39227448","Volume":448,"AskSize":198,"BidSize":137,"Strikes":["365"],"NetChange":"-6.83","NetChangePct":"-0.5097","PreviousClose":"13.4","ProbabilityBE":"0.2866","ExtrinsicValue":"6.8","IntrinsicValue":"0","ProbabilityITM":"0.3917","ProbabilityOTM":"0.6083","ProbabilityBE_IV":"0.2267","TheoreticalValue":"10.7039","DailyOpenInterest":111,"ImpliedVolatility":"0.3814","ProbabilityITM_IV":"0.3637","ProbabilityOTM_IV":"0.6363","StandardDeviation":"0.072","TheoreticalValue_IV":"6.7999"},{"Ask":"16.05","Bid":"14.35","Low":"12.3","Mid":"15.2","Rho":"-0.08139617","High":"17.7","Last":"14.42","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P365","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"365"}],"Open":"13","Side":"Put","Vega":"0.26084661","Close":"14.42","Delta":"-0.59525375","Gamma":"0.01357075","Theta":"-0.40134449","Volume":77,"AskSize":178,"BidSize":137,"Strikes":["365"],"NetChange":"4.67","NetChangePct":"0.479","PreviousClose":"9.75","ProbabilityBE":"0.3997","ExtrinsicValue":"7.44","IntrinsicValue":"8.61","ProbabilityITM":"0.6083","ProbabilityOTM":"0.3917","ProbabilityBE_IV":"0.3668","TheoreticalValue":"18.8404","DailyOpenInterest":87,"ImpliedVolatility":"0.4242","ProbabilityITM_IV":"0.626","ProbabilityOTM_IV":"0.374","StandardDeviation":"0.0801","TheoreticalValue_IV":"16.05"},{"Ask":"8.75","Bid":"8.5","Low":"7.5","Mid":"8.625","Rho":"0.05609273","High":"11.95","Last":"8.75","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C360","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"360"}],"Open":"10.7","Side":"Call","Vega":"0.26754818","Close":"8.75","Delta":"0.46575698","Gamma":"0.01555408","Theta":"-0.40628592","Volume":352,"AskSize":177,"BidSize":65,"Strikes":["360"],"NetChange":"-7.12","NetChangePct":"-0.4486","PreviousClose":"15.87","ProbabilityBE":"0.3136","ExtrinsicValue":"8.75","IntrinsicValue":"0","ProbabilityITM":"0.4454","ProbabilityOTM":"0.5546","ProbabilityBE_IV":"0.2596","TheoreticalValue":"12.7929","DailyOpenInterest":66,"ImpliedVolatility":"0.3796","ProbabilityITM_IV":"0.4374","ProbabilityOTM_IV":"0.5626","StandardDeviation":"0.0716","TheoreticalValue_IV":"8.7499"},{"Ask":"12.15","Bid":"11.45","Low":"9.55","Mid":"11.8","Rho":"-0.07205009","High":"13.85","Last":"12.92","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P360","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"360"}],"Open":"10.1","Side":"Put","Vega":"0.26763732","Close":"12.92","Delta":"-0.53266564","Gamma":"0.01516991","Theta":"-0.37930779","Volume":221,"AskSize":214,"BidSize":263,"Strikes":["360"],"NetChange":"5.36","NetChangePct":"0.709","PreviousClose":"7.56","ProbabilityBE":"0.3766","ExtrinsicValue":"8.54","IntrinsicValue":"3.61","ProbabilityITM":"0.5546","ProbabilityOTM":"0.4454","ProbabilityBE_IV":"0.3228","TheoreticalValue":"15.9313","DailyOpenInterest":90,"ImpliedVolatility":"0.3894","ProbabilityITM_IV":"0.5618","ProbabilityOTM_IV":"0.4382","StandardDeviation":"0.0735","TheoreticalValue_IV":"12.15"},{"Ask":"11.25","Bid":"10.75","Low":"9.5","Mid":"11","Rho":"0.06505546","High":"13.25","Last":"11","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C355","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"355"}],"Open":"12.7","Side":"Call","Vega":"0.26695698","Close":"11","Delta":"0.54326934","Gamma":"0.01533316","Theta":"-0.41275542","Volume":263,"AskSize":109,"BidSize":97,"Strikes":["355"],"NetChange":"-8.5","NetChangePct":"-0.4359","PreviousClose":"19.5","ProbabilityBE":"0.3391","ExtrinsicValue":"9.86","IntrinsicValue":"1.39","ProbabilityITM":"0.5009","ProbabilityOTM":"0.4991","ProbabilityBE_IV":"0.2946","TheoreticalValue":"15.1551","DailyOpenInterest":25,"ImpliedVolatility":"0.3842","ProbabilityITM_IV":"0.5144","ProbabilityOTM_IV":"0.4856","StandardDeviation":"0.0725","TheoreticalValue_IV":"11.2499"},{"Ask":"9.2","Bid":"9","Low":"7.7","Mid":"9.1","Rho":"-0.06131051","High":"10.95","Last":"9.8","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P355","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"355"}],"Open":"8","Side":"Put","Vega":"0.26693671","Close":"9.8","Delta":"-0.45645446","Gamma":"0.01562237","Theta":"-0.36879706","Volume":347,"AskSize":37,"BidSize":8,"Strikes":["355"],"NetChange":"4.05","NetChangePct":"0.7043","PreviousClose":"5.75","ProbabilityBE":"0.3507","ExtrinsicValue":"9.2","IntrinsicValue":"0","ProbabilityITM":"0.4991","ProbabilityOTM":"0.5009","ProbabilityBE_IV":"0.2829","TheoreticalValue":"13.2964","DailyOpenInterest":111,"ImpliedVolatility":"0.3771","ProbabilityITM_IV":"0.4848","ProbabilityOTM_IV":"0.5152","StandardDeviation":"0.0712","TheoreticalValue_IV":"9.2"},{"Ask":"14.15","Bid":"13.5","Low":"12.35","Mid":"13.825","Rho":"0.07355522","High":"18.02","Last":"13.71","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"18.02","Side":"Call","Vega":"0.25665066","Close":"13.71","Delta":"0.61826257","Gamma":"0.01453701","Theta":"-0.40532944","Volume":109,"AskSize":201,"BidSize":80,"Strikes":["350"],"NetChange":"-7.95","NetChangePct":"-0.367","PreviousClose":"21.66","ProbabilityBE":"0.3628","ExtrinsicValue":"7.76","IntrinsicValue":"6.39","ProbabilityITM":"0.5572","ProbabilityOTM":"0.4428","ProbabilityBE_IV":"0.3276","TheoreticalValue":"17.7968","DailyOpenInterest":33,"ImpliedVolatility":"0.3896","ProbabilityITM_IV":"0.5899","ProbabilityOTM_IV":"0.4101","StandardDeviation":"0.0735","TheoreticalValue_IV":"14.15"},{"Ask":"7","Bid":"6.75","Low":"5.5","Mid":"6.875","Rho":"-0.05069247","High":"8.5","Last":"7.02","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"350"}],"Open":"5.5","Side":"Put","Vega":"0.25611031","Close":"7.02","Delta":"-0.37910016","Gamma":"0.01494616","Theta":"-0.35725209","Volume":258,"AskSize":85,"BidSize":94,"Strikes":["350"],"NetChange":"3.17","NetChangePct":"0.8234","PreviousClose":"3.85","ProbabilityBE":"0.3224","ExtrinsicValue":"7","IntrinsicValue":"0","ProbabilityITM":"0.4428","ProbabilityOTM":"0.5572","ProbabilityBE_IV":"0.2479","TheoreticalValue":"10.9421","DailyOpenInterest":127,"ImpliedVolatility":"0.3782","ProbabilityITM_IV":"0.4066","ProbabilityOTM_IV":"0.5934","StandardDeviation":"0.0714","TheoreticalValue_IV":"7.0001"},{"Ask":"17.4","Bid":"16.45","Low":"15.65","Mid":"16.925","Rho":"0.08130298","High":"19.15","Last":"15.87","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C345","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"345"}],"Open":"17.62","Side":"Call","Vega":"0.23803124","Close":"15.87","Delta":"0.68832286","Gamma":"0.01331217","Theta":"-0.38426794","Volume":116,"AskSize":208,"BidSize":145,"Strikes":["345"],"NetChange":"-9.98","NetChangePct":"-0.3861","PreviousClose":"25.85","ProbabilityBE":"0.3842","ExtrinsicValue":"6.01","IntrinsicValue":"11.39","ProbabilityITM":"0.6131","ProbabilityOTM":"0.3869","ProbabilityBE_IV":"0.3572","TheoreticalValue":"20.7192","DailyOpenInterest":32,"ImpliedVolatility":"0.3946","ProbabilityITM_IV":"0.6615","ProbabilityOTM_IV":"0.3385","StandardDeviation":"0.0745","TheoreticalValue_IV":"17.3999"},{"Ask":"5.2","Bid":"4.95","Low":"4.1","Mid":"5.075","Rho":"-0.040755","High":"6.1","Last":"5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P345","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"345"}],"Open":"4.25","Side":"Put","Vega":"0.23611709","Close":"5","Delta":"-0.30598044","Gamma":"0.01371615","Theta":"-0.33267674","Volume":168,"AskSize":100,"BidSize":222,"Strikes":["345"],"NetChange":"1.8","NetChangePct":"0.5625","PreviousClose":"3.2","ProbabilityBE":"0.292","ExtrinsicValue":"5.2","IntrinsicValue":"0","ProbabilityITM":"0.3869","ProbabilityOTM":"0.6131","ProbabilityBE_IV":"0.2123","TheoreticalValue":"8.8692","DailyOpenInterest":139,"ImpliedVolatility":"0.3799","ProbabilityITM_IV":"0.3316","ProbabilityOTM_IV":"0.6684","StandardDeviation":"0.0717","TheoreticalValue_IV":"5.2"},{"Ask":"21.05","Bid":"20.15","Low":"18.5","Mid":"20.6","Rho":"0.08784571","High":"22.9","Last":"20.4","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C340","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"340"}],"Open":"19.95","Side":"Call","Vega":"0.213891","Close":"20.4","Delta":"0.7500272","Gamma":"0.01171979","Theta":"-0.35628253","Volume":57,"AskSize":117,"BidSize":10,"Strikes":["340"],"NetChange":"20.4","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4031","ExtrinsicValue":"4.66","IntrinsicValue":"16.39","ProbabilityITM":"0.6676","ProbabilityOTM":"0.3324","ProbabilityBE_IV":"0.384","TheoreticalValue":"23.9175","DailyOpenInterest":0,"ImpliedVolatility":"0.4028","ProbabilityITM_IV":"0.7252","ProbabilityOTM_IV":"0.2748","StandardDeviation":"0.076","TheoreticalValue_IV":"21.05"},{"Ask":"3.75","Bid":"3.6","Low":"2.98","Mid":"3.675","Rho":"-0.03176712","High":"4.52","Last":"3.8","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P340","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"340"}],"Open":"3.15","Side":"Put","Vega":"0.20894716","Close":"3.8","Delta":"-0.23935027","Gamma":"0.01209365","Theta":"-0.2967546","Volume":161,"AskSize":26,"BidSize":77,"Strikes":["340"],"NetChange":"1.55","NetChangePct":"0.6889","PreviousClose":"2.25","ProbabilityBE":"0.2601","ExtrinsicValue":"3.75","IntrinsicValue":"0","ProbabilityITM":"0.3324","ProbabilityOTM":"0.6676","ProbabilityBE_IV":"0.1766","TheoreticalValue":"7.0729","DailyOpenInterest":66,"ImpliedVolatility":"0.3813","ProbabilityITM_IV":"0.2623","ProbabilityOTM_IV":"0.7377","StandardDeviation":"0.072","TheoreticalValue_IV":"3.75"},{"Ask":"25.95","Bid":"23.25","Low":"24.2","Mid":"24.6","Rho":"0.08980814","High":"24.2","Last":"24.2","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C335","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"335"}],"Open":"24.2","Side":"Call","Vega":"0.19971687","Close":"24.2","Delta":"0.77921202","Gamma":"0.00955699","Theta":"-0.37973198","Volume":1,"AskSize":204,"BidSize":120,"Strikes":["335"],"NetChange":"-9.35","NetChangePct":"-0.2787","PreviousClose":"33.55","ProbabilityBE":"0.4195","ExtrinsicValue":"4.56","IntrinsicValue":"21.39","ProbabilityITM":"0.7194","ProbabilityOTM":"0.2806","ProbabilityBE_IV":"0.4131","TheoreticalValue":"27.3816","DailyOpenInterest":1,"ImpliedVolatility":"0.4612","ProbabilityITM_IV":"0.7525","ProbabilityOTM_IV":"0.2475","StandardDeviation":"0.087","TheoreticalValue_IV":"25.9499"},{"Ask":"2.7","Bid":"2.56","Low":"2.04","Mid":"2.63","Rho":"-0.02430377","High":"3.5","Last":"2.72","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P335","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"335"}],"Open":"2.5","Side":"Put","Vega":"0.17882395","Close":"2.72","Delta":"-0.18359067","Gamma":"0.01019845","Theta":"-0.25870272","Volume":114,"AskSize":71,"BidSize":127,"Strikes":["335"],"NetChange":"0.79","NetChangePct":"0.4093","PreviousClose":"1.93","ProbabilityBE":"0.2273","ExtrinsicValue":"2.7","IntrinsicValue":"0","ProbabilityITM":"0.2806","ProbabilityOTM":"0.7194","ProbabilityBE_IV":"0.1453","TheoreticalValue":"5.5428","DailyOpenInterest":23,"ImpliedVolatility":"0.387","ProbabilityITM_IV":"0.2036","ProbabilityOTM_IV":"0.7964","StandardDeviation":"0.073","TheoreticalValue_IV":"2.7"},{"Ask":"31.45","Bid":"24.8","Low":"0","Mid":"28.125","Rho":"0.08923466","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C330","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"330"}],"Open":"0","Side":"Call","Vega":"0.19392286","Close":"0","Delta":"0.79013377","Gamma":"0.00779722","Theta":"-0.43460601","Volume":0,"AskSize":108,"BidSize":119,"Strikes":["330"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4335","ExtrinsicValue":"5.06","IntrinsicValue":"26.39","ProbabilityITM":"0.7677","ProbabilityOTM":"0.2323","ProbabilityBE_IV":"0.4343","TheoreticalValue":"31.096","DailyOpenInterest":0,"ImpliedVolatility":"0.5489","ProbabilityITM_IV":"0.759","ProbabilityOTM_IV":"0.241","StandardDeviation":"0.1036","TheoreticalValue_IV":"31.4501"},{"Ask":"1.93","Bid":"1.81","Low":"1.46","Mid":"1.87","Rho":"-0.01827628","High":"2.42","Last":"1.87","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P330","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"330"}],"Open":"2","Side":"Put","Vega":"0.1486108","Close":"1.87","Delta":"-0.13834022","Gamma":"0.00831387","Theta":"-0.21984033","Volume":145,"AskSize":60,"BidSize":170,"Strikes":["330"],"NetChange":"0.66","NetChangePct":"0.5455","PreviousClose":"1.21","ProbabilityBE":"0.1946","ExtrinsicValue":"1.93","IntrinsicValue":"0","ProbabilityITM":"0.2323","ProbabilityOTM":"0.7677","ProbabilityBE_IV":"0.1175","TheoreticalValue":"4.2632","DailyOpenInterest":53,"ImpliedVolatility":"0.3945","ProbabilityITM_IV":"0.1555","ProbabilityOTM_IV":"0.8445","StandardDeviation":"0.0745","TheoreticalValue_IV":"1.93"},{"Ask":"35.75","Bid":"29.4","Low":"35.4","Mid":"32.575","Rho":"0.09164933","High":"35.55","Last":"35.4","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C325","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"325"}],"Open":"35.55","Side":"Call","Vega":"0.17589166","Close":"35.4","Delta":"0.82119211","Gamma":"0.00678683","Theta":"-0.41288951","Volume":30,"AskSize":203,"BidSize":208,"Strikes":["325"],"NetChange":"-0.87","NetChangePct":"-0.024","PreviousClose":"36.27","ProbabilityBE":"0.445","ExtrinsicValue":"4.36","IntrinsicValue":"31.39","ProbabilityITM":"0.8115","ProbabilityOTM":"0.1885","ProbabilityBE_IV":"0.446","TheoreticalValue":"35.0407","DailyOpenInterest":1,"ImpliedVolatility":"0.572","ProbabilityITM_IV":"0.7916","ProbabilityOTM_IV":"0.2084","StandardDeviation":"0.1079","TheoreticalValue_IV":"35.75"},{"Ask":"1.38","Bid":"1.28","Low":"1","Mid":"1.33","Rho":"-0.01360141","High":"1.69","Last":"1.34","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P325","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"325"}],"Open":"1","Side":"Put","Vega":"0.12079859","Close":"1.34","Delta":"-0.10311218","Gamma":"0.00659867","Theta":"-0.18347837","Volume":60,"AskSize":13,"BidSize":88,"Strikes":["325"],"NetChange":"0.36","NetChangePct":"0.3673","PreviousClose":"0.98","ProbabilityBE":"0.1629","ExtrinsicValue":"1.38","IntrinsicValue":"0","ProbabilityITM":"0.1885","ProbabilityOTM":"0.8115","ProbabilityBE_IV":"0.0938","TheoreticalValue":"3.2142","DailyOpenInterest":14,"ImpliedVolatility":"0.404","ProbabilityITM_IV":"0.1175","ProbabilityOTM_IV":"0.8825","StandardDeviation":"0.0762","TheoreticalValue_IV":"1.38"},{"Ask":"38.75","Bid":"33.9","Low":"0","Mid":"36.325","Rho":"0.09885393","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C320","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"320"}],"Open":"0","Side":"Call","Vega":"0.12961925","Close":"0","Delta":"0.88627862","Gamma":"0.00574734","Theta":"-0.27638927","Volume":0,"AskSize":11,"BidSize":21,"Strikes":["320"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4543","ExtrinsicValue":"2.36","IntrinsicValue":"36.39","ProbabilityITM":"0.8504","ProbabilityOTM":"0.1496","ProbabilityBE_IV":"0.4538","TheoreticalValue":"39.1922","DailyOpenInterest":0,"ImpliedVolatility":"0.4978","ProbabilityITM_IV":"0.8671","ProbabilityOTM_IV":"0.1329","StandardDeviation":"0.0939","TheoreticalValue_IV":"38.75"},{"Ask":"0.99","Bid":"0.92","Low":"0.83","Mid":"0.955","Rho":"-0.01006294","High":"1.15","Last":"1.06","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P320","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"320"}],"Open":"0.97","Side":"Put","Vega":"0.09661133","Close":"1.06","Delta":"-0.07637391","Gamma":"0.00513581","Theta":"-0.15111021","Volume":39,"AskSize":20,"BidSize":136,"Strikes":["320"],"NetChange":"0.35","NetChangePct":"0.493","PreviousClose":"0.71","ProbabilityBE":"0.1329","ExtrinsicValue":"0.99","IntrinsicValue":"0","ProbabilityITM":"0.1496","ProbabilityOTM":"0.8504","ProbabilityBE_IV":"0.074","TheoreticalValue":"2.3722","DailyOpenInterest":28,"ImpliedVolatility":"0.4152","ProbabilityITM_IV":"0.0883","ProbabilityOTM_IV":"0.9117","StandardDeviation":"0.0784","TheoreticalValue_IV":"0.99"},{"Ask":"45.6","Bid":"38.65","Low":"0","Mid":"42.125","Rho":"0.09175456","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C315","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"315"}],"Open":"0","Side":"Call","Vega":"0.15718338","Close":"0","Delta":"0.84965807","Gamma":"0.00509628","Theta":"-0.43745108","Volume":0,"AskSize":20,"BidSize":38,"Strikes":["315"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4617","ExtrinsicValue":"4.21","IntrinsicValue":"41.39","ProbabilityITM":"0.8841","ProbabilityOTM":"0.1159","ProbabilityBE_IV":"0.4601","TheoreticalValue":"43.5248","DailyOpenInterest":0,"ImpliedVolatility":"0.6807","ProbabilityITM_IV":"0.8176","ProbabilityOTM_IV":"0.1824","StandardDeviation":"0.1285","TheoreticalValue_IV":"45.6"},{"Ask":"0.74","Bid":"0.67","Low":"0.63","Mid":"0.705","Rho":"-0.00760793","High":"0.82","Last":"0.82","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P315","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"315"}],"Open":"0.8","Side":"Put","Vega":"0.07783138","Close":"0.82","Delta":"-0.05776504","Gamma":"0.00398564","Theta":"-0.12660801","Volume":28,"AskSize":67,"BidSize":232,"Strikes":["315"],"NetChange":"0.36","NetChangePct":"0.7826","PreviousClose":"0.46","ProbabilityBE":"0.1057","ExtrinsicValue":"0.74","IntrinsicValue":"0","ProbabilityITM":"0.1159","ProbabilityOTM":"0.8841","ProbabilityBE_IV":"0.0595","TheoreticalValue":"1.7114","DailyOpenInterest":1,"ImpliedVolatility":"0.431","ProbabilityITM_IV":"0.0678","ProbabilityOTM_IV":"0.9322","StandardDeviation":"0.0813","TheoreticalValue_IV":"0.74"},{"Ask":"50.4","Bid":"43.5","Low":"0","Mid":"46.95","Rho":"0.09179551","High":"0","Last":"54.75","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C310","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"310"}],"Open":"0","Side":"Call","Vega":"0.14729613","Close":"54.75","Delta":"0.86344853","Gamma":"0.00448044","Theta":"-0.43699248","Volume":0,"AskSize":28,"BidSize":38,"Strikes":["310"],"NetChange":"0","NetChangePct":"0","PreviousClose":"54.75","ProbabilityBE":"0.4673","ExtrinsicValue":"4.01","IntrinsicValue":"46.39","ProbabilityITM":"0.9123","ProbabilityOTM":"0.0877","ProbabilityBE_IV":"0.4634","TheoreticalValue":"48.0119","DailyOpenInterest":1,"ImpliedVolatility":"0.7256","ProbabilityITM_IV":"0.8312","ProbabilityOTM_IV":"0.1688","StandardDeviation":"0.1369","TheoreticalValue_IV":"50.4"},{"Ask":"0.57","Bid":"0.5","Low":"0.49","Mid":"0.535","Rho":"-0.00585891","High":"0.8","Last":"0.59","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P310","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"310"}],"Open":"0.8","Side":"Put","Vega":"0.06321449","Close":"0.59","Delta":"-0.04448482","Gamma":"0.00310375","Theta":"-0.10741938","Volume":18,"AskSize":220,"BidSize":188,"Strikes":["310"],"NetChange":"0.19","NetChangePct":"0.475","PreviousClose":"0.4","ProbabilityBE":"0.0816","ExtrinsicValue":"0.57","IntrinsicValue":"0","ProbabilityITM":"0.0877","ProbabilityOTM":"0.9123","ProbabilityBE_IV":"0.0483","TheoreticalValue":"1.2052","DailyOpenInterest":30,"ImpliedVolatility":"0.4495","ProbabilityITM_IV":"0.0531","ProbabilityOTM_IV":"0.9469","StandardDeviation":"0.0848","TheoreticalValue_IV":"0.57"},{"Ask":"55.35","Bid":"48.35","Low":"0","Mid":"51.85","Rho":"0.09122897","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C305","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"305"}],"Open":"0","Side":"Call","Vega":"0.14019815","Close":"0","Delta":"0.87288166","Gamma":"0.00396837","Theta":"-0.44620492","Volume":0,"AskSize":18,"BidSize":37,"Strikes":["305"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4716","ExtrinsicValue":"3.96","IntrinsicValue":"51.39","ProbabilityITM":"0.9354","ProbabilityOTM":"0.0646","ProbabilityBE_IV":"0.4649","TheoreticalValue":"52.6272","DailyOpenInterest":0,"ImpliedVolatility":"0.7797","ProbabilityITM_IV":"0.8396","ProbabilityOTM_IV":"0.1604","StandardDeviation":"0.1472","TheoreticalValue_IV":"55.35"},{"Ask":"0.45","Bid":"0.39","Low":"0.36","Mid":"0.42","Rho":"-0.00458888","High":"0.46","Last":"0.46","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P305","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"305"}],"Open":"0.38","Side":"Put","Vega":"0.0518072","Close":"0.46","Delta":"-0.03483184","Gamma":"0.00243337","Theta":"-0.09215023","Volume":7,"AskSize":232,"BidSize":290,"Strikes":["305"],"NetChange":"0.12","NetChangePct":"0.3529","PreviousClose":"0.34","ProbabilityBE":"0.0612","ExtrinsicValue":"0.45","IntrinsicValue":"0","ProbabilityITM":"0.0646","ProbabilityOTM":"0.9354","ProbabilityBE_IV":"0.0395","TheoreticalValue":"0.8271","DailyOpenInterest":13,"ImpliedVolatility":"0.4699","ProbabilityITM_IV":"0.0422","ProbabilityOTM_IV":"0.9578","StandardDeviation":"0.0887","TheoreticalValue_IV":"0.45"},{"Ask":"60.1","Bid":"54.05","Low":"56.2","Mid":"57.075","Rho":"0.09106886","High":"57.14","Last":"57.12","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C300","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"300"}],"Open":"56.2","Side":"Call","Vega":"0.13069533","Close":"57.12","Delta":"0.88495033","Gamma":"0.00352387","Theta":"-0.43719603","Volume":31,"AskSize":59,"BidSize":85,"Strikes":["300"],"NetChange":"57.12","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4747","ExtrinsicValue":"3.71","IntrinsicValue":"56.39","ProbabilityITM":"0.9538","ProbabilityOTM":"0.0462","ProbabilityBE_IV":"0.4658","TheoreticalValue":"57.3457","DailyOpenInterest":0,"ImpliedVolatility":"0.8186","ProbabilityITM_IV":"0.8521","ProbabilityOTM_IV":"0.1479","StandardDeviation":"0.1545","TheoreticalValue_IV":"60.1001"},{"Ask":"0.37","Bid":"0.31","Low":"0.01","Mid":"0.34","Rho":"-0.00370345","High":"0.39","Last":"0.39","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P300","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"300"}],"Open":"0.01","Side":"Put","Vega":"0.04336664","Close":"0.39","Delta":"-0.02809183","Gamma":"0.00194013","Theta":"-0.08108068","Volume":30,"AskSize":260,"BidSize":260,"Strikes":["300"],"NetChange":"0.13","NetChangePct":"0.5","PreviousClose":"0.26","ProbabilityBE":"0.0445","ExtrinsicValue":"0.37","IntrinsicValue":"0","ProbabilityITM":"0.0462","ProbabilityOTM":"0.9538","ProbabilityBE_IV":"0.0332","TheoreticalValue":"0.5523","DailyOpenInterest":136,"ImpliedVolatility":"0.4933","ProbabilityITM_IV":"0.0347","ProbabilityOTM_IV":"0.9653","StandardDeviation":"0.0931","TheoreticalValue_IV":"0.37"},{"Ask":"65.1","Bid":"59.05","Low":"61.4","Mid":"62.075","Rho":"0.09010083","High":"62.08","Last":"62.01","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C295","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"295"}],"Open":"61.47","Side":"Call","Vega":"0.12544054","Close":"62.01","Delta":"0.89136572","Gamma":"0.00316141","Theta":"-0.44793397","Volume":30,"AskSize":24,"BidSize":39,"Strikes":["295"],"NetChange":"62.01","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.477","ExtrinsicValue":"3.71","IntrinsicValue":"61.39","ProbabilityITM":"0.9679","ProbabilityOTM":"0.0321","ProbabilityBE_IV":"0.4652","TheoreticalValue":"62.1449","DailyOpenInterest":0,"ImpliedVolatility":"0.8757","ProbabilityITM_IV":"0.8573","ProbabilityOTM_IV":"0.1427","StandardDeviation":"0.1653","TheoreticalValue_IV":"65.1"},{"Ask":"0.31","Bid":"0.25","Low":"0","Mid":"0.28","Rho":"-0.00303498","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P295","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"295"}],"Open":"0","Side":"Put","Vega":"0.03668169","Close":"0","Delta":"-0.02300225","Gamma":"0.00156319","Theta":"-0.07207185","Volume":0,"AskSize":288,"BidSize":133,"Strikes":["295"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0313","ExtrinsicValue":"0.31","IntrinsicValue":"0","ProbabilityITM":"0.0321","ProbabilityOTM":"0.9679","ProbabilityBE_IV":"0.0281","TheoreticalValue":"0.3582","DailyOpenInterest":0,"ImpliedVolatility":"0.5179","ProbabilityITM_IV":"0.0289","ProbabilityOTM_IV":"0.9711","StandardDeviation":"0.0977","TheoreticalValue_IV":"0.31"},{"Ask":"70.15","Bid":"63.15","Low":"0","Mid":"66.65","Rho":"0.08892083","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C290","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"290"}],"Open":"0","Side":"Call","Vega":"0.12133697","Close":"0","Delta":"0.89625417","Gamma":"0.00285687","Theta":"-0.46251756","Volume":0,"AskSize":19,"BidSize":39,"Strikes":["290"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4785","ExtrinsicValue":"3.76","IntrinsicValue":"66.39","ProbabilityITM":"0.9784","ProbabilityOTM":"0.0216","ProbabilityBE_IV":"0.4639","TheoreticalValue":"67.0053","DailyOpenInterest":0,"ImpliedVolatility":"0.9374","ProbabilityITM_IV":"0.8607","ProbabilityOTM_IV":"0.1393","StandardDeviation":"0.1769","TheoreticalValue_IV":"70.15"},{"Ask":"0.27","Bid":"0.21","Low":"0.24","Mid":"0.24","Rho":"-0.00256486","High":"0.24","Last":"0.24","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P290","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"290"}],"Open":"0.24","Side":"Put","Vega":"0.03178264","Close":"0.24","Delta":"-0.01941666","Gamma":"0.00128625","Theta":"-0.06581465","Volume":3,"AskSize":238,"BidSize":263,"Strikes":["290"],"NetChange":"-0.07","NetChangePct":"-0.2258","PreviousClose":"0.31","ProbabilityBE":"0.0212","ExtrinsicValue":"0.27","IntrinsicValue":"0","ProbabilityITM":"0.0216","ProbabilityOTM":"0.9784","ProbabilityBE_IV":"0.0244","TheoreticalValue":"0.2253","DailyOpenInterest":2,"ImpliedVolatility":"0.5454","ProbabilityITM_IV":"0.0248","ProbabilityOTM_IV":"0.9752","StandardDeviation":"0.1029","TheoreticalValue_IV":"0.27"},{"Ask":"75.15","Bid":"68.1","Low":"0","Mid":"71.625","Rho":"0.08780228","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C285","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"285"}],"Open":"0","Side":"Call","Vega":"0.11684649","Close":"0","Delta":"0.90148564","Gamma":"0.00259054","Theta":"-0.4721054","Volume":0,"AskSize":28,"BidSize":32,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4796","ExtrinsicValue":"3.76","IntrinsicValue":"71.39","ProbabilityITM":"0.9859","ProbabilityOTM":"0.0141","ProbabilityBE_IV":"0.4623","TheoreticalValue":"71.9104","DailyOpenInterest":0,"ImpliedVolatility":"0.9955","ProbabilityITM_IV":"0.8648","ProbabilityOTM_IV":"0.1352","StandardDeviation":"0.1879","TheoreticalValue_IV":"75.15"},{"Ask":"0.24","Bid":"0.18","Low":"0","Mid":"0.21","Rho":"-0.00220589","High":"0","Last":"0.22","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P285","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"285"}],"Open":"0","Side":"Put","Vega":"0.02791743","Close":"0.22","Delta":"-0.01667732","Gamma":"0.00107304","Theta":"-0.06091828","Volume":0,"AskSize":122,"BidSize":108,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.22","ProbabilityBE":"0.0139","ExtrinsicValue":"0.24","IntrinsicValue":"0","ProbabilityITM":"0.0141","ProbabilityOTM":"0.9859","ProbabilityBE_IV":"0.0215","TheoreticalValue":"0.1371","DailyOpenInterest":1,"ImpliedVolatility":"0.5742","ProbabilityITM_IV":"0.0217","ProbabilityOTM_IV":"0.9783","StandardDeviation":"0.1084","TheoreticalValue_IV":"0.24"},{"Ask":"79.6","Bid":"73.1","Low":"0","Mid":"76.35","Rho":"0.0879822","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C280","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"280"}],"Open":"0","Side":"Call","Vega":"0.10438627","Close":"0","Delta":"0.91538712","Gamma":"0.00229589","Theta":"-0.4277237","Volume":0,"AskSize":21,"BidSize":37,"Strikes":["280"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4803","ExtrinsicValue":"3.21","IntrinsicValue":"76.39","ProbabilityITM":"0.9911","ProbabilityOTM":"0.0089","ProbabilityBE_IV":"0.4624","TheoreticalValue":"76.8471","DailyOpenInterest":0,"ImpliedVolatility":"1.0035","ProbabilityITM_IV":"0.882","ProbabilityOTM_IV":"0.118","StandardDeviation":"0.1894","TheoreticalValue_IV":"79.6"},{"Ask":"0.21","Bid":"0.16","Low":"0.17","Mid":"0.185","Rho":"-0.00187813","High":"0.18","Last":"0.17","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P280","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"280"}],"Open":"0.18","Side":"Put","Vega":"0.02429274","Close":"0.17","Delta":"-0.01418345","Gamma":"0.0008914","Theta":"-0.05556419","Volume":23,"AskSize":238,"BidSize":194,"Strikes":["280"],"NetChange":"-0.04","NetChangePct":"-0.1905","PreviousClose":"0.21","ProbabilityBE":"0.0088","ExtrinsicValue":"0.21","IntrinsicValue":"0","ProbabilityITM":"0.0089","ProbabilityOTM":"0.9911","ProbabilityBE_IV":"0.0187","TheoreticalValue":"0.0806","DailyOpenInterest":2,"ImpliedVolatility":"0.6015","ProbabilityITM_IV":"0.0188","ProbabilityOTM_IV":"0.9812","StandardDeviation":"0.1135","TheoreticalValue_IV":"0.21"},{"Ask":"79.6","Bid":"73.1","Low":"0","Mid":"76.35","Rho":"0.0879822","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C280","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"280"}],"Open":"0","Side":"Call","Vega":"0.10438627","Close":"0","Delta":"0.91538712","Gamma":"0.00229589","Theta":"-0.4277237","Volume":0,"AskSize":23,"BidSize":31,"Strikes":["280"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4803","ExtrinsicValue":"3.21","IntrinsicValue":"76.39","ProbabilityITM":"0.9911","ProbabilityOTM":"0.0089","ProbabilityBE_IV":"0.4624","TheoreticalValue":"76.8471","DailyOpenInterest":0,"ImpliedVolatility":"1.0035","ProbabilityITM_IV":"0.882","ProbabilityOTM_IV":"0.118","StandardDeviation":"0.1894","TheoreticalValue_IV":"79.6"},{"Ask":"0.45","Bid":"0.39","Low":"0.36","Mid":"0.42","Rho":"-0.00458888","High":"0.46","Last":"0.46","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P305","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"305"}],"Open":"0.38","Side":"Put","Vega":"0.0518072","Close":"0.46","Delta":"-0.03483184","Gamma":"0.00243337","Theta":"-0.09215023","Volume":7,"AskSize":232,"BidSize":289,"Strikes":["305"],"NetChange":"0.12","NetChangePct":"0.3529","PreviousClose":"0.34","ProbabilityBE":"0.0612","ExtrinsicValue":"0.45","IntrinsicValue":"0","ProbabilityITM":"0.0646","ProbabilityOTM":"0.9354","ProbabilityBE_IV":"0.0395","TheoreticalValue":"0.8271","DailyOpenInterest":13,"ImpliedVolatility":"0.4699","ProbabilityITM_IV":"0.0422","ProbabilityOTM_IV":"0.9578","StandardDeviation":"0.0887","TheoreticalValue_IV":"0.45"},{"Ask":"3.75","Bid":"3.6","Low":"2.98","Mid":"3.675","Rho":"-0.03176712","High":"4.52","Last":"3.8","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P340","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"340"}],"Open":"3.15","Side":"Put","Vega":"0.20894716","Close":"3.8","Delta":"-0.23935027","Gamma":"0.01209365","Theta":"-0.2967546","Volume":161,"AskSize":23,"BidSize":45,"Strikes":["340"],"NetChange":"1.55","NetChangePct":"0.6889","PreviousClose":"2.25","ProbabilityBE":"0.2601","ExtrinsicValue":"3.75","IntrinsicValue":"0","ProbabilityITM":"0.3324","ProbabilityOTM":"0.6676","ProbabilityBE_IV":"0.1766","TheoreticalValue":"7.0729","DailyOpenInterest":66,"ImpliedVolatility":"0.3813","ProbabilityITM_IV":"0.2623","ProbabilityOTM_IV":"0.7377","StandardDeviation":"0.072","TheoreticalValue_IV":"3.75"},{"Ask":"2.24","Bid":"2.12","Low":"1.91","Mid":"2.18","Rho":"0.02007124","High":"4","Last":"2.24","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C385","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"385"}],"Open":"3.22","Side":"Call","Vega":"0.16653904","Close":"2.24","Delta":"0.1641584","Gamma":"0.00928606","Theta":"-0.2589459","Volume":289,"AskSize":54,"BidSize":92,"Strikes":["385"],"NetChange":"-3.16","NetChangePct":"-0.5852","PreviousClose":"5.4","ProbabilityBE":"0.1759","ExtrinsicValue":"2.24","IntrinsicValue":"0","ProbabilityITM":"0.2097","ProbabilityOTM":"0.7903","ProbabilityBE_IV":"0.1116","TheoreticalValue":"4.8004","DailyOpenInterest":62,"ImpliedVolatility":"0.3958","ProbabilityITM_IV":"0.1463","ProbabilityOTM_IV":"0.8537","StandardDeviation":"0.0747","TheoreticalValue_IV":"2.2401"},{"Ask":"52.95","Bid":"47.7","Low":"0","Mid":"50.325","Rho":"-0.12144202","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P405","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"405"}],"Open":"0","Side":"Put","Vega":"0.18457081","Close":"0","Delta":"-0.80674901","Gamma":"0.00567828","Theta":"-0.4732768","Volume":0,"AskSize":18,"BidSize":30,"Strikes":["405"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4989","ExtrinsicValue":"4.34","IntrinsicValue":"48.61","ProbabilityITM":"0.9054","ProbabilityOTM":"0.0946","ProbabilityBE_IV":"0.5114","TheoreticalValue":"50.0131","DailyOpenInterest":0,"ImpliedVolatility":"0.7174","ProbabilityITM_IV":"0.8417","ProbabilityOTM_IV":"0.1583","StandardDeviation":"0.1354","TheoreticalValue_IV":"52.95"},{"Ask":"0.55","Bid":"0.49","Low":"0.5","Mid":"0.52","Rho":"0.00549381","High":"0.95","Last":"0.51","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C415","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"415"}],"Open":"0.95","Side":"Call","Vega":"0.06352425","Close":"0.51","Delta":"0.04475562","Gamma":"0.00305552","Theta":"-0.11351971","Volume":293,"AskSize":105,"BidSize":243,"Strikes":["415"],"NetChange":"-0.64","NetChangePct":"-0.5565","PreviousClose":"1.15","ProbabilityBE":"0.0567","ExtrinsicValue":"0.55","IntrinsicValue":"0","ProbabilityITM":"0.0598","ProbabilityOTM":"0.9402","ProbabilityBE_IV":"0.0347","TheoreticalValue":"1.1117","DailyOpenInterest":76,"ImpliedVolatility":"0.4588","ProbabilityITM_IV":"0.0372","ProbabilityOTM_IV":"0.9628","StandardDeviation":"0.0866","TheoreticalValue_IV":"0.55"},{"Ask":"0.74","Bid":"0.67","Low":"0.63","Mid":"0.705","Rho":"-0.00760793","High":"0.82","Last":"0.82","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P315","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"315"}],"Open":"0.8","Side":"Put","Vega":"0.07783138","Close":"0.82","Delta":"-0.05776504","Gamma":"0.00398564","Theta":"-0.12660801","Volume":28,"AskSize":58,"BidSize":204,"Strikes":["315"],"NetChange":"0.36","NetChangePct":"0.7826","PreviousClose":"0.46","ProbabilityBE":"0.1057","ExtrinsicValue":"0.74","IntrinsicValue":"0","ProbabilityITM":"0.1159","ProbabilityOTM":"0.8841","ProbabilityBE_IV":"0.0595","TheoreticalValue":"1.7114","DailyOpenInterest":1,"ImpliedVolatility":"0.431","ProbabilityITM_IV":"0.0678","ProbabilityOTM_IV":"0.9322","StandardDeviation":"0.0813","TheoreticalValue_IV":"0.74"},{"Ask":"19.65","Bid":"17.75","Low":"15.5","Mid":"18.7","Rho":"-0.0901795","High":"20.22","Last":"20.22","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P370","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"370"}],"Open":"16.35","Side":"Put","Vega":"0.24820271","Close":"20.22","Delta":"-0.65426261","Gamma":"0.01254473","Theta":"-0.39007069","Volume":31,"AskSize":153,"BidSize":137,"Strikes":["370"],"NetChange":"7.92","NetChangePct":"0.6439","PreviousClose":"12.3","ProbabilityBE":"0.4202","ExtrinsicValue":"6.04","IntrinsicValue":"13.61","ProbabilityITM":"0.6594","ProbabilityOTM":"0.3406","ProbabilityBE_IV":"0.3957","TheoreticalValue":"22.0128","DailyOpenInterest":46,"ImpliedVolatility":"0.4367","ProbabilityITM_IV":"0.6841","ProbabilityOTM_IV":"0.3159","StandardDeviation":"0.0824","TheoreticalValue_IV":"19.65"},{"Ask":"5.2","Bid":"5","Low":"4.38","Mid":"5.1","Rho":"0.03904172","High":"6.45","Last":"5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C370","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"370"}],"Open":"5.25","Side":"Call","Vega":"0.24124276","Close":"5","Delta":"0.32167886","Gamma":"0.01389368","Theta":"-0.36631672","Volume":706,"AskSize":31,"BidSize":91,"Strikes":["370"],"NetChange":"-5.68","NetChangePct":"-0.5318","PreviousClose":"10.68","ProbabilityBE":"0.2587","ExtrinsicValue":"5.2","IntrinsicValue":"0","ProbabilityITM":"0.3406","ProbabilityOTM":"0.6594","ProbabilityBE_IV":"0.1941","TheoreticalValue":"8.8769","DailyOpenInterest":70,"ImpliedVolatility":"0.3832","ProbabilityITM_IV":"0.2962","ProbabilityOTM_IV":"0.7038","StandardDeviation":"0.0723","TheoreticalValue_IV":"5.2001"},{"Ask":"67.65","Bid":"62.1","Low":"0","Mid":"64.875","Rho":"-0.13004148","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P420","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"420"}],"Open":"0","Side":"Put","Vega":"0.16837557","Close":"0","Delta":"-0.83303422","Gamma":"0.00449958","Theta":"-0.49631577","Volume":0,"AskSize":21,"BidSize":30,"Strikes":["420"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5113","ExtrinsicValue":"4.04","IntrinsicValue":"63.61","ProbabilityITM":"0.9531","ProbabilityOTM":"0.0469","ProbabilityBE_IV":"0.5255","TheoreticalValue":"63.9067","DailyOpenInterest":0,"ImpliedVolatility":"0.8259","ProbabilityITM_IV":"0.8691","ProbabilityOTM_IV":"0.1309","StandardDeviation":"0.1559","TheoreticalValue_IV":"67.65"},{"Ask":"48.1","Bid":"42.95","Low":"0","Mid":"45.525","Rho":"-0.1181722","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P400","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"400"}],"Open":"0","Side":"Put","Vega":"0.19144316","Close":"0","Delta":"-0.79465513","Gamma":"0.00620411","Theta":"-0.46642926","Volume":0,"AskSize":35,"BidSize":43,"Strikes":["400"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4929","ExtrinsicValue":"4.49","IntrinsicValue":"43.61","ProbabilityITM":"0.8827","ProbabilityOTM":"0.1173","ProbabilityBE_IV":"0.5046","TheoreticalValue":"45.5457","DailyOpenInterest":0,"ImpliedVolatility":"0.681","ProbabilityITM_IV":"0.8293","ProbabilityOTM_IV":"0.1707","StandardDeviation":"0.1285","TheoreticalValue_IV":"48.0999"},{"Ask":"43.35","Bid":"36.55","Low":"0","Mid":"39.95","Rho":"-0.11447471","High":"0","Last":"35.41","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P395","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"395"}],"Open":"0","Side":"Put","Vega":"0.19987482","Close":"35.41","Delta":"-0.77890687","Gamma":"0.00680959","Theta":"-0.46404821","Volume":0,"AskSize":40,"BidSize":41,"Strikes":["395"],"NetChange":"0","NetChangePct":"0","PreviousClose":"35.41","ProbabilityBE":"0.4856","ExtrinsicValue":"4.74","IntrinsicValue":"38.61","ProbabilityITM":"0.8562","ProbabilityOTM":"0.1438","ProbabilityBE_IV":"0.4963","TheoreticalValue":"41.1962","DailyOpenInterest":1,"ImpliedVolatility":"0.6478","ProbabilityITM_IV":"0.8135","ProbabilityOTM_IV":"0.1865","StandardDeviation":"0.1223","TheoreticalValue_IV":"43.3501"},{"Ask":"0.47","Bid":"0.41","Low":"0.42","Mid":"0.44","Rho":"0.00465971","High":"0.53","Last":"0.42","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C420","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"420"}],"Open":"0.5","Side":"Call","Vega":"0.05559761","Close":"0.42","Delta":"0.03797036","Gamma":"0.00258887","Theta":"-0.10254217","Volume":275,"AskSize":155,"BidSize":254,"Strikes":["420"],"NetChange":"-0.58","NetChangePct":"-0.58","PreviousClose":"1","ProbabilityBE":"0.045","ExtrinsicValue":"0.47","IntrinsicValue":"0","ProbabilityITM":"0.0469","ProbabilityOTM":"0.9531","ProbabilityBE_IV":"0.0296","TheoreticalValue":"0.8463","DailyOpenInterest":18,"ImpliedVolatility":"0.474","ProbabilityITM_IV":"0.0311","ProbabilityOTM_IV":"0.9689","StandardDeviation":"0.0894","TheoreticalValue_IV":"0.47"},{"Ask":"35.75","Bid":"29.4","Low":"35.4","Mid":"32.575","Rho":"0.09164933","High":"35.55","Last":"35.4","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C325","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"325"}],"Open":"35.55","Side":"Call","Vega":"0.17589166","Close":"35.4","Delta":"0.82119211","Gamma":"0.00678683","Theta":"-0.41288951","Volume":30,"AskSize":152,"BidSize":157,"Strikes":["325"],"NetChange":"-0.87","NetChangePct":"-0.024","PreviousClose":"36.27","ProbabilityBE":"0.445","ExtrinsicValue":"4.36","IntrinsicValue":"31.39","ProbabilityITM":"0.8115","ProbabilityOTM":"0.1885","ProbabilityBE_IV":"0.446","TheoreticalValue":"35.0407","DailyOpenInterest":1,"ImpliedVolatility":"0.572","ProbabilityITM_IV":"0.7916","ProbabilityOTM_IV":"0.2084","StandardDeviation":"0.1079","TheoreticalValue_IV":"35.75"},{"Ask":"0.81","Bid":"0.74","Low":"0.92","Mid":"0.775","Rho":"0.00806072","High":"1.17","Last":"0.95","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C405","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"405"}],"Open":"1.17","Side":"Call","Vega":"0.08603556","Close":"0.95","Delta":"0.06567554","Gamma":"0.00439275","Theta":"-0.14514726","Volume":180,"AskSize":179,"BidSize":131,"Strikes":["405"],"NetChange":"-1.15","NetChangePct":"-0.5476","PreviousClose":"2.1","ProbabilityBE":"0.0871","ExtrinsicValue":"0.81","IntrinsicValue":"0","ProbabilityITM":"0.0946","ProbabilityOTM":"0.9054","ProbabilityBE_IV":"0.0498","TheoreticalValue":"1.872","DailyOpenInterest":29,"ImpliedVolatility":"0.4323","ProbabilityITM_IV":"0.0559","ProbabilityOTM_IV":"0.9441","StandardDeviation":"0.0816","TheoreticalValue_IV":"0.81"},{"Ask":"0.4","Bid":"0.35","Low":"0.35","Mid":"0.375","Rho":"0.00394633","High":"0.6","Last":"0.37","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C425","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"425"}],"Open":"0.55","Side":"Call","Vega":"0.0485161","Close":"0.37","Delta":"0.03216274","Gamma":"0.00219464","Theta":"-0.09204099","Volume":76,"AskSize":176,"BidSize":237,"Strikes":["425"],"NetChange":"-0.32","NetChangePct":"-0.4638","PreviousClose":"0.69","ProbabilityBE":"0.0352","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0364","ProbabilityOTM":"0.9636","ProbabilityBE_IV":"0.0251","TheoreticalValue":"0.6393","DailyOpenInterest":70,"ImpliedVolatility":"0.4879","ProbabilityITM_IV":"0.0261","ProbabilityOTM_IV":"0.9739","StandardDeviation":"0.0921","TheoreticalValue_IV":"0.4"},{"Ask":"72.8","Bid":"66.45","Low":"0","Mid":"69.625","Rho":"-0.13215403","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P425","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"425"}],"Open":"0","Side":"Put","Vega":"0.167","Close":"0","Delta":"-0.83514002","Gamma":"0.00421267","Theta":"-0.5227913","Volume":0,"AskSize":28,"BidSize":31,"Strikes":["425"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5144","ExtrinsicValue":"4.19","IntrinsicValue":"68.61","ProbabilityITM":"0.9636","ProbabilityOTM":"0.0364","ProbabilityBE_IV":"0.5295","TheoreticalValue":"68.6343","DailyOpenInterest":0,"ImpliedVolatility":"0.8749","ProbabilityITM_IV":"0.8728","ProbabilityOTM_IV":"0.1272","StandardDeviation":"0.1651","TheoreticalValue_IV":"72.8"},{"Ask":"55.35","Bid":"48.35","Low":"0","Mid":"51.85","Rho":"0.09122897","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C305","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"305"}],"Open":"0","Side":"Call","Vega":"0.14019814","Close":"0","Delta":"0.87288166","Gamma":"0.00396837","Theta":"-0.44620492","Volume":0,"AskSize":23,"BidSize":45,"Strikes":["305"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4716","ExtrinsicValue":"3.96","IntrinsicValue":"51.39","ProbabilityITM":"0.9354","ProbabilityOTM":"0.0646","ProbabilityBE_IV":"0.4649","TheoreticalValue":"52.6272","DailyOpenInterest":0,"ImpliedVolatility":"0.7797","ProbabilityITM_IV":"0.8396","ProbabilityOTM_IV":"0.1604","StandardDeviation":"0.1472","TheoreticalValue_IV":"55.35"},{"Ask":"1.93","Bid":"1.81","Low":"1.46","Mid":"1.87","Rho":"-0.01827628","High":"2.42","Last":"1.87","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P330","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"330"}],"Open":"2","Side":"Put","Vega":"0.1486108","Close":"1.87","Delta":"-0.13834022","Gamma":"0.00831387","Theta":"-0.21984034","Volume":145,"AskSize":22,"BidSize":157,"Strikes":["330"],"NetChange":"0.66","NetChangePct":"0.5455","PreviousClose":"1.21","ProbabilityBE":"0.1946","ExtrinsicValue":"1.93","IntrinsicValue":"0","ProbabilityITM":"0.2323","ProbabilityOTM":"0.7677","ProbabilityBE_IV":"0.1175","TheoreticalValue":"4.2632","DailyOpenInterest":53,"ImpliedVolatility":"0.3945","ProbabilityITM_IV":"0.1555","ProbabilityOTM_IV":"0.8445","StandardDeviation":"0.0745","TheoreticalValue_IV":"1.93"},{"Ask":"25.95","Bid":"23.25","Low":"24.2","Mid":"24.6","Rho":"0.08980814","High":"24.2","Last":"24.2","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C335","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"335"}],"Open":"24.2","Side":"Call","Vega":"0.19971687","Close":"24.2","Delta":"0.77921202","Gamma":"0.00955699","Theta":"-0.37973199","Volume":1,"AskSize":153,"BidSize":120,"Strikes":["335"],"NetChange":"-9.35","NetChangePct":"-0.2787","PreviousClose":"33.55","ProbabilityBE":"0.4195","ExtrinsicValue":"4.56","IntrinsicValue":"21.39","ProbabilityITM":"0.7194","ProbabilityOTM":"0.2806","ProbabilityBE_IV":"0.4131","TheoreticalValue":"27.3816","DailyOpenInterest":1,"ImpliedVolatility":"0.4612","ProbabilityITM_IV":"0.7525","ProbabilityOTM_IV":"0.2475","StandardDeviation":"0.087","TheoreticalValue_IV":"25.9499"},{"Ask":"0.31","Bid":"0.25","Low":"0","Mid":"0.28","Rho":"-0.00303498","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P295","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"295"}],"Open":"0","Side":"Put","Vega":"0.03668169","Close":"0","Delta":"-0.02300225","Gamma":"0.00156319","Theta":"-0.07207186","Volume":0,"AskSize":117,"BidSize":124,"Strikes":["295"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0313","ExtrinsicValue":"0.31","IntrinsicValue":"0","ProbabilityITM":"0.0321","ProbabilityOTM":"0.9679","ProbabilityBE_IV":"0.0281","TheoreticalValue":"0.3582","DailyOpenInterest":0,"ImpliedVolatility":"0.5179","ProbabilityITM_IV":"0.0289","ProbabilityOTM_IV":"0.9711","StandardDeviation":"0.0977","TheoreticalValue_IV":"0.31"},{"Ask":"6.8","Bid":"6.55","Low":"5.75","Mid":"6.675","Rho":"0.04728729","High":"11.35","Last":"6.57","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C365","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"365"}],"Open":"9.2","Side":"Call","Vega":"0.25845597","Close":"6.57","Delta":"0.39102506","Gamma":"0.01495429","Theta":"-0.39227449","Volume":448,"AskSize":61,"BidSize":68,"Strikes":["365"],"NetChange":"-6.83","NetChangePct":"-0.5097","PreviousClose":"13.4","ProbabilityBE":"0.2866","ExtrinsicValue":"6.8","IntrinsicValue":"0","ProbabilityITM":"0.3917","ProbabilityOTM":"0.6083","ProbabilityBE_IV":"0.2267","TheoreticalValue":"10.7039","DailyOpenInterest":111,"ImpliedVolatility":"0.3814","ProbabilityITM_IV":"0.3637","ProbabilityOTM_IV":"0.6363","StandardDeviation":"0.072","TheoreticalValue_IV":"6.7999"},{"Ask":"1.7","Bid":"1.6","Low":"1.45","Mid":"1.65","Rho":"0.01585275","High":"2.81","Last":"1.48","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C390","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"390"}],"Open":"2.81","Side":"Call","Vega":"0.141988","Close":"1.48","Delta":"0.1294621","Gamma":"0.00778034","Theta":"-0.22420144","Volume":125,"AskSize":97,"BidSize":19,"Strikes":["390"],"NetChange":"-2.69","NetChangePct":"-0.6451","PreviousClose":"4.17","ProbabilityBE":"0.1506","ExtrinsicValue":"1.7","IntrinsicValue":"0","ProbabilityITM":"0.1746","ProbabilityOTM":"0.8254","ProbabilityBE_IV":"0.0911","TheoreticalValue":"3.8427","DailyOpenInterest":45,"ImpliedVolatility":"0.4028","ProbabilityITM_IV":"0.1141","ProbabilityOTM_IV":"0.8859","StandardDeviation":"0.076","TheoreticalValue_IV":"1.6999"},{"Ask":"65.1","Bid":"59.05","Low":"61.4","Mid":"62.075","Rho":"0.09010082","High":"62.08","Last":"62.01","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C295","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"295"}],"Open":"61.47","Side":"Call","Vega":"0.12544054","Close":"62.01","Delta":"0.89136572","Gamma":"0.00316141","Theta":"-0.44793399","Volume":30,"AskSize":28,"BidSize":45,"Strikes":["295"],"NetChange":"62.01","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.477","ExtrinsicValue":"3.71","IntrinsicValue":"61.39","ProbabilityITM":"0.9679","ProbabilityOTM":"0.0321","ProbabilityBE_IV":"0.4652","TheoreticalValue":"62.1449","DailyOpenInterest":0,"ImpliedVolatility":"0.8757","ProbabilityITM_IV":"0.8573","ProbabilityOTM_IV":"0.1427","StandardDeviation":"0.1653","TheoreticalValue_IV":"65.1"},{"Ask":"50.4","Bid":"43.5","Low":"0","Mid":"46.95","Rho":"0.0917955","High":"0","Last":"54.75","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C310","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"310"}],"Open":"0","Side":"Call","Vega":"0.14729613","Close":"54.75","Delta":"0.86344853","Gamma":"0.00448044","Theta":"-0.43699249","Volume":0,"AskSize":28,"BidSize":37,"Strikes":["310"],"NetChange":"0","NetChangePct":"0","PreviousClose":"54.75","ProbabilityBE":"0.4673","ExtrinsicValue":"4.01","IntrinsicValue":"46.39","ProbabilityITM":"0.9123","ProbabilityOTM":"0.0877","ProbabilityBE_IV":"0.4634","TheoreticalValue":"48.0119","DailyOpenInterest":1,"ImpliedVolatility":"0.7256","ProbabilityITM_IV":"0.8312","ProbabilityOTM_IV":"0.1688","StandardDeviation":"0.1369","TheoreticalValue_IV":"50.4"},{"Ask":"0.24","Bid":"0.18","Low":"0","Mid":"0.21","Rho":"-0.00220589","High":"0","Last":"0.22","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P285","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"285"}],"Open":"0","Side":"Put","Vega":"0.02791743","Close":"0.22","Delta":"-0.01667732","Gamma":"0.00107304","Theta":"-0.06091828","Volume":0,"AskSize":101,"BidSize":101,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.22","ProbabilityBE":"0.0139","ExtrinsicValue":"0.24","IntrinsicValue":"0","ProbabilityITM":"0.0141","ProbabilityOTM":"0.9859","ProbabilityBE_IV":"0.0215","TheoreticalValue":"0.1371","DailyOpenInterest":1,"ImpliedVolatility":"0.5742","ProbabilityITM_IV":"0.0217","ProbabilityOTM_IV":"0.9783","StandardDeviation":"0.1084","TheoreticalValue_IV":"0.24"},{"Ask":"38.75","Bid":"33.9","Low":"0","Mid":"36.325","Rho":"0.09885392","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C320","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"320"}],"Open":"0","Side":"Call","Vega":"0.12961925","Close":"0","Delta":"0.88627862","Gamma":"0.00574734","Theta":"-0.27638928","Volume":0,"AskSize":7,"BidSize":21,"Strikes":["320"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4543","ExtrinsicValue":"2.36","IntrinsicValue":"36.39","ProbabilityITM":"0.8504","ProbabilityOTM":"0.1496","ProbabilityBE_IV":"0.4538","TheoreticalValue":"39.1922","DailyOpenInterest":0,"ImpliedVolatility":"0.4978","ProbabilityITM_IV":"0.8671","ProbabilityOTM_IV":"0.1329","StandardDeviation":"0.0939","TheoreticalValue_IV":"38.75"},{"Ask":"0.99","Bid":"0.92","Low":"0.83","Mid":"0.955","Rho":"-0.01006294","High":"1.15","Last":"1.06","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P320","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"320"}],"Open":"0.97","Side":"Put","Vega":"0.09661133","Close":"1.06","Delta":"-0.07637391","Gamma":"0.00513581","Theta":"-0.15111022","Volume":39,"AskSize":24,"BidSize":135,"Strikes":["320"],"NetChange":"0.35","NetChangePct":"0.493","PreviousClose":"0.71","ProbabilityBE":"0.1329","ExtrinsicValue":"0.99","IntrinsicValue":"0","ProbabilityITM":"0.1496","ProbabilityOTM":"0.8504","ProbabilityBE_IV":"0.074","TheoreticalValue":"2.3722","DailyOpenInterest":28,"ImpliedVolatility":"0.4152","ProbabilityITM_IV":"0.0883","ProbabilityOTM_IV":"0.9117","StandardDeviation":"0.0784","TheoreticalValue_IV":"0.99"},{"Ask":"14.15","Bid":"13.5","Low":"12.35","Mid":"13.825","Rho":"0.07355522","High":"18.02","Last":"13.71","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"18.02","Side":"Call","Vega":"0.25665065","Close":"13.71","Delta":"0.61826257","Gamma":"0.01453701","Theta":"-0.40532946","Volume":109,"AskSize":132,"BidSize":53,"Strikes":["350"],"NetChange":"-7.95","NetChangePct":"-0.367","PreviousClose":"21.66","ProbabilityBE":"0.3628","ExtrinsicValue":"7.76","IntrinsicValue":"6.39","ProbabilityITM":"0.5572","ProbabilityOTM":"0.4428","ProbabilityBE_IV":"0.3276","TheoreticalValue":"17.7968","DailyOpenInterest":33,"ImpliedVolatility":"0.3896","ProbabilityITM_IV":"0.5899","ProbabilityOTM_IV":"0.4101","StandardDeviation":"0.0735","TheoreticalValue_IV":"14.15"},{"Ask":"12.15","Bid":"11.45","Low":"9.55","Mid":"11.8","Rho":"-0.07205008","High":"13.85","Last":"12.92","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P360","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"360"}],"Open":"10.1","Side":"Put","Vega":"0.26763731","Close":"12.92","Delta":"-0.53266564","Gamma":"0.01516991","Theta":"-0.37930781","Volume":221,"AskSize":168,"BidSize":217,"Strikes":["360"],"NetChange":"5.36","NetChangePct":"0.709","PreviousClose":"7.56","ProbabilityBE":"0.3766","ExtrinsicValue":"8.54","IntrinsicValue":"3.61","ProbabilityITM":"0.5546","ProbabilityOTM":"0.4454","ProbabilityBE_IV":"0.3228","TheoreticalValue":"15.9313","DailyOpenInterest":90,"ImpliedVolatility":"0.3894","ProbabilityITM_IV":"0.5618","ProbabilityOTM_IV":"0.4382","StandardDeviation":"0.0735","TheoreticalValue_IV":"12.15"},{"Ask":"17.4","Bid":"16.45","Low":"15.65","Mid":"16.925","Rho":"0.08130297","High":"19.15","Last":"15.87","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C345","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"345"}],"Open":"17.62","Side":"Call","Vega":"0.23803123","Close":"15.87","Delta":"0.68832286","Gamma":"0.01331217","Theta":"-0.38426796","Volume":116,"AskSize":186,"BidSize":134,"Strikes":["345"],"NetChange":"-9.98","NetChangePct":"-0.3861","PreviousClose":"25.85","ProbabilityBE":"0.3842","ExtrinsicValue":"6.01","IntrinsicValue":"11.39","ProbabilityITM":"0.6131","ProbabilityOTM":"0.3869","ProbabilityBE_IV":"0.3572","TheoreticalValue":"20.7192","DailyOpenInterest":32,"ImpliedVolatility":"0.3946","ProbabilityITM_IV":"0.6615","ProbabilityOTM_IV":"0.3385","StandardDeviation":"0.0745","TheoreticalValue_IV":"17.3999"},{"Ask":"5.2","Bid":"4.95","Low":"4.1","Mid":"5.075","Rho":"-0.040755","High":"6.1","Last":"5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P345","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"345"}],"Open":"4.25","Side":"Put","Vega":"0.23611709","Close":"5","Delta":"-0.30598044","Gamma":"0.01371615","Theta":"-0.33267676","Volume":168,"AskSize":77,"BidSize":257,"Strikes":["345"],"NetChange":"1.8","NetChangePct":"0.5625","PreviousClose":"3.2","ProbabilityBE":"0.292","ExtrinsicValue":"5.2","IntrinsicValue":"0","ProbabilityITM":"0.3869","ProbabilityOTM":"0.6131","ProbabilityBE_IV":"0.2123","TheoreticalValue":"8.8692","DailyOpenInterest":139,"ImpliedVolatility":"0.3799","ProbabilityITM_IV":"0.3316","ProbabilityOTM_IV":"0.6684","StandardDeviation":"0.0717","TheoreticalValue_IV":"5.2"},{"Ask":"31.45","Bid":"24.8","Low":"0","Mid":"28.125","Rho":"0.08923466","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C330","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"330"}],"Open":"0","Side":"Call","Vega":"0.19392285","Close":"0","Delta":"0.79013376","Gamma":"0.00779722","Theta":"-0.43460603","Volume":0,"AskSize":102,"BidSize":119,"Strikes":["330"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4335","ExtrinsicValue":"5.06","IntrinsicValue":"26.39","ProbabilityITM":"0.7677","ProbabilityOTM":"0.2323","ProbabilityBE_IV":"0.4343","TheoreticalValue":"31.096","DailyOpenInterest":0,"ImpliedVolatility":"0.5489","ProbabilityITM_IV":"0.759","ProbabilityOTM_IV":"0.241","StandardDeviation":"0.1036","TheoreticalValue_IV":"31.4501"},{"Ask":"62.7","Bid":"57.5","Low":"58","Mid":"60.1","Rho":"-0.12740721","High":"58","Last":"58","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P415","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"415"}],"Open":"58","Side":"Put","Vega":"0.17272647","Close":"58","Delta":"-0.82625015","Gamma":"0.00483738","Theta":"-0.48579133","Volume":1,"AskSize":67,"BidSize":64,"Strikes":["415"],"NetChange":"8","NetChangePct":"0.16","PreviousClose":"50","ProbabilityBE":"0.5079","ExtrinsicValue":"4.09","IntrinsicValue":"58.61","ProbabilityITM":"0.9402","ProbabilityOTM":"0.0598","ProbabilityBE_IV":"0.5215","TheoreticalValue":"59.2143","DailyOpenInterest":1,"ImpliedVolatility":"0.7881","ProbabilityITM_IV":"0.8618","ProbabilityOTM_IV":"0.1382","StandardDeviation":"0.1487","TheoreticalValue_IV":"62.7001"},{"Ask":"1.01","Bid":"0.94","Low":"0.89","Mid":"0.975","Rho":"0.00994877","High":"1.69","Last":"0.96","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C400","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"400"}],"Open":"1.58","Side":"Call","Vega":"0.10109675","Close":"0.96","Delta":"0.08108742","Gamma":"0.00530955","Theta":"-0.16602279","Volume":323,"AskSize":225,"BidSize":129,"Strikes":["400"],"NetChange":"-1.64","NetChangePct":"-0.6308","PreviousClose":"2.6","ProbabilityBE":"0.1059","ExtrinsicValue":"1.01","IntrinsicValue":"0","ProbabilityITM":"0.1173","ProbabilityOTM":"0.8827","ProbabilityBE_IV":"0.0603","TheoreticalValue":"2.3994","DailyOpenInterest":327,"ImpliedVolatility":"0.4202","ProbabilityITM_IV":"0.0698","ProbabilityOTM_IV":"0.9302","StandardDeviation":"0.0793","TheoreticalValue_IV":"1.01"},{"Ask":"22.8","Bid":"21.5","Low":"20.5","Mid":"22.15","Rho":"-0.09987155","High":"23.25","Last":"20.5","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P375","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"375"}],"Open":"23","Side":"Put","Vega":"0.22592092","Close":"20.5","Delta":"-0.72169702","Gamma":"0.01192292","Theta":"-0.33387486","Volume":5,"AskSize":134,"BidSize":126,"Strikes":["375"],"NetChange":"4.45","NetChangePct":"0.2773","PreviousClose":"16.05","ProbabilityBE":"0.4379","ExtrinsicValue":"4.19","IntrinsicValue":"18.61","ProbabilityITM":"0.707","ProbabilityOTM":"0.293","ProbabilityBE_IV":"0.412","TheoreticalValue":"25.4331","DailyOpenInterest":26,"ImpliedVolatility":"0.4182","ProbabilityITM_IV":"0.7476","ProbabilityOTM_IV":"0.2524","StandardDeviation":"0.0789","TheoreticalValue_IV":"22.8"},{"Ask":"0.57","Bid":"0.5","Low":"0.49","Mid":"0.535","Rho":"-0.00585891","High":"0.8","Last":"0.59","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P310","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"310"}],"Open":"0.8","Side":"Put","Vega":"0.06321448","Close":"0.59","Delta":"-0.04448482","Gamma":"0.00310375","Theta":"-0.10741938","Volume":18,"AskSize":199,"BidSize":191,"Strikes":["310"],"NetChange":"0.19","NetChangePct":"0.475","PreviousClose":"0.4","ProbabilityBE":"0.0816","ExtrinsicValue":"0.57","IntrinsicValue":"0","ProbabilityITM":"0.0877","ProbabilityOTM":"0.9123","ProbabilityBE_IV":"0.0483","TheoreticalValue":"1.2052","DailyOpenInterest":30,"ImpliedVolatility":"0.4495","ProbabilityITM_IV":"0.0531","ProbabilityOTM_IV":"0.9469","StandardDeviation":"0.0848","TheoreticalValue_IV":"0.57"},{"Ask":"0.21","Bid":"0.16","Low":"0.17","Mid":"0.185","Rho":"-0.00187813","High":"0.18","Last":"0.17","Legs":[{"Ratio":1,"Symbol":"TSLA 260914P280","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Put","StrikePrice":"280"}],"Open":"0.18","Side":"Put","Vega":"0.02429274","Close":"0.17","Delta":"-0.01418345","Gamma":"0.0008914","Theta":"-0.0555642","Volume":23,"AskSize":220,"BidSize":193,"Strikes":["280"],"NetChange":"-0.04","NetChangePct":"-0.1905","PreviousClose":"0.21","ProbabilityBE":"0.0088","ExtrinsicValue":"0.21","IntrinsicValue":"0","ProbabilityITM":"0.0089","ProbabilityOTM":"0.9911","ProbabilityBE_IV":"0.0187","TheoreticalValue":"0.0806","DailyOpenInterest":2,"ImpliedVolatility":"0.6015","ProbabilityITM_IV":"0.0188","ProbabilityOTM_IV":"0.9812","StandardDeviation":"0.1135","TheoreticalValue_IV":"0.21"},{"Ask":"60.1","Bid":"54.05","Low":"56.2","Mid":"57.075","Rho":"0.09106885","High":"57.14","Last":"57.12","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C300","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"300"}],"Open":"56.2","Side":"Call","Vega":"0.13069533","Close":"57.12","Delta":"0.88495033","Gamma":"0.00352387","Theta":"-0.43719606","Volume":31,"AskSize":66,"BidSize":87,"Strikes":["300"],"NetChange":"57.12","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4747","ExtrinsicValue":"3.71","IntrinsicValue":"56.39","ProbabilityITM":"0.9538","ProbabilityOTM":"0.0462","ProbabilityBE_IV":"0.4658","TheoreticalValue":"57.3457","DailyOpenInterest":0,"ImpliedVolatility":"0.8186","ProbabilityITM_IV":"0.8521","ProbabilityOTM_IV":"0.1479","StandardDeviation":"0.1545","TheoreticalValue_IV":"60.1001"},{"Ask":"45.6","Bid":"38.65","Low":"0","Mid":"42.125","Rho":"0.09175455","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C315","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"315"}],"Open":"0","Side":"Call","Vega":"0.15718338","Close":"0","Delta":"0.84965807","Gamma":"0.00509628","Theta":"-0.43745111","Volume":0,"AskSize":19,"BidSize":31,"Strikes":["315"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4617","ExtrinsicValue":"4.21","IntrinsicValue":"41.39","ProbabilityITM":"0.8841","ProbabilityOTM":"0.1159","ProbabilityBE_IV":"0.4601","TheoreticalValue":"43.5248","DailyOpenInterest":0,"ImpliedVolatility":"0.6807","ProbabilityITM_IV":"0.8176","ProbabilityOTM_IV":"0.1824","StandardDeviation":"0.1285","TheoreticalValue_IV":"45.6"},{"Ask":"8.75","Bid":"8.5","Low":"7.5","Mid":"8.625","Rho":"0.05609273","High":"11.95","Last":"8.75","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C360","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"360"}],"Open":"10.7","Side":"Call","Vega":"0.26754817","Close":"8.75","Delta":"0.46575698","Gamma":"0.01555408","Theta":"-0.40628595","Volume":352,"AskSize":125,"BidSize":50,"Strikes":["360"],"NetChange":"-7.12","NetChangePct":"-0.4486","PreviousClose":"15.87","ProbabilityBE":"0.3136","ExtrinsicValue":"8.75","IntrinsicValue":"0","ProbabilityITM":"0.4454","ProbabilityOTM":"0.5546","ProbabilityBE_IV":"0.2596","TheoreticalValue":"12.7929","DailyOpenInterest":66,"ImpliedVolatility":"0.3796","ProbabilityITM_IV":"0.4374","ProbabilityOTM_IV":"0.5626","StandardDeviation":"0.0716","TheoreticalValue_IV":"8.7501"},{"Ask":"2.97","Bid":"2.83","Low":"2.5","Mid":"2.9","Rho":"0.02532426","High":"4.4","Last":"2.94","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C380","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"380"}],"Open":"4.4","Side":"Call","Vega":"0.19264487","Close":"2.94","Delta":"0.2075251","Gamma":"0.01089341","Theta":"-0.29606933","Volume":178,"AskSize":36,"BidSize":98,"Strikes":["380"],"NetChange":"-4.06","NetChangePct":"-0.58","PreviousClose":"7","ProbabilityBE":"0.2028","ExtrinsicValue":"2.97","IntrinsicValue":"0","ProbabilityITM":"0.2492","ProbabilityOTM":"0.7508","ProbabilityBE_IV":"0.1358","TheoreticalValue":"5.9445","DailyOpenInterest":90,"ImpliedVolatility":"0.3903","ProbabilityITM_IV":"0.1871","ProbabilityOTM_IV":"0.8129","StandardDeviation":"0.0737","TheoreticalValue_IV":"2.9699"}],"expirations":[{"date":"2026-09-02T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-09T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-14T00:00:00Z","type":"Weekly"},{"date":"2026-09-16T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-01T19:30:14.427Z","selectedExpiration":{"date":"2026-09-14T00:00:00Z","type":"Weekly"}},"candidates":[{"variant":"call_debit_spread","recommended":true,"expiration":"2026-09-14T00:00:00.000Z","dte":13,"legs":[{"ask":14.15,"bid":13.5,"mid":13.825,"raw":{"Ask":"14.15","Bid":"13.5","Low":"12.35","Mid":"13.825","Rho":"0.0735278","High":"18.02","Last":"13.71","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"18.02","Side":"Call","Vega":"0.2566838","Close":"13.71","Delta":"0.61806374","Gamma":"0.01453072","Theta":"-0.40560797","Volume":109,"AskSize":201,"BidSize":80,"Strikes":["350"],"NetChange":"-7.95","NetChangePct":"-0.367","PreviousClose":"21.66","ProbabilityBE":"0.3627","ExtrinsicValue":"7.77","IntrinsicValue":"6.38","ProbabilityITM":"0.5571","ProbabilityOTM":"0.4429","ProbabilityBE_IV":"0.3276","TheoreticalValue":"17.7909","DailyOpenInterest":33,"ImpliedVolatility":"0.3899","ProbabilityITM_IV":"0.5897","ProbabilityOTM_IV":"0.4103","StandardDeviation":"0.0736","TheoreticalValue_IV":"14.15"},"delta":0.61806374,"ratio":1,"strike":350,"symbol":"TSLA 260914C350","volume":109,"askSize":201,"bidSize":80,"expiration":"2026-09-14T00:00:00Z","optionType":"call","openInterest":33,"impliedVolatility":0.3899},{"ask":2.97,"bid":2.83,"mid":2.9,"raw":{"Ask":"2.97","Bid":"2.83","Low":"2.5","Mid":"2.9","Rho":"0.02531862","High":"4.4","Last":"2.94","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C380","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"380"}],"Open":"4.4","Side":"Call","Vega":"0.19261831","Close":"2.94","Delta":"0.20748638","Gamma":"0.01088951","Theta":"-0.29610717","Volume":178,"AskSize":59,"BidSize":162,"Strikes":["380"],"NetChange":"-4.06","NetChangePct":"-0.58","PreviousClose":"7","ProbabilityBE":"0.2027","ExtrinsicValue":"2.97","IntrinsicValue":"0","ProbabilityITM":"0.2491","ProbabilityOTM":"0.7509","ProbabilityBE_IV":"0.1358","TheoreticalValue":"5.9417","DailyOpenInterest":90,"ImpliedVolatility":"0.3904","ProbabilityITM_IV":"0.187","ProbabilityOTM_IV":"0.813","StandardDeviation":"0.0737","TheoreticalValue_IV":"2.97"},"delta":0.20748638,"ratio":-1,"strike":380,"symbol":"TSLA 260914C380","volume":178,"askSize":59,"bidSize":162,"expiration":"2026-09-14T00:00:00Z","optionType":"call","openInterest":90,"impliedVolatility":0.3904}],"entryBid":10.53,"entryAsk":11.32,"entryMid":10.925,"entryDebit":11.32,"rejectionReasons":[]},{"variant":"long_call_60_delta","recommended":false,"expiration":"2026-09-14T00:00:00.000Z","dte":13,"legs":[{"ask":14.15,"bid":13.5,"mid":13.825,"raw":{"Ask":"14.15","Bid":"13.5","Low":"12.35","Mid":"13.825","Rho":"0.0735278","High":"18.02","Last":"13.71","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"18.02","Side":"Call","Vega":"0.2566838","Close":"13.71","Delta":"0.61806374","Gamma":"0.01453072","Theta":"-0.40560797","Volume":109,"AskSize":201,"BidSize":80,"Strikes":["350"],"NetChange":"-7.95","NetChangePct":"-0.367","PreviousClose":"21.66","ProbabilityBE":"0.3627","ExtrinsicValue":"7.77","IntrinsicValue":"6.38","ProbabilityITM":"0.5571","ProbabilityOTM":"0.4429","ProbabilityBE_IV":"0.3276","TheoreticalValue":"17.7909","DailyOpenInterest":33,"ImpliedVolatility":"0.3899","ProbabilityITM_IV":"0.5897","ProbabilityOTM_IV":"0.4103","StandardDeviation":"0.0736","TheoreticalValue_IV":"14.15"},"delta":0.61806374,"ratio":1,"strike":350,"symbol":"TSLA 260914C350","volume":109,"askSize":201,"bidSize":80,"expiration":"2026-09-14T00:00:00Z","optionType":"call","openInterest":33,"impliedVolatility":0.3899}],"entryBid":13.5,"entryAsk":14.15,"entryMid":13.825,"entryDebit":14.15,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-09-14T00:00:00.000Z","dte":13,"legs":[{"ask":17.4,"bid":16.45,"mid":16.925,"raw":{"Ask":"17.4","Bid":"16.45","Low":"15.65","Mid":"16.925","Rho":"0.08130298","High":"19.15","Last":"15.87","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C345","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"345"}],"Open":"17.62","Side":"Call","Vega":"0.23803124","Close":"15.87","Delta":"0.68832286","Gamma":"0.01331217","Theta":"-0.38426794","Volume":116,"AskSize":208,"BidSize":145,"Strikes":["345"],"NetChange":"-9.98","NetChangePct":"-0.3861","PreviousClose":"25.85","ProbabilityBE":"0.3842","ExtrinsicValue":"6.01","IntrinsicValue":"11.39","ProbabilityITM":"0.6131","ProbabilityOTM":"0.3869","ProbabilityBE_IV":"0.3572","TheoreticalValue":"20.7192","DailyOpenInterest":32,"ImpliedVolatility":"0.3946","ProbabilityITM_IV":"0.6615","ProbabilityOTM_IV":"0.3385","StandardDeviation":"0.0745","TheoreticalValue_IV":"17.3999"},"delta":0.68832286,"ratio":1,"strike":345,"symbol":"TSLA 260914C345","volume":116,"askSize":208,"bidSize":145,"expiration":"2026-09-14T00:00:00Z","optionType":"call","openInterest":32,"impliedVolatility":0.3946}],"entryBid":16.45,"entryAsk":17.4,"entryMid":16.925,"entryDebit":17.4,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_TSLA_60_L_1788287400000","variant":"call_debit_spread","exitBid":21.1,"exitAsk":22.25,"exitMid":21.675,"exitCredit":21.1,"pnlPerContract":978.0000000000001,"returnOnDebit":0.8639575971731449,"quote":{"ask":22.25,"bid":21.1,"mid":21.675,"raw":{"Ask":"22.25","Bid":"21.1","Low":"15.9","Mid":"21.675","Rho":"0.02952643","High":"20.95","Last":"22.09","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"350"},{"Ratio":-1,"Symbol":"TSLA 260914C380","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"380"}],"Open":"16.75","Side":"Call","Vega":"-0.11677957","Close":"22.09","Delta":"0.3107079","Gamma":"-0.00683769","Theta":"0.18319434","Volume":64,"AskSize":7,"BidSize":40,"Strikes":["350","380"],"NetChange":"11.19","NetChangePct":"1.0266","PreviousClose":"10.9","ExtrinsicValue":"-7.95","IntrinsicValue":"30","TheoreticalValue":"20.1604","DailyOpenInterest":185,"ImpliedVolatility":"0.4615","StandardDeviation":"0.0801","TheoreticalValue_IV":"22.05"},"capturedAt":"2026-09-03T16:30:10.881Z"},"closedAt":"2026-09-03T16:30:00.000Z"},{"signalId":"DDV1_BATS_TSLA_60_L_1788287400000","variant":"long_call_60_delta","exitBid":34,"exitAsk":34.95,"exitMid":34.475,"exitCredit":34,"pnlPerContract":1985.0000000000002,"returnOnDebit":1.4028268551236749,"quote":{"ask":34.95,"bid":34,"mid":34.475,"raw":{"Ask":"34.95","Bid":"34","Low":"20","Mid":"34.475","Rho":"0.08981612","High":"35","Last":"35","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C350","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"20.85","Side":"Call","Vega":"0.14782846","Close":"35","Delta":"0.86111786","Gamma":"0.00678329","Theta":"-0.35427781","Volume":64,"AskSize":165,"BidSize":49,"Strikes":["350"],"NetChange":"20.95","NetChangePct":"1.4911","PreviousClose":"14.05","ProbabilityBE":"0.4476","ExtrinsicValue":"2.795","IntrinsicValue":"32.155","ProbabilityITM":"0.8184","ProbabilityOTM":"0.1816","ProbabilityBE_IV":"0.4461","TheoreticalValue":"35.6364","DailyOpenInterest":185,"ImpliedVolatility":"0.4887","ProbabilityITM_IV":"0.8413","ProbabilityOTM_IV":"0.1587","StandardDeviation":"0.0848","TheoreticalValue_IV":"34.95"},"capturedAt":"2026-09-03T16:30:12.390Z"},"closedAt":"2026-09-03T16:30:00.000Z"},{"signalId":"DDV1_BATS_TSLA_60_L_1788287400000","variant":"long_call_75_delta","exitBid":38,"exitAsk":39.2,"exitMid":38.6,"exitCredit":38,"pnlPerContract":2060,"returnOnDebit":1.1839080459770117,"quote":{"ask":39.2,"bid":38,"mid":38.6,"raw":{"Ask":"39.2","Bid":"38","Low":"23.2","Mid":"38.6","Rho":"0.09270778","High":"37.1","Last":"37.1","Legs":[{"Ratio":1,"Symbol":"TSLA 260914C345","AssetType":"StockOption","Expiration":"2026-09-14T00:00:00Z","OptionType":"Call","StrikePrice":"345"}],"Open":"23.2","Side":"Call","Vega":"0.11974525","Close":"37.1","Delta":"0.89700574","Gamma":"0.00554448","Theta":"-0.29131866","Volume":8,"AskSize":27,"BidSize":54,"Strikes":["345"],"NetChange":"19.6","NetChangePct":"1.12","PreviousClose":"17.5","ProbabilityBE":"0.4566","ExtrinsicValue":"2.039","IntrinsicValue":"37.161","ProbabilityITM":"0.8563","ProbabilityOTM":"0.1437","ProbabilityBE_IV":"0.4558","TheoreticalValue":"39.8258","DailyOpenInterest":96,"ImpliedVolatility":"0.4843","ProbabilityITM_IV":"0.881","ProbabilityOTM_IV":"0.119","StandardDeviation":"0.0841","TheoreticalValue_IV":"39.2"},"capturedAt":"2026-09-03T16:30:13.899Z"},"closedAt":"2026-09-03T16:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_TSLA_60_L_1788287400000","variant":"call_debit_spread","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":11.32,"rawEvent":{"riskBudgetDollars":149.227878},"submittedAt":"2026-09-01T19:30:14.465Z"}],"capturedAt":"2026-09-01T19:30:12.903Z","closedAt":"2026-09-03T16:30:00.000Z"},{"signalId":"DDV1_BATS_ACN_60_L_1788280200000","symbol":"ACN","timeframe":"60","underlyingEntryPrice":188.13,"predictedHoldBars":7.278592081882516,"predictedMfeR":0.5526347536529375,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-01T17:30:31.941Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-01T17:30:30.294Z","closedAt":null},{"signalId":"DDV1_BATS_CME_60_L_1788276600000","symbol":"CME","timeframe":"60","underlyingEntryPrice":284.67,"predictedHoldBars":6.123383254448004,"predictedMfeR":0.2648503101133277,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-09-01T16:30:36.867Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-09-01T16:30:35.312Z","closedAt":null},{"signalId":"DDV1_BATS_ABNB_D_L_1787923800000","symbol":"ABNB","timeframe":"D","underlyingEntryPrice":188.22,"predictedHoldBars":3.534490834647205,"predictedMfeR":0.34408138024805474,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-31T13:30:46.928Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-31T13:30:40.027Z","closedAt":null},{"signalId":"DDV1_BATS_XLF_D_L_1787923800000","symbol":"XLF","timeframe":"D","underlyingEntryPrice":57.86,"predictedHoldBars":5.7960983587510775,"predictedMfeR":0.4681958527851547,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-31T00:00:00Z","type":"Weekly"},{"date":"2026-09-01T00:00:00Z","type":"Weekly"},{"date":"2026-09-02T00:00:00Z","type":"Weekly"},{"date":"2026-09-03T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-08T00:00:00Z","type":"Weekly"},{"date":"2026-09-09T00:00:00Z","type":"Weekly"},{"date":"2026-09-10T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-14T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-09-30T00:00:00Z","type":"Quarterly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-31T00:00:00Z","type":"Quarterly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-31T00:00:00Z","type":"Quarterly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-06-30T00:00:00Z","type":"Quarterly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-31T13:30:27.285Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-31T13:30:16.531Z","closedAt":null},{"signalId":"DDV1_BATS_CME_60_L_1787927400000","symbol":"CME","timeframe":"60","underlyingEntryPrice":283.79,"predictedHoldBars":7.2379426131103175,"predictedMfeR":0.3289401218753598,"policyVersion":"shadow_v1","status":"captured","recommendedVariant":"long_call_60_delta","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"11.4","Bid":"8.6","Low":"0","Mid":"10","Rho":"0.07828432","High":"0","Last":"8.9","Legs":[{"Ratio":1,"Symbol":"CME 260911C275","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"275"}],"Open":"0","Side":"Call","Vega":"0.17785398","Close":"8.9","Delta":"0.74985402","Gamma":"0.02206258","Theta":"-0.18199126","Volume":0,"AskSize":10,"BidSize":17,"Strikes":["275"],"NetChange":"0","NetChangePct":"0","PreviousClose":"8.9","ProbabilityBE":"0.4198","ExtrinsicValue":"2.605","IntrinsicValue":"8.795","ProbabilityITM":"0.7044","ProbabilityOTM":"0.2956","ProbabilityBE_IV":"0.4114","TheoreticalValue":"12.0858","DailyOpenInterest":178,"ImpliedVolatility":"0.2575","ProbabilityITM_IV":"0.7334","ProbabilityOTM_IV":"0.2666","StandardDeviation":"0.0504","TheoreticalValue_IV":"11.4"},{"Ask":"61","Bid":"57","Low":"0","Mid":"59","Rho":"0.07800766","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C225","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"225"}],"Open":"0","Side":"Call","Vega":"0.08150496","Close":"0","Delta":"0.92212001","Gamma":"0.00292635","Theta":"-0.27607278","Volume":0,"AskSize":3,"BidSize":3,"Strikes":["225"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4905","ExtrinsicValue":"2.205","IntrinsicValue":"58.795","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4657","TheoreticalValue":"59.1211","DailyOpenInterest":0,"ImpliedVolatility":"0.8897","ProbabilityITM_IV":"0.8933","ProbabilityOTM_IV":"0.1067","StandardDeviation":"0.1742","TheoreticalValue_IV":"61"},{"Ask":"2.3","Bid":"0","Low":"0","Mid":"1.15","Rho":"0.01382692","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C330","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"330"}],"Open":"0","Side":"Call","Vega":"0.12052127","Close":"0","Delta":"0.13345195","Gamma":"0.00596406","Theta":"-0.27781991","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["330"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0047","ExtrinsicValue":"2.3","IntrinsicValue":"0","ProbabilityITM":"0.0047","ProbabilityOTM":"0.9953","ProbabilityBE_IV":"0.1078","TheoreticalValue":"0.0288","DailyOpenInterest":0,"ImpliedVolatility":"0.6455","ProbabilityITM_IV":"0.108","ProbabilityOTM_IV":"0.892","StandardDeviation":"0.1264","TheoreticalValue_IV":"2.3"},{"Ask":"2.1","Bid":"0.85","Low":"0","Mid":"1.475","Rho":"-0.02516643","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P272.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"272.5"}],"Open":"0","Side":"Put","Vega":"0.16599016","Close":"0","Delta":"-0.22074903","Gamma":"0.01842287","Theta":"-0.16175364","Volume":0,"AskSize":27,"BidSize":15,"Strikes":["272.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2019","ExtrinsicValue":"2.1","IntrinsicValue":"0","ProbabilityITM":"0.2438","ProbabilityOTM":"0.7562","ProbabilityBE_IV":"0.1957","TheoreticalValue":"2.221","DailyOpenInterest":0,"ImpliedVolatility":"0.2878","ProbabilityITM_IV":"0.2379","ProbabilityOTM_IV":"0.7621","StandardDeviation":"0.0564","TheoreticalValue_IV":"2.0999"},{"Ask":"1.55","Bid":"0.05","Low":"0","Mid":"0.8","Rho":"0.02093653","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C297.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"297.5"}],"Open":"0","Side":"Call","Vega":"0.15438721","Close":"0","Delta":"0.19526113","Gamma":"0.01881351","Theta":"-0.14813434","Volume":0,"AskSize":8,"BidSize":6,"Strikes":["297.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.175","ExtrinsicValue":"1.55","IntrinsicValue":"0","ProbabilityITM":"0.2076","ProbabilityOTM":"0.7924","ProbabilityBE_IV":"0.148","TheoreticalValue":"2.0809","DailyOpenInterest":0,"ImpliedVolatility":"0.2621","ProbabilityITM_IV":"0.1813","ProbabilityOTM_IV":"0.8187","StandardDeviation":"0.0513","TheoreticalValue_IV":"1.5501"},{"Ask":"2.25","Bid":"0","Low":"0","Mid":"1.125","Rho":"-0.01184251","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P235","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"235"}],"Open":"0","Side":"Put","Vega":"0.09778404","Close":"0","Delta":"-0.09943049","Gamma":"0.0039064","Theta":"-0.27244692","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["235"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0006","ExtrinsicValue":"2.25","IntrinsicValue":"0","ProbabilityITM":"0.0006","ProbabilityOTM":"0.9994","ProbabilityBE_IV":"0.1298","TheoreticalValue":"0.0022","DailyOpenInterest":0,"ImpliedVolatility":"0.7996","ProbabilityITM_IV":"0.1298","ProbabilityOTM_IV":"0.8702","StandardDeviation":"0.1566","TheoreticalValue_IV":"2.25"},{"Ask":"2.25","Bid":"0","Low":"0","Mid":"1.125","Rho":"0.01174558","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C345","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"345"}],"Open":"0","Side":"Call","Vega":"0.10820363","Close":"0","Delta":"0.11440745","Gamma":"0.00449691","Theta":"-0.29619563","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["345"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0004","ExtrinsicValue":"2.25","IntrinsicValue":"0","ProbabilityITM":"0.0004","ProbabilityOTM":"0.9996","ProbabilityBE_IV":"0.0877","TheoreticalValue":"0.002","DailyOpenInterest":0,"ImpliedVolatility":"0.7686","ProbabilityITM_IV":"0.0877","ProbabilityOTM_IV":"0.9123","StandardDeviation":"0.1505","TheoreticalValue_IV":"2.25"},{"Ask":"13.6","Bid":"10.6","Low":"0","Mid":"12.1","Rho":"0.08163407","High":"0","Last":"10.1","Legs":[{"Ratio":1,"Symbol":"CME 260911C272.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"272.5"}],"Open":"0","Side":"Call","Vega":"0.1621618","Close":"10.1","Delta":"0.78797314","Gamma":"0.01874763","Theta":"-0.17937222","Volume":0,"AskSize":24,"BidSize":12,"Strikes":["272.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10.1","ProbabilityBE":"0.4357","ExtrinsicValue":"2.305","IntrinsicValue":"11.295","ProbabilityITM":"0.7562","ProbabilityOTM":"0.2438","ProbabilityBE_IV":"0.4329","TheoreticalValue":"13.9098","DailyOpenInterest":1,"ImpliedVolatility":"0.2763","ProbabilityITM_IV":"0.7718","ProbabilityOTM_IV":"0.2282","StandardDeviation":"0.0541","TheoreticalValue_IV":"13.5999"},{"Ask":"0.9","Bid":"0.05","Low":"0","Mid":"0.475","Rho":"0.01240232","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C305","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"305"}],"Open":"0","Side":"Call","Vega":"0.10900735","Close":"0","Delta":"0.11560419","Gamma":"0.01192027","Theta":"-0.11548407","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["305"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0976","ExtrinsicValue":"0.9","IntrinsicValue":"0","ProbabilityITM":"0.1069","ProbabilityOTM":"0.8931","ProbabilityBE_IV":"0.0955","TheoreticalValue":"0.9322","DailyOpenInterest":0,"ImpliedVolatility":"0.2921","ProbabilityITM_IV":"0.1048","ProbabilityOTM_IV":"0.8952","StandardDeviation":"0.0572","TheoreticalValue_IV":"0.9"},{"Ask":"33.6","Bid":"29.6","Low":"0","Mid":"31.6","Rho":"0.08366243","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C252.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"252.5"}],"Open":"0","Side":"Call","Vega":"0.11399158","Close":"0","Delta":"0.87683454","Gamma":"0.00671113","Theta":"-0.23997153","Volume":0,"AskSize":3,"BidSize":2,"Strikes":["252.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4866","ExtrinsicValue":"2.305","IntrinsicValue":"31.295","ProbabilityITM":"0.9775","ProbabilityOTM":"0.0225","ProbabilityBE_IV":"0.4777","TheoreticalValue":"31.7815","DailyOpenInterest":0,"ImpliedVolatility":"0.5426","ProbabilityITM_IV":"0.8537","ProbabilityOTM_IV":"0.1463","StandardDeviation":"0.1063","TheoreticalValue_IV":"33.6"},{"Ask":"4.6","Bid":"2.8","Low":"0","Mid":"3.7","Rho":"-0.04446553","High":"0","Last":"13.6","Legs":[{"Ratio":1,"Symbol":"CME 260911P280","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"280"}],"Open":"0","Side":"Put","Vega":"0.21418173","Close":"13.6","Delta":"-0.38690686","Gamma":"0.02338684","Theta":"-0.20913593","Volume":0,"AskSize":39,"BidSize":5,"Strikes":["280"],"NetChange":"0","NetChangePct":"0","PreviousClose":"13.6","ProbabilityBE":"0.3031","ExtrinsicValue":"4.6","IntrinsicValue":"0","ProbabilityITM":"0.4101","ProbabilityOTM":"0.5899","ProbabilityBE_IV":"0.3014","TheoreticalValue":"4.6536","DailyOpenInterest":3,"ImpliedVolatility":"0.2926","ProbabilityITM_IV":"0.4092","ProbabilityOTM_IV":"0.5908","StandardDeviation":"0.0573","TheoreticalValue_IV":"4.6001"},{"Ask":"2.2","Bid":"0","Low":"0","Mid":"1.1","Rho":"0.01110674","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C350","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"0","Side":"Call","Vega":"0.10413338","Close":"0","Delta":"0.10843992","Gamma":"0.00413866","Theta":"-0.2978902","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["350"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0002","ExtrinsicValue":"2.2","IntrinsicValue":"0","ProbabilityITM":"0.0002","ProbabilityOTM":"0.9998","ProbabilityBE_IV":"0.0818","TheoreticalValue":"0.0008","DailyOpenInterest":0,"ImpliedVolatility":"0.8037","ProbabilityITM_IV":"0.0818","ProbabilityOTM_IV":"0.9182","StandardDeviation":"0.1574","TheoreticalValue_IV":"2.2"},{"Ask":"1.6","Bid":"0.2","Low":"0","Mid":"0.9","Rho":"0.02336724","High":"0","Last":"0.8","Legs":[{"Ratio":1,"Symbol":"CME 260911C295","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"295"}],"Open":"0","Side":"Call","Vega":"0.16456921","Close":"0.8","Delta":"0.21747293","Gamma":"0.02235426","Theta":"-0.14253735","Volume":0,"AskSize":9,"BidSize":6,"Strikes":["295"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.8","ProbabilityBE":"0.205","ExtrinsicValue":"1.6","IntrinsicValue":"0","ProbabilityITM":"0.2515","ProbabilityOTM":"0.7485","ProbabilityBE_IV":"0.1538","TheoreticalValue":"2.6528","DailyOpenInterest":30,"ImpliedVolatility":"0.2352","ProbabilityITM_IV":"0.2041","ProbabilityOTM_IV":"0.7959","StandardDeviation":"0.0461","TheoreticalValue_IV":"1.6001"},{"Ask":"39.4","Bid":"35.4","Low":"0","Mid":"37.4","Rho":"-0.10438535","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P320","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"320"}],"Open":"0","Side":"Put","Vega":"0.15299499","Close":"0","Delta":"-0.80761914","Gamma":"0.00757657","Theta":"-0.32036386","Volume":0,"AskSize":4,"BidSize":3,"Strikes":["320"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5017","ExtrinsicValue":"3.195","IntrinsicValue":"36.205","ProbabilityITM":"0.9807","ProbabilityOTM":"0.0193","ProbabilityBE_IV":"0.5208","TheoreticalValue":"36.205","DailyOpenInterest":0,"ImpliedVolatility":"0.645","ProbabilityITM_IV":"0.8405","ProbabilityOTM_IV":"0.1595","StandardDeviation":"0.1263","TheoreticalValue_IV":"39.4001"},{"Ask":"2.4","Bid":"0","Low":"0","Mid":"1.2","Rho":"0.01607313","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C320","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"320"}],"Open":"0","Side":"Call","Vega":"0.13285032","Close":"0","Delta":"0.15416725","Gamma":"0.00757495","Theta":"-0.26652882","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["320"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.019","ExtrinsicValue":"2.4","IntrinsicValue":"0","ProbabilityITM":"0.0193","ProbabilityOTM":"0.9807","ProbabilityBE_IV":"0.1286","TheoreticalValue":"0.1338","DailyOpenInterest":0,"ImpliedVolatility":"0.5602","ProbabilityITM_IV":"0.1294","ProbabilityOTM_IV":"0.8706","StandardDeviation":"0.1097","TheoreticalValue_IV":"2.4"},{"Ask":"0.8","Bid":"0.05","Low":"0","Mid":"0.425","Rho":"0.01083006","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C307.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"307.5"}],"Open":"0","Side":"Call","Vega":"0.0989073","Close":"0","Delta":"0.10099849","Gamma":"0.01032749","Theta":"-0.10948725","Volume":0,"AskSize":17,"BidSize":12,"Strikes":["307.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0775","ExtrinsicValue":"0.8","IntrinsicValue":"0","ProbabilityITM":"0.0833","ProbabilityOTM":"0.9167","ProbabilityBE_IV":"0.0848","TheoreticalValue":"0.6957","DailyOpenInterest":0,"ImpliedVolatility":"0.3059","ProbabilityITM_IV":"0.0907","ProbabilityOTM_IV":"0.9093","StandardDeviation":"0.0599","TheoreticalValue_IV":"0.8"},{"Ask":"49.3","Bid":"45.2","Low":"0","Mid":"47.25","Rho":"-0.11060646","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P330","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"330"}],"Open":"0","Side":"Put","Vega":"0.14208396","Close":"0","Delta":"-0.82906501","Gamma":"0.00613028","Theta":"-0.3416585","Volume":0,"AskSize":6,"BidSize":5,"Strikes":["330"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5017","ExtrinsicValue":"3.095","IntrinsicValue":"46.205","ProbabilityITM":"0.9953","ProbabilityOTM":"0.0047","ProbabilityBE_IV":"0.5251","TheoreticalValue":"46.205","DailyOpenInterest":0,"ImpliedVolatility":"0.7404","ProbabilityITM_IV":"0.8636","ProbabilityOTM_IV":"0.1364","StandardDeviation":"0.145","TheoreticalValue_IV":"49.3"},{"Ask":"64.2","Bid":"60.3","Low":"0","Mid":"62.25","Rho":"-0.11872566","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P345","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"345"}],"Open":"0","Side":"Put","Vega":"0.13048596","Close":"0","Delta":"-0.84994569","Gamma":"0.00475889","Theta":"-0.37157684","Volume":0,"AskSize":3,"BidSize":2,"Strikes":["345"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5017","ExtrinsicValue":"2.995","IntrinsicValue":"61.205","ProbabilityITM":"0.9996","ProbabilityOTM":"0.0004","ProbabilityBE_IV":"0.5311","TheoreticalValue":"61.205","DailyOpenInterest":0,"ImpliedVolatility":"0.8759","ProbabilityITM_IV":"0.8866","ProbabilityOTM_IV":"0.1134","StandardDeviation":"0.1715","TheoreticalValue_IV":"64.2"},{"Ask":"20.3","Bid":"17.9","Low":"0","Mid":"19.1","Rho":"0.08870175","High":"0","Last":"11.2","Legs":[{"Ratio":1,"Symbol":"CME 260911C265","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"265"}],"Open":"0","Side":"Call","Vega":"0.11475568","Close":"11.2","Delta":"0.8756536","Gamma":"0.01159227","Theta":"-0.15121108","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["265"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.2","ProbabilityBE":"0.4677","ExtrinsicValue":"1.505","IntrinsicValue":"18.795","ProbabilityITM":"0.8798","ProbabilityOTM":"0.1202","ProbabilityBE_IV":"0.4682","TheoreticalValue":"20.0677","DailyOpenInterest":6,"ImpliedVolatility":"0.3162","ProbabilityITM_IV":"0.8624","ProbabilityOTM_IV":"0.1376","StandardDeviation":"0.0619","TheoreticalValue_IV":"20.3"},{"Ask":"2.2","Bid":"0","Low":"0","Mid":"1.1","Rho":"-0.01029104","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P225","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"225"}],"Open":"0","Side":"Put","Vega":"0.08747992","Close":"0","Delta":"-0.08554171","Gamma":"0.00301237","Theta":"-0.28329409","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["225"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"2.2","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.1178","TheoreticalValue":"0.0001","DailyOpenInterest":0,"ImpliedVolatility":"0.9276","ProbabilityITM_IV":"0.1178","ProbabilityOTM_IV":"0.8822","StandardDeviation":"0.1817","TheoreticalValue_IV":"2.2"},{"Ask":"17.9","Bid":"15.5","Low":"0","Mid":"16.7","Rho":"0.08776528","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C267.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"267.5"}],"Open":"0","Side":"Call","Vega":"0.12531302","Close":"0","Delta":"0.85870724","Gamma":"0.01362028","Theta":"-0.15287148","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["267.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4594","ExtrinsicValue":"1.605","IntrinsicValue":"16.295","ProbabilityITM":"0.8443","ProbabilityOTM":"0.1557","ProbabilityBE_IV":"0.4593","TheoreticalValue":"17.9145","DailyOpenInterest":0,"ImpliedVolatility":"0.2939","ProbabilityITM_IV":"0.8453","ProbabilityOTM_IV":"0.1547","StandardDeviation":"0.0576","TheoreticalValue_IV":"17.9"},{"Ask":"27.1","Bid":"23.6","Low":"0","Mid":"25.35","Rho":"-0.09486468","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P307.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"307.5"}],"Open":"0","Side":"Put","Vega":"0.17207565","Close":"0","Delta":"-0.76465897","Gamma":"0.01062556","Theta":"-0.28878088","Volume":0,"AskSize":7,"BidSize":6,"Strikes":["307.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4924","ExtrinsicValue":"3.395","IntrinsicValue":"23.705","ProbabilityITM":"0.9167","ProbabilityOTM":"0.0833","ProbabilityBE_IV":"0.5094","TheoreticalValue":"24.0875","DailyOpenInterest":0,"ImpliedVolatility":"0.5173","ProbabilityITM_IV":"0.7948","ProbabilityOTM_IV":"0.2052","StandardDeviation":"0.1013","TheoreticalValue_IV":"27.1"},{"Ask":"36.1","Bid":"32","Low":"0","Mid":"34.05","Rho":"0.08332654","High":"0","Last":"17.95","Legs":[{"Ratio":1,"Symbol":"CME 260911C250","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"250"}],"Open":"0","Side":"Call","Vega":"0.1102065","Close":"17.95","Delta":"0.88259879","Gamma":"0.00612331","Theta":"-0.24520609","Volume":0,"AskSize":3,"BidSize":2,"Strikes":["250"],"NetChange":"0","NetChangePct":"0","PreviousClose":"17.95","ProbabilityBE":"0.4878","ExtrinsicValue":"2.305","IntrinsicValue":"33.795","ProbabilityITM":"0.9852","ProbabilityOTM":"0.0148","ProbabilityBE_IV":"0.4771","TheoreticalValue":"34.2318","DailyOpenInterest":1,"ImpliedVolatility":"0.5749","ProbabilityITM_IV":"0.8588","ProbabilityOTM_IV":"0.1412","StandardDeviation":"0.1126","TheoreticalValue_IV":"36.1"},{"Ask":"28.7","Bid":"24.7","Low":"0","Mid":"26.7","Rho":"0.08366036","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C257.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"257.5"}],"Open":"0","Side":"Call","Vega":"0.12480554","Close":"0","Delta":"0.85954986","Gamma":"0.0082072","Theta":"-0.23565905","Volume":0,"AskSize":3,"BidSize":3,"Strikes":["257.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4823","ExtrinsicValue":"2.405","IntrinsicValue":"26.295","ProbabilityITM":"0.9523","ProbabilityOTM":"0.0477","ProbabilityBE_IV":"0.4772","TheoreticalValue":"26.9578","DailyOpenInterest":0,"ImpliedVolatility":"0.4858","ProbabilityITM_IV":"0.8371","ProbabilityOTM_IV":"0.1629","StandardDeviation":"0.0951","TheoreticalValue_IV":"28.7"},{"Ask":"54.3","Bid":"50.3","Low":"0","Mid":"52.3","Rho":"-0.11334477","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P335","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"335"}],"Open":"0","Side":"Put","Vega":"0.1382259","Close":"0","Delta":"-0.83621292","Gamma":"0.00559494","Theta":"-0.35465117","Volume":0,"AskSize":3,"BidSize":3,"Strikes":["335"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5017","ExtrinsicValue":"3.095","IntrinsicValue":"51.205","ProbabilityITM":"0.9979","ProbabilityOTM":"0.0021","ProbabilityBE_IV":"0.5273","TheoreticalValue":"51.205","DailyOpenInterest":0,"ImpliedVolatility":"0.7892","ProbabilityITM_IV":"0.8717","ProbabilityOTM_IV":"0.1283","StandardDeviation":"0.1546","TheoreticalValue_IV":"54.3001"},{"Ask":"0.85","Bid":"0.5","Low":"0.7","Mid":"0.675","Rho":"-0.01204219","High":"0.87","Last":"0.75","Legs":[{"Ratio":1,"Symbol":"CME 260911P265","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"265"}],"Open":"0.86","Side":"Put","Vega":"0.10255979","Close":"0.75","Delta":"-0.10617363","Gamma":"0.01124704","Theta":"-0.10212079","Volume":16,"AskSize":55,"BidSize":3,"Strikes":["265"],"NetChange":"-0.28","NetChangePct":"-0.2718","PreviousClose":"1.03","ProbabilityBE":"0.1091","ExtrinsicValue":"0.85","IntrinsicValue":"0","ProbabilityITM":"0.1202","ProbabilityOTM":"0.8798","ProbabilityBE_IV":"0.106","TheoreticalValue":"0.8889","DailyOpenInterest":27,"ImpliedVolatility":"0.2913","ProbabilityITM_IV":"0.1171","ProbabilityOTM_IV":"0.8829","StandardDeviation":"0.057","TheoreticalValue_IV":"0.85"},{"Ask":"15.7","Bid":"12.7","Low":"0","Mid":"14.2","Rho":"0.08514335","High":"0","Last":"12.62","Legs":[{"Ratio":1,"Symbol":"CME 260911C270","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"270"}],"Open":"0","Side":"Call","Vega":"0.14307925","Close":"12.62","Delta":"0.82718617","Gamma":"0.0160797","Theta":"-0.16571394","Volume":0,"AskSize":10,"BidSize":13,"Strikes":["270"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12.62","ProbabilityBE":"0.4488","ExtrinsicValue":"1.905","IntrinsicValue":"13.795","ProbabilityITM":"0.803","ProbabilityOTM":"0.197","ProbabilityBE_IV":"0.4478","TheoreticalValue":"15.857","DailyOpenInterest":10,"ImpliedVolatility":"0.2842","ProbabilityITM_IV":"0.8125","ProbabilityOTM_IV":"0.1875","StandardDeviation":"0.0557","TheoreticalValue_IV":"15.7"},{"Ask":"2.25","Bid":"0","Low":"0","Mid":"1.125","Rho":"0.01229773","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C340","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"340"}],"Open":"0","Side":"Call","Vega":"0.11153809","Close":"0","Delta":"0.11941299","Gamma":"0.00489727","Theta":"-0.28922292","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["340"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0009","ExtrinsicValue":"2.25","IntrinsicValue":"0","ProbabilityITM":"0.0009","ProbabilityOTM":"0.9991","ProbabilityBE_IV":"0.0932","TheoreticalValue":"0.0052","DailyOpenInterest":0,"ImpliedVolatility":"0.7275","ProbabilityITM_IV":"0.0932","ProbabilityOTM_IV":"0.9068","StandardDeviation":"0.1425","TheoreticalValue_IV":"2.25"},{"Ask":"2.2","Bid":"0","Low":"0","Mid":"1.1","Rho":"-0.01094249","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P230","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"230"}],"Open":"0","Side":"Put","Vega":"0.0919413","Close":"0","Delta":"-0.09144749","Gamma":"0.00341207","Theta":"-0.27603089","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["230"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0002","ExtrinsicValue":"2.2","IntrinsicValue":"0","ProbabilityITM":"0.0002","ProbabilityOTM":"0.9998","ProbabilityBE_IV":"0.1226","TheoreticalValue":"0.0005","DailyOpenInterest":0,"ImpliedVolatility":"0.8608","ProbabilityITM_IV":"0.1226","ProbabilityOTM_IV":"0.8774","StandardDeviation":"0.1686","TheoreticalValue_IV":"2.2"},{"Ask":"3","Bid":"1.15","Low":"0","Mid":"2.075","Rho":"0.03671733","High":"0","Last":"2.2","Legs":[{"Ratio":1,"Symbol":"CME 260911C290","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"290"}],"Open":"0","Side":"Call","Vega":"0.20579273","Close":"2.2","Delta":"0.34343089","Gamma":"0.0274096","Theta":"-0.18359977","Volume":0,"AskSize":25,"BidSize":22,"Strikes":["290"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.2","ProbabilityBE":"0.2674","ExtrinsicValue":"3","IntrinsicValue":"0","ProbabilityITM":"0.3535","ProbabilityOTM":"0.6465","ProbabilityBE_IV":"0.2262","TheoreticalValue":"4.1557","DailyOpenInterest":35,"ImpliedVolatility":"0.2398","ProbabilityITM_IV":"0.3262","ProbabilityOTM_IV":"0.6738","StandardDeviation":"0.047","TheoreticalValue_IV":"3.0001"},{"Ask":"69.2","Bid":"65","Low":"0","Mid":"67.1","Rho":"-0.12116494","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P350","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"350"}],"Open":"0","Side":"Put","Vega":"0.12791996","Close":"0","Delta":"-0.85433157","Gamma":"0.00443385","Theta":"-0.3836275","Volume":0,"AskSize":4,"BidSize":7,"Strikes":["350"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5017","ExtrinsicValue":"2.995","IntrinsicValue":"66.205","ProbabilityITM":"0.9998","ProbabilityOTM":"0.0002","ProbabilityBE_IV":"0.533","TheoreticalValue":"66.205","DailyOpenInterest":0,"ImpliedVolatility":"0.9216","ProbabilityITM_IV":"0.8919","ProbabilityOTM_IV":"0.1081","StandardDeviation":"0.1805","TheoreticalValue_IV":"69.2"},{"Ask":"1.05","Bid":"0.05","Low":"0","Mid":"0.55","Rho":"0.01454344","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C302.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"302.5"}],"Open":"0","Side":"Call","Vega":"0.12181451","Close":"0","Delta":"0.13554298","Gamma":"0.01387512","Theta":"-0.12422166","Volume":0,"AskSize":5,"BidSize":8,"Strikes":["302.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1207","ExtrinsicValue":"1.05","IntrinsicValue":"0","ProbabilityITM":"0.1353","ProbabilityOTM":"0.8647","ProbabilityBE_IV":"0.1095","TheoreticalValue":"1.2336","DailyOpenInterest":0,"ImpliedVolatility":"0.2804","ProbabilityITM_IV":"0.1239","ProbabilityOTM_IV":"0.8761","StandardDeviation":"0.0549","TheoreticalValue_IV":"1.0501"},{"Ask":"51","Bid":"47","Low":"0","Mid":"49","Rho":"0.08064897","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C235","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"235"}],"Open":"0","Side":"Call","Vega":"0.09023667","Close":"0","Delta":"0.91082807","Gamma":"0.0037995","Theta":"-0.26247029","Volume":0,"AskSize":5,"BidSize":4,"Strikes":["235"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4901","ExtrinsicValue":"2.205","IntrinsicValue":"48.795","ProbabilityITM":"0.9994","ProbabilityOTM":"0.0006","ProbabilityBE_IV":"0.4708","TheoreticalValue":"49.1376","DailyOpenInterest":0,"ImpliedVolatility":"0.7586","ProbabilityITM_IV":"0.8842","ProbabilityOTM_IV":"0.1158","StandardDeviation":"0.1486","TheoreticalValue_IV":"51"},{"Ask":"0.45","Bid":"0.05","Low":"0","Mid":"0.25","Rho":"-0.00570266","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P252.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"252.5"}],"Open":"0","Side":"Put","Vega":"0.05780813","Close":"0","Delta":"-0.05011174","Gamma":"0.00494576","Theta":"-0.07456885","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["252.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0221","ExtrinsicValue":"0.45","IntrinsicValue":"0","ProbabilityITM":"0.0225","ProbabilityOTM":"0.9775","ProbabilityBE_IV":"0.0574","TheoreticalValue":"0.1207","DailyOpenInterest":0,"ImpliedVolatility":"0.3734","ProbabilityITM_IV":"0.0582","ProbabilityOTM_IV":"0.9418","StandardDeviation":"0.0731","TheoreticalValue_IV":"0.45"},{"Ask":"1.15","Bid":"0.95","Low":"0.93","Mid":"1.05","Rho":"-0.01703429","High":"1.8","Last":"1","Legs":[{"Ratio":1,"Symbol":"CME 260911P270","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"270"}],"Open":"1.8","Side":"Put","Vega":"0.13067054","Close":"1","Delta":"-0.1503729","Gamma":"0.01619929","Theta":"-0.11418499","Volume":147,"AskSize":3,"BidSize":2,"Strikes":["270"],"NetChange":"-0.85","NetChangePct":"-0.4595","PreviousClose":"1.85","ProbabilityBE":"0.1687","ExtrinsicValue":"1.15","IntrinsicValue":"0","ProbabilityITM":"0.197","ProbabilityOTM":"0.803","ProbabilityBE_IV":"0.1343","TheoreticalValue":"1.6715","DailyOpenInterest":182,"ImpliedVolatility":"0.2577","ProbabilityITM_IV":"0.1625","ProbabilityOTM_IV":"0.8375","StandardDeviation":"0.0505","TheoreticalValue_IV":"1.15"},{"Ask":"34.5","Bid":"30.6","Low":"0","Mid":"32.55","Rho":"-0.10079271","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P315","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"315"}],"Open":"0","Side":"Put","Vega":"0.16019588","Close":"0","Delta":"-0.79232735","Gamma":"0.00856579","Theta":"-0.31078219","Volume":0,"AskSize":6,"BidSize":5,"Strikes":["315"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5017","ExtrinsicValue":"3.295","IntrinsicValue":"31.205","ProbabilityITM":"0.9639","ProbabilityOTM":"0.0361","ProbabilityBE_IV":"0.5186","TheoreticalValue":"31.205","DailyOpenInterest":0,"ImpliedVolatility":"0.5974","ProbabilityITM_IV":"0.8244","ProbabilityOTM_IV":"0.1756","StandardDeviation":"0.117","TheoreticalValue_IV":"34.5001"},{"Ask":"6","Bid":"3.6","Low":"0","Mid":"4.8","Rho":"-0.05178009","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P282.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"282.5"}],"Open":"0","Side":"Put","Vega":"0.2213343","Close":"0","Delta":"-0.44829209","Gamma":"0.0230954","Theta":"-0.22518392","Volume":0,"AskSize":66,"BidSize":17,"Strikes":["282.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3342","ExtrinsicValue":"6","IntrinsicValue":"0","ProbabilityITM":"0.4703","ProbabilityOTM":"0.5297","ProbabilityBE_IV":"0.3407","TheoreticalValue":"5.7547","DailyOpenInterest":0,"ImpliedVolatility":"0.3061","ProbabilityITM_IV":"0.4722","ProbabilityOTM_IV":"0.5278","StandardDeviation":"0.06","TheoreticalValue_IV":"6"},{"Ask":"56","Bid":"52","Low":"0","Mid":"54","Rho":"0.07936915","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C230","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"230"}],"Open":"0","Side":"Call","Vega":"0.08564245","Close":"0","Delta":"0.91684426","Gamma":"0.00332078","Theta":"-0.26952103","Volume":0,"AskSize":3,"BidSize":3,"Strikes":["230"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4903","ExtrinsicValue":"2.205","IntrinsicValue":"53.795","ProbabilityITM":"0.9998","ProbabilityOTM":"0.0002","ProbabilityBE_IV":"0.4683","TheoreticalValue":"54.1287","DailyOpenInterest":0,"ImpliedVolatility":"0.8238","ProbabilityITM_IV":"0.8891","ProbabilityOTM_IV":"0.1109","StandardDeviation":"0.1613","TheoreticalValue_IV":"56"},{"Ask":"25.1","Bid":"22.8","Low":"0","Mid":"23.95","Rho":"0.08993051","High":"0","Last":"10","Legs":[{"Ratio":1,"Symbol":"CME 260911C260","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"260"}],"Open":"0","Side":"Call","Vega":"0.09551309","Close":"10","Delta":"0.90370653","Gamma":"0.00856707","Theta":"-0.14352513","Volume":0,"AskSize":8,"BidSize":9,"Strikes":["260"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10","ProbabilityBE":"0.4788","ExtrinsicValue":"1.305","IntrinsicValue":"23.795","ProbabilityITM":"0.9334","ProbabilityOTM":"0.0666","ProbabilityBE_IV":"0.4781","TheoreticalValue":"24.6032","DailyOpenInterest":3,"ImpliedVolatility":"0.3561","ProbabilityITM_IV":"0.8912","ProbabilityOTM_IV":"0.1088","StandardDeviation":"0.0697","TheoreticalValue_IV":"25.1"},{"Ask":"0.95","Bid":"0.05","Low":"0","Mid":"0.5","Rho":"-0.01113723","High":"0","Last":"0.59","Legs":[{"Ratio":1,"Symbol":"CME 260911P260","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"260"}],"Open":"0","Side":"Put","Vega":"0.09647526","Close":"0.59","Delta":"-0.09761721","Gamma":"0.0085992","Theta":"-0.1189236","Volume":0,"AskSize":15,"BidSize":16,"Strikes":["260"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.59","ProbabilityBE":"0.063","ExtrinsicValue":"0.95","IntrinsicValue":"0","ProbabilityITM":"0.0666","ProbabilityOTM":"0.9334","ProbabilityBE_IV":"0.106","TheoreticalValue":"0.4316","DailyOpenInterest":28,"ImpliedVolatility":"0.3584","ProbabilityITM_IV":"0.1104","ProbabilityOTM_IV":"0.8896","StandardDeviation":"0.0702","TheoreticalValue_IV":"0.95"},{"Ask":"2.3","Bid":"0","Low":"0","Mid":"1.15","Rho":"0.01309246","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C335","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"335"}],"Open":"0","Side":"Call","Vega":"0.11632711","Close":"0","Delta":"0.12679379","Gamma":"0.00538951","Theta":"-0.28610604","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["335"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0021","ExtrinsicValue":"2.3","IntrinsicValue":"0","ProbabilityITM":"0.0021","ProbabilityOTM":"0.9979","ProbabilityBE_IV":"0.1006","TheoreticalValue":"0.0125","DailyOpenInterest":0,"ImpliedVolatility":"0.6895","ProbabilityITM_IV":"0.1007","ProbabilityOTM_IV":"0.8993","StandardDeviation":"0.135","TheoreticalValue_IV":"2.3"},{"Ask":"23.2","Bid":"19.8","Low":"0","Mid":"21.5","Rho":"0.08622258","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C262.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"262.5"}],"Open":"0","Side":"Call","Vega":"0.12246553","Close":"0","Delta":"0.86339745","Gamma":"0.01027208","Theta":"-0.1870407","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["262.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4741","ExtrinsicValue":"1.905","IntrinsicValue":"21.295","ProbabilityITM":"0.9094","ProbabilityOTM":"0.0906","ProbabilityBE_IV":"0.4739","TheoreticalValue":"22.302","DailyOpenInterest":0,"ImpliedVolatility":"0.3808","ProbabilityITM_IV":"0.8463","ProbabilityOTM_IV":"0.1537","StandardDeviation":"0.0746","TheoreticalValue_IV":"23.2"},{"Ask":"1.25","Bid":"0.05","Low":"0","Mid":"0.65","Rho":"0.01727056","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C300","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"300"}],"Open":"0","Side":"Call","Vega":"0.13667396","Close":"0","Delta":"0.16097032","Gamma":"0.01618756","Theta":"-0.13445223","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["300"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1466","ExtrinsicValue":"1.25","IntrinsicValue":"0","ProbabilityITM":"0.1688","ProbabilityOTM":"0.8312","ProbabilityBE_IV":"0.1262","TheoreticalValue":"1.6122","DailyOpenInterest":0,"ImpliedVolatility":"0.2697","ProbabilityITM_IV":"0.1483","ProbabilityOTM_IV":"0.8517","StandardDeviation":"0.0528","TheoreticalValue_IV":"1.2501"},{"Ask":"9","Bid":"6.8","Low":"0","Mid":"7.9","Rho":"-0.0652181","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P287.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"287.5"}],"Open":"0","Side":"Put","Vega":"0.22071892","Close":"0","Delta":"-0.55956847","Gamma":"0.02191031","Theta":"-0.23316924","Volume":0,"AskSize":56,"BidSize":8,"Strikes":["287.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3885","ExtrinsicValue":"5.295","IntrinsicValue":"3.705","ProbabilityITM":"0.5898","ProbabilityOTM":"0.4102","ProbabilityBE_IV":"0.3995","TheoreticalValue":"8.4112","DailyOpenInterest":0,"ImpliedVolatility":"0.3218","ProbabilityITM_IV":"0.5845","ProbabilityOTM_IV":"0.4155","StandardDeviation":"0.063","TheoreticalValue_IV":"8.9999"},{"Ask":"7.4","Bid":"5.4","Low":"5.53","Mid":"6.4","Rho":"0.06761858","High":"5.53","Last":"5.53","Legs":[{"Ratio":1,"Symbol":"CME 260911C280","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"280"}],"Open":"5.53","Side":"Call","Vega":"0.20950825","Close":"5.53","Delta":"0.63906941","Gamma":"0.02951884","Theta":"-0.18517986","Volume":1,"AskSize":6,"BidSize":74,"Strikes":["280"],"NetChange":"-0.62","NetChangePct":"-0.1008","PreviousClose":"6.15","ProbabilityBE":"0.3792","ExtrinsicValue":"3.605","IntrinsicValue":"3.795","ProbabilityITM":"0.5899","ProbabilityOTM":"0.4101","ProbabilityBE_IV":"0.3502","TheoreticalValue":"8.85","DailyOpenInterest":44,"ImpliedVolatility":"0.2267","ProbabilityITM_IV":"0.6222","ProbabilityOTM_IV":"0.3778","StandardDeviation":"0.0444","TheoreticalValue_IV":"7.4"},{"Ask":"3.8","Bid":"1.95","Low":"0","Mid":"2.875","Rho":"-0.03813471","High":"0","Last":"4.37","Legs":[{"Ratio":1,"Symbol":"CME 260911P277.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"277.5"}],"Open":"0","Side":"Put","Vega":"0.2031945","Close":"4.37","Delta":"-0.33232866","Gamma":"0.02164484","Theta":"-0.20472101","Volume":0,"AskSize":95,"BidSize":12,"Strikes":["277.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.37","ProbabilityBE":"0.2702","ExtrinsicValue":"3.8","IntrinsicValue":"0","ProbabilityITM":"0.3514","ProbabilityOTM":"0.6486","ProbabilityBE_IV":"0.2737","TheoreticalValue":"3.702","DailyOpenInterest":8,"ImpliedVolatility":"0.2999","ProbabilityITM_IV":"0.3541","ProbabilityOTM_IV":"0.6459","StandardDeviation":"0.0587","TheoreticalValue_IV":"3.8001"},{"Ask":"2.4","Bid":"0.6","Low":"0","Mid":"1.5","Rho":"0.03056784","High":"0","Last":"1.23","Legs":[{"Ratio":1,"Symbol":"CME 260911C292.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"292.5"}],"Open":"0","Side":"Call","Vega":"0.19013413","Close":"1.23","Delta":"0.28556871","Gamma":"0.02459246","Theta":"-0.17352829","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["292.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.23","ProbabilityBE":"0.2361","ExtrinsicValue":"2.4","IntrinsicValue":"0","ProbabilityITM":"0.3003","ProbabilityOTM":"0.6997","ProbabilityBE_IV":"0.1981","TheoreticalValue":"3.3406","DailyOpenInterest":1,"ImpliedVolatility":"0.247","ProbabilityITM_IV":"0.2693","ProbabilityOTM_IV":"0.7307","StandardDeviation":"0.0484","TheoreticalValue_IV":"2.4"},{"Ask":"12.9","Bid":"10.4","Low":"0","Mid":"11.65","Rho":"-0.07625185","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P292.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"292.5"}],"Open":"0","Side":"Put","Vega":"0.20811557","Close":"0","Delta":"-0.64588709","Gamma":"0.01865432","Theta":"-0.24134167","Volume":0,"AskSize":7,"BidSize":7,"Strikes":["292.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4304","ExtrinsicValue":"4.195","IntrinsicValue":"8.705","ProbabilityITM":"0.6997","ProbabilityOTM":"0.3003","ProbabilityBE_IV":"0.4467","TheoreticalValue":"11.6511","DailyOpenInterest":0,"ImpliedVolatility":"0.3564","ProbabilityITM_IV":"0.6717","ProbabilityOTM_IV":"0.3283","StandardDeviation":"0.0698","TheoreticalValue_IV":"12.9"},{"Ask":"2.45","Bid":"0","Low":"0","Mid":"1.225","Rho":"0.01751953","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C315","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"315"}],"Open":"0","Side":"Call","Vega":"0.14022034","Close":"0","Delta":"0.16745583","Gamma":"0.00871265","Theta":"-0.25866217","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["315"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.035","ExtrinsicValue":"2.45","IntrinsicValue":"0","ProbabilityITM":"0.0361","ProbabilityOTM":"0.9639","ProbabilityBE_IV":"0.1414","TheoreticalValue":"0.2684","DailyOpenInterest":0,"ImpliedVolatility":"0.5141","ProbabilityITM_IV":"0.1433","ProbabilityOTM_IV":"0.8567","StandardDeviation":"0.1007","TheoreticalValue_IV":"2.45"},{"Ask":"2.9","Bid":"1.45","Low":"0","Mid":"2.175","Rho":"-0.03157706","High":"0","Last":"3.44","Legs":[{"Ratio":1,"Symbol":"CME 260911P275","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"275"}],"Open":"0","Side":"Put","Vega":"0.18704207","Close":"3.44","Delta":"-0.27604802","Gamma":"0.02022839","Theta":"-0.18640212","Volume":0,"AskSize":28,"BidSize":5,"Strikes":["275"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.44","ProbabilityBE":"0.2361","ExtrinsicValue":"2.9","IntrinsicValue":"0","ProbabilityITM":"0.2956","ProbabilityOTM":"0.7044","ProbabilityBE_IV":"0.2364","TheoreticalValue":"2.894","DailyOpenInterest":9,"ImpliedVolatility":"0.2954","ProbabilityITM_IV":"0.2958","ProbabilityOTM_IV":"0.7042","StandardDeviation":"0.0578","TheoreticalValue_IV":"2.9"},{"Ask":"0.9","Bid":"0","Low":"0","Mid":"0.45","Rho":"-0.00714211","High":"0","Last":"0.3","Legs":[{"Ratio":1,"Symbol":"CME 260911P240","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"240"}],"Open":"0","Side":"Put","Vega":"0.06801514","Close":"0.3","Delta":"-0.0615755","Gamma":"0.00376182","Theta":"-0.13656534","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["240"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.3","ProbabilityBE":"0.002","ExtrinsicValue":"0.9","IntrinsicValue":"0","ProbabilityITM":"0.002","ProbabilityOTM":"0.998","ProbabilityBE_IV":"0.0766","TheoreticalValue":"0.008","DailyOpenInterest":12,"ImpliedVolatility":"0.5776","ProbabilityITM_IV":"0.0767","ProbabilityOTM_IV":"0.9233","StandardDeviation":"0.1131","TheoreticalValue_IV":"0.9"},{"Ask":"0.95","Bid":"0.6","Low":"0.68","Mid":"0.775","Rho":"-0.01397756","High":"1.35","Last":"0.68","Legs":[{"Ratio":1,"Symbol":"CME 260911P267.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"267.5"}],"Open":"1.32","Side":"Put","Vega":"0.11412195","Close":"0.68","Delta":"-0.12336654","Gamma":"0.0134241","Theta":"-0.10554739","Volume":121,"AskSize":9,"BidSize":41,"Strikes":["267.5"],"NetChange":"-0.57","NetChangePct":"-0.456","PreviousClose":"1.25","ProbabilityBE":"0.1375","ExtrinsicValue":"0.95","IntrinsicValue":"0","ProbabilityITM":"0.1557","ProbabilityOTM":"0.8443","ProbabilityBE_IV":"0.1168","TheoreticalValue":"1.2322","DailyOpenInterest":6,"ImpliedVolatility":"0.2716","ProbabilityITM_IV":"0.1346","ProbabilityOTM_IV":"0.8654","StandardDeviation":"0.0532","TheoreticalValue_IV":"0.95"},{"Ask":"17.2","Bid":"14.7","Low":"0","Mid":"15.95","Rho":"-0.08479614","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P297.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"297.5"}],"Open":"0","Side":"Put","Vega":"0.19206743","Close":"0","Delta":"-0.70823097","Gamma":"0.01553671","Theta":"-0.24501053","Volume":0,"AskSize":7,"BidSize":7,"Strikes":["297.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4604","ExtrinsicValue":"3.495","IntrinsicValue":"13.705","ProbabilityITM":"0.7924","ProbabilityOTM":"0.2076","ProbabilityBE_IV":"0.4773","TheoreticalValue":"15.4087","DailyOpenInterest":0,"ImpliedVolatility":"0.3949","ProbabilityITM_IV":"0.7344","ProbabilityOTM_IV":"0.2656","StandardDeviation":"0.0773","TheoreticalValue_IV":"17.1999"},{"Ask":"3.9","Bid":"1.9","Low":"0","Mid":"2.9","Rho":"0.04403694","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C287.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"287.5"}],"Open":"0","Side":"Call","Vega":"0.21787771","Close":"0","Delta":"0.41295789","Gamma":"0.02901185","Theta":"-0.19578566","Volume":0,"AskSize":36,"BidSize":34,"Strikes":["287.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2981","ExtrinsicValue":"3.9","IntrinsicValue":"0","ProbabilityITM":"0.4102","ProbabilityOTM":"0.5898","ProbabilityBE_IV":"0.2612","TheoreticalValue":"5.1083","DailyOpenInterest":0,"ImpliedVolatility":"0.2399","ProbabilityITM_IV":"0.3946","ProbabilityOTM_IV":"0.6054","StandardDeviation":"0.047","TheoreticalValue_IV":"3.9001"},{"Ask":"46","Bid":"42.1","Low":"0","Mid":"44.05","Rho":"0.08182598","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C240","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"240"}],"Open":"0","Side":"Call","Vega":"0.09538663","Close":"0","Delta":"0.90387992","Gamma":"0.00439028","Theta":"-0.25482678","Volume":0,"AskSize":3,"BidSize":3,"Strikes":["240"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4897","ExtrinsicValue":"2.205","IntrinsicValue":"43.795","ProbabilityITM":"0.998","ProbabilityOTM":"0.002","ProbabilityBE_IV":"0.4733","TheoreticalValue":"44.1507","DailyOpenInterest":0,"ImpliedVolatility":"0.694","ProbabilityITM_IV":"0.8784","ProbabilityOTM_IV":"0.1216","StandardDeviation":"0.1359","TheoreticalValue_IV":"46"},{"Ask":"6.2","Bid":"4","Low":"0","Mid":"5.1","Rho":"0.05939327","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C282.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"282.5"}],"Open":"0","Side":"Call","Vega":"0.22065934","Close":"0","Delta":"0.56027475","Gamma":"0.02956964","Theta":"-0.20099248","Volume":0,"AskSize":17,"BidSize":54,"Strikes":["282.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3545","ExtrinsicValue":"4.905","IntrinsicValue":"1.295","ProbabilityITM":"0.5297","ProbabilityOTM":"0.4703","ProbabilityBE_IV":"0.3266","TheoreticalValue":"7.4524","DailyOpenInterest":0,"ImpliedVolatility":"0.2384","ProbabilityITM_IV":"0.5417","ProbabilityOTM_IV":"0.4583","StandardDeviation":"0.0467","TheoreticalValue_IV":"6.2001"},{"Ask":"2.35","Bid":"0","Low":"0","Mid":"1.175","Rho":"0.01486186","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C325","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"325"}],"Open":"0","Side":"Call","Vega":"0.12634199","Close":"0","Delta":"0.14301039","Gamma":"0.00668243","Theta":"-0.27282461","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["325"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0097","ExtrinsicValue":"2.35","IntrinsicValue":"0","ProbabilityITM":"0.0098","ProbabilityOTM":"0.9902","ProbabilityBE_IV":"0.1175","TheoreticalValue":"0.0635","DailyOpenInterest":0,"ImpliedVolatility":"0.604","ProbabilityITM_IV":"0.1178","ProbabilityOTM_IV":"0.8822","StandardDeviation":"0.1183","TheoreticalValue_IV":"2.35"},{"Ask":"44.3","Bid":"40.4","Low":"0","Mid":"42.35","Rho":"-0.10772361","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P325","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"325"}],"Open":"0","Side":"Put","Vega":"0.14651188","Close":"0","Delta":"-0.82059152","Gamma":"0.00678084","Theta":"-0.32806354","Volume":0,"AskSize":3,"BidSize":3,"Strikes":["325"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5017","ExtrinsicValue":"3.095","IntrinsicValue":"41.205","ProbabilityITM":"0.9902","ProbabilityOTM":"0.0098","ProbabilityBE_IV":"0.5229","TheoreticalValue":"41.205","DailyOpenInterest":0,"ImpliedVolatility":"0.6902","ProbabilityITM_IV":"0.854","ProbabilityOTM_IV":"0.146","StandardDeviation":"0.1352","TheoreticalValue_IV":"44.3"},{"Ask":"0.7","Bid":"0.25","Low":"0.54","Mid":"0.475","Rho":"-0.00989893","High":"0.72","Last":"0.54","Legs":[{"Ratio":1,"Symbol":"CME 260911P262.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"262.5"}],"Open":"0.72","Side":"Put","Vega":"0.0887999","Close":"0.54","Delta":"-0.0872723","Gamma":"0.00934638","Theta":"-0.09237903","Volume":2,"AskSize":44,"BidSize":8,"Strikes":["262.5"],"NetChange":"-0.15","NetChangePct":"-0.2174","PreviousClose":"0.69","ProbabilityBE":"0.0841","ExtrinsicValue":"0.7","IntrinsicValue":"0","ProbabilityITM":"0.0906","ProbabilityOTM":"0.9094","ProbabilityBE_IV":"0.0905","TheoreticalValue":"0.6268","DailyOpenInterest":33,"ImpliedVolatility":"0.3035","ProbabilityITM_IV":"0.0972","ProbabilityOTM_IV":"0.9028","StandardDeviation":"0.0594","TheoreticalValue_IV":"0.7"},{"Ask":"24.7","Bid":"20.6","Low":"0","Mid":"22.65","Rho":"-0.09245198","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P305","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"305"}],"Open":"0","Side":"Put","Vega":"0.17733127","Close":"0","Delta":"-0.75123557","Gamma":"0.01149773","Theta":"-0.28359792","Volume":0,"AskSize":6,"BidSize":6,"Strikes":["305"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4871","ExtrinsicValue":"3.495","IntrinsicValue":"21.205","ProbabilityITM":"0.8931","ProbabilityOTM":"0.1069","ProbabilityBE_IV":"0.5047","TheoreticalValue":"21.8056","DailyOpenInterest":0,"ImpliedVolatility":"0.4927","ProbabilityITM_IV":"0.781","ProbabilityOTM_IV":"0.219","StandardDeviation":"0.0965","TheoreticalValue_IV":"24.6999"},{"Ask":"21.9","Bid":"18.9","Low":"0","Mid":"20.4","Rho":"-0.09100153","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P302.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"302.5"}],"Open":"0","Side":"Put","Vega":"0.17856741","Close":"0","Delta":"-0.74795382","Gamma":"0.0128338","Theta":"-0.25578403","Volume":0,"AskSize":7,"BidSize":5,"Strikes":["302.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4803","ExtrinsicValue":"3.195","IntrinsicValue":"18.705","ProbabilityITM":"0.8647","ProbabilityOTM":"0.1353","ProbabilityBE_IV":"0.4967","TheoreticalValue":"19.5895","DailyOpenInterest":0,"ImpliedVolatility":"0.4445","ProbabilityITM_IV":"0.7751","ProbabilityOTM_IV":"0.2249","StandardDeviation":"0.087","TheoreticalValue_IV":"21.9"},{"Ask":"0.65","Bid":"0.05","Low":"0","Mid":"0.35","Rho":"-0.00773462","High":"0","Last":"0.3","Legs":[{"Ratio":1,"Symbol":"CME 260911P255","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"255"}],"Open":"0","Side":"Put","Vega":"0.07332064","Close":"0.3","Delta":"-0.06782787","Gamma":"0.00619532","Theta":"-0.09565564","Volume":0,"AskSize":61,"BidSize":8,"Strikes":["255"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.3","ProbabilityBE":"0.0323","ExtrinsicValue":"0.65","IntrinsicValue":"0","ProbabilityITM":"0.0332","ProbabilityOTM":"0.9668","ProbabilityBE_IV":"0.0767","TheoreticalValue":"0.1896","DailyOpenInterest":15,"ImpliedVolatility":"0.378","ProbabilityITM_IV":"0.0781","ProbabilityOTM_IV":"0.9219","StandardDeviation":"0.074","TheoreticalValue_IV":"0.65"},{"Ask":"0.7","Bid":"0.05","Low":"0","Mid":"0.375","Rho":"-0.00862762","High":"0","Last":"0.55","Legs":[{"Ratio":1,"Symbol":"CME 260911P257.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"257.5"}],"Open":"0","Side":"Put","Vega":"0.07980223","Close":"0.55","Delta":"-0.07574716","Gamma":"0.00712497","Theta":"-0.09835644","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["257.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.55","ProbabilityBE":"0.0458","ExtrinsicValue":"0.7","IntrinsicValue":"0","ProbabilityITM":"0.0477","ProbabilityOTM":"0.9523","ProbabilityBE_IV":"0.0838","TheoreticalValue":"0.2898","DailyOpenInterest":6,"ImpliedVolatility":"0.3578","ProbabilityITM_IV":"0.0863","ProbabilityOTM_IV":"0.9137","StandardDeviation":"0.0701","TheoreticalValue_IV":"0.7"},{"Ask":"9.5","Bid":"6.9","Low":"6.92","Mid":"8.2","Rho":"0.07292622","High":"6.92","Last":"6.92","Legs":[{"Ratio":1,"Symbol":"CME 260911C277.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"277.5"}],"Open":"6.92","Side":"Call","Vega":"0.19610233","Close":"6.92","Delta":"0.69458545","Gamma":"0.02504211","Theta":"-0.19205631","Volume":1,"AskSize":25,"BidSize":18,"Strikes":["277.5"],"NetChange":"6.92","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.401","ExtrinsicValue":"3.205","IntrinsicValue":"6.295","ProbabilityITM":"0.6486","ProbabilityOTM":"0.3514","ProbabilityBE_IV":"0.3874","TheoreticalValue":"10.3963","DailyOpenInterest":0,"ImpliedVolatility":"0.2502","ProbabilityITM_IV":"0.6771","ProbabilityOTM_IV":"0.3229","StandardDeviation":"0.049","TheoreticalValue_IV":"9.5"},{"Ask":"2.15","Bid":"0","Low":"0","Mid":"1.075","Rho":"-0.00957245","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"CME 260911P220","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"220"}],"Open":"0","Side":"Put","Vega":"0.08255272","Close":"0.05","Delta":"-0.07920347","Gamma":"0.0026656","Theta":"-0.28530664","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["220"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0","ExtrinsicValue":"2.15","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.1121","TheoreticalValue":"0","DailyOpenInterest":32,"ImpliedVolatility":"0.9893","ProbabilityITM_IV":"0.1121","ProbabilityOTM_IV":"0.8879","StandardDeviation":"0.1937","TheoreticalValue_IV":"2.15"},{"Ask":"29.5","Bid":"25.5","Low":"0","Mid":"27.5","Rho":"-0.09713692","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P310","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"310"}],"Open":"0","Side":"Put","Vega":"0.16703697","Close":"0","Delta":"-0.77680704","Gamma":"0.00986645","Theta":"-0.29282409","Volume":0,"AskSize":3,"BidSize":2,"Strikes":["310"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4964","ExtrinsicValue":"3.295","IntrinsicValue":"26.205","ProbabilityITM":"0.9361","ProbabilityOTM":"0.0639","ProbabilityBE_IV":"0.513","TheoreticalValue":"26.4222","DailyOpenInterest":0,"ImpliedVolatility":"0.5408","ProbabilityITM_IV":"0.8073","ProbabilityOTM_IV":"0.1927","StandardDeviation":"0.1059","TheoreticalValue_IV":"29.5"},{"Ask":"30.1","Bid":"27.2","Low":"0","Mid":"28.65","Rho":"0.0892067","High":"0","Last":"27.38","Legs":[{"Ratio":1,"Symbol":"CME 260911C255","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"255"}],"Open":"0","Side":"Call","Vega":"0.08724621","Close":"27.38","Delta":"0.91476324","Gamma":"0.00673869","Theta":"-0.15062094","Volume":0,"AskSize":7,"BidSize":7,"Strikes":["255"],"NetChange":"0","NetChangePct":"0","PreviousClose":"27.38","ProbabilityBE":"0.4848","ExtrinsicValue":"1.305","IntrinsicValue":"28.795","ProbabilityITM":"0.9668","ProbabilityOTM":"0.0332","ProbabilityBE_IV":"0.4812","TheoreticalValue":"29.354","DailyOpenInterest":1,"ImpliedVolatility":"0.4136","ProbabilityITM_IV":"0.9013","ProbabilityOTM_IV":"0.0987","StandardDeviation":"0.081","TheoreticalValue_IV":"30.1"},{"Ask":"4.8","Bid":"2.85","Low":"0","Mid":"3.825","Rho":"0.05161461","High":"0","Last":"3.7","Legs":[{"Ratio":1,"Symbol":"CME 260911C285","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"285"}],"Open":"0","Side":"Call","Vega":"0.22305033","Close":"3.7","Delta":"0.48482441","Gamma":"0.03070471","Theta":"-0.19598432","Volume":0,"AskSize":27,"BidSize":48,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.7","ProbabilityBE":"0.3273","ExtrinsicValue":"4.8","IntrinsicValue":"0","ProbabilityITM":"0.4693","ProbabilityOTM":"0.5307","ProbabilityBE_IV":"0.2896","TheoreticalValue":"6.2056","DailyOpenInterest":11,"ImpliedVolatility":"0.232","ProbabilityITM_IV":"0.4666","ProbabilityOTM_IV":"0.5334","StandardDeviation":"0.0454","TheoreticalValue_IV":"4.8"},{"Ask":"0.6","Bid":"0.05","Low":"0","Mid":"0.325","Rho":"-0.0065599","High":"0","Last":"0.5","Legs":[{"Ratio":1,"Symbol":"CME 260911P250","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"250"}],"Open":"0","Side":"Put","Vega":"0.0643325","Close":"0.5","Delta":"-0.0573546","Gamma":"0.00485149","Theta":"-0.09431344","Volume":0,"AskSize":6,"BidSize":6,"Strikes":["250"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.5","ProbabilityBE":"0.0146","ExtrinsicValue":"0.6","IntrinsicValue":"0","ProbabilityITM":"0.0148","ProbabilityOTM":"0.9852","ProbabilityBE_IV":"0.0671","TheoreticalValue":"0.0747","DailyOpenInterest":16,"ImpliedVolatility":"0.4236","ProbabilityITM_IV":"0.0676","ProbabilityOTM_IV":"0.9324","StandardDeviation":"0.083","TheoreticalValue_IV":"0.6"},{"Ask":"66.2","Bid":"62","Low":"0","Mid":"64.1","Rho":"0.07599572","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C220","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"220"}],"Open":"0","Side":"Call","Vega":"0.08143825","Close":"0","Delta":"0.92220397","Gamma":"0.00265038","Theta":"-0.30169328","Volume":0,"AskSize":7,"BidSize":4,"Strikes":["220"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4906","ExtrinsicValue":"2.405","IntrinsicValue":"63.795","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4621","TheoreticalValue":"64.1137","DailyOpenInterest":0,"ImpliedVolatility":"0.9815","ProbabilityITM_IV":"0.89","ProbabilityOTM_IV":"0.11","StandardDeviation":"0.1922","TheoreticalValue_IV":"66.2"},{"Ask":"15.1","Bid":"12","Low":"0","Mid":"13.55","Rho":"-0.08058247","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P295","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"295"}],"Open":"0","Side":"Put","Vega":"0.20075868","Close":"0","Delta":"-0.67741162","Gamma":"0.01688918","Theta":"-0.2474708","Volume":0,"AskSize":8,"BidSize":7,"Strikes":["295"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4468","ExtrinsicValue":"3.895","IntrinsicValue":"11.205","ProbabilityITM":"0.7485","ProbabilityOTM":"0.2515","ProbabilityBE_IV":"0.4645","TheoreticalValue":"13.4706","DailyOpenInterest":0,"ImpliedVolatility":"0.3797","ProbabilityITM_IV":"0.7038","ProbabilityOTM_IV":"0.2962","StandardDeviation":"0.0744","TheoreticalValue_IV":"15.1"},{"Ask":"0.7","Bid":"0.05","Low":"0","Mid":"0.375","Rho":"0.00938938","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C310","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"310"}],"Open":"0","Side":"Call","Vega":"0.0890378","Close":"0","Delta":"0.08758569","Gamma":"0.00895354","Theta":"-0.10214951","Volume":0,"AskSize":5,"BidSize":8,"Strikes":["310"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0605","ExtrinsicValue":"0.7","IntrinsicValue":"0","ProbabilityITM":"0.0639","ProbabilityOTM":"0.9361","ProbabilityBE_IV":"0.0743","TheoreticalValue":"0.5128","DailyOpenInterest":0,"ImpliedVolatility":"0.3177","ProbabilityITM_IV":"0.078","ProbabilityOTM_IV":"0.922","StandardDeviation":"0.0622","TheoreticalValue_IV":"0.7"},{"Ask":"6.6","Bid":"5.4","Low":"0","Mid":"6","Rho":"-0.05876282","High":"0","Last":"17.6","Legs":[{"Ratio":1,"Symbol":"CME 260911P285","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"285"}],"Open":"0","Side":"Put","Vega":"0.22314867","Close":"17.6","Delta":"-0.50949166","Gamma":"0.02575413","Theta":"-0.20222103","Volume":0,"AskSize":10,"BidSize":5,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"17.6","ProbabilityBE":"0.3628","ExtrinsicValue":"5.395","IntrinsicValue":"1.205","ProbabilityITM":"0.5307","ProbabilityOTM":"0.4693","ProbabilityBE_IV":"0.3528","TheoreticalValue":"7.0076","DailyOpenInterest":2,"ImpliedVolatility":"0.2768","ProbabilityITM_IV":"0.5312","ProbabilityOTM_IV":"0.4688","StandardDeviation":"0.0542","TheoreticalValue_IV":"6.6"},{"Ask":"11","Bid":"8.7","Low":"0","Mid":"9.85","Rho":"-0.07090368","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P290","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"290"}],"Open":"0","Side":"Put","Vega":"0.21557185","Close":"0","Delta":"-0.60407942","Gamma":"0.02003581","Theta":"-0.24247556","Volume":0,"AskSize":8,"BidSize":7,"Strikes":["290"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.411","ExtrinsicValue":"4.795","IntrinsicValue":"6.205","ProbabilityITM":"0.6465","ProbabilityOTM":"0.3535","ProbabilityBE_IV":"0.4269","TheoreticalValue":"9.9615","DailyOpenInterest":0,"ImpliedVolatility":"0.3437","ProbabilityITM_IV":"0.6299","ProbabilityOTM_IV":"0.3701","StandardDeviation":"0.0673","TheoreticalValue_IV":"10.9999"},{"Ask":"19.6","Bid":"17","Low":"0","Mid":"18.3","Rho":"-0.08789059","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P300","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"300"}],"Open":"0","Side":"Put","Vega":"0.1857356","Close":"0","Delta":"-0.72784074","Gamma":"0.01401628","Theta":"-0.25397903","Volume":0,"AskSize":7,"BidSize":7,"Strikes":["300"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4715","ExtrinsicValue":"3.395","IntrinsicValue":"16.205","ProbabilityITM":"0.8312","ProbabilityOTM":"0.1688","ProbabilityBE_IV":"0.4887","TheoreticalValue":"17.4527","DailyOpenInterest":0,"ImpliedVolatility":"0.4233","ProbabilityITM_IV":"0.7548","ProbabilityOTM_IV":"0.2452","StandardDeviation":"0.0829","TheoreticalValue_IV":"19.6"},{"Ask":"59.2","Bid":"55.3","Low":"0","Mid":"57.25","Rho":"-0.1162072","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911P340","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"340"}],"Open":"0","Side":"Put","Vega":"0.13342375","Close":"0","Delta":"-0.84482459","Gamma":"0.00513905","Theta":"-0.3594266","Volume":0,"AskSize":5,"BidSize":6,"Strikes":["340"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5017","ExtrinsicValue":"2.995","IntrinsicValue":"56.205","ProbabilityITM":"0.9991","ProbabilityOTM":"0.0009","ProbabilityBE_IV":"0.5291","TheoreticalValue":"56.205","DailyOpenInterest":0,"ImpliedVolatility":"0.8294","ProbabilityITM_IV":"0.8806","ProbabilityOTM_IV":"0.1194","StandardDeviation":"0.1624","TheoreticalValue_IV":"59.2001"},{"Ask":"41","Bid":"37.1","Low":"0","Mid":"39.05","Rho":"0.08287066","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CME 260911C245","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"245"}],"Open":"0","Side":"Call","Vega":"0.10122445","Close":"0","Delta":"0.89573208","Gamma":"0.00513414","Theta":"-0.24646595","Volume":0,"AskSize":2,"BidSize":3,"Strikes":["245"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4891","ExtrinsicValue":"2.205","IntrinsicValue":"38.795","ProbabilityITM":"0.9942","ProbabilityOTM":"0.0058","ProbabilityBE_IV":"0.4756","TheoreticalValue":"39.1761","DailyOpenInterest":0,"ImpliedVolatility":"0.6298","ProbabilityITM_IV":"0.8715","ProbabilityOTM_IV":"0.1285","StandardDeviation":"0.1233","TheoreticalValue_IV":"41"},{"Ask":"2.35","Bid":"0","Low":"0","Mid":"1.175","Rho":"-0.01405604","High":"0","Last":"1.35","Legs":[{"Ratio":1,"Symbol":"CME 260911P245","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"245"}],"Open":"0","Side":"Put","Vega":"0.11136137","Close":"1.35","Delta":"-0.11914501","Gamma":"0.00525634","Theta":"-0.26191383","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["245"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.35","ProbabilityBE":"0.0058","ExtrinsicValue":"2.35","IntrinsicValue":"0","ProbabilityITM":"0.0058","ProbabilityOTM":"0.9942","ProbabilityBE_IV":"0.1476","TheoreticalValue":"0.0261","DailyOpenInterest":3,"ImpliedVolatility":"0.6768","ProbabilityITM_IV":"0.1478","ProbabilityOTM_IV":"0.8522","StandardDeviation":"0.1325","TheoreticalValue_IV":"2.35"},{"Ask":"2.9","Bid":"1.45","Low":"0","Mid":"2.175","Rho":"-0.03157703","High":"0","Last":"3.44","Legs":[{"Ratio":1,"Symbol":"CME 260911P275","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"275"}],"Open":"0","Side":"Put","Vega":"0.18704199","Close":"3.44","Delta":"-0.27604803","Gamma":"0.02022839","Theta":"-0.18640228","Volume":0,"AskSize":28,"BidSize":6,"Strikes":["275"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.44","ProbabilityBE":"0.2361","ExtrinsicValue":"2.9","IntrinsicValue":"0","ProbabilityITM":"0.2956","ProbabilityOTM":"0.7044","ProbabilityBE_IV":"0.2364","TheoreticalValue":"2.894","DailyOpenInterest":9,"ImpliedVolatility":"0.2954","ProbabilityITM_IV":"0.2958","ProbabilityOTM_IV":"0.7042","StandardDeviation":"0.0578","TheoreticalValue_IV":"2.9"}],"expirations":[{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-28T15:30:23.965Z","selectedExpiration":{"date":"2026-09-11T00:00:00Z","type":"Weekly"}},"candidates":[{"variant":"long_call_60_delta","recommended":true,"expiration":"2026-09-11T00:00:00.000Z","dte":14,"legs":[{"ask":7.4,"bid":5.4,"mid":6.4,"raw":{"Ask":"7.4","Bid":"5.4","Low":"5.53","Mid":"6.4","Rho":"0.06761858","High":"5.53","Last":"5.53","Legs":[{"Ratio":1,"Symbol":"CME 260911C280","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"280"}],"Open":"5.53","Side":"Call","Vega":"0.20950825","Close":"5.53","Delta":"0.63906941","Gamma":"0.02951884","Theta":"-0.18517986","Volume":1,"AskSize":6,"BidSize":74,"Strikes":["280"],"NetChange":"-0.62","NetChangePct":"-0.1008","PreviousClose":"6.15","ProbabilityBE":"0.3792","ExtrinsicValue":"3.605","IntrinsicValue":"3.795","ProbabilityITM":"0.5899","ProbabilityOTM":"0.4101","ProbabilityBE_IV":"0.3502","TheoreticalValue":"8.85","DailyOpenInterest":44,"ImpliedVolatility":"0.2267","ProbabilityITM_IV":"0.6222","ProbabilityOTM_IV":"0.3778","StandardDeviation":"0.0444","TheoreticalValue_IV":"7.4"},"delta":0.63906941,"ratio":1,"strike":280,"symbol":"CME 260911C280","volume":1,"askSize":6,"bidSize":74,"expiration":"2026-09-11T00:00:00Z","optionType":"call","openInterest":44,"impliedVolatility":0.2267}],"entryBid":5.4,"entryAsk":7.4,"entryMid":6.4,"entryDebit":7.4,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-09-11T00:00:00.000Z","dte":14,"legs":[{"ask":11.4,"bid":8.6,"mid":10,"raw":{"Ask":"11.4","Bid":"8.6","Low":"0","Mid":"10","Rho":"0.07828432","High":"0","Last":"8.9","Legs":[{"Ratio":1,"Symbol":"CME 260911C275","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"275"}],"Open":"0","Side":"Call","Vega":"0.17785398","Close":"8.9","Delta":"0.74985402","Gamma":"0.02206258","Theta":"-0.18199126","Volume":0,"AskSize":10,"BidSize":17,"Strikes":["275"],"NetChange":"0","NetChangePct":"0","PreviousClose":"8.9","ProbabilityBE":"0.4198","ExtrinsicValue":"2.605","IntrinsicValue":"8.795","ProbabilityITM":"0.7044","ProbabilityOTM":"0.2956","ProbabilityBE_IV":"0.4114","TheoreticalValue":"12.0858","DailyOpenInterest":178,"ImpliedVolatility":"0.2575","ProbabilityITM_IV":"0.7334","ProbabilityOTM_IV":"0.2666","StandardDeviation":"0.0504","TheoreticalValue_IV":"11.4"},"delta":0.74985402,"ratio":1,"strike":275,"symbol":"CME 260911C275","volume":0,"askSize":10,"bidSize":17,"expiration":"2026-09-11T00:00:00Z","optionType":"call","openInterest":178,"impliedVolatility":0.2575}],"entryBid":8.6,"entryAsk":11.4,"entryMid":10,"entryDebit":11.4,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_CME_60_L_1787927400000","variant":"long_call_60_delta","exitBid":5.7,"exitAsk":10.2,"exitMid":7.95,"exitCredit":5.7,"pnlPerContract":-170.00000000000003,"returnOnDebit":-0.22972972972972974,"quote":{"ask":10.2,"bid":5.7,"mid":7.95,"raw":{"Ask":"10.2","Bid":"5.7","Low":"0","Mid":"7.95","Rho":"0.049973","High":"0","Last":"7.18","Legs":[{"Ratio":1,"Symbol":"CME 260911C280","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"280"}],"Open":"0","Side":"Call","Vega":"0.17636858","Close":"7.18","Delta":"0.65679448","Gamma":"0.0218825","Theta":"-0.31916128","Volume":0,"AskSize":5,"BidSize":5,"Strikes":["280"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.18","ProbabilityBE":"0.4064","ExtrinsicValue":"4.275","IntrinsicValue":"5.925","ProbabilityITM":"0.6619","ProbabilityOTM":"0.3381","ProbabilityBE_IV":"0.4174","TheoreticalValue":"9.26","DailyOpenInterest":46,"ImpliedVolatility":"0.3504","ProbabilityITM_IV":"0.6349","ProbabilityOTM_IV":"0.3651","StandardDeviation":"0.058","TheoreticalValue_IV":"10.2"},"capturedAt":"2026-09-01T13:30:17.257Z"},"closedAt":"2026-09-01T13:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_CME_60_L_1787927400000","variant":"long_call_60_delta","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":7.4,"rawEvent":{"riskBudgetDollars":102.88794730857082},"submittedAt":"2026-08-28T15:30:24.005Z"}],"capturedAt":"2026-08-28T15:30:22.411Z","closedAt":null},{"signalId":"DDV1_BATS_T_60_L_1787923800000","symbol":"T","timeframe":"60","underlyingEntryPrice":25.91,"predictedHoldBars":7.270563264207343,"predictedMfeR":0.2631320759842333,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"call_debit_spread","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"0.04","Bid":"0.03","Low":"0.03","Mid":"0.035","Rho":"-0.00068012","High":"0.04","Last":"0.03","Legs":[{"Ratio":1,"Symbol":"T 260911P24","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"24"}],"Open":"0.04","Side":"Put","Vega":"0.00654732","Close":"0.03","Delta":"-0.06580492","Gamma":"0.09406873","Theta":"-0.0059444","Volume":4,"AskSize":509,"BidSize":4,"Strikes":["24"],"NetChange":"-0.04","NetChangePct":"-0.5714","PreviousClose":"0.07","ProbabilityBE":"0.0822","ExtrinsicValue":"0.04","IntrinsicValue":"0","ProbabilityITM":"0.0884","ProbabilityOTM":"0.9116","ProbabilityBE_IV":"0.067","TheoreticalValue":"0.054","DailyOpenInterest":135,"ImpliedVolatility":"0.2661","ProbabilityITM_IV":"0.0728","ProbabilityOTM_IV":"0.9272","StandardDeviation":"0.0521","TheoreticalValue_IV":"0.04"},{"Ask":"11.3","Bid":"10.7","Low":"0","Mid":"11","Rho":"0.00503145","High":"0","Last":"10.89","Legs":[{"Ratio":1,"Symbol":"T 260911C15","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"15"}],"Open":"0","Side":"Call","Vega":"0.0065277","Close":"10.89","Delta":"0.9344493","Gamma":"0.01168113","Theta":"-0.05031044","Volume":0,"AskSize":22,"BidSize":51,"Strikes":["15"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10.89","ProbabilityBE":"0.493","ExtrinsicValue":"0.395","IntrinsicValue":"10.905","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4171","TheoreticalValue":"10.9266","DailyOpenInterest":7,"ImpliedVolatility":"2.1362","ProbabilityITM_IV":"0.8617","ProbabilityOTM_IV":"0.1383","StandardDeviation":"0.4184","TheoreticalValue_IV":"11.3"},{"Ask":"3.15","Bid":"2.8","Low":"2.8","Mid":"2.975","Rho":"0.00751517","High":"2.98","Last":"2.98","Legs":[{"Ratio":1,"Symbol":"T 260911C23","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"23"}],"Open":"2.8","Side":"Call","Vega":"0.01106032","Close":"2.98","Delta":"0.86578933","Gamma":"0.07276278","Theta":"-0.02453952","Volume":2,"AskSize":209,"BidSize":127,"Strikes":["23"],"NetChange":"0.5","NetChangePct":"0.2016","PreviousClose":"2.48","ProbabilityBE":"0.4877","ExtrinsicValue":"0.245","IntrinsicValue":"2.905","ProbabilityITM":"0.9823","ProbabilityOTM":"0.0177","ProbabilityBE_IV":"0.4766","TheoreticalValue":"2.9463","DailyOpenInterest":51,"ImpliedVolatility":"0.5811","ProbabilityITM_IV":"0.8394","ProbabilityOTM_IV":"0.1606","StandardDeviation":"0.1138","TheoreticalValue_IV":"3.15"},{"Ask":"3.95","Bid":"2.82","Low":"3.45","Mid":"3.385","Rho":"-0.00849057","High":"3.45","Last":"3.45","Legs":[{"Ratio":1,"Symbol":"T 260911P29","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"29"}],"Open":"3.45","Side":"Put","Vega":"0.01808618","Close":"3.45","Delta":"-0.68833999","Gamma":"0.07181756","Theta":"-0.05897348","Volume":1,"AskSize":24,"BidSize":61,"Strikes":["29"],"NetChange":"-0.05","NetChangePct":"-0.0143","PreviousClose":"3.5","ProbabilityBE":"0.5011","ExtrinsicValue":"0.855","IntrinsicValue":"3.095","ProbabilityITM":"0.9774","ProbabilityOTM":"0.0226","ProbabilityBE_IV":"0.5348","TheoreticalValue":"3.095","DailyOpenInterest":7,"ImpliedVolatility":"0.9627","ProbabilityITM_IV":"0.7521","ProbabilityOTM_IV":"0.2479","StandardDeviation":"0.1885","TheoreticalValue_IV":"3.95"},{"Ask":"0.08","Bid":"0","Low":"0","Mid":"0.04","Rho":"0.00106748","High":"0","Last":"0.08","Legs":[{"Ratio":1,"Symbol":"T 260911C28","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"28"}],"Open":"0","Side":"Call","Vega":"0.00954167","Close":"0.08","Delta":"0.10879556","Gamma":"0.11918379","Theta":"-0.01053907","Volume":0,"AskSize":200,"BidSize":0,"Strikes":["28"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.08","ProbabilityBE":"0.0779","ExtrinsicValue":"0.08","IntrinsicValue":"0","ProbabilityITM":"0.0838","ProbabilityOTM":"0.9162","ProbabilityBE_IV":"0.0918","TheoreticalValue":"0.0618","DailyOpenInterest":40,"ImpliedVolatility":"0.306","ProbabilityITM_IV":"0.0979","ProbabilityOTM_IV":"0.9021","StandardDeviation":"0.0599","TheoreticalValue_IV":"0.08"},{"Ask":"4.7","Bid":"3.5","Low":"0","Mid":"4.1","Rho":"0.00710274","High":"0","Last":"4.1","Legs":[{"Ratio":1,"Symbol":"T 260911C21.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"21.5"}],"Open":"0","Side":"Call","Vega":"0.00994107","Close":"4.1","Delta":"0.8847826","Gamma":"0.04454035","Theta":"-0.03165295","Volume":0,"AskSize":14,"BidSize":236,"Strikes":["21.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.1","ProbabilityBE":"0.4904","ExtrinsicValue":"0.295","IntrinsicValue":"4.405","ProbabilityITM":"0.9995","ProbabilityOTM":"0.0005","ProbabilityBE_IV":"0.467","TheoreticalValue":"4.4362","DailyOpenInterest":8,"ImpliedVolatility":"0.8532","ProbabilityITM_IV":"0.8487","ProbabilityOTM_IV":"0.1513","StandardDeviation":"0.1671","TheoreticalValue_IV":"4.7"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00157023","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911P18","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"18"}],"Open":"0","Side":"Put","Vega":"0.01061918","Close":"0","Delta":"-0.12654183","Gamma":"0.02084553","Theta":"-0.07225848","Volume":0,"AskSize":1321,"BidSize":0,"Strikes":["18"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2241","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"1.9473","ProbabilityITM_IV":"0.2241","ProbabilityOTM_IV":"0.7759","StandardDeviation":"0.3814","TheoreticalValue_IV":"0.75"},{"Ask":"0.16","Bid":"0","Low":"0","Mid":"0.08","Rho":"0.0018068","High":"0","Last":"0.06","Legs":[{"Ratio":1,"Symbol":"T 260911C27.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"27.5"}],"Open":"0","Side":"Call","Vega":"0.01365698","Close":"0.06","Delta":"0.18509558","Gamma":"0.16397244","Theta":"-0.01574966","Volume":0,"AskSize":674,"BidSize":0,"Strikes":["27.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.06","ProbabilityBE":"0.1278","ExtrinsicValue":"0.16","IntrinsicValue":"0","ProbabilityITM":"0.1443","ProbabilityOTM":"0.8557","ProbabilityBE_IV":"0.1522","TheoreticalValue":"0.1178","DailyOpenInterest":84,"ImpliedVolatility":"0.3184","ProbabilityITM_IV":"0.1688","ProbabilityOTM_IV":"0.8312","StandardDeviation":"0.0624","TheoreticalValue_IV":"0.16"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00150706","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911P17.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"17.5"}],"Open":"0","Side":"Put","Vega":"0.01024864","Close":"0","Delta":"-0.12028633","Gamma":"0.01907435","Theta":"-0.07357706","Volume":0,"AskSize":1319,"BidSize":0,"Strikes":["17.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2212","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"2.0539","ProbabilityITM_IV":"0.2212","ProbabilityOTM_IV":"0.7788","StandardDeviation":"0.4023","TheoreticalValue_IV":"0.75"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00217878","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911C31","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"31"}],"Open":"0","Side":"Call","Vega":"0.01606838","Close":"0","Delta":"0.24470612","Gamma":"0.0546256","Theta":"-0.06405869","Volume":0,"AskSize":510,"BidSize":0,"Strikes":["31"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0007","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0007","ProbabilityOTM":"0.9993","ProbabilityBE_IV":"0.1805","TheoreticalValue":"0.0003","DailyOpenInterest":0,"ImpliedVolatility":"1.1244","ProbabilityITM_IV":"0.1806","ProbabilityOTM_IV":"0.8194","StandardDeviation":"0.2202","TheoreticalValue_IV":"0.75"},{"Ask":"8.3","Bid":"7.8","Low":"0","Mid":"8.05","Rho":"0.00596856","High":"0","Last":"7.5","Legs":[{"Ratio":1,"Symbol":"T 260911C18","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"18"}],"Open":"0","Side":"Call","Vega":"0.00820672","Close":"7.5","Delta":"0.91143962","Gamma":"0.02028445","Theta":"-0.04615432","Volume":0,"AskSize":18,"BidSize":38,"Strikes":["18"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.5","ProbabilityBE":"0.4919","ExtrinsicValue":"0.395","IntrinsicValue":"7.905","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4399","TheoreticalValue":"7.931","DailyOpenInterest":8,"ImpliedVolatility":"1.5466","ProbabilityITM_IV":"0.8518","ProbabilityOTM_IV":"0.1482","StandardDeviation":"0.3029","TheoreticalValue_IV":"8.3"},{"Ask":"0.45","Bid":"0","Low":"0","Mid":"0.225","Rho":"0.00190608","High":"0","Last":"0.02","Legs":[{"Ratio":1,"Symbol":"T 260911C30","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"30"}],"Open":"0","Side":"Call","Vega":"0.01457926","Close":"0.02","Delta":"0.20612125","Gamma":"0.06819622","Theta":"-0.04236383","Volume":0,"AskSize":450,"BidSize":0,"Strikes":["30"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.02","ProbabilityBE":"0.0046","ExtrinsicValue":"0.45","IntrinsicValue":"0","ProbabilityITM":"0.0046","ProbabilityOTM":"0.9954","ProbabilityBE_IV":"0.1631","TheoreticalValue":"0.0025","DailyOpenInterest":2,"ImpliedVolatility":"0.8172","ProbabilityITM_IV":"0.1632","ProbabilityOTM_IV":"0.8368","StandardDeviation":"0.1601","TheoreticalValue_IV":"0.45"},{"Ask":"0.21","Bid":"0.17","Low":"0.14","Mid":"0.19","Rho":"0.00305977","High":"0.2","Last":"0.18","Legs":[{"Ratio":1,"Symbol":"T 260911C26.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"26.5"}],"Open":"0.14","Side":"Call","Vega":"0.0180721","Close":"0.18","Delta":"0.31110063","Gamma":"0.32932715","Theta":"-0.01411797","Volume":53,"AskSize":32,"BidSize":461,"Strikes":["26.5"],"NetChange":"0.06","NetChangePct":"0.5","PreviousClose":"0.12","ProbabilityBE":"0.2614","ExtrinsicValue":"0.21","IntrinsicValue":"0","ProbabilityITM":"0.3428","ProbabilityOTM":"0.6572","ProbabilityBE_IV":"0.1968","TheoreticalValue":"0.3525","DailyOpenInterest":457,"ImpliedVolatility":"0.2098","ProbabilityITM_IV":"0.2966","ProbabilityOTM_IV":"0.7034","StandardDeviation":"0.0411","TheoreticalValue_IV":"0.21"},{"Ask":"0.26","Bid":"0.21","Low":"0.19","Mid":"0.235","Rho":"-0.00351914","High":"0.26","Last":"0.26","Legs":[{"Ratio":1,"Symbol":"T 260911P25.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"25.5"}],"Open":"0.19","Side":"Put","Vega":"0.01870801","Close":"0.26","Delta":"-0.33845672","Gamma":"0.32415769","Theta":"-0.01358748","Volume":101,"AskSize":298,"BidSize":220,"Strikes":["25.5"],"NetChange":"-0.18","NetChangePct":"-0.4091","PreviousClose":"0.44","ProbabilityBE":"0.2927","ExtrinsicValue":"0.26","IntrinsicValue":"0","ProbabilityITM":"0.3911","ProbabilityOTM":"0.6089","ProbabilityBE_IV":"0.2352","TheoreticalValue":"0.3844","DailyOpenInterest":153,"ImpliedVolatility":"0.2206","ProbabilityITM_IV":"0.3545","ProbabilityOTM_IV":"0.6455","StandardDeviation":"0.0432","TheoreticalValue_IV":"0.26"},{"Ask":"3.7","Bid":"1.16","Low":"2.48","Mid":"2.43","Rho":"-0.00730438","High":"2.48","Last":"2.48","Legs":[{"Ratio":1,"Symbol":"T 260911P28","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"28"}],"Open":"2.48","Side":"Put","Vega":"0.01998785","Close":"2.48","Delta":"-0.58049656","Gamma":"0.06359723","Theta":"-0.08248356","Volume":1,"AskSize":28,"BidSize":234,"Strikes":["28"],"NetChange":"-0.12","NetChangePct":"-0.0462","PreviousClose":"2.6","ProbabilityBE":"0.4919","ExtrinsicValue":"1.605","IntrinsicValue":"2.095","ProbabilityITM":"0.9162","ProbabilityOTM":"0.0838","ProbabilityBE_IV":"0.5426","TheoreticalValue":"2.1286","DailyOpenInterest":1,"ImpliedVolatility":"1.2014","ProbabilityITM_IV":"0.6702","ProbabilityOTM_IV":"0.3298","StandardDeviation":"0.2353","TheoreticalValue_IV":"3.7"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00207924","High":"0","Last":"0.02","Legs":[{"Ratio":1,"Symbol":"T 260911P21","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"21"}],"Open":"0","Side":"Put","Vega":"0.0132772","Close":"0.02","Delta":"-0.17694932","Gamma":"0.0376426","Theta":"-0.06236633","Volume":0,"AskSize":1347,"BidSize":0,"Strikes":["21"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.02","ProbabilityBE":"0.0001","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.2544","TheoreticalValue":"0","DailyOpenInterest":38,"ImpliedVolatility":"1.3483","ProbabilityITM_IV":"0.2544","ProbabilityOTM_IV":"0.7456","StandardDeviation":"0.2641","TheoreticalValue_IV":"0.75"},{"Ask":"11.15","Bid":"9.8","Low":"9.75","Mid":"10.475","Rho":"0.00446357","High":"10","Last":"10","Legs":[{"Ratio":1,"Symbol":"T 260911C16","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"16"}],"Open":"9.75","Side":"Call","Vega":"0.01067945","Close":"10","Delta":"0.87242491","Gamma":"0.01426703","Theta":"-0.10854404","Volume":2,"AskSize":63,"BidSize":32,"Strikes":["16"],"NetChange":"0.25","NetChangePct":"0.0256","PreviousClose":"9.75","ProbabilityBE":"0.4926","ExtrinsicValue":"1.245","IntrinsicValue":"9.905","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.3892","TheoreticalValue":"9.9281","DailyOpenInterest":11,"ImpliedVolatility":"2.8614","ProbabilityITM_IV":"0.7167","ProbabilityOTM_IV":"0.2833","StandardDeviation":"0.5604","TheoreticalValue_IV":"11.15"},{"Ask":"0.83","Bid":"0.68","Low":"1.02","Mid":"0.755","Rho":"-0.00701401","High":"1.02","Last":"1.02","Legs":[{"Ratio":1,"Symbol":"T 260911P26.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"26.5"}],"Open":"1.02","Side":"Put","Vega":"0.01868502","Close":"1.02","Delta":"-0.66261829","Gamma":"0.2941726","Theta":"-0.01411701","Volume":1,"AskSize":595,"BidSize":1610,"Strikes":["26.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.02","ProbabilityBE":"0.4149","ExtrinsicValue":"0.235","IntrinsicValue":"0.595","ProbabilityITM":"0.6572","ProbabilityOTM":"0.3428","ProbabilityBE_IV":"0.3965","TheoreticalValue":"0.9114","DailyOpenInterest":9,"ImpliedVolatility":"0.2428","ProbabilityITM_IV":"0.68","ProbabilityOTM_IV":"0.32","StandardDeviation":"0.0476","TheoreticalValue_IV":"0.83"},{"Ask":"0.04","Bid":"0","Low":"0","Mid":"0.02","Rho":"-0.00036998","High":"0","Last":"0.14","Legs":[{"Ratio":1,"Symbol":"T 260911P21.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"21.5"}],"Open":"0","Side":"Put","Vega":"0.00396076","Close":"0.14","Delta":"-0.03509325","Gamma":"0.02796762","Theta":"-0.00743849","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["21.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.14","ProbabilityBE":"0.0005","ExtrinsicValue":"0.04","IntrinsicValue":"0","ProbabilityITM":"0.0005","ProbabilityOTM":"0.9995","ProbabilityBE_IV":"0.0442","TheoreticalValue":"0.0002","DailyOpenInterest":56,"ImpliedVolatility":"0.5414","ProbabilityITM_IV":"0.0442","ProbabilityOTM_IV":"0.9558","StandardDeviation":"0.106","TheoreticalValue_IV":"0.04"},{"Ask":"0.04","Bid":"0","Low":"0","Mid":"0.02","Rho":"-0.00050647","High":"0","Last":"0.03","Legs":[{"Ratio":1,"Symbol":"T 260911P23","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"23"}],"Open":"0","Side":"Put","Vega":"0.00515755","Close":"0.03","Delta":"-0.04860894","Gamma":"0.05242633","Theta":"-0.00668383","Volume":0,"AskSize":36,"BidSize":0,"Strikes":["23"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.03","ProbabilityBE":"0.0174","ExtrinsicValue":"0.04","IntrinsicValue":"0","ProbabilityITM":"0.0177","ProbabilityOTM":"0.9823","ProbabilityBE_IV":"0.056","TheoreticalValue":"0.0081","DailyOpenInterest":231,"ImpliedVolatility":"0.3761","ProbabilityITM_IV":"0.0566","ProbabilityOTM_IV":"0.9434","StandardDeviation":"0.0737","TheoreticalValue_IV":"0.04"},{"Ask":"4.15","Bid":"3.8","Low":"0","Mid":"3.975","Rho":"0.00735685","High":"0","Last":"3.8","Legs":[{"Ratio":1,"Symbol":"T 260911C22","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"22"}],"Open":"0","Side":"Call","Vega":"0.00969783","Close":"3.8","Delta":"0.88871473","Gamma":"0.05097182","Theta":"-0.02669957","Volume":0,"AskSize":20,"BidSize":34,"Strikes":["22"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.8","ProbabilityBE":"0.4901","ExtrinsicValue":"0.245","IntrinsicValue":"3.905","ProbabilityITM":"0.9981","ProbabilityOTM":"0.0019","ProbabilityBE_IV":"0.4719","TheoreticalValue":"3.9374","DailyOpenInterest":52,"ImpliedVolatility":"0.7273","ProbabilityITM_IV":"0.8591","ProbabilityOTM_IV":"0.1409","StandardDeviation":"0.1424","TheoreticalValue_IV":"4.15"},{"Ask":"2.13","Bid":"0","Low":"0","Mid":"1.065","Rho":"-0.00222444","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911P15","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"15"}],"Open":"0","Side":"Put","Vega":"0.01126888","Close":"0","Delta":"-0.13792381","Gamma":"0.01081041","Theta":"-0.15721435","Volume":0,"AskSize":4,"BidSize":0,"Strikes":["15"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"2.13","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.381","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"3.9848","ProbabilityITM_IV":"0.381","ProbabilityOTM_IV":"0.619","StandardDeviation":"0.7804","TheoreticalValue_IV":"2.13"},{"Ask":"1.66","Bid":"1.43","Low":"1.42","Mid":"1.545","Rho":"0.00740116","High":"1.42","Last":"1.42","Legs":[{"Ratio":1,"Symbol":"T 260911C24.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"24.5"}],"Open":"1.42","Side":"Call","Vega":"0.01444825","Close":"1.42","Delta":"0.7969821","Gamma":"0.15152502","Theta":"-0.02043226","Volume":2,"AskSize":2178,"BidSize":216,"Strikes":["24.5"],"NetChange":"0.28","NetChangePct":"0.2456","PreviousClose":"1.14","ProbabilityBE":"0.458","ExtrinsicValue":"0.255","IntrinsicValue":"1.405","ProbabilityITM":"0.8377","ProbabilityOTM":"0.1623","ProbabilityBE_IV":"0.4615","TheoreticalValue":"1.5557","DailyOpenInterest":145,"ImpliedVolatility":"0.3645","ProbabilityITM_IV":"0.776","ProbabilityOTM_IV":"0.224","StandardDeviation":"0.0714","TheoreticalValue_IV":"1.66"},{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"0.00040574","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911C32","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"32"}],"Open":"0","Side":"Call","Vega":"0.00459507","Close":"0","Delta":"0.04210911","Gamma":"0.02950692","Theta":"-0.00971793","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["32"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0001","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.0326","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"0.5953","ProbabilityITM_IV":"0.0326","ProbabilityOTM_IV":"0.9674","StandardDeviation":"0.1166","TheoreticalValue_IV":"0.05"},{"Ask":"3.55","Bid":"2.35","Low":"0","Mid":"2.95","Rho":"-0.00804019","High":"0","Last":"2.59","Legs":[{"Ratio":1,"Symbol":"T 260911P28.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"28.5"}],"Open":"0","Side":"Put","Vega":"0.01875774","Close":"2.59","Delta":"-0.65919156","Gamma":"0.07582805","Theta":"-0.06023797","Volume":0,"AskSize":25,"BidSize":60,"Strikes":["28.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.59","ProbabilityBE":"0.4995","ExtrinsicValue":"0.955","IntrinsicValue":"2.595","ProbabilityITM":"0.9548","ProbabilityOTM":"0.0452","ProbabilityBE_IV":"0.5337","TheoreticalValue":"2.6006","DailyOpenInterest":0,"ImpliedVolatility":"0.9456","ProbabilityITM_IV":"0.7247","ProbabilityOTM_IV":"0.2753","StandardDeviation":"0.1852","TheoreticalValue_IV":"3.55"},{"Ask":"0.14","Bid":"0.02","Low":"0","Mid":"0.08","Rho":"-0.00171297","High":"0","Last":"0.12","Legs":[{"Ratio":1,"Symbol":"T 260911P24.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"24.5"}],"Open":"0","Side":"Put","Vega":"0.01265764","Close":"0.12","Delta":"-0.16422459","Gamma":"0.15815166","Theta":"-0.0131624","Volume":0,"AskSize":1073,"BidSize":237,"Strikes":["24.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.12","ProbabilityBE":"0.1426","ExtrinsicValue":"0.14","IntrinsicValue":"0","ProbabilityITM":"0.1623","ProbabilityOTM":"0.8377","ProbabilityBE_IV":"0.1599","TheoreticalValue":"0.1154","DailyOpenInterest":170,"ImpliedVolatility":"0.3059","ProbabilityITM_IV":"0.1796","ProbabilityOTM_IV":"0.8204","StandardDeviation":"0.0599","TheoreticalValue_IV":"0.14"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00171145","High":"0","Last":"0.03","Legs":[{"Ratio":1,"Symbol":"T 260911P19","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"19"}],"Open":"0","Side":"Put","Vega":"0.0114132","Close":"0.03","Delta":"-0.14052723","Gamma":"0.02506129","Theta":"-0.06937464","Volume":0,"AskSize":1246,"BidSize":0,"Strikes":["19"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.03","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2314","TheoreticalValue":"0","DailyOpenInterest":20,"ImpliedVolatility":"1.7409","ProbabilityITM_IV":"0.2314","ProbabilityOTM_IV":"0.7686","StandardDeviation":"0.3409","TheoreticalValue_IV":"0.75"},{"Ask":"5.7","Bid":"5.25","Low":"0","Mid":"5.475","Rho":"0.00686812","High":"0","Last":"5.15","Legs":[{"Ratio":1,"Symbol":"T 260911C20.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"20.5"}],"Open":"0","Side":"Call","Vega":"0.00896623","Close":"5.15","Delta":"0.90015185","Gamma":"0.03399737","Theta":"-0.03355202","Volume":0,"AskSize":25,"BidSize":34,"Strikes":["20.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.15","ProbabilityBE":"0.4909","ExtrinsicValue":"0.295","IntrinsicValue":"5.405","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.461","TheoreticalValue":"5.4346","DailyOpenInterest":2,"ImpliedVolatility":"1.0082","ProbabilityITM_IV":"0.8607","ProbabilityOTM_IV":"0.1393","StandardDeviation":"0.1974","TheoreticalValue_IV":"5.7"},{"Ask":"2.62","Bid":"2.34","Low":"2.13","Mid":"2.48","Rho":"0.00767801","High":"2.24","Last":"2.24","Legs":[{"Ratio":1,"Symbol":"T 260911C23.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"23.5"}],"Open":"2.13","Side":"Call","Vega":"0.0113034","Close":"2.24","Delta":"0.86145605","Gamma":"0.08967044","Theta":"-0.02113802","Volume":4,"AskSize":550,"BidSize":335,"Strikes":["23.5"],"NetChange":"0.24","NetChangePct":"0.12","PreviousClose":"2","ProbabilityBE":"0.4836","ExtrinsicValue":"0.215","IntrinsicValue":"2.405","ProbabilityITM":"0.9576","ProbabilityOTM":"0.0424","ProbabilityBE_IV":"0.478","TheoreticalValue":"2.4613","DailyOpenInterest":248,"ImpliedVolatility":"0.4819","ProbabilityITM_IV":"0.8393","ProbabilityOTM_IV":"0.1607","StandardDeviation":"0.0944","TheoreticalValue_IV":"2.62"},{"Ask":"0.13","Bid":"0.1","Low":"0.12","Mid":"0.115","Rho":"-0.00204545","High":"0.14","Last":"0.12","Legs":[{"Ratio":1,"Symbol":"T 260911P25","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"25"}],"Open":"0.14","Side":"Put","Vega":"0.0142125","Close":"0.12","Delta":"-0.19753502","Gamma":"0.24005711","Theta":"-0.01077072","Volume":4,"AskSize":22,"BidSize":90,"Strikes":["25"],"NetChange":"-0.12","NetChangePct":"-0.5","PreviousClose":"0.24","ProbabilityBE":"0.2163","ExtrinsicValue":"0.13","IntrinsicValue":"0","ProbabilityITM":"0.2652","ProbabilityOTM":"0.7348","ProbabilityBE_IV":"0.1576","TheoreticalValue":"0.2211","DailyOpenInterest":1581,"ImpliedVolatility":"0.2263","ProbabilityITM_IV":"0.2102","ProbabilityOTM_IV":"0.7898","StandardDeviation":"0.0443","TheoreticalValue_IV":"0.13"},{"Ask":"2.25","Bid":"1.86","Low":"2.04","Mid":"2.055","Rho":"0.00716522","High":"2.04","Last":"2.04","Legs":[{"Ratio":1,"Symbol":"T 260911C24","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"24"}],"Open":"2.04","Side":"Call","Vega":"0.01447324","Close":"2.04","Delta":"0.79639323","Gamma":"0.10931793","Theta":"-0.02760479","Volume":1,"AskSize":11,"BidSize":697,"Strikes":["24"],"NetChange":"0.4","NetChangePct":"0.2439","PreviousClose":"1.64","ProbabilityBE":"0.4748","ExtrinsicValue":"0.345","IntrinsicValue":"1.905","ProbabilityITM":"0.9116","ProbabilityOTM":"0.0884","ProbabilityBE_IV":"0.4722","TheoreticalValue":"1.9937","DailyOpenInterest":185,"ImpliedVolatility":"0.5061","ProbabilityITM_IV":"0.767","ProbabilityOTM_IV":"0.233","StandardDeviation":"0.0991","TheoreticalValue_IV":"2.25"},{"Ask":"0.32","Bid":"0","Low":"0","Mid":"0.16","Rho":"-0.0016426","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"T 260911P22.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"22.5"}],"Open":"0","Side":"Put","Vega":"0.01194166","Close":"0.01","Delta":"-0.15030817","Gamma":"0.06084225","Theta":"-0.03105675","Volume":0,"AskSize":1620,"BidSize":0,"Strikes":["22.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0.0063","ExtrinsicValue":"0.32","IntrinsicValue":"0","ProbabilityITM":"0.0063","ProbabilityOTM":"0.9937","ProbabilityBE_IV":"0.1873","TheoreticalValue":"0.0025","DailyOpenInterest":81,"ImpliedVolatility":"0.7503","ProbabilityITM_IV":"0.1875","ProbabilityOTM_IV":"0.8125","StandardDeviation":"0.1469","TheoreticalValue_IV":"0.32"},{"Ask":"8.8","Bid":"8.25","Low":"0","Mid":"8.525","Rho":"0.00581959","High":"0","Last":"5.9","Legs":[{"Ratio":1,"Symbol":"T 260911C17.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"17.5"}],"Open":"0","Side":"Call","Vega":"0.0078893","Close":"5.9","Delta":"0.91598934","Gamma":"0.01840443","Theta":"-0.04694256","Volume":0,"AskSize":17,"BidSize":41,"Strikes":["17.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.9","ProbabilityBE":"0.4921","ExtrinsicValue":"0.395","IntrinsicValue":"8.405","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4363","TheoreticalValue":"8.4302","DailyOpenInterest":2,"ImpliedVolatility":"1.6386","ProbabilityITM_IV":"0.8543","ProbabilityOTM_IV":"0.1457","StandardDeviation":"0.3209","TheoreticalValue_IV":"8.8"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00249453","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911C29.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"29.5"}],"Open":"0","Side":"Call","Vega":"0.01709594","Close":"0","Delta":"0.27597304","Gamma":"0.06909928","Theta":"-0.05746662","Volume":0,"AskSize":1355,"BidSize":0,"Strikes":["29.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0105","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0106","ProbabilityOTM":"0.9894","ProbabilityBE_IV":"0.2169","TheoreticalValue":"0.0061","DailyOpenInterest":0,"ImpliedVolatility":"0.9458","ProbabilityITM_IV":"0.2172","ProbabilityOTM_IV":"0.7828","StandardDeviation":"0.1852","TheoreticalValue_IV":"0.75"},{"Ask":"5.15","Bid":"4.8","Low":"4.62","Mid":"4.975","Rho":"0.00713017","High":"4.67","Last":"4.62","Legs":[{"Ratio":1,"Symbol":"T 260911C21","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"21"}],"Open":"4.66","Side":"Call","Vega":"0.00865348","Close":"4.62","Delta":"0.90486996","Gamma":"0.03780514","Theta":"-0.02846283","Volume":3,"AskSize":15,"BidSize":29,"Strikes":["21"],"NetChange":"0.16","NetChangePct":"0.0359","PreviousClose":"4.46","ProbabilityBE":"0.4907","ExtrinsicValue":"0.245","IntrinsicValue":"4.905","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.4662","TheoreticalValue":"4.9353","DailyOpenInterest":7,"ImpliedVolatility":"0.875","ProbabilityITM_IV":"0.8722","ProbabilityOTM_IV":"0.1278","StandardDeviation":"0.1714","TheoreticalValue_IV":"5.15"},{"Ask":"7.6","Bid":"5.7","Low":"0","Mid":"6.65","Rho":"-0.00978405","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911P32","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"32"}],"Open":"0","Side":"Put","Vega":"0.01841118","Close":"0","Delta":"-0.67488418","Gamma":"0.04119284","Theta":"-0.10799144","Volume":0,"AskSize":17,"BidSize":87,"Strikes":["32"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5011","ExtrinsicValue":"1.505","IntrinsicValue":"6.095","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.5653","TheoreticalValue":"6.095","DailyOpenInterest":0,"ImpliedVolatility":"1.7085","ProbabilityITM_IV":"0.7855","ProbabilityOTM_IV":"0.2145","StandardDeviation":"0.3346","TheoreticalValue_IV":"7.6"},{"Ask":"0.47","Bid":"0.42","Low":"0.42","Mid":"0.445","Rho":"-0.00535657","High":"0.57","Last":"0.42","Legs":[{"Ratio":1,"Symbol":"T 260911P26","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"26"}],"Open":"0.57","Side":"Put","Vega":"0.02039489","Close":"0.42","Delta":"-0.51232938","Gamma":"0.36216035","Theta":"-0.014034","Volume":22,"AskSize":21,"BidSize":254,"Strikes":["26"],"NetChange":"-0.34","NetChangePct":"-0.4474","PreviousClose":"0.76","ProbabilityBE":"0.361","ExtrinsicValue":"0.375","IntrinsicValue":"0.095","ProbabilityITM":"0.5269","ProbabilityOTM":"0.4731","ProbabilityBE_IV":"0.3124","TheoreticalValue":"0.6141","DailyOpenInterest":57,"ImpliedVolatility":"0.2153","ProbabilityITM_IV":"0.5293","ProbabilityOTM_IV":"0.4707","StandardDeviation":"0.0422","TheoreticalValue_IV":"0.47"},{"Ask":"7.3","Bid":"6.8","Low":"0","Mid":"7.05","Rho":"0.00625409","High":"0","Last":"6.76","Legs":[{"Ratio":1,"Symbol":"T 260911C19","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"19"}],"Open":"0","Side":"Call","Vega":"0.00890317","Close":"6.76","Delta":"0.90111122","Gamma":"0.0248733","Theta":"-0.0444356","Volume":0,"AskSize":23,"BidSize":32,"Strikes":["19"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.76","ProbabilityBE":"0.4915","ExtrinsicValue":"0.395","IntrinsicValue":"6.905","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4468","TheoreticalValue":"6.9324","DailyOpenInterest":7,"ImpliedVolatility":"1.3683","ProbabilityITM_IV":"0.8456","ProbabilityOTM_IV":"0.1544","StandardDeviation":"0.268","TheoreticalValue_IV":"7.3"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00197348","High":"0","Last":"2.15","Legs":[{"Ratio":1,"Symbol":"T 260911P20.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"20.5"}],"Open":"0","Side":"Put","Vega":"0.01276961","Close":"2.15","Delta":"-0.16647528","Gamma":"0.03379345","Theta":"-0.06430386","Volume":0,"AskSize":1730,"BidSize":0,"Strikes":["20.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.15","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2473","TheoreticalValue":"0","DailyOpenInterest":81,"ImpliedVolatility":"1.4445","ProbabilityITM_IV":"0.2473","ProbabilityOTM_IV":"0.7527","StandardDeviation":"0.2829","TheoreticalValue_IV":"0.75"},{"Ask":"0.02","Bid":"0.01","Low":"0","Mid":"0.015","Rho":"-0.00024579","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"T 260911P22","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"22"}],"Open":"0","Side":"Put","Vega":"0.00284471","Close":"0.01","Delta":"-0.02356694","Gamma":"0.02530343","Theta":"-0.00423204","Volume":0,"AskSize":48,"BidSize":2,"Strikes":["22"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0.0019","ExtrinsicValue":"0.02","IntrinsicValue":"0","ProbabilityITM":"0.0019","ProbabilityOTM":"0.9981","ProbabilityBE_IV":"0.0287","TheoreticalValue":"0.0007","DailyOpenInterest":100,"ImpliedVolatility":"0.4298","ProbabilityITM_IV":"0.0287","ProbabilityOTM_IV":"0.9713","StandardDeviation":"0.0842","TheoreticalValue_IV":"0.02"},{"Ask":"6.8","Bid":"6.05","Low":"0","Mid":"6.425","Rho":"0.00638921","High":"0","Last":"6.33","Legs":[{"Ratio":1,"Symbol":"T 260911C19.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"19.5"}],"Open":"0","Side":"Call","Vega":"0.00928809","Close":"6.33","Delta":"0.89519068","Gamma":"0.02770221","Theta":"-0.04349469","Volume":0,"AskSize":19,"BidSize":78,"Strikes":["19.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.33","ProbabilityBE":"0.4913","ExtrinsicValue":"0.395","IntrinsicValue":"6.405","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4502","TheoreticalValue":"6.4331","DailyOpenInterest":1,"ImpliedVolatility":"1.2817","ProbabilityITM_IV":"0.8417","ProbabilityOTM_IV":"0.1583","StandardDeviation":"0.251","TheoreticalValue_IV":"6.8"},{"Ask":"0.2","Bid":"0","Low":"0","Mid":"0.1","Rho":"-0.00087799","High":"0","Last":"0.11","Legs":[{"Ratio":1,"Symbol":"T 260911P20","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"20"}],"Open":"0","Side":"Put","Vega":"0.00754788","Close":"0.11","Delta":"-0.07922324","Gamma":"0.02871055","Theta":"-0.02642644","Volume":0,"AskSize":1331,"BidSize":0,"Strikes":["20"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.11","ProbabilityBE":"0","ExtrinsicValue":"0.2","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.1128","TheoreticalValue":"0","DailyOpenInterest":49,"ImpliedVolatility":"1.005","ProbabilityITM_IV":"0.1128","ProbabilityOTM_IV":"0.8872","StandardDeviation":"0.1968","TheoreticalValue_IV":"0.2"},{"Ask":"0.03","Bid":"0","Low":"0","Mid":"0.015","Rho":"0.00049569","High":"0","Last":"0.02","Legs":[{"Ratio":1,"Symbol":"T 260911C28.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"28.5"}],"Open":"0","Side":"Call","Vega":"0.00529555","Close":"0.02","Delta":"0.05024368","Gamma":"0.07101482","Theta":"-0.00543347","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["28.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.02","ProbabilityBE":"0.0434","ExtrinsicValue":"0.03","IntrinsicValue":"0","ProbabilityITM":"0.0452","ProbabilityOTM":"0.9548","ProbabilityBE_IV":"0.0429","TheoreticalValue":"0.0305","DailyOpenInterest":2,"ImpliedVolatility":"0.285","ProbabilityITM_IV":"0.0447","ProbabilityOTM_IV":"0.9553","StandardDeviation":"0.0558","TheoreticalValue_IV":"0.03"},{"Ask":"1.82","Bid":"0.91","Low":"0","Mid":"1.365","Rho":"-0.00690204","High":"0","Last":"1.41","Legs":[{"Ratio":1,"Symbol":"T 260911P27","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"27"}],"Open":"0","Side":"Put","Vega":"0.01957629","Close":"1.41","Delta":"-0.61328793","Gamma":"0.12782652","Theta":"-0.03847628","Volume":0,"AskSize":241,"BidSize":66,"Strikes":["27"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.41","ProbabilityBE":"0.4531","ExtrinsicValue":"0.725","IntrinsicValue":"1.095","ProbabilityITM":"0.7691","ProbabilityOTM":"0.2309","ProbabilityBE_IV":"0.4946","TheoreticalValue":"1.2706","DailyOpenInterest":23,"ImpliedVolatility":"0.5854","ProbabilityITM_IV":"0.6567","ProbabilityOTM_IV":"0.3433","StandardDeviation":"0.1147","TheoreticalValue_IV":"1.82"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00179105","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"T 260911P19.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"19.5"}],"Open":"0","Side":"Put","Vega":"0.01184076","Close":"0.01","Delta":"-0.14840974","Gamma":"0.02759057","Theta":"-0.06779402","Volume":0,"AskSize":1847,"BidSize":0,"Strikes":["19.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.236","TheoreticalValue":"0","DailyOpenInterest":151,"ImpliedVolatility":"1.6405","ProbabilityITM_IV":"0.236","ProbabilityOTM_IV":"0.764","StandardDeviation":"0.3213","TheoreticalValue_IV":"0.75"},{"Ask":"0.1","Bid":"0.08","Low":"0.06","Mid":"0.09","Rho":"0.00172701","High":"0.11","Last":"0.08","Legs":[{"Ratio":1,"Symbol":"T 260911C27","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"27"}],"Open":"0.06","Side":"Call","Vega":"0.01317856","Close":"0.08","Delta":"0.17487807","Gamma":"0.23796297","Theta":"-0.01025328","Volume":27,"AskSize":20,"BidSize":33,"Strikes":["27"],"NetChange":"0.03","NetChangePct":"0.6","PreviousClose":"0.05","ProbabilityBE":"0.1912","ExtrinsicValue":"0.1","IntrinsicValue":"0","ProbabilityITM":"0.2309","ProbabilityOTM":"0.7691","ProbabilityBE_IV":"0.1225","TheoreticalValue":"0.2103","DailyOpenInterest":191,"ImpliedVolatility":"0.2117","ProbabilityITM_IV":"0.1643","ProbabilityOTM_IV":"0.8357","StandardDeviation":"0.0415","TheoreticalValue_IV":"0.1"},{"Ask":"6.05","Bid":"4.85","Low":"0","Mid":"5.45","Rho":"-0.00962232","High":"0","Last":"5.5","Legs":[{"Ratio":1,"Symbol":"T 260911P31","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"31"}],"Open":"0","Side":"Put","Vega":"0.01724392","Close":"5.5","Delta":"-0.71910223","Gamma":"0.05160837","Theta":"-0.07489223","Volume":0,"AskSize":20,"BidSize":46,"Strikes":["31"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.5","ProbabilityBE":"0.5011","ExtrinsicValue":"0.955","IntrinsicValue":"5.095","ProbabilityITM":"0.9993","ProbabilityOTM":"0.0007","ProbabilityBE_IV":"0.5479","TheoreticalValue":"5.095","DailyOpenInterest":0,"ImpliedVolatility":"1.2773","ProbabilityITM_IV":"0.7974","ProbabilityOTM_IV":"0.2026","StandardDeviation":"0.2501","TheoreticalValue_IV":"6.05"},{"Ask":"1.21","Bid":"0.99","Low":"0.95","Mid":"1.1","Rho":"0.00694408","High":"1.02","Last":"1.02","Legs":[{"Ratio":1,"Symbol":"T 260911C25","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"25"}],"Open":"0.95","Side":"Call","Vega":"0.01677371","Close":"1.02","Delta":"0.73434865","Gamma":"0.20353505","Theta":"-0.02037617","Volume":2,"AskSize":2208,"BidSize":232,"Strikes":["25"],"NetChange":"0.24","NetChangePct":"0.3077","PreviousClose":"0.78","ProbabilityBE":"0.4295","ExtrinsicValue":"0.305","IntrinsicValue":"0.905","ProbabilityITM":"0.7348","ProbabilityOTM":"0.2652","ProbabilityBE_IV":"0.4338","TheoreticalValue":"1.162","DailyOpenInterest":330,"ImpliedVolatility":"0.315","ProbabilityITM_IV":"0.7136","ProbabilityOTM_IV":"0.2864","StandardDeviation":"0.0617","TheoreticalValue_IV":"1.21"},{"Ask":"0.73","Bid":"0.64","Low":"0.46","Mid":"0.685","Rho":"0.00630735","High":"0.7","Last":"0.69","Legs":[{"Ratio":1,"Symbol":"T 260911C25.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"25.5"}],"Open":"0.46","Side":"Call","Vega":"0.01888968","Close":"0.69","Delta":"0.65276697","Gamma":"0.30627597","Theta":"-0.01729116","Volume":47,"AskSize":250,"BidSize":113,"Strikes":["25.5"],"NetChange":"0.28","NetChangePct":"0.6829","PreviousClose":"0.41","ProbabilityBE":"0.3866","ExtrinsicValue":"0.325","IntrinsicValue":"0.405","ProbabilityITM":"0.6089","ProbabilityOTM":"0.3911","ProbabilityBE_IV":"0.3675","TheoreticalValue":"0.8259","DailyOpenInterest":759,"ImpliedVolatility":"0.2358","ProbabilityITM_IV":"0.6354","ProbabilityOTM_IV":"0.3646","StandardDeviation":"0.0462","TheoreticalValue_IV":"0.73"},{"Ask":"3.7","Bid":"3.1","Low":"0","Mid":"3.4","Rho":"0.00728237","High":"0","Last":"3.4","Legs":[{"Ratio":1,"Symbol":"T 260911C22.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"22.5"}],"Open":"0","Side":"Call","Vega":"0.01116302","Close":"3.4","Delta":"0.86396811","Gamma":"0.06090597","Theta":"-0.02937875","Volume":0,"AskSize":15,"BidSize":84,"Strikes":["22.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.4","ProbabilityBE":"0.4894","ExtrinsicValue":"0.295","IntrinsicValue":"3.405","ProbabilityITM":"0.9937","ProbabilityOTM":"0.0063","ProbabilityBE_IV":"0.4727","TheoreticalValue":"3.44","DailyOpenInterest":24,"ImpliedVolatility":"0.7006","ProbabilityITM_IV":"0.8315","ProbabilityOTM_IV":"0.1685","StandardDeviation":"0.1372","TheoreticalValue_IV":"3.7"},{"Ask":"4.55","Bid":"3.35","Low":"0","Mid":"3.95","Rho":"-0.00872751","High":"0","Last":"4","Legs":[{"Ratio":1,"Symbol":"T 260911P29.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"29.5"}],"Open":"0","Side":"Put","Vega":"0.01807983","Close":"4","Delta":"-0.68859241","Gamma":"0.06361545","Theta":"-0.06675186","Volume":0,"AskSize":17,"BidSize":44,"Strikes":["29.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4","ProbabilityBE":"0.5011","ExtrinsicValue":"0.955","IntrinsicValue":"3.595","ProbabilityITM":"0.9894","ProbabilityOTM":"0.0106","ProbabilityBE_IV":"0.54","TheoreticalValue":"3.595","DailyOpenInterest":3,"ImpliedVolatility":"1.0864","ProbabilityITM_IV":"0.76","ProbabilityOTM_IV":"0.24","StandardDeviation":"0.2128","TheoreticalValue_IV":"4.55"},{"Ask":"5.05","Bid":"3.85","Low":"0","Mid":"4.45","Rho":"-0.00904002","High":"0","Last":"4.49","Legs":[{"Ratio":1,"Symbol":"T 260911P30","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"30"}],"Open":"0","Side":"Put","Vega":"0.01777832","Close":"4.49","Delta":"-0.70018846","Gamma":"0.05897503","Theta":"-0.06963903","Volume":0,"AskSize":18,"BidSize":44,"Strikes":["30"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.49","ProbabilityBE":"0.5011","ExtrinsicValue":"0.955","IntrinsicValue":"4.095","ProbabilityITM":"0.9954","ProbabilityOTM":"0.0046","ProbabilityBE_IV":"0.5428","TheoreticalValue":"4.095","DailyOpenInterest":7,"ImpliedVolatility":"1.1524","ProbabilityITM_IV":"0.7741","ProbabilityOTM_IV":"0.2259","StandardDeviation":"0.2257","TheoreticalValue_IV":"5.05"},{"Ask":"0.41","Bid":"0.38","Low":"0.36","Mid":"0.395","Rho":"0.00476383","High":"0.41","Last":"0.39","Legs":[{"Ratio":1,"Symbol":"T 260911C26","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"26"}],"Open":"0.36","Side":"Call","Vega":"0.02039473","Close":"0.39","Delta":"0.48756671","Gamma":"0.36344433","Theta":"-0.01661308","Volume":24,"AskSize":31,"BidSize":1,"Strikes":["26"],"NetChange":"0.18","NetChangePct":"0.8571","PreviousClose":"0.21","ProbabilityBE":"0.3292","ExtrinsicValue":"0.41","IntrinsicValue":"0","ProbabilityITM":"0.4731","ProbabilityOTM":"0.5269","ProbabilityBE_IV":"0.2834","TheoreticalValue":"0.5557","DailyOpenInterest":632,"ImpliedVolatility":"0.2145","ProbabilityITM_IV":"0.4707","ProbabilityOTM_IV":"0.5293","StandardDeviation":"0.042","TheoreticalValue_IV":"0.41"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00263499","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911C29","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"29"}],"Open":"0","Side":"Call","Vega":"0.01750444","Close":"0","Delta":"0.2898824","Gamma":"0.07596932","Theta":"-0.0548643","Volume":0,"AskSize":1358,"BidSize":0,"Strikes":["29"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0222","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0226","ProbabilityOTM":"0.9774","ProbabilityBE_IV":"0.2326","TheoreticalValue":"0.0141","DailyOpenInterest":0,"ImpliedVolatility":"0.8808","ProbabilityITM_IV":"0.2334","ProbabilityOTM_IV":"0.7666","StandardDeviation":"0.1725","TheoreticalValue_IV":"0.75"},{"Ask":"2.3","Bid":"1.35","Low":"0","Mid":"1.825","Rho":"-0.00745174","High":"0","Last":"2.08","Legs":[{"Ratio":1,"Symbol":"T 260911P27.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"27.5"}],"Open":"0","Side":"Put","Vega":"0.01896036","Close":"2.08","Delta":"-0.64920501","Gamma":"0.11000599","Theta":"-0.04195881","Volume":0,"AskSize":14,"BidSize":59,"Strikes":["27.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.08","ProbabilityBE":"0.4776","ExtrinsicValue":"0.705","IntrinsicValue":"1.595","ProbabilityITM":"0.8557","ProbabilityOTM":"0.1443","ProbabilityBE_IV":"0.5114","TheoreticalValue":"1.6807","DailyOpenInterest":18,"ImpliedVolatility":"0.6589","ProbabilityITM_IV":"0.6961","ProbabilityOTM_IV":"0.3039","StandardDeviation":"0.129","TheoreticalValue_IV":"2.3"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00144805","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911P17","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"17"}],"Open":"0","Side":"Put","Vega":"0.00989342","Close":"0","Delta":"-0.11444195","Gamma":"0.01748453","Theta":"-0.07482151","Volume":0,"AskSize":916,"BidSize":0,"Strikes":["17"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2188","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"2.163","ProbabilityITM_IV":"0.2188","ProbabilityOTM_IV":"0.7812","StandardDeviation":"0.4236","TheoreticalValue_IV":"0.75"},{"Ask":"6.15","Bid":"5.8","Low":"5.61","Mid":"5.975","Rho":"0.00686334","High":"5.67","Last":"5.61","Legs":[{"Ratio":1,"Symbol":"T 260911C20","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"20"}],"Open":"5.66","Side":"Call","Vega":"0.00781431","Close":"5.61","Delta":"0.91705019","Gamma":"0.0291143","Theta":"-0.02995991","Volume":3,"AskSize":25,"BidSize":38,"Strikes":["20"],"NetChange":"0.18","NetChangePct":"0.0331","PreviousClose":"5.43","ProbabilityBE":"0.4911","ExtrinsicValue":"0.245","IntrinsicValue":"5.905","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4603","TheoreticalValue":"5.9339","DailyOpenInterest":8,"ImpliedVolatility":"1.026","ProbabilityITM_IV":"0.8816","ProbabilityOTM_IV":"0.1184","StandardDeviation":"0.2009","TheoreticalValue_IV":"6.15"},{"Ask":"0.95","Bid":"0","Low":"0","Mid":"0.475","Rho":"-0.00153517","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911P16","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"16"}],"Open":"0","Side":"Put","Vega":"0.00994884","Close":"0","Delta":"-0.1153442","Gamma":"0.01463703","Theta":"-0.09043717","Volume":0,"AskSize":898,"BidSize":0,"Strikes":["16"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.95","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2465","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"2.5983","ProbabilityITM_IV":"0.2465","ProbabilityOTM_IV":"0.7535","StandardDeviation":"0.5089","TheoreticalValue_IV":"0.95"},{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"-0.00067251","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"T 260911P23.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"23.5"}],"Open":"0","Side":"Put","Vega":"0.00645922","Close":"0.05","Delta":"-0.06466588","Gamma":"0.07313673","Theta":"-0.00748789","Volume":0,"AskSize":288,"BidSize":0,"Strikes":["23.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0.0409","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0.0424","ProbabilityOTM":"0.9576","ProbabilityBE_IV":"0.0715","TheoreticalValue":"0.0224","DailyOpenInterest":84,"ImpliedVolatility":"0.3376","ProbabilityITM_IV":"0.0735","ProbabilityOTM_IV":"0.9265","StandardDeviation":"0.0661","TheoreticalValue_IV":"0.05"},{"Ask":"9.3","Bid":"8.7","Low":"8.75","Mid":"9","Rho":"0.00566722","High":"8.88","Last":"8.88","Legs":[{"Ratio":1,"Symbol":"T 260911C17","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"17"}],"Open":"8.75","Side":"Call","Vega":"0.00758926","Close":"8.88","Delta":"0.9202024","Gamma":"0.01674151","Theta":"-0.04768882","Volume":2,"AskSize":21,"BidSize":44,"Strikes":["17"],"NetChange":"0.13","NetChangePct":"0.0149","PreviousClose":"8.75","ProbabilityBE":"0.4923","ExtrinsicValue":"0.395","IntrinsicValue":"8.905","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4327","TheoreticalValue":"8.9295","DailyOpenInterest":6,"ImpliedVolatility":"1.7329","ProbabilityITM_IV":"0.8564","ProbabilityOTM_IV":"0.1436","StandardDeviation":"0.3394","TheoreticalValue_IV":"9.3"},{"Ask":"7.8","Bid":"7.25","Low":"7.3","Mid":"7.525","Rho":"0.0061136","High":"7.42","Last":"7.42","Legs":[{"Ratio":1,"Symbol":"T 260911C18.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"18.5"}],"Open":"7.3","Side":"Call","Vega":"0.00854378","Close":"7.42","Delta":"0.90650138","Gamma":"0.0224232","Theta":"-0.04532024","Volume":2,"AskSize":560,"BidSize":142,"Strikes":["18.5"],"NetChange":"1.77","NetChangePct":"0.3133","PreviousClose":"5.65","ProbabilityBE":"0.4917","ExtrinsicValue":"0.395","IntrinsicValue":"7.405","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4434","TheoreticalValue":"7.4317","DailyOpenInterest":4,"ImpliedVolatility":"1.4565","ProbabilityITM_IV":"0.849","ProbabilityOTM_IV":"0.151","StandardDeviation":"0.2853","TheoreticalValue_IV":"7.8"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00163813","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"T 260911P18.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Put","StrikePrice":"18.5"}],"Open":"0","Side":"Put","Vega":"0.01100673","Close":"0","Delta":"-0.13326582","Gamma":"0.02282861","Theta":"-0.07086","Volume":0,"AskSize":1323,"BidSize":0,"Strikes":["18.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2275","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"1.8431","ProbabilityITM_IV":"0.2275","ProbabilityOTM_IV":"0.7725","StandardDeviation":"0.361","TheoreticalValue_IV":"0.75"}],"expirations":[{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-10-15T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-04-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-28T14:30:46.419Z","selectedExpiration":{"date":"2026-09-11T00:00:00Z","type":"Weekly"}},"candidates":[{"variant":"call_debit_spread","recommended":true,"expiration":"2026-09-11T00:00:00.000Z","dte":14,"legs":[{"ask":0.73,"bid":0.64,"mid":0.685,"raw":{"Ask":"0.73","Bid":"0.64","Low":"0.46","Mid":"0.685","Rho":"0.00630735","High":"0.7","Last":"0.69","Legs":[{"Ratio":1,"Symbol":"T 260911C25.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"25.5"}],"Open":"0.46","Side":"Call","Vega":"0.01888968","Close":"0.69","Delta":"0.65276697","Gamma":"0.30627597","Theta":"-0.01729116","Volume":47,"AskSize":250,"BidSize":113,"Strikes":["25.5"],"NetChange":"0.28","NetChangePct":"0.6829","PreviousClose":"0.41","ProbabilityBE":"0.3866","ExtrinsicValue":"0.325","IntrinsicValue":"0.405","ProbabilityITM":"0.6089","ProbabilityOTM":"0.3911","ProbabilityBE_IV":"0.3675","TheoreticalValue":"0.8259","DailyOpenInterest":759,"ImpliedVolatility":"0.2358","ProbabilityITM_IV":"0.6354","ProbabilityOTM_IV":"0.3646","StandardDeviation":"0.0462","TheoreticalValue_IV":"0.73"},"delta":0.65276697,"ratio":1,"strike":25.5,"symbol":"T 260911C25.5","volume":47,"askSize":250,"bidSize":113,"expiration":"2026-09-11T00:00:00Z","optionType":"call","openInterest":759,"impliedVolatility":0.2358},{"ask":0.1,"bid":0.08,"mid":0.09,"raw":{"Ask":"0.1","Bid":"0.08","Low":"0.06","Mid":"0.09","Rho":"0.00172701","High":"0.11","Last":"0.08","Legs":[{"Ratio":1,"Symbol":"T 260911C27","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"27"}],"Open":"0.06","Side":"Call","Vega":"0.01317856","Close":"0.08","Delta":"0.17487807","Gamma":"0.23796297","Theta":"-0.01025328","Volume":27,"AskSize":20,"BidSize":33,"Strikes":["27"],"NetChange":"0.03","NetChangePct":"0.6","PreviousClose":"0.05","ProbabilityBE":"0.1912","ExtrinsicValue":"0.1","IntrinsicValue":"0","ProbabilityITM":"0.2309","ProbabilityOTM":"0.7691","ProbabilityBE_IV":"0.1225","TheoreticalValue":"0.2103","DailyOpenInterest":191,"ImpliedVolatility":"0.2117","ProbabilityITM_IV":"0.1643","ProbabilityOTM_IV":"0.8357","StandardDeviation":"0.0415","TheoreticalValue_IV":"0.1"},"delta":0.17487807,"ratio":-1,"strike":27,"symbol":"T 260911C27","volume":27,"askSize":20,"bidSize":33,"expiration":"2026-09-11T00:00:00Z","optionType":"call","openInterest":191,"impliedVolatility":0.2117}],"entryBid":0.54,"entryAsk":0.65,"entryMid":0.595,"entryDebit":0.65,"rejectionReasons":[]},{"variant":"long_call_60_delta","recommended":false,"expiration":"2026-09-11T00:00:00.000Z","dte":14,"legs":[{"ask":0.73,"bid":0.64,"mid":0.685,"raw":{"Ask":"0.73","Bid":"0.64","Low":"0.46","Mid":"0.685","Rho":"0.00630735","High":"0.7","Last":"0.69","Legs":[{"Ratio":1,"Symbol":"T 260911C25.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"25.5"}],"Open":"0.46","Side":"Call","Vega":"0.01888968","Close":"0.69","Delta":"0.65276697","Gamma":"0.30627597","Theta":"-0.01729116","Volume":47,"AskSize":250,"BidSize":113,"Strikes":["25.5"],"NetChange":"0.28","NetChangePct":"0.6829","PreviousClose":"0.41","ProbabilityBE":"0.3866","ExtrinsicValue":"0.325","IntrinsicValue":"0.405","ProbabilityITM":"0.6089","ProbabilityOTM":"0.3911","ProbabilityBE_IV":"0.3675","TheoreticalValue":"0.8259","DailyOpenInterest":759,"ImpliedVolatility":"0.2358","ProbabilityITM_IV":"0.6354","ProbabilityOTM_IV":"0.3646","StandardDeviation":"0.0462","TheoreticalValue_IV":"0.73"},"delta":0.65276697,"ratio":1,"strike":25.5,"symbol":"T 260911C25.5","volume":47,"askSize":250,"bidSize":113,"expiration":"2026-09-11T00:00:00Z","optionType":"call","openInterest":759,"impliedVolatility":0.2358}],"entryBid":0.64,"entryAsk":0.73,"entryMid":0.685,"entryDebit":0.73,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-09-11T00:00:00.000Z","dte":14,"legs":[{"ask":1.21,"bid":0.99,"mid":1.1,"raw":{"Ask":"1.21","Bid":"0.99","Low":"0.95","Mid":"1.1","Rho":"0.00694408","High":"1.02","Last":"1.02","Legs":[{"Ratio":1,"Symbol":"T 260911C25","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"25"}],"Open":"0.95","Side":"Call","Vega":"0.01677371","Close":"1.02","Delta":"0.73434865","Gamma":"0.20353505","Theta":"-0.02037617","Volume":2,"AskSize":2208,"BidSize":232,"Strikes":["25"],"NetChange":"0.24","NetChangePct":"0.3077","PreviousClose":"0.78","ProbabilityBE":"0.4295","ExtrinsicValue":"0.305","IntrinsicValue":"0.905","ProbabilityITM":"0.7348","ProbabilityOTM":"0.2652","ProbabilityBE_IV":"0.4338","TheoreticalValue":"1.162","DailyOpenInterest":330,"ImpliedVolatility":"0.315","ProbabilityITM_IV":"0.7136","ProbabilityOTM_IV":"0.2864","StandardDeviation":"0.0617","TheoreticalValue_IV":"1.21"},"delta":0.73434865,"ratio":1,"strike":25,"symbol":"T 260911C25","volume":2,"askSize":2208,"bidSize":232,"expiration":"2026-09-11T00:00:00Z","optionType":"call","openInterest":330,"impliedVolatility":0.315}],"entryBid":0.99,"entryAsk":1.21,"entryMid":1.1,"entryDebit":1.21,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_T_60_L_1787923800000","variant":"call_debit_spread","exitBid":0.51,"exitAsk":0.62,"exitMid":0.565,"exitCredit":0.51,"pnlPerContract":-14.000000000000002,"returnOnDebit":-0.2153846153846154,"quote":{"ask":0.62,"bid":0.51,"mid":0.565,"raw":{"Ask":"0.62","Bid":"0.51","Low":"0.41","Mid":"0.565","Rho":"0.00485134","High":"0.64","Last":"0.5","Legs":[{"Ratio":1,"Symbol":"T 260911C25.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"25.5"},{"Ratio":-1,"Symbol":"T 260911C27","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"27"}],"Open":"0.4","Side":"Call","Vega":"0.00561782","Close":"0.5","Delta":"0.508664","Gamma":"0.10179204","Theta":"-0.00554222","Volume":116,"AskSize":1,"BidSize":182,"Strikes":["25.5","27"],"NetChange":"0.14","NetChangePct":"0.3889","PreviousClose":"0.36","ExtrinsicValue":"0.175","IntrinsicValue":"0.415","TheoreticalValue":"0.6188","DailyOpenInterest":191,"ImpliedVolatility":"0.2053","StandardDeviation":"0.0402","TheoreticalValue_IV":"0.59"},"capturedAt":"2026-08-28T18:30:11.629Z"},"closedAt":"2026-08-28T18:30:00.000Z"},{"signalId":"DDV1_BATS_T_60_L_1787923800000","variant":"long_call_60_delta","exitBid":0.6,"exitAsk":0.68,"exitMid":0.64,"exitCredit":0.6,"pnlPerContract":-13,"returnOnDebit":-0.17808219178082194,"quote":{"ask":0.68,"bid":0.6,"mid":0.64,"raw":{"Ask":"0.68","Bid":"0.6","Low":"0.46","Mid":"0.64","Rho":"0.0065089","High":"0.75","Last":"0.58","Legs":[{"Ratio":1,"Symbol":"T 260911C25.5","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"25.5"}],"Open":"0.46","Side":"Call","Vega":"0.01824074","Close":"0.58","Delta":"0.67802415","Gamma":"0.34403088","Theta":"-0.01501249","Volume":271,"AskSize":1,"BidSize":381,"Strikes":["25.5"],"NetChange":"0.17","NetChangePct":"0.4146","PreviousClose":"0.41","ProbabilityBE":"0.3884","ExtrinsicValue":"0.26","IntrinsicValue":"0.42","ProbabilityITM":"0.6136","ProbabilityOTM":"0.3864","ProbabilityBE_IV":"0.3532","TheoreticalValue":"0.8321","DailyOpenInterest":759,"ImpliedVolatility":"0.2048","ProbabilityITM_IV":"0.6635","ProbabilityOTM_IV":"0.3365","StandardDeviation":"0.0401","TheoreticalValue_IV":"0.68"},"capturedAt":"2026-08-28T18:30:13.417Z"},"closedAt":"2026-08-28T18:30:00.000Z"},{"signalId":"DDV1_BATS_T_60_L_1787923800000","variant":"long_call_75_delta","exitBid":0.99,"exitAsk":1.21,"exitMid":1.1,"exitCredit":0.99,"pnlPerContract":-21.999999999999996,"returnOnDebit":-0.1818181818181818,"quote":{"ask":1.21,"bid":0.99,"mid":1.1,"raw":{"Ask":"1.21","Bid":"0.99","Low":"0.95","Mid":"1.1","Rho":"0.00693694","High":"1.1","Last":"1.04","Legs":[{"Ratio":1,"Symbol":"T 260911C25","AssetType":"StockOption","Expiration":"2026-09-11T00:00:00Z","OptionType":"Call","StrikePrice":"25"}],"Open":"0.95","Side":"Call","Vega":"0.01645869","Close":"1.04","Delta":"0.74133636","Gamma":"0.20493774","Theta":"-0.0199981","Volume":47,"AskSize":2298,"BidSize":149,"Strikes":["25"],"NetChange":"0.26","NetChangePct":"0.3333","PreviousClose":"0.78","ProbabilityBE":"0.431","ExtrinsicValue":"0.29","IntrinsicValue":"0.92","ProbabilityITM":"0.7394","ProbabilityOTM":"0.2606","ProbabilityBE_IV":"0.4345","TheoreticalValue":"1.1706","DailyOpenInterest":330,"ImpliedVolatility":"0.3103","ProbabilityITM_IV":"0.7213","ProbabilityOTM_IV":"0.2787","StandardDeviation":"0.0608","TheoreticalValue_IV":"1.21"},"capturedAt":"2026-08-28T18:30:14.925Z"},"closedAt":"2026-08-28T18:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_T_60_L_1787923800000","variant":"call_debit_spread","phase":"open","executionStatus":"Sent order: 1 T - Vertical @ 0.65 Limit\r\nBuy to Open 1 T Sep 11, 26 25.5 Call\r\nSell to Open 1 T Sep 11, 26 27 Call","brokerOrderId":"969230085","submittedQuantity":1,"limitPrice":0.65,"rawEvent":{"Orders":[{"Message":"Sent order: 1 T - Vertical @ 0.65 Limit\r\nBuy to Open 1 T Sep 11, 26 25.5 Call\r\nSell to Open 1 T Sep 11, 26 27 Call","OrderID":"969230085"}]},"submittedAt":"2026-08-28T14:30:46.672Z"},{"signalId":"DDV1_BATS_T_60_L_1787923800000","variant":"call_debit_spread","phase":"close","executionStatus":"Sent order: 1 T - Vertical @ 0.51 Limit\r\nSell to Close 1 T Sep 11, 26 25.5 Call\r\nBuy to Close 1 T Sep 11, 26 27 Call","brokerOrderId":"969303838","submittedQuantity":1,"limitPrice":0.51,"rawEvent":{"Orders":[{"Message":"Sent order: 1 T - Vertical @ 0.51 Limit\r\nSell to Close 1 T Sep 11, 26 25.5 Call\r\nBuy to Close 1 T Sep 11, 26 27 Call","OrderID":"969303838"}]},"submittedAt":"2026-08-28T18:30:11.913Z"}],"capturedAt":"2026-08-28T14:30:44.872Z","closedAt":"2026-08-28T18:30:00.000Z"},{"signalId":"DDV1_BATS_NFLX_60_L_1787923800000","symbol":"NFLX","timeframe":"60","underlyingEntryPrice":81.35,"predictedHoldBars":18.917374043264758,"predictedMfeR":0.25413662944399357,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-28T14:30:33.963Z","selectedExpiration":{"date":"2026-09-11T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-28T14:30:29.158Z","closedAt":null},{"signalId":"DDV1_BATS_PFG_D_L_1787837400000","symbol":"PFG","timeframe":"D","underlyingEntryPrice":112.88,"predictedHoldBars":7.26096851572112,"predictedMfeR":0.18729098750756606,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-28T13:30:54.291Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-28T13:30:52.126Z","closedAt":null},{"signalId":"DDV1_BATS_SAIC_D_L_1787837400000","symbol":"SAIC","timeframe":"D","underlyingEntryPrice":129.46,"predictedHoldBars":0.9644808491883116,"predictedMfeR":0.3512788325943283,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-28T13:30:53.634Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-28T13:30:47.555Z","closedAt":null},{"signalId":"DDV1_BATS_ACA_D_L_1787837400000","symbol":"ACA","timeframe":"D","underlyingEntryPrice":145.45,"predictedHoldBars":2.24026746319304,"predictedMfeR":0.5985940564799571,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-28T13:30:53.642Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-28T13:30:46.561Z","closedAt":null},{"signalId":"DDV1_BATS_CRWD_D_L_1787837400000","symbol":"CRWD","timeframe":"D","underlyingEntryPrice":228.23,"predictedHoldBars":8.160515624908495,"predictedMfeR":0.258500753442179,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-28T13:30:28.354Z","selectedExpiration":{"date":"2026-10-09T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-28T13:30:16.785Z","closedAt":null},{"signalId":"DDV1_BATS_PLTR_D_L_1787751000000","symbol":"PLTR","timeframe":"D","underlyingEntryPrice":178.75,"predictedHoldBars":3.268111615981805,"predictedMfeR":0.677475558881796,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[{"Ask":"15.75","Bid":"12.55","Low":"0","Mid":"14.15","Rho":"-0.1256633","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P185","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"185"}],"Open":"0","Side":"Put","Vega":"0.24846498","Close":"0","Delta":"-0.49911617","Gamma":"0.01145228","Theta":"-0.1498926","Volume":0,"AskSize":50,"BidSize":24,"Strikes":["185"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3974","ExtrinsicValue":"11.6373","IntrinsicValue":"4.1127","ProbabilityITM":"0.5775","ProbabilityOTM":"0.4225","ProbabilityBE_IV":"0.3525","TheoreticalValue":"19.196","DailyOpenInterest":0,"ImpliedVolatility":"0.5593","ProbabilityITM_IV":"0.5755","ProbabilityOTM_IV":"0.4245","StandardDeviation":"0.192","TheoreticalValue_IV":"15.75"},{"Ask":"34.7","Bid":"31.8","Low":"0","Mid":"33.25","Rho":"0.14119539","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C150","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"0","Side":"Call","Vega":"0.14503804","Close":"0","Delta":"0.85027217","Gamma":"0.00628344","Theta":"-0.11174677","Volume":0,"AskSize":36,"BidSize":53,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4112","ExtrinsicValue":"3.8127","IntrinsicValue":"30.8873","ProbabilityITM":"0.7508","ProbabilityOTM":"0.2492","ProbabilityBE_IV":"0.411","TheoreticalValue":"36.2935","DailyOpenInterest":0,"ImpliedVolatility":"0.5951","ProbabilityITM_IV":"0.7975","ProbabilityOTM_IV":"0.2025","StandardDeviation":"0.2043","TheoreticalValue_IV":"34.7001"},{"Ask":"5.15","Bid":"2.47","Low":"3.1","Mid":"3.81","Rho":"0.05015454","High":"3.1","Last":"3.1","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C210","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"210"}],"Open":"3.1","Side":"Call","Vega":"0.20295754","Close":"3.1","Delta":"0.26235769","Gamma":"0.00913627","Theta":"-0.13857833","Volume":1,"AskSize":85,"BidSize":29,"Strikes":["210"],"NetChange":"3.1","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1908","ExtrinsicValue":"5.15","IntrinsicValue":"0","ProbabilityITM":"0.2349","ProbabilityOTM":"0.7651","ProbabilityBE_IV":"0.1542","TheoreticalValue":"7.8197","DailyOpenInterest":0,"ImpliedVolatility":"0.5727","ProbabilityITM_IV":"0.2023","ProbabilityOTM_IV":"0.7977","StandardDeviation":"0.1966","TheoreticalValue_IV":"5.1501"},{"Ask":"24.7","Bid":"21.75","Low":"0","Mid":"23.225","Rho":"0.13200649","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C162.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"162.5"}],"Open":"0","Side":"Call","Vega":"0.19701196","Close":"0","Delta":"0.7521383","Gamma":"0.00918656","Theta":"-0.13709657","Volume":0,"AskSize":93,"BidSize":96,"Strikes":["162.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3783","ExtrinsicValue":"6.3127","IntrinsicValue":"18.3873","ProbabilityITM":"0.6346","ProbabilityOTM":"0.3654","ProbabilityBE_IV":"0.3688","TheoreticalValue":"27.6621","DailyOpenInterest":0,"ImpliedVolatility":"0.5529","ProbabilityITM_IV":"0.6882","ProbabilityOTM_IV":"0.3118","StandardDeviation":"0.1898","TheoreticalValue_IV":"24.7001"},{"Ask":"7.65","Bid":"4.95","Low":"0","Mid":"6.3","Rho":"-0.07844086","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P170","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"170"}],"Open":"0","Side":"Put","Vega":"0.22374881","Close":"0","Delta":"-0.32355597","Gamma":"0.01098083","Theta":"-0.12914238","Volume":0,"AskSize":87,"BidSize":95,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3265","ExtrinsicValue":"7.65","IntrinsicValue":"0","ProbabilityITM":"0.4379","ProbabilityOTM":"0.5621","ProbabilityBE_IV":"0.2524","TheoreticalValue":"11.5796","DailyOpenInterest":0,"ImpliedVolatility":"0.5253","ProbabilityITM_IV":"0.3909","ProbabilityOTM_IV":"0.6091","StandardDeviation":"0.1803","TheoreticalValue_IV":"7.6501"},{"Ask":"11.95","Bid":"8.5","Low":"0","Mid":"10.225","Rho":"-0.10296203","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P177.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"177.5"}],"Open":"0","Side":"Put","Vega":"0.24269514","Close":"0","Delta":"-0.41418718","Gamma":"0.01102764","Theta":"-0.15035258","Volume":0,"AskSize":55,"BidSize":34,"Strikes":["177.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3642","ExtrinsicValue":"11.95","IntrinsicValue":"0","ProbabilityITM":"0.5093","ProbabilityOTM":"0.4907","ProbabilityBE_IV":"0.3166","TheoreticalValue":"15.1253","DailyOpenInterest":0,"ImpliedVolatility":"0.5674","ProbabilityITM_IV":"0.4914","ProbabilityOTM_IV":"0.5086","StandardDeviation":"0.1947","TheoreticalValue_IV":"11.95"},{"Ask":"23.85","Bid":"20.5","Low":"0","Mid":"22.175","Rho":"-0.16343395","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P197.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"197.5"}],"Open":"0","Side":"Put","Vega":"0.23501598","Close":"0","Delta":"-0.63066652","Gamma":"0.01075732","Theta":"-0.13904634","Volume":0,"AskSize":51,"BidSize":43,"Strikes":["197.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4422","ExtrinsicValue":"7.2373","IntrinsicValue":"16.6127","ProbabilityITM":"0.68","ProbabilityOTM":"0.32","ProbabilityBE_IV":"0.4081","TheoreticalValue":"27.0603","DailyOpenInterest":0,"ImpliedVolatility":"0.5632","ProbabilityITM_IV":"0.7011","ProbabilityOTM_IV":"0.2989","StandardDeviation":"0.1933","TheoreticalValue_IV":"23.8499"},{"Ask":"29.6","Bid":"26.35","Low":"0","Mid":"27.975","Rho":"-0.18412356","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P205","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"205"}],"Open":"0","Side":"Put","Vega":"0.21799733","Close":"0","Delta":"-0.69550323","Gamma":"0.00978054","Theta":"-0.12907885","Volume":0,"AskSize":56,"BidSize":42,"Strikes":["205"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4633","ExtrinsicValue":"5.4873","IntrinsicValue":"24.1127","ProbabilityITM":"0.7332","ProbabilityOTM":"0.2668","ProbabilityBE_IV":"0.4369","TheoreticalValue":"32.3567","DailyOpenInterest":0,"ImpliedVolatility":"0.5746","ProbabilityITM_IV":"0.7609","ProbabilityOTM_IV":"0.2391","StandardDeviation":"0.1972","TheoreticalValue_IV":"29.5999"},{"Ask":"4.6","Bid":"0.59","Low":"0","Mid":"2.595","Rho":"-0.04530414","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P152.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"152.5"}],"Open":"0","Side":"Put","Vega":"0.16672238","Close":"0","Delta":"-0.18585369","Gamma":"0.00660366","Theta":"-0.12153736","Volume":0,"AskSize":104,"BidSize":115,"Strikes":["152.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2241","ExtrinsicValue":"4.6","IntrinsicValue":"0","ProbabilityITM":"0.2715","ProbabilityOTM":"0.7285","ProbabilityBE_IV":"0.2032","TheoreticalValue":"5.4044","DailyOpenInterest":0,"ImpliedVolatility":"0.6509","ProbabilityITM_IV":"0.2517","ProbabilityOTM_IV":"0.7483","StandardDeviation":"0.2234","TheoreticalValue_IV":"4.5999"},{"Ask":"17.2","Bid":"13.85","Low":"0","Mid":"15.525","Rho":"-0.13336934","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P187.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"187.5"}],"Open":"0","Side":"Put","Vega":"0.24789348","Close":"0","Delta":"-0.52706757","Gamma":"0.01144416","Theta":"-0.14861239","Volume":0,"AskSize":50,"BidSize":31,"Strikes":["187.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4073","ExtrinsicValue":"10.5873","IntrinsicValue":"6.6127","ProbabilityITM":"0.5992","ProbabilityOTM":"0.4008","ProbabilityBE_IV":"0.3642","TheoreticalValue":"20.6647","DailyOpenInterest":0,"ImpliedVolatility":"0.5584","ProbabilityITM_IV":"0.6026","ProbabilityOTM_IV":"0.3974","StandardDeviation":"0.1917","TheoreticalValue_IV":"17.2"},{"Ask":"14.4","Bid":"11.15","Low":"0","Mid":"12.775","Rho":"-0.11799136","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P182.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"182.5"}],"Open":"0","Side":"Put","Vega":"0.24779859","Close":"0","Delta":"-0.47077472","Gamma":"0.01137806","Theta":"-0.15072709","Volume":0,"AskSize":50,"BidSize":25,"Strikes":["182.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3868","ExtrinsicValue":"12.7873","IntrinsicValue":"1.6127","ProbabilityITM":"0.5553","ProbabilityOTM":"0.4447","ProbabilityBE_IV":"0.3408","TheoreticalValue":"17.7824","DailyOpenInterest":0,"ImpliedVolatility":"0.5615","ProbabilityITM_IV":"0.5478","ProbabilityOTM_IV":"0.4522","StandardDeviation":"0.1927","TheoreticalValue_IV":"14.4"},{"Ask":"6","Bid":"2.24","Low":"0","Mid":"4.12","Rho":"0.05693693","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C205","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"205"}],"Open":"0","Side":"Call","Vega":"0.2161158","Close":"0","Delta":"0.29868526","Gamma":"0.00992479","Theta":"-0.14503602","Volume":0,"AskSize":40,"BidSize":29,"Strikes":["205"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2111","ExtrinsicValue":"6","IntrinsicValue":"0","ProbabilityITM":"0.2668","ProbabilityOTM":"0.7332","ProbabilityBE_IV":"0.1722","TheoreticalValue":"9.0671","DailyOpenInterest":0,"ImpliedVolatility":"0.5614","ProbabilityITM_IV":"0.2353","ProbabilityOTM_IV":"0.7647","StandardDeviation":"0.1927","TheoreticalValue_IV":"5.9999"},{"Ask":"11.25","Bid":"8.4","Low":"0","Mid":"9.825","Rho":"0.09265086","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C185","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"185"}],"Open":"0","Side":"Call","Vega":"0.24843982","Close":"0","Delta":"0.4942545","Gamma":"0.01249485","Theta":"-0.15504063","Volume":0,"AskSize":42,"BidSize":60,"Strikes":["185"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2954","ExtrinsicValue":"11.25","IntrinsicValue":"0","ProbabilityITM":"0.4225","ProbabilityOTM":"0.5775","ProbabilityBE_IV":"0.2556","TheoreticalValue":"15.8581","DailyOpenInterest":0,"ImpliedVolatility":"0.5126","ProbabilityITM_IV":"0.4243","ProbabilityOTM_IV":"0.5757","StandardDeviation":"0.1759","TheoreticalValue_IV":"11.25"},{"Ask":"25.7","Bid":"22.65","Low":"0","Mid":"24.175","Rho":"-0.17055815","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P200","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"200"}],"Open":"0","Side":"Put","Vega":"0.22978701","Close":"0","Delta":"-0.65370837","Gamma":"0.01046241","Theta":"-0.13583122","Volume":0,"AskSize":69,"BidSize":46,"Strikes":["200"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4497","ExtrinsicValue":"6.5873","IntrinsicValue":"19.1127","ProbabilityITM":"0.6984","ProbabilityOTM":"0.3016","ProbabilityBE_IV":"0.4181","TheoreticalValue":"28.7812","DailyOpenInterest":0,"ImpliedVolatility":"0.5662","ProbabilityITM_IV":"0.7225","ProbabilityOTM_IV":"0.2775","StandardDeviation":"0.1943","TheoreticalValue_IV":"25.6999"},{"Ask":"9.85","Bid":"6.45","Low":"0","Mid":"8.15","Rho":"0.08270691","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C190","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"190"}],"Open":"0","Side":"Call","Vega":"0.24566362","Close":"0","Delta":"0.440143","Gamma":"0.01182322","Theta":"-0.15909764","Volume":0,"AskSize":55,"BidSize":51,"Strikes":["190"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2744","ExtrinsicValue":"9.85","IntrinsicValue":"0","ProbabilityITM":"0.3796","ProbabilityOTM":"0.6204","ProbabilityBE_IV":"0.2367","TheoreticalValue":"13.8626","DailyOpenInterest":0,"ImpliedVolatility":"0.5357","ProbabilityITM_IV":"0.3688","ProbabilityOTM_IV":"0.6312","StandardDeviation":"0.1839","TheoreticalValue_IV":"9.8499"},{"Ask":"5.45","Bid":"1.56","Low":"0","Mid":"3.505","Rho":"-0.05356622","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P157.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"157.5"}],"Open":"0","Side":"Put","Vega":"0.18426114","Close":"0","Delta":"-0.21969005","Gamma":"0.00762767","Theta":"-0.12804212","Volume":0,"AskSize":114,"BidSize":133,"Strikes":["157.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2548","ExtrinsicValue":"5.45","IntrinsicValue":"0","ProbabilityITM":"0.3178","ProbabilityOTM":"0.6822","ProbabilityBE_IV":"0.2216","TheoreticalValue":"6.8722","DailyOpenInterest":0,"ImpliedVolatility":"0.6228","ProbabilityITM_IV":"0.2881","ProbabilityOTM_IV":"0.7119","StandardDeviation":"0.2138","TheoreticalValue_IV":"5.4499"},{"Ask":"20.35","Bid":"16.9","Low":"0","Mid":"18.625","Rho":"-0.14866462","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P192.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"192.5"}],"Open":"0","Side":"Put","Vega":"0.24331948","Close":"0","Delta":"-0.58105476","Gamma":"0.01122782","Theta":"-0.14443177","Volume":0,"AskSize":50,"BidSize":39,"Strikes":["192.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4257","ExtrinsicValue":"8.7373","IntrinsicValue":"11.6127","ProbabilityITM":"0.6409","ProbabilityOTM":"0.3591","ProbabilityBE_IV":"0.3867","TheoreticalValue":"23.7615","DailyOpenInterest":0,"ImpliedVolatility":"0.5587","ProbabilityITM_IV":"0.6543","ProbabilityOTM_IV":"0.3457","StandardDeviation":"0.1918","TheoreticalValue_IV":"20.3501"},{"Ask":"7.6","Bid":"4","Low":"0","Mid":"5.8","Rho":"0.06876371","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C197.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"197.5"}],"Open":"0","Side":"Call","Vega":"0.23359748","Close":"0","Delta":"0.36268264","Gamma":"0.01105286","Theta":"-0.15292341","Volume":0,"AskSize":133,"BidSize":141,"Strikes":["197.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2426","ExtrinsicValue":"7.6","IntrinsicValue":"0","ProbabilityITM":"0.32","ProbabilityOTM":"0.68","ProbabilityBE_IV":"0.2021","TheoreticalValue":"11.2541","DailyOpenInterest":0,"ImpliedVolatility":"0.5449","ProbabilityITM_IV":"0.295","ProbabilityOTM_IV":"0.705","StandardDeviation":"0.187","TheoreticalValue_IV":"7.6001"},{"Ask":"22.95","Bid":"19.95","Low":"0","Mid":"21.45","Rho":"0.12868284","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C165","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"0","Side":"Call","Vega":"0.20707951","Close":"0","Delta":"0.7269645","Gamma":"0.00971769","Theta":"-0.1424058","Volume":0,"AskSize":22,"BidSize":21,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3704","ExtrinsicValue":"7.0627","IntrinsicValue":"15.8873","ProbabilityITM":"0.6104","ProbabilityOTM":"0.3896","ProbabilityBE_IV":"0.3586","TheoreticalValue":"26.1126","DailyOpenInterest":0,"ImpliedVolatility":"0.5494","ProbabilityITM_IV":"0.6607","ProbabilityOTM_IV":"0.3393","StandardDeviation":"0.1886","TheoreticalValue_IV":"22.9501"},{"Ask":"16.45","Bid":"13.5","Low":"0","Mid":"14.975","Rho":"0.11275546","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C175","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"175"}],"Open":"0","Side":"Call","Vega":"0.23774728","Close":"0","Delta":"0.61675598","Gamma":"0.01161392","Theta":"-0.15457892","Volume":0,"AskSize":50,"BidSize":56,"Strikes":["175"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3352","ExtrinsicValue":"10.5627","IntrinsicValue":"5.8873","ProbabilityITM":"0.5142","ProbabilityOTM":"0.4858","ProbabilityBE_IV":"0.3104","TheoreticalValue":"20.5155","DailyOpenInterest":0,"ImpliedVolatility":"0.5278","ProbabilityITM_IV":"0.5459","ProbabilityOTM_IV":"0.4541","StandardDeviation":"0.1811","TheoreticalValue_IV":"16.4501"},{"Ask":"7","Bid":"3.35","Low":"0","Mid":"5.175","Rho":"0.06455105","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C200","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"200"}],"Open":"0","Side":"Call","Vega":"0.22813251","Close":"0","Delta":"0.33972066","Gamma":"0.01070313","Theta":"-0.15034737","Volume":0,"AskSize":77,"BidSize":35,"Strikes":["200"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.232","ExtrinsicValue":"7","IntrinsicValue":"0","ProbabilityITM":"0.3016","ProbabilityOTM":"0.6984","ProbabilityBE_IV":"0.1915","TheoreticalValue":"10.4806","DailyOpenInterest":0,"ImpliedVolatility":"0.5495","ProbabilityITM_IV":"0.2734","ProbabilityOTM_IV":"0.7266","StandardDeviation":"0.1886","TheoreticalValue_IV":"7.0001"},{"Ask":"13.1","Bid":"9.75","Low":"0","Mid":"11.425","Rho":"-0.11037908","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P180","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"180"}],"Open":"0","Side":"Put","Vega":"0.24587478","Close":"0","Delta":"-0.44243861","Gamma":"0.01126308","Theta":"-0.1505041","Volume":0,"AskSize":50,"BidSize":31,"Strikes":["180"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3758","ExtrinsicValue":"13.1","IntrinsicValue":"0","ProbabilityITM":"0.5325","ProbabilityOTM":"0.4675","ProbabilityBE_IV":"0.3282","TheoreticalValue":"16.4251","DailyOpenInterest":0,"ImpliedVolatility":"0.5628","ProbabilityITM_IV":"0.5195","ProbabilityOTM_IV":"0.4805","StandardDeviation":"0.1932","TheoreticalValue_IV":"13.1001"},{"Ask":"18.75","Bid":"15.3","Low":"0","Mid":"17.025","Rho":"-0.14103899","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P190","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"190"}],"Open":"0","Side":"Put","Vega":"0.24616049","Close":"0","Delta":"-0.55430006","Gamma":"0.01135535","Theta":"-0.14696477","Volume":0,"AskSize":63,"BidSize":47,"Strikes":["190"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4168","ExtrinsicValue":"9.6373","IntrinsicValue":"9.1127","ProbabilityITM":"0.6204","ProbabilityOTM":"0.3796","ProbabilityBE_IV":"0.3759","TheoreticalValue":"22.1871","DailyOpenInterest":0,"ImpliedVolatility":"0.5589","ProbabilityITM_IV":"0.6289","ProbabilityOTM_IV":"0.3711","StandardDeviation":"0.1918","TheoreticalValue_IV":"18.7499"},{"Ask":"8.3","Bid":"4.75","Low":"0","Mid":"6.525","Rho":"0.07326663","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C195","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"195"}],"Open":"0","Side":"Call","Vega":"0.23852877","Close":"0","Delta":"0.38755103","Gamma":"0.01134174","Theta":"-0.15567571","Volume":0,"AskSize":81,"BidSize":51,"Strikes":["195"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2532","ExtrinsicValue":"8.3","IntrinsicValue":"0","ProbabilityITM":"0.3392","ProbabilityOTM":"0.6608","ProbabilityBE_IV":"0.2135","TheoreticalValue":"12.0744","DailyOpenInterest":0,"ImpliedVolatility":"0.5422","ProbabilityITM_IV":"0.3183","ProbabilityOTM_IV":"0.6817","StandardDeviation":"0.1861","TheoreticalValue_IV":"8.3001"},{"Ask":"12.8","Bid":"9.55","Low":"0","Mid":"11.175","Rho":"0.09775071","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C182.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"182.5"}],"Open":"0","Side":"Call","Vega":"0.24791285","Close":"0","Delta":"0.52660563","Gamma":"0.01203632","Theta":"-0.16043322","Volume":0,"AskSize":91,"BidSize":97,"Strikes":["182.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3057","ExtrinsicValue":"12.8","IntrinsicValue":"0","ProbabilityITM":"0.4447","ProbabilityOTM":"0.5553","ProbabilityBE_IV":"0.2737","TheoreticalValue":"16.9373","DailyOpenInterest":0,"ImpliedVolatility":"0.531","ProbabilityITM_IV":"0.4538","ProbabilityOTM_IV":"0.5462","StandardDeviation":"0.1823","TheoreticalValue_IV":"12.8"},{"Ask":"28.7","Bid":"25.6","Low":"0","Mid":"27.15","Rho":"0.13607127","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C157.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"157.5"}],"Open":"0","Side":"Call","Vega":"0.17787308","Close":"0","Delta":"0.79320692","Gamma":"0.00793969","Theta":"-0.13028823","Volume":0,"AskSize":60,"BidSize":55,"Strikes":["157.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3927","ExtrinsicValue":"5.3127","IntrinsicValue":"23.3873","ProbabilityITM":"0.6822","ProbabilityOTM":"0.3178","ProbabilityBE_IV":"0.3885","TheoreticalValue":"30.9402","DailyOpenInterest":0,"ImpliedVolatility":"0.5776","ProbabilityITM_IV":"0.732","ProbabilityOTM_IV":"0.268","StandardDeviation":"0.1982","TheoreticalValue_IV":"28.7001"},{"Ask":"9.05","Bid":"5.55","Low":"0","Mid":"7.3","Rho":"0.07791754","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C192.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"192.5"}],"Open":"0","Side":"Call","Vega":"0.24258644","Close":"0","Delta":"0.41338596","Gamma":"0.0115993","Theta":"-0.15776686","Volume":0,"AskSize":133,"BidSize":128,"Strikes":["192.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2638","ExtrinsicValue":"9.05","IntrinsicValue":"0","ProbabilityITM":"0.3591","ProbabilityOTM":"0.6409","ProbabilityBE_IV":"0.2251","TheoreticalValue":"12.9434","DailyOpenInterest":0,"ImpliedVolatility":"0.5392","ProbabilityITM_IV":"0.3429","ProbabilityOTM_IV":"0.6571","StandardDeviation":"0.1851","TheoreticalValue_IV":"9.0501"},{"Ask":"18.05","Bid":"14.95","Low":"0","Mid":"16.5","Rho":"0.11700784","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C172.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"172.5"}],"Open":"0","Side":"Call","Vega":"0.23176737","Close":"0","Delta":"0.64543148","Gamma":"0.01113739","Theta":"-0.15363439","Volume":0,"AskSize":62,"BidSize":56,"Strikes":["172.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3445","ExtrinsicValue":"9.6627","IntrinsicValue":"8.3873","ProbabilityITM":"0.538","ProbabilityOTM":"0.462","ProbabilityBE_IV":"0.324","TheoreticalValue":"21.8251","DailyOpenInterest":0,"ImpliedVolatility":"0.5365","ProbabilityITM_IV":"0.5747","ProbabilityOTM_IV":"0.4253","StandardDeviation":"0.1841","TheoreticalValue_IV":"18.0499"},{"Ask":"10.8","Bid":"7.35","Low":"0","Mid":"9.075","Rho":"-0.09561087","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P175","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"175"}],"Open":"0","Side":"Put","Vega":"0.23829513","Close":"0","Delta":"-0.38624579","Gamma":"0.01079527","Theta":"-0.14856283","Volume":0,"AskSize":86,"BidSize":43,"Strikes":["175"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3521","ExtrinsicValue":"10.8","IntrinsicValue":"0","ProbabilityITM":"0.4858","ProbabilityOTM":"0.5142","ProbabilityBE_IV":"0.3033","TheoreticalValue":"13.8839","DailyOpenInterest":0,"ImpliedVolatility":"0.5691","ProbabilityITM_IV":"0.4629","ProbabilityOTM_IV":"0.5371","StandardDeviation":"0.1953","TheoreticalValue_IV":"10.7999"},{"Ask":"33.7","Bid":"30.65","Low":"0","Mid":"32.175","Rho":"-0.1968074","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P210","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"210"}],"Open":"0","Side":"Put","Vega":"0.20513251","Close":"0","Delta":"-0.73207785","Gamma":"0.00904642","Theta":"-0.1218203","Volume":0,"AskSize":51,"BidSize":45,"Strikes":["210"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4754","ExtrinsicValue":"4.5873","IntrinsicValue":"29.1127","ProbabilityITM":"0.7651","ProbabilityOTM":"0.2349","ProbabilityBE_IV":"0.4535","TheoreticalValue":"36.098","DailyOpenInterest":0,"ImpliedVolatility":"0.5846","ProbabilityITM_IV":"0.794","ProbabilityOTM_IV":"0.206","StandardDeviation":"0.2006","TheoreticalValue_IV":"33.7"},{"Ask":"22.05","Bid":"18.65","Low":"0","Mid":"20.35","Rho":"-0.15615336","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P195","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"195"}],"Open":"0","Side":"Put","Vega":"0.23953818","Close":"0","Delta":"-0.60662135","Gamma":"0.01102601","Theta":"-0.14173667","Volume":0,"AskSize":50,"BidSize":39,"Strikes":["195"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4342","ExtrinsicValue":"7.9373","IntrinsicValue":"14.1127","ProbabilityITM":"0.6608","ProbabilityOTM":"0.3392","ProbabilityBE_IV":"0.3975","TheoreticalValue":"25.3865","DailyOpenInterest":0,"ImpliedVolatility":"0.5601","ProbabilityITM_IV":"0.6784","ProbabilityOTM_IV":"0.3216","StandardDeviation":"0.1922","TheoreticalValue_IV":"22.0499"},{"Ask":"15.15","Bid":"12.1","Low":"0","Mid":"13.625","Rho":"0.10783357","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C177.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"177.5"}],"Open":"0","Side":"Call","Vega":"0.24258607","Close":"0","Delta":"0.58661681","Gamma":"0.01183175","Theta":"-0.15734286","Volume":0,"AskSize":56,"BidSize":51,"Strikes":["177.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3256","ExtrinsicValue":"11.7627","IntrinsicValue":"3.3873","ProbabilityITM":"0.4907","ProbabilityOTM":"0.5093","ProbabilityBE_IV":"0.2983","TheoreticalValue":"19.265","DailyOpenInterest":0,"ImpliedVolatility":"0.5286","ProbabilityITM_IV":"0.5147","ProbabilityOTM_IV":"0.4853","StandardDeviation":"0.1814","TheoreticalValue_IV":"15.1499"},{"Ask":"19.4","Bid":"16.55","Low":"0","Mid":"17.975","Rho":"0.12182217","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C170","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"0","Side":"Call","Vega":"0.22406096","Close":"0","Delta":"0.67534552","Gamma":"0.01087437","Theta":"-0.14789605","Volume":0,"AskSize":53,"BidSize":70,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3535","ExtrinsicValue":"8.5127","IntrinsicValue":"10.8873","ProbabilityITM":"0.5621","ProbabilityOTM":"0.4379","ProbabilityBE_IV":"0.3345","TheoreticalValue":"23.1942","DailyOpenInterest":0,"ImpliedVolatility":"0.5312","ProbabilityITM_IV":"0.6071","ProbabilityOTM_IV":"0.3929","StandardDeviation":"0.1823","TheoreticalValue_IV":"19.4"},{"Ask":"21.2","Bid":"18.2","Low":"0","Mid":"19.7","Rho":"0.12525979","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C167.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"167.5"}],"Open":"0","Side":"Call","Vega":"0.2161117","Close":"0","Delta":"0.70132719","Gamma":"0.0102642","Theta":"-0.1462089","Volume":0,"AskSize":55,"BidSize":51,"Strikes":["167.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3621","ExtrinsicValue":"7.8127","IntrinsicValue":"13.3873","ProbabilityITM":"0.5862","ProbabilityOTM":"0.4138","ProbabilityBE_IV":"0.3473","TheoreticalValue":"24.6233","DailyOpenInterest":0,"ImpliedVolatility":"0.5428","ProbabilityITM_IV":"0.6336","ProbabilityOTM_IV":"0.3664","StandardDeviation":"0.1863","TheoreticalValue_IV":"21.2"},{"Ask":"4.25","Bid":"1","Low":"0","Mid":"2.625","Rho":"-0.04174464","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P150","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"150"}],"Open":"0","Side":"Put","Vega":"0.15830823","Close":"0","Delta":"-0.17118712","Gamma":"0.0061217","Theta":"-0.11840399","Volume":0,"AskSize":181,"BidSize":177,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2087","ExtrinsicValue":"4.25","IntrinsicValue":"0","ProbabilityITM":"0.2492","ProbabilityOTM":"0.7508","ProbabilityBE_IV":"0.1948","TheoreticalValue":"4.7557","DailyOpenInterest":0,"ImpliedVolatility":"0.6667","ProbabilityITM_IV":"0.2358","ProbabilityOTM_IV":"0.7642","StandardDeviation":"0.2288","TheoreticalValue_IV":"4.25"},{"Ask":"10.75","Bid":"7.4","Low":"0","Mid":"9.075","Rho":"0.08765415","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C187.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"187.5"}],"Open":"0","Side":"Call","Vega":"0.24767528","Close":"0","Delta":"0.46818908","Gamma":"0.01196682","Theta":"-0.16016444","Volume":0,"AskSize":51,"BidSize":51,"Strikes":["187.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.285","ExtrinsicValue":"10.75","IntrinsicValue":"0","ProbabilityITM":"0.4008","ProbabilityOTM":"0.5992","ProbabilityBE_IV":"0.2489","TheoreticalValue":"14.8337","DailyOpenInterest":0,"ImpliedVolatility":"0.5336","ProbabilityITM_IV":"0.3961","ProbabilityOTM_IV":"0.6039","StandardDeviation":"0.1831","TheoreticalValue_IV":"10.75"},{"Ask":"26.55","Bid":"23.65","Low":"0","Mid":"25.1","Rho":"0.13482372","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C160","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"160"}],"Open":"0","Side":"Call","Vega":"0.18655171","Close":"0","Delta":"0.77550333","Gamma":"0.00861376","Theta":"-0.13183039","Volume":0,"AskSize":61,"BidSize":56,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3857","ExtrinsicValue":"5.6627","IntrinsicValue":"20.8873","ProbabilityITM":"0.6585","ProbabilityOTM":"0.3415","ProbabilityBE_IV":"0.3786","TheoreticalValue":"29.2715","DailyOpenInterest":0,"ImpliedVolatility":"0.5583","ProbabilityITM_IV":"0.7139","ProbabilityOTM_IV":"0.2861","StandardDeviation":"0.1916","TheoreticalValue_IV":"26.5499"},{"Ask":"6","Bid":"2.14","Low":"0","Mid":"4.07","Rho":"-0.05846014","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P160","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"160"}],"Open":"0","Side":"Put","Vega":"0.19338448","Close":"0","Delta":"-0.23947613","Gamma":"0.00813997","Theta":"-0.13188944","Volume":0,"AskSize":120,"BidSize":124,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2698","ExtrinsicValue":"6","IntrinsicValue":"0","ProbabilityITM":"0.3415","ProbabilityOTM":"0.6585","ProbabilityBE_IV":"0.2324","TheoreticalValue":"7.6937","DailyOpenInterest":0,"ImpliedVolatility":"0.6125","ProbabilityITM_IV":"0.3096","ProbabilityOTM_IV":"0.6904","StandardDeviation":"0.2102","TheoreticalValue_IV":"5.9999"},{"Ask":"7.3","Bid":"3.55","Low":"0","Mid":"5.425","Rho":"-0.06942789","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P165","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"165"}],"Open":"0","Side":"Put","Vega":"0.21089347","Close":"0","Delta":"-0.28344839","Gamma":"0.00914157","Theta":"-0.13902746","Volume":0,"AskSize":67,"BidSize":55,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2989","ExtrinsicValue":"7.3","IntrinsicValue":"0","ProbabilityITM":"0.3896","ProbabilityOTM":"0.6104","ProbabilityBE_IV":"0.2553","TheoreticalValue":"9.516","DailyOpenInterest":0,"ImpliedVolatility":"0.5947","ProbabilityITM_IV":"0.3565","ProbabilityOTM_IV":"0.6435","StandardDeviation":"0.2041","TheoreticalValue_IV":"7.2999"},{"Ask":"9.8","Bid":"6.25","Low":"0","Mid":"8.025","Rho":"-0.08859033","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P172.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"172.5"}],"Open":"0","Side":"Put","Vega":"0.23278496","Close":"0","Delta":"-0.35901996","Gamma":"0.01045192","Theta":"-0.1469096","Volume":0,"AskSize":82,"BidSize":49,"Strikes":["172.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3395","ExtrinsicValue":"9.8","IntrinsicValue":"0","ProbabilityITM":"0.462","ProbabilityOTM":"0.538","ProbabilityBE_IV":"0.2911","TheoreticalValue":"12.7018","DailyOpenInterest":0,"ImpliedVolatility":"0.5742","ProbabilityITM_IV":"0.4351","ProbabilityOTM_IV":"0.5649","StandardDeviation":"0.1971","TheoreticalValue_IV":"9.8"},{"Ask":"6.6","Bid":"2.8","Low":"0","Mid":"4.7","Rho":"-0.06369403","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P162.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"162.5"}],"Open":"0","Side":"Put","Vega":"0.20224713","Close":"0","Delta":"-0.26057217","Gamma":"0.00865543","Theta":"-0.13536131","Volume":0,"AskSize":114,"BidSize":109,"Strikes":["162.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2845","ExtrinsicValue":"6.6","IntrinsicValue":"0","ProbabilityITM":"0.3654","ProbabilityOTM":"0.6346","ProbabilityBE_IV":"0.2434","TheoreticalValue":"8.5748","DailyOpenInterest":0,"ImpliedVolatility":"0.6024","ProbabilityITM_IV":"0.3321","ProbabilityOTM_IV":"0.6679","StandardDeviation":"0.2068","TheoreticalValue_IV":"6.6001"},{"Ask":"5","Bid":"1.05","Low":"0","Mid":"3.025","Rho":"-0.04924597","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P155","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"155"}],"Open":"0","Side":"Put","Vega":"0.17542146","Close":"0","Delta":"-0.20202738","Gamma":"0.00710688","Theta":"-0.12479916","Volume":0,"AskSize":63,"BidSize":50,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2395","ExtrinsicValue":"5","IntrinsicValue":"0","ProbabilityITM":"0.2944","ProbabilityOTM":"0.7056","ProbabilityBE_IV":"0.2122","TheoreticalValue":"6.1094","DailyOpenInterest":0,"ImpliedVolatility":"0.6363","ProbabilityITM_IV":"0.2692","ProbabilityOTM_IV":"0.7308","StandardDeviation":"0.2184","TheoreticalValue_IV":"4.9999"},{"Ask":"32.55","Bid":"29.7","Low":"0","Mid":"31.125","Rho":"0.14041115","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C152.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"152.5"}],"Open":"0","Side":"Call","Vega":"0.15476643","Close":"0","Delta":"0.83472916","Gamma":"0.00684801","Theta":"-0.1161457","Volume":0,"AskSize":32,"BidSize":50,"Strikes":["152.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4055","ExtrinsicValue":"4.1627","IntrinsicValue":"28.3873","ProbabilityITM":"0.7285","ProbabilityOTM":"0.2715","ProbabilityBE_IV":"0.404","TheoreticalValue":"34.4523","DailyOpenInterest":0,"ImpliedVolatility":"0.5826","ProbabilityITM_IV":"0.7801","ProbabilityOTM_IV":"0.2199","StandardDeviation":"0.2","TheoreticalValue_IV":"32.55"},{"Ask":"30.55","Bid":"27.6","Low":"0","Mid":"29.075","Rho":"0.13865998","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009C155","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Call","StrikePrice":"155"}],"Open":"0","Side":"Call","Vega":"0.1659636","Close":"0","Delta":"0.8155063","Gamma":"0.00741139","Theta":"-0.12251103","Volume":0,"AskSize":60,"BidSize":60,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3993","ExtrinsicValue":"4.6627","IntrinsicValue":"25.8873","ProbabilityITM":"0.7056","ProbabilityOTM":"0.2944","ProbabilityBE_IV":"0.3964","TheoreticalValue":"32.6675","DailyOpenInterest":0,"ImpliedVolatility":"0.5773","ProbabilityITM_IV":"0.7579","ProbabilityOTM_IV":"0.2421","StandardDeviation":"0.1981","TheoreticalValue_IV":"30.55"},{"Ask":"8.1","Bid":"4.35","Low":"0","Mid":"6.225","Rho":"-0.07560245","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PLTR 261009P167.5","AssetType":"StockOption","Expiration":"2026-10-09T00:00:00Z","OptionType":"Put","StrikePrice":"167.5"}],"Open":"0","Side":"Put","Vega":"0.2190489","Close":"0","Delta":"-0.30782861","Gamma":"0.00958582","Theta":"-0.14268183","Volume":0,"AskSize":81,"BidSize":55,"Strikes":["167.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3129","ExtrinsicValue":"8.1","IntrinsicValue":"0","ProbabilityITM":"0.4138","ProbabilityOTM":"0.5862","ProbabilityBE_IV":"0.268","TheoreticalValue":"10.5176","DailyOpenInterest":0,"ImpliedVolatility":"0.5891","ProbabilityITM_IV":"0.3824","ProbabilityOTM_IV":"0.6176","StandardDeviation":"0.2022","TheoreticalValue_IV":"8.0999"}],"expirations":[{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-09T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-27T13:30:53.332Z","selectedExpiration":{"date":"2026-10-09T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-27T13:30:51.739Z","closedAt":null},{"signalId":"DDV1_BATS_ARMK_D_L_1787751000000","symbol":"ARMK","timeframe":"D","underlyingEntryPrice":59.1,"predictedHoldBars":9.762312513979463,"predictedMfeR":0.2992599957738688,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-05-21T00:00:00Z","type":"Monthly"},{"date":"2027-08-20T00:00:00Z","type":"Monthly"},{"date":"2027-11-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-27T13:30:54.057Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-27T13:30:51.707Z","closedAt":null},{"signalId":"DDV1_BATS_CNO_D_L_1787664600000","symbol":"CNO","timeframe":"D","underlyingEntryPrice":54.34,"predictedHoldBars":4.332009647968866,"predictedMfeR":0.49766310308234396,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.01567277","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CNO 261016C60","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"60"}],"Open":"0","Side":"Call","Vega":"0.06009977","Close":"0","Delta":"0.21969832","Gamma":"0.04703353","Theta":"-0.01927926","Volume":0,"AskSize":19,"BidSize":0,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0618","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0654","ProbabilityOTM":"0.9346","ProbabilityBE_IV":"0.1826","TheoreticalValue":"0.1142","DailyOpenInterest":0,"ImpliedVolatility":"0.3097","ProbabilityITM_IV":"0.1869","ProbabilityOTM_IV":"0.8131","StandardDeviation":"0.1158","TheoreticalValue_IV":"0.75"},{"Ask":"28.4","Bid":"24","Low":"0","Mid":"26.2","Rho":"-0.09619102","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CNO 261016P80","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"80"}],"Open":"0","Side":"Put","Vega":"0.06624485","Close":"0","Delta":"-0.7372676","Gamma":"0.01344847","Theta":"-0.07018704","Volume":0,"AskSize":15,"BidSize":15,"Strikes":["80"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4813","ExtrinsicValue":"2.6","IntrinsicValue":"25.8","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.584","TheoreticalValue":"25.8","DailyOpenInterest":0,"ImpliedVolatility":"1.1937","ProbabilityITM_IV":"0.8605","ProbabilityOTM_IV":"0.1395","StandardDeviation":"0.4462","TheoreticalValue_IV":"28.4"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00838653","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CNO 261016C75","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"75"}],"Open":"0","Side":"Call","Vega":"0.04158061","Close":"0","Delta":"0.12399411","Gamma":"0.01512574","Theta":"-0.02761893","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.08","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"0.6662","ProbabilityITM_IV":"0.08","ProbabilityOTM_IV":"0.92","StandardDeviation":"0.249","TheoreticalValue_IV":"0.75"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00752737","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CNO 261016C80","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"80"}],"Open":"0","Side":"Call","Vega":"0.03886774","Close":"0","Delta":"0.11270911","Gamma":"0.01244361","Theta":"-0.02923473","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["80"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0673","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"0.757","ProbabilityITM_IV":"0.0673","ProbabilityOTM_IV":"0.9327","StandardDeviation":"0.283","TheoreticalValue_IV":"0.75"},{"Ask":"18.4","Bid":"14","Low":"0","Mid":"16.2","Rho":"-0.07959266","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CNO 261016P70","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"70"}],"Open":"0","Side":"Put","Vega":"0.06997398","Close":"0","Delta":"-0.70604578","Gamma":"0.01817496","Theta":"-0.05793342","Volume":0,"AskSize":15,"BidSize":11,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4813","ExtrinsicValue":"2.6","IntrinsicValue":"15.8","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.5636","TheoreticalValue":"15.8","DailyOpenInterest":0,"ImpliedVolatility":"0.933","ProbabilityITM_IV":"0.8137","ProbabilityOTM_IV":"0.1863","StandardDeviation":"0.3488","TheoreticalValue_IV":"18.4"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.01164941","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CNO 261016C65","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"65"}],"Open":"0","Side":"Call","Vega":"0.05078996","Close":"0","Delta":"0.16685175","Gamma":"0.02745867","Theta":"-0.0230424","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0031","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0031","ProbabilityOTM":"0.9969","ProbabilityBE_IV":"0.1282","TheoreticalValue":"0.004","DailyOpenInterest":0,"ImpliedVolatility":"0.4483","ProbabilityITM_IV":"0.1283","ProbabilityOTM_IV":"0.8717","StandardDeviation":"0.1676","TheoreticalValue_IV":"0.75"},{"Ask":"10.1","Bid":"8.6","Low":"0","Mid":"9.35","Rho":"0.05235705","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CNO 261016C45","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"45"}],"Open":"0","Side":"Call","Vega":"0.04203707","Close":"0","Delta":"0.87405274","Gamma":"0.02106954","Theta":"-0.02359508","Volume":0,"AskSize":12,"BidSize":12,"Strikes":["45"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4923","ExtrinsicValue":"0.9","IntrinsicValue":"9.2","ProbabilityITM":"0.9981","ProbabilityOTM":"0.0019","ProbabilityBE_IV":"0.4658","TheoreticalValue":"9.4345","DailyOpenInterest":0,"ImpliedVolatility":"0.4835","ProbabilityITM_IV":"0.8326","ProbabilityOTM_IV":"0.1674","StandardDeviation":"0.1807","TheoreticalValue_IV":"10.1"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00963293","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"CNO 261016C70","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"70"}],"Open":"0","Side":"Call","Vega":"0.04529338","Close":"0","Delta":"0.14036551","Gamma":"0.01944251","Theta":"-0.02563154","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0001","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.0985","TheoreticalValue":"0.0001","DailyOpenInterest":0,"ImpliedVolatility":"0.5646","ProbabilityITM_IV":"0.0985","ProbabilityOTM_IV":"0.9015","StandardDeviation":"0.211","TheoreticalValue_IV":"0.75"}],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-26T13:30:44.935Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-26T13:30:42.834Z","closedAt":null},{"signalId":"DDV1_BATS_BAC_D_L_1787664600000","symbol":"BAC","timeframe":"D","underlyingEntryPrice":62.39,"predictedHoldBars":5.053302360715614,"predictedMfeR":0.7875231960939971,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-07-16T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-26T13:30:44.337Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-26T13:30:42.621Z","closedAt":null},{"signalId":"DDV1_BATS_JAZZ_D_L_1787319000000","symbol":"JAZZ","timeframe":"D","underlyingEntryPrice":253.66,"predictedHoldBars":6.182288686550621,"predictedMfeR":0.23499720844654176,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-24T13:31:55.519Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-24T13:31:52.943Z","closedAt":null},{"signalId":"DDV1_BATS_ATR_D_L_1787319000000","symbol":"ATR","timeframe":"D","underlyingEntryPrice":135.36,"predictedHoldBars":7.880412770969651,"predictedMfeR":0.4151975600064377,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-24T13:31:54.835Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-24T13:31:52.740Z","closedAt":null},{"signalId":"DDV1_BATS_KNSL_D_L_1787319000000","symbol":"KNSL","timeframe":"D","underlyingEntryPrice":386.1,"predictedHoldBars":3.770888278425432,"predictedMfeR":0.3493145656321468,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-24T13:31:54.239Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-24T13:31:47.514Z","closedAt":null},{"signalId":"DDV1_BATS_TXRH_D_L_1787319000000","symbol":"TXRH","timeframe":"D","underlyingEntryPrice":203.9,"predictedHoldBars":18.28849808129098,"predictedMfeR":0.22027452762685867,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-05-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-24T13:31:54.253Z","selectedExpiration":{"date":"2026-10-02T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-24T13:31:47.503Z","closedAt":null},{"signalId":"DDV1_BATS_SYY_D_L_1787319000000","symbol":"SYY","timeframe":"D","underlyingEntryPrice":84.09,"predictedHoldBars":10.899547643792955,"predictedMfeR":0.41368110632958033,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-24T13:31:54.241Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-24T13:31:47.494Z","closedAt":null},{"signalId":"DDV1_BATS_AAMI_D_L_1787319000000","symbol":"AAMI","timeframe":"D","underlyingEntryPrice":91.96,"predictedHoldBars":3.0734819416612633,"predictedMfeR":0.5555476079426795,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-24T13:31:52.721Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-24T13:31:46.242Z","closedAt":null},{"signalId":"DDV1_BATS_TWLO_D_L_1787319000000","symbol":"TWLO","timeframe":"D","underlyingEntryPrice":222.59,"predictedHoldBars":40.9099435907522,"predictedMfeR":0.5277475866388381,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-24T13:31:22.655Z","selectedExpiration":{"date":"2026-10-02T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-24T13:30:49.121Z","closedAt":null},{"signalId":"DDV1_BATS_CCK_D_L_1787319000000","symbol":"CCK","timeframe":"D","underlyingEntryPrice":120.08,"predictedHoldBars":5.80897934553756,"predictedMfeR":0.33464546950335383,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-24T13:31:22.647Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-24T13:30:48.978Z","closedAt":null},{"signalId":"DDV1_BATS_RGA_D_L_1787232600000","symbol":"RGA","timeframe":"D","underlyingEntryPrice":244.23,"predictedHoldBars":8.889152106323811,"predictedMfeR":0.5621382711758123,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-21T13:30:53.715Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-21T13:30:51.330Z","closedAt":null},{"signalId":"DDV1_BATS_AMCR_D_L_1787146200000","symbol":"AMCR","timeframe":"D","underlyingEntryPrice":46.64,"predictedHoldBars":7.622111288981199,"predictedMfeR":0.44821322420434506,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-20T13:31:56.238Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-20T13:31:53.977Z","closedAt":null},{"signalId":"DDV1_BATS_TECH_D_L_1787146200000","symbol":"TECH","timeframe":"D","underlyingEntryPrice":72.36,"predictedHoldBars":2.0844583128464587,"predictedMfeR":0.7004396402508334,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-20T13:31:56.593Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-20T13:31:53.784Z","closedAt":null},{"signalId":"DDV1_BATS_JKHY_D_L_1787146200000","symbol":"JKHY","timeframe":"D","underlyingEntryPrice":163.31,"predictedHoldBars":11.839643889350551,"predictedMfeR":0.32354713200474083,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-20T13:31:55.519Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-20T13:31:53.543Z","closedAt":null},{"signalId":"DDV1_BATS_HLNE_D_L_1787146200000","symbol":"HLNE","timeframe":"D","underlyingEntryPrice":104.8,"predictedHoldBars":6.636087379609854,"predictedMfeR":0.41643829924106096,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-20T13:31:55.513Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-20T13:31:53.107Z","closedAt":null},{"signalId":"DDV1_BATS_CSX_D_L_1787146200000","symbol":"CSX","timeframe":"D","underlyingEntryPrice":50.45,"predictedHoldBars":7.522877724768514,"predictedMfeR":0.15621692383336036,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-20T13:31:55.044Z","selectedExpiration":{"date":"2026-10-02T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-20T13:31:52.430Z","closedAt":null},{"signalId":"DDV1_BATS_HQY_D_L_1787146200000","symbol":"HQY","timeframe":"D","underlyingEntryPrice":104.15,"predictedHoldBars":6.601725847404049,"predictedMfeR":0.593502088702389,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-20T13:31:34.724Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-20T13:31:08.096Z","closedAt":null},{"signalId":"DDV1_BATS_PYPL_D_L_1787146200000","symbol":"PYPL","timeframe":"D","underlyingEntryPrice":61.1,"predictedHoldBars":3.882332450261067,"predictedMfeR":0.6590776389380283,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"long_call_60_delta","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"0.58","Bid":"0","Low":"0","Mid":"0.29","Rho":"-0.00933455","High":"0","Last":"0.52","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P52","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"52"}],"Open":"0","Side":"Put","Vega":"0.04194648","Close":"0.52","Delta":"-0.11922636","Gamma":"0.02150589","Theta":"-0.02050743","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["52"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.52","ProbabilityBE":"0.1148","ExtrinsicValue":"0.58","IntrinsicValue":"0","ProbabilityITM":"0.1268","ProbabilityOTM":"0.8732","ProbabilityBE_IV":"0.1397","TheoreticalValue":"0.4256","DailyOpenInterest":3,"ImpliedVolatility":"0.4396","ProbabilityITM_IV":"0.1521","ProbabilityOTM_IV":"0.8479","StandardDeviation":"0.1509","TheoreticalValue_IV":"0.58"},{"Ask":"5.3","Bid":"2.57","Low":"0","Mid":"3.935","Rho":"0.03631892","High":"0","Last":"3.4","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C60","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"60"}],"Open":"0","Side":"Call","Vega":"0.0820126","Close":"3.4","Delta":"0.58738378","Gamma":"0.03373979","Theta":"-0.05501893","Volume":0,"AskSize":12,"BidSize":10,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.4","ProbabilityBE":"0.354","ExtrinsicValue":"4.12","IntrinsicValue":"1.18","ProbabilityITM":"0.5414","ProbabilityOTM":"0.4586","ProbabilityBE_IV":"0.3753","TheoreticalValue":"4.0947","DailyOpenInterest":115,"ImpliedVolatility":"0.5478","ProbabilityITM_IV":"0.5128","ProbabilityOTM_IV":"0.4872","StandardDeviation":"0.188","TheoreticalValue_IV":"5.3"},{"Ask":"9.3","Bid":"5.85","Low":"0","Mid":"7.575","Rho":"-0.05788244","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P68","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"68"}],"Open":"0","Side":"Put","Vega":"0.07830805","Close":"0","Delta":"-0.64645768","Gamma":"0.02885534","Theta":"-0.05039156","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["68"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4701","ExtrinsicValue":"2.48","IntrinsicValue":"6.82","ProbabilityITM":"0.7891","ProbabilityOTM":"0.2109","ProbabilityBE_IV":"0.5044","TheoreticalValue":"7.7595","DailyOpenInterest":0,"ImpliedVolatility":"0.6116","ProbabilityITM_IV":"0.7212","ProbabilityOTM_IV":"0.2788","StandardDeviation":"0.2099","TheoreticalValue_IV":"9.3"},{"Ask":"0.49","Bid":"0","Low":"0","Mid":"0.245","Rho":"0.00873318","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C72","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"72"}],"Open":"0","Side":"Call","Vega":"0.04418547","Close":"0","Delta":"0.12841954","Gamma":"0.02596248","Theta":"-0.02032948","Volume":0,"AskSize":17,"BidSize":0,"Strikes":["72"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1012","ExtrinsicValue":"0.49","IntrinsicValue":"0","ProbabilityITM":"0.1116","ProbabilityOTM":"0.8884","ProbabilityBE_IV":"0.0925","TheoreticalValue":"0.5675","DailyOpenInterest":0,"ImpliedVolatility":"0.3835","ProbabilityITM_IV":"0.1028","ProbabilityOTM_IV":"0.8972","StandardDeviation":"0.1316","TheoreticalValue_IV":"0.49"},{"Ask":"3.8","Bid":"1.22","Low":"0","Mid":"2.51","Rho":"0.03048619","High":"0","Last":"1.63","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C63","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"63"}],"Open":"0","Side":"Call","Vega":"0.08395534","Close":"1.63","Delta":"0.48244608","Gamma":"0.03548841","Theta":"-0.05432825","Volume":0,"AskSize":10,"BidSize":25,"Strikes":["63"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.63","ProbabilityBE":"0.2902","ExtrinsicValue":"3.8","IntrinsicValue":"0","ProbabilityITM":"0.4014","ProbabilityOTM":"0.5986","ProbabilityBE_IV":"0.3244","TheoreticalValue":"2.6892","DailyOpenInterest":491,"ImpliedVolatility":"0.5331","ProbabilityITM_IV":"0.41","ProbabilityOTM_IV":"0.59","StandardDeviation":"0.183","TheoreticalValue_IV":"3.8"},{"Ask":"12.1","Bid":"8.5","Low":"0","Mid":"10.3","Rho":"-0.06429144","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P71","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"71"}],"Open":"0","Side":"Put","Vega":"0.07440774","Close":"0","Delta":"-0.68911486","Gamma":"0.02443672","Theta":"-0.05350276","Volume":0,"AskSize":1,"BidSize":10,"Strikes":["71"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4935","ExtrinsicValue":"2.28","IntrinsicValue":"9.82","ProbabilityITM":"0.8679","ProbabilityOTM":"0.1321","ProbabilityBE_IV":"0.5272","TheoreticalValue":"10.27","DailyOpenInterest":0,"ImpliedVolatility":"0.6862","ProbabilityITM_IV":"0.7672","ProbabilityOTM_IV":"0.2328","StandardDeviation":"0.2355","TheoreticalValue_IV":"12.1"},{"Ask":"0.94","Bid":"0.22","Low":"0","Mid":"0.58","Rho":"-0.01491408","High":"0","Last":"0.6","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P55","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"55"}],"Open":"0","Side":"Put","Vega":"0.05721429","Close":"0.6","Delta":"-0.19027878","Gamma":"0.03236475","Theta":"-0.02506358","Volume":0,"AskSize":16,"BidSize":10,"Strikes":["55"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.6","ProbabilityBE":"0.1944","ExtrinsicValue":"0.94","IntrinsicValue":"0","ProbabilityITM":"0.2312","ProbabilityOTM":"0.7688","ProbabilityBE_IV":"0.193","TheoreticalValue":"0.9524","DailyOpenInterest":74,"ImpliedVolatility":"0.3984","ProbabilityITM_IV":"0.2297","ProbabilityOTM_IV":"0.7703","StandardDeviation":"0.1367","TheoreticalValue_IV":"0.94"},{"Ask":"6.55","Bid":"3.8","Low":"0","Mid":"5.175","Rho":"0.03958697","High":"0","Last":"4.48","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C58","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"58"}],"Open":"0","Side":"Call","Vega":"0.07778846","Close":"4.48","Delta":"0.65287414","Gamma":"0.03085506","Theta":"-0.05445485","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["58"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.48","ProbabilityBE":"0.3895","ExtrinsicValue":"3.37","IntrinsicValue":"3.18","ProbabilityITM":"0.6368","ProbabilityOTM":"0.3632","ProbabilityBE_IV":"0.4025","TheoreticalValue":"5.2681","DailyOpenInterest":2,"ImpliedVolatility":"0.5682","ProbabilityITM_IV":"0.5783","ProbabilityOTM_IV":"0.4217","StandardDeviation":"0.195","TheoreticalValue_IV":"6.55"},{"Ask":"2.99","Bid":"0.56","Low":"0","Mid":"1.775","Rho":"-0.02681589","High":"0","Last":"0.93","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P57","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"57"}],"Open":"0","Side":"Put","Vega":"0.07541999","Close":"0.93","Delta":"-0.32091276","Gamma":"0.02811625","Theta":"-0.05039067","Volume":0,"AskSize":10,"BidSize":18,"Strikes":["57"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.93","ProbabilityBE":"0.2517","ExtrinsicValue":"2.99","IntrinsicValue":"0","ProbabilityITM":"0.317","ProbabilityOTM":"0.683","ProbabilityBE_IV":"0.3501","TheoreticalValue":"1.4975","DailyOpenInterest":97,"ImpliedVolatility":"0.6045","ProbabilityITM_IV":"0.3986","ProbabilityOTM_IV":"0.6014","StandardDeviation":"0.2075","TheoreticalValue_IV":"2.99"},{"Ask":"6.2","Bid":"3.45","Low":"0","Mid":"4.825","Rho":"-0.04687939","High":"0","Last":"4.25","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P64","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"64"}],"Open":"0","Side":"Put","Vega":"0.08349547","Close":"4.25","Delta":"-0.54525305","Gamma":"0.03350539","Theta":"-0.05017547","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["64"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.25","ProbabilityBE":"0.4169","ExtrinsicValue":"3.38","IntrinsicValue":"2.82","ProbabilityITM":"0.642","ProbabilityOTM":"0.358","ProbabilityBE_IV":"0.4593","TheoreticalValue":"4.8685","DailyOpenInterest":6,"ImpliedVolatility":"0.5616","ProbabilityITM_IV":"0.6206","ProbabilityOTM_IV":"0.3794","StandardDeviation":"0.1928","TheoreticalValue_IV":"6.2"},{"Ask":"7.65","Bid":"4","Low":"0","Mid":"5.825","Rho":"-0.05269054","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P66","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"66"}],"Open":"0","Side":"Put","Vega":"0.08128772","Close":"0","Delta":"-0.60176165","Gamma":"0.03158362","Theta":"-0.04997592","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["66"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4471","ExtrinsicValue":"2.83","IntrinsicValue":"4.82","ProbabilityITM":"0.7214","ProbabilityOTM":"0.2786","ProbabilityBE_IV":"0.4842","TheoreticalValue":"6.2386","DailyOpenInterest":0,"ImpliedVolatility":"0.58","ProbabilityITM_IV":"0.6764","ProbabilityOTM_IV":"0.3236","StandardDeviation":"0.1991","TheoreticalValue_IV":"7.65"},{"Ask":"4.05","Bid":"1.46","Low":"0","Mid":"2.755","Rho":"-0.03475183","High":"0","Last":"2.23","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P60","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"60"}],"Open":"0","Side":"Put","Vega":"0.08203294","Close":"2.23","Delta":"-0.41305465","Gamma":"0.03240548","Theta":"-0.05110615","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.23","ProbabilityBE":"0.3327","ExtrinsicValue":"4.05","IntrinsicValue":"0","ProbabilityITM":"0.4586","ProbabilityOTM":"0.5414","ProbabilityBE_IV":"0.3998","TheoreticalValue":"2.6574","DailyOpenInterest":141,"ImpliedVolatility":"0.5705","ProbabilityITM_IV":"0.4907","ProbabilityOTM_IV":"0.5093","StandardDeviation":"0.1958","TheoreticalValue_IV":"4.05"},{"Ask":"6.75","Bid":"5.25","Low":"0","Mid":"6","Rho":"0.04731456","High":"0","Last":"6.55","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C56","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"56"}],"Open":"0","Side":"Call","Vega":"0.06508256","Close":"6.55","Delta":"0.76268876","Gamma":"0.03495666","Theta":"-0.03560019","Volume":0,"AskSize":15,"BidSize":12,"Strikes":["56"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.55","ProbabilityBE":"0.4181","ExtrinsicValue":"1.57","IntrinsicValue":"5.18","ProbabilityITM":"0.7272","ProbabilityOTM":"0.2728","ProbabilityBE_IV":"0.4193","TheoreticalValue":"6.6274","DailyOpenInterest":12,"ImpliedVolatility":"0.4196","ProbabilityITM_IV":"0.7158","ProbabilityOTM_IV":"0.2842","StandardDeviation":"0.144","TheoreticalValue_IV":"6.75"},{"Ask":"0.42","Bid":"0","Low":"0","Mid":"0.21","Rho":"0.00696783","High":"0","Last":"0.29","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C75","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"75"}],"Open":"0","Side":"Call","Vega":"0.03775579","Close":"0.29","Delta":"0.10293533","Gamma":"0.0196905","Theta":"-0.01944839","Volume":0,"AskSize":14,"BidSize":0,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.29","ProbabilityBE":"0.0613","ExtrinsicValue":"0.42","IntrinsicValue":"0","ProbabilityITM":"0.065","ProbabilityOTM":"0.935","ProbabilityBE_IV":"0.0747","TheoreticalValue":"0.3088","DailyOpenInterest":3,"ImpliedVolatility":"0.4321","ProbabilityITM_IV":"0.0787","ProbabilityOTM_IV":"0.9213","StandardDeviation":"0.1483","TheoreticalValue_IV":"0.42"},{"Ask":"4.2","Bid":"1.61","Low":"0","Mid":"2.905","Rho":"0.03251043","High":"0","Last":"2.25","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C62","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"62"}],"Open":"0","Side":"Call","Vega":"0.08396134","Close":"2.25","Delta":"0.51689375","Gamma":"0.03569121","Theta":"-0.05421482","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["62"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.25","ProbabilityBE":"0.3125","ExtrinsicValue":"4.2","IntrinsicValue":"0","ProbabilityITM":"0.4468","ProbabilityOTM":"0.5532","ProbabilityBE_IV":"0.3415","TheoreticalValue":"3.1113","DailyOpenInterest":589,"ImpliedVolatility":"0.5302","ProbabilityITM_IV":"0.4443","ProbabilityOTM_IV":"0.5557","StandardDeviation":"0.182","TheoreticalValue_IV":"4.2"},{"Ask":"0.65","Bid":"0","Low":"0","Mid":"0.325","Rho":"-0.01065084","High":"0","Last":"0.91","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P53","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"53"}],"Open":"0","Side":"Put","Vega":"0.0460213","Close":"0.91","Delta":"-0.13623213","Gamma":"0.02475242","Theta":"-0.02137159","Volume":0,"AskSize":32,"BidSize":0,"Strikes":["53"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.91","ProbabilityBE":"0.1397","ExtrinsicValue":"0.65","IntrinsicValue":"0","ProbabilityITM":"0.1578","ProbabilityOTM":"0.8422","ProbabilityBE_IV":"0.152","TheoreticalValue":"0.5671","DailyOpenInterest":3,"ImpliedVolatility":"0.419","ProbabilityITM_IV":"0.1703","ProbabilityOTM_IV":"0.8297","StandardDeviation":"0.1438","TheoreticalValue_IV":"0.65"},{"Ask":"14.95","Bid":"12.9","Low":"0","Mid":"13.925","Rho":"-0.07506542","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P75","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"75"}],"Open":"0","Side":"Put","Vega":"0.06048211","Close":"0","Delta":"-0.79133325","Gamma":"0.02165258","Theta":"-0.03757639","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5104","ExtrinsicValue":"1.13","IntrinsicValue":"13.82","ProbabilityITM":"0.935","ProbabilityOTM":"0.065","ProbabilityBE_IV":"0.5323","TheoreticalValue":"13.9142","DailyOpenInterest":0,"ImpliedVolatility":"0.6295","ProbabilityITM_IV":"0.848","ProbabilityOTM_IV":"0.152","StandardDeviation":"0.2161","TheoreticalValue_IV":"14.95"},{"Ask":"7.6","Bid":"6.1","Low":"0","Mid":"6.85","Rho":"0.04834037","High":"0","Last":"6.59","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C55","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"55"}],"Open":"0","Side":"Call","Vega":"0.06058576","Close":"6.59","Delta":"0.79072581","Gamma":"0.03109458","Theta":"-0.03487443","Volume":0,"AskSize":13,"BidSize":12,"Strikes":["55"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.59","ProbabilityBE":"0.4297","ExtrinsicValue":"1.42","IntrinsicValue":"6.18","ProbabilityITM":"0.7688","ProbabilityOTM":"0.2312","ProbabilityBE_IV":"0.4308","TheoreticalValue":"7.3724","DailyOpenInterest":15,"ImpliedVolatility":"0.4391","ProbabilityITM_IV":"0.7447","ProbabilityOTM_IV":"0.2553","StandardDeviation":"0.1507","TheoreticalValue_IV":"7.6"},{"Ask":"19.95","Bid":"17.9","Low":"0","Mid":"18.925","Rho":"-0.08252837","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P80","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"80"}],"Open":"0","Side":"Put","Vega":"0.05676358","Close":"0","Delta":"-0.81214885","Gamma":"0.0169576","Theta":"-0.04242378","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["80"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5148","ExtrinsicValue":"1.13","IntrinsicValue":"18.82","ProbabilityITM":"0.9763","ProbabilityOTM":"0.0237","ProbabilityBE_IV":"0.545","TheoreticalValue":"18.82","DailyOpenInterest":0,"ImpliedVolatility":"0.7544","ProbabilityITM_IV":"0.874","ProbabilityOTM_IV":"0.126","StandardDeviation":"0.2589","TheoreticalValue_IV":"19.95"},{"Ask":"4.7","Bid":"2.06","Low":"0","Mid":"3.38","Rho":"0.03449808","High":"0","Last":"2.79","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C61","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"61"}],"Open":"0","Side":"Call","Vega":"0.08330877","Close":"2.79","Delta":"0.55247137","Gamma":"0.03509476","Theta":"-0.05444897","Volume":0,"AskSize":10,"BidSize":25,"Strikes":["61"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.79","ProbabilityBE":"0.3339","ExtrinsicValue":"4.52","IntrinsicValue":"0.18","ProbabilityITM":"0.4937","ProbabilityOTM":"0.5063","ProbabilityBE_IV":"0.3587","TheoreticalValue":"3.5794","DailyOpenInterest":332,"ImpliedVolatility":"0.535","ProbabilityITM_IV":"0.4791","ProbabilityOTM_IV":"0.5209","StandardDeviation":"0.1836","TheoreticalValue_IV":"4.7"},{"Ask":"2.13","Bid":"0","Low":"0","Mid":"1.065","Rho":"-0.00847874","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P30","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"30"}],"Open":"0","Side":"Put","Vega":"0.03193052","Close":"0.01","Delta":"-0.08208539","Gamma":"0.003627","Theta":"-0.07247738","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["30"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0","ExtrinsicValue":"2.13","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2395","TheoreticalValue":"0","DailyOpenInterest":1,"ImpliedVolatility":"1.984","ProbabilityITM_IV":"0.2395","ProbabilityOTM_IV":"0.7605","StandardDeviation":"0.681","TheoreticalValue_IV":"2.13"},{"Ask":"5.9","Bid":"4.5","Low":"0","Mid":"5.2","Rho":"0.04608148","High":"0","Last":"5.3","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C57","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"57"}],"Open":"0","Side":"Call","Vega":"0.06941746","Close":"5.3","Delta":"0.73179405","Gamma":"0.0394126","Theta":"-0.0357796","Volume":0,"AskSize":6,"BidSize":10,"Strikes":["57"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.3","ProbabilityBE":"0.4047","ExtrinsicValue":"1.72","IntrinsicValue":"4.18","ProbabilityITM":"0.683","ProbabilityOTM":"0.317","ProbabilityBE_IV":"0.4044","TheoreticalValue":"5.9252","DailyOpenInterest":13,"ImpliedVolatility":"0.3969","ProbabilityITM_IV":"0.6849","ProbabilityOTM_IV":"0.3151","StandardDeviation":"0.1362","TheoreticalValue_IV":"5.9"},{"Ask":"2.32","Bid":"0","Low":"0","Mid":"1.16","Rho":"-0.01792594","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P51","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"51"}],"Open":"0","Side":"Put","Vega":"0.06058357","Close":"0","Delta":"-0.20926133","Gamma":"0.01689565","Theta":"-0.05503834","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["51"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0922","ExtrinsicValue":"2.32","IntrinsicValue":"0","ProbabilityITM":"0.0998","ProbabilityOTM":"0.9002","ProbabilityBE_IV":"0.2902","TheoreticalValue":"0.313","DailyOpenInterest":0,"ImpliedVolatility":"0.8081","ProbabilityITM_IV":"0.2978","ProbabilityOTM_IV":"0.7022","StandardDeviation":"0.2774","TheoreticalValue_IV":"2.32"},{"Ask":"1.55","Bid":"0.63","Low":"0","Mid":"1.09","Rho":"0.02284392","High":"0","Last":"0.97","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C65","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"65"}],"Open":"0","Side":"Call","Vega":"0.07720992","Close":"0.97","Delta":"0.34029997","Gamma":"0.05025414","Theta":"-0.03284455","Volume":0,"AskSize":10,"BidSize":20,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.97","ProbabilityBE":"0.244","ExtrinsicValue":"1.55","IntrinsicValue":"0","ProbabilityITM":"0.3169","ProbabilityOTM":"0.6831","ProbabilityBE_IV":"0.2171","TheoreticalValue":"1.9756","DailyOpenInterest":364,"ImpliedVolatility":"0.3462","ProbabilityITM_IV":"0.2978","ProbabilityOTM_IV":"0.7022","StandardDeviation":"0.1188","TheoreticalValue_IV":"1.55"},{"Ask":"0.46","Bid":"0","Low":"0","Mid":"0.23","Rho":"0.00802319","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C73","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"73"}],"Open":"0","Side":"Call","Vega":"0.04167611","Close":"0","Delta":"0.1181401","Gamma":"0.02352487","Theta":"-0.01991287","Volume":0,"AskSize":38,"BidSize":0,"Strikes":["73"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0863","ExtrinsicValue":"0.46","IntrinsicValue":"0","ProbabilityITM":"0.0938","ProbabilityOTM":"0.9062","ProbabilityBE_IV":"0.0857","TheoreticalValue":"0.4655","DailyOpenInterest":0,"ImpliedVolatility":"0.3992","ProbabilityITM_IV":"0.0931","ProbabilityOTM_IV":"0.9069","StandardDeviation":"0.137","TheoreticalValue_IV":"0.46"},{"Ask":"10.15","Bid":"6.65","Low":"0","Mid":"8.4","Rho":"-0.06030354","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P69","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"69"}],"Open":"0","Side":"Put","Vega":"0.07665381","Close":"0","Delta":"-0.66598218","Gamma":"0.02754831","Theta":"-0.05038699","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["69"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4792","ExtrinsicValue":"2.33","IntrinsicValue":"7.82","ProbabilityITM":"0.8184","ProbabilityOTM":"0.1816","ProbabilityBE_IV":"0.5122","TheoreticalValue":"8.5689","DailyOpenInterest":0,"ImpliedVolatility":"0.6271","ProbabilityITM_IV":"0.7405","ProbabilityOTM_IV":"0.2595","StandardDeviation":"0.2152","TheoreticalValue_IV":"10.15"},{"Ask":"5.5","Bid":"2.94","Low":"0","Mid":"4.22","Rho":"-0.04383603","High":"0","Last":"3.64","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P63","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"63"}],"Open":"0","Side":"Put","Vega":"0.08397969","Close":"3.64","Delta":"-0.51469481","Gamma":"0.03439421","Theta":"-0.04964946","Volume":0,"AskSize":1,"BidSize":12,"Strikes":["63"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.64","ProbabilityBE":"0.3989","ExtrinsicValue":"3.68","IntrinsicValue":"1.82","ProbabilityITM":"0.5986","ProbabilityOTM":"0.4014","ProbabilityBE_IV":"0.4435","TheoreticalValue":"4.2467","DailyOpenInterest":10,"ImpliedVolatility":"0.5503","ProbabilityITM_IV":"0.5895","ProbabilityOTM_IV":"0.4105","StandardDeviation":"0.1889","TheoreticalValue_IV":"5.5"},{"Ask":"10.65","Bid":"7.25","Low":"0","Mid":"8.95","Rho":"0.04314822","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C53","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"53"}],"Open":"0","Side":"Call","Vega":"0.0641198","Close":"0","Delta":"0.76899087","Gamma":"0.02069788","Theta":"-0.05541674","Volume":0,"AskSize":10,"BidSize":1,"Strikes":["53"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4478","ExtrinsicValue":"2.47","IntrinsicValue":"8.18","ProbabilityITM":"0.8422","ProbabilityOTM":"0.1578","ProbabilityBE_IV":"0.4381","TheoreticalValue":"8.9787","DailyOpenInterest":0,"ImpliedVolatility":"0.6982","ProbabilityITM_IV":"0.6898","ProbabilityOTM_IV":"0.3102","StandardDeviation":"0.2396","TheoreticalValue_IV":"10.65"},{"Ask":"2.21","Bid":"0","Low":"0","Mid":"1.105","Rho":"-0.01486182","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P47","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"47"}],"Open":"0","Side":"Put","Vega":"0.05306477","Close":"0","Delta":"-0.16880569","Gamma":"0.01211994","Theta":"-0.05923158","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["47"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0297","ExtrinsicValue":"2.21","IntrinsicValue":"0","ProbabilityITM":"0.0304","ProbabilityOTM":"0.9696","ProbabilityBE_IV":"0.2664","TheoreticalValue":"0.0727","DailyOpenInterest":0,"ImpliedVolatility":"0.9867","ProbabilityITM_IV":"0.2679","ProbabilityOTM_IV":"0.7321","StandardDeviation":"0.3387","TheoreticalValue_IV":"2.21"},{"Ask":"32.4","Bid":"29.85","Low":"0","Mid":"31.125","Rho":"0.02985171","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C30","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"30"}],"Open":"0","Side":"Call","Vega":"0.02470836","Close":"0","Delta":"0.94117103","Gamma":"0.00343836","Theta":"-0.04879041","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["30"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.479","ExtrinsicValue":"1.22","IntrinsicValue":"31.18","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.3917","TheoreticalValue":"31.3113","DailyOpenInterest":0,"ImpliedVolatility":"1.6195","ProbabilityITM_IV":"0.8431","ProbabilityOTM_IV":"0.1569","StandardDeviation":"0.5559","TheoreticalValue_IV":"32.4"},{"Ask":"22.2","Bid":"20.15","Low":"0","Mid":"21.175","Rho":"0.04060109","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C40","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"40"}],"Open":"0","Side":"Call","Vega":"0.0305243","Close":"0","Delta":"0.922659","Gamma":"0.00690534","Theta":"-0.03860894","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["40"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4768","ExtrinsicValue":"1.02","IntrinsicValue":"21.18","ProbabilityITM":"0.9988","ProbabilityOTM":"0.0012","ProbabilityBE_IV":"0.4336","TheoreticalValue":"21.3568","DailyOpenInterest":0,"ImpliedVolatility":"0.9962","ProbabilityITM_IV":"0.86","ProbabilityOTM_IV":"0.14","StandardDeviation":"0.3419","TheoreticalValue_IV":"22.2"},{"Ask":"1.14","Bid":"0","Low":"0","Mid":"0.57","Rho":"-0.00795241","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P40","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"40"}],"Open":"0","Side":"Put","Vega":"0.03449421","Close":"0","Delta":"-0.09101792","Gamma":"0.00715346","Theta":"-0.04263485","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["40"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0012","ExtrinsicValue":"1.14","IntrinsicValue":"0","ProbabilityITM":"0.0012","ProbabilityOTM":"0.9988","ProbabilityBE_IV":"0.1684","TheoreticalValue":"0.0017","DailyOpenInterest":0,"ImpliedVolatility":"1.0867","ProbabilityITM_IV":"0.1684","ProbabilityOTM_IV":"0.8316","StandardDeviation":"0.373","TheoreticalValue_IV":"1.14"},{"Ask":"2.84","Bid":"0.44","Low":"0","Mid":"1.64","Rho":"0.02478061","High":"0","Last":"0.85","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C66","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"66"}],"Open":"0","Side":"Call","Vega":"0.08070807","Close":"0.85","Delta":"0.38808786","Gamma":"0.03318928","Theta":"-0.05322785","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["66"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.85","ProbabilityBE":"0.2209","ExtrinsicValue":"2.84","IntrinsicValue":"0","ProbabilityITM":"0.2786","ProbabilityOTM":"0.7214","ProbabilityBE_IV":"0.2722","TheoreticalValue":"1.6794","DailyOpenInterest":675,"ImpliedVolatility":"0.548","ProbabilityITM_IV":"0.3181","ProbabilityOTM_IV":"0.6819","StandardDeviation":"0.1881","TheoreticalValue_IV":"2.84"},{"Ask":"3.25","Bid":"0.79","Low":"0","Mid":"2.02","Rho":"-0.02917303","High":"0","Last":"1.24","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P58","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"58"}],"Open":"0","Side":"Put","Vega":"0.07795691","Close":"1.24","Delta":"-0.34917465","Gamma":"0.03004125","Theta":"-0.05018616","Volume":0,"AskSize":11,"BidSize":10,"Strikes":["58"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.24","ProbabilityBE":"0.2799","ExtrinsicValue":"3.25","IntrinsicValue":"0","ProbabilityITM":"0.3632","ProbabilityOTM":"0.6368","ProbabilityBE_IV":"0.3647","TheoreticalValue":"1.8369","DailyOpenInterest":12,"ImpliedVolatility":"0.5848","ProbabilityITM_IV":"0.4261","ProbabilityOTM_IV":"0.5739","StandardDeviation":"0.2007","TheoreticalValue_IV":"3.25"},{"Ask":"0.75","Bid":"0.06","Low":"0","Mid":"0.405","Rho":"0.01293291","High":"0","Last":"1.03","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C69","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"69"}],"Open":"0","Side":"Call","Vega":"0.05726875","Close":"1.03","Delta":"0.19057384","Gamma":"0.03594842","Theta":"-0.02486421","Volume":0,"AskSize":19,"BidSize":20,"Strikes":["69"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.03","ProbabilityBE":"0.1554","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.1816","ProbabilityOTM":"0.8184","ProbabilityBE_IV":"0.1323","TheoreticalValue":"0.999","DailyOpenInterest":91,"ImpliedVolatility":"0.359","ProbabilityITM_IV":"0.1588","ProbabilityOTM_IV":"0.8412","StandardDeviation":"0.1232","TheoreticalValue_IV":"0.75"},{"Ask":"12.05","Bid":"10.25","Low":"0","Mid":"11.15","Rho":"-0.06962213","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P72","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"72"}],"Open":"0","Side":"Put","Vega":"0.06493239","Close":"0","Delta":"-0.76368364","Gamma":"0.02592571","Theta":"-0.03639661","Volume":0,"AskSize":12,"BidSize":10,"Strikes":["72"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4989","ExtrinsicValue":"1.23","IntrinsicValue":"10.82","ProbabilityITM":"0.8884","ProbabilityOTM":"0.1116","ProbabilityBE_IV":"0.5185","TheoreticalValue":"11.1553","DailyOpenInterest":0,"ImpliedVolatility":"0.5644","ProbabilityITM_IV":"0.8193","ProbabilityOTM_IV":"0.1807","StandardDeviation":"0.1937","TheoreticalValue_IV":"12.05"},{"Ask":"2.29","Bid":"0","Low":"0","Mid":"1.145","Rho":"-0.01706012","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P50","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"50"}],"Open":"0","Side":"Put","Vega":"0.05858395","Close":"0","Delta":"-0.19781213","Gamma":"0.01549416","Theta":"-0.05622445","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0723","ExtrinsicValue":"2.29","IntrinsicValue":"0","ProbabilityITM":"0.0769","ProbabilityOTM":"0.9231","ProbabilityBE_IV":"0.2838","TheoreticalValue":"0.2253","DailyOpenInterest":0,"ImpliedVolatility":"0.8521","ProbabilityITM_IV":"0.2891","ProbabilityOTM_IV":"0.7109","StandardDeviation":"0.2925","TheoreticalValue_IV":"2.29"},{"Ask":"11.25","Bid":"9.25","Low":"0","Mid":"10.25","Rho":"0.04933886","High":"0","Last":"11.5","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C51","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"51"}],"Open":"0","Side":"Call","Vega":"0.04593228","Close":"11.5","Delta":"0.86415267","Gamma":"0.01924862","Theta":"-0.03276172","Volume":0,"AskSize":10,"BidSize":128,"Strikes":["51"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.5","ProbabilityBE":"0.46","ExtrinsicValue":"1.07","IntrinsicValue":"10.18","ProbabilityITM":"0.9002","ProbabilityOTM":"0.0998","ProbabilityBE_IV":"0.4538","TheoreticalValue":"10.7161","DailyOpenInterest":55,"ImpliedVolatility":"0.5378","ProbabilityITM_IV":"0.8196","ProbabilityOTM_IV":"0.1804","StandardDeviation":"0.1846","TheoreticalValue_IV":"11.25"},{"Ask":"3.55","Bid":"1.09","Low":"0","Mid":"2.32","Rho":"-0.03175145","High":"0","Last":"1.68","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P59","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"59"}],"Open":"0","Side":"Put","Vega":"0.0801952","Close":"1.68","Delta":"-0.3798372","Gamma":"0.03186772","Theta":"-0.04983902","Volume":0,"AskSize":13,"BidSize":10,"Strikes":["59"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.68","ProbabilityBE":"0.307","ExtrinsicValue":"3.55","IntrinsicValue":"0","ProbabilityITM":"0.4106","ProbabilityOTM":"0.5894","ProbabilityBE_IV":"0.3793","TheoreticalValue":"2.2232","DailyOpenInterest":20,"ImpliedVolatility":"0.5671","ProbabilityITM_IV":"0.456","ProbabilityOTM_IV":"0.544","StandardDeviation":"0.1947","TheoreticalValue_IV":"3.55"},{"Ask":"8.4","Bid":"4.95","Low":"0","Mid":"6.675","Rho":"-0.05547251","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P67","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"67"}],"Open":"0","Side":"Put","Vega":"0.07967957","Close":"0","Delta":"-0.62790665","Gamma":"0.03055922","Theta":"-0.04935847","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["67"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4594","ExtrinsicValue":"2.58","IntrinsicValue":"5.82","ProbabilityITM":"0.7568","ProbabilityOTM":"0.2432","ProbabilityBE_IV":"0.4939","TheoreticalValue":"6.9817","DailyOpenInterest":0,"ImpliedVolatility":"0.5876","ProbabilityITM_IV":"0.7015","ProbabilityOTM_IV":"0.2985","StandardDeviation":"0.2017","TheoreticalValue_IV":"8.4"},{"Ask":"16.4","Bid":"13","Low":"0","Mid":"14.7","Rho":"0.0412844","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C47","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"47"}],"Open":"0","Side":"Call","Vega":"0.05182032","Close":"0","Delta":"0.83727804","Gamma":"0.01229807","Theta":"-0.06039239","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["47"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4721","ExtrinsicValue":"2.22","IntrinsicValue":"14.18","ProbabilityITM":"0.9696","ProbabilityOTM":"0.0304","ProbabilityBE_IV":"0.4349","TheoreticalValue":"14.4583","DailyOpenInterest":0,"ImpliedVolatility":"0.9496","ProbabilityITM_IV":"0.7442","ProbabilityOTM_IV":"0.2558","StandardDeviation":"0.3259","TheoreticalValue_IV":"16.4"},{"Ask":"14.45","Bid":"11.05","Low":"0","Mid":"12.75","Rho":"0.04229121","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C49","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"49"}],"Open":"0","Side":"Call","Vega":"0.0554116","Close":"0","Delta":"0.81928658","Gamma":"0.01452183","Theta":"-0.05867678","Volume":0,"AskSize":10,"BidSize":24,"Strikes":["49"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4676","ExtrinsicValue":"2.27","IntrinsicValue":"12.18","ProbabilityITM":"0.9421","ProbabilityOTM":"0.0579","ProbabilityBE_IV":"0.4389","TheoreticalValue":"12.5529","DailyOpenInterest":0,"ImpliedVolatility":"0.8599","ProbabilityITM_IV":"0.7312","ProbabilityOTM_IV":"0.2688","StandardDeviation":"0.2952","TheoreticalValue_IV":"14.45"},{"Ask":"14.35","Bid":"12.3","Low":"0","Mid":"13.325","Rho":"0.04669865","High":"0","Last":"13.47","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C48","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"48"}],"Open":"0","Side":"Call","Vega":"0.04252794","Close":"13.47","Delta":"0.87842038","Gamma":"0.01402031","Theta":"-0.03758634","Volume":0,"AskSize":11,"BidSize":285,"Strikes":["48"],"NetChange":"0","NetChangePct":"0","PreviousClose":"13.47","ProbabilityBE":"0.4702","ExtrinsicValue":"1.17","IntrinsicValue":"13.18","ProbabilityITM":"0.9575","ProbabilityOTM":"0.0425","ProbabilityBE_IV":"0.4518","TheoreticalValue":"13.4988","DailyOpenInterest":200,"ImpliedVolatility":"0.6836","ProbabilityITM_IV":"0.8243","ProbabilityOTM_IV":"0.1757","StandardDeviation":"0.2346","TheoreticalValue_IV":"14.35"},{"Ask":"0.81","Bid":"0.08","Low":"0","Mid":"0.445","Rho":"-0.01285653","High":"0","Last":"1.08","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P54","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"54"}],"Open":"0","Side":"Put","Vega":"0.05209081","Close":"1.08","Delta":"-0.16403134","Gamma":"0.02836292","Theta":"-0.02381398","Volume":0,"AskSize":35,"BidSize":25,"Strikes":["54"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.08","ProbabilityBE":"0.1665","ExtrinsicValue":"0.81","IntrinsicValue":"0","ProbabilityITM":"0.1927","ProbabilityOTM":"0.8073","ProbabilityBE_IV":"0.1755","TheoreticalValue":"0.7414","DailyOpenInterest":103,"ImpliedVolatility":"0.4139","ProbabilityITM_IV":"0.2017","ProbabilityOTM_IV":"0.7983","StandardDeviation":"0.1421","TheoreticalValue_IV":"0.81"},{"Ask":"1","Bid":"0","Low":"0","Mid":"0.5","Rho":"0.00977686","High":"0","Last":"0.48","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C80","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"80"}],"Open":"0","Side":"Call","Vega":"0.04936413","Close":"0.48","Delta":"0.1511456","Gamma":"0.01664713","Theta":"-0.03895522","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["80"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.48","ProbabilityBE":"0.0232","ExtrinsicValue":"1","IntrinsicValue":"0","ProbabilityITM":"0.0237","ProbabilityOTM":"0.9763","ProbabilityBE_IV":"0.1025","TheoreticalValue":"0.1027","DailyOpenInterest":1,"ImpliedVolatility":"0.6683","ProbabilityITM_IV":"0.1035","ProbabilityOTM_IV":"0.8965","StandardDeviation":"0.2294","TheoreticalValue_IV":"1"},{"Ask":"1.1","Bid":"0.37","Low":"0","Mid":"0.735","Rho":"-0.01734758","High":"0","Last":"0.75","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P56","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"56"}],"Open":"0","Side":"Put","Vega":"0.06256984","Close":"0.75","Delta":"-0.22122106","Gamma":"0.03670181","Theta":"-0.02629476","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["56"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.75","ProbabilityBE":"0.2231","ExtrinsicValue":"1.1","IntrinsicValue":"0","ProbabilityITM":"0.2728","ProbabilityOTM":"0.7272","ProbabilityBE_IV":"0.2118","TheoreticalValue":"1.2035","DailyOpenInterest":47,"ImpliedVolatility":"0.3842","ProbabilityITM_IV":"0.2625","ProbabilityOTM_IV":"0.7375","StandardDeviation":"0.1319","TheoreticalValue_IV":"1.1"},{"Ask":"14.05","Bid":"10.6","Low":"0","Mid":"12.325","Rho":"-0.06797842","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P73","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"73"}],"Open":"0","Side":"Put","Vega":"0.07233093","Close":"0","Delta":"-0.70805992","Gamma":"0.02200222","Theta":"-0.05610881","Volume":0,"AskSize":1,"BidSize":20,"Strikes":["73"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5035","ExtrinsicValue":"2.23","IntrinsicValue":"11.82","ProbabilityITM":"0.9062","ProbabilityOTM":"0.0938","ProbabilityBE_IV":"0.5378","TheoreticalValue":"12.0598","DailyOpenInterest":0,"ImpliedVolatility":"0.7409","ProbabilityITM_IV":"0.789","ProbabilityOTM_IV":"0.211","StandardDeviation":"0.2543","TheoreticalValue_IV":"14.05"},{"Ask":"5.9","Bid":"3.2","Low":"0","Mid":"4.55","Rho":"0.03804283","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C59","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"59"}],"Open":"0","Side":"Call","Vega":"0.08014368","Close":"0","Delta":"0.6209596","Gamma":"0.03244031","Theta":"-0.0548131","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["59"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3726","ExtrinsicValue":"3.72","IntrinsicValue":"2.18","ProbabilityITM":"0.5894","ProbabilityOTM":"0.4106","ProbabilityBE_IV":"0.3897","TheoreticalValue":"4.6576","DailyOpenInterest":0,"ImpliedVolatility":"0.5568","ProbabilityITM_IV":"0.5463","ProbabilityOTM_IV":"0.4537","StandardDeviation":"0.1911","TheoreticalValue_IV":"5.9"},{"Ask":"4.95","Bid":"2.39","Low":"0","Mid":"3.67","Rho":"-0.04072364","High":"0","Last":"3.12","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P62","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"62"}],"Open":"0","Side":"Put","Vega":"0.08393871","Close":"3.12","Delta":"-0.48073621","Gamma":"0.03420909","Theta":"-0.05015218","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["62"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.12","ProbabilityBE":"0.3788","ExtrinsicValue":"4.13","IntrinsicValue":"0.82","ProbabilityITM":"0.5532","ProbabilityOTM":"0.4468","ProbabilityBE_IV":"0.4292","TheoreticalValue":"3.6699","DailyOpenInterest":15,"ImpliedVolatility":"0.553","ProbabilityITM_IV":"0.5565","ProbabilityOTM_IV":"0.4435","StandardDeviation":"0.1898","TheoreticalValue_IV":"4.95"},{"Ask":"10.95","Bid":"7.7","Low":"0","Mid":"9.325","Rho":"-0.06278963","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P70","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"70"}],"Open":"0","Side":"Put","Vega":"0.074603","Close":"0","Delta":"-0.68722568","Gamma":"0.02652958","Theta":"-0.04926238","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4869","ExtrinsicValue":"2.13","IntrinsicValue":"8.82","ProbabilityITM":"0.8446","ProbabilityOTM":"0.1554","ProbabilityBE_IV":"0.5179","TheoreticalValue":"9.4068","DailyOpenInterest":0,"ImpliedVolatility":"0.6337","ProbabilityITM_IV":"0.76","ProbabilityOTM_IV":"0.24","StandardDeviation":"0.2175","TheoreticalValue_IV":"10.95"},{"Ask":"0.52","Bid":"0","Low":"0","Mid":"0.26","Rho":"0.00951359","High":"0","Last":"0.12","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C71","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"71"}],"Open":"0","Side":"Call","Vega":"0.04681035","Close":"0.12","Delta":"0.13966996","Gamma":"0.02878411","Theta":"-0.0206375","Volume":0,"AskSize":14,"BidSize":0,"Strikes":["71"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.12","ProbabilityBE":"0.1177","ExtrinsicValue":"0.52","IntrinsicValue":"0","ProbabilityITM":"0.1321","ProbabilityOTM":"0.8679","ProbabilityBE_IV":"0.0995","TheoreticalValue":"0.6886","DailyOpenInterest":47,"ImpliedVolatility":"0.3665","ProbabilityITM_IV":"0.1135","ProbabilityOTM_IV":"0.8865","StandardDeviation":"0.1258","TheoreticalValue_IV":"0.52"},{"Ask":"4.3","Bid":"1.9","Low":"0","Mid":"3.1","Rho":"-0.0375336","High":"0","Last":"2.6","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P61","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"61"}],"Open":"0","Side":"Put","Vega":"0.08330368","Close":"2.6","Delta":"-0.44734594","Gamma":"0.0347873","Theta":"-0.04873846","Volume":0,"AskSize":100,"BidSize":10,"Strikes":["61"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.6","ProbabilityBE":"0.3567","ExtrinsicValue":"4.3","IntrinsicValue":"0","ProbabilityITM":"0.5063","ProbabilityOTM":"0.4937","ProbabilityBE_IV":"0.4087","TheoreticalValue":"3.1398","DailyOpenInterest":180,"ImpliedVolatility":"0.5397","ProbabilityITM_IV":"0.5213","ProbabilityOTM_IV":"0.4787","StandardDeviation":"0.1852","TheoreticalValue_IV":"4.3"},{"Ask":"0.57","Bid":"0","Low":"0","Mid":"0.285","Rho":"0.010583","High":"0","Last":"0.4","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C70","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"70"}],"Open":"0","Side":"Call","Vega":"0.0502446","Close":"0.4","Delta":"0.15523198","Gamma":"0.03216363","Theta":"-0.02134462","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.4","ProbabilityBE":"0.1358","ExtrinsicValue":"0.57","IntrinsicValue":"0","ProbabilityITM":"0.1554","ProbabilityOTM":"0.8446","ProbabilityBE_IV":"0.1088","TheoreticalValue":"0.8315","DailyOpenInterest":1,"ImpliedVolatility":"0.352","ProbabilityITM_IV":"0.1281","ProbabilityOTM_IV":"0.8719","StandardDeviation":"0.1208","TheoreticalValue_IV":"0.57"},{"Ask":"2.23","Bid":"0","Low":"0","Mid":"1.115","Rho":"-0.0155193","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P48","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"48"}],"Open":"0","Side":"Put","Vega":"0.05479848","Close":"0","Delta":"-0.17754519","Gamma":"0.01313235","Theta":"-0.05821927","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["48"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0411","ExtrinsicValue":"2.23","IntrinsicValue":"0","ProbabilityITM":"0.0425","ProbabilityOTM":"0.9575","ProbabilityBE_IV":"0.2716","TheoreticalValue":"0.1087","DailyOpenInterest":0,"ImpliedVolatility":"0.9404","ProbabilityITM_IV":"0.2739","ProbabilityOTM_IV":"0.7261","StandardDeviation":"0.3228","TheoreticalValue_IV":"2.23"},{"Ask":"0.85","Bid":"0.17","Low":"0","Mid":"0.51","Rho":"0.0146269","High":"0","Last":"0.44","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C68","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"68"}],"Open":"0","Side":"Call","Vega":"0.06164326","Close":"0.44","Delta":"0.21556465","Gamma":"0.03999592","Theta":"-0.02599165","Volume":0,"AskSize":13,"BidSize":10,"Strikes":["68"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.44","ProbabilityBE":"0.1763","ExtrinsicValue":"0.85","IntrinsicValue":"0","ProbabilityITM":"0.2109","ProbabilityOTM":"0.7891","ProbabilityBE_IV":"0.1463","TheoreticalValue":"1.1941","DailyOpenInterest":124,"ImpliedVolatility":"0.3473","ProbabilityITM_IV":"0.1822","ProbabilityOTM_IV":"0.8178","StandardDeviation":"0.1192","TheoreticalValue_IV":"0.85"},{"Ask":"6.9","Bid":"3.95","Low":"0","Mid":"5.425","Rho":"-0.04984693","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P65","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"65"}],"Open":"0","Side":"Put","Vega":"0.0825564","Close":"0","Delta":"-0.57476958","Gamma":"0.03267438","Theta":"-0.050057","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.433","ExtrinsicValue":"3.08","IntrinsicValue":"3.82","ProbabilityITM":"0.6831","ProbabilityOTM":"0.3169","ProbabilityBE_IV":"0.4724","TheoreticalValue":"5.5333","DailyOpenInterest":0,"ImpliedVolatility":"0.5694","ProbabilityITM_IV":"0.6497","ProbabilityOTM_IV":"0.3503","StandardDeviation":"0.1954","TheoreticalValue_IV":"6.9"},{"Ask":"3.4","Bid":"0.9","Low":"0","Mid":"2.15","Rho":"0.02847127","High":"0","Last":"1.33","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C64","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"64"}],"Open":"0","Side":"Call","Vega":"0.08332529","Close":"1.33","Delta":"0.44812687","Gamma":"0.03528831","Theta":"-0.05367148","Volume":0,"AskSize":10,"BidSize":20,"Strikes":["64"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.33","ProbabilityBE":"0.2673","ExtrinsicValue":"3.4","IntrinsicValue":"0","ProbabilityITM":"0.358","ProbabilityOTM":"0.642","ProbabilityBE_IV":"0.306","TheoreticalValue":"2.3114","DailyOpenInterest":4,"ImpliedVolatility":"0.5321","ProbabilityITM_IV":"0.3769","ProbabilityOTM_IV":"0.6231","StandardDeviation":"0.1826","TheoreticalValue_IV":"3.4"},{"Ask":"9.75","Bid":"6.35","Low":"0","Mid":"8.05","Rho":"0.0429483","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C54","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"54"}],"Open":"0","Side":"Call","Vega":"0.06672197","Close":"0","Delta":"0.75152382","Gamma":"0.02263337","Theta":"-0.05489355","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["54"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4396","ExtrinsicValue":"2.57","IntrinsicValue":"7.18","ProbabilityITM":"0.8073","ProbabilityOTM":"0.1927","ProbabilityBE_IV":"0.4347","TheoreticalValue":"8.1573","DailyOpenInterest":0,"ImpliedVolatility":"0.6644","ProbabilityITM_IV":"0.6738","ProbabilityOTM_IV":"0.3262","StandardDeviation":"0.228","TheoreticalValue_IV":"9.75"},{"Ask":"2.13","Bid":"0","Low":"0","Mid":"1.065","Rho":"-0.00980619","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P35","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"35"}],"Open":"0","Side":"Put","Vega":"0.03707525","Close":"0.01","Delta":"-0.10039574","Gamma":"0.00509596","Theta":"-0.0694044","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["35"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0","ExtrinsicValue":"2.13","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2374","TheoreticalValue":"0","DailyOpenInterest":1,"ImpliedVolatility":"1.6396","ProbabilityITM_IV":"0.2374","ProbabilityOTM_IV":"0.7626","StandardDeviation":"0.5628","TheoreticalValue_IV":"2.13"},{"Ask":"0.4","Bid":"0","Low":"0","Mid":"0.2","Rho":"-0.00503703","High":"0","Last":"0.32","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P45","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"45"}],"Open":"0","Side":"Put","Vega":"0.02603962","Close":"0.32","Delta":"-0.06291264","Gamma":"0.00921703","Theta":"-0.01872677","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["45"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.32","ProbabilityBE":"0.0141","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0143","ProbabilityOTM":"0.9857","ProbabilityBE_IV":"0.0943","TheoreticalValue":"0.0297","DailyOpenInterest":3,"ImpliedVolatility":"0.6367","ProbabilityITM_IV":"0.0948","ProbabilityOTM_IV":"0.9052","StandardDeviation":"0.2185","TheoreticalValue_IV":"0.4"},{"Ask":"11.6","Bid":"8.2","Low":"0","Mid":"9.9","Rho":"0.04306015","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C52","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"52"}],"Open":"0","Side":"Call","Vega":"0.06183033","Close":"0","Delta":"0.78330455","Gamma":"0.01885537","Theta":"-0.05648134","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["52"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4546","ExtrinsicValue":"2.42","IntrinsicValue":"9.18","ProbabilityITM":"0.8732","ProbabilityOTM":"0.1268","ProbabilityBE_IV":"0.4397","TheoreticalValue":"9.833","DailyOpenInterest":0,"ImpliedVolatility":"0.739","ProbabilityITM_IV":"0.7016","ProbabilityOTM_IV":"0.2984","StandardDeviation":"0.2537","TheoreticalValue_IV":"11.6"},{"Ask":"18.35","Bid":"14.95","Low":"0","Mid":"16.65","Rho":"0.04009914","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C45","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"45"}],"Open":"0","Side":"Call","Vega":"0.0484977","Close":"0","Delta":"0.85280926","Gamma":"0.01050133","Theta":"-0.06175433","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["45"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4745","ExtrinsicValue":"2.17","IntrinsicValue":"16.18","ProbabilityITM":"0.9857","ProbabilityOTM":"0.0143","ProbabilityBE_IV":"0.4297","TheoreticalValue":"16.4067","DailyOpenInterest":0,"ImpliedVolatility":"1.0408","ProbabilityITM_IV":"0.755","ProbabilityOTM_IV":"0.245","StandardDeviation":"0.3572","TheoreticalValue_IV":"18.35"},{"Ask":"2.26","Bid":"0","Low":"0","Mid":"1.13","Rho":"-0.01626083","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P49","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"49"}],"Open":"0","Side":"Put","Vega":"0.05665696","Close":"0","Delta":"-0.18728044","Gamma":"0.01424761","Theta":"-0.05728073","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["49"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0552","ExtrinsicValue":"2.26","IntrinsicValue":"0","ProbabilityITM":"0.0579","ProbabilityOTM":"0.9421","ProbabilityBE_IV":"0.2776","TheoreticalValue":"0.1585","DailyOpenInterest":0,"ImpliedVolatility":"0.8962","ProbabilityITM_IV":"0.2812","ProbabilityOTM_IV":"0.7188","StandardDeviation":"0.3076","TheoreticalValue_IV":"2.26"},{"Ask":"0.97","Bid":"0.35","Low":"0","Mid":"0.66","Rho":"0.0166118","High":"0","Last":"0.6","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C67","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"67"}],"Open":"0","Side":"Call","Vega":"0.066205","Close":"0.6","Delta":"0.24489327","Gamma":"0.04445557","Theta":"-0.02709577","Volume":0,"AskSize":15,"BidSize":50,"Strikes":["67"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.6","ProbabilityBE":"0.1982","ExtrinsicValue":"0.97","IntrinsicValue":"0","ProbabilityITM":"0.2432","ProbabilityOTM":"0.7568","ProbabilityBE_IV":"0.1617","TheoreticalValue":"1.4199","DailyOpenInterest":344,"ImpliedVolatility":"0.3356","ProbabilityITM_IV":"0.2101","ProbabilityOTM_IV":"0.7899","StandardDeviation":"0.1152","TheoreticalValue_IV":"0.97"},{"Ask":"12.65","Bid":"10.25","Low":"0","Mid":"11.45","Rho":"0.04633345","High":"0","Last":"12.37","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C50","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"0","Side":"Call","Vega":"0.0500669","Close":"12.37","Delta":"0.84559833","Gamma":"0.01702667","Theta":"-0.04230015","Volume":0,"AskSize":11,"BidSize":37,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12.37","ProbabilityBE":"0.4643","ExtrinsicValue":"1.47","IntrinsicValue":"11.18","ProbabilityITM":"0.9231","ProbabilityOTM":"0.0769","ProbabilityBE_IV":"0.4496","TheoreticalValue":"11.6241","DailyOpenInterest":2,"ImpliedVolatility":"0.6627","ProbabilityITM_IV":"0.7851","ProbabilityOTM_IV":"0.2149","StandardDeviation":"0.2275","TheoreticalValue_IV":"12.65"},{"Ask":"27.45","Bid":"24.9","Low":"0","Mid":"26.175","Rho":"0.03468511","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C35","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"35"}],"Open":"0","Side":"Call","Vega":"0.02923847","Close":"0","Delta":"0.92690376","Gamma":"0.00492961","Theta":"-0.04812618","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["35"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.478","ExtrinsicValue":"1.27","IntrinsicValue":"26.18","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4106","TheoreticalValue":"26.3332","DailyOpenInterest":0,"ImpliedVolatility":"1.3367","ProbabilityITM_IV":"0.8396","ProbabilityOTM_IV":"0.1604","StandardDeviation":"0.4588","TheoreticalValue_IV":"27.45"},{"Ask":"1","Bid":"0","Low":"0","Mid":"0.5","Rho":"0.00977686","High":"0","Last":"0.48","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C80","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"80"}],"Open":"0","Side":"Call","Vega":"0.04936413","Close":"0.48","Delta":"0.1511456","Gamma":"0.01664713","Theta":"-0.03895523","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["80"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.48","ProbabilityBE":"0.0232","ExtrinsicValue":"1","IntrinsicValue":"0","ProbabilityITM":"0.0237","ProbabilityOTM":"0.9763","ProbabilityBE_IV":"0.1025","TheoreticalValue":"0.1027","DailyOpenInterest":1,"ImpliedVolatility":"0.6683","ProbabilityITM_IV":"0.1035","ProbabilityOTM_IV":"0.8965","StandardDeviation":"0.2294","TheoreticalValue_IV":"1"},{"Ask":"19.95","Bid":"17.9","Low":"0","Mid":"18.925","Rho":"-0.08252836","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P80","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"80"}],"Open":"0","Side":"Put","Vega":"0.05676358","Close":"0","Delta":"-0.81214885","Gamma":"0.0169576","Theta":"-0.04242379","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["80"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5148","ExtrinsicValue":"1.13","IntrinsicValue":"18.82","ProbabilityITM":"0.9763","ProbabilityOTM":"0.0237","ProbabilityBE_IV":"0.545","TheoreticalValue":"18.82","DailyOpenInterest":0,"ImpliedVolatility":"0.7544","ProbabilityITM_IV":"0.874","ProbabilityOTM_IV":"0.126","StandardDeviation":"0.2589","TheoreticalValue_IV":"19.95"},{"Ask":"0.42","Bid":"0","Low":"0","Mid":"0.21","Rho":"0.00696783","High":"0","Last":"0.29","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C75","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"75"}],"Open":"0","Side":"Call","Vega":"0.03775578","Close":"0.29","Delta":"0.10293533","Gamma":"0.0196905","Theta":"-0.01944839","Volume":0,"AskSize":14,"BidSize":0,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.29","ProbabilityBE":"0.0613","ExtrinsicValue":"0.42","IntrinsicValue":"0","ProbabilityITM":"0.065","ProbabilityOTM":"0.935","ProbabilityBE_IV":"0.0747","TheoreticalValue":"0.3088","DailyOpenInterest":3,"ImpliedVolatility":"0.4321","ProbabilityITM_IV":"0.0787","ProbabilityOTM_IV":"0.9213","StandardDeviation":"0.1483","TheoreticalValue_IV":"0.42"},{"Ask":"14.95","Bid":"12.9","Low":"0","Mid":"13.925","Rho":"-0.07506541","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P75","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"75"}],"Open":"0","Side":"Put","Vega":"0.06048211","Close":"0","Delta":"-0.79133325","Gamma":"0.02165258","Theta":"-0.0375764","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5104","ExtrinsicValue":"1.13","IntrinsicValue":"13.82","ProbabilityITM":"0.935","ProbabilityOTM":"0.065","ProbabilityBE_IV":"0.5323","TheoreticalValue":"13.9142","DailyOpenInterest":0,"ImpliedVolatility":"0.6295","ProbabilityITM_IV":"0.848","ProbabilityOTM_IV":"0.152","StandardDeviation":"0.2161","TheoreticalValue_IV":"14.95"},{"Ask":"0.46","Bid":"0","Low":"0","Mid":"0.23","Rho":"0.00802319","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C73","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"73"}],"Open":"0","Side":"Call","Vega":"0.04167611","Close":"0","Delta":"0.1181401","Gamma":"0.02352487","Theta":"-0.01991288","Volume":0,"AskSize":38,"BidSize":0,"Strikes":["73"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0863","ExtrinsicValue":"0.46","IntrinsicValue":"0","ProbabilityITM":"0.0938","ProbabilityOTM":"0.9062","ProbabilityBE_IV":"0.0857","TheoreticalValue":"0.4655","DailyOpenInterest":0,"ImpliedVolatility":"0.3992","ProbabilityITM_IV":"0.0931","ProbabilityOTM_IV":"0.9069","StandardDeviation":"0.137","TheoreticalValue_IV":"0.46"},{"Ask":"14.05","Bid":"10.6","Low":"0","Mid":"12.325","Rho":"-0.06797841","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P73","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"73"}],"Open":"0","Side":"Put","Vega":"0.07233092","Close":"0","Delta":"-0.70805993","Gamma":"0.02200222","Theta":"-0.05610882","Volume":0,"AskSize":1,"BidSize":20,"Strikes":["73"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5035","ExtrinsicValue":"2.23","IntrinsicValue":"11.82","ProbabilityITM":"0.9062","ProbabilityOTM":"0.0938","ProbabilityBE_IV":"0.5378","TheoreticalValue":"12.0598","DailyOpenInterest":0,"ImpliedVolatility":"0.7409","ProbabilityITM_IV":"0.789","ProbabilityOTM_IV":"0.211","StandardDeviation":"0.2543","TheoreticalValue_IV":"14.05"},{"Ask":"0.49","Bid":"0","Low":"0","Mid":"0.245","Rho":"0.00873318","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C72","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"72"}],"Open":"0","Side":"Call","Vega":"0.04418547","Close":"0","Delta":"0.12841954","Gamma":"0.02596248","Theta":"-0.02032949","Volume":0,"AskSize":17,"BidSize":0,"Strikes":["72"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1012","ExtrinsicValue":"0.49","IntrinsicValue":"0","ProbabilityITM":"0.1116","ProbabilityOTM":"0.8884","ProbabilityBE_IV":"0.0925","TheoreticalValue":"0.5675","DailyOpenInterest":0,"ImpliedVolatility":"0.3835","ProbabilityITM_IV":"0.1028","ProbabilityOTM_IV":"0.8972","StandardDeviation":"0.1316","TheoreticalValue_IV":"0.49"},{"Ask":"12.05","Bid":"10.25","Low":"0","Mid":"11.15","Rho":"-0.06962212","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P72","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"72"}],"Open":"0","Side":"Put","Vega":"0.06493238","Close":"0","Delta":"-0.76368365","Gamma":"0.02592571","Theta":"-0.03639662","Volume":0,"AskSize":12,"BidSize":10,"Strikes":["72"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4989","ExtrinsicValue":"1.23","IntrinsicValue":"10.82","ProbabilityITM":"0.8884","ProbabilityOTM":"0.1116","ProbabilityBE_IV":"0.5185","TheoreticalValue":"11.1553","DailyOpenInterest":0,"ImpliedVolatility":"0.5644","ProbabilityITM_IV":"0.8193","ProbabilityOTM_IV":"0.1807","StandardDeviation":"0.1937","TheoreticalValue_IV":"12.05"},{"Ask":"0.52","Bid":"0","Low":"0","Mid":"0.26","Rho":"0.00951359","High":"0","Last":"0.12","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C71","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"71"}],"Open":"0","Side":"Call","Vega":"0.04681035","Close":"0.12","Delta":"0.13966996","Gamma":"0.02878411","Theta":"-0.0206375","Volume":0,"AskSize":14,"BidSize":0,"Strikes":["71"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.12","ProbabilityBE":"0.1177","ExtrinsicValue":"0.52","IntrinsicValue":"0","ProbabilityITM":"0.1321","ProbabilityOTM":"0.8679","ProbabilityBE_IV":"0.0995","TheoreticalValue":"0.6886","DailyOpenInterest":47,"ImpliedVolatility":"0.3665","ProbabilityITM_IV":"0.1135","ProbabilityOTM_IV":"0.8865","StandardDeviation":"0.1258","TheoreticalValue_IV":"0.52"},{"Ask":"12.1","Bid":"8.5","Low":"0","Mid":"10.3","Rho":"-0.06429143","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P71","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"71"}],"Open":"0","Side":"Put","Vega":"0.07440774","Close":"0","Delta":"-0.68911486","Gamma":"0.02443672","Theta":"-0.05350277","Volume":0,"AskSize":1,"BidSize":10,"Strikes":["71"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4935","ExtrinsicValue":"2.28","IntrinsicValue":"9.82","ProbabilityITM":"0.8679","ProbabilityOTM":"0.1321","ProbabilityBE_IV":"0.5272","TheoreticalValue":"10.27","DailyOpenInterest":0,"ImpliedVolatility":"0.6862","ProbabilityITM_IV":"0.7672","ProbabilityOTM_IV":"0.2328","StandardDeviation":"0.2355","TheoreticalValue_IV":"12.1"},{"Ask":"0.57","Bid":"0","Low":"0","Mid":"0.285","Rho":"0.010583","High":"0","Last":"0.4","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C70","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"70"}],"Open":"0","Side":"Call","Vega":"0.0502446","Close":"0.4","Delta":"0.15523198","Gamma":"0.03216363","Theta":"-0.02134462","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.4","ProbabilityBE":"0.1358","ExtrinsicValue":"0.57","IntrinsicValue":"0","ProbabilityITM":"0.1554","ProbabilityOTM":"0.8446","ProbabilityBE_IV":"0.1088","TheoreticalValue":"0.8315","DailyOpenInterest":1,"ImpliedVolatility":"0.352","ProbabilityITM_IV":"0.1281","ProbabilityOTM_IV":"0.8719","StandardDeviation":"0.1208","TheoreticalValue_IV":"0.57"},{"Ask":"10.95","Bid":"7.7","Low":"0","Mid":"9.325","Rho":"-0.06278962","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P70","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"70"}],"Open":"0","Side":"Put","Vega":"0.074603","Close":"0","Delta":"-0.68722569","Gamma":"0.02652958","Theta":"-0.04926239","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4869","ExtrinsicValue":"2.13","IntrinsicValue":"8.82","ProbabilityITM":"0.8446","ProbabilityOTM":"0.1554","ProbabilityBE_IV":"0.5179","TheoreticalValue":"9.4068","DailyOpenInterest":0,"ImpliedVolatility":"0.6337","ProbabilityITM_IV":"0.76","ProbabilityOTM_IV":"0.24","StandardDeviation":"0.2175","TheoreticalValue_IV":"10.95"},{"Ask":"0.75","Bid":"0.06","Low":"0","Mid":"0.405","Rho":"0.0129329","High":"0","Last":"1.03","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C69","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"69"}],"Open":"0","Side":"Call","Vega":"0.05726875","Close":"1.03","Delta":"0.19057384","Gamma":"0.03594842","Theta":"-0.02486421","Volume":0,"AskSize":19,"BidSize":20,"Strikes":["69"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.03","ProbabilityBE":"0.1554","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.1816","ProbabilityOTM":"0.8184","ProbabilityBE_IV":"0.1323","TheoreticalValue":"0.999","DailyOpenInterest":91,"ImpliedVolatility":"0.359","ProbabilityITM_IV":"0.1588","ProbabilityOTM_IV":"0.8412","StandardDeviation":"0.1232","TheoreticalValue_IV":"0.75"},{"Ask":"10.15","Bid":"6.65","Low":"0","Mid":"8.4","Rho":"-0.06030353","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P69","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"69"}],"Open":"0","Side":"Put","Vega":"0.07665381","Close":"0","Delta":"-0.66598219","Gamma":"0.02754831","Theta":"-0.05038699","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["69"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4792","ExtrinsicValue":"2.33","IntrinsicValue":"7.82","ProbabilityITM":"0.8184","ProbabilityOTM":"0.1816","ProbabilityBE_IV":"0.5122","TheoreticalValue":"8.5689","DailyOpenInterest":0,"ImpliedVolatility":"0.6271","ProbabilityITM_IV":"0.7405","ProbabilityOTM_IV":"0.2595","StandardDeviation":"0.2152","TheoreticalValue_IV":"10.15"},{"Ask":"0.85","Bid":"0.17","Low":"0","Mid":"0.51","Rho":"0.0146269","High":"0","Last":"0.44","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C68","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"68"}],"Open":"0","Side":"Call","Vega":"0.06164326","Close":"0.44","Delta":"0.21556465","Gamma":"0.03999592","Theta":"-0.02599165","Volume":0,"AskSize":13,"BidSize":10,"Strikes":["68"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.44","ProbabilityBE":"0.1763","ExtrinsicValue":"0.85","IntrinsicValue":"0","ProbabilityITM":"0.2109","ProbabilityOTM":"0.7891","ProbabilityBE_IV":"0.1463","TheoreticalValue":"1.1941","DailyOpenInterest":124,"ImpliedVolatility":"0.3473","ProbabilityITM_IV":"0.1822","ProbabilityOTM_IV":"0.8178","StandardDeviation":"0.1192","TheoreticalValue_IV":"0.85"},{"Ask":"9.3","Bid":"5.85","Low":"0","Mid":"7.575","Rho":"-0.05788243","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P68","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"68"}],"Open":"0","Side":"Put","Vega":"0.07830805","Close":"0","Delta":"-0.64645768","Gamma":"0.02885534","Theta":"-0.05039157","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["68"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4701","ExtrinsicValue":"2.48","IntrinsicValue":"6.82","ProbabilityITM":"0.7891","ProbabilityOTM":"0.2109","ProbabilityBE_IV":"0.5044","TheoreticalValue":"7.7595","DailyOpenInterest":0,"ImpliedVolatility":"0.6116","ProbabilityITM_IV":"0.7212","ProbabilityOTM_IV":"0.2788","StandardDeviation":"0.2099","TheoreticalValue_IV":"9.3"},{"Ask":"0.97","Bid":"0.35","Low":"0","Mid":"0.66","Rho":"0.0166118","High":"0","Last":"0.6","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C67","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"67"}],"Open":"0","Side":"Call","Vega":"0.066205","Close":"0.6","Delta":"0.24489327","Gamma":"0.04445557","Theta":"-0.02709577","Volume":0,"AskSize":15,"BidSize":50,"Strikes":["67"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.6","ProbabilityBE":"0.1982","ExtrinsicValue":"0.97","IntrinsicValue":"0","ProbabilityITM":"0.2432","ProbabilityOTM":"0.7568","ProbabilityBE_IV":"0.1617","TheoreticalValue":"1.4199","DailyOpenInterest":344,"ImpliedVolatility":"0.3356","ProbabilityITM_IV":"0.2101","ProbabilityOTM_IV":"0.7899","StandardDeviation":"0.1152","TheoreticalValue_IV":"0.97"},{"Ask":"8.4","Bid":"4.95","Low":"0","Mid":"6.675","Rho":"-0.05547251","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P67","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"67"}],"Open":"0","Side":"Put","Vega":"0.07967956","Close":"0","Delta":"-0.62790665","Gamma":"0.03055922","Theta":"-0.04935847","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["67"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4594","ExtrinsicValue":"2.58","IntrinsicValue":"5.82","ProbabilityITM":"0.7568","ProbabilityOTM":"0.2432","ProbabilityBE_IV":"0.4939","TheoreticalValue":"6.9817","DailyOpenInterest":0,"ImpliedVolatility":"0.5876","ProbabilityITM_IV":"0.7015","ProbabilityOTM_IV":"0.2985","StandardDeviation":"0.2017","TheoreticalValue_IV":"8.4"},{"Ask":"2.84","Bid":"0.44","Low":"0","Mid":"1.64","Rho":"0.02478061","High":"0","Last":"0.85","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C66","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"66"}],"Open":"0","Side":"Call","Vega":"0.08070807","Close":"0.85","Delta":"0.38808786","Gamma":"0.03318928","Theta":"-0.05322786","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["66"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.85","ProbabilityBE":"0.2209","ExtrinsicValue":"2.84","IntrinsicValue":"0","ProbabilityITM":"0.2786","ProbabilityOTM":"0.7214","ProbabilityBE_IV":"0.2722","TheoreticalValue":"1.6794","DailyOpenInterest":675,"ImpliedVolatility":"0.548","ProbabilityITM_IV":"0.3181","ProbabilityOTM_IV":"0.6819","StandardDeviation":"0.1881","TheoreticalValue_IV":"2.84"},{"Ask":"7.65","Bid":"4","Low":"0","Mid":"5.825","Rho":"-0.05269054","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P66","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"66"}],"Open":"0","Side":"Put","Vega":"0.08128771","Close":"0","Delta":"-0.60176165","Gamma":"0.03158362","Theta":"-0.04997593","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["66"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4471","ExtrinsicValue":"2.83","IntrinsicValue":"4.82","ProbabilityITM":"0.7214","ProbabilityOTM":"0.2786","ProbabilityBE_IV":"0.4842","TheoreticalValue":"6.2386","DailyOpenInterest":0,"ImpliedVolatility":"0.58","ProbabilityITM_IV":"0.6764","ProbabilityOTM_IV":"0.3236","StandardDeviation":"0.1991","TheoreticalValue_IV":"7.65"},{"Ask":"1.55","Bid":"0.63","Low":"0","Mid":"1.09","Rho":"0.02284391","High":"0","Last":"0.97","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C65","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"65"}],"Open":"0","Side":"Call","Vega":"0.07720992","Close":"0.97","Delta":"0.34029997","Gamma":"0.05025414","Theta":"-0.03284456","Volume":0,"AskSize":10,"BidSize":20,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.97","ProbabilityBE":"0.244","ExtrinsicValue":"1.55","IntrinsicValue":"0","ProbabilityITM":"0.3169","ProbabilityOTM":"0.6831","ProbabilityBE_IV":"0.2171","TheoreticalValue":"1.9756","DailyOpenInterest":364,"ImpliedVolatility":"0.3462","ProbabilityITM_IV":"0.2978","ProbabilityOTM_IV":"0.7022","StandardDeviation":"0.1188","TheoreticalValue_IV":"1.55"},{"Ask":"6.9","Bid":"3.95","Low":"0","Mid":"5.425","Rho":"-0.04984692","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P65","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"65"}],"Open":"0","Side":"Put","Vega":"0.0825564","Close":"0","Delta":"-0.57476958","Gamma":"0.03267438","Theta":"-0.05005701","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.433","ExtrinsicValue":"3.08","IntrinsicValue":"3.82","ProbabilityITM":"0.6831","ProbabilityOTM":"0.3169","ProbabilityBE_IV":"0.4724","TheoreticalValue":"5.5333","DailyOpenInterest":0,"ImpliedVolatility":"0.5694","ProbabilityITM_IV":"0.6497","ProbabilityOTM_IV":"0.3503","StandardDeviation":"0.1954","TheoreticalValue_IV":"6.9"},{"Ask":"3.4","Bid":"0.9","Low":"0","Mid":"2.15","Rho":"0.02847127","High":"0","Last":"1.33","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C64","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"64"}],"Open":"0","Side":"Call","Vega":"0.08332529","Close":"1.33","Delta":"0.44812687","Gamma":"0.03528831","Theta":"-0.05367149","Volume":0,"AskSize":10,"BidSize":20,"Strikes":["64"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.33","ProbabilityBE":"0.2673","ExtrinsicValue":"3.4","IntrinsicValue":"0","ProbabilityITM":"0.358","ProbabilityOTM":"0.642","ProbabilityBE_IV":"0.306","TheoreticalValue":"2.3114","DailyOpenInterest":4,"ImpliedVolatility":"0.5321","ProbabilityITM_IV":"0.3769","ProbabilityOTM_IV":"0.6231","StandardDeviation":"0.1826","TheoreticalValue_IV":"3.4"},{"Ask":"6.2","Bid":"3.45","Low":"0","Mid":"4.825","Rho":"-0.04687938","High":"0","Last":"4.25","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P64","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"64"}],"Open":"0","Side":"Put","Vega":"0.08349547","Close":"4.25","Delta":"-0.54525305","Gamma":"0.03350539","Theta":"-0.05017547","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["64"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.25","ProbabilityBE":"0.4169","ExtrinsicValue":"3.38","IntrinsicValue":"2.82","ProbabilityITM":"0.642","ProbabilityOTM":"0.358","ProbabilityBE_IV":"0.4593","TheoreticalValue":"4.8685","DailyOpenInterest":6,"ImpliedVolatility":"0.5616","ProbabilityITM_IV":"0.6206","ProbabilityOTM_IV":"0.3794","StandardDeviation":"0.1928","TheoreticalValue_IV":"6.2"},{"Ask":"3.8","Bid":"1.22","Low":"0","Mid":"2.51","Rho":"0.03048619","High":"0","Last":"1.63","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C63","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"63"}],"Open":"0","Side":"Call","Vega":"0.08395533","Close":"1.63","Delta":"0.48244608","Gamma":"0.03548841","Theta":"-0.05432825","Volume":0,"AskSize":10,"BidSize":25,"Strikes":["63"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.63","ProbabilityBE":"0.2902","ExtrinsicValue":"3.8","IntrinsicValue":"0","ProbabilityITM":"0.4014","ProbabilityOTM":"0.5986","ProbabilityBE_IV":"0.3244","TheoreticalValue":"2.6892","DailyOpenInterest":491,"ImpliedVolatility":"0.5331","ProbabilityITM_IV":"0.41","ProbabilityOTM_IV":"0.59","StandardDeviation":"0.183","TheoreticalValue_IV":"3.8"},{"Ask":"5.5","Bid":"2.94","Low":"0","Mid":"4.22","Rho":"-0.04383603","High":"0","Last":"3.64","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P63","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"63"}],"Open":"0","Side":"Put","Vega":"0.08397968","Close":"3.64","Delta":"-0.51469481","Gamma":"0.03439421","Theta":"-0.04964946","Volume":0,"AskSize":1,"BidSize":12,"Strikes":["63"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.64","ProbabilityBE":"0.3989","ExtrinsicValue":"3.68","IntrinsicValue":"1.82","ProbabilityITM":"0.5986","ProbabilityOTM":"0.4014","ProbabilityBE_IV":"0.4435","TheoreticalValue":"4.2467","DailyOpenInterest":10,"ImpliedVolatility":"0.5503","ProbabilityITM_IV":"0.5895","ProbabilityOTM_IV":"0.4105","StandardDeviation":"0.1889","TheoreticalValue_IV":"5.5"},{"Ask":"4.2","Bid":"1.61","Low":"0","Mid":"2.905","Rho":"0.03251043","High":"0","Last":"2.25","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C62","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"62"}],"Open":"0","Side":"Call","Vega":"0.08396134","Close":"2.25","Delta":"0.51689375","Gamma":"0.03569121","Theta":"-0.05421483","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["62"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.25","ProbabilityBE":"0.3125","ExtrinsicValue":"4.2","IntrinsicValue":"0","ProbabilityITM":"0.4468","ProbabilityOTM":"0.5532","ProbabilityBE_IV":"0.3415","TheoreticalValue":"3.1113","DailyOpenInterest":589,"ImpliedVolatility":"0.5302","ProbabilityITM_IV":"0.4443","ProbabilityOTM_IV":"0.5557","StandardDeviation":"0.182","TheoreticalValue_IV":"4.2"},{"Ask":"4.95","Bid":"2.39","Low":"0","Mid":"3.67","Rho":"-0.04072364","High":"0","Last":"3.12","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P62","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"62"}],"Open":"0","Side":"Put","Vega":"0.0839387","Close":"3.12","Delta":"-0.48073621","Gamma":"0.03420909","Theta":"-0.05015219","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["62"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.12","ProbabilityBE":"0.3788","ExtrinsicValue":"4.13","IntrinsicValue":"0.82","ProbabilityITM":"0.5532","ProbabilityOTM":"0.4468","ProbabilityBE_IV":"0.4292","TheoreticalValue":"3.6699","DailyOpenInterest":15,"ImpliedVolatility":"0.553","ProbabilityITM_IV":"0.5565","ProbabilityOTM_IV":"0.4435","StandardDeviation":"0.1898","TheoreticalValue_IV":"4.95"},{"Ask":"4.7","Bid":"2.06","Low":"0","Mid":"3.38","Rho":"0.03449807","High":"0","Last":"2.79","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C61","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"61"}],"Open":"0","Side":"Call","Vega":"0.08330876","Close":"2.79","Delta":"0.55247136","Gamma":"0.03509476","Theta":"-0.05444897","Volume":0,"AskSize":10,"BidSize":25,"Strikes":["61"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.79","ProbabilityBE":"0.3339","ExtrinsicValue":"4.52","IntrinsicValue":"0.18","ProbabilityITM":"0.4937","ProbabilityOTM":"0.5063","ProbabilityBE_IV":"0.3587","TheoreticalValue":"3.5794","DailyOpenInterest":332,"ImpliedVolatility":"0.535","ProbabilityITM_IV":"0.4791","ProbabilityOTM_IV":"0.5209","StandardDeviation":"0.1836","TheoreticalValue_IV":"4.7"},{"Ask":"4.3","Bid":"1.9","Low":"0","Mid":"3.1","Rho":"-0.0375336","High":"0","Last":"2.6","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P61","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"61"}],"Open":"0","Side":"Put","Vega":"0.08330368","Close":"2.6","Delta":"-0.44734594","Gamma":"0.0347873","Theta":"-0.04873846","Volume":0,"AskSize":100,"BidSize":10,"Strikes":["61"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.6","ProbabilityBE":"0.3567","ExtrinsicValue":"4.3","IntrinsicValue":"0","ProbabilityITM":"0.5063","ProbabilityOTM":"0.4937","ProbabilityBE_IV":"0.4087","TheoreticalValue":"3.1398","DailyOpenInterest":180,"ImpliedVolatility":"0.5397","ProbabilityITM_IV":"0.5213","ProbabilityOTM_IV":"0.4787","StandardDeviation":"0.1852","TheoreticalValue_IV":"4.3"},{"Ask":"5.3","Bid":"2.57","Low":"0","Mid":"3.935","Rho":"0.03631892","High":"0","Last":"3.4","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C60","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"60"}],"Open":"0","Side":"Call","Vega":"0.08201259","Close":"3.4","Delta":"0.58738378","Gamma":"0.03373979","Theta":"-0.05501894","Volume":0,"AskSize":12,"BidSize":10,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.4","ProbabilityBE":"0.354","ExtrinsicValue":"4.12","IntrinsicValue":"1.18","ProbabilityITM":"0.5414","ProbabilityOTM":"0.4586","ProbabilityBE_IV":"0.3753","TheoreticalValue":"4.0947","DailyOpenInterest":115,"ImpliedVolatility":"0.5478","ProbabilityITM_IV":"0.5128","ProbabilityOTM_IV":"0.4872","StandardDeviation":"0.188","TheoreticalValue_IV":"5.3"},{"Ask":"4.05","Bid":"1.46","Low":"0","Mid":"2.755","Rho":"-0.03475183","High":"0","Last":"2.23","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P60","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"60"}],"Open":"0","Side":"Put","Vega":"0.08203293","Close":"2.23","Delta":"-0.41305465","Gamma":"0.03240548","Theta":"-0.05110615","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.23","ProbabilityBE":"0.3327","ExtrinsicValue":"4.05","IntrinsicValue":"0","ProbabilityITM":"0.4586","ProbabilityOTM":"0.5414","ProbabilityBE_IV":"0.3998","TheoreticalValue":"2.6574","DailyOpenInterest":141,"ImpliedVolatility":"0.5705","ProbabilityITM_IV":"0.4907","ProbabilityOTM_IV":"0.5093","StandardDeviation":"0.1958","TheoreticalValue_IV":"4.05"},{"Ask":"5.9","Bid":"3.2","Low":"0","Mid":"4.55","Rho":"0.03804282","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C59","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"59"}],"Open":"0","Side":"Call","Vega":"0.08014367","Close":"0","Delta":"0.6209596","Gamma":"0.03244031","Theta":"-0.05481311","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["59"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3726","ExtrinsicValue":"3.72","IntrinsicValue":"2.18","ProbabilityITM":"0.5894","ProbabilityOTM":"0.4106","ProbabilityBE_IV":"0.3897","TheoreticalValue":"4.6576","DailyOpenInterest":0,"ImpliedVolatility":"0.5568","ProbabilityITM_IV":"0.5463","ProbabilityOTM_IV":"0.4537","StandardDeviation":"0.1911","TheoreticalValue_IV":"5.9"},{"Ask":"3.55","Bid":"1.09","Low":"0","Mid":"2.32","Rho":"-0.03175145","High":"0","Last":"1.68","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P59","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"59"}],"Open":"0","Side":"Put","Vega":"0.08019519","Close":"1.68","Delta":"-0.3798372","Gamma":"0.03186772","Theta":"-0.04983902","Volume":0,"AskSize":13,"BidSize":10,"Strikes":["59"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.68","ProbabilityBE":"0.307","ExtrinsicValue":"3.55","IntrinsicValue":"0","ProbabilityITM":"0.4106","ProbabilityOTM":"0.5894","ProbabilityBE_IV":"0.3793","TheoreticalValue":"2.2232","DailyOpenInterest":20,"ImpliedVolatility":"0.5671","ProbabilityITM_IV":"0.456","ProbabilityOTM_IV":"0.544","StandardDeviation":"0.1947","TheoreticalValue_IV":"3.55"},{"Ask":"6.55","Bid":"3.8","Low":"0","Mid":"5.175","Rho":"0.03958697","High":"0","Last":"4.48","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C58","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"58"}],"Open":"0","Side":"Call","Vega":"0.07778845","Close":"4.48","Delta":"0.65287414","Gamma":"0.03085506","Theta":"-0.05445486","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["58"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.48","ProbabilityBE":"0.3895","ExtrinsicValue":"3.37","IntrinsicValue":"3.18","ProbabilityITM":"0.6368","ProbabilityOTM":"0.3632","ProbabilityBE_IV":"0.4025","TheoreticalValue":"5.2681","DailyOpenInterest":2,"ImpliedVolatility":"0.5682","ProbabilityITM_IV":"0.5783","ProbabilityOTM_IV":"0.4217","StandardDeviation":"0.195","TheoreticalValue_IV":"6.55"},{"Ask":"3.25","Bid":"0.79","Low":"0","Mid":"2.02","Rho":"-0.02917302","High":"0","Last":"1.24","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P58","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"58"}],"Open":"0","Side":"Put","Vega":"0.07795691","Close":"1.24","Delta":"-0.34917465","Gamma":"0.03004125","Theta":"-0.05018617","Volume":0,"AskSize":11,"BidSize":10,"Strikes":["58"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.24","ProbabilityBE":"0.2799","ExtrinsicValue":"3.25","IntrinsicValue":"0","ProbabilityITM":"0.3632","ProbabilityOTM":"0.6368","ProbabilityBE_IV":"0.3647","TheoreticalValue":"1.8369","DailyOpenInterest":12,"ImpliedVolatility":"0.5848","ProbabilityITM_IV":"0.4261","ProbabilityOTM_IV":"0.5739","StandardDeviation":"0.2007","TheoreticalValue_IV":"3.25"},{"Ask":"5.9","Bid":"4.5","Low":"0","Mid":"5.2","Rho":"0.04608147","High":"0","Last":"5.3","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C57","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"57"}],"Open":"0","Side":"Call","Vega":"0.06941745","Close":"5.3","Delta":"0.73179405","Gamma":"0.0394126","Theta":"-0.03577961","Volume":0,"AskSize":6,"BidSize":10,"Strikes":["57"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.3","ProbabilityBE":"0.4047","ExtrinsicValue":"1.72","IntrinsicValue":"4.18","ProbabilityITM":"0.683","ProbabilityOTM":"0.317","ProbabilityBE_IV":"0.4044","TheoreticalValue":"5.9252","DailyOpenInterest":13,"ImpliedVolatility":"0.3969","ProbabilityITM_IV":"0.6849","ProbabilityOTM_IV":"0.3151","StandardDeviation":"0.1362","TheoreticalValue_IV":"5.9"},{"Ask":"2.99","Bid":"0.56","Low":"0","Mid":"1.775","Rho":"-0.02681589","High":"0","Last":"0.93","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P57","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"57"}],"Open":"0","Side":"Put","Vega":"0.07541998","Close":"0.93","Delta":"-0.32091276","Gamma":"0.02811625","Theta":"-0.05039067","Volume":0,"AskSize":10,"BidSize":18,"Strikes":["57"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.93","ProbabilityBE":"0.2517","ExtrinsicValue":"2.99","IntrinsicValue":"0","ProbabilityITM":"0.317","ProbabilityOTM":"0.683","ProbabilityBE_IV":"0.3501","TheoreticalValue":"1.4975","DailyOpenInterest":97,"ImpliedVolatility":"0.6045","ProbabilityITM_IV":"0.3986","ProbabilityOTM_IV":"0.6014","StandardDeviation":"0.2075","TheoreticalValue_IV":"2.99"},{"Ask":"6.75","Bid":"5.25","Low":"0","Mid":"6","Rho":"0.04731455","High":"0","Last":"6.55","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C56","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"56"}],"Open":"0","Side":"Call","Vega":"0.06508256","Close":"6.55","Delta":"0.76268875","Gamma":"0.03495666","Theta":"-0.0356002","Volume":0,"AskSize":15,"BidSize":12,"Strikes":["56"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.55","ProbabilityBE":"0.4181","ExtrinsicValue":"1.57","IntrinsicValue":"5.18","ProbabilityITM":"0.7272","ProbabilityOTM":"0.2728","ProbabilityBE_IV":"0.4193","TheoreticalValue":"6.6274","DailyOpenInterest":12,"ImpliedVolatility":"0.4196","ProbabilityITM_IV":"0.7158","ProbabilityOTM_IV":"0.2842","StandardDeviation":"0.144","TheoreticalValue_IV":"6.75"},{"Ask":"1.1","Bid":"0.37","Low":"0","Mid":"0.735","Rho":"-0.01734758","High":"0","Last":"0.75","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P56","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"56"}],"Open":"0","Side":"Put","Vega":"0.06256984","Close":"0.75","Delta":"-0.22122106","Gamma":"0.03670181","Theta":"-0.02629476","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["56"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.75","ProbabilityBE":"0.2231","ExtrinsicValue":"1.1","IntrinsicValue":"0","ProbabilityITM":"0.2728","ProbabilityOTM":"0.7272","ProbabilityBE_IV":"0.2118","TheoreticalValue":"1.2035","DailyOpenInterest":47,"ImpliedVolatility":"0.3842","ProbabilityITM_IV":"0.2625","ProbabilityOTM_IV":"0.7375","StandardDeviation":"0.1319","TheoreticalValue_IV":"1.1"},{"Ask":"7.6","Bid":"6.1","Low":"0","Mid":"6.85","Rho":"0.04834036","High":"0","Last":"6.59","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C55","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"55"}],"Open":"0","Side":"Call","Vega":"0.06058576","Close":"6.59","Delta":"0.79072581","Gamma":"0.03109458","Theta":"-0.03487444","Volume":0,"AskSize":13,"BidSize":12,"Strikes":["55"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.59","ProbabilityBE":"0.4297","ExtrinsicValue":"1.42","IntrinsicValue":"6.18","ProbabilityITM":"0.7688","ProbabilityOTM":"0.2312","ProbabilityBE_IV":"0.4308","TheoreticalValue":"7.3724","DailyOpenInterest":15,"ImpliedVolatility":"0.4391","ProbabilityITM_IV":"0.7447","ProbabilityOTM_IV":"0.2553","StandardDeviation":"0.1507","TheoreticalValue_IV":"7.6"},{"Ask":"0.94","Bid":"0.22","Low":"0","Mid":"0.58","Rho":"-0.01491407","High":"0","Last":"0.6","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P55","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"55"}],"Open":"0","Side":"Put","Vega":"0.05721428","Close":"0.6","Delta":"-0.19027878","Gamma":"0.03236475","Theta":"-0.02506359","Volume":0,"AskSize":16,"BidSize":10,"Strikes":["55"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.6","ProbabilityBE":"0.1944","ExtrinsicValue":"0.94","IntrinsicValue":"0","ProbabilityITM":"0.2312","ProbabilityOTM":"0.7688","ProbabilityBE_IV":"0.193","TheoreticalValue":"0.9524","DailyOpenInterest":74,"ImpliedVolatility":"0.3984","ProbabilityITM_IV":"0.2297","ProbabilityOTM_IV":"0.7703","StandardDeviation":"0.1367","TheoreticalValue_IV":"0.94"},{"Ask":"9.75","Bid":"6.35","Low":"0","Mid":"8.05","Rho":"0.0429483","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C54","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"54"}],"Open":"0","Side":"Call","Vega":"0.06672196","Close":"0","Delta":"0.75152382","Gamma":"0.02263337","Theta":"-0.05489356","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["54"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4396","ExtrinsicValue":"2.57","IntrinsicValue":"7.18","ProbabilityITM":"0.8073","ProbabilityOTM":"0.1927","ProbabilityBE_IV":"0.4347","TheoreticalValue":"8.1573","DailyOpenInterest":0,"ImpliedVolatility":"0.6644","ProbabilityITM_IV":"0.6738","ProbabilityOTM_IV":"0.3262","StandardDeviation":"0.228","TheoreticalValue_IV":"9.75"},{"Ask":"0.81","Bid":"0.08","Low":"0","Mid":"0.445","Rho":"-0.01285653","High":"0","Last":"1.08","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P54","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"54"}],"Open":"0","Side":"Put","Vega":"0.05209081","Close":"1.08","Delta":"-0.16403134","Gamma":"0.02836292","Theta":"-0.02381398","Volume":0,"AskSize":35,"BidSize":25,"Strikes":["54"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.08","ProbabilityBE":"0.1665","ExtrinsicValue":"0.81","IntrinsicValue":"0","ProbabilityITM":"0.1927","ProbabilityOTM":"0.8073","ProbabilityBE_IV":"0.1755","TheoreticalValue":"0.7414","DailyOpenInterest":103,"ImpliedVolatility":"0.4139","ProbabilityITM_IV":"0.2017","ProbabilityOTM_IV":"0.7983","StandardDeviation":"0.1421","TheoreticalValue_IV":"0.81"},{"Ask":"10.65","Bid":"7.25","Low":"0","Mid":"8.95","Rho":"0.04314821","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C53","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"53"}],"Open":"0","Side":"Call","Vega":"0.0641198","Close":"0","Delta":"0.76899086","Gamma":"0.02069788","Theta":"-0.05541675","Volume":0,"AskSize":10,"BidSize":1,"Strikes":["53"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4478","ExtrinsicValue":"2.47","IntrinsicValue":"8.18","ProbabilityITM":"0.8422","ProbabilityOTM":"0.1578","ProbabilityBE_IV":"0.4381","TheoreticalValue":"8.9787","DailyOpenInterest":0,"ImpliedVolatility":"0.6982","ProbabilityITM_IV":"0.6898","ProbabilityOTM_IV":"0.3102","StandardDeviation":"0.2396","TheoreticalValue_IV":"10.65"},{"Ask":"0.65","Bid":"0","Low":"0","Mid":"0.325","Rho":"-0.01065084","High":"0","Last":"0.91","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P53","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"53"}],"Open":"0","Side":"Put","Vega":"0.0460213","Close":"0.91","Delta":"-0.13623213","Gamma":"0.02475242","Theta":"-0.02137159","Volume":0,"AskSize":32,"BidSize":0,"Strikes":["53"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.91","ProbabilityBE":"0.1397","ExtrinsicValue":"0.65","IntrinsicValue":"0","ProbabilityITM":"0.1578","ProbabilityOTM":"0.8422","ProbabilityBE_IV":"0.152","TheoreticalValue":"0.5671","DailyOpenInterest":3,"ImpliedVolatility":"0.419","ProbabilityITM_IV":"0.1703","ProbabilityOTM_IV":"0.8297","StandardDeviation":"0.1438","TheoreticalValue_IV":"0.65"},{"Ask":"11.6","Bid":"8.2","Low":"0","Mid":"9.9","Rho":"0.04306014","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C52","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"52"}],"Open":"0","Side":"Call","Vega":"0.06183033","Close":"0","Delta":"0.78330454","Gamma":"0.01885537","Theta":"-0.05648135","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["52"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4546","ExtrinsicValue":"2.42","IntrinsicValue":"9.18","ProbabilityITM":"0.8732","ProbabilityOTM":"0.1268","ProbabilityBE_IV":"0.4397","TheoreticalValue":"9.833","DailyOpenInterest":0,"ImpliedVolatility":"0.739","ProbabilityITM_IV":"0.7016","ProbabilityOTM_IV":"0.2984","StandardDeviation":"0.2537","TheoreticalValue_IV":"11.6"},{"Ask":"0.58","Bid":"0","Low":"0","Mid":"0.29","Rho":"-0.00933455","High":"0","Last":"0.52","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P52","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"52"}],"Open":"0","Side":"Put","Vega":"0.04194648","Close":"0.52","Delta":"-0.11922636","Gamma":"0.02150589","Theta":"-0.02050743","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["52"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.52","ProbabilityBE":"0.1148","ExtrinsicValue":"0.58","IntrinsicValue":"0","ProbabilityITM":"0.1268","ProbabilityOTM":"0.8732","ProbabilityBE_IV":"0.1397","TheoreticalValue":"0.4256","DailyOpenInterest":3,"ImpliedVolatility":"0.4396","ProbabilityITM_IV":"0.1521","ProbabilityOTM_IV":"0.8479","StandardDeviation":"0.1509","TheoreticalValue_IV":"0.58"},{"Ask":"11.25","Bid":"9.25","Low":"0","Mid":"10.25","Rho":"0.04933885","High":"0","Last":"11.5","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C51","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"51"}],"Open":"0","Side":"Call","Vega":"0.04593228","Close":"11.5","Delta":"0.86415267","Gamma":"0.01924862","Theta":"-0.03276172","Volume":0,"AskSize":10,"BidSize":128,"Strikes":["51"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.5","ProbabilityBE":"0.46","ExtrinsicValue":"1.07","IntrinsicValue":"10.18","ProbabilityITM":"0.9002","ProbabilityOTM":"0.0998","ProbabilityBE_IV":"0.4538","TheoreticalValue":"10.7161","DailyOpenInterest":55,"ImpliedVolatility":"0.5378","ProbabilityITM_IV":"0.8196","ProbabilityOTM_IV":"0.1804","StandardDeviation":"0.1846","TheoreticalValue_IV":"11.25"},{"Ask":"2.32","Bid":"0","Low":"0","Mid":"1.16","Rho":"-0.01792594","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P51","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"51"}],"Open":"0","Side":"Put","Vega":"0.06058356","Close":"0","Delta":"-0.20926133","Gamma":"0.01689565","Theta":"-0.05503835","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["51"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0922","ExtrinsicValue":"2.32","IntrinsicValue":"0","ProbabilityITM":"0.0998","ProbabilityOTM":"0.9002","ProbabilityBE_IV":"0.2902","TheoreticalValue":"0.313","DailyOpenInterest":0,"ImpliedVolatility":"0.8081","ProbabilityITM_IV":"0.2978","ProbabilityOTM_IV":"0.7022","StandardDeviation":"0.2774","TheoreticalValue_IV":"2.32"},{"Ask":"12.65","Bid":"10.25","Low":"0","Mid":"11.45","Rho":"0.04633345","High":"0","Last":"12.37","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C50","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"0","Side":"Call","Vega":"0.0500669","Close":"12.37","Delta":"0.84559832","Gamma":"0.01702667","Theta":"-0.04230015","Volume":0,"AskSize":11,"BidSize":37,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12.37","ProbabilityBE":"0.4643","ExtrinsicValue":"1.47","IntrinsicValue":"11.18","ProbabilityITM":"0.9231","ProbabilityOTM":"0.0769","ProbabilityBE_IV":"0.4496","TheoreticalValue":"11.6241","DailyOpenInterest":2,"ImpliedVolatility":"0.6627","ProbabilityITM_IV":"0.7851","ProbabilityOTM_IV":"0.2149","StandardDeviation":"0.2275","TheoreticalValue_IV":"12.65"},{"Ask":"2.29","Bid":"0","Low":"0","Mid":"1.145","Rho":"-0.01706012","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P50","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"50"}],"Open":"0","Side":"Put","Vega":"0.05858395","Close":"0","Delta":"-0.19781213","Gamma":"0.01549416","Theta":"-0.05622446","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0723","ExtrinsicValue":"2.29","IntrinsicValue":"0","ProbabilityITM":"0.0769","ProbabilityOTM":"0.9231","ProbabilityBE_IV":"0.2838","TheoreticalValue":"0.2253","DailyOpenInterest":0,"ImpliedVolatility":"0.8521","ProbabilityITM_IV":"0.2891","ProbabilityOTM_IV":"0.7109","StandardDeviation":"0.2925","TheoreticalValue_IV":"2.29"},{"Ask":"14.45","Bid":"11.05","Low":"0","Mid":"12.75","Rho":"0.04229121","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C49","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"49"}],"Open":"0","Side":"Call","Vega":"0.0554116","Close":"0","Delta":"0.81928658","Gamma":"0.01452183","Theta":"-0.05867679","Volume":0,"AskSize":10,"BidSize":24,"Strikes":["49"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4676","ExtrinsicValue":"2.27","IntrinsicValue":"12.18","ProbabilityITM":"0.9421","ProbabilityOTM":"0.0579","ProbabilityBE_IV":"0.4389","TheoreticalValue":"12.5529","DailyOpenInterest":0,"ImpliedVolatility":"0.8599","ProbabilityITM_IV":"0.7312","ProbabilityOTM_IV":"0.2688","StandardDeviation":"0.2952","TheoreticalValue_IV":"14.45"},{"Ask":"2.26","Bid":"0","Low":"0","Mid":"1.13","Rho":"-0.01626083","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P49","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"49"}],"Open":"0","Side":"Put","Vega":"0.05665696","Close":"0","Delta":"-0.18728044","Gamma":"0.01424761","Theta":"-0.05728074","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["49"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0552","ExtrinsicValue":"2.26","IntrinsicValue":"0","ProbabilityITM":"0.0579","ProbabilityOTM":"0.9421","ProbabilityBE_IV":"0.2776","TheoreticalValue":"0.1585","DailyOpenInterest":0,"ImpliedVolatility":"0.8962","ProbabilityITM_IV":"0.2812","ProbabilityOTM_IV":"0.7188","StandardDeviation":"0.3076","TheoreticalValue_IV":"2.26"},{"Ask":"14.35","Bid":"12.3","Low":"0","Mid":"13.325","Rho":"0.04669864","High":"0","Last":"13.47","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C48","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"48"}],"Open":"0","Side":"Call","Vega":"0.04252794","Close":"13.47","Delta":"0.87842038","Gamma":"0.01402031","Theta":"-0.03758635","Volume":0,"AskSize":11,"BidSize":285,"Strikes":["48"],"NetChange":"0","NetChangePct":"0","PreviousClose":"13.47","ProbabilityBE":"0.4702","ExtrinsicValue":"1.17","IntrinsicValue":"13.18","ProbabilityITM":"0.9575","ProbabilityOTM":"0.0425","ProbabilityBE_IV":"0.4518","TheoreticalValue":"13.4988","DailyOpenInterest":200,"ImpliedVolatility":"0.6836","ProbabilityITM_IV":"0.8243","ProbabilityOTM_IV":"0.1757","StandardDeviation":"0.2346","TheoreticalValue_IV":"14.35"},{"Ask":"2.23","Bid":"0","Low":"0","Mid":"1.115","Rho":"-0.0155193","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P48","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"48"}],"Open":"0","Side":"Put","Vega":"0.05479847","Close":"0","Delta":"-0.17754519","Gamma":"0.01313235","Theta":"-0.05821928","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["48"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0411","ExtrinsicValue":"2.23","IntrinsicValue":"0","ProbabilityITM":"0.0425","ProbabilityOTM":"0.9575","ProbabilityBE_IV":"0.2716","TheoreticalValue":"0.1087","DailyOpenInterest":0,"ImpliedVolatility":"0.9404","ProbabilityITM_IV":"0.2739","ProbabilityOTM_IV":"0.7261","StandardDeviation":"0.3228","TheoreticalValue_IV":"2.23"},{"Ask":"16.4","Bid":"13","Low":"0","Mid":"14.7","Rho":"0.04128439","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C47","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"47"}],"Open":"0","Side":"Call","Vega":"0.05182032","Close":"0","Delta":"0.83727804","Gamma":"0.01229807","Theta":"-0.0603924","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["47"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4721","ExtrinsicValue":"2.22","IntrinsicValue":"14.18","ProbabilityITM":"0.9696","ProbabilityOTM":"0.0304","ProbabilityBE_IV":"0.4349","TheoreticalValue":"14.4583","DailyOpenInterest":0,"ImpliedVolatility":"0.9496","ProbabilityITM_IV":"0.7442","ProbabilityOTM_IV":"0.2558","StandardDeviation":"0.3259","TheoreticalValue_IV":"16.4"},{"Ask":"2.21","Bid":"0","Low":"0","Mid":"1.105","Rho":"-0.01486182","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P47","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"47"}],"Open":"0","Side":"Put","Vega":"0.05306477","Close":"0","Delta":"-0.16880569","Gamma":"0.01211994","Theta":"-0.05923159","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["47"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0297","ExtrinsicValue":"2.21","IntrinsicValue":"0","ProbabilityITM":"0.0304","ProbabilityOTM":"0.9696","ProbabilityBE_IV":"0.2664","TheoreticalValue":"0.0727","DailyOpenInterest":0,"ImpliedVolatility":"0.9867","ProbabilityITM_IV":"0.2679","ProbabilityOTM_IV":"0.7321","StandardDeviation":"0.3387","TheoreticalValue_IV":"2.21"},{"Ask":"18.35","Bid":"14.95","Low":"0","Mid":"16.65","Rho":"0.04009914","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C45","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"45"}],"Open":"0","Side":"Call","Vega":"0.0484977","Close":"0","Delta":"0.85280926","Gamma":"0.01050133","Theta":"-0.06175434","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["45"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4745","ExtrinsicValue":"2.17","IntrinsicValue":"16.18","ProbabilityITM":"0.9857","ProbabilityOTM":"0.0143","ProbabilityBE_IV":"0.4297","TheoreticalValue":"16.4067","DailyOpenInterest":0,"ImpliedVolatility":"1.0408","ProbabilityITM_IV":"0.755","ProbabilityOTM_IV":"0.245","StandardDeviation":"0.3572","TheoreticalValue_IV":"18.35"},{"Ask":"0.4","Bid":"0","Low":"0","Mid":"0.2","Rho":"-0.00503703","High":"0","Last":"0.32","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P45","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"45"}],"Open":"0","Side":"Put","Vega":"0.02603962","Close":"0.32","Delta":"-0.06291264","Gamma":"0.00921703","Theta":"-0.01872678","Volume":0,"AskSize":13,"BidSize":0,"Strikes":["45"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.32","ProbabilityBE":"0.0141","ExtrinsicValue":"0.4","IntrinsicValue":"0","ProbabilityITM":"0.0143","ProbabilityOTM":"0.9857","ProbabilityBE_IV":"0.0943","TheoreticalValue":"0.0297","DailyOpenInterest":3,"ImpliedVolatility":"0.6367","ProbabilityITM_IV":"0.0948","ProbabilityOTM_IV":"0.9052","StandardDeviation":"0.2185","TheoreticalValue_IV":"0.4"},{"Ask":"22.2","Bid":"20.15","Low":"0","Mid":"21.175","Rho":"0.04060108","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C40","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"40"}],"Open":"0","Side":"Call","Vega":"0.0305243","Close":"0","Delta":"0.922659","Gamma":"0.00690534","Theta":"-0.03860894","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["40"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4768","ExtrinsicValue":"1.02","IntrinsicValue":"21.18","ProbabilityITM":"0.9988","ProbabilityOTM":"0.0012","ProbabilityBE_IV":"0.4336","TheoreticalValue":"21.3568","DailyOpenInterest":0,"ImpliedVolatility":"0.9962","ProbabilityITM_IV":"0.86","ProbabilityOTM_IV":"0.14","StandardDeviation":"0.3419","TheoreticalValue_IV":"22.2"},{"Ask":"1.14","Bid":"0","Low":"0","Mid":"0.57","Rho":"-0.00795241","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P40","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"40"}],"Open":"0","Side":"Put","Vega":"0.0344942","Close":"0","Delta":"-0.09101792","Gamma":"0.00715346","Theta":"-0.04263485","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["40"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0012","ExtrinsicValue":"1.14","IntrinsicValue":"0","ProbabilityITM":"0.0012","ProbabilityOTM":"0.9988","ProbabilityBE_IV":"0.1684","TheoreticalValue":"0.0017","DailyOpenInterest":0,"ImpliedVolatility":"1.0867","ProbabilityITM_IV":"0.1684","ProbabilityOTM_IV":"0.8316","StandardDeviation":"0.373","TheoreticalValue_IV":"1.14"},{"Ask":"27.45","Bid":"24.9","Low":"0","Mid":"26.175","Rho":"0.03468511","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C35","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"35"}],"Open":"0","Side":"Call","Vega":"0.02923847","Close":"0","Delta":"0.92690376","Gamma":"0.00492961","Theta":"-0.04812618","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["35"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.478","ExtrinsicValue":"1.27","IntrinsicValue":"26.18","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4106","TheoreticalValue":"26.3332","DailyOpenInterest":0,"ImpliedVolatility":"1.3367","ProbabilityITM_IV":"0.8396","ProbabilityOTM_IV":"0.1604","StandardDeviation":"0.4588","TheoreticalValue_IV":"27.45"},{"Ask":"2.13","Bid":"0","Low":"0","Mid":"1.065","Rho":"-0.00980618","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P35","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"35"}],"Open":"0","Side":"Put","Vega":"0.03707524","Close":"0.01","Delta":"-0.10039574","Gamma":"0.00509596","Theta":"-0.06940441","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["35"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0","ExtrinsicValue":"2.13","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2374","TheoreticalValue":"0","DailyOpenInterest":1,"ImpliedVolatility":"1.6396","ProbabilityITM_IV":"0.2374","ProbabilityOTM_IV":"0.7626","StandardDeviation":"0.5628","TheoreticalValue_IV":"2.13"},{"Ask":"32.4","Bid":"29.85","Low":"0","Mid":"31.125","Rho":"0.0298517","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C30","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"30"}],"Open":"0","Side":"Call","Vega":"0.02470836","Close":"0","Delta":"0.94117103","Gamma":"0.00343836","Theta":"-0.04879041","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["30"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.479","ExtrinsicValue":"1.22","IntrinsicValue":"31.18","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.3917","TheoreticalValue":"31.3113","DailyOpenInterest":0,"ImpliedVolatility":"1.6195","ProbabilityITM_IV":"0.8431","ProbabilityOTM_IV":"0.1569","StandardDeviation":"0.5559","TheoreticalValue_IV":"32.4"},{"Ask":"2.13","Bid":"0","Low":"0","Mid":"1.065","Rho":"-0.00847874","High":"0","Last":"0.01","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P30","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"30"}],"Open":"0","Side":"Put","Vega":"0.03193052","Close":"0.01","Delta":"-0.08208539","Gamma":"0.003627","Theta":"-0.07247739","Volume":0,"AskSize":10,"BidSize":0,"Strikes":["30"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.01","ProbabilityBE":"0","ExtrinsicValue":"2.13","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2395","TheoreticalValue":"0","DailyOpenInterest":1,"ImpliedVolatility":"1.984","ProbabilityITM_IV":"0.2395","ProbabilityOTM_IV":"0.7605","StandardDeviation":"0.681","TheoreticalValue_IV":"2.13"},{"Ask":"6.2","Bid":"3.45","Low":"0","Mid":"4.825","Rho":"-0.04687938","High":"0","Last":"4.25","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P64","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"64"}],"Open":"0","Side":"Put","Vega":"0.08349546","Close":"4.25","Delta":"-0.54525305","Gamma":"0.03350539","Theta":"-0.05017548","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["64"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.25","ProbabilityBE":"0.4169","ExtrinsicValue":"3.38","IntrinsicValue":"2.82","ProbabilityITM":"0.642","ProbabilityOTM":"0.358","ProbabilityBE_IV":"0.4593","TheoreticalValue":"4.8685","DailyOpenInterest":6,"ImpliedVolatility":"0.5616","ProbabilityITM_IV":"0.6206","ProbabilityOTM_IV":"0.3794","StandardDeviation":"0.1928","TheoreticalValue_IV":"6.2"},{"Ask":"6.55","Bid":"3.8","Low":"0","Mid":"5.175","Rho":"0.03958696","High":"0","Last":"4.48","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C58","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"58"}],"Open":"0","Side":"Call","Vega":"0.07778845","Close":"4.48","Delta":"0.65287413","Gamma":"0.03085506","Theta":"-0.05445487","Volume":0,"AskSize":10,"BidSize":20,"Strikes":["58"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.48","ProbabilityBE":"0.3895","ExtrinsicValue":"3.37","IntrinsicValue":"3.18","ProbabilityITM":"0.6368","ProbabilityOTM":"0.3632","ProbabilityBE_IV":"0.4025","TheoreticalValue":"5.2681","DailyOpenInterest":2,"ImpliedVolatility":"0.5682","ProbabilityITM_IV":"0.5783","ProbabilityOTM_IV":"0.4217","StandardDeviation":"0.195","TheoreticalValue_IV":"6.55"},{"Ask":"7.55","Bid":"4","Low":"0","Mid":"5.775","Rho":"-0.05284883","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P66","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"66"}],"Open":"0","Side":"Put","Vega":"0.08107601","Close":"0","Delta":"-0.60558477","Gamma":"0.03218743","Theta":"-0.04866228","Volume":0,"AskSize":1,"BidSize":21,"Strikes":["66"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4471","ExtrinsicValue":"2.73","IntrinsicValue":"4.82","ProbabilityITM":"0.7214","ProbabilityOTM":"0.2786","ProbabilityBE_IV":"0.4822","TheoreticalValue":"6.2386","DailyOpenInterest":0,"ImpliedVolatility":"0.5677","ProbabilityITM_IV":"0.6784","ProbabilityOTM_IV":"0.3216","StandardDeviation":"0.1948","TheoreticalValue_IV":"7.55"},{"Ask":"0.46","Bid":"0","Low":"0","Mid":"0.23","Rho":"0.00802319","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C73","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"73"}],"Open":"0","Side":"Call","Vega":"0.04167611","Close":"0","Delta":"0.1181401","Gamma":"0.02352487","Theta":"-0.01991288","Volume":0,"AskSize":16,"BidSize":0,"Strikes":["73"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0863","ExtrinsicValue":"0.46","IntrinsicValue":"0","ProbabilityITM":"0.0938","ProbabilityOTM":"0.9062","ProbabilityBE_IV":"0.0857","TheoreticalValue":"0.4655","DailyOpenInterest":0,"ImpliedVolatility":"0.3992","ProbabilityITM_IV":"0.0931","ProbabilityOTM_IV":"0.9069","StandardDeviation":"0.137","TheoreticalValue_IV":"0.46"},{"Ask":"8.4","Bid":"4.95","Low":"0","Mid":"6.675","Rho":"-0.0554725","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P67","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"67"}],"Open":"0","Side":"Put","Vega":"0.07967956","Close":"0","Delta":"-0.62790665","Gamma":"0.03055922","Theta":"-0.04935848","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["67"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4594","ExtrinsicValue":"2.58","IntrinsicValue":"5.82","ProbabilityITM":"0.7568","ProbabilityOTM":"0.2432","ProbabilityBE_IV":"0.4939","TheoreticalValue":"6.9817","DailyOpenInterest":0,"ImpliedVolatility":"0.5876","ProbabilityITM_IV":"0.7015","ProbabilityOTM_IV":"0.2985","StandardDeviation":"0.2017","TheoreticalValue_IV":"8.4"},{"Ask":"5.5","Bid":"2.94","Low":"0","Mid":"4.22","Rho":"-0.04383602","High":"0","Last":"3.64","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P63","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"63"}],"Open":"0","Side":"Put","Vega":"0.08397967","Close":"3.64","Delta":"-0.51469481","Gamma":"0.03439421","Theta":"-0.04964947","Volume":0,"AskSize":10,"BidSize":12,"Strikes":["63"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.64","ProbabilityBE":"0.3989","ExtrinsicValue":"3.68","IntrinsicValue":"1.82","ProbabilityITM":"0.5986","ProbabilityOTM":"0.4014","ProbabilityBE_IV":"0.4435","TheoreticalValue":"4.2467","DailyOpenInterest":10,"ImpliedVolatility":"0.5503","ProbabilityITM_IV":"0.5895","ProbabilityOTM_IV":"0.4105","StandardDeviation":"0.1889","TheoreticalValue_IV":"5.5"},{"Ask":"10.15","Bid":"6.65","Low":"0","Mid":"8.4","Rho":"-0.06030352","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P69","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"69"}],"Open":"0","Side":"Put","Vega":"0.0766538","Close":"0","Delta":"-0.66598219","Gamma":"0.02754831","Theta":"-0.050387","Volume":0,"AskSize":10,"BidSize":1,"Strikes":["69"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4792","ExtrinsicValue":"2.33","IntrinsicValue":"7.82","ProbabilityITM":"0.8184","ProbabilityOTM":"0.1816","ProbabilityBE_IV":"0.5122","TheoreticalValue":"8.5689","DailyOpenInterest":0,"ImpliedVolatility":"0.6271","ProbabilityITM_IV":"0.7405","ProbabilityOTM_IV":"0.2595","StandardDeviation":"0.2152","TheoreticalValue_IV":"10.15"},{"Ask":"22.2","Bid":"20.15","Low":"0","Mid":"21.175","Rho":"0.04060107","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C40","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"40"}],"Open":"0","Side":"Call","Vega":"0.0305243","Close":"0","Delta":"0.922659","Gamma":"0.00690534","Theta":"-0.03860895","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["40"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4768","ExtrinsicValue":"1.02","IntrinsicValue":"21.18","ProbabilityITM":"0.9988","ProbabilityOTM":"0.0012","ProbabilityBE_IV":"0.4336","TheoreticalValue":"21.3568","DailyOpenInterest":0,"ImpliedVolatility":"0.9962","ProbabilityITM_IV":"0.86","ProbabilityOTM_IV":"0.14","StandardDeviation":"0.3419","TheoreticalValue_IV":"22.2"},{"Ask":"2.84","Bid":"0.44","Low":"0","Mid":"1.64","Rho":"0.0247806","High":"0","Last":"0.85","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C66","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"66"}],"Open":"0","Side":"Call","Vega":"0.08070806","Close":"0.85","Delta":"0.38808786","Gamma":"0.03318928","Theta":"-0.05322786","Volume":0,"AskSize":10,"BidSize":21,"Strikes":["66"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.85","ProbabilityBE":"0.2209","ExtrinsicValue":"2.84","IntrinsicValue":"0","ProbabilityITM":"0.2786","ProbabilityOTM":"0.7214","ProbabilityBE_IV":"0.2722","TheoreticalValue":"1.6794","DailyOpenInterest":675,"ImpliedVolatility":"0.548","ProbabilityITM_IV":"0.3181","ProbabilityOTM_IV":"0.6819","StandardDeviation":"0.1881","TheoreticalValue_IV":"2.84"},{"Ask":"1.1","Bid":"0.37","Low":"0","Mid":"0.735","Rho":"-0.01734757","High":"0","Last":"0.75","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P56","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"56"}],"Open":"0","Side":"Put","Vega":"0.06256983","Close":"0.75","Delta":"-0.22122106","Gamma":"0.03670181","Theta":"-0.02629477","Volume":0,"AskSize":10,"BidSize":22,"Strikes":["56"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.75","ProbabilityBE":"0.2231","ExtrinsicValue":"1.1","IntrinsicValue":"0","ProbabilityITM":"0.2728","ProbabilityOTM":"0.7272","ProbabilityBE_IV":"0.2118","TheoreticalValue":"1.2035","DailyOpenInterest":47,"ImpliedVolatility":"0.3842","ProbabilityITM_IV":"0.2625","ProbabilityOTM_IV":"0.7375","StandardDeviation":"0.1319","TheoreticalValue_IV":"1.1"},{"Ask":"0.81","Bid":"0.08","Low":"0","Mid":"0.445","Rho":"-0.01285653","High":"0","Last":"1.08","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P54","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"54"}],"Open":"0","Side":"Put","Vega":"0.05209081","Close":"1.08","Delta":"-0.16403134","Gamma":"0.02836292","Theta":"-0.02381399","Volume":0,"AskSize":35,"BidSize":10,"Strikes":["54"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.08","ProbabilityBE":"0.1665","ExtrinsicValue":"0.81","IntrinsicValue":"0","ProbabilityITM":"0.1927","ProbabilityOTM":"0.8073","ProbabilityBE_IV":"0.1755","TheoreticalValue":"0.7414","DailyOpenInterest":103,"ImpliedVolatility":"0.4139","ProbabilityITM_IV":"0.2017","ProbabilityOTM_IV":"0.7983","StandardDeviation":"0.1421","TheoreticalValue_IV":"0.81"},{"Ask":"0.57","Bid":"0","Low":"0","Mid":"0.285","Rho":"0.010583","High":"0","Last":"0.4","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C70","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"70"}],"Open":"0","Side":"Call","Vega":"0.05024459","Close":"0.4","Delta":"0.15523198","Gamma":"0.03216363","Theta":"-0.02134462","Volume":0,"AskSize":14,"BidSize":0,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.4","ProbabilityBE":"0.1358","ExtrinsicValue":"0.57","IntrinsicValue":"0","ProbabilityITM":"0.1554","ProbabilityOTM":"0.8446","ProbabilityBE_IV":"0.1088","TheoreticalValue":"0.8315","DailyOpenInterest":1,"ImpliedVolatility":"0.352","ProbabilityITM_IV":"0.1281","ProbabilityOTM_IV":"0.8719","StandardDeviation":"0.1208","TheoreticalValue_IV":"0.57"},{"Ask":"14.05","Bid":"10.6","Low":"0","Mid":"12.325","Rho":"-0.0679784","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P73","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"73"}],"Open":"0","Side":"Put","Vega":"0.07233092","Close":"0","Delta":"-0.70805993","Gamma":"0.02200222","Theta":"-0.05610883","Volume":0,"AskSize":1,"BidSize":25,"Strikes":["73"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5035","ExtrinsicValue":"2.23","IntrinsicValue":"11.82","ProbabilityITM":"0.9062","ProbabilityOTM":"0.0938","ProbabilityBE_IV":"0.5378","TheoreticalValue":"12.0598","DailyOpenInterest":0,"ImpliedVolatility":"0.7409","ProbabilityITM_IV":"0.789","ProbabilityOTM_IV":"0.211","StandardDeviation":"0.2543","TheoreticalValue_IV":"14.05"},{"Ask":"3.4","Bid":"0.9","Low":"0","Mid":"2.15","Rho":"0.02847126","High":"0","Last":"1.33","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C64","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"64"}],"Open":"0","Side":"Call","Vega":"0.08332528","Close":"1.33","Delta":"0.44812687","Gamma":"0.03528831","Theta":"-0.0536715","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["64"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.33","ProbabilityBE":"0.2673","ExtrinsicValue":"3.4","IntrinsicValue":"0","ProbabilityITM":"0.358","ProbabilityOTM":"0.642","ProbabilityBE_IV":"0.306","TheoreticalValue":"2.3114","DailyOpenInterest":4,"ImpliedVolatility":"0.5321","ProbabilityITM_IV":"0.3769","ProbabilityOTM_IV":"0.6231","StandardDeviation":"0.1826","TheoreticalValue_IV":"3.4"},{"Ask":"6.9","Bid":"4.2","Low":"0","Mid":"5.55","Rho":"-0.04984691","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PYPL 261002P65","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Put","StrikePrice":"65"}],"Open":"0","Side":"Put","Vega":"0.08255639","Close":"0","Delta":"-0.57476958","Gamma":"0.03267438","Theta":"-0.05005702","Volume":0,"AskSize":10,"BidSize":20,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.433","ExtrinsicValue":"3.08","IntrinsicValue":"3.82","ProbabilityITM":"0.6831","ProbabilityOTM":"0.3169","ProbabilityBE_IV":"0.4724","TheoreticalValue":"5.5333","DailyOpenInterest":0,"ImpliedVolatility":"0.5694","ProbabilityITM_IV":"0.6497","ProbabilityOTM_IV":"0.3503","StandardDeviation":"0.1954","TheoreticalValue_IV":"6.9"},{"Ask":"12.65","Bid":"10.25","Low":"0","Mid":"11.45","Rho":"0.04633344","High":"0","Last":"12.37","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C50","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"0","Side":"Call","Vega":"0.0500669","Close":"12.37","Delta":"0.84559832","Gamma":"0.01702667","Theta":"-0.04230016","Volume":0,"AskSize":11,"BidSize":30,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12.37","ProbabilityBE":"0.4643","ExtrinsicValue":"1.47","IntrinsicValue":"11.18","ProbabilityITM":"0.9231","ProbabilityOTM":"0.0769","ProbabilityBE_IV":"0.4496","TheoreticalValue":"11.6241","DailyOpenInterest":2,"ImpliedVolatility":"0.6627","ProbabilityITM_IV":"0.7851","ProbabilityOTM_IV":"0.2149","StandardDeviation":"0.2275","TheoreticalValue_IV":"12.65"}],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-20T13:30:31.153Z","selectedExpiration":{"date":"2026-10-02T00:00:00Z","type":"Weekly"}},"candidates":[{"variant":"long_call_60_delta","recommended":true,"expiration":"2026-10-02T00:00:00.000Z","dte":43,"legs":[{"ask":5.9,"bid":4.5,"mid":5.2,"raw":{"Ask":"5.9","Bid":"4.5","Low":"0","Mid":"5.2","Rho":"0.04608148","High":"0","Last":"5.3","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C57","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"57"}],"Open":"0","Side":"Call","Vega":"0.06941746","Close":"5.3","Delta":"0.73179405","Gamma":"0.0394126","Theta":"-0.0357796","Volume":0,"AskSize":6,"BidSize":10,"Strikes":["57"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.3","ProbabilityBE":"0.4047","ExtrinsicValue":"1.72","IntrinsicValue":"4.18","ProbabilityITM":"0.683","ProbabilityOTM":"0.317","ProbabilityBE_IV":"0.4044","TheoreticalValue":"5.9252","DailyOpenInterest":13,"ImpliedVolatility":"0.3969","ProbabilityITM_IV":"0.6849","ProbabilityOTM_IV":"0.3151","StandardDeviation":"0.1362","TheoreticalValue_IV":"5.9"},"delta":0.73179405,"ratio":1,"strike":57,"symbol":"PYPL 261002C57","volume":0,"askSize":6,"bidSize":10,"expiration":"2026-10-02T00:00:00Z","optionType":"call","openInterest":13,"impliedVolatility":0.3969}],"entryBid":4.5,"entryAsk":5.9,"entryMid":5.2,"entryDebit":5.9,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-10-02T00:00:00.000Z","dte":43,"legs":[{"ask":6.75,"bid":5.25,"mid":6,"raw":{"Ask":"6.75","Bid":"5.25","Low":"0","Mid":"6","Rho":"0.04731455","High":"0","Last":"6.55","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C56","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"56"}],"Open":"0","Side":"Call","Vega":"0.06508256","Close":"6.55","Delta":"0.76268875","Gamma":"0.03495666","Theta":"-0.0356002","Volume":0,"AskSize":15,"BidSize":12,"Strikes":["56"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.55","ProbabilityBE":"0.4181","ExtrinsicValue":"1.57","IntrinsicValue":"5.18","ProbabilityITM":"0.7272","ProbabilityOTM":"0.2728","ProbabilityBE_IV":"0.4193","TheoreticalValue":"6.6274","DailyOpenInterest":12,"ImpliedVolatility":"0.4196","ProbabilityITM_IV":"0.7158","ProbabilityOTM_IV":"0.2842","StandardDeviation":"0.144","TheoreticalValue_IV":"6.75"},"delta":0.76268875,"ratio":1,"strike":56,"symbol":"PYPL 261002C56","volume":0,"askSize":15,"bidSize":12,"expiration":"2026-10-02T00:00:00Z","optionType":"call","openInterest":12,"impliedVolatility":0.4196}],"entryBid":5.25,"entryAsk":6.75,"entryMid":6,"entryDebit":6.75,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_PYPL_D_L_1787146200000","variant":"long_call_60_delta","exitBid":4.4,"exitAsk":7,"exitMid":5.7,"exitCredit":4.4,"pnlPerContract":-150,"returnOnDebit":-0.2542372881355932,"quote":{"ask":7,"bid":4.4,"mid":5.7,"raw":{"Ask":"7","Bid":"4.4","Low":"0","Mid":"5.7","Rho":"0.04548291","High":"0","Last":"5.85","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C57","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"57"}],"Open":"0","Side":"Call","Vega":"0.0679506","Close":"5.85","Delta":"0.74466833","Gamma":"0.03307266","Theta":"-0.04091268","Volume":0,"AskSize":10,"BidSize":14,"Strikes":["57"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.85","ProbabilityBE":"0.4174","ExtrinsicValue":"1.86","IntrinsicValue":"5.14","ProbabilityITM":"0.7243","ProbabilityOTM":"0.2757","ProbabilityBE_IV":"0.4205","TheoreticalValue":"6.613","DailyOpenInterest":15,"ImpliedVolatility":"0.4594","ProbabilityITM_IV":"0.692","ProbabilityOTM_IV":"0.308","StandardDeviation":"0.1559","TheoreticalValue_IV":"7"},"capturedAt":"2026-08-21T13:30:18.093Z"},"closedAt":"2026-08-21T13:30:00.000Z"},{"signalId":"DDV1_BATS_PYPL_D_L_1787146200000","variant":"long_call_75_delta","exitBid":6,"exitAsk":8.3,"exitMid":7.15,"exitCredit":6,"pnlPerContract":-75,"returnOnDebit":-0.1111111111111111,"quote":{"ask":8.3,"bid":6,"mid":7.15,"raw":{"Ask":"8.3","Bid":"6","Low":"0","Mid":"7.15","Rho":"0.04430748","High":"0","Last":"6.55","Legs":[{"Ratio":1,"Symbol":"PYPL 261002C56","AssetType":"StockOption","Expiration":"2026-10-02T00:00:00Z","OptionType":"Call","StrikePrice":"56"}],"Open":"0","Side":"Call","Vega":"0.06730532","Close":"6.55","Delta":"0.74925672","Gamma":"0.02735425","Theta":"-0.04768579","Volume":0,"AskSize":16,"BidSize":13,"Strikes":["56"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.55","ProbabilityBE":"0.4291","ExtrinsicValue":"2.16","IntrinsicValue":"6.14","ProbabilityITM":"0.7659","ProbabilityOTM":"0.2341","ProbabilityBE_IV":"0.4309","TheoreticalValue":"7.3551","DailyOpenInterest":12,"ImpliedVolatility":"0.5502","ProbabilityITM_IV":"0.6861","ProbabilityOTM_IV":"0.3139","StandardDeviation":"0.1866","TheoreticalValue_IV":"8.3"},"capturedAt":"2026-08-21T13:30:19.909Z"},"closedAt":"2026-08-21T13:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_PYPL_D_L_1787146200000","variant":"long_call_60_delta","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":5.9,"rawEvent":{"riskBudgetDollars":94.5938465625},"submittedAt":"2026-08-20T13:30:32.336Z"}],"capturedAt":"2026-08-20T13:30:22.934Z","closedAt":"2026-08-21T13:30:00.000Z"},{"signalId":"DDV1_BATS_PK_D_L_1787059800000","symbol":"PK","timeframe":"D","underlyingEntryPrice":15.5,"predictedHoldBars":4.096599661847003,"predictedMfeR":0.20114272822395518,"policyVersion":"shadow_v1","status":"captured","recommendedVariant":"long_call_60_delta","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"1.85","Bid":"0.05","Low":"0.1","Mid":"0.95","Rho":"-0.00912402","High":"0.1","Last":"0.1","Legs":[{"Ratio":1,"Symbol":"PK 261016P12.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"12.5"}],"Open":"0.1","Side":"Put","Vega":"0.01970748","Close":"0.1","Delta":"-0.24793871","Gamma":"0.03496644","Theta":"-0.02398364","Volume":1,"AskSize":504,"BidSize":231,"Strikes":["12.5"],"NetChange":"-0.05","NetChangePct":"-0.3333","PreviousClose":"0.15","ProbabilityBE":"0.0286","ExtrinsicValue":"1.85","IntrinsicValue":"0","ProbabilityITM":"0.0293","ProbabilityOTM":"0.9707","ProbabilityBE_IV":"0.4591","TheoreticalValue":"0.0157","DailyOpenInterest":340,"ImpliedVolatility":"1.4526","ProbabilityITM_IV":"0.4599","ProbabilityOTM_IV":"0.5401","StandardDeviation":"0.579","TheoreticalValue_IV":"1.85"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00485961","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"PK 261016C22.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"22.5"}],"Open":"0","Side":"Call","Vega":"0.01951131","Close":"0.05","Delta":"0.24336293","Gamma":"0.04991492","Theta":"-0.01717518","Volume":0,"AskSize":557,"BidSize":0,"Strikes":["22.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0.0008","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0008","ProbabilityOTM":"0.9992","ProbabilityBE_IV":"0.1361","TheoreticalValue":"0.0006","DailyOpenInterest":3,"ImpliedVolatility":"1.0074","ProbabilityITM_IV":"0.1361","ProbabilityOTM_IV":"0.8639","StandardDeviation":"0.4016","TheoreticalValue_IV":"0.75"},{"Ask":"0.25","Bid":"0.05","Low":"0","Mid":"0.15","Rho":"0.0051624","High":"0","Last":"0.15","Legs":[{"Ratio":1,"Symbol":"PK 261016C17.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"17.5"}],"Open":"0","Side":"Call","Vega":"0.01860887","Close":"0.15","Delta":"0.22345671","Gamma":"0.14449313","Theta":"-0.00562801","Volume":0,"AskSize":183,"BidSize":41,"Strikes":["17.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.15","ProbabilityBE":"0.1384","ExtrinsicValue":"0.25","IntrinsicValue":"0","ProbabilityITM":"0.1585","ProbabilityOTM":"0.8415","ProbabilityBE_IV":"0.1662","TheoreticalValue":"0.1777","DailyOpenInterest":203,"ImpliedVolatility":"0.3319","ProbabilityITM_IV":"0.1859","ProbabilityOTM_IV":"0.8141","StandardDeviation":"0.1323","TheoreticalValue_IV":"0.25"},{"Ask":"1","Bid":"0.25","Low":"0","Mid":"0.625","Rho":"-0.010969","High":"0","Last":"2","Legs":[{"Ratio":1,"Symbol":"PK 261016P15","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"15"}],"Open":"0","Side":"Put","Vega":"0.023654","Close":"2","Delta":"-0.37670963","Gamma":"0.11294702","Theta":"-0.01025796","Volume":0,"AskSize":304,"BidSize":338,"Strikes":["15"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2","ProbabilityBE":"0.2848","ExtrinsicValue":"1","IntrinsicValue":"0","ProbabilityITM":"0.3729","ProbabilityOTM":"0.6271","ProbabilityBE_IV":"0.4089","TheoreticalValue":"0.4205","DailyOpenInterest":39,"ImpliedVolatility":"0.5397","ProbabilityITM_IV":"0.4608","ProbabilityOTM_IV":"0.5392","StandardDeviation":"0.2152","TheoreticalValue_IV":"1"},{"Ask":"14.3","Bid":"11.7","Low":"0","Mid":"13","Rho":"0.00142298","High":"0","Last":"12.1","Legs":[{"Ratio":1,"Symbol":"PK 261016C2.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"2.5"}],"Open":"0","Side":"Call","Vega":"0.00371016","Close":"12.1","Delta":"0.97442865","Gamma":"0.00165223","Theta":"-0.01851484","Volume":0,"AskSize":28,"BidSize":46,"Strikes":["2.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12.1","ProbabilityBE":"0.4938","ExtrinsicValue":"1.21","IntrinsicValue":"13.09","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.1242","TheoreticalValue":"13.1047","DailyOpenInterest":1,"ImpliedVolatility":"5.7873","ProbabilityITM_IV":"0.3587","ProbabilityOTM_IV":"0.6413","StandardDeviation":"2.307","TheoreticalValue_IV":"14.3"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00431053","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PK 261016C25","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"25"}],"Open":"0","Side":"Call","Vega":"0.01850626","Close":"0","Delta":"0.22130121","Gamma":"0.04089734","Theta":"-0.01879309","Volume":0,"AskSize":1525,"BidSize":0,"Strikes":["25"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.1086","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"1.1662","ProbabilityITM_IV":"0.1086","ProbabilityOTM_IV":"0.8914","StandardDeviation":"0.4649","TheoreticalValue_IV":"0.75"},{"Ask":"3.7","Bid":"3","Low":"0","Mid":"3.35","Rho":"0.01444759","High":"0","Last":"2.8","Legs":[{"Ratio":1,"Symbol":"PK 261016C12.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"12.5"}],"Open":"0","Side":"Call","Vega":"0.01646858","Close":"2.8","Delta":"0.81782379","Gamma":"0.05662723","Theta":"-0.01150984","Volume":0,"AskSize":464,"BidSize":181,"Strikes":["12.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.8","ProbabilityBE":"0.4775","ExtrinsicValue":"0.61","IntrinsicValue":"3.09","ProbabilityITM":"0.9707","ProbabilityOTM":"0.0293","ProbabilityBE_IV":"0.4407","TheoreticalValue":"3.1794","DailyOpenInterest":350,"ImpliedVolatility":"0.7495","ProbabilityITM_IV":"0.7283","ProbabilityOTM_IV":"0.2717","StandardDeviation":"0.2988","TheoreticalValue_IV":"3.7"},{"Ask":"0.1","Bid":"0","Low":"0","Mid":"0.05","Rho":"0.00202804","High":"0","Last":"0.1","Legs":[{"Ratio":1,"Symbol":"PK 261016C20","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"20"}],"Open":"0","Side":"Call","Vega":"0.00993911","Close":"0.1","Delta":"0.08789923","Gamma":"0.06053327","Theta":"-0.00373782","Volume":0,"AskSize":2,"BidSize":0,"Strikes":["20"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.1","ProbabilityBE":"0.0156","ExtrinsicValue":"0.1","IntrinsicValue":"0","ProbabilityITM":"0.0158","ProbabilityOTM":"0.9842","ProbabilityBE_IV":"0.0634","TheoreticalValue":"0.0136","DailyOpenInterest":44,"ImpliedVolatility":"0.4232","ProbabilityITM_IV":"0.0639","ProbabilityOTM_IV":"0.9361","StandardDeviation":"0.1687","TheoreticalValue_IV":"0.1"},{"Ask":"2.65","Bid":"1.95","Low":"0","Mid":"2.3","Rho":"-0.01993808","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PK 261016P17.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"17.5"}],"Open":"0","Side":"Put","Vega":"0.02348358","Close":"0","Delta":"-0.63170233","Gamma":"0.10066315","Theta":"-0.01084834","Volume":0,"AskSize":74,"BidSize":77,"Strikes":["17.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4809","ExtrinsicValue":"0.74","IntrinsicValue":"1.91","ProbabilityITM":"0.8415","ProbabilityOTM":"0.1585","ProbabilityBE_IV":"0.5274","TheoreticalValue":"2.0099","DailyOpenInterest":0,"ImpliedVolatility":"0.6012","ProbabilityITM_IV":"0.7179","ProbabilityOTM_IV":"0.2821","StandardDeviation":"0.2397","TheoreticalValue_IV":"2.65"},{"Ask":"5.5","Bid":"4.1","Low":"0","Mid":"4.8","Rho":"-0.02501206","High":"0","Last":"9.89","Legs":[{"Ratio":1,"Symbol":"PK 261016P20","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"20"}],"Open":"0","Side":"Put","Vega":"0.02302139","Close":"9.89","Delta":"-0.65210864","Gamma":"0.0580283","Theta":"-0.01860824","Volume":0,"AskSize":45,"BidSize":11,"Strikes":["20"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.89","ProbabilityBE":"0.5029","ExtrinsicValue":"1.09","IntrinsicValue":"4.41","ProbabilityITM":"0.9842","ProbabilityOTM":"0.0158","ProbabilityBE_IV":"0.5753","TheoreticalValue":"4.41","DailyOpenInterest":10,"ImpliedVolatility":"1.0225","ProbabilityITM_IV":"0.788","ProbabilityOTM_IV":"0.212","StandardDeviation":"0.4076","TheoreticalValue_IV":"5.5"},{"Ask":"8.4","Bid":"6.5","Low":"0","Mid":"7.45","Rho":"-0.02930182","High":"0","Last":"11.4","Legs":[{"Ratio":1,"Symbol":"PK 261016P22.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"22.5"}],"Open":"0","Side":"Put","Vega":"0.02340231","Close":"11.4","Delta":"-0.63552347","Gamma":"0.04219666","Theta":"-0.02684031","Volume":0,"AskSize":45,"BidSize":11,"Strikes":["22.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.4","ProbabilityBE":"0.5029","ExtrinsicValue":"1.49","IntrinsicValue":"6.91","ProbabilityITM":"0.9992","ProbabilityOTM":"0.0008","ProbabilityBE_IV":"0.6084","TheoreticalValue":"6.91","DailyOpenInterest":1,"ImpliedVolatility":"1.4293","ProbabilityITM_IV":"0.8206","ProbabilityOTM_IV":"0.1794","StandardDeviation":"0.5698","TheoreticalValue_IV":"8.4"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00346929","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"PK 261016P7.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"7.5"}],"Open":"0","Side":"Put","Vega":"0.01022137","Close":"0.05","Delta":"-0.09127241","Gamma":"0.01342764","Theta":"-0.01698623","Volume":0,"AskSize":470,"BidSize":0,"Strikes":["7.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.2915","TheoreticalValue":"0","DailyOpenInterest":325,"ImpliedVolatility":"1.9618","ProbabilityITM_IV":"0.2915","ProbabilityOTM_IV":"0.7085","StandardDeviation":"0.782","TheoreticalValue_IV":"0.75"},{"Ask":"9","Bid":"7.1","Low":"0","Mid":"8.05","Rho":"0.00813157","High":"0","Last":"7.25","Legs":[{"Ratio":1,"Symbol":"PK 261016C7.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"7.5"}],"Open":"0","Side":"Call","Vega":"0.01060866","Close":"7.25","Delta":"0.90401293","Gamma":"0.01319061","Theta":"-0.01938517","Volume":0,"AskSize":32,"BidSize":52,"Strikes":["7.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.25","ProbabilityBE":"0.4874","ExtrinsicValue":"0.91","IntrinsicValue":"8.09","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.3408","TheoreticalValue":"8.1342","DailyOpenInterest":5,"ImpliedVolatility":"2.0728","ProbabilityITM_IV":"0.6832","ProbabilityOTM_IV":"0.3168","StandardDeviation":"0.8263","TheoreticalValue_IV":"9"},{"Ask":"11","Bid":"8.3","Low":"0","Mid":"9.65","Rho":"-0.0336587","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"PK 261016P25","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"25"}],"Open":"0","Side":"Put","Vega":"0.02332254","Close":"0","Delta":"-0.63916775","Gamma":"0.03567915","Theta":"-0.0315755","Volume":0,"AskSize":39,"BidSize":63,"Strikes":["25"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5029","ExtrinsicValue":"1.59","IntrinsicValue":"9.41","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.6285","TheoreticalValue":"9.41","DailyOpenInterest":0,"ImpliedVolatility":"1.6847","ProbabilityITM_IV":"0.8483","ProbabilityOTM_IV":"0.1517","StandardDeviation":"0.6716","TheoreticalValue_IV":"11"},{"Ask":"0.05","Bid":"0","Low":"0","Mid":"0.025","Rho":"-0.0002671","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"PK 261016P2.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"2.5"}],"Open":"0","Side":"Put","Vega":"0.00129375","Close":"0.05","Delta":"-0.00752478","Gamma":"0.00142464","Theta":"-0.00258123","Volume":0,"AskSize":9,"BidSize":0,"Strikes":["2.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0","ExtrinsicValue":"0.05","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0673","TheoreticalValue":"0","DailyOpenInterest":1,"ImpliedVolatility":"2.3404","ProbabilityITM_IV":"0.0673","ProbabilityOTM_IV":"0.9327","StandardDeviation":"0.933","TheoreticalValue_IV":"0.05"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.0026416","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"PK 261016P5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"5"}],"Open":"0","Side":"Put","Vega":"0.00721737","Close":"0.05","Delta":"-0.05791703","Gamma":"0.00651605","Theta":"-0.0175109","Volume":0,"AskSize":648,"BidSize":0,"Strikes":["5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.3329","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"2.8546","ProbabilityITM_IV":"0.3329","ProbabilityOTM_IV":"0.6671","StandardDeviation":"1.1379","TheoreticalValue_IV":"0.75"},{"Ask":"0.2","Bid":"0","Low":"0","Mid":"0.1","Rho":"-0.00210018","High":"0","Last":"0.05","Legs":[{"Ratio":1,"Symbol":"PK 261016P10","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Put","StrikePrice":"10"}],"Open":"0","Side":"Put","Vega":"0.00850647","Close":"0.05","Delta":"-0.07155994","Gamma":"0.02511015","Theta":"-0.00623931","Volume":0,"AskSize":494,"BidSize":0,"Strikes":["10"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.05","ProbabilityBE":"0.0001","ExtrinsicValue":"0.2","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.1323","TheoreticalValue":"0","DailyOpenInterest":779,"ImpliedVolatility":"0.8731","ProbabilityITM_IV":"0.1323","ProbabilityOTM_IV":"0.8677","StandardDeviation":"0.348","TheoreticalValue_IV":"0.2"},{"Ask":"6.8","Bid":"4.1","Low":"0","Mid":"5.45","Rho":"0.0101746","High":"0","Last":"5","Legs":[{"Ratio":1,"Symbol":"PK 261016C10","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"10"}],"Open":"0","Side":"Call","Vega":"0.01484409","Close":"5","Delta":"0.84498409","Gamma":"0.02338224","Theta":"-0.02148671","Volume":0,"AskSize":82,"BidSize":102,"Strikes":["10"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5","ProbabilityBE":"0.4841","ExtrinsicValue":"1.21","IntrinsicValue":"5.59","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.3731","TheoreticalValue":"5.649","DailyOpenInterest":20,"ImpliedVolatility":"1.6362","ProbabilityITM_IV":"0.6411","ProbabilityOTM_IV":"0.3589","StandardDeviation":"0.6522","TheoreticalValue_IV":"6.8"},{"Ask":"11.8","Bid":"9.1","Low":"0","Mid":"10.45","Rho":"0.00445053","High":"0","Last":"9.92","Legs":[{"Ratio":1,"Symbol":"PK 261016C5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"5"}],"Open":"0","Side":"Call","Vega":"0.00783061","Close":"9.92","Delta":"0.93571406","Gamma":"0.00590045","Theta":"-0.0232647","Volume":0,"AskSize":24,"BidSize":49,"Strikes":["5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.92","ProbabilityBE":"0.4906","ExtrinsicValue":"1.21","IntrinsicValue":"10.59","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.2481","TheoreticalValue":"10.6195","DailyOpenInterest":2,"ImpliedVolatility":"3.4203","ProbabilityITM_IV":"0.5609","ProbabilityOTM_IV":"0.4391","StandardDeviation":"1.3634","TheoreticalValue_IV":"11.8"},{"Ask":"1.1","Bid":"0.95","Low":"1","Mid":"1.025","Rho":"0.01491508","High":"1","Last":"1","Legs":[{"Ratio":1,"Symbol":"PK 261016C15","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"15"}],"Open":"1","Side":"Call","Vega":"0.02256302","Close":"1","Delta":"0.66983359","Gamma":"0.19900766","Theta":"-0.00660507","Volume":1,"AskSize":1,"BidSize":102,"Strikes":["15"],"NetChange":"0.05","NetChangePct":"0.0526","PreviousClose":"0.95","ProbabilityBE":"0.3887","ExtrinsicValue":"0.51","IntrinsicValue":"0.59","ProbabilityITM":"0.6271","ProbabilityOTM":"0.3729","ProbabilityBE_IV":"0.3889","TheoreticalValue":"1.0978","DailyOpenInterest":1823,"ImpliedVolatility":"0.2922","ProbabilityITM_IV":"0.6265","ProbabilityOTM_IV":"0.3735","StandardDeviation":"0.1165","TheoreticalValue_IV":"1.1"}],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-19T13:31:03.672Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[{"variant":"long_call_60_delta","recommended":true,"expiration":"2026-10-16T00:00:00.000Z","dte":58,"legs":[{"ask":1.1,"bid":0.95,"mid":1.025,"raw":{"Ask":"1.1","Bid":"0.95","Low":"1","Mid":"1.025","Rho":"0.01491508","High":"1","Last":"1","Legs":[{"Ratio":1,"Symbol":"PK 261016C15","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"15"}],"Open":"1","Side":"Call","Vega":"0.02256302","Close":"1","Delta":"0.66983359","Gamma":"0.19900766","Theta":"-0.00660507","Volume":1,"AskSize":1,"BidSize":102,"Strikes":["15"],"NetChange":"0.05","NetChangePct":"0.0526","PreviousClose":"0.95","ProbabilityBE":"0.3887","ExtrinsicValue":"0.51","IntrinsicValue":"0.59","ProbabilityITM":"0.6271","ProbabilityOTM":"0.3729","ProbabilityBE_IV":"0.3889","TheoreticalValue":"1.0978","DailyOpenInterest":1823,"ImpliedVolatility":"0.2922","ProbabilityITM_IV":"0.6265","ProbabilityOTM_IV":"0.3735","StandardDeviation":"0.1165","TheoreticalValue_IV":"1.1"},"delta":0.66983359,"ratio":1,"strike":15,"symbol":"PK 261016C15","volume":1,"askSize":1,"bidSize":102,"expiration":"2026-10-16T00:00:00Z","optionType":"call","openInterest":1823,"impliedVolatility":0.2922}],"entryBid":0.95,"entryAsk":1.1,"entryMid":1.025,"entryDebit":1.1,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-10-16T00:00:00.000Z","dte":58,"legs":[{"ask":3.7,"bid":3,"mid":3.35,"raw":{"Ask":"3.7","Bid":"3","Low":"0","Mid":"3.35","Rho":"0.01444759","High":"0","Last":"2.8","Legs":[{"Ratio":1,"Symbol":"PK 261016C12.5","AssetType":"StockOption","Expiration":"2026-10-16T00:00:00Z","OptionType":"Call","StrikePrice":"12.5"}],"Open":"0","Side":"Call","Vega":"0.01646858","Close":"2.8","Delta":"0.81782379","Gamma":"0.05662723","Theta":"-0.01150984","Volume":0,"AskSize":464,"BidSize":181,"Strikes":["12.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.8","ProbabilityBE":"0.4775","ExtrinsicValue":"0.61","IntrinsicValue":"3.09","ProbabilityITM":"0.9707","ProbabilityOTM":"0.0293","ProbabilityBE_IV":"0.4407","TheoreticalValue":"3.1794","DailyOpenInterest":350,"ImpliedVolatility":"0.7495","ProbabilityITM_IV":"0.7283","ProbabilityOTM_IV":"0.2717","StandardDeviation":"0.2988","TheoreticalValue_IV":"3.7"},"delta":0.81782379,"ratio":1,"strike":12.5,"symbol":"PK 261016C12.5","volume":0,"askSize":464,"bidSize":181,"expiration":"2026-10-16T00:00:00Z","optionType":"call","openInterest":350,"impliedVolatility":0.7495}],"entryBid":3,"entryAsk":3.7,"entryMid":3.35,"entryDebit":3.7,"rejectionReasons":[]}],"exitMarks":[],"executionEvents":[{"signalId":"DDV1_BATS_PK_D_L_1787059800000","variant":"long_call_60_delta","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":1.1,"rawEvent":{"riskBudgetDollars":95.500681125},"submittedAt":"2026-08-19T13:31:03.690Z"}],"capturedAt":"2026-08-19T13:30:59.316Z","closedAt":null},{"signalId":"DDV1_BATS_CTSH_D_L_1787059800000","symbol":"CTSH","timeframe":"D","underlyingEntryPrice":57.78,"predictedHoldBars":6.40737390211997,"predictedMfeR":0.5183433398548162,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-19T13:31:03.112Z","selectedExpiration":{"date":"2026-10-16T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-19T13:30:59.159Z","closedAt":null},{"signalId":"DDV1_BATS_OKTA_D_L_1787059800000","symbol":"OKTA","timeframe":"D","underlyingEntryPrice":144.75,"predictedHoldBars":15.608735390729608,"predictedMfeR":0.805907661301496,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-19T13:30:52.484Z","selectedExpiration":{"date":"2026-10-02T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-19T13:30:35.375Z","closedAt":null},{"signalId":"DDV1_BATS_AVT_D_L_1786973400000","symbol":"AVT","timeframe":"D","underlyingEntryPrice":96.93,"predictedHoldBars":4.444446709124448,"predictedMfeR":0.2433478909758408,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-18T13:30:45.083Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-18T13:30:42.986Z","closedAt":null},{"signalId":"DDV1_BATS_AMRX_D_L_1786714200000","symbol":"AMRX","timeframe":"D","underlyingEntryPrice":18.01,"predictedHoldBars":8.2792643973849,"predictedMfeR":0.41528952205525704,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-17T13:31:16.681Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-17T13:31:14.413Z","closedAt":null},{"signalId":"DDV1_BATS_MDB_60_L_1786735800000","symbol":"MDB","timeframe":"60","underlyingEntryPrice":453.11,"predictedHoldBars":8.029372725440291,"predictedMfeR":0.7645456351724385,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-05-21T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-03-17T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-17T13:31:17.454Z","selectedExpiration":{"date":"2026-08-28T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-17T13:31:14.143Z","closedAt":null},{"signalId":"DDV1_BATS_CVS_D_L_1786714200000","symbol":"CVS","timeframe":"D","underlyingEntryPrice":96.29,"predictedHoldBars":27.797488412460254,"predictedMfeR":0.6090052472439393,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-17T13:31:16.176Z","selectedExpiration":{"date":"2026-10-02T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-17T13:31:14.056Z","closedAt":null},{"signalId":"DDV1_BATS_RTX_D_L_1786714200000","symbol":"RTX","timeframe":"D","underlyingEntryPrice":222.92,"predictedHoldBars":2.2360849268901624,"predictedMfeR":0.3280604631593081,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-17T13:30:55.840Z","selectedExpiration":{"date":"2026-10-02T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-17T13:30:45.120Z","closedAt":null},{"signalId":"DDV1_BATS_SNPS_60_L_1786714200000","symbol":"SNPS","timeframe":"60","underlyingEntryPrice":414.83,"predictedHoldBars":5.627269876562625,"predictedMfeR":0.2942116263282058,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-14T14:30:39.428Z","selectedExpiration":{"date":"2026-08-28T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-14T14:30:37.873Z","closedAt":null},{"signalId":"DDV1_BATS_EBAY_D_L_1786627800000","symbol":"EBAY","timeframe":"D","underlyingEntryPrice":104.59,"predictedHoldBars":20.64522644474311,"predictedMfeR":0.4327822730747728,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-14T13:31:12.749Z","selectedExpiration":{"date":"2026-09-25T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-14T13:31:08.142Z","closedAt":null},{"signalId":"DDV1_BATS_XYZ_D_L_1786627800000","symbol":"XYZ","timeframe":"D","underlyingEntryPrice":82.87,"predictedHoldBars":5.789339650338393,"predictedMfeR":0.4281063222653655,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-14T13:31:10.944Z","selectedExpiration":{"date":"2026-09-25T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-14T13:31:07.786Z","closedAt":null},{"signalId":"DDV1_BATS_BLKB_D_L_1786627800000","symbol":"BLKB","timeframe":"D","underlyingEntryPrice":46.75,"predictedHoldBars":5.2310297961603105,"predictedMfeR":0.3727692963272011,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-14T13:31:09.572Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-14T13:31:07.784Z","closedAt":null},{"signalId":"DDV1_BATS_AMN_D_L_1786627800000","symbol":"AMN","timeframe":"D","underlyingEntryPrice":34.5,"predictedHoldBars":13.455979106916358,"predictedMfeR":0.21922594290717598,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-14T13:30:42.897Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-14T13:30:31.316Z","closedAt":null},{"signalId":"DDV1_BATS_EL_60_L_1786638600000","symbol":"EL","timeframe":"60","underlyingEntryPrice":87.89,"predictedHoldBars":6.745125985048975,"predictedMfeR":0.4530757998243909,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-13T17:30:56.208Z","selectedExpiration":{"date":"2026-08-28T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-13T17:30:49.754Z","closedAt":null},{"signalId":"DDV1_BATS_WDAY_60_L_1786627800000","symbol":"WDAY","timeframe":"60","underlyingEntryPrice":177.45,"predictedHoldBars":17.150411326787275,"predictedMfeR":1.1246448595765186,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"call_debit_spread","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"3.4","Bid":"1.2","Low":"0","Mid":"2.3","Rho":"0.01370064","High":"0","Last":"4.16","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C210","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"210"}],"Open":"0","Side":"Call","Vega":"0.10275362","Close":"4.16","Delta":"0.2041911","Gamma":"0.00878857","Theta":"-0.30349408","Volume":0,"AskSize":20,"BidSize":18,"Strikes":["210"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.16","ProbabilityBE":"0.0838","ExtrinsicValue":"3.4","IntrinsicValue":"0","ProbabilityITM":"0.0909","ProbabilityOTM":"0.9091","ProbabilityBE_IV":"0.149","TheoreticalValue":"1.2275","DailyOpenInterest":36,"ImpliedVolatility":"0.8897","ProbabilityITM_IV":"0.1566","ProbabilityOTM_IV":"0.8434","StandardDeviation":"0.1804","TheoreticalValue_IV":"3.4"},{"Ask":"9.2","Bid":"8.2","Low":"0","Mid":"8.7","Rho":"-0.03318224","High":"0","Last":"8.33","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P172.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"172.5"}],"Open":"0","Side":"Put","Vega":"0.13970518","Close":"8.33","Delta":"-0.3963221","Gamma":"0.01301257","Theta":"-0.36671506","Volume":0,"AskSize":16,"BidSize":4,"Strikes":["172.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"8.33","ProbabilityBE":"0.3201","ExtrinsicValue":"9.2","IntrinsicValue":"0","ProbabilityITM":"0.4355","ProbabilityOTM":"0.5645","ProbabilityBE_IV":"0.3684","TheoreticalValue":"6.7764","DailyOpenInterest":2,"ImpliedVolatility":"0.817","ProbabilityITM_IV":"0.4618","ProbabilityOTM_IV":"0.5382","StandardDeviation":"0.1656","TheoreticalValue_IV":"9.2"},{"Ask":"4.8","Bid":"2.3","Low":"0","Mid":"3.55","Rho":"-0.01891626","High":"0","Last":"4.3","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P157.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"157.5"}],"Open":"0","Side":"Put","Vega":"0.10965087","Close":"4.3","Delta":"-0.22843115","Gamma":"0.00917893","Theta":"-0.32269739","Volume":0,"AskSize":16,"BidSize":10,"Strikes":["157.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.3","ProbabilityBE":"0.169","ExtrinsicValue":"4.8","IntrinsicValue":"0","ProbabilityITM":"0.1963","ProbabilityOTM":"0.8037","ProbabilityBE_IV":"0.2639","TheoreticalValue":"2.1185","DailyOpenInterest":10,"ImpliedVolatility":"0.9091","ProbabilityITM_IV":"0.2883","ProbabilityOTM_IV":"0.7117","StandardDeviation":"0.1843","TheoreticalValue_IV":"4.8"},{"Ask":"26.7","Bid":"24.2","Low":"0","Mid":"25.45","Rho":"0.04803981","High":"0","Last":"32.85","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C155","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"155"}],"Open":"0","Side":"Call","Vega":"0.10171602","Close":"32.85","Delta":"0.7992458","Gamma":"0.00862994","Theta":"-0.31119655","Volume":0,"AskSize":14,"BidSize":59,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"32.85","ProbabilityBE":"0.4462","ExtrinsicValue":"4.23","IntrinsicValue":"22.47","ProbabilityITM":"0.8357","ProbabilityOTM":"0.1643","ProbabilityBE_IV":"0.4437","TheoreticalValue":"24.3774","DailyOpenInterest":26,"ImpliedVolatility":"0.8969","ProbabilityITM_IV":"0.744","ProbabilityOTM_IV":"0.256","StandardDeviation":"0.1818","TheoreticalValue_IV":"26.7"},{"Ask":"2.85","Bid":"1.5","Low":"2.12","Mid":"2.175","Rho":"-0.01329644","High":"2.12","Last":"2.12","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P152.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"152.5"}],"Open":"2.12","Side":"Put","Vega":"0.08945949","Close":"2.12","Delta":"-0.16351764","Gamma":"0.00812021","Theta":"-0.24302703","Volume":2,"AskSize":42,"BidSize":159,"Strikes":["152.5"],"NetChange":"-0.7","NetChangePct":"-0.2482","PreviousClose":"2.82","ProbabilityBE":"0.1219","ExtrinsicValue":"2.85","IntrinsicValue":"0","ProbabilityITM":"0.1355","ProbabilityOTM":"0.8645","ProbabilityBE_IV":"0.1953","TheoreticalValue":"1.2954","DailyOpenInterest":4,"ImpliedVolatility":"0.8384","ProbabilityITM_IV":"0.2093","ProbabilityOTM_IV":"0.7907","StandardDeviation":"0.17","TheoreticalValue_IV":"2.85"},{"Ask":"36.7","Bid":"32.2","Low":"0","Mid":"34.45","Rho":"-0.07193318","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P210","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"210"}],"Open":"0","Side":"Put","Vega":"0.11148971","Close":"0","Delta":"-0.76464507","Gamma":"0.00854923","Theta":"-0.34583147","Volume":0,"AskSize":4,"BidSize":8,"Strikes":["210"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5057","ExtrinsicValue":"4.17","IntrinsicValue":"32.53","ProbabilityITM":"0.9091","ProbabilityOTM":"0.0909","ProbabilityBE_IV":"0.5271","TheoreticalValue":"33.4528","DailyOpenInterest":0,"ImpliedVolatility":"0.9924","ProbabilityITM_IV":"0.8223","ProbabilityOTM_IV":"0.1777","StandardDeviation":"0.2012","TheoreticalValue_IV":"36.7"},{"Ask":"6","Bid":"3.4","Low":"0","Mid":"4.7","Rho":"-0.02305741","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P162.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"162.5"}],"Open":"0","Side":"Put","Vega":"0.12151605","Close":"0","Delta":"-0.27760073","Gamma":"0.01054116","Theta":"-0.34441196","Volume":0,"AskSize":16,"BidSize":12,"Strikes":["162.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.22","ExtrinsicValue":"6","IntrinsicValue":"0","ProbabilityITM":"0.2686","ProbabilityOTM":"0.7314","ProbabilityBE_IV":"0.3","TheoreticalValue":"3.275","DailyOpenInterest":0,"ImpliedVolatility":"0.8773","ProbabilityITM_IV":"0.3406","ProbabilityOTM_IV":"0.6594","StandardDeviation":"0.1778","TheoreticalValue_IV":"6"},{"Ask":"23.1","Bid":"20.9","Low":"0","Mid":"22","Rho":"0.04572046","High":"0","Last":"18.97","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C160","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"160"}],"Open":"0","Side":"Call","Vega":"0.11576873","Close":"18.97","Delta":"0.74763686","Gamma":"0.00985138","Theta":"-0.35100918","Volume":0,"AskSize":19,"BidSize":16,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"18.97","ProbabilityBE":"0.4297","ExtrinsicValue":"5.63","IntrinsicValue":"17.47","ProbabilityITM":"0.7689","ProbabilityOTM":"0.2311","ProbabilityBE_IV":"0.4319","TheoreticalValue":"20.3673","DailyOpenInterest":46,"ImpliedVolatility":"0.8943","ProbabilityITM_IV":"0.686","ProbabilityOTM_IV":"0.314","StandardDeviation":"0.1813","TheoreticalValue_IV":"23.1"},{"Ask":"64","Bid":"60.8","Low":"0","Mid":"62.4","Rho":"-0.0922643","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P240","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"240"}],"Open":"0","Side":"Put","Vega":"0.07080357","Close":"0","Delta":"-0.88398344","Gamma":"0.0048003","Theta":"-0.2385625","Volume":0,"AskSize":6,"BidSize":80,"Strikes":["240"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5215","ExtrinsicValue":"1.47","IntrinsicValue":"62.53","ProbabilityITM":"0.9907","ProbabilityOTM":"0.0093","ProbabilityBE_IV":"0.543","TheoreticalValue":"62.53","DailyOpenInterest":0,"ImpliedVolatility":"1.1225","ProbabilityITM_IV":"0.9228","ProbabilityOTM_IV":"0.0772","StandardDeviation":"0.2275","TheoreticalValue_IV":"64"},{"Ask":"2.05","Bid":"0.15","Low":"1.1","Mid":"1.1","Rho":"-0.00934533","High":"1.1","Last":"1.1","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P144","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"144"}],"Open":"1.1","Side":"Put","Vega":"0.07021531","Close":"1.1","Delta":"-0.11466268","Gamma":"0.00573902","Theta":"-0.21237802","Volume":1,"AskSize":34,"BidSize":44,"Strikes":["144"],"NetChange":"-0.34","NetChangePct":"-0.2361","PreviousClose":"1.44","ProbabilityBE":"0.059","ExtrinsicValue":"2.05","IntrinsicValue":"0","ProbabilityITM":"0.0621","ProbabilityOTM":"0.9379","ProbabilityBE_IV":"0.1516","TheoreticalValue":"0.4833","DailyOpenInterest":14,"ImpliedVolatility":"0.9311","ProbabilityITM_IV":"0.1558","ProbabilityOTM_IV":"0.8442","StandardDeviation":"0.1887","TheoreticalValue_IV":"2.05"},{"Ask":"5.3","Bid":"2.8","Low":"0","Mid":"4.05","Rho":"0.01839725","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C202.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"202.5"}],"Open":"0","Side":"Call","Vega":"0.12167104","Close":"0","Delta":"0.27832674","Gamma":"0.00990971","Theta":"-0.3777176","Volume":0,"AskSize":27,"BidSize":43,"Strikes":["202.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1278","ExtrinsicValue":"5.3","IntrinsicValue":"0","ProbabilityITM":"0.1449","ProbabilityOTM":"0.8551","ProbabilityBE_IV":"0.2025","TheoreticalValue":"2.0978","DailyOpenInterest":0,"ImpliedVolatility":"0.9344","ProbabilityITM_IV":"0.2181","ProbabilityOTM_IV":"0.7819","StandardDeviation":"0.1894","TheoreticalValue_IV":"5.3"},{"Ask":"23.3","Bid":"20.9","Low":"0","Mid":"22.1","Rho":"-0.0594904","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P195","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"195"}],"Open":"0","Side":"Put","Vega":"0.1309214","Close":"0","Delta":"-0.67222708","Gamma":"0.0117063","Theta":"-0.35141665","Volume":0,"AskSize":21,"BidSize":24,"Strikes":["195"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4667","ExtrinsicValue":"5.77","IntrinsicValue":"17.53","ProbabilityITM":"0.7797","ProbabilityOTM":"0.2203","ProbabilityBE_IV":"0.4897","TheoreticalValue":"20.7045","DailyOpenInterest":0,"ImpliedVolatility":"0.8511","ProbabilityITM_IV":"0.7323","ProbabilityOTM_IV":"0.2677","StandardDeviation":"0.1725","TheoreticalValue_IV":"23.3"},{"Ask":"2.7","Bid":"0.85","Low":"0","Mid":"1.775","Rho":"-0.01226267","High":"0","Last":"2.3","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P150","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"150"}],"Open":"0","Side":"Put","Vega":"0.08467068","Close":"2.3","Delta":"-0.15040104","Gamma":"0.00732812","Theta":"-0.2414634","Volume":0,"AskSize":27,"BidSize":51,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.3","ProbabilityBE":"0.1008","ExtrinsicValue":"2.7","IntrinsicValue":"0","ProbabilityITM":"0.11","ProbabilityOTM":"0.89","ProbabilityBE_IV":"0.1862","TheoreticalValue":"0.9896","DailyOpenInterest":16,"ImpliedVolatility":"0.8793","ProbabilityITM_IV":"0.1962","ProbabilityOTM_IV":"0.8038","StandardDeviation":"0.1782","TheoreticalValue_IV":"2.7"},{"Ask":"24.8","Bid":"21.5","Low":"0","Mid":"23.15","Rho":"0.04705517","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C157.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"157.5"}],"Open":"0","Side":"Call","Vega":"0.10865212","Close":"0","Delta":"0.77524185","Gamma":"0.00929333","Theta":"-0.32880492","Volume":0,"AskSize":4,"BidSize":8,"Strikes":["157.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4386","ExtrinsicValue":"4.83","IntrinsicValue":"19.97","ProbabilityITM":"0.8037","ProbabilityOTM":"0.1963","ProbabilityBE_IV":"0.4384","TheoreticalValue":"22.3306","DailyOpenInterest":0,"ImpliedVolatility":"0.8897","ProbabilityITM_IV":"0.7172","ProbabilityOTM_IV":"0.2828","StandardDeviation":"0.1804","TheoreticalValue_IV":"24.8"},{"Ask":"10.8","Bid":"8","Low":"0","Mid":"9.4","Rho":"0.03091775","High":"0","Last":"7.6","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C182.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"182.5"}],"Open":"0","Side":"Call","Vega":"0.14440493","Close":"7.6","Delta":"0.47841263","Gamma":"0.01233534","Theta":"-0.42988053","Volume":0,"AskSize":40,"BidSize":54,"Strikes":["182.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.6","ProbabilityBE":"0.2869","ExtrinsicValue":"10.8","IntrinsicValue":"0","ProbabilityITM":"0.3948","ProbabilityOTM":"0.6052","ProbabilityBE_IV":"0.3265","TheoreticalValue":"7.2306","DailyOpenInterest":2,"ImpliedVolatility":"0.8909","ProbabilityITM_IV":"0.4067","ProbabilityOTM_IV":"0.5933","StandardDeviation":"0.1806","TheoreticalValue_IV":"10.8"},{"Ask":"21.5","Bid":"19","Low":"0","Mid":"20.25","Rho":"0.04425852","High":"0","Last":"24.8","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C162.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"162.5"}],"Open":"0","Side":"Call","Vega":"0.12226261","Close":"24.8","Delta":"0.71887724","Gamma":"0.01033393","Theta":"-0.37215552","Volume":0,"AskSize":14,"BidSize":14,"Strikes":["162.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"24.8","ProbabilityBE":"0.4193","ExtrinsicValue":"6.53","IntrinsicValue":"14.97","ProbabilityITM":"0.7314","ProbabilityOTM":"0.2686","ProbabilityBE_IV":"0.4245","TheoreticalValue":"18.4943","DailyOpenInterest":15,"ImpliedVolatility":"0.9004","ProbabilityITM_IV":"0.6538","ProbabilityOTM_IV":"0.3462","StandardDeviation":"0.1825","TheoreticalValue_IV":"21.5"},{"Ask":"12.9","Bid":"11.1","Low":"0","Mid":"12","Rho":"-0.04222697","High":"0","Last":"14.37","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P180","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"180"}],"Open":"0","Side":"Put","Vega":"0.14461419","Close":"14.37","Delta":"-0.49764413","Gamma":"0.01363594","Theta":"-0.37296373","Volume":0,"AskSize":14,"BidSize":32,"Strikes":["180"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.37","ProbabilityBE":"0.3832","ExtrinsicValue":"10.37","IntrinsicValue":"2.53","ProbabilityITM":"0.5642","ProbabilityOTM":"0.4358","ProbabilityBE_IV":"0.4182","TheoreticalValue":"10.5273","DailyOpenInterest":16,"ImpliedVolatility":"0.8071","ProbabilityITM_IV":"0.5631","ProbabilityOTM_IV":"0.4369","StandardDeviation":"0.1636","TheoreticalValue_IV":"12.9001"},{"Ask":"38.6","Bid":"35","Low":"0","Mid":"36.8","Rho":"0.04816362","High":"0","Last":"23.25","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C142","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"142"}],"Open":"0","Side":"Call","Vega":"0.07750992","Close":"23.25","Delta":"0.86797151","Gamma":"0.0053941","Theta":"-0.28996437","Volume":0,"AskSize":1,"BidSize":42,"Strikes":["142"],"NetChange":"0","NetChangePct":"0","PreviousClose":"23.25","ProbabilityBE":"0.4684","ExtrinsicValue":"3.13","IntrinsicValue":"35.47","ProbabilityITM":"0.9499","ProbabilityOTM":"0.0501","ProbabilityBE_IV":"0.4524","TheoreticalValue":"36.0602","DailyOpenInterest":2,"ImpliedVolatility":"1.0935","ProbabilityITM_IV":"0.8142","ProbabilityOTM_IV":"0.1858","StandardDeviation":"0.2217","TheoreticalValue_IV":"38.6"},{"Ask":"10.6","Bid":"9.3","Low":"9.8","Mid":"9.95","Rho":"-0.03625551","High":"9.8","Last":"9.8","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P175","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"175"}],"Open":"9.8","Side":"Put","Vega":"0.14238119","Close":"9.8","Delta":"-0.42994434","Gamma":"0.01303377","Theta":"-0.37983093","Volume":4,"AskSize":120,"BidSize":10,"Strikes":["175"],"NetChange":"-1.35","NetChangePct":"-0.1211","PreviousClose":"11.15","ProbabilityBE":"0.3426","ExtrinsicValue":"10.6","IntrinsicValue":"0","ProbabilityITM":"0.4789","ProbabilityOTM":"0.5211","ProbabilityBE_IV":"0.39","TheoreticalValue":"7.9189","DailyOpenInterest":2,"ImpliedVolatility":"0.8313","ProbabilityITM_IV":"0.4973","ProbabilityOTM_IV":"0.5027","StandardDeviation":"0.1685","TheoreticalValue_IV":"10.6001"},{"Ask":"12.1","Bid":"10.4","Low":"10.5","Mid":"11.25","Rho":"-0.03928467","High":"10.5","Last":"10.5","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P177.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"177.5"}],"Open":"10.5","Side":"Put","Vega":"0.14397419","Close":"10.5","Delta":"-0.46240785","Gamma":"0.01294602","Theta":"-0.39053437","Volume":4,"AskSize":30,"BidSize":13,"Strikes":["177.5"],"NetChange":"10.5","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3637","ExtrinsicValue":"12.07","IntrinsicValue":"0.03","ProbabilityITM":"0.522","ProbabilityOTM":"0.478","ProbabilityBE_IV":"0.4097","TheoreticalValue":"9.1697","DailyOpenInterest":0,"ImpliedVolatility":"0.8463","ProbabilityITM_IV":"0.5313","ProbabilityOTM_IV":"0.4687","StandardDeviation":"0.1716","TheoreticalValue_IV":"12.0999"},{"Ask":"32.6","Bid":"28.1","Low":"0","Mid":"30.35","Rho":"0.04754875","High":"0","Last":"37.57","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C149","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"149"}],"Open":"0","Side":"Call","Vega":"0.09315212","Close":"37.57","Delta":"0.82585889","Gamma":"0.00682882","Theta":"-0.32902328","Volume":0,"AskSize":8,"BidSize":100,"Strikes":["149"],"NetChange":"0","NetChangePct":"0","PreviousClose":"37.57","ProbabilityBE":"0.4595","ExtrinsicValue":"4.13","IntrinsicValue":"28.47","ProbabilityITM":"0.8993","ProbabilityOTM":"0.1007","ProbabilityBE_IV":"0.449","TheoreticalValue":"29.5837","DailyOpenInterest":46,"ImpliedVolatility":"1.0381","ProbabilityITM_IV":"0.766","ProbabilityOTM_IV":"0.234","StandardDeviation":"0.2104","TheoreticalValue_IV":"32.6"},{"Ask":"4.5","Bid":"0.2","Low":"0","Mid":"2.35","Rho":"0.01172766","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C240","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"240"}],"Open":"0","Side":"Call","Vega":"0.09635258","Close":"0","Delta":"0.18374337","Gamma":"0.00521134","Theta":"-0.44795709","Volume":0,"AskSize":16,"BidSize":24,"Strikes":["240"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0092","ExtrinsicValue":"4.5","IntrinsicValue":"0","ProbabilityITM":"0.0093","ProbabilityOTM":"0.9907","ProbabilityBE_IV":"0.117","TheoreticalValue":"0.1029","DailyOpenInterest":0,"ImpliedVolatility":"1.407","ProbabilityITM_IV":"0.1173","ProbabilityOTM_IV":"0.8827","StandardDeviation":"0.2852","TheoreticalValue_IV":"4.5"},{"Ask":"4.5","Bid":"3.6","Low":"4.4","Mid":"4.05","Rho":"0.01799616","High":"4.5","Last":"4.5","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C200","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"200"}],"Open":"4.5","Side":"Call","Vega":"0.11950275","Close":"4.5","Delta":"0.26840211","Gamma":"0.0110488","Theta":"-0.32731319","Volume":3,"AskSize":15,"BidSize":16,"Strikes":["200"],"NetChange":"1.13","NetChangePct":"0.3353","PreviousClose":"3.37","ProbabilityBE":"0.145","ExtrinsicValue":"4.5","IntrinsicValue":"0","ProbabilityITM":"0.1675","ProbabilityOTM":"0.8325","ProbabilityBE_IV":"0.1951","TheoreticalValue":"2.4873","DailyOpenInterest":1695,"ImpliedVolatility":"0.8231","ProbabilityITM_IV":"0.216","ProbabilityOTM_IV":"0.784","StandardDeviation":"0.1669","TheoreticalValue_IV":"4.5"},{"Ask":"6.1","Bid":"5.2","Low":"0","Mid":"5.65","Rho":"-0.02460796","High":"0","Last":"6.63","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P165","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"165"}],"Open":"0","Side":"Put","Vega":"0.12565247","Close":"6.63","Delta":"-0.29797953","Gamma":"0.01173528","Theta":"-0.33018949","Volume":0,"AskSize":11,"BidSize":10,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.63","ProbabilityBE":"0.2459","ExtrinsicValue":"6.1","IntrinsicValue":"0","ProbabilityITM":"0.3082","ProbabilityOTM":"0.6918","ProbabilityBE_IV":"0.3047","TheoreticalValue":"3.9949","DailyOpenInterest":11,"ImpliedVolatility":"0.8148","ProbabilityITM_IV":"0.358","ProbabilityOTM_IV":"0.642","StandardDeviation":"0.1652","TheoreticalValue_IV":"6.1"},{"Ask":"1.55","Bid":"0.75","Low":"1.13","Mid":"1.15","Rho":"-0.00808396","High":"1.59","Last":"1.13","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P145","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"145"}],"Open":"1.59","Side":"Put","Vega":"0.0638244","Close":"1.13","Delta":"-0.1004443","Gamma":"0.00581658","Theta":"-0.17302393","Volume":3,"AskSize":46,"BidSize":159,"Strikes":["145"],"NetChange":"-0.39","NetChangePct":"-0.2566","PreviousClose":"1.52","ProbabilityBE":"0.0651","ExtrinsicValue":"1.55","IntrinsicValue":"0","ProbabilityITM":"0.0688","ProbabilityOTM":"0.9312","ProbabilityBE_IV":"0.1291","TheoreticalValue":"0.5486","DailyOpenInterest":33,"ImpliedVolatility":"0.835","ProbabilityITM_IV":"0.1338","ProbabilityOTM_IV":"0.8662","StandardDeviation":"0.1693","TheoreticalValue_IV":"1.55"},{"Ask":"4.5","Bid":"3","Low":"0","Mid":"3.75","Rho":"-0.01947427","High":"0","Last":"4.7","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P160","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"160"}],"Open":"0","Side":"Put","Vega":"0.11208878","Close":"4.7","Delta":"-0.23765794","Gamma":"0.01044462","Theta":"-0.29583313","Volume":0,"AskSize":14,"BidSize":35,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.7","ProbabilityBE":"0.1942","ExtrinsicValue":"4.5","IntrinsicValue":"0","ProbabilityITM":"0.2311","ProbabilityOTM":"0.7689","ProbabilityBE_IV":"0.2587","TheoreticalValue":"2.6515","DailyOpenInterest":55,"ImpliedVolatility":"0.8167","ProbabilityITM_IV":"0.2922","ProbabilityOTM_IV":"0.7078","StandardDeviation":"0.1656","TheoreticalValue_IV":"4.5"},{"Ask":"39.5","Bid":"36","Low":"0","Mid":"37.75","Rho":"0.04813863","High":"0","Last":"9.15","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C141","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"141"}],"Open":"0","Side":"Call","Vega":"0.07557426","Close":"9.15","Delta":"0.87270528","Gamma":"0.00520691","Theta":"-0.28574376","Volume":0,"AskSize":3,"BidSize":42,"Strikes":["141"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.15","ProbabilityBE":"0.4693","ExtrinsicValue":"3.03","IntrinsicValue":"36.47","ProbabilityITM":"0.9552","ProbabilityOTM":"0.0448","ProbabilityBE_IV":"0.4524","TheoreticalValue":"37.0113","DailyOpenInterest":1,"ImpliedVolatility":"1.1045","ProbabilityITM_IV":"0.8196","ProbabilityOTM_IV":"0.1804","StandardDeviation":"0.2239","TheoreticalValue_IV":"39.5"},{"Ask":"29.2","Bid":"26.2","Low":"0","Mid":"27.7","Rho":"0.04781738","High":"0","Last":"35","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C152.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"152.5"}],"Open":"0","Side":"Call","Vega":"0.09826532","Close":"35","Delta":"0.81032872","Gamma":"0.00778842","Theta":"-0.3213695","Volume":0,"AskSize":14,"BidSize":60,"Strikes":["152.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"35","ProbabilityBE":"0.4525","ExtrinsicValue":"4.23","IntrinsicValue":"24.97","ProbabilityITM":"0.8645","ProbabilityOTM":"0.1355","ProbabilityBE_IV":"0.4467","TheoreticalValue":"26.5","DailyOpenInterest":3,"ImpliedVolatility":"0.9601","ProbabilityITM_IV":"0.7527","ProbabilityOTM_IV":"0.2473","StandardDeviation":"0.1946","TheoreticalValue_IV":"29.2"},{"Ask":"2.9","Bid":"0.05","Low":"0","Mid":"1.475","Rho":"-0.01247911","High":"0","Last":"1.8","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P149","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"149"}],"Open":"0","Side":"Put","Vega":"0.08534193","Close":"1.8","Delta":"-0.15219729","Gamma":"0.00701253","Theta":"-0.25647744","Volume":0,"AskSize":17,"BidSize":18,"Strikes":["149"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.8","ProbabilityBE":"0.0929","ExtrinsicValue":"2.9","IntrinsicValue":"0","ProbabilityITM":"0.1007","ProbabilityOTM":"0.8993","ProbabilityBE_IV":"0.1923","TheoreticalValue":"0.8844","DailyOpenInterest":2,"ImpliedVolatility":"0.9261","ProbabilityITM_IV":"0.201","ProbabilityOTM_IV":"0.799","StandardDeviation":"0.1877","TheoreticalValue_IV":"2.9"},{"Ask":"1.7","Bid":"0.25","Low":"0","Mid":"0.975","Rho":"-0.00805619","High":"0","Last":"1.22","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P142","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"142"}],"Open":"0","Side":"Put","Vega":"0.06325712","Close":"1.22","Delta":"-0.09922409","Gamma":"0.00521952","Theta":"-0.18959598","Volume":0,"AskSize":37,"BidSize":48,"Strikes":["142"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.22","ProbabilityBE":"0.0481","ExtrinsicValue":"1.7","IntrinsicValue":"0","ProbabilityITM":"0.0501","ProbabilityOTM":"0.9499","ProbabilityBE_IV":"0.1332","TheoreticalValue":"0.3716","DailyOpenInterest":6,"ImpliedVolatility":"0.9223","ProbabilityITM_IV":"0.1362","ProbabilityOTM_IV":"0.8638","StandardDeviation":"0.187","TheoreticalValue_IV":"1.7"},{"Ask":"13.2","Bid":"12.2","Low":"0","Mid":"12.7","Rho":"0.03670464","High":"0","Last":"10.7","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C175","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"175"}],"Open":"0","Side":"Call","Vega":"0.14237897","Close":"10.7","Delta":"0.57009037","Gamma":"0.01318356","Theta":"-0.39309664","Volume":0,"AskSize":16,"BidSize":10,"Strikes":["175"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10.7","ProbabilityBE":"0.3456","ExtrinsicValue":"10.73","IntrinsicValue":"2.47","ProbabilityITM":"0.5211","ProbabilityOTM":"0.4789","ProbabilityBE_IV":"0.3657","TheoreticalValue":"10.6538","DailyOpenInterest":97,"ImpliedVolatility":"0.8219","ProbabilityITM_IV":"0.5035","ProbabilityOTM_IV":"0.4965","StandardDeviation":"0.1666","TheoreticalValue_IV":"13.2"},{"Ask":"18.9","Bid":"16","Low":"0","Mid":"17.45","Rho":"0.04079396","High":"0","Last":"14.8","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C167.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"167.5"}],"Open":"0","Side":"Call","Vega":"0.13320391","Close":"14.8","Delta":"0.65743648","Gamma":"0.0108","Theta":"-0.4203837","Volume":0,"AskSize":20,"BidSize":17,"Strikes":["167.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.8","ProbabilityBE":"0.3942","ExtrinsicValue":"8.93","IntrinsicValue":"9.97","ProbabilityITM":"0.6504","ProbabilityOTM":"0.3496","ProbabilityBE_IV":"0.4072","TheoreticalValue":"15.0423","DailyOpenInterest":8,"ImpliedVolatility":"0.9386","ProbabilityITM_IV":"0.5846","ProbabilityOTM_IV":"0.4154","StandardDeviation":"0.1903","TheoreticalValue_IV":"18.9"},{"Ask":"45.4","Bid":"41.9","Low":"0","Mid":"43.65","Rho":"-0.07977295","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P220","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"220"}],"Open":"0","Side":"Put","Vega":"0.09469719","Close":"0","Delta":"-0.82127111","Gamma":"0.00706941","Theta":"-0.29760035","Volume":0,"AskSize":12,"BidSize":98,"Strikes":["220"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5187","ExtrinsicValue":"2.87","IntrinsicValue":"42.53","ProbabilityITM":"0.9545","ProbabilityOTM":"0.0455","ProbabilityBE_IV":"0.5367","TheoreticalValue":"42.6948","DailyOpenInterest":0,"ImpliedVolatility":"1.0194","ProbabilityITM_IV":"0.8704","ProbabilityOTM_IV":"0.1296","StandardDeviation":"0.2066","TheoreticalValue_IV":"45.4"},{"Ask":"8.8","Bid":"6.1","Low":"0","Mid":"7.45","Rho":"0.0273048","High":"0","Last":"6.24","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C187.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"187.5"}],"Open":"0","Side":"Call","Vega":"0.14157706","Close":"6.24","Delta":"0.41834865","Gamma":"0.0122024","Theta":"-0.41704661","Volume":0,"AskSize":31,"BidSize":36,"Strikes":["187.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.24","ProbabilityBE":"0.2448","ExtrinsicValue":"8.8","IntrinsicValue":"0","ProbabilityITM":"0.3183","ProbabilityOTM":"0.6817","ProbabilityBE_IV":"0.2927","TheoreticalValue":"5.4538","DailyOpenInterest":9,"ImpliedVolatility":"0.8829","ProbabilityITM_IV":"0.3496","ProbabilityOTM_IV":"0.6504","StandardDeviation":"0.179","TheoreticalValue_IV":"8.8"},{"Ask":"19.4","Bid":"18.2","Low":"0","Mid":"18.8","Rho":"-0.0541747","High":"0","Last":"17.6","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P190","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"190"}],"Open":"0","Side":"Put","Vega":"0.13775478","Close":"17.6","Delta":"-0.62240623","Gamma":"0.01271635","Theta":"-0.35972116","Volume":0,"AskSize":16,"BidSize":4,"Strikes":["190"],"NetChange":"0","NetChangePct":"0","PreviousClose":"17.6","ProbabilityBE":"0.4449","ExtrinsicValue":"6.87","IntrinsicValue":"12.53","ProbabilityITM":"0.7168","ProbabilityOTM":"0.2832","ProbabilityBE_IV":"0.4701","TheoreticalValue":"16.9588","DailyOpenInterest":44,"ImpliedVolatility":"0.8244","ProbabilityITM_IV":"0.6845","ProbabilityOTM_IV":"0.3155","StandardDeviation":"0.1671","TheoreticalValue_IV":"19.4"},{"Ask":"8.3","Bid":"6","Low":"0","Mid":"7.15","Rho":"-0.03043619","High":"0","Last":"8.91","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P170","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"170"}],"Open":"0","Side":"Put","Vega":"0.13616793","Close":"8.91","Delta":"-0.36430275","Gamma":"0.01244771","Theta":"-0.36479974","Volume":0,"AskSize":11,"BidSize":33,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"8.91","ProbabilityBE":"0.2963","ExtrinsicValue":"8.3","IntrinsicValue":"0","ProbabilityITM":"0.3922","ProbabilityOTM":"0.6078","ProbabilityBE_IV":"0.3523","TheoreticalValue":"5.7425","DailyOpenInterest":7,"ImpliedVolatility":"0.8325","ProbabilityITM_IV":"0.4298","ProbabilityOTM_IV":"0.5702","StandardDeviation":"0.1688","TheoreticalValue_IV":"8.3"},{"Ask":"4","Bid":"1.9","Low":"0","Mid":"2.95","Rho":"-0.01654499","High":"0","Last":"3.38","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P155","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"155"}],"Open":"0","Side":"Put","Vega":"0.10176412","Close":"3.38","Delta":"-0.20091243","Gamma":"0.00862659","Theta":"-0.29593405","Volume":0,"AskSize":33,"BidSize":69,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.38","ProbabilityBE":"0.1447","ExtrinsicValue":"4","IntrinsicValue":"0","ProbabilityITM":"0.1643","ProbabilityOTM":"0.8357","ProbabilityBE_IV":"0.2376","TheoreticalValue":"1.669","DailyOpenInterest":52,"ImpliedVolatility":"0.8977","ProbabilityITM_IV":"0.2562","ProbabilityOTM_IV":"0.7438","StandardDeviation":"0.182","TheoreticalValue_IV":"4"},{"Ask":"37.7","Bid":"34.2","Low":"0","Mid":"35.95","Rho":"0.04818171","High":"0","Last":"14.14","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C143","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"143"}],"Open":"0","Side":"Call","Vega":"0.07944456","Close":"14.14","Delta":"0.86314459","Gamma":"0.00558716","Theta":"-0.29393227","Volume":0,"AskSize":7,"BidSize":38,"Strikes":["143"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.14","ProbabilityBE":"0.4675","ExtrinsicValue":"3.23","IntrinsicValue":"34.47","ProbabilityITM":"0.9441","ProbabilityOTM":"0.0559","ProbabilityBE_IV":"0.4523","TheoreticalValue":"35.1146","DailyOpenInterest":1,"ImpliedVolatility":"1.0821","ProbabilityITM_IV":"0.8088","ProbabilityOTM_IV":"0.1912","StandardDeviation":"0.2194","TheoreticalValue_IV":"37.7"},{"Ask":"2.3","Bid":"0.6","Low":"1.5","Mid":"1.45","Rho":"0.0098813","High":"1.5","Last":"1.5","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C220","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"220"}],"Open":"1.5","Side":"Call","Vega":"0.08316167","Close":"1.5","Delta":"0.14641104","Gamma":"0.0069401","Theta":"-0.25138177","Volume":2,"AskSize":151,"BidSize":173,"Strikes":["220"],"NetChange":"0.1","NetChangePct":"0.0714","PreviousClose":"1.4","ProbabilityBE":"0.0437","ExtrinsicValue":"2.3","IntrinsicValue":"0","ProbabilityITM":"0.0455","ProbabilityOTM":"0.9545","ProbabilityBE_IV":"0.1053","TheoreticalValue":"0.5684","DailyOpenInterest":2,"ImpliedVolatility":"0.9119","ProbabilityITM_IV":"0.1078","ProbabilityOTM_IV":"0.8922","StandardDeviation":"0.1849","TheoreticalValue_IV":"2.3"},{"Ask":"2.6","Bid":"1.1","Low":"0","Mid":"1.85","Rho":"0.01121983","High":"0","Last":"1.6","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C215","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"215"}],"Open":"0","Side":"Call","Vega":"0.09039981","Close":"1.6","Delta":"0.16617888","Gamma":"0.00782142","Theta":"-0.26378251","Volume":0,"AskSize":33,"BidSize":53,"Strikes":["215"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.6","ProbabilityBE":"0.0612","ExtrinsicValue":"2.6","IntrinsicValue":"0","ProbabilityITM":"0.0649","ProbabilityOTM":"0.9351","ProbabilityBE_IV":"0.1208","TheoreticalValue":"0.8417","DailyOpenInterest":20,"ImpliedVolatility":"0.8796","ProbabilityITM_IV":"0.1253","ProbabilityOTM_IV":"0.8747","StandardDeviation":"0.1783","TheoreticalValue_IV":"2.6"},{"Ask":"8.2","Bid":"5.8","Low":"0","Mid":"7","Rho":"0.02569947","High":"0","Last":"5.57","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C190","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"190"}],"Open":"0","Side":"Call","Vega":"0.13941163","Close":"5.57","Delta":"0.3932872","Gamma":"0.01178672","Theta":"-0.41823353","Volume":0,"AskSize":25,"BidSize":23,"Strikes":["190"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.57","ProbabilityBE":"0.2237","ExtrinsicValue":"8.2","IntrinsicValue":"0","ProbabilityITM":"0.2832","ProbabilityOTM":"0.7168","ProbabilityBE_IV":"0.2784","TheoreticalValue":"4.7037","DailyOpenInterest":16,"ImpliedVolatility":"0.9001","ProbabilityITM_IV":"0.3247","ProbabilityOTM_IV":"0.6753","StandardDeviation":"0.1825","TheoreticalValue_IV":"8.2"},{"Ask":"54.6","Bid":"51.1","Low":"0","Mid":"52.85","Rho":"-0.08638554","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P230","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"230"}],"Open":"0","Side":"Put","Vega":"0.08135462","Close":"0","Delta":"-0.85828177","Gamma":"0.00579795","Theta":"-0.26427342","Volume":0,"AskSize":6,"BidSize":78,"Strikes":["230"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5215","ExtrinsicValue":"2.07","IntrinsicValue":"52.53","ProbabilityITM":"0.9787","ProbabilityOTM":"0.0213","ProbabilityBE_IV":"0.5406","TheoreticalValue":"52.53","DailyOpenInterest":0,"ImpliedVolatility":"1.0678","ProbabilityITM_IV":"0.9016","ProbabilityOTM_IV":"0.0984","StandardDeviation":"0.2165","TheoreticalValue_IV":"54.6"},{"Ask":"1.55","Bid":"0.3","Low":"0","Mid":"0.925","Rho":"-0.00747503","High":"0","Last":"1.03","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P141","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"141"}],"Open":"0","Side":"Put","Vega":"0.05994037","Close":"1.03","Delta":"-0.09222043","Gamma":"0.00496199","Theta":"-0.17910304","Volume":0,"AskSize":31,"BidSize":74,"Strikes":["141"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.03","ProbabilityBE":"0.0431","ExtrinsicValue":"1.55","IntrinsicValue":"0","ProbabilityITM":"0.0448","ProbabilityOTM":"0.9552","ProbabilityBE_IV":"0.1247","TheoreticalValue":"0.3242","DailyOpenInterest":1,"ImpliedVolatility":"0.9193","ProbabilityITM_IV":"0.1273","ProbabilityOTM_IV":"0.8727","StandardDeviation":"0.1864","TheoreticalValue_IV":"1.55"},{"Ask":"31.4","Bid":"27.9","Low":"0","Mid":"29.65","Rho":"0.04807383","High":"0","Last":"26.33","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C150","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"0","Side":"Call","Vega":"0.09303992","Close":"26.33","Delta":"0.82618867","Gamma":"0.00714089","Theta":"-0.31454438","Volume":0,"AskSize":10,"BidSize":89,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"26.33","ProbabilityBE":"0.4577","ExtrinsicValue":"3.93","IntrinsicValue":"27.47","ProbabilityITM":"0.89","ProbabilityOTM":"0.11","ProbabilityBE_IV":"0.4493","TheoreticalValue":"28.6904","DailyOpenInterest":4,"ImpliedVolatility":"0.9915","ProbabilityITM_IV":"0.7693","ProbabilityOTM_IV":"0.2307","StandardDeviation":"0.201","TheoreticalValue_IV":"31.4"},{"Ask":"29.2","Bid":"26","Low":"0","Mid":"27.6","Rho":"-0.06712484","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P202.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"202.5"}],"Open":"0","Side":"Put","Vega":"0.11709549","Close":"0","Delta":"-0.7420779","Gamma":"0.01030271","Theta":"-0.31624525","Volume":0,"AskSize":20,"BidSize":22,"Strikes":["202.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4903","ExtrinsicValue":"4.17","IntrinsicValue":"25.03","ProbabilityITM":"0.8551","ProbabilityOTM":"0.1449","ProbabilityBE_IV":"0.5085","TheoreticalValue":"26.8453","DailyOpenInterest":0,"ImpliedVolatility":"0.8649","ProbabilityITM_IV":"0.7957","ProbabilityOTM_IV":"0.2043","StandardDeviation":"0.1753","TheoreticalValue_IV":"29.2"},{"Ask":"49.5","Bid":"46.3","Low":"0","Mid":"47.9","Rho":"-0.08415983","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P225","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"225"}],"Open":"0","Side":"Put","Vega":"0.08176554","Close":"0","Delta":"-0.85722262","Gamma":"0.00630091","Theta":"-0.24470364","Volume":0,"AskSize":7,"BidSize":86,"Strikes":["225"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5215","ExtrinsicValue":"1.97","IntrinsicValue":"47.53","ProbabilityITM":"0.9686","ProbabilityOTM":"0.0314","ProbabilityBE_IV":"0.5371","TheoreticalValue":"47.53","DailyOpenInterest":0,"ImpliedVolatility":"0.9875","ProbabilityITM_IV":"0.8979","ProbabilityOTM_IV":"0.1021","StandardDeviation":"0.2002","TheoreticalValue_IV":"49.5"},{"Ask":"7.6","Bid":"5.4","Low":"0","Mid":"6.5","Rho":"-0.02796648","High":"0","Last":"7.5","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P167.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"167.5"}],"Open":"0","Side":"Put","Vega":"0.13204678","Close":"7.5","Delta":"-0.33488932","Gamma":"0.01171757","Theta":"-0.36501992","Volume":0,"AskSize":30,"BidSize":27,"Strikes":["167.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.5","ProbabilityBE":"0.2714","ExtrinsicValue":"7.6","IntrinsicValue":"0","ProbabilityITM":"0.3496","ProbabilityOTM":"0.6504","ProbabilityBE_IV":"0.338","TheoreticalValue":"4.8161","DailyOpenInterest":2,"ImpliedVolatility":"0.8576","ProbabilityITM_IV":"0.4008","ProbabilityOTM_IV":"0.5992","StandardDeviation":"0.1738","TheoreticalValue_IV":"7.6"},{"Ask":"35.9","Bid":"32.1","Low":"0","Mid":"34","Rho":"0.04819537","High":"0","Last":"16.96","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C145","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"145"}],"Open":"0","Side":"Call","Vega":"0.083315","Close":"16.96","Delta":"0.85318652","Gamma":"0.00599253","Theta":"-0.30110845","Volume":0,"AskSize":7,"BidSize":65,"Strikes":["145"],"NetChange":"0","NetChangePct":"0","PreviousClose":"16.96","ProbabilityBE":"0.4653","ExtrinsicValue":"3.43","IntrinsicValue":"32.47","ProbabilityITM":"0.9312","ProbabilityOTM":"0.0688","ProbabilityBE_IV":"0.4518","TheoreticalValue":"33.2418","DailyOpenInterest":7,"ImpliedVolatility":"1.058","ProbabilityITM_IV":"0.7979","ProbabilityOTM_IV":"0.2021","StandardDeviation":"0.2145","TheoreticalValue_IV":"35.9"},{"Ask":"21.3","Bid":"18.5","Low":"0","Mid":"19.9","Rho":"-0.05690915","High":"0","Last":"17.3","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P192.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"192.5"}],"Open":"0","Side":"Put","Vega":"0.13445956","Close":"17.3","Delta":"-0.6486346","Gamma":"0.01223896","Theta":"-0.35528922","Volume":0,"AskSize":15,"BidSize":60,"Strikes":["192.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"17.3","ProbabilityBE":"0.4565","ExtrinsicValue":"6.27","IntrinsicValue":"15.03","ProbabilityITM":"0.7495","ProbabilityOTM":"0.2505","ProbabilityBE_IV":"0.4804","TheoreticalValue":"18.7924","DailyOpenInterest":50,"ImpliedVolatility":"0.836","ProbabilityITM_IV":"0.7097","ProbabilityOTM_IV":"0.2903","StandardDeviation":"0.1695","TheoreticalValue_IV":"21.3001"},{"Ask":"25.2","Bid":"22.9","Low":"0","Mid":"24.05","Rho":"-0.06213948","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P197.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"197.5"}],"Open":"0","Side":"Put","Vega":"0.12654835","Close":"0","Delta":"-0.69729893","Gamma":"0.01127119","Theta":"-0.33993761","Volume":0,"AskSize":19,"BidSize":21,"Strikes":["197.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4757","ExtrinsicValue":"5.17","IntrinsicValue":"20.03","ProbabilityITM":"0.8074","ProbabilityOTM":"0.1926","ProbabilityBE_IV":"0.4968","TheoreticalValue":"22.6885","DailyOpenInterest":0,"ImpliedVolatility":"0.8544","ProbabilityITM_IV":"0.7553","ProbabilityOTM_IV":"0.2447","StandardDeviation":"0.1732","TheoreticalValue_IV":"25.2"},{"Ask":"10.8","Bid":"9.9","Low":"11.08","Mid":"10.35","Rho":"0.03275451","High":"11.08","Last":"11.08","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C180","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"180"}],"Open":"11.08","Side":"Call","Vega":"0.144612","Close":"11.08","Delta":"0.50321877","Gamma":"0.01345148","Theta":"-0.39639022","Volume":1,"AskSize":10,"BidSize":4,"Strikes":["180"],"NetChange":"2.31","NetChangePct":"0.2634","PreviousClose":"8.77","ProbabilityBE":"0.3073","ExtrinsicValue":"10.8","IntrinsicValue":"0","ProbabilityITM":"0.4358","ProbabilityOTM":"0.5642","ProbabilityBE_IV":"0.3344","TheoreticalValue":"8.2669","DailyOpenInterest":43,"ImpliedVolatility":"0.8181","ProbabilityITM_IV":"0.4368","ProbabilityOTM_IV":"0.5632","StandardDeviation":"0.1659","TheoreticalValue_IV":"10.8"},{"Ask":"17.4","Bid":"14.5","Low":"0","Mid":"15.95","Rho":"0.03930968","High":"0","Last":"18.35","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C170","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"0","Side":"Call","Vega":"0.13699605","Close":"18.35","Delta":"0.62893854","Gamma":"0.01117573","Theta":"-0.42913097","Volume":0,"AskSize":13,"BidSize":9,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"18.35","ProbabilityBE":"0.3794","ExtrinsicValue":"9.93","IntrinsicValue":"7.47","ProbabilityITM":"0.6078","ProbabilityOTM":"0.3922","ProbabilityBE_IV":"0.3968","TheoreticalValue":"13.4718","DailyOpenInterest":43,"ImpliedVolatility":"0.9329","ProbabilityITM_IV":"0.5551","ProbabilityOTM_IV":"0.4449","StandardDeviation":"0.1891","TheoreticalValue_IV":"17.4"},{"Ask":"27.1","Bid":"24","Low":"0","Mid":"25.55","Rho":"-0.06478306","High":"0","Last":"34.32","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P200","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"200"}],"Open":"0","Side":"Put","Vega":"0.12153848","Close":"34.32","Delta":"-0.72229434","Gamma":"0.01083843","Theta":"-0.32481926","Volume":0,"AskSize":14,"BidSize":32,"Strikes":["200"],"NetChange":"0","NetChangePct":"0","PreviousClose":"34.32","ProbabilityBE":"0.4835","ExtrinsicValue":"4.57","IntrinsicValue":"22.53","ProbabilityITM":"0.8325","ProbabilityOTM":"0.1675","ProbabilityBE_IV":"0.5026","TheoreticalValue":"24.7377","DailyOpenInterest":1,"ImpliedVolatility":"0.8534","ProbabilityITM_IV":"0.7776","ProbabilityOTM_IV":"0.2224","StandardDeviation":"0.173","TheoreticalValue_IV":"27.1"},{"Ask":"2.8","Bid":"0.7","Low":"0","Mid":"1.75","Rho":"-0.01201029","High":"0","Last":"3","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P148","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"148"}],"Open":"0","Side":"Put","Vega":"0.0831685","Close":"3","Delta":"-0.14642896","Gamma":"0.00674949","Theta":"-0.25314663","Volume":0,"AskSize":29,"BidSize":33,"Strikes":["148"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3","ProbabilityBE":"0.0854","ExtrinsicValue":"2.8","IntrinsicValue":"0","ProbabilityITM":"0.092","ProbabilityOTM":"0.908","ProbabilityBE_IV":"0.1872","TheoreticalValue":"0.7883","DailyOpenInterest":2,"ImpliedVolatility":"0.9377","ProbabilityITM_IV":"0.1948","ProbabilityOTM_IV":"0.8052","StandardDeviation":"0.1901","TheoreticalValue_IV":"2.8"},{"Ask":"16.1","Bid":"14.8","Low":"0","Mid":"15.45","Rho":"-0.0482689","High":"0","Last":"17.25","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P185","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"185"}],"Open":"0","Side":"Put","Vega":"0.14291025","Close":"17.25","Delta":"-0.56122582","Gamma":"0.01321872","Theta":"-0.37433325","Volume":0,"AskSize":16,"BidSize":19,"Strikes":["185"],"NetChange":"0","NetChangePct":"0","PreviousClose":"17.25","ProbabilityBE":"0.4173","ExtrinsicValue":"8.57","IntrinsicValue":"7.53","ProbabilityITM":"0.6444","ProbabilityOTM":"0.3556","ProbabilityBE_IV":"0.4481","TheoreticalValue":"13.5516","DailyOpenInterest":47,"ImpliedVolatility":"0.8227","ProbabilityITM_IV":"0.6263","ProbabilityOTM_IV":"0.3737","StandardDeviation":"0.1668","TheoreticalValue_IV":"16.1"},{"Ask":"17.7","Bid":"16.5","Low":"0","Mid":"17.1","Rho":"-0.051253","High":"0","Last":"19.2","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P187.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"187.5"}],"Open":"0","Side":"Put","Vega":"0.14071008","Close":"19.2","Delta":"-0.59251946","Gamma":"0.01301774","Theta":"-0.36759248","Volume":0,"AskSize":10,"BidSize":4,"Strikes":["187.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"19.2","ProbabilityBE":"0.4319","ExtrinsicValue":"7.67","IntrinsicValue":"10.03","ProbabilityITM":"0.6817","ProbabilityOTM":"0.3183","ProbabilityBE_IV":"0.4596","TheoreticalValue":"15.2099","DailyOpenInterest":46,"ImpliedVolatility":"0.8226","ProbabilityITM_IV":"0.6562","ProbabilityOTM_IV":"0.3438","StandardDeviation":"0.1668","TheoreticalValue_IV":"17.7"},{"Ask":"13.1","Bid":"10.5","Low":"0","Mid":"11.8","Rho":"0.03448536","High":"0","Last":"11.23","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C177.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"177.5"}],"Open":"0","Side":"Call","Vega":"0.14390529","Close":"11.23","Delta":"0.5395547","Gamma":"0.01217763","Theta":"-0.43326046","Volume":0,"AskSize":23,"BidSize":24,"Strikes":["177.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.23","ProbabilityBE":"0.3269","ExtrinsicValue":"13.1","IntrinsicValue":"0","ProbabilityITM":"0.478","ProbabilityOTM":"0.522","ProbabilityBE_IV":"0.3574","TheoreticalValue":"9.4071","DailyOpenInterest":2,"ImpliedVolatility":"0.8993","ProbabilityITM_IV":"0.4664","ProbabilityOTM_IV":"0.5336","StandardDeviation":"0.1823","TheoreticalValue_IV":"13.0999"},{"Ask":"1.6","Bid":"0.55","Low":"0.75","Mid":"1.075","Rho":"0.00718436","High":"0.75","Last":"0.75","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C230","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"230"}],"Open":"0.75","Side":"Call","Vega":"0.06638857","Close":"0.75","Delta":"0.10604342","Gamma":"0.00538024","Theta":"-0.20642363","Volume":1,"AskSize":69,"BidSize":59,"Strikes":["230"],"NetChange":"0.75","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0209","ExtrinsicValue":"1.6","IntrinsicValue":"0","ProbabilityITM":"0.0213","ProbabilityOTM":"0.9787","ProbabilityBE_IV":"0.0742","TheoreticalValue":"0.2483","DailyOpenInterest":0,"ImpliedVolatility":"0.939","ProbabilityITM_IV":"0.075","ProbabilityOTM_IV":"0.925","StandardDeviation":"0.1904","TheoreticalValue_IV":"1.6"},{"Ask":"1.85","Bid":"0.5","Low":"0","Mid":"1.175","Rho":"0.0082548","High":"0","Last":"0.85","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C225","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"225"}],"Open":"0","Side":"Call","Vega":"0.07332452","Close":"0.85","Delta":"0.12190892","Gamma":"0.00608717","Theta":"-0.22268859","Volume":0,"AskSize":32,"BidSize":35,"Strikes":["225"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.85","ProbabilityBE":"0.0305","ExtrinsicValue":"1.85","IntrinsicValue":"0","ProbabilityITM":"0.0314","ProbabilityOTM":"0.9686","ProbabilityBE_IV":"0.0866","TheoreticalValue":"0.3783","DailyOpenInterest":49,"ImpliedVolatility":"0.9167","ProbabilityITM_IV":"0.0881","ProbabilityOTM_IV":"0.9119","StandardDeviation":"0.1858","TheoreticalValue_IV":"1.85"},{"Ask":"40.8","Bid":"36.7","Low":"0","Mid":"38.75","Rho":"-0.07631574","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P215","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"215"}],"Open":"0","Side":"Put","Vega":"0.10128898","Close":"0","Delta":"-0.80064582","Gamma":"0.00781578","Theta":"-0.30947181","Volume":0,"AskSize":9,"BidSize":138,"Strikes":["215"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5129","ExtrinsicValue":"3.27","IntrinsicValue":"37.53","ProbabilityITM":"0.9351","ProbabilityOTM":"0.0649","ProbabilityBE_IV":"0.5315","TheoreticalValue":"38.0317","DailyOpenInterest":0,"ImpliedVolatility":"0.9862","ProbabilityITM_IV":"0.8521","ProbabilityOTM_IV":"0.1479","StandardDeviation":"0.1999","TheoreticalValue_IV":"40.8"},{"Ask":"31.3","Bid":"28.7","Low":"0","Mid":"30","Rho":"-0.06943141","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P205","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"205"}],"Open":"0","Side":"Put","Vega":"0.11233694","Close":"0","Delta":"-0.76138097","Gamma":"0.00979071","Theta":"-0.30521334","Volume":0,"AskSize":11,"BidSize":12,"Strikes":["205"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4962","ExtrinsicValue":"3.77","IntrinsicValue":"27.53","ProbabilityITM":"0.8753","ProbabilityOTM":"0.1247","ProbabilityBE_IV":"0.5135","TheoreticalValue":"29.0047","DailyOpenInterest":0,"ImpliedVolatility":"0.8732","ProbabilityITM_IV":"0.813","ProbabilityOTM_IV":"0.187","StandardDeviation":"0.177","TheoreticalValue_IV":"31.3001"},{"Ask":"2.25","Bid":"0.55","Low":"0","Mid":"1.4","Rho":"-0.01024356","High":"0","Last":"1.8","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P146","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"146"}],"Open":"0","Side":"Put","Vega":"0.07489972","Close":"1.8","Delta":"-0.125667","Gamma":"0.00623603","Theta":"-0.22228984","Volume":0,"AskSize":28,"BidSize":25,"Strikes":["146"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.8","ProbabilityBE":"0.0715","ExtrinsicValue":"2.25","IntrinsicValue":"0","ProbabilityITM":"0.076","ProbabilityOTM":"0.924","ProbabilityBE_IV":"0.1627","TheoreticalValue":"0.6209","DailyOpenInterest":2,"ImpliedVolatility":"0.914","ProbabilityITM_IV":"0.1684","ProbabilityOTM_IV":"0.8316","StandardDeviation":"0.1853","TheoreticalValue_IV":"2.25"},{"Ask":"36.8","Bid":"33.6","Low":"0","Mid":"35.2","Rho":"0.04819245","High":"0","Last":"26.05","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C144","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"144"}],"Open":"0","Side":"Call","Vega":"0.08137925","Close":"26.05","Delta":"0.8582184","Gamma":"0.00578649","Theta":"-0.29764724","Volume":0,"AskSize":8,"BidSize":35,"Strikes":["144"],"NetChange":"0","NetChangePct":"0","PreviousClose":"26.05","ProbabilityBE":"0.4665","ExtrinsicValue":"3.33","IntrinsicValue":"33.47","ProbabilityITM":"0.9379","ProbabilityOTM":"0.0621","ProbabilityBE_IV":"0.4521","TheoreticalValue":"34.175","DailyOpenInterest":2,"ImpliedVolatility":"1.0702","ProbabilityITM_IV":"0.8034","ProbabilityOTM_IV":"0.1966","StandardDeviation":"0.217","TheoreticalValue_IV":"36.8"},{"Ask":"20.5","Bid":"17.2","Low":"0","Mid":"18.85","Rho":"0.04216019","High":"0","Last":"15.98","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C165","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"0","Side":"Call","Vega":"0.12879048","Close":"15.98","Delta":"0.68490372","Gamma":"0.01035404","Theta":"-0.41049226","Volume":0,"AskSize":21,"BidSize":21,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"15.98","ProbabilityBE":"0.4075","ExtrinsicValue":"8.03","IntrinsicValue":"12.47","ProbabilityITM":"0.6918","ProbabilityOTM":"0.3082","ProbabilityBE_IV":"0.4164","TheoreticalValue":"16.7177","DailyOpenInterest":6,"ImpliedVolatility":"0.9466","ProbabilityITM_IV":"0.6134","ProbabilityOTM_IV":"0.3866","StandardDeviation":"0.1919","TheoreticalValue_IV":"20.5"},{"Ask":"1.8","Bid":"0.7","Low":"1.4","Mid":"1.25","Rho":"-0.00920073","High":"1.4","Last":"1.4","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P147","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"147"}],"Open":"1.4","Side":"Put","Vega":"0.06997786","Close":"1.4","Delta":"-0.11411841","Gamma":"0.00641584","Theta":"-0.18847351","Volume":3,"AskSize":14,"BidSize":164,"Strikes":["147"],"NetChange":"-0.66","NetChangePct":"-0.3204","PreviousClose":"2.06","ProbabilityBE":"0.0783","ExtrinsicValue":"1.8","IntrinsicValue":"0","ProbabilityITM":"0.0837","ProbabilityOTM":"0.9163","ProbabilityBE_IV":"0.1438","TheoreticalValue":"0.7006","DailyOpenInterest":2,"ImpliedVolatility":"0.83","ProbabilityITM_IV":"0.1502","ProbabilityOTM_IV":"0.8498","StandardDeviation":"0.1683","TheoreticalValue_IV":"1.8"},{"Ask":"32.5","Bid":"29.5","Low":"0","Mid":"31","Rho":"0.04963763","High":"0","Last":"38.49","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C148","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"148"}],"Open":"0","Side":"Call","Vega":"0.08319302","Close":"38.49","Delta":"0.8535067","Gamma":"0.00674928","Theta":"-0.26825556","Volume":0,"AskSize":14,"BidSize":81,"Strikes":["148"],"NetChange":"0","NetChangePct":"0","PreviousClose":"38.49","ProbabilityBE":"0.4612","ExtrinsicValue":"3.03","IntrinsicValue":"29.47","ProbabilityITM":"0.908","ProbabilityOTM":"0.092","ProbabilityBE_IV":"0.4532","TheoreticalValue":"30.4861","DailyOpenInterest":42,"ImpliedVolatility":"0.938","ProbabilityITM_IV":"0.8051","ProbabilityOTM_IV":"0.1949","StandardDeviation":"0.1902","TheoreticalValue_IV":"32.5"},{"Ask":"5.6","Bid":"3.4","Low":"0","Mid":"4.5","Rho":"0.02030434","High":"0","Last":"3.7","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C197.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"197.5"}],"Open":"0","Side":"Call","Vega":"0.12711884","Close":"3.7","Delta":"0.30577333","Gamma":"0.0111784","Theta":"-0.36611218","Volume":0,"AskSize":25,"BidSize":46,"Strikes":["197.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.7","ProbabilityBE":"0.1634","ExtrinsicValue":"5.6","IntrinsicValue":"0","ProbabilityITM":"0.1926","ProbabilityOTM":"0.8074","ProbabilityBE_IV":"0.2212","TheoreticalValue":"2.9363","DailyOpenInterest":12,"ImpliedVolatility":"0.8654","ProbabilityITM_IV":"0.2468","ProbabilityOTM_IV":"0.7532","StandardDeviation":"0.1754","TheoreticalValue_IV":"5.6"},{"Ask":"35","Bid":"31.4","Low":"0","Mid":"33.2","Rho":"0.04818995","High":"0","Last":"35.18","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C146","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"146"}],"Open":"0","Side":"Call","Vega":"0.08525274","Close":"35.18","Delta":"0.84804214","Gamma":"0.00620574","Theta":"-0.30431467","Volume":0,"AskSize":9,"BidSize":51,"Strikes":["146"],"NetChange":"0","NetChangePct":"0","PreviousClose":"35.18","ProbabilityBE":"0.4641","ExtrinsicValue":"3.53","IntrinsicValue":"31.47","ProbabilityITM":"0.924","ProbabilityOTM":"0.076","ProbabilityBE_IV":"0.4515","TheoreticalValue":"32.3156","DailyOpenInterest":2,"ImpliedVolatility":"1.0454","ProbabilityITM_IV":"0.7923","ProbabilityOTM_IV":"0.2077","StandardDeviation":"0.2119","TheoreticalValue_IV":"35"},{"Ask":"34.1","Bid":"30.7","Low":"0","Mid":"32.4","Rho":"0.04817568","High":"0","Last":"39.65","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C147","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"147"}],"Open":"0","Side":"Call","Vega":"0.08719333","Close":"39.65","Delta":"0.84277809","Gamma":"0.00642663","Theta":"-0.30726402","Volume":0,"AskSize":7,"BidSize":54,"Strikes":["147"],"NetChange":"0","NetChangePct":"0","PreviousClose":"39.65","ProbabilityBE":"0.4627","ExtrinsicValue":"3.63","IntrinsicValue":"30.47","ProbabilityITM":"0.9163","ProbabilityOTM":"0.0837","ProbabilityBE_IV":"0.4511","TheoreticalValue":"31.3969","DailyOpenInterest":4,"ImpliedVolatility":"1.0325","ProbabilityITM_IV":"0.7867","ProbabilityOTM_IV":"0.2133","StandardDeviation":"0.2093","TheoreticalValue_IV":"34.1"},{"Ask":"9.8","Bid":"7.5","Low":"8.58","Mid":"8.65","Rho":"0.02912114","High":"8.58","Last":"8.58","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C185","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"185"}],"Open":"8.58","Side":"Call","Vega":"0.14341068","Close":"8.58","Delta":"0.44851385","Gamma":"0.01227052","Theta":"-0.42584939","Volume":1,"AskSize":34,"BidSize":15,"Strikes":["185"],"NetChange":"-2.82","NetChangePct":"-0.2474","PreviousClose":"11.4","ProbabilityBE":"0.2659","ExtrinsicValue":"9.8","IntrinsicValue":"0","ProbabilityITM":"0.3556","ProbabilityOTM":"0.6444","ProbabilityBE_IV":"0.3102","TheoreticalValue":"6.2944","DailyOpenInterest":51,"ImpliedVolatility":"0.8894","ProbabilityITM_IV":"0.3779","ProbabilityOTM_IV":"0.6221","StandardDeviation":"0.1803","TheoreticalValue_IV":"9.8"},{"Ask":"1.6","Bid":"0.5","Low":"0","Mid":"1.05","Rho":"-0.00791799","High":"0","Last":"1.41","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P143","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"143"}],"Open":"0","Side":"Put","Vega":"0.06264795","Close":"1.41","Delta":"-0.09792113","Gamma":"0.00538666","Theta":"-0.18012857","Volume":0,"AskSize":24,"BidSize":36,"Strikes":["143"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.41","ProbabilityBE":"0.0534","ExtrinsicValue":"1.6","IntrinsicValue":"0","ProbabilityITM":"0.0559","ProbabilityOTM":"0.9441","ProbabilityBE_IV":"0.1294","TheoreticalValue":"0.4244","DailyOpenInterest":4,"ImpliedVolatility":"0.8851","ProbabilityITM_IV":"0.1329","ProbabilityOTM_IV":"0.8671","StandardDeviation":"0.1794","TheoreticalValue_IV":"1.6"},{"Ask":"6.3","Bid":"5.4","Low":"5.9","Mid":"5.85","Rho":"0.02303936","High":"5.9","Last":"5.9","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C192.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"192.5"}],"Open":"5.9","Side":"Call","Vega":"0.13379708","Close":"5.9","Delta":"0.34665521","Gamma":"0.01246029","Theta":"-0.36455743","Volume":2,"AskSize":15,"BidSize":26,"Strikes":["192.5"],"NetChange":"-1.6","NetChangePct":"-0.2133","PreviousClose":"7.5","ProbabilityBE":"0.203","ExtrinsicValue":"6.3","IntrinsicValue":"0","ProbabilityITM":"0.2505","ProbabilityOTM":"0.7495","ProbabilityBE_IV":"0.2465","TheoreticalValue":"4.0381","DailyOpenInterest":6,"ImpliedVolatility":"0.8172","ProbabilityITM_IV":"0.2873","ProbabilityOTM_IV":"0.7127","StandardDeviation":"0.1657","TheoreticalValue_IV":"6.3"},{"Ask":"6.4","Bid":"3.5","Low":"0","Mid":"4.95","Rho":"0.02209663","High":"0","Last":"7.31","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C195","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"195"}],"Open":"0","Side":"Call","Vega":"0.13198446","Close":"7.31","Delta":"0.33448673","Gamma":"0.01145041","Theta":"-0.38547625","Volume":0,"AskSize":31,"BidSize":44,"Strikes":["195"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.31","ProbabilityBE":"0.1828","ExtrinsicValue":"6.4","IntrinsicValue":"0","ProbabilityITM":"0.2203","ProbabilityOTM":"0.7797","ProbabilityBE_IV":"0.2405","TheoreticalValue":"3.4511","DailyOpenInterest":7,"ImpliedVolatility":"0.8772","ProbabilityITM_IV":"0.272","ProbabilityOTM_IV":"0.728","StandardDeviation":"0.1778","TheoreticalValue_IV":"6.4"},{"Ask":"15.6","Bid":"13.2","Low":"0","Mid":"14.4","Rho":"0.03795852","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C172.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"172.5"}],"Open":"0","Side":"Call","Vega":"0.13999881","Close":"0","Delta":"0.60054806","Gamma":"0.01183041","Theta":"-0.42315008","Volume":0,"AskSize":25,"BidSize":15,"Strikes":["172.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3631","ExtrinsicValue":"10.63","IntrinsicValue":"4.97","ProbabilityITM":"0.5645","ProbabilityOTM":"0.4355","ProbabilityBE_IV":"0.384","TheoreticalValue":"12.0086","DailyOpenInterest":0,"ImpliedVolatility":"0.9006","ProbabilityITM_IV":"0.5282","ProbabilityOTM_IV":"0.4718","StandardDeviation":"0.1826","TheoreticalValue_IV":"15.6"},{"Ask":"4.8","Bid":"1.75","Low":"0","Mid":"3.275","Rho":"0.01707772","High":"0","Last":"5.3","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C205","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"205"}],"Open":"0","Side":"Call","Vega":"0.11704047","Close":"5.3","Delta":"0.2576887","Gamma":"0.00951421","Theta":"-0.36388508","Volume":0,"AskSize":18,"BidSize":18,"Strikes":["205"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.3","ProbabilityBE":"0.1118","ExtrinsicValue":"4.8","IntrinsicValue":"0","ProbabilityITM":"0.1247","ProbabilityOTM":"0.8753","ProbabilityBE_IV":"0.1877","TheoreticalValue":"1.7619","DailyOpenInterest":22,"ImpliedVolatility":"0.9362","ProbabilityITM_IV":"0.2","ProbabilityOTM_IV":"0.8","StandardDeviation":"0.1898","TheoreticalValue_IV":"4.8"},{"Ask":"14.4","Bid":"12.2","Low":"0","Mid":"13.3","Rho":"-0.04528971","High":"0","Last":"15.9","Legs":[{"Ratio":1,"Symbol":"WDAY 260828P182.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"182.5"}],"Open":"0","Side":"Put","Vega":"0.1441921","Close":"15.9","Delta":"-0.53056291","Gamma":"0.01353566","Theta":"-0.37281013","Volume":0,"AskSize":12,"BidSize":31,"Strikes":["182.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"15.9","ProbabilityBE":"0.401","ExtrinsicValue":"9.37","IntrinsicValue":"5.03","ProbabilityITM":"0.6052","ProbabilityOTM":"0.3948","ProbabilityBE_IV":"0.4333","TheoreticalValue":"11.9892","DailyOpenInterest":4,"ImpliedVolatility":"0.8107","ProbabilityITM_IV":"0.5957","ProbabilityOTM_IV":"0.4043","StandardDeviation":"0.1643","TheoreticalValue_IV":"14.4"}],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-13T14:30:55.457Z","selectedExpiration":{"date":"2026-08-28T00:00:00Z","type":"Weekly"}},"candidates":[{"variant":"call_debit_spread","recommended":true,"expiration":"2026-08-28T00:00:00.000Z","dte":15,"legs":[{"ask":17.4,"bid":14.5,"mid":15.95,"raw":{"Ask":"17.4","Bid":"14.5","Low":"0","Mid":"15.95","Rho":"0.03930968","High":"0","Last":"18.35","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C170","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"0","Side":"Call","Vega":"0.13699605","Close":"18.35","Delta":"0.62893854","Gamma":"0.01117573","Theta":"-0.42913097","Volume":0,"AskSize":13,"BidSize":9,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"18.35","ProbabilityBE":"0.3794","ExtrinsicValue":"9.93","IntrinsicValue":"7.47","ProbabilityITM":"0.6078","ProbabilityOTM":"0.3922","ProbabilityBE_IV":"0.3968","TheoreticalValue":"13.4718","DailyOpenInterest":43,"ImpliedVolatility":"0.9329","ProbabilityITM_IV":"0.5551","ProbabilityOTM_IV":"0.4449","StandardDeviation":"0.1891","TheoreticalValue_IV":"17.4"},"delta":0.62893854,"ratio":1,"strike":170,"symbol":"WDAY 260828C170","volume":0,"askSize":13,"bidSize":9,"expiration":"2026-08-28T00:00:00Z","optionType":"call","openInterest":43,"impliedVolatility":0.9329},{"ask":4.5,"bid":3.6,"mid":4.05,"raw":{"Ask":"4.5","Bid":"3.6","Low":"4.4","Mid":"4.05","Rho":"0.01799616","High":"4.5","Last":"4.5","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C200","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"200"}],"Open":"4.5","Side":"Call","Vega":"0.11950275","Close":"4.5","Delta":"0.26840211","Gamma":"0.0110488","Theta":"-0.32731319","Volume":3,"AskSize":15,"BidSize":16,"Strikes":["200"],"NetChange":"1.13","NetChangePct":"0.3353","PreviousClose":"3.37","ProbabilityBE":"0.145","ExtrinsicValue":"4.5","IntrinsicValue":"0","ProbabilityITM":"0.1675","ProbabilityOTM":"0.8325","ProbabilityBE_IV":"0.1951","TheoreticalValue":"2.4873","DailyOpenInterest":1695,"ImpliedVolatility":"0.8231","ProbabilityITM_IV":"0.216","ProbabilityOTM_IV":"0.784","StandardDeviation":"0.1669","TheoreticalValue_IV":"4.5"},"delta":0.26840211,"ratio":-1,"strike":200,"symbol":"WDAY 260828C200","volume":3,"askSize":15,"bidSize":16,"expiration":"2026-08-28T00:00:00Z","optionType":"call","openInterest":1695,"impliedVolatility":0.8231}],"entryBid":10,"entryAsk":13.799999999999999,"entryMid":11.899999999999999,"entryDebit":13.799999999999999,"rejectionReasons":[]},{"variant":"long_call_60_delta","recommended":false,"expiration":"2026-08-28T00:00:00.000Z","dte":15,"legs":[{"ask":17.4,"bid":14.5,"mid":15.95,"raw":{"Ask":"17.4","Bid":"14.5","Low":"0","Mid":"15.95","Rho":"0.03930968","High":"0","Last":"18.35","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C170","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"0","Side":"Call","Vega":"0.13699605","Close":"18.35","Delta":"0.62893854","Gamma":"0.01117573","Theta":"-0.42913097","Volume":0,"AskSize":13,"BidSize":9,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"18.35","ProbabilityBE":"0.3794","ExtrinsicValue":"9.93","IntrinsicValue":"7.47","ProbabilityITM":"0.6078","ProbabilityOTM":"0.3922","ProbabilityBE_IV":"0.3968","TheoreticalValue":"13.4718","DailyOpenInterest":43,"ImpliedVolatility":"0.9329","ProbabilityITM_IV":"0.5551","ProbabilityOTM_IV":"0.4449","StandardDeviation":"0.1891","TheoreticalValue_IV":"17.4"},"delta":0.62893854,"ratio":1,"strike":170,"symbol":"WDAY 260828C170","volume":0,"askSize":13,"bidSize":9,"expiration":"2026-08-28T00:00:00Z","optionType":"call","openInterest":43,"impliedVolatility":0.9329}],"entryBid":14.5,"entryAsk":17.4,"entryMid":15.95,"entryDebit":17.4,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-08-28T00:00:00.000Z","dte":15,"legs":[{"ask":23.1,"bid":20.9,"mid":22,"raw":{"Ask":"23.1","Bid":"20.9","Low":"0","Mid":"22","Rho":"0.04572046","High":"0","Last":"18.97","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C160","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"160"}],"Open":"0","Side":"Call","Vega":"0.11576873","Close":"18.97","Delta":"0.74763686","Gamma":"0.00985138","Theta":"-0.35100918","Volume":0,"AskSize":19,"BidSize":16,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"18.97","ProbabilityBE":"0.4297","ExtrinsicValue":"5.63","IntrinsicValue":"17.47","ProbabilityITM":"0.7689","ProbabilityOTM":"0.2311","ProbabilityBE_IV":"0.4319","TheoreticalValue":"20.3673","DailyOpenInterest":46,"ImpliedVolatility":"0.8943","ProbabilityITM_IV":"0.686","ProbabilityOTM_IV":"0.314","StandardDeviation":"0.1813","TheoreticalValue_IV":"23.1"},"delta":0.74763686,"ratio":1,"strike":160,"symbol":"WDAY 260828C160","volume":0,"askSize":19,"bidSize":16,"expiration":"2026-08-28T00:00:00Z","optionType":"call","openInterest":46,"impliedVolatility":0.8943}],"entryBid":20.9,"entryAsk":23.1,"entryMid":22,"entryDebit":23.1,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_WDAY_60_L_1786627800000","variant":"call_debit_spread","exitBid":19.3,"exitAsk":25.9,"exitMid":22.6,"exitCredit":19.3,"pnlPerContract":550.0000000000002,"returnOnDebit":0.3985507246376813,"quote":{"ask":25.9,"bid":19.3,"mid":22.6,"raw":{"Ask":"25.9","Bid":"19.3","Low":"9.1","Mid":"22.6","Rho":"0.00820606","High":"28.82","Last":"24.29","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C170","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"170"},{"Ratio":-1,"Symbol":"WDAY 260828C200","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"200"}],"Open":"8.5","Side":"Call","Vega":"-0.0583312","Close":"24.29","Delta":"0.20836898","Gamma":"-0.00484758","Theta":"0.09319292","Volume":5,"AskSize":7,"BidSize":6,"Strikes":["170","200"],"NetChange":"9.31","NetChangePct":"0.6215","PreviousClose":"14.98","ExtrinsicValue":"-6.3","IntrinsicValue":"30","TheoreticalValue":"24.0448","DailyOpenInterest":43,"ImpliedVolatility":"1.03","StandardDeviation":"0.2088","TheoreticalValue_IV":"23.6999"},"capturedAt":"2026-08-13T19:30:26.549Z"},"closedAt":"2026-08-13T19:30:00.000Z"},{"signalId":"DDV1_BATS_WDAY_60_L_1786627800000","variant":"long_call_60_delta","exitBid":39.7,"exitAsk":44.1,"exitMid":41.9,"exitCredit":39.7,"pnlPerContract":2230.0000000000005,"returnOnDebit":1.2816091954022992,"quote":{"ask":44.1,"bid":39.7,"mid":41.9,"raw":{"Ask":"44.1","Bid":"39.7","Low":"13","Mid":"41.9","Rho":"0.05584251","High":"49.07","Last":"42.39","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C170","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"13","Side":"Call","Vega":"0.09656285","Close":"42.39","Delta":"0.85618049","Gamma":"0.00482537","Theta":"-0.36821585","Volume":5,"AskSize":7,"BidSize":6,"Strikes":["170"],"NetChange":"24.04","NetChangePct":"1.3101","PreviousClose":"18.35","ProbabilityBE":"0.4672","ExtrinsicValue":"4.1","IntrinsicValue":"40","ProbabilityITM":"0.9414","ProbabilityOTM":"0.0586","ProbabilityBE_IV":"0.4515","TheoreticalValue":"40.7889","DailyOpenInterest":43,"ImpliedVolatility":"1.1027","ProbabilityITM_IV":"0.7994","ProbabilityOTM_IV":"0.2006","StandardDeviation":"0.2235","TheoreticalValue_IV":"44.1"},"capturedAt":"2026-08-13T19:30:28.059Z"},"closedAt":"2026-08-13T19:30:00.000Z"},{"signalId":"DDV1_BATS_WDAY_60_L_1786627800000","variant":"long_call_75_delta","exitBid":48.4,"exitAsk":53,"exitMid":50.7,"exitCredit":48.4,"pnlPerContract":2529.9999999999995,"returnOnDebit":1.0952380952380951,"quote":{"ask":53,"bid":48.4,"mid":50.7,"raw":{"Ask":"53","Bid":"48.4","Low":"49.27","Mid":"50.7","Rho":"0.05495589","High":"49.27","Last":"49.27","Legs":[{"Ratio":1,"Symbol":"WDAY 260828C160","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"160"}],"Open":"49.27","Side":"Call","Vega":"0.08015651","Close":"49.27","Delta":"0.88966435","Gamma":"0.00363986","Theta":"-0.33832821","Volume":1,"AskSize":1,"BidSize":1,"Strikes":["160"],"NetChange":"30.3","NetChangePct":"1.5973","PreviousClose":"18.97","ProbabilityBE":"0.4728","ExtrinsicValue":"3.3215","IntrinsicValue":"49.6785","ProbabilityITM":"0.9783","ProbabilityOTM":"0.0217","ProbabilityBE_IV":"0.4502","TheoreticalValue":"50.083","DailyOpenInterest":46,"ImpliedVolatility":"1.2172","ProbabilityITM_IV":"0.8359","ProbabilityOTM_IV":"0.1641","StandardDeviation":"0.2467","TheoreticalValue_IV":"53"},"capturedAt":"2026-08-13T19:30:29.570Z"},"closedAt":"2026-08-13T19:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_WDAY_60_L_1786627800000","variant":"call_debit_spread","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":13.799999999999999,"rawEvent":{"riskBudgetDollars":95.599873125},"submittedAt":"2026-08-13T14:30:55.505Z"}],"capturedAt":"2026-08-13T14:30:47.277Z","closedAt":"2026-08-13T19:30:00.000Z"},{"signalId":"DDV1_BATS_UHS_D_L_1786541400000","symbol":"UHS","timeframe":"D","underlyingEntryPrice":172.41,"predictedHoldBars":5.5325658499467405,"predictedMfeR":0.5295743668858293,"policyVersion":"shadow_v1","status":"captured","recommendedVariant":"long_call_60_delta","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"2.65","Bid":"0","Low":"0","Mid":"1.325","Rho":"-0.02285671","High":"0","Last":"0.57","Legs":[{"Ratio":1,"Symbol":"UHS 260918P135","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"135"}],"Open":"0","Side":"Put","Vega":"0.10770233","Close":"0.57","Delta":"-0.11716639","Gamma":"0.00473614","Theta":"-0.11027923","Volume":0,"AskSize":15,"BidSize":0,"Strikes":["135"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.57","ProbabilityBE":"0.0129","ExtrinsicValue":"2.65","IntrinsicValue":"0","ProbabilityITM":"0.0131","ProbabilityOTM":"0.9869","ProbabilityBE_IV":"0.1705","TheoreticalValue":"0.0665","DailyOpenInterest":116,"ImpliedVolatility":"0.7584","ProbabilityITM_IV":"0.171","ProbabilityOTM_IV":"0.829","StandardDeviation":"0.2382","TheoreticalValue_IV":"2.6501"},{"Ask":"16.1","Bid":"12.7","Low":"0","Mid":"14.4","Rho":"-0.12658561","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918P185","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"185"}],"Open":"0","Side":"Put","Vega":"0.20466571","Close":"0","Delta":"-0.64096716","Gamma":"0.01559661","Theta":"-0.11059156","Volume":0,"AskSize":18,"BidSize":31,"Strikes":["185"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4438","ExtrinsicValue":"4.805","IntrinsicValue":"11.295","ProbabilityITM":"0.7207","ProbabilityOTM":"0.2793","ProbabilityBE_IV":"0.4636","TheoreticalValue":"14.4724","DailyOpenInterest":0,"ImpliedVolatility":"0.4377","ProbabilityITM_IV":"0.6911","ProbabilityOTM_IV":"0.3089","StandardDeviation":"0.1374","TheoreticalValue_IV":"16.1001"},{"Ask":"20.2","Bid":"16.7","Low":"0","Mid":"18.45","Rho":"-0.14036929","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918P190","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"190"}],"Open":"0","Side":"Put","Vega":"0.1911476","Close":"0","Delta":"-0.69733034","Gamma":"0.01377965","Theta":"-0.10761724","Volume":0,"AskSize":18,"BidSize":18,"Strikes":["190"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4682","ExtrinsicValue":"3.905","IntrinsicValue":"16.295","ProbabilityITM":"0.7947","ProbabilityOTM":"0.2053","ProbabilityBE_IV":"0.4874","TheoreticalValue":"18.2921","DailyOpenInterest":0,"ImpliedVolatility":"0.4626","ProbabilityITM_IV":"0.7462","ProbabilityOTM_IV":"0.2538","StandardDeviation":"0.1453","TheoreticalValue_IV":"20.2001"},{"Ask":"0.9","Bid":"0.15","Low":"0","Mid":"0.525","Rho":"0.01751101","High":"0","Last":"0.85","Legs":[{"Ratio":1,"Symbol":"UHS 260918C200","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"200"}],"Open":"0","Side":"Call","Vega":"0.1006821","Close":"0.85","Delta":"0.10662875","Gamma":"0.01000439","Theta":"-0.04836859","Volume":0,"AskSize":20,"BidSize":8,"Strikes":["200"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.85","ProbabilityBE":"0.0918","ExtrinsicValue":"0.9","IntrinsicValue":"0","ProbabilityITM":"0.1003","ProbabilityOTM":"0.8997","ProbabilityBE_IV":"0.0803","TheoreticalValue":"1.1132","DailyOpenInterest":35,"ImpliedVolatility":"0.3356","ProbabilityITM_IV":"0.0884","ProbabilityOTM_IV":"0.9116","StandardDeviation":"0.1054","TheoreticalValue_IV":"0.9"},{"Ask":"3.6","Bid":"1.15","Low":"0","Mid":"2.375","Rho":"0.05032814","High":"0","Last":"2.11","Legs":[{"Ratio":1,"Symbol":"UHS 260918C185","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"185"}],"Open":"0","Side":"Call","Vega":"0.19379844","Close":"2.11","Delta":"0.31229376","Gamma":"0.01867918","Theta":"-0.09756879","Volume":0,"AskSize":33,"BidSize":24,"Strikes":["185"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.11","ProbabilityBE":"0.2219","ExtrinsicValue":"3.6","IntrinsicValue":"0","ProbabilityITM":"0.2793","ProbabilityOTM":"0.7207","ProbabilityBE_IV":"0.2164","TheoreticalValue":"3.7906","DailyOpenInterest":58,"ImpliedVolatility":"0.346","ProbabilityITM_IV":"0.2748","ProbabilityOTM_IV":"0.7252","StandardDeviation":"0.1087","TheoreticalValue_IV":"3.6"},{"Ask":"9.6","Bid":"6.2","Low":"0","Mid":"7.9","Rho":"-0.0931767","High":"0","Last":"9.6","Legs":[{"Ratio":1,"Symbol":"UHS 260918P175","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"175"}],"Open":"0","Side":"Put","Vega":"0.21828787","Close":"9.6","Delta":"-0.48465503","Gamma":"0.01721403","Theta":"-0.11777951","Volume":0,"AskSize":46,"BidSize":39,"Strikes":["175"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.6","ProbabilityBE":"0.3689","ExtrinsicValue":"8.305","IntrinsicValue":"1.295","ProbabilityITM":"0.5357","ProbabilityOTM":"0.4643","ProbabilityBE_IV":"0.3966","TheoreticalValue":"8.1349","DailyOpenInterest":6,"ImpliedVolatility":"0.4229","ProbabilityITM_IV":"0.5378","ProbabilityOTM_IV":"0.4622","StandardDeviation":"0.1328","TheoreticalValue_IV":"9.6001"},{"Ask":"3.9","Bid":"0.75","Low":"0","Mid":"2.325","Rho":"-0.04676127","High":"0","Last":"3.1","Legs":[{"Ratio":1,"Symbol":"UHS 260918P160","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"160"}],"Open":"0","Side":"Put","Vega":"0.17343901","Close":"3.1","Delta":"-0.24847179","Gamma":"0.0129301","Theta":"-0.10220082","Volume":0,"AskSize":19,"BidSize":15,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.1","ProbabilityBE":"0.1996","ExtrinsicValue":"3.9","IntrinsicValue":"0","ProbabilityITM":"0.2391","ProbabilityOTM":"0.7609","ProbabilityBE_IV":"0.2596","TheoreticalValue":"2.3834","DailyOpenInterest":172,"ImpliedVolatility":"0.4474","ProbabilityITM_IV":"0.2952","ProbabilityOTM_IV":"0.7048","StandardDeviation":"0.1405","TheoreticalValue_IV":"3.9001"},{"Ask":"2.6","Bid":"0","Low":"0","Mid":"1.3","Rho":"-0.01804382","High":"0","Last":"1.35","Legs":[{"Ratio":1,"Symbol":"UHS 260918P120","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"120"}],"Open":"0","Side":"Put","Vega":"0.08860475","Close":"1.35","Delta":"-0.08957033","Gamma":"0.0029575","Theta":"-0.12020973","Volume":0,"AskSize":19,"BidSize":0,"Strikes":["120"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.35","ProbabilityBE":"0.0005","ExtrinsicValue":"2.6","IntrinsicValue":"0","ProbabilityITM":"0.0005","ProbabilityOTM":"0.9995","ProbabilityBE_IV":"0.1519","TheoreticalValue":"0.0018","DailyOpenInterest":1,"ImpliedVolatility":"0.9992","ProbabilityITM_IV":"0.1519","ProbabilityOTM_IV":"0.8481","StandardDeviation":"0.3138","TheoreticalValue_IV":"2.6"},{"Ask":"45.4","Bid":"41","Low":"0","Mid":"43.2","Rho":"0.11564846","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C130","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"130"}],"Open":"0","Side":"Call","Vega":"0.07242201","Close":"0","Delta":"0.93135568","Gamma":"0.00357907","Theta":"-0.07915185","Volume":0,"AskSize":8,"BidSize":5,"Strikes":["130"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4805","ExtrinsicValue":"1.695","IntrinsicValue":"43.705","ProbabilityITM":"0.9948","ProbabilityOTM":"0.0052","ProbabilityBE_IV":"0.4591","TheoreticalValue":"44.2045","DailyOpenInterest":0,"ImpliedVolatility":"0.6749","ProbabilityITM_IV":"0.8985","ProbabilityOTM_IV":"0.1015","StandardDeviation":"0.2119","TheoreticalValue_IV":"45.4"},{"Ask":"30.1","Bid":"26.1","Low":"0","Mid":"28.1","Rho":"0.12940688","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C145","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"145"}],"Open":"0","Side":"Call","Vega":"0.07909399","Close":"0","Delta":"0.92298277","Gamma":"0.00612538","Theta":"-0.06013221","Volume":0,"AskSize":18,"BidSize":14,"Strikes":["145"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4722","ExtrinsicValue":"1.395","IntrinsicValue":"28.705","ProbabilityITM":"0.9437","ProbabilityOTM":"0.0563","ProbabilityBE_IV":"0.4685","TheoreticalValue":"29.6086","DailyOpenInterest":0,"ImpliedVolatility":"0.4306","ProbabilityITM_IV":"0.9014","ProbabilityOTM_IV":"0.0986","StandardDeviation":"0.1352","TheoreticalValue_IV":"30.1"},{"Ask":"10.2","Bid":"6.6","Low":"0","Mid":"8.4","Rho":"0.0950213","High":"0","Last":"6.6","Legs":[{"Ratio":1,"Symbol":"UHS 260918C170","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"0","Side":"Call","Vega":"0.21021191","Close":"6.6","Delta":"0.60921272","Gamma":"0.01926279","Theta":"-0.11514606","Volume":0,"AskSize":53,"BidSize":97,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.6","ProbabilityBE":"0.3661","ExtrinsicValue":"6.495","IntrinsicValue":"3.705","ProbabilityITM":"0.567","ProbabilityOTM":"0.433","ProbabilityBE_IV":"0.368","TheoreticalValue":"10.029","DailyOpenInterest":47,"ImpliedVolatility":"0.364","ProbabilityITM_IV":"0.5646","ProbabilityOTM_IV":"0.4354","StandardDeviation":"0.1143","TheoreticalValue_IV":"10.2"},{"Ask":"12.5","Bid":"9.2","Low":"0","Mid":"10.85","Rho":"-0.11053724","High":"0","Last":"11.6","Legs":[{"Ratio":1,"Symbol":"UHS 260918P180","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"180"}],"Open":"0","Side":"Put","Vega":"0.21521051","Close":"11.6","Delta":"-0.56861428","Gamma":"0.01697232","Theta":"-0.11421052","Volume":0,"AskSize":18,"BidSize":18,"Strikes":["180"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.6","ProbabilityBE":"0.411","ExtrinsicValue":"6.205","IntrinsicValue":"6.295","ProbabilityITM":"0.6333","ProbabilityOTM":"0.3667","ProbabilityBE_IV":"0.4326","TheoreticalValue":"11.0674","DailyOpenInterest":1,"ImpliedVolatility":"0.4229","ProbabilityITM_IV":"0.6203","ProbabilityOTM_IV":"0.3797","StandardDeviation":"0.1328","TheoreticalValue_IV":"12.4999"},{"Ask":"2.6","Bid":"0","Low":"0","Mid":"1.3","Rho":"-0.01582289","High":"0","Last":"0.4","Legs":[{"Ratio":1,"Symbol":"UHS 260918P110","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"110"}],"Open":"0","Side":"Put","Vega":"0.07884876","Close":"0.4","Delta":"-0.07670327","Gamma":"0.00223599","Theta":"-0.12622656","Volume":0,"AskSize":28,"BidSize":0,"Strikes":["110"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.4","ProbabilityBE":"0","ExtrinsicValue":"2.6","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.1453","TheoreticalValue":"0.0001","DailyOpenInterest":6,"ImpliedVolatility":"1.1761","ProbabilityITM_IV":"0.1453","ProbabilityOTM_IV":"0.8547","StandardDeviation":"0.3694","TheoreticalValue_IV":"2.6"},{"Ask":"1.35","Bid":"0.35","Low":"0","Mid":"0.85","Rho":"0.02479466","High":"0","Last":"1","Legs":[{"Ratio":1,"Symbol":"UHS 260918C195","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"195"}],"Open":"0","Side":"Call","Vega":"0.12847248","Close":"1","Delta":"0.15141616","Gamma":"0.0130534","Theta":"-0.06065915","Volume":0,"AskSize":26,"BidSize":4,"Strikes":["195"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1","ProbabilityBE":"0.1287","ExtrinsicValue":"1.35","IntrinsicValue":"0","ProbabilityITM":"0.1459","ProbabilityOTM":"0.8541","ProbabilityBE_IV":"0.1115","TheoreticalValue":"1.7208","DailyOpenInterest":3,"ImpliedVolatility":"0.3282","ProbabilityITM_IV":"0.1284","ProbabilityOTM_IV":"0.8716","StandardDeviation":"0.1031","TheoreticalValue_IV":"1.35"},{"Ask":"34.9","Bid":"31","Low":"0","Mid":"32.95","Rho":"0.1277898","High":"0","Last":"30.01","Legs":[{"Ratio":1,"Symbol":"UHS 260918C140","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"140"}],"Open":"0","Side":"Call","Vega":"0.06416273","Close":"30.01","Delta":"0.94124747","Gamma":"0.00458704","Theta":"-0.05427546","Volume":0,"AskSize":15,"BidSize":11,"Strikes":["140"],"NetChange":"0","NetChangePct":"0","PreviousClose":"30.01","ProbabilityBE":"0.4768","ExtrinsicValue":"1.195","IntrinsicValue":"33.705","ProbabilityITM":"0.9713","ProbabilityOTM":"0.0287","ProbabilityBE_IV":"0.4701","TheoreticalValue":"34.3843","DailyOpenInterest":5,"ImpliedVolatility":"0.4665","ProbabilityITM_IV":"0.9219","ProbabilityOTM_IV":"0.0781","StandardDeviation":"0.1465","TheoreticalValue_IV":"34.9"},{"Ask":"3","Bid":"0.4","Low":"0","Mid":"1.7","Rho":"-0.03245152","High":"0","Last":"0.85","Legs":[{"Ratio":1,"Symbol":"UHS 260918P150","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"150"}],"Open":"0","Side":"Put","Vega":"0.1389517","Close":"0.85","Delta":"-0.17074138","Gamma":"0.00839484","Theta":"-0.10243921","Volume":0,"AskSize":82,"BidSize":34,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.85","ProbabilityBE":"0.0918","ExtrinsicValue":"3","IntrinsicValue":"0","ProbabilityITM":"0.0994","ProbabilityOTM":"0.9006","ProbabilityBE_IV":"0.2101","TheoreticalValue":"0.7534","DailyOpenInterest":14,"ImpliedVolatility":"0.552","ProbabilityITM_IV":"0.2185","ProbabilityOTM_IV":"0.7815","StandardDeviation":"0.1734","TheoreticalValue_IV":"3"},{"Ask":"5.4","Bid":"3.1","Low":"0","Mid":"4.25","Rho":"0.06535272","High":"0","Last":"3.4","Legs":[{"Ratio":1,"Symbol":"UHS 260918C180","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"180"}],"Open":"0","Side":"Call","Vega":"0.21282918","Close":"3.4","Delta":"0.40969891","Gamma":"0.019934","Theta":"-0.11112757","Volume":0,"AskSize":46,"BidSize":25,"Strikes":["180"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.4","ProbabilityBE":"0.2729","ExtrinsicValue":"5.4","IntrinsicValue":"0","ProbabilityITM":"0.3667","ProbabilityOTM":"0.6333","ProbabilityBE_IV":"0.273","TheoreticalValue":"5.3944","DailyOpenInterest":141,"ImpliedVolatility":"0.3561","ProbabilityITM_IV":"0.3667","ProbabilityOTM_IV":"0.6333","StandardDeviation":"0.1118","TheoreticalValue_IV":"5.4001"},{"Ask":"30","Bid":"25.2","Low":"0","Mid":"27.6","Rho":"-0.15879303","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918P200","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"200"}],"Open":"0","Side":"Put","Vega":"0.17483274","Close":"0","Delta":"-0.7477482","Gamma":"0.01014828","Theta":"-0.12231309","Volume":0,"AskSize":18,"BidSize":9,"Strikes":["200"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4971","ExtrinsicValue":"3.705","IntrinsicValue":"26.295","ProbabilityITM":"0.8997","ProbabilityOTM":"0.1003","ProbabilityBE_IV":"0.5205","TheoreticalValue":"26.8908","DailyOpenInterest":0,"ImpliedVolatility":"0.5746","ProbabilityITM_IV":"0.8019","ProbabilityOTM_IV":"0.1981","StandardDeviation":"0.1804","TheoreticalValue_IV":"30"},{"Ask":"7.1","Bid":"3.7","Low":"0","Mid":"5.4","Rho":"-0.0758938","High":"0","Last":"6.8","Legs":[{"Ratio":1,"Symbol":"UHS 260918P170","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"170"}],"Open":"0","Side":"Put","Vega":"0.21139262","Close":"6.8","Delta":"-0.39887045","Gamma":"0.01672041","Theta":"-0.11514961","Volume":0,"AskSize":83,"BidSize":58,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.8","ProbabilityBE":"0.3179","ExtrinsicValue":"7.1","IntrinsicValue":"0","ProbabilityITM":"0.433","ProbabilityOTM":"0.567","ProbabilityBE_IV":"0.3518","TheoreticalValue":"5.7113","DailyOpenInterest":28,"ImpliedVolatility":"0.4217","ProbabilityITM_IV":"0.4509","ProbabilityOTM_IV":"0.5491","StandardDeviation":"0.1324","TheoreticalValue_IV":"7.1"},{"Ask":"25","Bid":"21.2","Low":"0","Mid":"23.1","Rho":"-0.1504845","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918P195","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"195"}],"Open":"0","Side":"Put","Vega":"0.18159727","Close":"0","Delta":"-0.72836882","Gamma":"0.01175031","Theta":"-0.11371275","Volume":0,"AskSize":21,"BidSize":17,"Strikes":["195"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4855","ExtrinsicValue":"3.705","IntrinsicValue":"21.295","ProbabilityITM":"0.8541","ProbabilityOTM":"0.1459","ProbabilityBE_IV":"0.5069","TheoreticalValue":"22.4563","DailyOpenInterest":0,"ImpliedVolatility":"0.5154","ProbabilityITM_IV":"0.7795","ProbabilityOTM_IV":"0.2205","StandardDeviation":"0.1619","TheoreticalValue_IV":"25"},{"Ask":"8","Bid":"4.2","Low":"0","Mid":"6.1","Rho":"0.08032846","High":"0","Last":"5.51","Legs":[{"Ratio":1,"Symbol":"UHS 260918C175","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"175"}],"Open":"0","Side":"Call","Vega":"0.21835987","Close":"5.51","Delta":"0.51142669","Gamma":"0.01913918","Theta":"-0.12271977","Volume":0,"AskSize":35,"BidSize":58,"Strikes":["175"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.51","ProbabilityBE":"0.3221","ExtrinsicValue":"8","IntrinsicValue":"0","ProbabilityITM":"0.4643","ProbabilityOTM":"0.5357","ProbabilityBE_IV":"0.3302","TheoreticalValue":"7.4609","DailyOpenInterest":156,"ImpliedVolatility":"0.3805","ProbabilityITM_IV":"0.4636","ProbabilityOTM_IV":"0.5364","StandardDeviation":"0.1195","TheoreticalValue_IV":"8"},{"Ask":"2.65","Bid":"0","Low":"0","Mid":"1.325","Rho":"-0.02110247","High":"0","Last":"0.44","Legs":[{"Ratio":1,"Symbol":"UHS 260918P130","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"130"}],"Open":"0","Side":"Put","Vega":"0.10093702","Close":"0.44","Delta":"-0.10700309","Gamma":"0.00401521","Theta":"-0.11451379","Volume":0,"AskSize":12,"BidSize":0,"Strikes":["130"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.44","ProbabilityBE":"0.0052","ExtrinsicValue":"2.65","IntrinsicValue":"0","ProbabilityITM":"0.0052","ProbabilityOTM":"0.9948","ProbabilityBE_IV":"0.1638","TheoreticalValue":"0.0233","DailyOpenInterest":2,"ImpliedVolatility":"0.8384","ProbabilityITM_IV":"0.164","ProbabilityOTM_IV":"0.836","StandardDeviation":"0.2633","TheoreticalValue_IV":"2.65"},{"Ask":"2.6","Bid":"0","Low":"0","Mid":"1.3","Rho":"-0.0168729","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918P115","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"115"}],"Open":"0","Side":"Put","Vega":"0.08353515","Close":"0","Delta":"-0.08278656","Gamma":"0.0025653","Theta":"-0.12334763","Volume":0,"AskSize":28,"BidSize":0,"Strikes":["115"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0001","ExtrinsicValue":"2.6","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.1482","TheoreticalValue":"0.0004","DailyOpenInterest":0,"ImpliedVolatility":"1.086","ProbabilityITM_IV":"0.1482","ProbabilityOTM_IV":"0.8518","StandardDeviation":"0.3411","TheoreticalValue_IV":"2.6"},{"Ask":"1.75","Bid":"0.1","Low":"0","Mid":"0.925","Rho":"-0.02173691","High":"0","Last":"0.65","Legs":[{"Ratio":1,"Symbol":"UHS 260918P145","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"145"}],"Open":"0","Side":"Put","Vega":"0.10684842","Close":"0.65","Delta":"-0.11585879","Gamma":"0.0067852","Theta":"-0.07514587","Volume":0,"AskSize":18,"BidSize":13,"Strikes":["145"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.65","ProbabilityBE":"0.0537","ExtrinsicValue":"1.75","IntrinsicValue":"0","ProbabilityITM":"0.0563","ProbabilityOTM":"0.9437","ProbabilityBE_IV":"0.1478","TheoreticalValue":"0.3725","DailyOpenInterest":28,"ImpliedVolatility":"0.5252","ProbabilityITM_IV":"0.1514","ProbabilityOTM_IV":"0.8486","StandardDeviation":"0.1649","TheoreticalValue_IV":"1.75"},{"Ask":"75.3","Bid":"70.5","Low":"0","Mid":"72.9","Rho":"0.09051696","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C100","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"100"}],"Open":"0","Side":"Call","Vega":"0.04919433","Close":"0","Delta":"0.95789078","Gamma":"0.00143949","Theta":"-0.08651299","Volume":0,"AskSize":1,"BidSize":6,"Strikes":["100"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4832","ExtrinsicValue":"1.595","IntrinsicValue":"73.705","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4304","TheoreticalValue":"74.0713","DailyOpenInterest":0,"ImpliedVolatility":"1.1398","ProbabilityITM_IV":"0.9143","ProbabilityOTM_IV":"0.0857","StandardDeviation":"0.358","TheoreticalValue_IV":"75.3"},{"Ask":"2.3","Bid":"0.55","Low":"0","Mid":"1.425","Rho":"0.0367008","High":"0","Last":"2.25","Legs":[{"Ratio":1,"Symbol":"UHS 260918C190","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"190"}],"Open":"0","Side":"Call","Vega":"0.16457936","Close":"2.25","Delta":"0.22586172","Gamma":"0.0162153","Theta":"-0.08053727","Volume":0,"AskSize":13,"BidSize":23,"Strikes":["190"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.25","ProbabilityBE":"0.1727","ExtrinsicValue":"2.3","IntrinsicValue":"0","ProbabilityITM":"0.2053","ProbabilityOTM":"0.7947","ProbabilityBE_IV":"0.162","TheoreticalValue":"2.5895","DailyOpenInterest":39,"ImpliedVolatility":"0.3385","ProbabilityITM_IV":"0.1951","ProbabilityOTM_IV":"0.8049","StandardDeviation":"0.1063","TheoreticalValue_IV":"2.3"},{"Ask":"50.4","Bid":"45.5","Low":"0","Mid":"47.95","Rho":"0.11161845","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C125","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"125"}],"Open":"0","Side":"Call","Vega":"0.0679355","Close":"0","Delta":"0.93679279","Gamma":"0.00302781","Theta":"-0.08144621","Volume":0,"AskSize":11,"BidSize":5,"Strikes":["125"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4812","ExtrinsicValue":"1.695","IntrinsicValue":"48.705","ProbabilityITM":"0.9982","ProbabilityOTM":"0.0018","ProbabilityBE_IV":"0.4547","TheoreticalValue":"49.17","DailyOpenInterest":0,"ImpliedVolatility":"0.7483","ProbabilityITM_IV":"0.9019","ProbabilityOTM_IV":"0.0981","StandardDeviation":"0.235","TheoreticalValue_IV":"50.4"},{"Ask":"1.4","Bid":"0","Low":"0","Mid":"0.7","Rho":"-0.00928522","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918P100","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"100"}],"Open":"0","Side":"Put","Vega":"0.05258276","Close":"0","Delta":"-0.04573437","Gamma":"0.00149456","Theta":"-0.08411169","Volume":0,"AskSize":14,"BidSize":0,"Strikes":["100"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"1.4","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0938","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"1.1734","ProbabilityITM_IV":"0.0938","ProbabilityOTM_IV":"0.9062","StandardDeviation":"0.3685","TheoreticalValue_IV":"1.4"},{"Ask":"20.7","Bid":"17.4","Low":"0","Mid":"19.05","Rho":"0.12849711","High":"0","Last":"19.6","Legs":[{"Ratio":1,"Symbol":"UHS 260918C155","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"155"}],"Open":"0","Side":"Call","Vega":"0.11973262","Close":"19.6","Delta":"0.86359742","Gamma":"0.01113298","Theta":"-0.0722875","Volume":0,"AskSize":8,"BidSize":14,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"19.6","ProbabilityBE":"0.4509","ExtrinsicValue":"1.995","IntrinsicValue":"18.705","ProbabilityITM":"0.8395","ProbabilityOTM":"0.1605","ProbabilityBE_IV":"0.4509","TheoreticalValue":"20.6658","DailyOpenInterest":12,"ImpliedVolatility":"0.3587","ProbabilityITM_IV":"0.8373","ProbabilityOTM_IV":"0.1627","StandardDeviation":"0.1126","TheoreticalValue_IV":"20.7"},{"Ask":"60.3","Bid":"55.6","Low":"0","Mid":"57.95","Rho":"0.10378198","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C115","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"115"}],"Open":"0","Side":"Call","Vega":"0.05792053","Close":"0","Delta":"0.94838651","Gamma":"0.00218022","Theta":"-0.08131315","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["115"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4821","ExtrinsicValue":"1.595","IntrinsicValue":"58.705","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.4462","TheoreticalValue":"59.1266","DailyOpenInterest":0,"ImpliedVolatility":"0.886","ProbabilityITM_IV":"0.9115","ProbabilityOTM_IV":"0.0885","StandardDeviation":"0.2783","TheoreticalValue_IV":"60.3"},{"Ask":"12.8","Bid":"9.7","Low":"0","Mid":"11.25","Rho":"0.11071813","High":"0","Last":"9.97","Legs":[{"Ratio":1,"Symbol":"UHS 260918C165","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"0","Side":"Call","Vega":"0.18586415","Close":"9.97","Delta":"0.71511797","Gamma":"0.01826667","Theta":"-0.09822327","Volume":0,"AskSize":31,"BidSize":48,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.97","ProbabilityBE":"0.4026","ExtrinsicValue":"4.095","IntrinsicValue":"8.705","ProbabilityITM":"0.6682","ProbabilityOTM":"0.3318","ProbabilityBE_IV":"0.4001","TheoreticalValue":"13.108","DailyOpenInterest":14,"ImpliedVolatility":"0.3394","ProbabilityITM_IV":"0.6777","ProbabilityOTM_IV":"0.3223","StandardDeviation":"0.1066","TheoreticalValue_IV":"12.8001"},{"Ask":"3","Bid":"0","Low":"0","Mid":"1.5","Rho":"-0.01369365","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918P90","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"90"}],"Open":"0","Side":"Put","Vega":"0.06697616","Close":"0","Delta":"-0.06206439","Gamma":"0.00136229","Theta":"-0.14999972","Volume":0,"AskSize":8,"BidSize":0,"Strikes":["90"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"3","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.1537","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"1.6397","ProbabilityITM_IV":"0.1537","ProbabilityOTM_IV":"0.8463","StandardDeviation":"0.515","TheoreticalValue_IV":"3"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.01152002","High":"0","Last":"1","Legs":[{"Ratio":1,"Symbol":"UHS 260918P140","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"140"}],"Open":"0","Side":"Put","Vega":"0.06727774","Close":"1","Delta":"-0.0624229","Gamma":"0.00470589","Theta":"-0.04304909","Volume":0,"AskSize":12,"BidSize":0,"Strikes":["140"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1","ProbabilityBE":"0.028","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0287","ProbabilityOTM":"0.9713","ProbabilityBE_IV":"0.0819","TheoreticalValue":"0.1665","DailyOpenInterest":6,"ImpliedVolatility":"0.4768","ProbabilityITM_IV":"0.0831","ProbabilityOTM_IV":"0.9169","StandardDeviation":"0.1497","TheoreticalValue_IV":"0.75"},{"Ask":"0.65","Bid":"0","Low":"0","Mid":"0.325","Rho":"-0.00785049","High":"0","Last":"0.36","Legs":[{"Ratio":1,"Symbol":"UHS 260918P125","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"125"}],"Open":"0","Side":"Put","Vega":"0.04884414","Close":"0.36","Delta":"-0.04173928","Gamma":"0.0025138","Theta":"-0.04283535","Volume":0,"AskSize":23,"BidSize":0,"Strikes":["125"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.36","ProbabilityBE":"0.0018","ExtrinsicValue":"0.65","IntrinsicValue":"0","ProbabilityITM":"0.0018","ProbabilityOTM":"0.9982","ProbabilityBE_IV":"0.0634","TheoreticalValue":"0.0071","DailyOpenInterest":1,"ImpliedVolatility":"0.648","ProbabilityITM_IV":"0.0634","ProbabilityOTM_IV":"0.9366","StandardDeviation":"0.2035","TheoreticalValue_IV":"0.65"},{"Ask":"0.95","Bid":"0","Low":"0","Mid":"0.475","Rho":"-0.00757888","High":"0","Last":"0.2","Legs":[{"Ratio":1,"Symbol":"UHS 260918P105","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"105"}],"Open":"0","Side":"Put","Vega":"0.045682","Close":"0.2","Delta":"-0.03843892","Gamma":"0.00152664","Theta":"-0.06207641","Volume":0,"AskSize":18,"BidSize":0,"Strikes":["105"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.2","ProbabilityBE":"0","ExtrinsicValue":"0.95","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0729","TheoreticalValue":"0","DailyOpenInterest":17,"ImpliedVolatility":"0.998","ProbabilityITM_IV":"0.0729","ProbabilityOTM_IV":"0.9271","StandardDeviation":"0.3134","TheoreticalValue_IV":"0.95"},{"Ask":"65.2","Bid":"60.5","Low":"0","Mid":"62.85","Rho":"0.099968","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C110","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"110"}],"Open":"0","Side":"Call","Vega":"0.05236647","Close":"0","Delta":"0.95449951","Gamma":"0.00184178","Theta":"-0.07863399","Volume":0,"AskSize":1,"BidSize":4,"Strikes":["110"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4824","ExtrinsicValue":"1.495","IntrinsicValue":"63.705","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4424","TheoreticalValue":"64.108","DailyOpenInterest":0,"ImpliedVolatility":"0.9483","ProbabilityITM_IV":"0.9179","ProbabilityOTM_IV":"0.0821","StandardDeviation":"0.2978","TheoreticalValue_IV":"65.2"},{"Ask":"5.1","Bid":"1.9","Low":"0","Mid":"3.5","Rho":"-0.05957578","High":"0","Last":"4.2","Legs":[{"Ratio":1,"Symbol":"UHS 260918P165","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"165"}],"Open":"0","Side":"Put","Vega":"0.19473312","Close":"4.2","Delta":"-0.3158177","Gamma":"0.01533893","Theta":"-0.10759795","Volume":0,"AskSize":76,"BidSize":60,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.2","ProbabilityBE":"0.2601","ExtrinsicValue":"5.1","IntrinsicValue":"0","ProbabilityITM":"0.3318","ProbabilityOTM":"0.6682","ProbabilityBE_IV":"0.3013","TheoreticalValue":"3.8031","DailyOpenInterest":60,"ImpliedVolatility":"0.4234","ProbabilityITM_IV":"0.3647","ProbabilityOTM_IV":"0.6353","StandardDeviation":"0.133","TheoreticalValue_IV":"5.1"},{"Ask":"40.5","Bid":"36","Low":"0","Mid":"38.25","Rho":"0.1187786","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C135","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"135"}],"Open":"0","Side":"Call","Vega":"0.08041683","Close":"0","Delta":"0.92128096","Gamma":"0.00435242","Theta":"-0.08040653","Volume":0,"AskSize":11,"BidSize":9,"Strikes":["135"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4792","ExtrinsicValue":"1.795","IntrinsicValue":"38.705","ProbabilityITM":"0.9869","ProbabilityOTM":"0.0131","ProbabilityBE_IV":"0.4622","TheoreticalValue":"39.266","DailyOpenInterest":0,"ImpliedVolatility":"0.6162","ProbabilityITM_IV":"0.8887","ProbabilityOTM_IV":"0.1113","StandardDeviation":"0.1935","TheoreticalValue_IV":"40.5"},{"Ask":"16.5","Bid":"13.3","Low":"0","Mid":"14.9","Rho":"0.12183507","High":"0","Last":"11.6","Legs":[{"Ratio":1,"Symbol":"UHS 260918C160","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"160"}],"Open":"0","Side":"Call","Vega":"0.1529193","Close":"11.6","Delta":"0.80082294","Gamma":"0.01479814","Theta":"-0.08505847","Volume":0,"AskSize":14,"BidSize":13,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.6","ProbabilityBE":"0.4308","ExtrinsicValue":"2.795","IntrinsicValue":"13.705","ProbabilityITM":"0.7609","ProbabilityOTM":"0.2391","ProbabilityBE_IV":"0.43","TheoreticalValue":"16.6726","DailyOpenInterest":316,"ImpliedVolatility":"0.3446","ProbabilityITM_IV":"0.7691","ProbabilityOTM_IV":"0.2309","StandardDeviation":"0.1082","TheoreticalValue_IV":"16.5001"},{"Ask":"25.3","Bid":"21.5","Low":"0","Mid":"23.4","Rho":"0.130423","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C150","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"0","Side":"Call","Vega":"0.09522783","Close":"0","Delta":"0.90123648","Gamma":"0.00817064","Theta":"-0.06430769","Volume":0,"AskSize":11,"BidSize":19,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4642","ExtrinsicValue":"1.595","IntrinsicValue":"23.705","ProbabilityITM":"0.9006","ProbabilityOTM":"0.0994","ProbabilityBE_IV":"0.4632","TheoreticalValue":"25.0076","DailyOpenInterest":0,"ImpliedVolatility":"0.3887","ProbabilityITM_IV":"0.8782","ProbabilityOTM_IV":"0.1218","StandardDeviation":"0.1221","TheoreticalValue_IV":"25.3"},{"Ask":"70.2","Bid":"65.5","Low":"0","Mid":"67.85","Rho":"0.09550794","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C105","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"105"}],"Open":"0","Side":"Call","Vega":"0.049615","Close":"0","Delta":"0.95744522","Gamma":"0.00160394","Theta":"-0.08028747","Volume":0,"AskSize":3,"BidSize":5,"Strikes":["105"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4828","ExtrinsicValue":"1.495","IntrinsicValue":"68.705","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4372","TheoreticalValue":"69.0896","DailyOpenInterest":0,"ImpliedVolatility":"1.0317","ProbabilityITM_IV":"0.9187","ProbabilityOTM_IV":"0.0813","StandardDeviation":"0.324","TheoreticalValue_IV":"70.2"},{"Ask":"80.1","Bid":"75.5","Low":"0","Mid":"77.8","Rho":"0.0869311","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C95","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"95"}],"Open":"0","Side":"Call","Vega":"0.04255901","Close":"0","Delta":"0.9647497","Gamma":"0.00119494","Theta":"-0.07854186","Volume":0,"AskSize":3,"BidSize":5,"Strikes":["95"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4836","ExtrinsicValue":"1.395","IntrinsicValue":"78.705","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4275","TheoreticalValue":"79.053","DailyOpenInterest":0,"ImpliedVolatility":"1.1878","ProbabilityITM_IV":"0.9242","ProbabilityOTM_IV":"0.0758","StandardDeviation":"0.373","TheoreticalValue_IV":"80.1"},{"Ask":"55.3","Bid":"50.5","Low":"0","Mid":"52.9","Rho":"0.10807434","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C120","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"120"}],"Open":"0","Side":"Call","Vega":"0.0613766","Close":"0","Delta":"0.94446928","Gamma":"0.00253258","Theta":"-0.07939204","Volume":0,"AskSize":1,"BidSize":6,"Strikes":["120"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4817","ExtrinsicValue":"1.595","IntrinsicValue":"53.705","ProbabilityITM":"0.9995","ProbabilityOTM":"0.0005","ProbabilityBE_IV":"0.4511","TheoreticalValue":"54.1464","DailyOpenInterest":0,"ImpliedVolatility":"0.8083","ProbabilityITM_IV":"0.9097","ProbabilityOTM_IV":"0.0903","StandardDeviation":"0.2538","TheoreticalValue_IV":"55.3"},{"Ask":"85.2","Bid":"80.7","Low":"0","Mid":"82.95","Rho":"0.08188507","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918C90","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"90"}],"Open":"0","Side":"Call","Vega":"0.0424335","Close":"0","Delta":"0.96487637","Gamma":"0.00108237","Theta":"-0.08482302","Volume":0,"AskSize":8,"BidSize":8,"Strikes":["90"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4839","ExtrinsicValue":"1.495","IntrinsicValue":"83.705","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.42","TheoreticalValue":"84.0347","DailyOpenInterest":0,"ImpliedVolatility":"1.3075","ProbabilityITM_IV":"0.919","ProbabilityOTM_IV":"0.081","StandardDeviation":"0.4106","TheoreticalValue_IV":"85.2"},{"Ask":"1.55","Bid":"0.8","Low":"0","Mid":"1.175","Rho":"-0.02610764","High":"0","Last":"2.1","Legs":[{"Ratio":1,"Symbol":"UHS 260918P155","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"155"}],"Open":"0","Side":"Put","Vega":"0.12324982","Close":"2.1","Delta":"-0.1423325","Gamma":"0.01114811","Theta":"-0.05999008","Volume":0,"AskSize":8,"BidSize":23,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.1","ProbabilityBE":"0.1417","ExtrinsicValue":"1.55","IntrinsicValue":"0","ProbabilityITM":"0.1605","ProbabilityOTM":"0.8395","ProbabilityBE_IV":"0.1512","TheoreticalValue":"1.3938","DailyOpenInterest":14,"ImpliedVolatility":"0.3687","ProbabilityITM_IV":"0.1701","ProbabilityOTM_IV":"0.8299","StandardDeviation":"0.1158","TheoreticalValue_IV":"1.5501"},{"Ask":"2.6","Bid":"0","Low":"0","Mid":"1.3","Rho":"-0.01320981","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"UHS 260918P95","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"95"}],"Open":"0","Side":"Put","Vega":"0.06655437","Close":"0","Delta":"-0.0615641","Gamma":"0.00150978","Theta":"-0.13354448","Volume":0,"AskSize":1,"BidSize":0,"Strikes":["95"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0","ExtrinsicValue":"2.6","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.1404","TheoreticalValue":"0","DailyOpenInterest":0,"ImpliedVolatility":"1.4702","ProbabilityITM_IV":"0.1404","ProbabilityOTM_IV":"0.8596","StandardDeviation":"0.4617","TheoreticalValue_IV":"2.6"}],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-13T13:30:53.791Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[{"variant":"long_call_60_delta","recommended":true,"expiration":"2026-09-18T00:00:00.000Z","dte":36,"legs":[{"ask":12.8,"bid":9.7,"mid":11.25,"raw":{"Ask":"12.8","Bid":"9.7","Low":"0","Mid":"11.25","Rho":"0.11071813","High":"0","Last":"9.97","Legs":[{"Ratio":1,"Symbol":"UHS 260918C165","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"0","Side":"Call","Vega":"0.18586415","Close":"9.97","Delta":"0.71511797","Gamma":"0.01826667","Theta":"-0.09822327","Volume":0,"AskSize":31,"BidSize":48,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.97","ProbabilityBE":"0.4026","ExtrinsicValue":"4.095","IntrinsicValue":"8.705","ProbabilityITM":"0.6682","ProbabilityOTM":"0.3318","ProbabilityBE_IV":"0.4001","TheoreticalValue":"13.108","DailyOpenInterest":14,"ImpliedVolatility":"0.3394","ProbabilityITM_IV":"0.6777","ProbabilityOTM_IV":"0.3223","StandardDeviation":"0.1066","TheoreticalValue_IV":"12.8001"},"delta":0.71511797,"ratio":1,"strike":165,"symbol":"UHS 260918C165","volume":0,"askSize":31,"bidSize":48,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":14,"impliedVolatility":0.3394}],"entryBid":9.7,"entryAsk":12.8,"entryMid":11.25,"entryDebit":12.8,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-09-18T00:00:00.000Z","dte":36,"legs":[{"ask":12.8,"bid":9.7,"mid":11.25,"raw":{"Ask":"12.8","Bid":"9.7","Low":"0","Mid":"11.25","Rho":"0.11071813","High":"0","Last":"9.97","Legs":[{"Ratio":1,"Symbol":"UHS 260918C165","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"0","Side":"Call","Vega":"0.18586415","Close":"9.97","Delta":"0.71511797","Gamma":"0.01826667","Theta":"-0.09822327","Volume":0,"AskSize":31,"BidSize":48,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"9.97","ProbabilityBE":"0.4026","ExtrinsicValue":"4.095","IntrinsicValue":"8.705","ProbabilityITM":"0.6682","ProbabilityOTM":"0.3318","ProbabilityBE_IV":"0.4001","TheoreticalValue":"13.108","DailyOpenInterest":14,"ImpliedVolatility":"0.3394","ProbabilityITM_IV":"0.6777","ProbabilityOTM_IV":"0.3223","StandardDeviation":"0.1066","TheoreticalValue_IV":"12.8001"},"delta":0.71511797,"ratio":1,"strike":165,"symbol":"UHS 260918C165","volume":0,"askSize":31,"bidSize":48,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":14,"impliedVolatility":0.3394}],"entryBid":9.7,"entryAsk":12.8,"entryMid":11.25,"entryDebit":12.8,"rejectionReasons":[]}],"exitMarks":[],"executionEvents":[{"signalId":"DDV1_BATS_UHS_D_L_1786541400000","variant":"long_call_60_delta","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":12.8,"rawEvent":{"riskBudgetDollars":381.236556},"submittedAt":"2026-08-13T13:30:53.815Z"}],"capturedAt":"2026-08-13T13:30:51.593Z","closedAt":null},{"signalId":"DDV1_BATS_USB_D_L_1786541400000","symbol":"USB","timeframe":"D","underlyingEntryPrice":65.11,"predictedHoldBars":3.259856324058977,"predictedMfeR":0.2532266697748134,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-02T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-13T13:30:39.558Z","selectedExpiration":{"date":"2026-09-25T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-13T13:30:22.812Z","closedAt":null},{"signalId":"DDV1_BATS_STLD_60_L_1786555800000","symbol":"STLD","timeframe":"60","underlyingEntryPrice":263.39,"predictedHoldBars":31.480373641466024,"predictedMfeR":1.1710106713430573,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-12T18:31:03.963Z","selectedExpiration":{"date":"2026-08-21T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-12T18:31:01.123Z","closedAt":null},{"signalId":"DDV1_BATS_MSFT_60_L_1786465800000","symbol":"MSFT","timeframe":"60","underlyingEntryPrice":502.67,"predictedHoldBars":12.303346855282157,"predictedMfeR":1.6221572666860737,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"long_call_60_delta","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"0.68","Bid":"0","Low":"0.71","Mid":"0.34","Rho":"0.01062758","High":"0.71","Last":"0.71","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C547.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"547.5"}],"Open":"0.71","Side":"Call","Vega":"0.11381929","Close":"0.71","Delta":"0.06023678","Gamma":"0.00446959","Theta":"-0.12491546","Volume":16,"AskSize":221,"BidSize":0,"Strikes":["547.5"],"NetChange":"0.71","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1173","ExtrinsicValue":"0.68","IntrinsicValue":"0","ProbabilityITM":"0.1312","ProbabilityOTM":"0.8688","ProbabilityBE_IV":"0.0441","TheoreticalValue":"2.8938","DailyOpenInterest":0,"ImpliedVolatility":"0.2807","ProbabilityITM_IV":"0.0541","ProbabilityOTM_IV":"0.9459","StandardDeviation":"0.053","TheoreticalValue_IV":"0.68"},{"Ask":"22","Bid":"19.8","Low":"0","Mid":"20.9","Rho":"-0.13450214","High":"0","Last":"19.58","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P520","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"520"}],"Open":"0","Side":"Put","Vega":"0.33039719","Close":"19.58","Delta":"-0.70157941","Gamma":"0.01186279","Theta":"-0.34869642","Volume":0,"AskSize":347,"BidSize":277,"Strikes":["520"],"NetChange":"0","NetChangePct":"0","PreviousClose":"19.58","ProbabilityBE":"0.4242","ExtrinsicValue":"4.72","IntrinsicValue":"17.28","ProbabilityITM":"0.6761","ProbabilityOTM":"0.3239","ProbabilityBE_IV":"0.3905","TheoreticalValue":"25.5164","DailyOpenInterest":5,"ImpliedVolatility":"0.307","ProbabilityITM_IV":"0.7214","ProbabilityOTM_IV":"0.2786","StandardDeviation":"0.0579","TheoreticalValue_IV":"21.9999"},{"Ask":"0.76","Bid":"0","Low":"0","Mid":"0.38","Rho":"0.01069053","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C552.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"552.5"}],"Open":"0","Side":"Call","Vega":"0.11456955","Close":"0","Delta":"0.06074472","Gamma":"0.00405621","Theta":"-0.139132","Volume":0,"AskSize":374,"BidSize":0,"Strikes":["552.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0983","ExtrinsicValue":"0.76","IntrinsicValue":"0","ProbabilityITM":"0.1079","ProbabilityOTM":"0.8921","ProbabilityBE_IV":"0.0467","TheoreticalValue":"2.2982","DailyOpenInterest":0,"ImpliedVolatility":"0.3113","ProbabilityITM_IV":"0.054","ProbabilityOTM_IV":"0.946","StandardDeviation":"0.0588","TheoreticalValue_IV":"0.7601"},{"Ask":"2.25","Bid":"1.82","Low":"1.91","Mid":"2.035","Rho":"0.03240091","High":"2.45","Last":"1.91","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C525","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"525"}],"Open":"2.26","Side":"Call","Vega":"0.25340326","Close":"1.91","Delta":"0.18399903","Gamma":"0.01162221","Theta":"-0.24157171","Volume":37,"AskSize":82,"BidSize":419,"Strikes":["525"],"NetChange":"-1.09","NetChangePct":"-0.3633","PreviousClose":"3","ProbabilityBE":"0.2236","ExtrinsicValue":"2.25","IntrinsicValue":"0","ProbabilityITM":"0.2809","ProbabilityOTM":"0.7191","ProbabilityBE_IV":"0.1052","TheoreticalValue":"7.3854","DailyOpenInterest":29,"ImpliedVolatility":"0.2403","ProbabilityITM_IV":"0.1721","ProbabilityOTM_IV":"0.8279","StandardDeviation":"0.0454","TheoreticalValue_IV":"2.2499"},{"Ask":"4.65","Bid":"3.8","Low":"3.83","Mid":"4.225","Rho":"0.05574036","High":"5.15","Last":"4.32","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C515","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"515"}],"Open":"5.15","Side":"Call","Vega":"0.33978122","Close":"4.32","Delta":"0.31808972","Gamma":"0.01544068","Theta":"-0.33030587","Volume":11,"AskSize":507,"BidSize":752,"Strikes":["515"],"NetChange":"-1.93","NetChangePct":"-0.3088","PreviousClose":"6.25","ProbabilityBE":"0.2758","ExtrinsicValue":"4.65","IntrinsicValue":"0","ProbabilityITM":"0.3698","ProbabilityOTM":"0.6302","ProbabilityBE_IV":"0.1677","TheoreticalValue":"10.6248","DailyOpenInterest":29,"ImpliedVolatility":"0.2425","ProbabilityITM_IV":"0.3019","ProbabilityOTM_IV":"0.6981","StandardDeviation":"0.0458","TheoreticalValue_IV":"4.6499"},{"Ask":"50.1","Bid":"46.85","Low":"0","Mid":"48.475","Rho":"-0.16971171","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P550","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"550"}],"Open":"0","Side":"Put","Vega":"0.23092248","Close":"0","Delta":"-0.84088577","Gamma":"0.00566754","Theta":"-0.3473705","Volume":0,"AskSize":18,"BidSize":12,"Strikes":["550"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4883","ExtrinsicValue":"2.82","IntrinsicValue":"47.28","ProbabilityITM":"0.8809","ProbabilityOTM":"0.1191","ProbabilityBE_IV":"0.4922","TheoreticalValue":"49.2603","DailyOpenInterest":0,"ImpliedVolatility":"0.4491","ProbabilityITM_IV":"0.8606","ProbabilityOTM_IV":"0.1394","StandardDeviation":"0.0847","TheoreticalValue_IV":"50.0999"},{"Ask":"0.98","Bid":"0.46","Low":"0.67","Mid":"0.72","Rho":"0.01580729","High":"1.05","Last":"0.67","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C537.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"537.5"}],"Open":"1.05","Side":"Call","Vega":"0.15408541","Close":"0.67","Delta":"0.08953271","Gamma":"0.00671275","Theta":"-0.15323928","Volume":62,"AskSize":374,"BidSize":543,"Strikes":["537.5"],"NetChange":"0.67","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1611","ExtrinsicValue":"0.98","IntrinsicValue":"0","ProbabilityITM":"0.1886","ProbabilityOTM":"0.8114","ProbabilityBE_IV":"0.0588","TheoreticalValue":"4.4785","DailyOpenInterest":0,"ImpliedVolatility":"0.253","ProbabilityITM_IV":"0.082","ProbabilityOTM_IV":"0.918","StandardDeviation":"0.0477","TheoreticalValue_IV":"0.98"},{"Ask":"42.8","Bid":"39.5","Low":"0","Mid":"41.15","Rho":"-0.16365093","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P542.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"542.5"}],"Open":"0","Side":"Put","Vega":"0.24835858","Close":"0","Delta":"-0.82181297","Gamma":"0.00666346","Theta":"-0.34269876","Volume":0,"AskSize":26,"BidSize":20,"Strikes":["542.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4779","ExtrinsicValue":"3.02","IntrinsicValue":"39.78","ProbabilityITM":"0.8419","ProbabilityOTM":"0.1581","ProbabilityBE_IV":"0.478","TheoreticalValue":"42.7751","DailyOpenInterest":0,"ImpliedVolatility":"0.4108","ProbabilityITM_IV":"0.8414","ProbabilityOTM_IV":"0.1586","StandardDeviation":"0.0775","TheoreticalValue_IV":"42.8001"},{"Ask":"16.7","Bid":"14.35","Low":"0","Mid":"15.525","Rho":"-0.11649396","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P512.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"512.5"}],"Open":"0","Side":"Put","Vega":"0.36484998","Close":"0","Delta":"-0.61229888","Gamma":"0.0133391","Theta":"-0.38650954","Volume":0,"AskSize":496,"BidSize":397,"Strikes":["512.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.397","ExtrinsicValue":"6.92","IntrinsicValue":"9.78","ProbabilityITM":"0.6063","ProbabilityOTM":"0.3937","ProbabilityBE_IV":"0.3523","TheoreticalValue":"20.6967","DailyOpenInterest":0,"ImpliedVolatility":"0.3015","ProbabilityITM_IV":"0.634","ProbabilityOTM_IV":"0.366","StandardDeviation":"0.0569","TheoreticalValue_IV":"16.7001"},{"Ask":"40.4","Bid":"37.25","Low":"0","Mid":"38.825","Rho":"-0.16132339","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P540","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"540"}],"Open":"0","Side":"Put","Vega":"0.25538106","Close":"0","Delta":"-0.8136833","Gamma":"0.00706041","Theta":"-0.34254532","Volume":0,"AskSize":48,"BidSize":19,"Strikes":["540"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4737","ExtrinsicValue":"3.12","IntrinsicValue":"37.28","ProbabilityITM":"0.8271","ProbabilityOTM":"0.1729","ProbabilityBE_IV":"0.4722","TheoreticalValue":"40.682","DailyOpenInterest":0,"ImpliedVolatility":"0.3986","ProbabilityITM_IV":"0.8333","ProbabilityOTM_IV":"0.1667","StandardDeviation":"0.0752","TheoreticalValue_IV":"40.3999"},{"Ask":"16.25","Bid":"14.15","Low":"0","Mid":"15.2","Rho":"0.11668796","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C492.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"492.5"}],"Open":"0","Side":"Call","Vega":"0.34114503","Close":"0","Delta":"0.67885597","Gamma":"0.0143153","Theta":"-0.37510173","Volume":0,"AskSize":501,"BidSize":567,"Strikes":["492.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3798","ExtrinsicValue":"6.03","IntrinsicValue":"10.22","ProbabilityITM":"0.596","ProbabilityOTM":"0.404","ProbabilityBE_IV":"0.3293","TheoreticalValue":"21.4455","DailyOpenInterest":0,"ImpliedVolatility":"0.2626","ProbabilityITM_IV":"0.6608","ProbabilityOTM_IV":"0.3392","StandardDeviation":"0.0496","TheoreticalValue_IV":"16.25"},{"Ask":"30.7","Bid":"27.95","Low":"0","Mid":"29.325","Rho":"-0.15128606","High":"0","Last":"24","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P530","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"530"}],"Open":"0","Side":"Put","Vega":"0.28399195","Close":"24","Delta":"-0.77733019","Gamma":"0.00916084","Theta":"-0.32717539","Volume":0,"AskSize":257,"BidSize":343,"Strikes":["530"],"NetChange":"0","NetChangePct":"0","PreviousClose":"24","ProbabilityBE":"0.4528","ExtrinsicValue":"3.42","IntrinsicValue":"27.28","ProbabilityITM":"0.7587","ProbabilityOTM":"0.2413","ProbabilityBE_IV":"0.4379","TheoreticalValue":"32.7173","DailyOpenInterest":1,"ImpliedVolatility":"0.3417","ProbabilityITM_IV":"0.7962","ProbabilityOTM_IV":"0.2038","StandardDeviation":"0.0645","TheoreticalValue_IV":"30.7"},{"Ask":"0.64","Bid":"0.03","Low":"0.47","Mid":"0.335","Rho":"0.0105936","High":"0.51","Last":"0.47","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C545","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"545"}],"Open":"0.51","Side":"Call","Vega":"0.11342284","Close":"0.47","Delta":"0.05996894","Gamma":"0.00471305","Theta":"-0.11780549","Volume":9,"AskSize":365,"BidSize":330,"Strikes":["545"],"NetChange":"-1.35","NetChangePct":"-0.7418","PreviousClose":"1.82","ProbabilityBE":"0.1276","ExtrinsicValue":"0.64","IntrinsicValue":"0","ProbabilityITM":"0.1442","ProbabilityOTM":"0.8558","ProbabilityBE_IV":"0.0424","TheoreticalValue":"3.2375","DailyOpenInterest":1,"ImpliedVolatility":"0.2652","ProbabilityITM_IV":"0.0542","ProbabilityOTM_IV":"0.9458","StandardDeviation":"0.0501","TheoreticalValue_IV":"0.64"},{"Ask":"12.85","Bid":"11.45","Low":"13.16","Mid":"12.15","Rho":"-0.1039738","High":"13.16","Last":"13.16","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P507.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"507.5"}],"Open":"13.16","Side":"Put","Vega":"0.37694991","Close":"13.16","Delta":"-0.55056712","Gamma":"0.01487788","Theta":"-0.37203873","Volume":8,"AskSize":496,"BidSize":563,"Strikes":["507.5"],"NetChange":"13.16","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.376","ExtrinsicValue":"8.07","IntrinsicValue":"4.78","ProbabilityITM":"0.557","ProbabilityOTM":"0.443","ProbabilityBE_IV":"0.3106","TheoreticalValue":"17.7848","DailyOpenInterest":0,"ImpliedVolatility":"0.2792","ProbabilityITM_IV":"0.5714","ProbabilityOTM_IV":"0.4286","StandardDeviation":"0.0527","TheoreticalValue_IV":"12.8499"},{"Ask":"7.45","Bid":"6.6","Low":"6.64","Mid":"7.025","Rho":"-0.07457594","High":"8.07","Last":"7.38","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P497.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"497.5"}],"Open":"7.4","Side":"Put","Vega":"0.36761502","Close":"7.38","Delta":"-0.39839727","Gamma":"0.01513168","Theta":"-0.35435381","Volume":12,"AskSize":239,"BidSize":483,"Strikes":["497.5"],"NetChange":"7.38","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3276","ExtrinsicValue":"7.45","IntrinsicValue":"0","ProbabilityITM":"0.4551","ProbabilityOTM":"0.5449","ProbabilityBE_IV":"0.2366","TheoreticalValue":"12.72","DailyOpenInterest":0,"ImpliedVolatility":"0.2678","ProbabilityITM_IV":"0.4181","ProbabilityOTM_IV":"0.5819","StandardDeviation":"0.0505","TheoreticalValue_IV":"7.45"},{"Ask":"1.61","Bid":"1.2","Low":"1.22","Mid":"1.405","Rho":"0.02443098","High":"1.8","Last":"1.31","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C530","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"530"}],"Open":"1.8","Side":"Call","Vega":"0.21053328","Close":"1.31","Delta":"0.13856709","Gamma":"0.00947509","Theta":"-0.2036808","Volume":45,"AskSize":42,"BidSize":396,"Strikes":["530"],"NetChange":"-0.85","NetChangePct":"-0.3935","PreviousClose":"2.16","ProbabilityBE":"0.1979","ExtrinsicValue":"1.61","IntrinsicValue":"0","ProbabilityITM":"0.2413","ProbabilityOTM":"0.7587","ProbabilityBE_IV":"0.0839","TheoreticalValue":"6.0831","DailyOpenInterest":36,"ImpliedVolatility":"0.2449","ProbabilityITM_IV":"0.1286","ProbabilityOTM_IV":"0.8714","StandardDeviation":"0.0462","TheoreticalValue_IV":"1.61"},{"Ask":"23.95","Bid":"21.55","Low":"23.4","Mid":"22.75","Rho":"0.13528301","High":"23.78","Last":"23.78","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C482.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"482.5"}],"Open":"23.4","Side":"Call","Vega":"0.2689034","Close":"23.78","Delta":"0.79720207","Gamma":"0.01066828","Theta":"-0.32354602","Volume":11,"AskSize":272,"BidSize":315,"Strikes":["482.5"],"NetChange":"23.78","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4142","ExtrinsicValue":"3.73","IntrinsicValue":"20.22","ProbabilityITM":"0.694","ProbabilityOTM":"0.306","ProbabilityBE_IV":"0.3864","TheoreticalValue":"27.8931","DailyOpenInterest":0,"ImpliedVolatility":"0.2778","ProbabilityITM_IV":"0.782","ProbabilityOTM_IV":"0.218","StandardDeviation":"0.0524","TheoreticalValue_IV":"23.9499"},{"Ask":"6.6","Bid":"5.7","Low":"6.36","Mid":"6.15","Rho":"-0.06776813","High":"7.03","Last":"6.36","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P495","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"495"}],"Open":"6.5","Side":"Put","Vega":"0.35716062","Close":"6.36","Delta":"-0.36236462","Gamma":"0.01447768","Theta":"-0.35124823","Volume":46,"AskSize":417,"BidSize":457,"Strikes":["495"],"NetChange":"0.16","NetChangePct":"0.0258","PreviousClose":"6.2","ProbabilityBE":"0.3143","ExtrinsicValue":"6.6","IntrinsicValue":"0","ProbabilityITM":"0.4295","ProbabilityOTM":"0.5705","ProbabilityBE_IV":"0.2232","TheoreticalValue":"11.6144","DailyOpenInterest":23,"ImpliedVolatility":"0.2719","ProbabilityITM_IV":"0.3819","ProbabilityOTM_IV":"0.6181","StandardDeviation":"0.0513","TheoreticalValue_IV":"6.6002"},{"Ask":"2.4","Bid":"1.73","Low":"2.08","Mid":"2.065","Rho":"-0.02992126","High":"2.58","Last":"2.08","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P477.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"477.5"}],"Open":"2.51","Side":"Put","Vega":"0.23271946","Close":"2.08","Delta":"-0.16101177","Gamma":"0.00886131","Theta":"-0.24850614","Volume":15,"AskSize":313,"BidSize":449,"Strikes":["477.5"],"NetChange":"2.08","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2137","ExtrinsicValue":"2.4","IntrinsicValue":"0","ProbabilityITM":"0.2606","ProbabilityOTM":"0.7394","ProbabilityBE_IV":"0.1248","TheoreticalValue":"5.6157","DailyOpenInterest":0,"ImpliedVolatility":"0.2894","ProbabilityITM_IV":"0.1748","ProbabilityOTM_IV":"0.8252","StandardDeviation":"0.0546","TheoreticalValue_IV":"2.4"},{"Ask":"49.75","Bid":"46.3","Low":"47.43","Mid":"48.025","Rho":"0.14796842","High":"49.7","Last":"48.65","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C455","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"455"}],"Open":"47.5","Side":"Call","Vega":"0.14319956","Close":"48.65","Delta":"0.91880883","Gamma":"0.00402356","Theta":"-0.25644594","Volume":80,"AskSize":16,"BidSize":15,"Strikes":["455"],"NetChange":"48.65","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4681","ExtrinsicValue":"2.03","IntrinsicValue":"47.72","ProbabilityITM":"0.8967","ProbabilityOTM":"0.1033","ProbabilityBE_IV":"0.468","TheoreticalValue":"50.0109","DailyOpenInterest":0,"ImpliedVolatility":"0.3923","ProbabilityITM_IV":"0.907","ProbabilityOTM_IV":"0.093","StandardDeviation":"0.074","TheoreticalValue_IV":"49.7501"},{"Ask":"3.3","Bid":"2.42","Low":"2.75","Mid":"2.86","Rho":"-0.03889245","High":"3.38","Last":"2.85","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P482.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"482.5"}],"Open":"3.38","Side":"Put","Vega":"0.27369757","Close":"2.85","Delta":"-0.20892927","Gamma":"0.01055814","Theta":"-0.28730223","Volume":10,"AskSize":308,"BidSize":427,"Strikes":["482.5"],"NetChange":"2.85","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2431","ExtrinsicValue":"3.3","IntrinsicValue":"0","ProbabilityITM":"0.306","ProbabilityOTM":"0.694","ProbabilityBE_IV":"0.1522","TheoreticalValue":"7.0302","DailyOpenInterest":0,"ImpliedVolatility":"0.2857","ProbabilityITM_IV":"0.2248","ProbabilityOTM_IV":"0.7752","StandardDeviation":"0.0539","TheoreticalValue_IV":"3.3001"},{"Ask":"2.9","Bid":"2.08","Low":"2.44","Mid":"2.49","Rho":"-0.0346709","High":"3.1","Last":"2.44","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P480","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"480"}],"Open":"2.6","Side":"Put","Vega":"0.25539577","Close":"2.44","Delta":"-0.18633402","Gamma":"0.00968302","Theta":"-0.27341468","Volume":10,"AskSize":376,"BidSize":339,"Strikes":["480"],"NetChange":"-0.06","NetChangePct":"-0.024","PreviousClose":"2.5","ProbabilityBE":"0.2284","ExtrinsicValue":"2.9","IntrinsicValue":"0","ProbabilityITM":"0.283","ProbabilityOTM":"0.717","ProbabilityBE_IV":"0.141","TheoreticalValue":"6.2946","DailyOpenInterest":32,"ImpliedVolatility":"0.2907","ProbabilityITM_IV":"0.2015","ProbabilityOTM_IV":"0.7985","StandardDeviation":"0.0549","TheoreticalValue_IV":"2.9001"},{"Ask":"14.15","Bid":"12.65","Low":"12.5","Mid":"13.4","Rho":"0.11191033","High":"12.5","Last":"12.5","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C495","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"495"}],"Open":"12.5","Side":"Call","Vega":"0.35347201","Close":"12.5","Delta":"0.64820735","Gamma":"0.01566903","Theta":"-0.36718523","Volume":1,"AskSize":37,"BidSize":605,"Strikes":["495"],"NetChange":"-6.05","NetChangePct":"-0.3261","PreviousClose":"18.55","ProbabilityBE":"0.3699","ExtrinsicValue":"6.43","IntrinsicValue":"7.72","ProbabilityITM":"0.5705","ProbabilityOTM":"0.4295","ProbabilityBE_IV":"0.3061","TheoreticalValue":"19.9892","DailyOpenInterest":3,"ImpliedVolatility":"0.2486","ProbabilityITM_IV":"0.6306","ProbabilityOTM_IV":"0.3694","StandardDeviation":"0.0469","TheoreticalValue_IV":"14.1501"},{"Ask":"7.15","Bid":"6.6","Low":"6.15","Mid":"6.875","Rho":"0.07632978","High":"8","Last":"6.67","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C507.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"507.5"}],"Open":"6.78","Side":"Call","Vega":"0.37527993","Close":"6.67","Delta":"0.43714227","Gamma":"0.01743092","Theta":"-0.36150496","Volume":93,"AskSize":10,"BidSize":443,"Strikes":["507.5"],"NetChange":"6.67","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3136","ExtrinsicValue":"7.15","IntrinsicValue":"0","ProbabilityITM":"0.443","ProbabilityOTM":"0.557","ProbabilityBE_IV":"0.2135","TheoreticalValue":"13.6659","DailyOpenInterest":0,"ImpliedVolatility":"0.2373","ProbabilityITM_IV":"0.4195","ProbabilityOTM_IV":"0.5805","StandardDeviation":"0.0448","TheoreticalValue_IV":"7.1501"},{"Ask":"11.75","Bid":"10.3","Low":"10.26","Mid":"11.025","Rho":"-0.09671963","High":"12.13","Last":"10.26","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P505","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"505"}],"Open":"10.5","Side":"Put","Vega":"0.37981853","Close":"10.26","Delta":"-0.51255294","Gamma":"0.01459834","Theta":"-0.38804827","Volume":20,"AskSize":529,"BidSize":45,"Strikes":["505"],"NetChange":"0.13","NetChangePct":"0.0128","PreviousClose":"10.13","ProbabilityBE":"0.3647","ExtrinsicValue":"9.47","IntrinsicValue":"2.28","ProbabilityITM":"0.5318","ProbabilityOTM":"0.4682","ProbabilityBE_IV":"0.3006","TheoreticalValue":"16.4227","DailyOpenInterest":50,"ImpliedVolatility":"0.2868","ProbabilityITM_IV":"0.5342","ProbabilityOTM_IV":"0.4658","StandardDeviation":"0.0541","TheoreticalValue_IV":"11.7498"},{"Ask":"1.26","Bid":"0.74","Low":"0.98","Mid":"1","Rho":"0.01927132","High":"1.15","Last":"1.15","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C535","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"535"}],"Open":"1","Side":"Call","Vega":"0.17827127","Close":"1.15","Delta":"0.10928276","Gamma":"0.00767025","Theta":"-0.17972958","Volume":7,"AskSize":387,"BidSize":481,"Strikes":["535"],"NetChange":"-0.36","NetChangePct":"-0.2384","PreviousClose":"1.51","ProbabilityBE":"0.173","ExtrinsicValue":"1.26","IntrinsicValue":"0","ProbabilityITM":"0.2052","ProbabilityOTM":"0.7948","ProbabilityBE_IV":"0.0709","TheoreticalValue":"4.9699","DailyOpenInterest":18,"ImpliedVolatility":"0.2562","ProbabilityITM_IV":"0.1005","ProbabilityOTM_IV":"0.8995","StandardDeviation":"0.0483","TheoreticalValue_IV":"1.26"},{"Ask":"1.91","Bid":"1.17","Low":"0","Mid":"1.54","Rho":"-0.02396202","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P472.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"472.5"}],"Open":"0","Side":"Put","Vega":"0.20039414","Close":"0","Delta":"-0.12896762","Gamma":"0.00728516","Theta":"-0.22499113","Volume":0,"AskSize":135,"BidSize":292,"Strikes":["472.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1846","ExtrinsicValue":"1.91","IntrinsicValue":"0","ProbabilityITM":"0.2186","ProbabilityOTM":"0.7814","ProbabilityBE_IV":"0.108","TheoreticalValue":"4.42","DailyOpenInterest":0,"ImpliedVolatility":"0.3032","ProbabilityITM_IV":"0.1414","ProbabilityOTM_IV":"0.8586","StandardDeviation":"0.0572","TheoreticalValue_IV":"1.91"},{"Ask":"40","Bid":"36.7","Low":"0","Mid":"38.35","Rho":"0.14735676","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C465","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"465"}],"Open":"0","Side":"Call","Vega":"0.17197788","Close":"0","Delta":"0.89602533","Gamma":"0.00555401","Theta":"-0.26589068","Volume":0,"AskSize":48,"BidSize":50,"Strikes":["465"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4546","ExtrinsicValue":"2.28","IntrinsicValue":"37.72","ProbabilityITM":"0.8372","ProbabilityOTM":"0.1628","ProbabilityBE_IV":"0.4512","TheoreticalValue":"41.3385","DailyOpenInterest":0,"ImpliedVolatility":"0.3413","ProbabilityITM_IV":"0.8839","ProbabilityOTM_IV":"0.1161","StandardDeviation":"0.0644","TheoreticalValue_IV":"39.9999"},{"Ask":"5.05","Bid":"4.2","Low":"5.01","Mid":"4.625","Rho":"-0.05500821","High":"5.63","Last":"5.11","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P490","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"490"}],"Open":"5.05","Side":"Put","Vega":"0.32852632","Close":"5.11","Delta":"-0.29474428","Gamma":"0.01305895","Theta":"-0.33190791","Volume":28,"AskSize":464,"BidSize":222,"Strikes":["490"],"NetChange":"0.23","NetChangePct":"0.0471","PreviousClose":"4.88","ProbabilityBE":"0.2866","ExtrinsicValue":"5.05","IntrinsicValue":"0","ProbabilityITM":"0.3788","ProbabilityOTM":"0.6212","ProbabilityBE_IV":"0.1939","TheoreticalValue":"9.5943","DailyOpenInterest":17,"ImpliedVolatility":"0.2773","ProbabilityITM_IV":"0.3131","ProbabilityOTM_IV":"0.6869","StandardDeviation":"0.0523","TheoreticalValue_IV":"5.0501"},{"Ask":"3.5","Bid":"3.1","Low":"3.15","Mid":"3.3","Rho":"-0.04226802","High":"4.15","Last":"3.8","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P485","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"485"}],"Open":"3.75","Side":"Put","Vega":"0.28727761","Close":"3.8","Delta":"-0.22723501","Gamma":"0.0116397","Theta":"-0.28614048","Volume":24,"AskSize":11,"BidSize":385,"Strikes":["485"],"NetChange":"0.32","NetChangePct":"0.092","PreviousClose":"3.48","ProbabilityBE":"0.2578","ExtrinsicValue":"3.5","IntrinsicValue":"0","ProbabilityITM":"0.3297","ProbabilityOTM":"0.6703","ProbabilityBE_IV":"0.1558","TheoreticalValue":"7.8243","DailyOpenInterest":32,"ImpliedVolatility":"0.272","ProbabilityITM_IV":"0.2431","ProbabilityOTM_IV":"0.7569","StandardDeviation":"0.0513","TheoreticalValue_IV":"3.5001"},{"Ask":"0.5","Bid":"0.15","Low":"0.16","Mid":"0.325","Rho":"0.00831089","High":"0.47","Last":"0.32","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C550","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"550"}],"Open":"0.47","Side":"Call","Vega":"0.09356584","Close":"0.32","Delta":"0.04704268","Gamma":"0.00375197","Theta":"-0.10049072","Volume":18,"AskSize":469,"BidSize":227,"Strikes":["550"],"NetChange":"-0.33","NetChangePct":"-0.5077","PreviousClose":"0.65","ProbabilityBE":"0.1076","ExtrinsicValue":"0.5","IntrinsicValue":"0","ProbabilityITM":"0.1191","ProbabilityOTM":"0.8809","ProbabilityBE_IV":"0.0347","TheoreticalValue":"2.5815","DailyOpenInterest":39,"ImpliedVolatility":"0.2748","ProbabilityITM_IV":"0.0421","ProbabilityOTM_IV":"0.9579","StandardDeviation":"0.0519","TheoreticalValue_IV":"0.5"},{"Ask":"1.07","Bid":"0","Low":"0","Mid":"0.535","Rho":"0.01537804","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C542.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"542.5"}],"Open":"0","Side":"Call","Vega":"0.15125625","Close":"0","Delta":"0.08733339","Gamma":"0.0058448","Theta":"-0.16898949","Volume":0,"AskSize":448,"BidSize":0,"Strikes":["542.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1383","ExtrinsicValue":"1.07","IntrinsicValue":"0","ProbabilityITM":"0.1581","ProbabilityOTM":"0.8419","ProbabilityBE_IV":"0.0625","TheoreticalValue":"3.6146","DailyOpenInterest":0,"ImpliedVolatility":"0.2852","ProbabilityITM_IV":"0.0791","ProbabilityOTM_IV":"0.9209","StandardDeviation":"0.0538","TheoreticalValue_IV":"1.07"},{"Ask":"24.45","Bid":"21.65","Low":"0","Mid":"23.05","Rho":"-0.13804659","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P522.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"522.5"}],"Open":"0","Side":"Put","Vega":"0.32265091","Close":"0","Delta":"-0.71635429","Gamma":"0.01090542","Theta":"-0.36215256","Volume":0,"AskSize":269,"BidSize":292,"Strikes":["522.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4321","ExtrinsicValue":"4.67","IntrinsicValue":"19.78","ProbabilityITM":"0.698","ProbabilityOTM":"0.302","ProbabilityBE_IV":"0.408","TheoreticalValue":"27.2374","DailyOpenInterest":0,"ImpliedVolatility":"0.3261","ProbabilityITM_IV":"0.7369","ProbabilityOTM_IV":"0.2631","StandardDeviation":"0.0615","TheoreticalValue_IV":"24.4499"},{"Ask":"14.6","Bid":"12.85","Low":"14.1","Mid":"13.725","Rho":"-0.11069138","High":"14.84","Last":"14.1","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P510","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"510"}],"Open":"14.84","Side":"Put","Vega":"0.37148758","Close":"14.1","Delta":"-0.58431607","Gamma":"0.01428593","Theta":"-0.37473417","Volume":12,"AskSize":206,"BidSize":198,"Strikes":["510"],"NetChange":"1.13","NetChangePct":"0.0871","PreviousClose":"12.97","ProbabilityBE":"0.3868","ExtrinsicValue":"7.32","IntrinsicValue":"7.28","ProbabilityITM":"0.5819","ProbabilityOTM":"0.4181","ProbabilityBE_IV":"0.3301","TheoreticalValue":"19.2097","DailyOpenInterest":40,"ImpliedVolatility":"0.2866","ProbabilityITM_IV":"0.6054","ProbabilityOTM_IV":"0.3946","StandardDeviation":"0.0541","TheoreticalValue_IV":"14.6001"},{"Ask":"33.2","Bid":"30.25","Low":"0","Mid":"31.725","Rho":"-0.15368483","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P532.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"532.5"}],"Open":"0","Side":"Put","Vega":"0.27782813","Close":"0","Delta":"-0.78565543","Gamma":"0.00852041","Theta":"-0.33722938","Volume":0,"AskSize":79,"BidSize":70,"Strikes":["532.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4587","ExtrinsicValue":"3.42","IntrinsicValue":"29.78","ProbabilityITM":"0.7772","ProbabilityOTM":"0.2228","ProbabilityBE_IV":"0.4489","TheoreticalValue":"34.6426","DailyOpenInterest":0,"ImpliedVolatility":"0.3594","ProbabilityITM_IV":"0.805","ProbabilityOTM_IV":"0.195","StandardDeviation":"0.0678","TheoreticalValue_IV":"33.2"},{"Ask":"1.42","Bid":"0.9","Low":"1.4","Mid":"1.16","Rho":"0.02165985","High":"1.46","Last":"1.4","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C532.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"532.5"}],"Open":"1.46","Side":"Call","Vega":"0.1936998","Close":"1.4","Delta":"0.12283518","Gamma":"0.00852504","Theta":"-0.19124842","Volume":24,"AskSize":271,"BidSize":261,"Strikes":["532.5"],"NetChange":"1.4","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1853","ExtrinsicValue":"1.42","IntrinsicValue":"0","ProbabilityITM":"0.2228","ProbabilityOTM":"0.7772","ProbabilityBE_IV":"0.0771","TheoreticalValue":"5.504","DailyOpenInterest":0,"ImpliedVolatility":"0.2504","ProbabilityITM_IV":"0.1135","ProbabilityOTM_IV":"0.8865","StandardDeviation":"0.0473","TheoreticalValue_IV":"1.42"},{"Ask":"47.25","Bid":"43.85","Low":"45.01","Mid":"45.55","Rho":"0.14834424","High":"47.26","Last":"46.25","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C457.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"457.5"}],"Open":"45.01","Side":"Call","Vega":"0.14702016","Close":"46.25","Delta":"0.91591819","Gamma":"0.00431176","Theta":"-0.25304208","Volume":80,"AskSize":16,"BidSize":15,"Strikes":["457.5"],"NetChange":"46.25","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4653","ExtrinsicValue":"2.03","IntrinsicValue":"45.22","ProbabilityITM":"0.8835","ProbabilityOTM":"0.1165","ProbabilityBE_IV":"0.4648","TheoreticalValue":"47.7884","DailyOpenInterest":0,"ImpliedVolatility":"0.3758","ProbabilityITM_IV":"0.9044","ProbabilityOTM_IV":"0.0956","StandardDeviation":"0.0709","TheoreticalValue_IV":"47.25"},{"Ask":"28.8","Bid":"25.85","Low":"0","Mid":"27.325","Rho":"-0.14626571","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P527.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"527.5"}],"Open":"0","Side":"Put","Vega":"0.30057655","Close":"0","Delta":"-0.75326991","Gamma":"0.00962703","Theta":"-0.35302564","Volume":0,"AskSize":277,"BidSize":285,"Strikes":["527.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4465","ExtrinsicValue":"4.02","IntrinsicValue":"24.78","ProbabilityITM":"0.7393","ProbabilityOTM":"0.2607","ProbabilityBE_IV":"0.431","TheoreticalValue":"30.8399","DailyOpenInterest":0,"ImpliedVolatility":"0.3441","ProbabilityITM_IV":"0.7734","ProbabilityOTM_IV":"0.2266","StandardDeviation":"0.0649","TheoreticalValue_IV":"28.7999"},{"Ask":"6.3","Bid":"5.65","Low":"5.5","Mid":"5.975","Rho":"0.06930014","High":"5.85","Last":"5.85","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C510","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"510"}],"Open":"5.75","Side":"Call","Vega":"0.36714582","Close":"5.85","Delta":"0.39650244","Gamma":"0.01677484","Theta":"-0.35765377","Volume":12,"AskSize":105,"BidSize":214,"Strikes":["510"],"NetChange":"-1.97","NetChangePct":"-0.2519","PreviousClose":"7.82","ProbabilityBE":"0.3012","ExtrinsicValue":"6.3","IntrinsicValue":"0","ProbabilityITM":"0.4181","ProbabilityOTM":"0.5819","ProbabilityBE_IV":"0.2","TheoreticalValue":"12.5911","DailyOpenInterest":38,"ImpliedVolatility":"0.2412","ProbabilityITM_IV":"0.379","ProbabilityOTM_IV":"0.621","StandardDeviation":"0.0455","TheoreticalValue_IV":"6.2999"},{"Ask":"25.75","Bid":"23.7","Low":"0","Mid":"24.725","Rho":"0.14061349","High":"0","Last":"28.05","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C480","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"480"}],"Open":"0","Side":"Call","Vega":"0.24075399","Close":"28.05","Delta":"0.83031719","Gamma":"0.00982398","Theta":"-0.28814664","Volume":0,"AskSize":51,"BidSize":274,"Strikes":["480"],"NetChange":"0","NetChangePct":"0","PreviousClose":"28.05","ProbabilityBE":"0.4215","ExtrinsicValue":"3.03","IntrinsicValue":"22.72","ProbabilityITM":"0.717","ProbabilityOTM":"0.283","ProbabilityBE_IV":"0.3947","TheoreticalValue":"29.6546","DailyOpenInterest":1,"ImpliedVolatility":"0.2701","ProbabilityITM_IV":"0.8171","ProbabilityOTM_IV":"0.1829","StandardDeviation":"0.051","TheoreticalValue_IV":"25.75"},{"Ask":"18","Bid":"16.05","Low":"0","Mid":"17.025","Rho":"0.12230349","High":"0","Last":"24.46","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C490","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"490"}],"Open":"0","Side":"Call","Vega":"0.32422107","Close":"24.46","Delta":"0.71345099","Gamma":"0.01351911","Theta":"-0.36180681","Volume":0,"AskSize":247,"BidSize":258,"Strikes":["490"],"NetChange":"0","NetChangePct":"0","PreviousClose":"24.46","ProbabilityBE":"0.3892","ExtrinsicValue":"5.28","IntrinsicValue":"12.72","ProbabilityITM":"0.6212","ProbabilityOTM":"0.3788","ProbabilityBE_IV":"0.3442","TheoreticalValue":"22.9649","DailyOpenInterest":3,"ImpliedVolatility":"0.2643","ProbabilityITM_IV":"0.6962","ProbabilityOTM_IV":"0.3038","StandardDeviation":"0.0499","TheoreticalValue_IV":"18"},{"Ask":"1.81","Bid":"0.23","Low":"0","Mid":"1.02","Rho":"-0.01961599","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P462.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"462.5"}],"Open":"0","Side":"Put","Vega":"0.17330789","Close":"0","Delta":"-0.10508622","Gamma":"0.00520422","Theta":"-0.23712518","Volume":0,"AskSize":165,"BidSize":216,"Strikes":["462.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1302","ExtrinsicValue":"1.81","IntrinsicValue":"0","ProbabilityITM":"0.1463","ProbabilityOTM":"0.8537","ProbabilityBE_IV":"0.1029","TheoreticalValue":"2.611","DailyOpenInterest":0,"ImpliedVolatility":"0.367","ProbabilityITM_IV":"0.1183","ProbabilityOTM_IV":"0.8817","StandardDeviation":"0.0693","TheoreticalValue_IV":"1.81"},{"Ask":"19.9","Bid":"18.15","Low":"0","Mid":"19.025","Rho":"0.12719451","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C487.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"487.5"}],"Open":"0","Side":"Call","Vega":"0.30628826","Close":"0","Delta":"0.74433005","Gamma":"0.01258711","Theta":"-0.34963489","Volume":0,"AskSize":314,"BidSize":256,"Strikes":["487.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3981","ExtrinsicValue":"4.68","IntrinsicValue":"15.22","ProbabilityITM":"0.6459","ProbabilityOTM":"0.3541","ProbabilityBE_IV":"0.3591","TheoreticalValue":"24.5468","DailyOpenInterest":0,"ImpliedVolatility":"0.2682","ProbabilityITM_IV":"0.7277","ProbabilityOTM_IV":"0.2723","StandardDeviation":"0.0506","TheoreticalValue_IV":"19.9"},{"Ask":"2.2","Bid":"1.5","Low":"1.84","Mid":"1.85","Rho":"-0.02717743","High":"2.13","Last":"1.84","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P475","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"475"}],"Open":"2.13","Side":"Put","Vega":"0.21831747","Close":"1.84","Delta":"-0.14620663","Gamma":"0.0080452","Theta":"-0.24140491","Volume":9,"AskSize":613,"BidSize":324,"Strikes":["475"],"NetChange":"-0.14","NetChangePct":"-0.0707","PreviousClose":"1.98","ProbabilityBE":"0.199","ExtrinsicValue":"2.2","IntrinsicValue":"0","ProbabilityITM":"0.2392","ProbabilityOTM":"0.7608","ProbabilityBE_IV":"0.1185","TheoreticalValue":"4.9916","DailyOpenInterest":5,"ImpliedVolatility":"0.2991","ProbabilityITM_IV":"0.1596","ProbabilityOTM_IV":"0.8404","StandardDeviation":"0.0564","TheoreticalValue_IV":"2.2"},{"Ask":"1.25","Bid":"0.77","Low":"0.85","Mid":"1.01","Rho":"-0.01629259","High":"1.27","Last":"0.85","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P465","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"465"}],"Open":"1.27","Side":"Put","Vega":"0.15184093","Close":"0.85","Delta":"-0.08778608","Gamma":"0.00529408","Theta":"-0.17850617","Volume":2,"AskSize":374,"BidSize":276,"Strikes":["465"],"NetChange":"-0.15","NetChangePct":"-0.15","PreviousClose":"1","ProbabilityBE":"0.1431","ExtrinsicValue":"1.25","IntrinsicValue":"0","ProbabilityITM":"0.1628","ProbabilityOTM":"0.8372","ProbabilityBE_IV":"0.0804","TheoreticalValue":"2.9968","DailyOpenInterest":5,"ImpliedVolatility":"0.3161","ProbabilityITM_IV":"0.0977","ProbabilityOTM_IV":"0.9023","StandardDeviation":"0.0597","TheoreticalValue_IV":"1.25"},{"Ask":"1.48","Bid":"0.07","Low":"0","Mid":"0.775","Rho":"-0.0161109","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P457.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"457.5"}],"Open":"0","Side":"Put","Vega":"0.14994537","Close":"0","Delta":"-0.08632189","Gamma":"0.00434918","Theta":"-0.21281625","Volume":0,"AskSize":170,"BidSize":209,"Strikes":["457.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1061","ExtrinsicValue":"1.48","IntrinsicValue":"0","ProbabilityITM":"0.1165","ProbabilityOTM":"0.8835","ProbabilityBE_IV":"0.0883","TheoreticalValue":"1.9564","DailyOpenInterest":0,"ImpliedVolatility":"0.38","ProbabilityITM_IV":"0.0982","ProbabilityOTM_IV":"0.9018","StandardDeviation":"0.0717","TheoreticalValue_IV":"1.48"},{"Ask":"9.5","Bid":"9.05","Low":"8.68","Mid":"9.275","Rho":"0.09128696","High":"10.08","Last":"8.84","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C502.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"502.5"}],"Open":"8.68","Side":"Call","Vega":"0.37927867","Close":"8.84","Delta":"0.52468997","Gamma":"0.01754168","Theta":"-0.37085059","Volume":604,"AskSize":19,"BidSize":528,"Strikes":["502.5"],"NetChange":"8.84","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3373","ExtrinsicValue":"9.28","IntrinsicValue":"0.22","ProbabilityITM":"0.4936","ProbabilityOTM":"0.5064","ProbabilityBE_IV":"0.249","TheoreticalValue":"16.0038","DailyOpenInterest":0,"ImpliedVolatility":"0.2383","ProbabilityITM_IV":"0.5067","ProbabilityOTM_IV":"0.4933","StandardDeviation":"0.045","TheoreticalValue_IV":"9.5"},{"Ask":"45.2","Bid":"42.05","Low":"0","Mid":"43.625","Rho":"-0.16589097","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P545","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"545"}],"Open":"0","Side":"Put","Vega":"0.24153535","Close":"0","Delta":"-0.82945708","Gamma":"0.00630104","Theta":"-0.34214215","Volume":0,"AskSize":16,"BidSize":11,"Strikes":["545"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4817","ExtrinsicValue":"2.92","IntrinsicValue":"42.28","ProbabilityITM":"0.8558","ProbabilityOTM":"0.1442","ProbabilityBE_IV":"0.4832","TheoreticalValue":"44.9041","DailyOpenInterest":0,"ImpliedVolatility":"0.4225","ProbabilityITM_IV":"0.849","ProbabilityOTM_IV":"0.151","StandardDeviation":"0.0797","TheoreticalValue_IV":"45.2"},{"Ask":"9.95","Bid":"9.1","Low":"8.9","Mid":"9.525","Rho":"-0.08947697","High":"11.19","Last":"9.78","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P502.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"502.5"}],"Open":"11.19","Side":"Put","Vega":"0.37931864","Close":"9.78","Delta":"-0.47599713","Gamma":"0.0152936","Theta":"-0.3701737","Volume":7,"AskSize":605,"BidSize":15,"Strikes":["502.5"],"NetChange":"9.78","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3528","ExtrinsicValue":"9.95","IntrinsicValue":"0","ProbabilityITM":"0.5064","ProbabilityOTM":"0.4936","ProbabilityBE_IV":"0.2748","TheoreticalValue":"15.1243","DailyOpenInterest":0,"ImpliedVolatility":"0.2734","ProbabilityITM_IV":"0.4966","ProbabilityOTM_IV":"0.5034","StandardDeviation":"0.0516","TheoreticalValue_IV":"9.9501"},{"Ask":"35.7","Bid":"32.5","Low":"0","Mid":"34.1","Rho":"-0.15593389","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P535","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"535"}],"Open":"0","Side":"Put","Vega":"0.27208561","Close":"0","Delta":"-0.79315028","Gamma":"0.00796008","Theta":"-0.34672386","Volume":0,"AskSize":52,"BidSize":53,"Strikes":["535"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4642","ExtrinsicValue":"3.42","IntrinsicValue":"32.28","ProbabilityITM":"0.7948","ProbabilityOTM":"0.2052","ProbabilityBE_IV":"0.4584","TheoreticalValue":"36.6133","DailyOpenInterest":0,"ImpliedVolatility":"0.3767","ProbabilityITM_IV":"0.8129","ProbabilityOTM_IV":"0.1871","StandardDeviation":"0.0711","TheoreticalValue_IV":"35.7001"},{"Ask":"8.3","Bid":"7.7","Low":"7.47","Mid":"8","Rho":"0.08381562","High":"9.7","Last":"7.47","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C505","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"505"}],"Open":"9.7","Side":"Call","Vega":"0.37957135","Close":"7.47","Delta":"0.48090662","Gamma":"0.01753529","Theta":"-0.36938236","Volume":1059,"AskSize":10,"BidSize":430,"Strikes":["505"],"NetChange":"-3.18","NetChangePct":"-0.2986","PreviousClose":"10.65","ProbabilityBE":"0.3256","ExtrinsicValue":"8.3","IntrinsicValue":"0","ProbabilityITM":"0.4682","ProbabilityOTM":"0.5318","ProbabilityBE_IV":"0.232","TheoreticalValue":"14.8032","DailyOpenInterest":10,"ImpliedVolatility":"0.2386","ProbabilityITM_IV":"0.4629","ProbabilityOTM_IV":"0.5371","StandardDeviation":"0.045","TheoreticalValue_IV":"8.2999"},{"Ask":"2.98","Bid":"1.81","Low":"2.39","Mid":"2.395","Rho":"0.03910459","High":"2.92","Last":"2.39","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C522.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"522.5"}],"Open":"2.92","Side":"Call","Vega":"0.28393696","Close":"2.39","Delta":"0.22259419","Gamma":"0.01252861","Theta":"-0.28174236","Volume":18,"AskSize":647,"BidSize":758,"Strikes":["522.5"],"NetChange":"2.39","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2367","ExtrinsicValue":"2.98","IntrinsicValue":"0","ProbabilityITM":"0.302","ProbabilityOTM":"0.698","ProbabilityBE_IV":"0.1279","TheoreticalValue":"8.1129","DailyOpenInterest":0,"ImpliedVolatility":"0.2498","ProbabilityITM_IV":"0.2087","ProbabilityOTM_IV":"0.7913","StandardDeviation":"0.0471","TheoreticalValue_IV":"2.98"},{"Ask":"42.15","Bid":"39.05","Low":"39.13","Mid":"40.6","Rho":"0.14971097","High":"39.97","Last":"39.41","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C462.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"462.5"}],"Open":"39.89","Side":"Call","Vega":"0.15037642","Close":"39.41","Delta":"0.91334602","Gamma":"0.00492879","Theta":"-0.23555535","Volume":37,"AskSize":13,"BidSize":27,"Strikes":["462.5"],"NetChange":"39.41","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4586","ExtrinsicValue":"1.93","IntrinsicValue":"40.22","ProbabilityITM":"0.8537","ProbabilityOTM":"0.1463","ProbabilityBE_IV":"0.4557","TheoreticalValue":"43.4495","DailyOpenInterest":0,"ImpliedVolatility":"0.3363","ProbabilityITM_IV":"0.9028","ProbabilityOTM_IV":"0.0972","StandardDeviation":"0.0635","TheoreticalValue_IV":"42.15"},{"Ask":"21.8","Bid":"19.75","Low":"0","Mid":"20.775","Rho":"0.13197464","High":"0","Last":"24.79","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C485","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"485"}],"Open":"0","Side":"Call","Vega":"0.28596864","Close":"24.79","Delta":"0.77459474","Gamma":"0.0116878","Theta":"-0.33181116","Volume":0,"AskSize":251,"BidSize":306,"Strikes":["485"],"NetChange":"0","NetChangePct":"0","PreviousClose":"24.79","ProbabilityBE":"0.4064","ExtrinsicValue":"4.08","IntrinsicValue":"17.72","ProbabilityITM":"0.6703","ProbabilityOTM":"0.3297","ProbabilityBE_IV":"0.3721","TheoreticalValue":"26.1899","DailyOpenInterest":5,"ImpliedVolatility":"0.2697","ProbabilityITM_IV":"0.759","ProbabilityOTM_IV":"0.241","StandardDeviation":"0.0509","TheoreticalValue_IV":"21.7999"},{"Ask":"20.35","Bid":"17.8","Low":"0","Mid":"19.075","Rho":"-0.12823052","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P517.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"517.5"}],"Open":"0","Side":"Put","Vega":"0.34492029","Close":"0","Delta":"-0.6700935","Gamma":"0.01223899","Theta":"-0.3722863","Volume":0,"AskSize":325,"BidSize":272,"Strikes":["517.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4157","ExtrinsicValue":"5.57","IntrinsicValue":"14.78","ProbabilityITM":"0.6535","ProbabilityOTM":"0.3465","ProbabilityBE_IV":"0.381","TheoreticalValue":"23.8515","DailyOpenInterest":0,"ImpliedVolatility":"0.3106","ProbabilityITM_IV":"0.6911","ProbabilityOTM_IV":"0.3089","StandardDeviation":"0.0586","TheoreticalValue_IV":"20.3501"},{"Ask":"1.61","Bid":"1.15","Low":"1.26","Mid":"1.38","Rho":"-0.02073438","High":"1.73","Last":"1.26","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P470","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"470"}],"Open":"1.29","Side":"Put","Vega":"0.18106713","Close":"1.26","Delta":"-0.11168082","Gamma":"0.00654867","Theta":"-0.20463615","Volume":21,"AskSize":436,"BidSize":10,"Strikes":["470"],"NetChange":"-0.3","NetChangePct":"-0.1923","PreviousClose":"1.56","ProbabilityBE":"0.1704","ExtrinsicValue":"1.61","IntrinsicValue":"0","ProbabilityITM":"0.199","ProbabilityOTM":"0.801","ProbabilityBE_IV":"0.0961","TheoreticalValue":"3.8987","DailyOpenInterest":48,"ImpliedVolatility":"0.3047","ProbabilityITM_IV":"0.123","ProbabilityOTM_IV":"0.877","StandardDeviation":"0.0575","TheoreticalValue_IV":"1.6101"},{"Ask":"17.9","Bid":"16.35","Low":"0","Mid":"17.125","Rho":"-0.12393728","High":"0","Last":"15.92","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P515","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"515"}],"Open":"0","Side":"Put","Vega":"0.35238695","Close":"15.92","Delta":"-0.6511701","Gamma":"0.01342636","Theta":"-0.35366501","Volume":0,"AskSize":48,"BidSize":21,"Strikes":["515"],"NetChange":"0","NetChangePct":"0","PreviousClose":"15.92","ProbabilityBE":"0.4066","ExtrinsicValue":"5.62","IntrinsicValue":"12.28","ProbabilityITM":"0.6302","ProbabilityOTM":"0.3698","ProbabilityBE_IV":"0.3586","TheoreticalValue":"22.2444","DailyOpenInterest":1,"ImpliedVolatility":"0.2893","ProbabilityITM_IV":"0.6712","ProbabilityOTM_IV":"0.3288","StandardDeviation":"0.0546","TheoreticalValue_IV":"17.9001"},{"Ask":"12.8","Bid":"11.35","Low":"11.76","Mid":"12.075","Rho":"0.10480619","High":"12.15","Last":"11.76","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C497.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"497.5"}],"Open":"12.15","Side":"Call","Vega":"0.36647152","Close":"11.76","Delta":"0.60616015","Gamma":"0.01594181","Theta":"-0.38411363","Volume":5,"AskSize":383,"BidSize":544,"Strikes":["497.5"],"NetChange":"11.76","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3595","ExtrinsicValue":"7.58","IntrinsicValue":"5.22","ProbabilityITM":"0.5449","ProbabilityOTM":"0.4551","ProbabilityBE_IV":"0.2935","TheoreticalValue":"18.5967","DailyOpenInterest":0,"ImpliedVolatility":"0.2534","ProbabilityITM_IV":"0.5876","ProbabilityOTM_IV":"0.4124","StandardDeviation":"0.0478","TheoreticalValue_IV":"12.8"},{"Ask":"1.75","Bid":"0.78","Low":"1.16","Mid":"1.265","Rho":"-0.02083838","High":"1.46","Last":"1.16","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P467.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"467.5"}],"Open":"1.46","Side":"Put","Vega":"0.18141226","Close":"1.16","Delta":"-0.11197858","Gamma":"0.00606808","Theta":"-0.22214828","Volume":4,"AskSize":138,"BidSize":223,"Strikes":["467.5"],"NetChange":"1.16","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1566","ExtrinsicValue":"1.75","IntrinsicValue":"0","ProbabilityITM":"0.1804","ProbabilityOTM":"0.8196","ProbabilityBE_IV":"0.1018","TheoreticalValue":"3.4251","DailyOpenInterest":0,"ImpliedVolatility":"0.3295","ProbabilityITM_IV":"0.1243","ProbabilityOTM_IV":"0.8757","StandardDeviation":"0.0622","TheoreticalValue_IV":"1.75"},{"Ask":"3.35","Bid":"2.74","Low":"2.58","Mid":"3.045","Rho":"0.04359129","High":"3.75","Last":"2.88","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C520","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"520"}],"Open":"3.5","Side":"Call","Vega":"0.30152539","Close":"2.88","Delta":"0.2481896","Gamma":"0.01364398","Theta":"-0.29263619","Volume":98,"AskSize":293,"BidSize":266,"Strikes":["520"],"NetChange":"-1.58","NetChangePct":"-0.3543","PreviousClose":"4.46","ProbabilityBE":"0.2497","ExtrinsicValue":"3.35","IntrinsicValue":"0","ProbabilityITM":"0.3239","ProbabilityOTM":"0.6761","ProbabilityBE_IV":"0.137","TheoreticalValue":"8.8941","DailyOpenInterest":72,"ImpliedVolatility":"0.2436","ProbabilityITM_IV":"0.2338","ProbabilityOTM_IV":"0.7662","StandardDeviation":"0.046","TheoreticalValue_IV":"3.3501"},{"Ask":"52.55","Bid":"49.3","Low":"0","Mid":"50.925","Rho":"-0.17152613","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P552.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"552.5"}],"Open":"0","Side":"Put","Vega":"0.22594358","Close":"0","Delta":"-0.8460668","Gamma":"0.00539086","Theta":"-0.34941764","Volume":0,"AskSize":10,"BidSize":12,"Strikes":["552.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4912","ExtrinsicValue":"2.77","IntrinsicValue":"49.78","ProbabilityITM":"0.8921","ProbabilityOTM":"0.1079","ProbabilityBE_IV":"0.4959","TheoreticalValue":"51.4826","DailyOpenInterest":0,"ImpliedVolatility":"0.4619","ProbabilityITM_IV":"0.8659","ProbabilityOTM_IV":"0.1341","StandardDeviation":"0.0872","TheoreticalValue_IV":"52.5499"},{"Ask":"3.95","Bid":"3.1","Low":"3.22","Mid":"3.525","Rho":"0.04942785","High":"3.8","Last":"3.62","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C517.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"517.5"}],"Open":"3.8","Side":"Call","Vega":"0.32159731","Close":"3.62","Delta":"0.28172168","Gamma":"0.01459815","Theta":"-0.31201157","Volume":19,"AskSize":381,"BidSize":525,"Strikes":["517.5"],"NetChange":"3.62","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2628","ExtrinsicValue":"3.95","IntrinsicValue":"0","ProbabilityITM":"0.3465","ProbabilityOTM":"0.6535","ProbabilityBE_IV":"0.1518","TheoreticalValue":"9.7308","DailyOpenInterest":0,"ImpliedVolatility":"0.2428","ProbabilityITM_IV":"0.2664","ProbabilityOTM_IV":"0.7336","StandardDeviation":"0.0458","TheoreticalValue_IV":"3.9499"},{"Ask":"28.25","Bid":"25.75","Low":"27","Mid":"27","Rho":"0.14133194","High":"27","Last":"27","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C477.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"477.5"}],"Open":"27","Side":"Call","Vega":"0.23245273","Close":"27","Delta":"0.83927082","Gamma":"0.00886211","Theta":"-0.296641","Volume":5,"AskSize":308,"BidSize":520,"Strikes":["477.5"],"NetChange":"27","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4283","ExtrinsicValue":"3.03","IntrinsicValue":"25.22","ProbabilityITM":"0.7394","ProbabilityOTM":"0.2606","ProbabilityBE_IV":"0.4096","TheoreticalValue":"31.4729","DailyOpenInterest":0,"ImpliedVolatility":"0.2891","ProbabilityITM_IV":"0.8255","ProbabilityOTM_IV":"0.1745","StandardDeviation":"0.0546","TheoreticalValue_IV":"28.25"},{"Ask":"47.65","Bid":"44.2","Low":"0","Mid":"45.925","Rho":"-0.1678357","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P547.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"547.5"}],"Open":"0","Side":"Put","Vega":"0.23611422","Close":"0","Delta":"-0.83536239","Gamma":"0.00596972","Theta":"-0.34495715","Volume":0,"AskSize":17,"BidSize":10,"Strikes":["547.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4852","ExtrinsicValue":"2.87","IntrinsicValue":"44.78","ProbabilityITM":"0.8688","ProbabilityOTM":"0.1312","ProbabilityBE_IV":"0.488","TheoreticalValue":"47.0667","DailyOpenInterest":0,"ImpliedVolatility":"0.4359","ProbabilityITM_IV":"0.855","ProbabilityOTM_IV":"0.145","StandardDeviation":"0.0823","TheoreticalValue_IV":"47.65"},{"Ask":"35.25","Bid":"33.05","Low":"0","Mid":"34.15","Rho":"0.14567581","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C470","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"470"}],"Open":"0","Side":"Call","Vega":"0.19359107","Close":"0","Delta":"0.87726312","Gamma":"0.0066618","Theta":"-0.27804919","Volume":0,"AskSize":51,"BidSize":47,"Strikes":["470"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4455","ExtrinsicValue":"2.53","IntrinsicValue":"32.72","ProbabilityITM":"0.801","ProbabilityOTM":"0.199","ProbabilityBE_IV":"0.438","TheoreticalValue":"37.2467","DailyOpenInterest":0,"ImpliedVolatility":"0.3203","ProbabilityITM_IV":"0.8645","ProbabilityOTM_IV":"0.1355","StandardDeviation":"0.0604","TheoreticalValue_IV":"35.25"},{"Ask":"2.28","Bid":"1.44","Low":"0","Mid":"1.86","Rho":"0.03091399","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C527.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"527.5"}],"Open":"0","Side":"Call","Vega":"0.246269","Close":"0","Delta":"0.1758202","Gamma":"0.01050943","Theta":"-0.25148593","Volume":0,"AskSize":550,"BidSize":468,"Strikes":["527.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2107","ExtrinsicValue":"2.28","IntrinsicValue":"0","ProbabilityITM":"0.2607","ProbabilityOTM":"0.7393","ProbabilityBE_IV":"0.1077","TheoreticalValue":"6.7095","DailyOpenInterest":0,"ImpliedVolatility":"0.2583","ProbabilityITM_IV":"0.1635","ProbabilityOTM_IV":"0.8365","StandardDeviation":"0.0487","TheoreticalValue_IV":"2.2801"},{"Ask":"5.6","Bid":"4.5","Low":"5","Mid":"5.05","Rho":"0.06285166","High":"5.1","Last":"5","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C512.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"512.5"}],"Open":"5.02","Side":"Call","Vega":"0.3561485","Close":"5","Delta":"0.35938101","Gamma":"0.01590886","Theta":"-0.35318628","Volume":14,"AskSize":546,"BidSize":719,"Strikes":["512.5"],"NetChange":"5","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2886","ExtrinsicValue":"5.6","IntrinsicValue":"0","ProbabilityITM":"0.3937","ProbabilityOTM":"0.6063","ProbabilityBE_IV":"0.1882","TheoreticalValue":"11.5778","DailyOpenInterest":0,"ImpliedVolatility":"0.2467","ProbabilityITM_IV":"0.3421","ProbabilityOTM_IV":"0.6579","StandardDeviation":"0.0466","TheoreticalValue_IV":"5.5998"},{"Ask":"26.15","Bid":"23.7","Low":"0","Mid":"24.925","Rho":"-0.14403709","High":"0","Last":"19.4","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P525","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"525"}],"Open":"0","Side":"Put","Vega":"0.30512071","Close":"19.4","Delta":"-0.7461882","Gamma":"0.0105051","Theta":"-0.33169066","Volume":0,"AskSize":246,"BidSize":265,"Strikes":["525"],"NetChange":"0","NetChangePct":"0","PreviousClose":"19.4","ProbabilityBE":"0.4396","ExtrinsicValue":"3.87","IntrinsicValue":"22.28","ProbabilityITM":"0.7191","ProbabilityOTM":"0.2809","ProbabilityBE_IV":"0.4153","TheoreticalValue":"29.0126","DailyOpenInterest":3,"ImpliedVolatility":"0.3201","ProbabilityITM_IV":"0.7652","ProbabilityOTM_IV":"0.2348","StandardDeviation":"0.0604","TheoreticalValue_IV":"26.1501"},{"Ask":"30.5","Bid":"28.2","Low":"0","Mid":"29.35","Rho":"0.14349608","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C475","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"475"}],"Open":"0","Side":"Call","Vega":"0.21636008","Close":"0","Delta":"0.85573731","Gamma":"0.00804124","Theta":"-0.28565954","Volume":0,"AskSize":334,"BidSize":303,"Strikes":["475"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4345","ExtrinsicValue":"2.78","IntrinsicValue":"27.72","ProbabilityITM":"0.7608","ProbabilityOTM":"0.2392","ProbabilityBE_IV":"0.4198","TheoreticalValue":"33.3458","DailyOpenInterest":0,"ImpliedVolatility":"0.2966","ProbabilityITM_IV":"0.8426","ProbabilityOTM_IV":"0.1574","StandardDeviation":"0.056","TheoreticalValue_IV":"30.5001"},{"Ask":"0.78","Bid":"0.4","Low":"0.49","Mid":"0.59","Rho":"-0.01023707","High":"0.7","Last":"0.7","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P455","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"455"}],"Open":"0.5","Side":"Put","Vega":"0.10621891","Close":"0.7","Delta":"-0.05516901","Gamma":"0.00343313","Theta":"-0.13528937","Volume":117,"AskSize":438,"BidSize":64,"Strikes":["455"],"NetChange":"0.7","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.095","ExtrinsicValue":"0.78","IntrinsicValue":"0","ProbabilityITM":"0.1033","ProbabilityOTM":"0.8967","ProbabilityBE_IV":"0.056","TheoreticalValue":"1.6822","DailyOpenInterest":0,"ImpliedVolatility":"0.341","ProbabilityITM_IV":"0.0628","ProbabilityOTM_IV":"0.9372","StandardDeviation":"0.0644","TheoreticalValue_IV":"0.78"},{"Ask":"0.77","Bid":"0.43","Low":"0.42","Mid":"0.6","Rho":"0.01298151","High":"0.62","Last":"0.57","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C540","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"540"}],"Open":"0.56","Side":"Call","Vega":"0.1327144","Close":"0.57","Delta":"0.07345821","Gamma":"0.00582083","Theta":"-0.13094465","Volume":53,"AskSize":61,"BidSize":489,"Strikes":["540"],"NetChange":"-2.73","NetChangePct":"-0.8273","PreviousClose":"3.3","ProbabilityBE":"0.1495","ExtrinsicValue":"0.77","IntrinsicValue":"0","ProbabilityITM":"0.1729","ProbabilityOTM":"0.8271","ProbabilityBE_IV":"0.049","TheoreticalValue":"4.0275","DailyOpenInterest":8,"ImpliedVolatility":"0.2513","ProbabilityITM_IV":"0.0671","ProbabilityOTM_IV":"0.9329","StandardDeviation":"0.0474","TheoreticalValue_IV":"0.77"},{"Ask":"33.05","Bid":"30.3","Low":"0","Mid":"31.675","Rho":"0.14349588","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C472.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"472.5"}],"Open":"0","Side":"Call","Vega":"0.21117866","Close":"0","Delta":"0.86080865","Gamma":"0.00733847","Theta":"-0.29640965","Volume":0,"AskSize":250,"BidSize":353,"Strikes":["472.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4402","ExtrinsicValue":"2.83","IntrinsicValue":"30.22","ProbabilityITM":"0.7814","ProbabilityOTM":"0.2186","ProbabilityBE_IV":"0.4309","TheoreticalValue":"35.2711","DailyOpenInterest":0,"ImpliedVolatility":"0.3172","ProbabilityITM_IV":"0.8471","ProbabilityOTM_IV":"0.1529","StandardDeviation":"0.0599","TheoreticalValue_IV":"33.0499"},{"Ask":"10.9","Bid":"10.45","Low":"10.01","Mid":"10.675","Rho":"0.0985992","High":"11.62","Last":"10.52","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C500","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"500"}],"Open":"10.25","Side":"Call","Vega":"0.37447462","Close":"10.52","Delta":"0.5679897","Gamma":"0.01716541","Theta":"-0.37162035","Volume":1442,"AskSize":20,"BidSize":19,"Strikes":["500"],"NetChange":"-3.48","NetChangePct":"-0.2486","PreviousClose":"14","ProbabilityBE":"0.3486","ExtrinsicValue":"8.18","IntrinsicValue":"2.72","ProbabilityITM":"0.5193","ProbabilityOTM":"0.4807","ProbabilityBE_IV":"0.2678","TheoreticalValue":"17.2682","DailyOpenInterest":35,"ImpliedVolatility":"0.2404","ProbabilityITM_IV":"0.55","ProbabilityOTM_IV":"0.45","StandardDeviation":"0.0454","TheoreticalValue_IV":"10.9"},{"Ask":"44.65","Bid":"41.45","Low":"41.74","Mid":"43.05","Rho":"0.14940562","High":"41.82","Last":"41.76","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C460","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"460"}],"Open":"41.79","Side":"Call","Vega":"0.14608793","Close":"41.76","Delta":"0.91662715","Gamma":"0.00456646","Theta":"-0.23906916","Volume":30,"AskSize":12,"BidSize":18,"Strikes":["460"],"NetChange":"41.76","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4621","ExtrinsicValue":"1.93","IntrinsicValue":"42.72","ProbabilityITM":"0.8691","ProbabilityOTM":"0.1309","ProbabilityBE_IV":"0.4606","TheoreticalValue":"45.6004","DailyOpenInterest":0,"ImpliedVolatility":"0.3526","ProbabilityITM_IV":"0.9059","ProbabilityOTM_IV":"0.0941","StandardDeviation":"0.0665","TheoreticalValue_IV":"44.65"},{"Ask":"8.6","Bid":"7.85","Low":"8.31","Mid":"8.225","Rho":"-0.08198864","High":"10.2","Last":"8.37","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P500","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"500"}],"Open":"8.6","Side":"Put","Vega":"0.37528651","Close":"8.37","Delta":"-0.43718604","Gamma":"0.01536296","Theta":"-0.36219027","Volume":17,"AskSize":419,"BidSize":222,"Strikes":["500"],"NetChange":"-0.19","NetChangePct":"-0.0222","PreviousClose":"8.56","ProbabilityBE":"0.3405","ExtrinsicValue":"8.6","IntrinsicValue":"0","ProbabilityITM":"0.4807","ProbabilityOTM":"0.5193","ProbabilityBE_IV":"0.2548","TheoreticalValue":"13.89","DailyOpenInterest":51,"ImpliedVolatility":"0.2692","ProbabilityITM_IV":"0.4574","ProbabilityOTM_IV":"0.5426","StandardDeviation":"0.0508","TheoreticalValue_IV":"8.5999"},{"Ask":"4.35","Bid":"3.7","Low":"0","Mid":"4.025","Rho":"-0.04902197","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P487.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"487.5"}],"Open":"0","Side":"Put","Vega":"0.31077476","Close":"0","Delta":"-0.26296717","Gamma":"0.01229588","Theta":"-0.31636766","Volume":0,"AskSize":210,"BidSize":18,"Strikes":["487.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2723","ExtrinsicValue":"4.35","IntrinsicValue":"0","ProbabilityITM":"0.3541","ProbabilityOTM":"0.6459","ProbabilityBE_IV":"0.1783","TheoreticalValue":"8.6786","DailyOpenInterest":0,"ImpliedVolatility":"0.2786","ProbabilityITM_IV":"0.2805","ProbabilityOTM_IV":"0.7195","StandardDeviation":"0.0526","TheoreticalValue_IV":"4.3499"},{"Ask":"5.8","Bid":"4.8","Low":"6.02","Mid":"5.3","Rho":"-0.06125231","High":"6.02","Last":"6.02","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P492.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"492.5"}],"Open":"6.02","Side":"Put","Vega":"0.34405294","Close":"6.02","Delta":"-0.32785109","Gamma":"0.01378635","Theta":"-0.34364701","Volume":4,"AskSize":368,"BidSize":388,"Strikes":["492.5"],"NetChange":"6.02","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3007","ExtrinsicValue":"5.8","IntrinsicValue":"0","ProbabilityITM":"0.404","ProbabilityOTM":"0.596","ProbabilityBE_IV":"0.2089","TheoreticalValue":"10.5727","DailyOpenInterest":0,"ImpliedVolatility":"0.275","ProbabilityITM_IV":"0.3469","ProbabilityOTM_IV":"0.6531","StandardDeviation":"0.0519","TheoreticalValue_IV":"5.8"},{"Ask":"1.01","Bid":"0.57","Low":"0.48","Mid":"0.79","Rho":"-0.01311167","High":"0.89","Last":"0.89","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P460","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"460"}],"Open":"0.48","Side":"Put","Vega":"0.1287916","Close":"0.89","Delta":"-0.07063888","Gamma":"0.00429555","Theta":"-0.15865851","Volume":9,"AskSize":382,"BidSize":160,"Strikes":["460"],"NetChange":"0.15","NetChangePct":"0.2027","PreviousClose":"0.74","ProbabilityBE":"0.1178","ExtrinsicValue":"1.01","IntrinsicValue":"0","ProbabilityITM":"0.1309","ProbabilityOTM":"0.8691","ProbabilityBE_IV":"0.0685","TheoreticalValue":"2.2652","DailyOpenInterest":1,"ImpliedVolatility":"0.3304","ProbabilityITM_IV":"0.0795","ProbabilityOTM_IV":"0.9205","StandardDeviation":"0.0624","TheoreticalValue_IV":"1.01"},{"Ask":"38.05","Bid":"34.8","Low":"0","Mid":"36.425","Rho":"-0.15868296","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824P537.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Put","StrikePrice":"537.5"}],"Open":"0","Side":"Put","Vega":"0.26366933","Close":"0","Delta":"-0.80371809","Gamma":"0.00748986","Theta":"-0.34517812","Volume":0,"AskSize":52,"BidSize":47,"Strikes":["537.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4692","ExtrinsicValue":"3.27","IntrinsicValue":"34.78","ProbabilityITM":"0.8114","ProbabilityOTM":"0.1886","ProbabilityBE_IV":"0.4657","TheoreticalValue":"38.6273","DailyOpenInterest":0,"ImpliedVolatility":"0.388","ProbabilityITM_IV":"0.8234","ProbabilityOTM_IV":"0.1766","StandardDeviation":"0.0732","TheoreticalValue_IV":"38.0499"},{"Ask":"37.5","Bid":"35.1","Low":"0","Mid":"36.3","Rho":"0.14745263","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C467.5","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"467.5"}],"Open":"0","Side":"Call","Vega":"0.17725392","Close":"0","Delta":"0.89158368","Gamma":"0.00602619","Theta":"-0.26122917","Volume":0,"AskSize":26,"BidSize":48,"Strikes":["467.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4503","ExtrinsicValue":"2.28","IntrinsicValue":"35.22","ProbabilityITM":"0.8196","ProbabilityOTM":"0.1804","ProbabilityBE_IV":"0.4445","TheoreticalValue":"39.27","DailyOpenInterest":0,"ImpliedVolatility":"0.3242","ProbabilityITM_IV":"0.8797","ProbabilityOTM_IV":"0.1203","StandardDeviation":"0.0612","TheoreticalValue_IV":"37.4999"}],"expirations":[{"date":"2026-08-12T00:00:00Z","type":"Weekly"},{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-17T00:00:00Z","type":"Weekly"},{"date":"2026-08-19T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-24T00:00:00Z","type":"Weekly"},{"date":"2026-08-26T00:00:00Z","type":"Weekly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-06-16T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-11T17:30:23.056Z","selectedExpiration":{"date":"2026-08-24T00:00:00Z","type":"Weekly"}},"candidates":[{"variant":"call_debit_spread","recommended":false,"expiration":"2026-08-24T00:00:00.000Z","dte":13,"legs":[{"ask":10.9,"bid":10.45,"mid":10.675,"raw":{"Ask":"10.9","Bid":"10.45","Low":"10.01","Mid":"10.675","Rho":"0.0985992","High":"11.62","Last":"10.52","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C500","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"500"}],"Open":"10.25","Side":"Call","Vega":"0.37447462","Close":"10.52","Delta":"0.5679897","Gamma":"0.01716541","Theta":"-0.37162035","Volume":1442,"AskSize":20,"BidSize":19,"Strikes":["500"],"NetChange":"-3.48","NetChangePct":"-0.2486","PreviousClose":"14","ProbabilityBE":"0.3486","ExtrinsicValue":"8.18","IntrinsicValue":"2.72","ProbabilityITM":"0.5193","ProbabilityOTM":"0.4807","ProbabilityBE_IV":"0.2678","TheoreticalValue":"17.2682","DailyOpenInterest":35,"ImpliedVolatility":"0.2404","ProbabilityITM_IV":"0.55","ProbabilityOTM_IV":"0.45","StandardDeviation":"0.0454","TheoreticalValue_IV":"10.9"},"delta":0.5679897,"ratio":1,"strike":500,"symbol":"MSFT 260824C500","volume":1442,"askSize":20,"bidSize":19,"expiration":"2026-08-24T00:00:00Z","optionType":"call","openInterest":35,"impliedVolatility":0.2404},{"ask":1.61,"bid":1.2,"mid":1.405,"raw":{"Ask":"1.61","Bid":"1.2","Low":"1.22","Mid":"1.405","Rho":"0.02443098","High":"1.8","Last":"1.31","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C530","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"530"}],"Open":"1.8","Side":"Call","Vega":"0.21053328","Close":"1.31","Delta":"0.13856709","Gamma":"0.00947509","Theta":"-0.2036808","Volume":45,"AskSize":42,"BidSize":396,"Strikes":["530"],"NetChange":"-0.85","NetChangePct":"-0.3935","PreviousClose":"2.16","ProbabilityBE":"0.1979","ExtrinsicValue":"1.61","IntrinsicValue":"0","ProbabilityITM":"0.2413","ProbabilityOTM":"0.7587","ProbabilityBE_IV":"0.0839","TheoreticalValue":"6.0831","DailyOpenInterest":36,"ImpliedVolatility":"0.2449","ProbabilityITM_IV":"0.1286","ProbabilityOTM_IV":"0.8714","StandardDeviation":"0.0462","TheoreticalValue_IV":"1.61"},"delta":0.13856709,"ratio":-1,"strike":530,"symbol":"MSFT 260824C530","volume":45,"askSize":42,"bidSize":396,"expiration":"2026-08-24T00:00:00Z","optionType":"call","openInterest":36,"impliedVolatility":0.2449}],"entryBid":8.84,"entryAsk":9.700000000000001,"entryMid":9.27,"entryDebit":9.700000000000001,"rejectionReasons":[]},{"variant":"long_call_60_delta","recommended":true,"expiration":"2026-08-24T00:00:00.000Z","dte":13,"legs":[{"ask":10.9,"bid":10.45,"mid":10.675,"raw":{"Ask":"10.9","Bid":"10.45","Low":"10.01","Mid":"10.675","Rho":"0.0985992","High":"11.62","Last":"10.52","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C500","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"500"}],"Open":"10.25","Side":"Call","Vega":"0.37447462","Close":"10.52","Delta":"0.5679897","Gamma":"0.01716541","Theta":"-0.37162035","Volume":1442,"AskSize":20,"BidSize":19,"Strikes":["500"],"NetChange":"-3.48","NetChangePct":"-0.2486","PreviousClose":"14","ProbabilityBE":"0.3486","ExtrinsicValue":"8.18","IntrinsicValue":"2.72","ProbabilityITM":"0.5193","ProbabilityOTM":"0.4807","ProbabilityBE_IV":"0.2678","TheoreticalValue":"17.2682","DailyOpenInterest":35,"ImpliedVolatility":"0.2404","ProbabilityITM_IV":"0.55","ProbabilityOTM_IV":"0.45","StandardDeviation":"0.0454","TheoreticalValue_IV":"10.9"},"delta":0.5679897,"ratio":1,"strike":500,"symbol":"MSFT 260824C500","volume":1442,"askSize":20,"bidSize":19,"expiration":"2026-08-24T00:00:00Z","optionType":"call","openInterest":35,"impliedVolatility":0.2404}],"entryBid":10.45,"entryAsk":10.9,"entryMid":10.675,"entryDebit":10.9,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-08-24T00:00:00.000Z","dte":13,"legs":[{"ask":10.9,"bid":10.45,"mid":10.675,"raw":{"Ask":"10.9","Bid":"10.45","Low":"10.01","Mid":"10.675","Rho":"0.0985992","High":"11.62","Last":"10.52","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C500","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"500"}],"Open":"10.25","Side":"Call","Vega":"0.37447462","Close":"10.52","Delta":"0.5679897","Gamma":"0.01716541","Theta":"-0.37162035","Volume":1442,"AskSize":20,"BidSize":19,"Strikes":["500"],"NetChange":"-3.48","NetChangePct":"-0.2486","PreviousClose":"14","ProbabilityBE":"0.3486","ExtrinsicValue":"8.18","IntrinsicValue":"2.72","ProbabilityITM":"0.5193","ProbabilityOTM":"0.4807","ProbabilityBE_IV":"0.2678","TheoreticalValue":"17.2682","DailyOpenInterest":35,"ImpliedVolatility":"0.2404","ProbabilityITM_IV":"0.55","ProbabilityOTM_IV":"0.45","StandardDeviation":"0.0454","TheoreticalValue_IV":"10.9"},"delta":0.5679897,"ratio":1,"strike":500,"symbol":"MSFT 260824C500","volume":1442,"askSize":20,"bidSize":19,"expiration":"2026-08-24T00:00:00Z","optionType":"call","openInterest":35,"impliedVolatility":0.2404}],"entryBid":10.45,"entryAsk":10.9,"entryMid":10.675,"entryDebit":10.9,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_MSFT_60_L_1786465800000","variant":"call_debit_spread","exitBid":0.75,"exitAsk":1.28,"exitMid":1.015,"exitCredit":0.75,"pnlPerContract":-895.0000000000001,"returnOnDebit":-0.9226804123711341,"quote":{"ask":1.28,"bid":0.75,"mid":1.015,"raw":{"Ask":"1.28","Bid":"0.75","Low":"1.12","Mid":"1.015","Rho":"0.01312282","High":"2.76","Last":"1.34","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C500","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"500"},{"Ratio":-1,"Symbol":"MSFT 260824C530","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"530"}],"Open":"2.76","Side":"Call","Vega":"0.13582766","Close":"1.34","Delta":"0.13997697","Gamma":"0.01245612","Theta":"-0.22690944","Volume":21,"AskSize":77,"BidSize":160,"Strikes":["500","530"],"NetChange":"-2.9","NetChangePct":"-0.684","PreviousClose":"4.24","ExtrinsicValue":"1.22","IntrinsicValue":"0","TheoreticalValue":"4.0342","DailyOpenInterest":70,"ImpliedVolatility":"0.2755","StandardDeviation":"0.0382","TheoreticalValue_IV":"1.22"},"capturedAt":"2026-08-17T14:31:21.917Z"},"closedAt":"2026-08-17T14:30:00.000Z"},{"signalId":"DDV1_BATS_MSFT_60_L_1786465800000","variant":"long_call_60_delta","exitBid":0.86,"exitAsk":1.33,"exitMid":1.095,"exitCredit":0.86,"pnlPerContract":-1004.0000000000001,"returnOnDebit":-0.9211009174311927,"quote":{"ask":1.33,"bid":0.86,"mid":1.095,"raw":{"Ask":"1.33","Bid":"0.86","Low":"1.14","Mid":"1.095","Rho":"0.01458178","High":"3","Last":"1.36","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C500","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"500"}],"Open":"3","Side":"Call","Vega":"0.16201123","Close":"1.36","Delta":"0.15546378","Gamma":"0.01435889","Theta":"-0.28209197","Volume":57,"AskSize":447,"BidSize":204,"Strikes":["500"],"NetChange":"-3.14","NetChangePct":"-0.6978","PreviousClose":"4.5","ProbabilityBE":"0.211","ExtrinsicValue":"1.33","IntrinsicValue":"0","ProbabilityITM":"0.2606","ProbabilityOTM":"0.7394","ProbabilityBE_IV":"0.0935","TheoreticalValue":"4.704","DailyOpenInterest":907,"ImpliedVolatility":"0.245","ProbabilityITM_IV":"0.1474","ProbabilityOTM_IV":"0.8526","StandardDeviation":"0.0339","TheoreticalValue_IV":"1.33"},"capturedAt":"2026-08-17T14:31:23.424Z"},"closedAt":"2026-08-17T14:30:00.000Z"},{"signalId":"DDV1_BATS_MSFT_60_L_1786465800000","variant":"long_call_75_delta","exitBid":0.86,"exitAsk":1.33,"exitMid":1.095,"exitCredit":0.86,"pnlPerContract":-1004.0000000000001,"returnOnDebit":-0.9211009174311927,"quote":{"ask":1.33,"bid":0.86,"mid":1.095,"raw":{"Ask":"1.33","Bid":"0.86","Low":"1.14","Mid":"1.095","Rho":"0.01463562","High":"3","Last":"1.36","Legs":[{"Ratio":1,"Symbol":"MSFT 260824C500","AssetType":"StockOption","Expiration":"2026-08-24T00:00:00Z","OptionType":"Call","StrikePrice":"500"}],"Open":"3","Side":"Call","Vega":"0.16241173","Close":"1.36","Delta":"0.15599083","Gamma":"0.01445266","Theta":"-0.28155921","Volume":57,"AskSize":701,"BidSize":338,"Strikes":["500"],"NetChange":"-3.14","NetChangePct":"-0.6978","PreviousClose":"4.5","ProbabilityBE":"0.2119","ExtrinsicValue":"1.33","IntrinsicValue":"0","ProbabilityITM":"0.2619","ProbabilityOTM":"0.7381","ProbabilityBE_IV":"0.0934","TheoreticalValue":"4.7363","DailyOpenInterest":907,"ImpliedVolatility":"0.2439","ProbabilityITM_IV":"0.1479","ProbabilityOTM_IV":"0.8521","StandardDeviation":"0.0338","TheoreticalValue_IV":"1.3299"},"capturedAt":"2026-08-17T14:31:24.934Z"},"closedAt":"2026-08-17T14:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_MSFT_60_L_1786465800000","variant":"long_call_60_delta","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":10.9,"rawEvent":{"riskBudgetDollars":95.628613125},"submittedAt":"2026-08-11T17:30:23.088Z"}],"capturedAt":"2026-08-11T17:30:16.578Z","closedAt":"2026-08-17T14:30:00.000Z"},{"signalId":"DDV1_BATS_LOW_60_L_1786455000000","symbol":"LOW","timeframe":"60","underlyingEntryPrice":222.91,"predictedHoldBars":21.881927311798268,"predictedMfeR":0.4393401532225564,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-11T14:30:43.269Z","selectedExpiration":{"date":"2026-08-28T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-11T14:30:40.755Z","closedAt":null},{"signalId":"DDV1_BATS_HD_60_L_1786455000000","symbol":"HD","timeframe":"60","underlyingEntryPrice":356.65,"predictedHoldBars":7.654832387557355,"predictedMfeR":0.474337928660965,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"call_debit_spread","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"2.99","Bid":"1.82","Low":"0","Mid":"2.405","Rho":"0.03090848","High":"0","Last":"1.57","Legs":[{"Ratio":1,"Symbol":"HD 260828C385","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"385"}],"Open":"0","Side":"Call","Vega":"0.21159782","Close":"1.57","Delta":"0.19202083","Gamma":"0.00931931","Theta":"-0.23900494","Volume":0,"AskSize":111,"BidSize":64,"Strikes":["385"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.57","ProbabilityBE":"0.1021","ExtrinsicValue":"2.99","IntrinsicValue":"0","ProbabilityITM":"0.1124","ProbabilityOTM":"0.8876","ProbabilityBE_IV":"0.1597","TheoreticalValue":"1.3649","DailyOpenInterest":138,"ImpliedVolatility":"0.3783","ProbabilityITM_IV":"0.1704","ProbabilityOTM_IV":"0.8296","StandardDeviation":"0.0816","TheoreticalValue_IV":"2.99"},{"Ask":"68.9","Bid":"66","Low":"0","Mid":"67.45","Rho":"0.12373228","High":"0","Last":"51.5","Legs":[{"Ratio":1,"Symbol":"HD 260828C290","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"290"}],"Open":"0","Side":"Call","Vega":"0.10589572","Close":"51.5","Delta":"0.92835137","Gamma":"0.00255371","Theta":"-0.2391223","Volume":0,"AskSize":38,"BidSize":43,"Strikes":["290"],"NetChange":"0","NetChangePct":"0","PreviousClose":"51.5","ProbabilityBE":"0.4894","ExtrinsicValue":"2.32","IntrinsicValue":"66.58","ProbabilityITM":"0.9994","ProbabilityOTM":"0.0006","ProbabilityBE_IV":"0.4709","TheoreticalValue":"67.0928","DailyOpenInterest":0,"ImpliedVolatility":"0.6909","ProbabilityITM_IV":"0.9055","ProbabilityOTM_IV":"0.0945","StandardDeviation":"0.1491","TheoreticalValue_IV":"68.9"},{"Ask":"49.75","Bid":"47.2","Low":"0","Mid":"48.475","Rho":"-0.17251024","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P405","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"405"}],"Open":"0","Side":"Put","Vega":"0.14962581","Close":"0","Delta":"-0.8858021","Gamma":"0.00541152","Theta":"-0.16269787","Volume":0,"AskSize":38,"BidSize":53,"Strikes":["405"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5016","ExtrinsicValue":"1.33","IntrinsicValue":"48.42","ProbabilityITM":"0.9779","ProbabilityOTM":"0.0221","ProbabilityBE_IV":"0.5129","TheoreticalValue":"48.42","DailyOpenInterest":0,"ImpliedVolatility":"0.4607","ProbabilityITM_IV":"0.904","ProbabilityOTM_IV":"0.096","StandardDeviation":"0.0994","TheoreticalValue_IV":"49.75"},{"Ask":"9.6","Bid":"8.15","Low":"0","Mid":"8.875","Rho":"0.07074513","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828C362.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"362.5"}],"Open":"0","Side":"Call","Vega":"0.30635746","Close":"0","Delta":"0.44723831","Gamma":"0.01317687","Theta":"-0.35972978","Volume":0,"AskSize":54,"BidSize":39,"Strikes":["362.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2905","ExtrinsicValue":"9.6","IntrinsicValue":"0","ProbabilityITM":"0.396","ProbabilityOTM":"0.604","ProbabilityBE_IV":"0.3322","TheoreticalValue":"6.6836","DailyOpenInterest":0,"ImpliedVolatility":"0.3874","ProbabilityITM_IV":"0.4142","ProbabilityOTM_IV":"0.5858","StandardDeviation":"0.0836","TheoreticalValue_IV":"9.6"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00858509","High":"0","Last":"0.25","Legs":[{"Ratio":1,"Symbol":"HD 260828C420","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"420"}],"Open":"0","Side":"Call","Vega":"0.08382703","Close":"0.25","Delta":"0.05310968","Gamma":"0.00311832","Theta":"-0.11082285","Volume":0,"AskSize":283,"BidSize":0,"Strikes":["420"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.25","ProbabilityBE":"0.0048","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0048","ProbabilityOTM":"0.9952","ProbabilityBE_IV":"0.0433","TheoreticalValue":"0.0414","DailyOpenInterest":36,"ImpliedVolatility":"0.4479","ProbabilityITM_IV":"0.0434","ProbabilityOTM_IV":"0.9566","StandardDeviation":"0.0967","TheoreticalValue_IV":"0.75"},{"Ask":"54.7","Bid":"51.9","Low":"0","Mid":"53.3","Rho":"-0.17602894","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P410","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"410"}],"Open":"0","Side":"Put","Vega":"0.14299541","Close":"0","Delta":"-0.89280073","Gamma":"0.00486247","Theta":"-0.16523042","Volume":0,"AskSize":45,"BidSize":55,"Strikes":["410"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5016","ExtrinsicValue":"1.28","IntrinsicValue":"53.42","ProbabilityITM":"0.9863","ProbabilityOTM":"0.0137","ProbabilityBE_IV":"0.5146","TheoreticalValue":"53.42","DailyOpenInterest":0,"ImpliedVolatility":"0.49","ProbabilityITM_IV":"0.9112","ProbabilityOTM_IV":"0.0888","StandardDeviation":"0.1057","TheoreticalValue_IV":"54.7"},{"Ask":"31.55","Bid":"28.9","Low":"0","Mid":"30.225","Rho":"-0.14716878","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P385","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"385"}],"Open":"0","Side":"Put","Vega":"0.22566528","Close":"0","Delta":"-0.7861376","Gamma":"0.00913463","Theta":"-0.23771014","Volume":0,"AskSize":46,"BidSize":81,"Strikes":["385"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4864","ExtrinsicValue":"3.13","IntrinsicValue":"28.42","ProbabilityITM":"0.8876","ProbabilityOTM":"0.1124","ProbabilityBE_IV":"0.4992","TheoreticalValue":"29.2786","DailyOpenInterest":0,"ImpliedVolatility":"0.4116","ProbabilityITM_IV":"0.8113","ProbabilityOTM_IV":"0.1887","StandardDeviation":"0.0888","TheoreticalValue_IV":"31.55"},{"Ask":"64.55","Bid":"61.9","Low":"0","Mid":"63.225","Rho":"-0.18285903","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P420","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"420"}],"Open":"0","Side":"Put","Vega":"0.13026059","Close":"0","Delta":"-0.90566834","Gamma":"0.00399947","Theta":"-0.16555599","Volume":0,"AskSize":40,"BidSize":54,"Strikes":["420"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5016","ExtrinsicValue":"1.13","IntrinsicValue":"63.42","ProbabilityITM":"0.9952","ProbabilityOTM":"0.0048","ProbabilityBE_IV":"0.5176","TheoreticalValue":"63.42","DailyOpenInterest":0,"ImpliedVolatility":"0.5427","ProbabilityITM_IV":"0.924","ProbabilityOTM_IV":"0.076","StandardDeviation":"0.1171","TheoreticalValue_IV":"64.55"},{"Ask":"4.45","Bid":"3.45","Low":"0","Mid":"3.95","Rho":"0.04208846","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828C377.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"377.5"}],"Open":"0","Side":"Call","Vega":"0.25254635","Close":"0","Delta":"0.26253856","Gamma":"0.01119167","Theta":"-0.28467643","Volume":0,"AskSize":17,"BidSize":4,"Strikes":["377.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1573","ExtrinsicValue":"4.45","IntrinsicValue":"0","ProbabilityITM":"0.1831","ProbabilityOTM":"0.8169","ProbabilityBE_IV":"0.2128","TheoreticalValue":"2.4559","DailyOpenInterest":0,"ImpliedVolatility":"0.376","ProbabilityITM_IV":"0.2366","ProbabilityOTM_IV":"0.7634","StandardDeviation":"0.0811","TheoreticalValue_IV":"4.4499"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.00818184","High":"0","Last":"0.23","Legs":[{"Ratio":1,"Symbol":"HD 260828C425","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"425"}],"Open":"0","Side":"Call","Vega":"0.08080787","Close":"0.23","Delta":"0.05071383","Gamma":"0.00284391","Theta":"-0.11279795","Volume":0,"AskSize":181,"BidSize":0,"Strikes":["425"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.23","ProbabilityBE":"0.0028","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0028","ProbabilityOTM":"0.9972","ProbabilityBE_IV":"0.0408","TheoreticalValue":"0.0228","DailyOpenInterest":6,"ImpliedVolatility":"0.4734","ProbabilityITM_IV":"0.0409","ProbabilityOTM_IV":"0.9591","StandardDeviation":"0.1022","TheoreticalValue_IV":"0.75"},{"Ask":"27","Bid":"24.35","Low":"0","Mid":"25.675","Rho":"0.11620699","High":"0","Last":"22.43","Legs":[{"Ratio":1,"Symbol":"HD 260828C335","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"335"}],"Open":"0","Side":"Call","Vega":"0.23743153","Close":"22.43","Delta":"0.76613644","Gamma":"0.00909065","Theta":"-0.32501769","Volume":0,"AskSize":81,"BidSize":61,"Strikes":["335"],"NetChange":"0","NetChangePct":"0","PreviousClose":"22.43","ProbabilityBE":"0.4569","ExtrinsicValue":"5.42","IntrinsicValue":"21.58","ProbabilityITM":"0.8367","ProbabilityOTM":"0.1633","ProbabilityBE_IV":"0.4607","TheoreticalValue":"23.9484","DailyOpenInterest":99,"ImpliedVolatility":"0.4352","ProbabilityITM_IV":"0.7362","ProbabilityOTM_IV":"0.2638","StandardDeviation":"0.0939","TheoreticalValue_IV":"27.0001"},{"Ask":"59.6","Bid":"56.9","Low":"0","Mid":"58.25","Rho":"-0.17965811","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P415","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"415"}],"Open":"0","Side":"Put","Vega":"0.13537667","Close":"0","Delta":"-0.900587","Gamma":"0.00438174","Theta":"-0.16334907","Volume":0,"AskSize":47,"BidSize":54,"Strikes":["415"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5016","ExtrinsicValue":"1.18","IntrinsicValue":"58.42","ProbabilityITM":"0.9918","ProbabilityOTM":"0.0082","ProbabilityBE_IV":"0.516","TheoreticalValue":"58.42","DailyOpenInterest":0,"ImpliedVolatility":"0.5148","ProbabilityITM_IV":"0.9188","ProbabilityOTM_IV":"0.0812","StandardDeviation":"0.1111","TheoreticalValue_IV":"59.6"},{"Ask":"0.58","Bid":"0.11","Low":"0.26","Mid":"0.345","Rho":"0.00757815","High":"0.39","Last":"0.39","Legs":[{"Ratio":1,"Symbol":"HD 260828C415","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"415"}],"Open":"0.26","Side":"Call","Vega":"0.07558891","Close":"0.39","Delta":"0.04665041","Gamma":"0.00314172","Theta":"-0.08958016","Volume":2,"AskSize":203,"BidSize":189,"Strikes":["415"],"NetChange":"0.07","NetChangePct":"0.2188","PreviousClose":"0.32","ProbabilityBE":"0.0082","ExtrinsicValue":"0.58","IntrinsicValue":"0","ProbabilityITM":"0.0082","ProbabilityOTM":"0.9918","ProbabilityBE_IV":"0.0386","TheoreticalValue":"0.0734","DailyOpenInterest":28,"ImpliedVolatility":"0.4009","ProbabilityITM_IV":"0.0388","ProbabilityOTM_IV":"0.9612","StandardDeviation":"0.0865","TheoreticalValue_IV":"0.58"},{"Ask":"0.83","Bid":"0.39","Low":"0","Mid":"0.61","Rho":"0.0108951","High":"0","Last":"0.41","Legs":[{"Ratio":1,"Symbol":"HD 260828C405","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"405"}],"Open":"0","Side":"Call","Vega":"0.10063025","Close":"0.41","Delta":"0.06705842","Gamma":"0.00446431","Theta":"-0.1120416","Volume":0,"AskSize":10,"BidSize":33,"Strikes":["405"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.41","ProbabilityBE":"0.0216","ExtrinsicValue":"0.83","IntrinsicValue":"0","ProbabilityITM":"0.0221","ProbabilityOTM":"0.9779","ProbabilityBE_IV":"0.0564","TheoreticalValue":"0.2148","DailyOpenInterest":16,"ImpliedVolatility":"0.3756","ProbabilityITM_IV":"0.0571","ProbabilityOTM_IV":"0.9429","StandardDeviation":"0.0811","TheoreticalValue_IV":"0.83"},{"Ask":"15.6","Bid":"13.4","Low":"0","Mid":"14.5","Rho":"-0.09958222","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P362.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"362.5"}],"Open":"0","Side":"Put","Vega":"0.3068287","Close":"0","Delta":"-0.54795574","Gamma":"0.01246626","Theta":"-0.34360778","Volume":0,"AskSize":112,"BidSize":10,"Strikes":["362.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3947","ExtrinsicValue":"9.68","IntrinsicValue":"5.92","ProbabilityITM":"0.604","ProbabilityOTM":"0.396","ProbabilityBE_IV":"0.4333","TheoreticalValue":"11.9915","DailyOpenInterest":0,"ImpliedVolatility":"0.4101","ProbabilityITM_IV":"0.583","ProbabilityOTM_IV":"0.417","StandardDeviation":"0.0885","TheoreticalValue_IV":"15.5999"},{"Ask":"23.7","Bid":"21.15","Low":"0","Mid":"22.425","Rho":"-0.12792517","High":"0","Last":"50.18","Legs":[{"Ratio":1,"Symbol":"HD 260828P375","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"375"}],"Open":"0","Side":"Put","Vega":"0.2718693","Close":"50.18","Delta":"-0.69371732","Gamma":"0.01114733","Theta":"-0.29292056","Volume":0,"AskSize":53,"BidSize":53,"Strikes":["375"],"NetChange":"0","NetChangePct":"0","PreviousClose":"50.18","ProbabilityBE":"0.4596","ExtrinsicValue":"5.28","IntrinsicValue":"18.42","ProbabilityITM":"0.7877","ProbabilityOTM":"0.2123","ProbabilityBE_IV":"0.4795","TheoreticalValue":"20.7929","DailyOpenInterest":3,"ImpliedVolatility":"0.4064","ProbabilityITM_IV":"0.724","ProbabilityOTM_IV":"0.276","StandardDeviation":"0.0877","TheoreticalValue_IV":"23.7"},{"Ask":"3.8","Bid":"2.79","Low":"0","Mid":"3.295","Rho":"-0.03750499","High":"0","Last":"5.46","Legs":[{"Ratio":1,"Symbol":"HD 260828P335","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"335"}],"Open":"0","Side":"Put","Vega":"0.22462442","Close":"5.46","Delta":"-0.21217451","Gamma":"0.00958287","Theta":"-0.24647777","Volume":0,"AskSize":53,"BidSize":75,"Strikes":["335"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.46","ProbabilityBE":"0.1434","ExtrinsicValue":"3.8","IntrinsicValue":"0","ProbabilityITM":"0.1633","ProbabilityOTM":"0.8367","ProbabilityBE_IV":"0.2186","TheoreticalValue":"1.7797","DailyOpenInterest":334,"ImpliedVolatility":"0.3906","ProbabilityITM_IV":"0.2376","ProbabilityOTM_IV":"0.7624","StandardDeviation":"0.0843","TheoreticalValue_IV":"3.8001"},{"Ask":"27.45","Bid":"24.85","Low":"0","Mid":"26.15","Rho":"-0.13820039","High":"0","Last":"28.54","Legs":[{"Ratio":1,"Symbol":"HD 260828P380","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"380"}],"Open":"0","Side":"Put","Vega":"0.24912418","Close":"28.54","Delta":"-0.74429867","Gamma":"0.01021766","Theta":"-0.26378807","Volume":0,"AskSize":64,"BidSize":64,"Strikes":["380"],"NetChange":"0","NetChangePct":"0","PreviousClose":"28.54","ProbabilityBE":"0.4753","ExtrinsicValue":"4.03","IntrinsicValue":"23.42","ProbabilityITM":"0.8432","ProbabilityOTM":"0.1568","ProbabilityBE_IV":"0.4908","TheoreticalValue":"24.9068","DailyOpenInterest":2,"ImpliedVolatility":"0.4062","ProbabilityITM_IV":"0.7718","ProbabilityOTM_IV":"0.2282","StandardDeviation":"0.0877","TheoreticalValue_IV":"27.4499"},{"Ask":"2.15","Bid":"1.12","Low":"1.63","Mid":"1.635","Rho":"0.0240434","High":"1.63","Last":"1.63","Legs":[{"Ratio":1,"Symbol":"HD 260828C390","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"390"}],"Open":"1.63","Side":"Call","Vega":"0.17972717","Close":"1.63","Delta":"0.14887782","Gamma":"0.00801409","Theta":"-0.20010393","Volume":1,"AskSize":54,"BidSize":90,"Strikes":["390"],"NetChange":"-0.27","NetChangePct":"-0.1421","PreviousClose":"1.9","ProbabilityBE":"0.073","ExtrinsicValue":"2.15","IntrinsicValue":"0","ProbabilityITM":"0.0782","ProbabilityOTM":"0.9218","ProbabilityBE_IV":"0.1249","TheoreticalValue":"0.8932","DailyOpenInterest":33,"ImpliedVolatility":"0.3737","ProbabilityITM_IV":"0.1308","ProbabilityOTM_IV":"0.8692","StandardDeviation":"0.0806","TheoreticalValue_IV":"2.1499"},{"Ask":"0.5","Bid":"0.27","Low":"0.28","Mid":"0.385","Rho":"0.00724374","High":"0.34","Last":"0.34","Legs":[{"Ratio":1,"Symbol":"HD 260828C410","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"410"}],"Open":"0.28","Side":"Call","Vega":"0.07269435","Close":"0.34","Delta":"0.0444392","Gamma":"0.00332367","Theta":"-0.07844927","Volume":2,"AskSize":2,"BidSize":109,"Strikes":["410"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.34","ProbabilityBE":"0.0135","ExtrinsicValue":"0.5","IntrinsicValue":"0","ProbabilityITM":"0.0137","ProbabilityOTM":"0.9863","ProbabilityBE_IV":"0.0372","TheoreticalValue":"0.1271","DailyOpenInterest":6,"ImpliedVolatility":"0.3644","ProbabilityITM_IV":"0.0375","ProbabilityOTM_IV":"0.9625","StandardDeviation":"0.0786","TheoreticalValue_IV":"0.5"},{"Ask":"54.2","Bid":"51.4","Low":"0","Mid":"52.8","Rho":"0.12690669","High":"0","Last":"48.52","Legs":[{"Ratio":1,"Symbol":"HD 260828C305","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"305"}],"Open":"0","Side":"Call","Vega":"0.1299364","Close":"48.52","Delta":"0.90598645","Gamma":"0.00373121","Theta":"-0.2462753","Volume":0,"AskSize":40,"BidSize":50,"Strikes":["305"],"NetChange":"0","NetChangePct":"0","PreviousClose":"48.52","ProbabilityBE":"0.4882","ExtrinsicValue":"2.62","IntrinsicValue":"51.58","ProbabilityITM":"0.9931","ProbabilityOTM":"0.0069","ProbabilityBE_IV":"0.4753","TheoreticalValue":"52.1593","DailyOpenInterest":3,"ImpliedVolatility":"0.5802","ProbabilityITM_IV":"0.8831","ProbabilityOTM_IV":"0.1169","StandardDeviation":"0.1252","TheoreticalValue_IV":"54.1999"},{"Ask":"8.8","Bid":"7.35","Low":"9","Mid":"8.075","Rho":"-0.06968752","High":"9","Last":"9","Legs":[{"Ratio":1,"Symbol":"HD 260828P350","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"350"}],"Open":"9","Side":"Put","Vega":"0.2971041","Close":"9","Delta":"-0.38937375","Gamma":"0.01256407","Theta":"-0.32463401","Volume":1,"AskSize":91,"BidSize":18,"Strikes":["350"],"NetChange":"0.13","NetChangePct":"0.0147","PreviousClose":"8.87","ProbabilityBE":"0.2901","ExtrinsicValue":"8.8","IntrinsicValue":"0","ProbabilityITM":"0.3859","ProbabilityOTM":"0.6141","ProbabilityBE_IV":"0.3482","TheoreticalValue":"5.789","DailyOpenInterest":36,"ImpliedVolatility":"0.394","ProbabilityITM_IV":"0.4226","ProbabilityOTM_IV":"0.5774","StandardDeviation":"0.085","TheoreticalValue_IV":"8.7999"},{"Ask":"14.75","Bid":"13.2","Low":"0","Mid":"13.975","Rho":"0.09029256","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828C352.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"352.5"}],"Open":"0","Side":"Call","Vega":"0.30316584","Close":"0","Delta":"0.57781769","Gamma":"0.0126491","Theta":"-0.37089536","Volume":0,"AskSize":45,"BidSize":8,"Strikes":["352.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3711","ExtrinsicValue":"10.67","IntrinsicValue":"4.08","ProbabilityITM":"0.5705","ProbabilityOTM":"0.4295","ProbabilityBE_IV":"0.3972","TheoreticalValue":"11.5008","DailyOpenInterest":0,"ImpliedVolatility":"0.3993","ProbabilityITM_IV":"0.5436","ProbabilityOTM_IV":"0.4564","StandardDeviation":"0.0862","TheoreticalValue_IV":"14.75"},{"Ask":"23.1","Bid":"20.55","Low":"0","Mid":"21.825","Rho":"0.11040124","High":"0","Last":"16.24","Legs":[{"Ratio":1,"Symbol":"HD 260828C340","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"340"}],"Open":"0","Side":"Call","Vega":"0.26046608","Close":"16.24","Delta":"0.72070566","Gamma":"0.01029604","Theta":"-0.34251769","Volume":0,"AskSize":83,"BidSize":70,"Strikes":["340"],"NetChange":"0","NetChangePct":"0","PreviousClose":"16.24","ProbabilityBE":"0.4399","ExtrinsicValue":"6.52","IntrinsicValue":"16.58","ProbabilityITM":"0.7726","ProbabilityOTM":"0.2274","ProbabilityBE_IV":"0.4488","TheoreticalValue":"19.9273","DailyOpenInterest":26,"ImpliedVolatility":"0.4215","ProbabilityITM_IV":"0.6891","ProbabilityOTM_IV":"0.3109","StandardDeviation":"0.091","TheoreticalValue_IV":"23.1001"},{"Ask":"1.28","Bid":"0.5","Low":"0","Mid":"0.89","Rho":"0.01535756","High":"0","Last":"0.66","Legs":[{"Ratio":1,"Symbol":"HD 260828C400","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"400"}],"Open":"0","Side":"Call","Vega":"0.13077066","Close":"0.66","Delta":"0.09483308","Gamma":"0.00566232","Theta":"-0.14936163","Volume":0,"AskSize":88,"BidSize":112,"Strikes":["400"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.66","ProbabilityBE":"0.0336","ExtrinsicValue":"1.28","IntrinsicValue":"0","ProbabilityITM":"0.0346","ProbabilityOTM":"0.9654","ProbabilityBE_IV":"0.0799","TheoreticalValue":"0.3542","DailyOpenInterest":29,"ImpliedVolatility":"0.3848","ProbabilityITM_IV":"0.0815","ProbabilityOTM_IV":"0.9185","StandardDeviation":"0.083","TheoreticalValue_IV":"1.28"},{"Ask":"5.15","Bid":"3.1","Low":"0","Mid":"4.125","Rho":"0.04661658","High":"0","Last":"3.3","Legs":[{"Ratio":1,"Symbol":"HD 260828C375","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"375"}],"Open":"0","Side":"Call","Vega":"0.26578606","Close":"3.3","Delta":"0.29140444","Gamma":"0.01168748","Theta":"-0.30235896","Volume":0,"AskSize":66,"BidSize":107,"Strikes":["375"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.3","ProbabilityBE":"0.1782","ExtrinsicValue":"5.15","IntrinsicValue":"0","ProbabilityITM":"0.2123","ProbabilityOTM":"0.7877","ProbabilityBE_IV":"0.2337","TheoreticalValue":"2.9488","DailyOpenInterest":62,"ImpliedVolatility":"0.3789","ProbabilityITM_IV":"0.2638","ProbabilityOTM_IV":"0.7362","StandardDeviation":"0.0818","TheoreticalValue_IV":"5.1501"},{"Ask":"21.4","Bid":"18.75","Low":"0","Mid":"20.075","Rho":"0.10660811","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828C342.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"342.5"}],"Open":"0","Side":"Call","Vega":"0.27199284","Close":"0","Delta":"0.69340215","Gamma":"0.01076669","Theta":"-0.35533297","Volume":0,"AskSize":79,"BidSize":86,"Strikes":["342.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4292","ExtrinsicValue":"7.32","IntrinsicValue":"14.08","ProbabilityITM":"0.7362","ProbabilityOTM":"0.2638","ProbabilityBE_IV":"0.4414","TheoreticalValue":"18.0441","DailyOpenInterest":0,"ImpliedVolatility":"0.4209","ProbabilityITM_IV":"0.6606","ProbabilityOTM_IV":"0.3394","StandardDeviation":"0.0908","TheoreticalValue_IV":"21.4001"},{"Ask":"25.05","Bid":"22.4","Low":"0","Mid":"23.725","Rho":"0.11336454","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828C337.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"337.5"}],"Open":"0","Side":"Call","Vega":"0.24938769","Close":"0","Delta":"0.74378005","Gamma":"0.00967776","Theta":"-0.33529289","Volume":0,"AskSize":72,"BidSize":57,"Strikes":["337.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.449","ExtrinsicValue":"5.97","IntrinsicValue":"19.08","ProbabilityITM":"0.8061","ProbabilityOTM":"0.1939","ProbabilityBE_IV":"0.4554","TheoreticalValue":"21.8978","DailyOpenInterest":0,"ImpliedVolatility":"0.4294","ProbabilityITM_IV":"0.7129","ProbabilityOTM_IV":"0.2871","StandardDeviation":"0.0927","TheoreticalValue_IV":"25.05"},{"Ask":"35.45","Bid":"32.75","Low":"0","Mid":"34.1","Rho":"0.12401896","High":"0","Last":"31.14","Legs":[{"Ratio":1,"Symbol":"HD 260828C325","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"325"}],"Open":"0","Side":"Call","Vega":"0.19136508","Close":"31.14","Delta":"0.83624684","Gamma":"0.00680499","Theta":"-0.28706569","Volume":0,"AskSize":54,"BidSize":66,"Strikes":["325"],"NetChange":"0","NetChangePct":"0","PreviousClose":"31.14","ProbabilityBE":"0.477","ExtrinsicValue":"3.87","IntrinsicValue":"31.58","ProbabilityITM":"0.9277","ProbabilityOTM":"0.0723","ProbabilityBE_IV":"0.4733","TheoreticalValue":"32.7965","DailyOpenInterest":22,"ImpliedVolatility":"0.4686","ProbabilityITM_IV":"0.8099","ProbabilityOTM_IV":"0.1901","StandardDeviation":"0.1011","TheoreticalValue_IV":"35.45"},{"Ask":"11.35","Bid":"9.6","Low":"0","Mid":"10.475","Rho":"-0.08182988","High":"0","Last":"14","Legs":[{"Ratio":1,"Symbol":"HD 260828P355","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"355"}],"Open":"0","Side":"Put","Vega":"0.30704102","Close":"14","Delta":"-0.45437565","Gamma":"0.01269777","Theta":"-0.34128954","Volume":0,"AskSize":84,"BidSize":6,"Strikes":["355"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14","ProbabilityBE":"0.3362","ExtrinsicValue":"11.35","IntrinsicValue":"0","ProbabilityITM":"0.4736","ProbabilityOTM":"0.5264","ProbabilityBE_IV":"0.3877","TheoreticalValue":"7.9383","DailyOpenInterest":10,"ImpliedVolatility":"0.4029","ProbabilityITM_IV":"0.4892","ProbabilityOTM_IV":"0.5108","StandardDeviation":"0.0869","TheoreticalValue_IV":"11.3499"},{"Ask":"15.65","Bid":"14.75","Low":"0","Mid":"15.2","Rho":"0.09576771","High":"0","Last":"11.8","Legs":[{"Ratio":1,"Symbol":"HD 260828C350","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"0","Side":"Call","Vega":"0.29661042","Close":"11.8","Delta":"0.61287101","Gamma":"0.01291697","Theta":"-0.35007603","Volume":0,"AskSize":15,"BidSize":9,"Strikes":["350"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.8","ProbabilityBE":"0.388","ExtrinsicValue":"9.07","IntrinsicValue":"6.58","ProbabilityITM":"0.6141","ProbabilityOTM":"0.3859","ProbabilityBE_IV":"0.4074","TheoreticalValue":"12.9791","DailyOpenInterest":276,"ImpliedVolatility":"0.3826","ProbabilityITM_IV":"0.5807","ProbabilityOTM_IV":"0.4193","StandardDeviation":"0.0826","TheoreticalValue_IV":"15.6499"},{"Ask":"8.9","Bid":"6.1","Low":"0","Mid":"7.5","Rho":"-0.06593895","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P347.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"347.5"}],"Open":"0","Side":"Put","Vega":"0.29167815","Close":"0","Delta":"-0.3668192","Gamma":"0.0112397","Theta":"-0.35173095","Volume":0,"AskSize":112,"BidSize":101,"Strikes":["347.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2656","ExtrinsicValue":"8.9","IntrinsicValue":"0","ProbabilityITM":"0.3435","ProbabilityOTM":"0.6565","ProbabilityBE_IV":"0.3458","TheoreticalValue":"4.8776","DailyOpenInterest":0,"ImpliedVolatility":"0.4324","ProbabilityITM_IV":"0.4027","ProbabilityOTM_IV":"0.5973","StandardDeviation":"0.0933","TheoreticalValue_IV":"8.9001"},{"Ask":"74.55","Bid":"71.85","Low":"0","Mid":"73.2","Rho":"-0.18842845","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P430","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"430"}],"Open":"0","Side":"Put","Vega":"0.12522726","Close":"0","Delta":"-0.91055603","Gamma":"0.00344623","Theta":"-0.17923925","Volume":0,"AskSize":39,"BidSize":42,"Strikes":["430"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5016","ExtrinsicValue":"1.13","IntrinsicValue":"73.42","ProbabilityITM":"0.9985","ProbabilityOTM":"0.0015","ProbabilityBE_IV":"0.5209","TheoreticalValue":"73.42","DailyOpenInterest":0,"ImpliedVolatility":"0.6054","ProbabilityITM_IV":"0.93","ProbabilityOTM_IV":"0.07","StandardDeviation":"0.1307","TheoreticalValue_IV":"74.55"},{"Ask":"25.55","Bid":"23.05","Low":"0","Mid":"24.3","Rho":"-0.13313834","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P377.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"377.5"}],"Open":"0","Side":"Put","Vega":"0.26099916","Close":"0","Delta":"-0.71952574","Gamma":"0.01069775","Theta":"-0.27908446","Volume":0,"AskSize":79,"BidSize":63,"Strikes":["377.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4681","ExtrinsicValue":"4.63","IntrinsicValue":"20.92","ProbabilityITM":"0.8169","ProbabilityOTM":"0.1831","ProbabilityBE_IV":"0.4856","TheoreticalValue":"22.8141","DailyOpenInterest":0,"ImpliedVolatility":"0.4065","ProbabilityITM_IV":"0.7485","ProbabilityOTM_IV":"0.2515","StandardDeviation":"0.0877","TheoreticalValue_IV":"25.55"},{"Ask":"58.2","Bid":"56.35","Low":"0","Mid":"57.275","Rho":"0.13093334","High":"0","Last":"50.05","Legs":[{"Ratio":1,"Symbol":"HD 260828C300","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"300"}],"Open":"0","Side":"Call","Vega":"0.09092333","Close":"50.05","Delta":"0.94112761","Gamma":"0.00284071","Theta":"-0.16906809","Volume":0,"AskSize":6,"BidSize":57,"Strikes":["300"],"NetChange":"0","NetChangePct":"0","PreviousClose":"50.05","ProbabilityBE":"0.4888","ExtrinsicValue":"1.62","IntrinsicValue":"56.58","ProbabilityITM":"0.9968","ProbabilityOTM":"0.0032","ProbabilityBE_IV":"0.4777","TheoreticalValue":"57.1261","DailyOpenInterest":13,"ImpliedVolatility":"0.5333","ProbabilityITM_IV":"0.9263","ProbabilityOTM_IV":"0.0737","StandardDeviation":"0.1151","TheoreticalValue_IV":"58.2"},{"Ask":"49.4","Bid":"46.65","Low":"0","Mid":"48.025","Rho":"0.12714836","High":"0","Last":"31.99","Legs":[{"Ratio":1,"Symbol":"HD 260828C310","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"310"}],"Open":"0","Side":"Call","Vega":"0.14187645","Close":"31.99","Delta":"0.89396112","Gamma":"0.00430526","Theta":"-0.25360438","Volume":0,"AskSize":42,"BidSize":58,"Strikes":["310"],"NetChange":"0","NetChangePct":"0","PreviousClose":"31.99","ProbabilityBE":"0.4872","ExtrinsicValue":"2.82","IntrinsicValue":"46.58","ProbabilityITM":"0.9863","ProbabilityOTM":"0.0137","ProbabilityBE_IV":"0.4761","TheoreticalValue":"47.218","DailyOpenInterest":3,"ImpliedVolatility":"0.5491","ProbabilityITM_IV":"0.8705","ProbabilityOTM_IV":"0.1295","StandardDeviation":"0.1185","TheoreticalValue_IV":"49.4"},{"Ask":"14.15","Bid":"12.05","Low":"0","Mid":"13.1","Rho":"-0.09372313","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P360","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"360"}],"Open":"0","Side":"Put","Vega":"0.30877701","Close":"0","Delta":"-0.51720114","Gamma":"0.01257444","Theta":"-0.34634676","Volume":0,"AskSize":96,"BidSize":23,"Strikes":["360"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3768","ExtrinsicValue":"10.73","IntrinsicValue":"3.42","ProbabilityITM":"0.5614","ProbabilityOTM":"0.4386","ProbabilityBE_IV":"0.42","TheoreticalValue":"10.5308","DailyOpenInterest":0,"ImpliedVolatility":"0.4092","ProbabilityITM_IV":"0.5525","ProbabilityOTM_IV":"0.4475","StandardDeviation":"0.0883","TheoreticalValue_IV":"14.1501"},{"Ask":"44.65","Bid":"41.8","Low":"0","Mid":"43.225","Rho":"0.12690538","High":"0","Last":"38.56","Legs":[{"Ratio":1,"Symbol":"HD 260828C315","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"315"}],"Open":"0","Side":"Call","Vega":"0.15570341","Close":"38.56","Delta":"0.87919649","Gamma":"0.00499589","Theta":"-0.26212385","Volume":0,"AskSize":39,"BidSize":59,"Strikes":["315"],"NetChange":"0","NetChangePct":"0","PreviousClose":"38.56","ProbabilityBE":"0.4854","ExtrinsicValue":"3.07","IntrinsicValue":"41.58","ProbabilityITM":"0.9745","ProbabilityOTM":"0.0255","ProbabilityBE_IV":"0.4764","TheoreticalValue":"42.3221","DailyOpenInterest":15,"ImpliedVolatility":"0.5193","ProbabilityITM_IV":"0.855","ProbabilityOTM_IV":"0.145","StandardDeviation":"0.1121","TheoreticalValue_IV":"44.65"},{"Ask":"10.45","Bid":"9.45","Low":"9.55","Mid":"9.95","Rho":"0.07566951","High":"9.55","Last":"9.55","Legs":[{"Ratio":1,"Symbol":"HD 260828C360","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"360"}],"Open":"9.55","Side":"Call","Vega":"0.30863111","Close":"9.55","Delta":"0.47887917","Gamma":"0.01352785","Theta":"-0.35685811","Volume":4,"AskSize":23,"BidSize":9,"Strikes":["360"],"NetChange":"2.97","NetChangePct":"0.4514","PreviousClose":"6.58","ProbabilityBE":"0.3122","ExtrinsicValue":"10.45","IntrinsicValue":"0","ProbabilityITM":"0.4386","ProbabilityOTM":"0.5614","ProbabilityBE_IV":"0.3473","TheoreticalValue":"7.7247","DailyOpenInterest":154,"ImpliedVolatility":"0.3801","ProbabilityITM_IV":"0.4461","ProbabilityOTM_IV":"0.5539","StandardDeviation":"0.082","TheoreticalValue_IV":"10.45"},{"Ask":"9.45","Bid":"8.45","Low":"9.55","Mid":"8.95","Rho":"-0.0751259","High":"9.55","Last":"9.55","Legs":[{"Ratio":1,"Symbol":"HD 260828P352.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"352.5"}],"Open":"9.55","Side":"Put","Vega":"0.30280834","Close":"9.55","Delta":"-0.41986667","Gamma":"0.01330367","Theta":"-0.31700837","Volume":1,"AskSize":35,"BidSize":8,"Strikes":["352.5"],"NetChange":"9.55","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3137","ExtrinsicValue":"9.45","IntrinsicValue":"0","ProbabilityITM":"0.4295","ProbabilityOTM":"0.5705","ProbabilityBE_IV":"0.3607","TheoreticalValue":"6.8086","DailyOpenInterest":0,"ImpliedVolatility":"0.3792","ProbabilityITM_IV":"0.4523","ProbabilityOTM_IV":"0.5477","StandardDeviation":"0.0818","TheoreticalValue_IV":"9.4499"},{"Ask":"1.84","Bid":"1.38","Low":"1.85","Mid":"1.61","Rho":"-0.02118532","High":"1.85","Last":"1.85","Legs":[{"Ratio":1,"Symbol":"HD 260828P325","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"325"}],"Open":"1.85","Side":"Put","Vega":"0.15561735","Close":"1.85","Delta":"-0.12070866","Gamma":"0.0067343","Theta":"-0.16929738","Volume":1,"AskSize":1,"BidSize":79,"Strikes":["325"],"NetChange":"-0.86","NetChangePct":"-0.3173","PreviousClose":"2.71","ProbabilityBE":"0.068","ExtrinsicValue":"1.84","IntrinsicValue":"0","ProbabilityITM":"0.0723","ProbabilityOTM":"0.9277","ProbabilityBE_IV":"0.1332","TheoreticalValue":"0.6449","DailyOpenInterest":45,"ImpliedVolatility":"0.385","ProbabilityITM_IV":"0.1383","ProbabilityOTM_IV":"0.8617","StandardDeviation":"0.0831","TheoreticalValue_IV":"1.8399"},{"Ask":"20.15","Bid":"17.7","Low":"0","Mid":"18.925","Rho":"-0.11708214","High":"0","Last":"21.2","Legs":[{"Ratio":1,"Symbol":"HD 260828P370","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"370"}],"Open":"0","Side":"Put","Vega":"0.29005071","Close":"21.2","Delta":"-0.63921186","Gamma":"0.01194597","Theta":"-0.31518745","Volume":0,"AskSize":81,"BidSize":60,"Strikes":["370"],"NetChange":"0","NetChangePct":"0","PreviousClose":"21.2","ProbabilityBE":"0.4384","ExtrinsicValue":"6.73","IntrinsicValue":"13.42","ProbabilityITM":"0.7213","ProbabilityOTM":"0.2787","ProbabilityBE_IV":"0.4639","TheoreticalValue":"16.9928","DailyOpenInterest":2,"ImpliedVolatility":"0.4046","ProbabilityITM_IV":"0.6716","ProbabilityOTM_IV":"0.3284","StandardDeviation":"0.0873","TheoreticalValue_IV":"20.1499"},{"Ask":"39.95","Bid":"37.65","Low":"0","Mid":"38.8","Rho":"-0.16417766","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P395","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"395"}],"Open":"0","Side":"Put","Vega":"0.16924554","Close":"0","Delta":"-0.86377777","Gamma":"0.00695415","Theta":"-0.16362693","Volume":0,"AskSize":10,"BidSize":50,"Strikes":["395"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4989","ExtrinsicValue":"1.53","IntrinsicValue":"38.42","ProbabilityITM":"0.9472","ProbabilityOTM":"0.0528","ProbabilityBE_IV":"0.5077","TheoreticalValue":"38.5696","DailyOpenInterest":0,"ImpliedVolatility":"0.4055","ProbabilityITM_IV":"0.8821","ProbabilityOTM_IV":"0.1179","StandardDeviation":"0.0875","TheoreticalValue_IV":"39.9499"},{"Ask":"0.26","Bid":"0","Low":"0","Mid":"0.13","Rho":"-0.00309223","High":"0","Last":"0.18","Legs":[{"Ratio":1,"Symbol":"HD 260828P285","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"285"}],"Open":"0","Side":"Put","Vega":"0.03371332","Close":"0.18","Delta":"-0.01764268","Gamma":"0.00110784","Theta":"-0.0489399","Volume":0,"AskSize":51,"BidSize":0,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.18","ProbabilityBE":"0.0002","ExtrinsicValue":"0.26","IntrinsicValue":"0","ProbabilityITM":"0.0002","ProbabilityOTM":"0.9998","ProbabilityBE_IV":"0.023","TheoreticalValue":"0.0009","DailyOpenInterest":16,"ImpliedVolatility":"0.507","ProbabilityITM_IV":"0.023","ProbabilityOTM_IV":"0.977","StandardDeviation":"0.1094","TheoreticalValue_IV":"0.26"},{"Ask":"74","Bid":"71.15","Low":"0","Mid":"72.575","Rho":"0.12156189","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828C285","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"285"}],"Open":"0","Side":"Call","Vega":"0.10429387","Close":"0","Delta":"0.92975911","Gamma":"0.00232869","Theta":"-0.25217856","Volume":0,"AskSize":43,"BidSize":47,"Strikes":["285"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4896","ExtrinsicValue":"2.42","IntrinsicValue":"71.58","ProbabilityITM":"0.9998","ProbabilityOTM":"0.0002","ProbabilityBE_IV":"0.4686","TheoreticalValue":"72.0823","DailyOpenInterest":0,"ImpliedVolatility":"0.7462","ProbabilityITM_IV":"0.9052","ProbabilityOTM_IV":"0.0948","StandardDeviation":"0.161","TheoreticalValue_IV":"74"},{"Ask":"7.3","Bid":"4.65","Low":"0","Mid":"5.975","Rho":"-0.05621907","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P342.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"342.5"}],"Open":"0","Side":"Put","Vega":"0.27466303","Close":"0","Delta":"-0.31355181","Gamma":"0.01035198","Theta":"-0.34021003","Volume":0,"AskSize":226,"BidSize":53,"Strikes":["342.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.2155","ExtrinsicValue":"7.3","IntrinsicValue":"0","ProbabilityITM":"0.2638","ProbabilityOTM":"0.7362","ProbabilityBE_IV":"0.3112","TheoreticalValue":"3.3635","DailyOpenInterest":0,"ImpliedVolatility":"0.4421","ProbabilityITM_IV":"0.3484","ProbabilityOTM_IV":"0.6516","StandardDeviation":"0.0954","TheoreticalValue_IV":"7.3"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"-0.00756907","High":"0","Last":"0.22","Legs":[{"Ratio":1,"Symbol":"HD 260828P295","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"295"}],"Open":"0","Side":"Put","Vega":"0.07061148","Close":"0.22","Delta":"-0.04286675","Gamma":"0.00221853","Theta":"-0.107034","Volume":0,"AskSize":280,"BidSize":0,"Strikes":["295"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.22","ProbabilityBE":"0.0014","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0014","ProbabilityOTM":"0.9986","ProbabilityBE_IV":"0.0544","TheoreticalValue":"0.0073","DailyOpenInterest":45,"ImpliedVolatility":"0.5303","ProbabilityITM_IV":"0.0545","ProbabilityOTM_IV":"0.9455","StandardDeviation":"0.1144","TheoreticalValue_IV":"0.75"},{"Ask":"0.75","Bid":"0","Low":"0","Mid":"0.375","Rho":"0.0078243","High":"0","Last":"0.17","Legs":[{"Ratio":1,"Symbol":"HD 260828C430","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"430"}],"Open":"0","Side":"Call","Vega":"0.07809537","Close":"0.17","Delta":"0.0485896","Gamma":"0.00261083","Theta":"-0.11464956","Volume":0,"AskSize":252,"BidSize":0,"Strikes":["430"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.17","ProbabilityBE":"0.0015","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0015","ProbabilityOTM":"0.9985","ProbabilityBE_IV":"0.0386","TheoreticalValue":"0.0123","DailyOpenInterest":15,"ImpliedVolatility":"0.4984","ProbabilityITM_IV":"0.0386","ProbabilityOTM_IV":"0.9614","StandardDeviation":"0.1076","TheoreticalValue_IV":"0.75"},{"Ask":"35.9","Bid":"33.2","Low":"0","Mid":"34.55","Rho":"-0.15487168","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P390","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"390"}],"Open":"0","Side":"Put","Vega":"0.20345762","Close":"0","Delta":"-0.81975471","Gamma":"0.00805182","Theta":"-0.21506405","Volume":0,"AskSize":51,"BidSize":70,"Strikes":["390"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4939","ExtrinsicValue":"2.48","IntrinsicValue":"33.42","ProbabilityITM":"0.9218","ProbabilityOTM":"0.0782","ProbabilityBE_IV":"0.5053","TheoreticalValue":"33.8514","DailyOpenInterest":0,"ImpliedVolatility":"0.421","ProbabilityITM_IV":"0.8428","ProbabilityOTM_IV":"0.1572","StandardDeviation":"0.0909","TheoreticalValue_IV":"35.9"},{"Ask":"2.16","Bid":"0.92","Low":"0","Mid":"1.54","Rho":"-0.02128831","High":"0","Last":"1.93","Legs":[{"Ratio":1,"Symbol":"HD 260828P320","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"320"}],"Open":"0","Side":"Put","Vega":"0.15535812","Close":"1.93","Delta":"-0.12042319","Gamma":"0.00574639","Theta":"-0.19849042","Volume":0,"AskSize":195,"BidSize":22,"Strikes":["320"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.93","ProbabilityBE":"0.0426","ExtrinsicValue":"2.16","IntrinsicValue":"0","ProbabilityITM":"0.0442","ProbabilityOTM":"0.9558","ProbabilityBE_IV":"0.1386","TheoreticalValue":"0.3585","DailyOpenInterest":63,"ImpliedVolatility":"0.4505","ProbabilityITM_IV":"0.1412","ProbabilityOTM_IV":"0.8588","StandardDeviation":"0.0972","TheoreticalValue_IV":"2.1599"},{"Ask":"45.25","Bid":"42.45","Low":"0","Mid":"43.85","Rho":"-0.16622118","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P400","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"400"}],"Open":"0","Side":"Put","Vega":"0.17157706","Close":"0","Delta":"-0.86101968","Gamma":"0.00622921","Theta":"-0.19253186","Volume":0,"AskSize":39,"BidSize":42,"Strikes":["400"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5016","ExtrinsicValue":"1.83","IntrinsicValue":"43.42","ProbabilityITM":"0.9654","ProbabilityOTM":"0.0346","ProbabilityBE_IV":"0.5128","TheoreticalValue":"43.42","DailyOpenInterest":0,"ImpliedVolatility":"0.4589","ProbabilityITM_IV":"0.8819","ProbabilityOTM_IV":"0.1181","StandardDeviation":"0.099","TheoreticalValue_IV":"45.25"},{"Ask":"6.6","Bid":"5.3","Low":"5.1","Mid":"5.95","Rho":"0.05572755","High":"5.1","Last":"5.1","Legs":[{"Ratio":1,"Symbol":"HD 260828C370","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"370"}],"Open":"5.1","Side":"Call","Vega":"0.2868325","Close":"5.1","Delta":"0.34960158","Gamma":"0.01261741","Theta":"-0.32736367","Volume":1,"AskSize":71,"BidSize":89,"Strikes":["370"],"NetChange":"1","NetChangePct":"0.2439","PreviousClose":"4.1","ProbabilityBE":"0.2225","ExtrinsicValue":"6.6","IntrinsicValue":"0","ProbabilityITM":"0.2787","ProbabilityOTM":"0.7213","ProbabilityBE_IV":"0.2726","TheoreticalValue":"4.1695","DailyOpenInterest":58,"ImpliedVolatility":"0.3788","ProbabilityITM_IV":"0.3196","ProbabilityOTM_IV":"0.6804","StandardDeviation":"0.0817","TheoreticalValue_IV":"6.5999"},{"Ask":"8.05","Bid":"5.55","Low":"0","Mid":"6.8","Rho":"-0.06092723","High":"0","Last":"8.84","Legs":[{"Ratio":1,"Symbol":"HD 260828P345","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"345"}],"Open":"0","Side":"Put","Vega":"0.28367702","Close":"8.84","Delta":"-0.33942365","Gamma":"0.01082595","Theta":"-0.34624248","Volume":0,"AskSize":198,"BidSize":31,"Strikes":["345"],"NetChange":"0","NetChangePct":"0","PreviousClose":"8.84","ProbabilityBE":"0.2406","ExtrinsicValue":"8.05","IntrinsicValue":"0","ProbabilityITM":"0.3026","ProbabilityOTM":"0.6974","ProbabilityBE_IV":"0.3284","TheoreticalValue":"4.0706","DailyOpenInterest":30,"ImpliedVolatility":"0.4366","ProbabilityITM_IV":"0.3748","ProbabilityOTM_IV":"0.6252","StandardDeviation":"0.0942","TheoreticalValue_IV":"8.0501"},{"Ask":"3.85","Bid":"2.8","Low":"3.26","Mid":"3.325","Rho":"0.03786923","High":"3.26","Last":"3.26","Legs":[{"Ratio":1,"Symbol":"HD 260828C380","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"380"}],"Open":"3.26","Side":"Call","Vega":"0.23850969","Close":"3.26","Delta":"0.23578836","Gamma":"0.01061695","Theta":"-0.26728697","Volume":2,"AskSize":35,"BidSize":55,"Strikes":["380"],"NetChange":"1.23","NetChangePct":"0.6059","PreviousClose":"2.03","ProbabilityBE":"0.1375","ExtrinsicValue":"3.85","IntrinsicValue":"0","ProbabilityITM":"0.1568","ProbabilityOTM":"0.8432","ProbabilityBE_IV":"0.193","TheoreticalValue":"2.0323","DailyOpenInterest":69,"ImpliedVolatility":"0.3743","ProbabilityITM_IV":"0.2115","ProbabilityOTM_IV":"0.7885","StandardDeviation":"0.0808","TheoreticalValue_IV":"3.8501"},{"Ask":"1.6","Bid":"0.6","Low":"0","Mid":"1.1","Rho":"0.01885374","High":"0","Last":"0.77","Legs":[{"Ratio":1,"Symbol":"HD 260828C395","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"395"}],"Open":"0","Side":"Call","Vega":"0.15176545","Close":"0.77","Delta":"0.11650222","Gamma":"0.00673807","Theta":"-0.16937155","Volume":0,"AskSize":59,"BidSize":138,"Strikes":["395"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.77","ProbabilityBE":"0.0504","ExtrinsicValue":"1.6","IntrinsicValue":"0","ProbabilityITM":"0.0528","ProbabilityOTM":"0.9472","ProbabilityBE_IV":"0.0982","TheoreticalValue":"0.5697","DailyOpenInterest":33,"ImpliedVolatility":"0.3753","ProbabilityITM_IV":"0.1013","ProbabilityOTM_IV":"0.8987","StandardDeviation":"0.081","TheoreticalValue_IV":"1.5999"},{"Ask":"21.85","Bid":"19.4","Low":"0","Mid":"20.625","Rho":"-0.12268722","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P372.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"372.5"}],"Open":"0","Side":"Put","Vega":"0.28131639","Close":"0","Delta":"-0.66776497","Gamma":"0.01160362","Theta":"-0.30322473","Volume":0,"AskSize":109,"BidSize":57,"Strikes":["372.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4498","ExtrinsicValue":"5.93","IntrinsicValue":"15.92","ProbabilityITM":"0.7559","ProbabilityOTM":"0.2441","ProbabilityBE_IV":"0.472","TheoreticalValue":"18.8502","DailyOpenInterest":0,"ImpliedVolatility":"0.404","ProbabilityITM_IV":"0.699","ProbabilityOTM_IV":"0.301","StandardDeviation":"0.0872","TheoreticalValue_IV":"21.8501"},{"Ask":"40.05","Bid":"37.3","Low":"0","Mid":"38.675","Rho":"0.1256425","High":"0","Last":"23.5","Legs":[{"Ratio":1,"Symbol":"HD 260828C320","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"320"}],"Open":"0","Side":"Call","Vega":"0.17343985","Close":"23.5","Delta":"0.85879309","Gamma":"0.00582791","Theta":"-0.27678739","Volume":0,"AskSize":38,"BidSize":57,"Strikes":["320"],"NetChange":"0","NetChangePct":"0","PreviousClose":"23.5","ProbabilityBE":"0.4822","ExtrinsicValue":"3.47","IntrinsicValue":"36.58","ProbabilityITM":"0.9558","ProbabilityOTM":"0.0442","ProbabilityBE_IV":"0.4755","TheoreticalValue":"37.5014","DailyOpenInterest":4,"ImpliedVolatility":"0.4959","ProbabilityITM_IV":"0.8333","ProbabilityOTM_IV":"0.1667","StandardDeviation":"0.107","TheoreticalValue_IV":"40.05"},{"Ask":"8.55","Bid":"7.25","Low":"7.5","Mid":"7.9","Rho":"0.06574679","High":"7.5","Last":"7.5","Legs":[{"Ratio":1,"Symbol":"HD 260828C365","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"365"}],"Open":"7.5","Side":"Call","Vega":"0.30195522","Close":"7.5","Delta":"0.41459727","Gamma":"0.01304984","Theta":"-0.35207753","Volume":1,"AskSize":80,"BidSize":33,"Strikes":["365"],"NetChange":"1.8","NetChangePct":"0.3158","PreviousClose":"5.7","ProbabilityBE":"0.2681","ExtrinsicValue":"8.55","IntrinsicValue":"0","ProbabilityITM":"0.3549","ProbabilityOTM":"0.6451","ProbabilityBE_IV":"0.3135","TheoreticalValue":"5.7469","DailyOpenInterest":46,"ImpliedVolatility":"0.3855","ProbabilityITM_IV":"0.3823","ProbabilityOTM_IV":"0.6177","StandardDeviation":"0.0832","TheoreticalValue_IV":"8.55"},{"Ask":"29.05","Bid":"26.35","Low":"0","Mid":"27.7","Rho":"0.11857674","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828C332.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"332.5"}],"Open":"0","Side":"Call","Vega":"0.22577137","Close":"0","Delta":"0.78596484","Gamma":"0.00848702","Theta":"-0.31608599","Volume":0,"AskSize":40,"BidSize":81,"Strikes":["332.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4634","ExtrinsicValue":"4.97","IntrinsicValue":"24.08","ProbabilityITM":"0.8642","ProbabilityOTM":"0.1358","ProbabilityBE_IV":"0.4651","TheoreticalValue":"26.0714","DailyOpenInterest":0,"ImpliedVolatility":"0.4432","ProbabilityITM_IV":"0.7568","ProbabilityOTM_IV":"0.2432","StandardDeviation":"0.0957","TheoreticalValue_IV":"29.0501"},{"Ask":"1.09","Bid":"0.77","Low":"1.2","Mid":"0.93","Rho":"-0.01292337","High":"1.2","Last":"1.2","Legs":[{"Ratio":1,"Symbol":"HD 260828P315","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"315"}],"Open":"1.2","Side":"Put","Vega":"0.10823771","Close":"1.2","Delta":"-0.07372479","Gamma":"0.00437417","Theta":"-0.12671046","Volume":1,"AskSize":68,"BidSize":1,"Strikes":["315"],"NetChange":"-0.19","NetChangePct":"-0.1367","PreviousClose":"1.39","ProbabilityBE":"0.0249","ExtrinsicValue":"1.09","IntrinsicValue":"0","ProbabilityITM":"0.0255","ProbabilityOTM":"0.9745","ProbabilityBE_IV":"0.086","TheoreticalValue":"0.188","DailyOpenInterest":27,"ImpliedVolatility":"0.4123","ProbabilityITM_IV":"0.0871","ProbabilityOTM_IV":"0.9129","StandardDeviation":"0.089","TheoreticalValue_IV":"1.09"},{"Ask":"18.65","Bid":"16.55","Low":"0","Mid":"17.6","Rho":"-0.11116678","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P367.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"367.5"}],"Open":"0","Side":"Put","Vega":"0.2976143","Close":"0","Delta":"-0.60825609","Gamma":"0.01210942","Theta":"-0.32962055","Volume":0,"AskSize":96,"BidSize":27,"Strikes":["367.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4255","ExtrinsicValue":"7.73","IntrinsicValue":"10.92","ProbabilityITM":"0.6843","ProbabilityOTM":"0.3157","ProbabilityBE_IV":"0.4555","TheoreticalValue":"15.2269","DailyOpenInterest":0,"ImpliedVolatility":"0.4095","ProbabilityITM_IV":"0.642","ProbabilityOTM_IV":"0.358","StandardDeviation":"0.0884","TheoreticalValue_IV":"18.65"},{"Ask":"0.87","Bid":"0.2","Low":"0.49","Mid":"0.535","Rho":"-0.00956925","High":"0.49","Last":"0.49","Legs":[{"Ratio":1,"Symbol":"HD 260828P305","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"305"}],"Open":"0.49","Side":"Put","Vega":"0.08545317","Close":"0.49","Delta":"-0.05441388","Gamma":"0.00303958","Theta":"-0.11409401","Volume":1,"AskSize":195,"BidSize":47,"Strikes":["305"],"NetChange":"-0.06","NetChangePct":"-0.1091","PreviousClose":"0.55","ProbabilityBE":"0.0069","ExtrinsicValue":"0.87","IntrinsicValue":"0","ProbabilityITM":"0.0069","ProbabilityOTM":"0.9931","ProbabilityBE_IV":"0.0664","TheoreticalValue":"0.0428","DailyOpenInterest":45,"ImpliedVolatility":"0.4684","ProbabilityITM_IV":"0.0666","ProbabilityOTM_IV":"0.9334","StandardDeviation":"0.1011","TheoreticalValue_IV":"0.87"},{"Ask":"16.85","Bid":"15","Low":"0","Mid":"15.925","Rho":"-0.10566513","High":"0","Last":"36.15","Legs":[{"Ratio":1,"Symbol":"HD 260828P365","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"365"}],"Open":"0","Side":"Put","Vega":"0.30273442","Close":"36.15","Delta":"-0.58060372","Gamma":"0.01254952","Theta":"-0.33025195","Volume":0,"AskSize":79,"BidSize":17,"Strikes":["365"],"NetChange":"0","NetChangePct":"0","PreviousClose":"36.15","ProbabilityBE":"0.411","ExtrinsicValue":"8.43","IntrinsicValue":"8.42","ProbabilityITM":"0.6451","ProbabilityOTM":"0.3549","ProbabilityBE_IV":"0.4433","TheoreticalValue":"13.5581","DailyOpenInterest":34,"ImpliedVolatility":"0.4019","ProbabilityITM_IV":"0.6144","ProbabilityOTM_IV":"0.3856","StandardDeviation":"0.0867","TheoreticalValue_IV":"16.8501"},{"Ask":"63.95","Bid":"61.3","Low":"0","Mid":"62.625","Rho":"0.12515673","High":"0","Last":"54.6","Legs":[{"Ratio":1,"Symbol":"HD 260828C295","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"295"}],"Open":"0","Side":"Call","Vega":"0.11195831","Close":"54.6","Delta":"0.9229326","Gamma":"0.00286884","Theta":"-0.23836821","Volume":0,"AskSize":43,"BidSize":46,"Strikes":["295"],"NetChange":"0","NetChangePct":"0","PreviousClose":"54.6","ProbabilityBE":"0.4892","ExtrinsicValue":"2.37","IntrinsicValue":"61.58","ProbabilityITM":"0.9986","ProbabilityOTM":"0.0014","ProbabilityBE_IV":"0.4726","TheoreticalValue":"62.1063","DailyOpenInterest":1,"ImpliedVolatility":"0.6502","ProbabilityITM_IV":"0.9004","ProbabilityOTM_IV":"0.0996","StandardDeviation":"0.1403","TheoreticalValue_IV":"63.95"},{"Ask":"5.9","Bid":"4.75","Low":"0","Mid":"5.325","Rho":"0.05123748","High":"0","Last":"3.52","Legs":[{"Ratio":1,"Symbol":"HD 260828C372.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"372.5"}],"Open":"0","Side":"Call","Vega":"0.27739205","Close":"3.52","Delta":"0.32096177","Gamma":"0.0121309","Theta":"-0.3178048","Volume":0,"AskSize":41,"BidSize":13,"Strikes":["372.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.52","ProbabilityBE":"0.2001","ExtrinsicValue":"5.9","IntrinsicValue":"0","ProbabilityITM":"0.2441","ProbabilityOTM":"0.7559","ProbabilityBE_IV":"0.2542","TheoreticalValue":"3.5177","DailyOpenInterest":1,"ImpliedVolatility":"0.381","ProbabilityITM_IV":"0.2919","ProbabilityOTM_IV":"0.7081","StandardDeviation":"0.0822","TheoreticalValue_IV":"5.9"},{"Ask":"0.65","Bid":"0.01","Low":"0","Mid":"0.33","Rho":"-0.00643981","High":"0","Last":"0.2","Legs":[{"Ratio":1,"Symbol":"HD 260828P290","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"290"}],"Open":"0","Side":"Put","Vega":"0.06186998","Close":"0.2","Delta":"-0.0364379","Gamma":"0.00186263","Theta":"-0.09797886","Volume":0,"AskSize":191,"BidSize":182,"Strikes":["290"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.2","ProbabilityBE":"0.0006","ExtrinsicValue":"0.65","IntrinsicValue":"0","ProbabilityITM":"0.0006","ProbabilityOTM":"0.9994","ProbabilityBE_IV":"0.0471","TheoreticalValue":"0.0027","DailyOpenInterest":69,"ImpliedVolatility":"0.5534","ProbabilityITM_IV":"0.0471","ProbabilityOTM_IV":"0.9529","StandardDeviation":"0.1194","TheoreticalValue_IV":"0.65"},{"Ask":"7.6","Bid":"6.1","Low":"0","Mid":"6.85","Rho":"0.06082733","High":"0","Last":"4.68","Legs":[{"Ratio":1,"Symbol":"HD 260828C367.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"367.5"}],"Open":"0","Side":"Call","Vega":"0.29560766","Close":"4.68","Delta":"0.38270521","Gamma":"0.01281427","Theta":"-0.34291013","Volume":0,"AskSize":53,"BidSize":50,"Strikes":["367.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"4.68","ProbabilityBE":"0.2453","ExtrinsicValue":"7.6","IntrinsicValue":"0","ProbabilityITM":"0.3157","ProbabilityOTM":"0.6843","ProbabilityBE_IV":"0.2943","TheoreticalValue":"4.9106","DailyOpenInterest":1,"ImpliedVolatility":"0.3844","ProbabilityITM_IV":"0.3513","ProbabilityOTM_IV":"0.6487","StandardDeviation":"0.083","TheoreticalValue_IV":"7.6001"},{"Ask":"17.8","Bid":"16","Low":"0","Mid":"16.9","Rho":"0.09922003","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828C347.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"347.5"}],"Open":"0","Side":"Call","Vega":"0.2899955","Close":"0","Delta":"0.63941168","Gamma":"0.01191888","Theta":"-0.36266044","Volume":0,"AskSize":113,"BidSize":43,"Strikes":["347.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4033","ExtrinsicValue":"8.72","IntrinsicValue":"9.08","ProbabilityITM":"0.6565","ProbabilityOTM":"0.3435","ProbabilityBE_IV":"0.4218","TheoreticalValue":"14.5648","DailyOpenInterest":0,"ImpliedVolatility":"0.4054","ProbabilityITM_IV":"0.606","ProbabilityOTM_IV":"0.394","StandardDeviation":"0.0875","TheoreticalValue_IV":"17.7999"},{"Ask":"18.8","Bid":"17.15","Low":"15.47","Mid":"17.975","Rho":"0.10492832","High":"15.47","Last":"15.47","Legs":[{"Ratio":1,"Symbol":"HD 260828C345","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"345"}],"Open":"15.47","Side":"Call","Vega":"0.27843037","Close":"15.47","Delta":"0.67613064","Gamma":"0.01202855","Theta":"-0.33435837","Volume":1,"AskSize":6,"BidSize":156,"Strikes":["345"],"NetChange":"0.72","NetChangePct":"0.0488","PreviousClose":"14.75","ProbabilityBE":"0.4171","ExtrinsicValue":"7.22","IntrinsicValue":"11.58","ProbabilityITM":"0.6974","ProbabilityOTM":"0.3026","ProbabilityBE_IV":"0.43","TheoreticalValue":"16.2547","DailyOpenInterest":120,"ImpliedVolatility":"0.3857","ProbabilityITM_IV":"0.6455","ProbabilityOTM_IV":"0.3545","StandardDeviation":"0.0832","TheoreticalValue_IV":"18.8"},{"Ask":"4.35","Bid":"2.34","Low":"3.02","Mid":"3.345","Rho":"-0.0379523","High":"3.78","Last":"3.02","Legs":[{"Ratio":1,"Symbol":"HD 260828P332.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"332.5"}],"Open":"3.78","Side":"Put","Vega":"0.22531308","Close":"3.02","Delta":"-0.2132899","Gamma":"0.00850093","Theta":"-0.2805469","Volume":2,"AskSize":306,"BidSize":83,"Strikes":["332.5"],"NetChange":"3.02","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.1218","ExtrinsicValue":"4.35","IntrinsicValue":"0","ProbabilityITM":"0.1358","ProbabilityOTM":"0.8642","ProbabilityBE_IV":"0.2286","TheoreticalValue":"1.4069","DailyOpenInterest":0,"ImpliedVolatility":"0.4416","ProbabilityITM_IV":"0.2422","ProbabilityOTM_IV":"0.7578","StandardDeviation":"0.0953","TheoreticalValue_IV":"4.3499"},{"Ask":"13.25","Bid":"11.9","Low":"0","Mid":"12.575","Rho":"0.08562749","High":"0","Last":"8.45","Legs":[{"Ratio":1,"Symbol":"HD 260828C355","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"355"}],"Open":"0","Side":"Call","Vega":"0.30701694","Close":"8.45","Delta":"0.54589462","Gamma":"0.01300473","Theta":"-0.36901471","Volume":0,"AskSize":78,"BidSize":13,"Strikes":["355"],"NetChange":"0","NetChangePct":"0","PreviousClose":"8.45","ProbabilityBE":"0.3528","ExtrinsicValue":"11.67","IntrinsicValue":"1.58","ProbabilityITM":"0.5264","ProbabilityOTM":"0.4736","ProbabilityBE_IV":"0.3823","TheoreticalValue":"10.132","DailyOpenInterest":384,"ImpliedVolatility":"0.3934","ProbabilityITM_IV":"0.5119","ProbabilityOTM_IV":"0.4881","StandardDeviation":"0.0849","TheoreticalValue_IV":"13.2499"},{"Ask":"6.55","Bid":"4.05","Low":"0","Mid":"5.3","Rho":"-0.05159534","High":"0","Last":"5.38","Legs":[{"Ratio":1,"Symbol":"HD 260828P340","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"340"}],"Open":"0","Side":"Put","Vega":"0.26440305","Close":"5.38","Delta":"-0.28818204","Gamma":"0.00989295","Theta":"-0.33052808","Volume":0,"AskSize":285,"BidSize":25,"Strikes":["340"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.38","ProbabilityBE":"0.1907","ExtrinsicValue":"6.55","IntrinsicValue":"0","ProbabilityITM":"0.2274","ProbabilityOTM":"0.7726","ProbabilityBE_IV":"0.2926","TheoreticalValue":"2.7505","DailyOpenInterest":79,"ImpliedVolatility":"0.4453","ProbabilityITM_IV":"0.3221","ProbabilityOTM_IV":"0.6779","StandardDeviation":"0.0961","TheoreticalValue_IV":"6.55"},{"Ask":"12.95","Bid":"10.65","Low":"11.85","Mid":"11.8","Rho":"-0.08785482","High":"11.85","Last":"11.85","Legs":[{"Ratio":1,"Symbol":"HD 260828P357.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"357.5"}],"Open":"11.85","Side":"Put","Vega":"0.30886555","Close":"11.85","Delta":"-0.4856922","Gamma":"0.01243699","Theta":"-0.35188203","Volume":1,"AskSize":82,"BidSize":38,"Strikes":["357.5"],"NetChange":"11.85","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.3572","ExtrinsicValue":"12.03","IntrinsicValue":"0.92","ProbabilityITM":"0.5178","ProbabilityOTM":"0.4822","ProbabilityBE_IV":"0.407","TheoreticalValue":"9.1792","DailyOpenInterest":0,"ImpliedVolatility":"0.4138","ProbabilityITM_IV":"0.5215","ProbabilityOTM_IV":"0.4785","StandardDeviation":"0.0893","TheoreticalValue_IV":"12.9501"},{"Ask":"31","Bid":"28.45","Low":"0","Mid":"29.725","Rho":"0.12126189","High":"0","Last":"22.81","Legs":[{"Ratio":1,"Symbol":"HD 260828C330","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"330"}],"Open":"0","Side":"Call","Vega":"0.21199686","Close":"22.81","Delta":"0.80738669","Gamma":"0.00794282","Theta":"-0.29985512","Volume":0,"AskSize":47,"BidSize":90,"Strikes":["330"],"NetChange":"0","NetChangePct":"0","PreviousClose":"22.81","ProbabilityBE":"0.4689","ExtrinsicValue":"4.42","IntrinsicValue":"26.58","ProbabilityITM":"0.8884","ProbabilityOTM":"0.1116","ProbabilityBE_IV":"0.4686","TheoreticalValue":"28.259","DailyOpenInterest":118,"ImpliedVolatility":"0.4447","ProbabilityITM_IV":"0.7799","ProbabilityOTM_IV":"0.2201","StandardDeviation":"0.096","TheoreticalValue_IV":"31"},{"Ask":"0.75","Bid":"0.11","Low":"0","Mid":"0.43","Rho":"-0.00807254","High":"0","Last":"0.4","Legs":[{"Ratio":1,"Symbol":"HD 260828P300","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"300"}],"Open":"0","Side":"Put","Vega":"0.07455612","Close":"0.4","Delta":"-0.04585797","Gamma":"0.00252511","Theta":"-0.10469671","Volume":0,"AskSize":189,"BidSize":138,"Strikes":["300"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.4","ProbabilityBE":"0.0032","ExtrinsicValue":"0.75","IntrinsicValue":"0","ProbabilityITM":"0.0032","ProbabilityOTM":"0.9968","ProbabilityBE_IV":"0.057","TheoreticalValue":"0.0184","DailyOpenInterest":59,"ImpliedVolatility":"0.492","ProbabilityITM_IV":"0.0571","ProbabilityOTM_IV":"0.9429","StandardDeviation":"0.1062","TheoreticalValue_IV":"0.75"},{"Ask":"11.95","Bid":"9.75","Low":"10.89","Mid":"10.85","Rho":"0.08072568","High":"10.89","Last":"10.89","Legs":[{"Ratio":1,"Symbol":"HD 260828C357.5","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"357.5"}],"Open":"10.89","Side":"Call","Vega":"0.30889703","Close":"10.89","Delta":"0.5131259","Gamma":"0.01315302","Theta":"-0.36825932","Volume":1,"AskSize":76,"BidSize":159,"Strikes":["357.5"],"NetChange":"2.89","NetChangePct":"0.3612","PreviousClose":"8","ProbabilityBE":"0.3331","ExtrinsicValue":"11.95","IntrinsicValue":"0","ProbabilityITM":"0.4822","ProbabilityOTM":"0.5178","ProbabilityBE_IV":"0.3667","TheoreticalValue":"8.8736","DailyOpenInterest":1,"ImpliedVolatility":"0.3913","ProbabilityITM_IV":"0.4792","ProbabilityOTM_IV":"0.5208","StandardDeviation":"0.0844","TheoreticalValue_IV":"11.95"},{"Ask":"69.7","Bid":"66.85","Low":"0","Mid":"68.275","Rho":"-0.18492815","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"HD 260828P425","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Put","StrikePrice":"425"}],"Open":"0","Side":"Put","Vega":"0.13252078","Close":"0","Delta":"-0.90343777","Gamma":"0.00376842","Theta":"-0.18530667","Volume":0,"AskSize":41,"BidSize":40,"Strikes":["425"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5016","ExtrinsicValue":"1.28","IntrinsicValue":"68.42","ProbabilityITM":"0.9972","ProbabilityOTM":"0.0028","ProbabilityBE_IV":"0.5199","TheoreticalValue":"68.42","DailyOpenInterest":0,"ImpliedVolatility":"0.5859","ProbabilityITM_IV":"0.9235","ProbabilityOTM_IV":"0.0765","StandardDeviation":"0.1265","TheoreticalValue_IV":"69.7"}],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-11T14:30:31.910Z","selectedExpiration":{"date":"2026-08-28T00:00:00Z","type":"Weekly"}},"candidates":[{"variant":"call_debit_spread","recommended":true,"expiration":"2026-08-28T00:00:00.000Z","dte":17,"legs":[{"ask":15.65,"bid":14.75,"mid":15.2,"raw":{"Ask":"15.65","Bid":"14.75","Low":"0","Mid":"15.2","Rho":"0.09576771","High":"0","Last":"11.8","Legs":[{"Ratio":1,"Symbol":"HD 260828C350","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"0","Side":"Call","Vega":"0.29661042","Close":"11.8","Delta":"0.61287101","Gamma":"0.01291697","Theta":"-0.35007603","Volume":0,"AskSize":15,"BidSize":9,"Strikes":["350"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.8","ProbabilityBE":"0.388","ExtrinsicValue":"9.07","IntrinsicValue":"6.58","ProbabilityITM":"0.6141","ProbabilityOTM":"0.3859","ProbabilityBE_IV":"0.4074","TheoreticalValue":"12.9791","DailyOpenInterest":276,"ImpliedVolatility":"0.3826","ProbabilityITM_IV":"0.5807","ProbabilityOTM_IV":"0.4193","StandardDeviation":"0.0826","TheoreticalValue_IV":"15.6499"},"delta":0.61287101,"ratio":1,"strike":350,"symbol":"HD 260828C350","volume":0,"askSize":15,"bidSize":9,"expiration":"2026-08-28T00:00:00Z","optionType":"call","openInterest":276,"impliedVolatility":0.3826},{"ask":6.6,"bid":5.3,"mid":5.95,"raw":{"Ask":"6.6","Bid":"5.3","Low":"5.1","Mid":"5.95","Rho":"0.05572755","High":"5.1","Last":"5.1","Legs":[{"Ratio":1,"Symbol":"HD 260828C370","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"370"}],"Open":"5.1","Side":"Call","Vega":"0.2868325","Close":"5.1","Delta":"0.34960158","Gamma":"0.01261741","Theta":"-0.32736367","Volume":1,"AskSize":71,"BidSize":89,"Strikes":["370"],"NetChange":"1","NetChangePct":"0.2439","PreviousClose":"4.1","ProbabilityBE":"0.2225","ExtrinsicValue":"6.6","IntrinsicValue":"0","ProbabilityITM":"0.2787","ProbabilityOTM":"0.7213","ProbabilityBE_IV":"0.2726","TheoreticalValue":"4.1695","DailyOpenInterest":58,"ImpliedVolatility":"0.3788","ProbabilityITM_IV":"0.3196","ProbabilityOTM_IV":"0.6804","StandardDeviation":"0.0817","TheoreticalValue_IV":"6.5999"},"delta":0.34960158,"ratio":-1,"strike":370,"symbol":"HD 260828C370","volume":1,"askSize":71,"bidSize":89,"expiration":"2026-08-28T00:00:00Z","optionType":"call","openInterest":58,"impliedVolatility":0.3788}],"entryBid":8.15,"entryAsk":10.350000000000001,"entryMid":9.25,"entryDebit":10.350000000000001,"rejectionReasons":[]},{"variant":"long_call_60_delta","recommended":false,"expiration":"2026-08-28T00:00:00.000Z","dte":17,"legs":[{"ask":15.65,"bid":14.75,"mid":15.2,"raw":{"Ask":"15.65","Bid":"14.75","Low":"0","Mid":"15.2","Rho":"0.09576771","High":"0","Last":"11.8","Legs":[{"Ratio":1,"Symbol":"HD 260828C350","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"0","Side":"Call","Vega":"0.29661042","Close":"11.8","Delta":"0.61287101","Gamma":"0.01291697","Theta":"-0.35007603","Volume":0,"AskSize":15,"BidSize":9,"Strikes":["350"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.8","ProbabilityBE":"0.388","ExtrinsicValue":"9.07","IntrinsicValue":"6.58","ProbabilityITM":"0.6141","ProbabilityOTM":"0.3859","ProbabilityBE_IV":"0.4074","TheoreticalValue":"12.9791","DailyOpenInterest":276,"ImpliedVolatility":"0.3826","ProbabilityITM_IV":"0.5807","ProbabilityOTM_IV":"0.4193","StandardDeviation":"0.0826","TheoreticalValue_IV":"15.6499"},"delta":0.61287101,"ratio":1,"strike":350,"symbol":"HD 260828C350","volume":0,"askSize":15,"bidSize":9,"expiration":"2026-08-28T00:00:00Z","optionType":"call","openInterest":276,"impliedVolatility":0.3826}],"entryBid":14.75,"entryAsk":15.65,"entryMid":15.2,"entryDebit":15.65,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-08-28T00:00:00.000Z","dte":17,"legs":[{"ask":27,"bid":24.35,"mid":25.675,"raw":{"Ask":"27","Bid":"24.35","Low":"0","Mid":"25.675","Rho":"0.11620699","High":"0","Last":"22.43","Legs":[{"Ratio":1,"Symbol":"HD 260828C335","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"335"}],"Open":"0","Side":"Call","Vega":"0.23743153","Close":"22.43","Delta":"0.76613644","Gamma":"0.00909065","Theta":"-0.32501769","Volume":0,"AskSize":81,"BidSize":61,"Strikes":["335"],"NetChange":"0","NetChangePct":"0","PreviousClose":"22.43","ProbabilityBE":"0.4569","ExtrinsicValue":"5.42","IntrinsicValue":"21.58","ProbabilityITM":"0.8367","ProbabilityOTM":"0.1633","ProbabilityBE_IV":"0.4607","TheoreticalValue":"23.9484","DailyOpenInterest":99,"ImpliedVolatility":"0.4352","ProbabilityITM_IV":"0.7362","ProbabilityOTM_IV":"0.2638","StandardDeviation":"0.0939","TheoreticalValue_IV":"27.0001"},"delta":0.76613644,"ratio":1,"strike":335,"symbol":"HD 260828C335","volume":0,"askSize":81,"bidSize":61,"expiration":"2026-08-28T00:00:00Z","optionType":"call","openInterest":99,"impliedVolatility":0.4352}],"entryBid":24.35,"entryAsk":27,"entryMid":25.675,"entryDebit":27,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_HD_60_L_1786455000000","variant":"call_debit_spread","exitBid":8.25,"exitAsk":10.05,"exitMid":9.15,"exitCredit":8.25,"pnlPerContract":-210.00000000000014,"returnOnDebit":-0.20289855072463778,"quote":{"ask":10.05,"bid":8.25,"mid":9.15,"raw":{"Ask":"10.05","Bid":"8.25","Low":"-5.1","Mid":"9.15","Rho":"0.04006126","High":"-5.1","Last":"6.7","Legs":[{"Ratio":1,"Symbol":"HD 260828C350","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"350"},{"Ratio":-1,"Symbol":"HD 260828C370","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"370"}],"Open":"-5.1","Side":"Call","Vega":"0.00808505","Close":"6.7","Delta":"0.26449112","Gamma":"0.00024826","Theta":"-0.02037754","Volume":0,"AskSize":14,"BidSize":12,"Strikes":["350","370"],"NetChange":"-1","NetChangePct":"-0.1299","PreviousClose":"7.7","ExtrinsicValue":"2.25","IntrinsicValue":"6.85","TheoreticalValue":"8.8986","DailyOpenInterest":58,"ImpliedVolatility":"0.3798","StandardDeviation":"0.082","TheoreticalValue_IV":"9.1"},"capturedAt":"2026-08-11T16:30:23.762Z"},"closedAt":"2026-08-11T16:30:00.000Z"},{"signalId":"DDV1_BATS_HD_60_L_1786455000000","variant":"long_call_60_delta","exitBid":14.9,"exitAsk":15.75,"exitMid":15.325,"exitCredit":14.9,"pnlPerContract":-75,"returnOnDebit":-0.04792332268370607,"quote":{"ask":15.75,"bid":14.9,"mid":15.325,"raw":{"Ask":"15.75","Bid":"14.9","Low":"0","Mid":"15.325","Rho":"0.09599016","High":"0","Last":"11.8","Legs":[{"Ratio":1,"Symbol":"HD 260828C350","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"350"}],"Open":"0","Side":"Call","Vega":"0.2952346","Close":"11.8","Delta":"0.61677708","Gamma":"0.01294213","Theta":"-0.34921753","Volume":0,"AskSize":32,"BidSize":12,"Strikes":["350"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.8","ProbabilityBE":"0.3898","ExtrinsicValue":"8.9","IntrinsicValue":"6.85","ProbabilityITM":"0.6189","ProbabilityOTM":"0.3811","ProbabilityBE_IV":"0.4086","TheoreticalValue":"13.1297","DailyOpenInterest":276,"ImpliedVolatility":"0.3814","ProbabilityITM_IV":"0.5849","ProbabilityOTM_IV":"0.4151","StandardDeviation":"0.0823","TheoreticalValue_IV":"15.7501"},"capturedAt":"2026-08-11T16:30:25.273Z"},"closedAt":"2026-08-11T16:30:00.000Z"},{"signalId":"DDV1_BATS_HD_60_L_1786455000000","variant":"long_call_75_delta","exitBid":24.2,"exitAsk":26.9,"exitMid":25.55,"exitCredit":24.2,"pnlPerContract":-280.00000000000006,"returnOnDebit":-0.10370370370370373,"quote":{"ask":26.9,"bid":24.2,"mid":25.55,"raw":{"Ask":"26.9","Bid":"24.2","Low":"0","Mid":"25.55","Rho":"0.11719592","High":"0","Last":"22.43","Legs":[{"Ratio":1,"Symbol":"HD 260828C335","AssetType":"StockOption","Expiration":"2026-08-28T00:00:00Z","OptionType":"Call","StrikePrice":"335"}],"Open":"0","Side":"Call","Vega":"0.23223263","Close":"22.43","Delta":"0.77452937","Gamma":"0.00917391","Theta":"-0.31209953","Volume":0,"AskSize":43,"BidSize":78,"Strikes":["335"],"NetChange":"0","NetChangePct":"0","PreviousClose":"22.43","ProbabilityBE":"0.4577","ExtrinsicValue":"5.05","IntrinsicValue":"21.85","ProbabilityITM":"0.8402","ProbabilityOTM":"0.1598","ProbabilityBE_IV":"0.4613","TheoreticalValue":"24.1639","DailyOpenInterest":99,"ImpliedVolatility":"0.4232","ProbabilityITM_IV":"0.7461","ProbabilityOTM_IV":"0.2539","StandardDeviation":"0.0913","TheoreticalValue_IV":"26.8999"},"capturedAt":"2026-08-11T16:30:26.782Z"},"closedAt":"2026-08-11T16:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_HD_60_L_1786455000000","variant":"call_debit_spread","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":10.350000000000001,"rawEvent":{"riskBudgetDollars":47.91383578125},"submittedAt":"2026-08-11T14:30:31.951Z"}],"capturedAt":"2026-08-11T14:30:25.774Z","closedAt":"2026-08-11T16:30:00.000Z"},{"signalId":"DDV1_BATS_BAC_D_L_1786368600000","symbol":"BAC","timeframe":"D","underlyingEntryPrice":63.98,"predictedHoldBars":2.289554287418355,"predictedMfeR":0.22469578747604554,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-04-16T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-07-16T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-11T13:31:05.053Z","selectedExpiration":{"date":"2026-09-25T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-11T13:31:02.996Z","closedAt":null},{"signalId":"DDV1_BATS_IBKR_D_L_1786368600000","symbol":"IBKR","timeframe":"D","underlyingEntryPrice":91.12,"predictedHoldBars":7.230170262327556,"predictedMfeR":0.1777770497215797,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-11T13:30:36.911Z","selectedExpiration":{"date":"2026-09-25T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-11T13:30:23.281Z","closedAt":null},{"signalId":"DDV1_BATS_DUOL_D_L_1786368600000","symbol":"DUOL","timeframe":"D","underlyingEntryPrice":136.03,"predictedHoldBars":16.461656232962884,"predictedMfeR":0.19642775904911028,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-11T13:30:36.913Z","selectedExpiration":{"date":"2026-09-25T00:00:00Z","type":"Weekly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-11T13:30:21.860Z","closedAt":null},{"signalId":"DDV1_BATS_ARWR_D_L_1786109400000","symbol":"ARWR","timeframe":"D","underlyingEntryPrice":87.56,"predictedHoldBars":3.7336995844413585,"predictedMfeR":0.5654253222177155,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-10T13:31:05.712Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-10T13:30:53.679Z","closedAt":null},{"signalId":"DDV1_BATS_BXP_D_L_1786109400000","symbol":"BXP","timeframe":"D","underlyingEntryPrice":69.23,"predictedHoldBars":10.64063627007521,"predictedMfeR":0.5416702138837647,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-10T13:31:05.718Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-10T13:30:53.513Z","closedAt":null},{"signalId":"DDV1_BATS_ESNT_D_L_1786109400000","symbol":"ESNT","timeframe":"D","underlyingEntryPrice":68.25,"predictedHoldBars":6.309579041308832,"predictedMfeR":0.40266331161031915,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-10T13:30:41.766Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-10T13:30:24.866Z","closedAt":null},{"signalId":"DDV1_BATS_AMN_D_L_1786109400000","symbol":"AMN","timeframe":"D","underlyingEntryPrice":36,"predictedHoldBars":5.783171036941799,"predictedMfeR":0.1487779721483156,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-10T13:30:30.424Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-10T13:30:22.671Z","closedAt":null},{"signalId":"DDV1_BATS_SHOP_60_L_1786120200000","symbol":"SHOP","timeframe":"60","underlyingEntryPrice":150.92,"predictedHoldBars":19.914867941792235,"predictedMfeR":1.4871854522242736,"policyVersion":"shadow_v1","status":"closed","recommendedVariant":"call_debit_spread","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"0.58","Bid":"0.22","Low":"0.25","Mid":"0.4","Rho":"0.00422977","High":"0.43","Last":"0.25","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C180","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"180"}],"Open":"0.31","Side":"Call","Vega":"0.04258254","Close":"0.25","Delta":"0.07635442","Gamma":"0.008109","Theta":"-0.09113986","Volume":27,"AskSize":552,"BidSize":50,"Strikes":["180"],"NetChange":"-0.1","NetChangePct":"-0.2857","PreviousClose":"0.35","ProbabilityBE":"0.0773","ExtrinsicValue":"0.58","IntrinsicValue":"0","ProbabilityITM":"0.0832","ProbabilityOTM":"0.9168","ProbabilityBE_IV":"0.0556","TheoreticalValue":"0.9559","DailyOpenInterest":274,"ImpliedVolatility":"0.5963","ProbabilityITM_IV":"0.0609","ProbabilityOTM_IV":"0.9391","StandardDeviation":"0.1168","TheoreticalValue_IV":"0.58"},{"Ask":"0.52","Bid":"0","Low":"0","Mid":"0.26","Rho":"0.0025775","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C210","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"210"}],"Open":"0","Side":"Call","Vega":"0.02944072","Close":"0","Delta":"0.04763143","Gamma":"0.00352255","Theta":"-0.09974132","Volume":0,"AskSize":49,"BidSize":0,"Strikes":["210"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0054","ExtrinsicValue":"0.52","IntrinsicValue":"0","ProbabilityITM":"0.0054","ProbabilityOTM":"0.9946","ProbabilityBE_IV":"0.0317","TheoreticalValue":"0.05","DailyOpenInterest":0,"ImpliedVolatility":"0.9491","ProbabilityITM_IV":"0.0318","ProbabilityOTM_IV":"0.9682","StandardDeviation":"0.1859","TheoreticalValue_IV":"0.52"},{"Ask":"65.2","Bid":"63.35","Low":"0","Mid":"64.275","Rho":"-0.07724889","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P215","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"215"}],"Open":"0","Side":"Put","Vega":"0.0559261","Close":"0","Delta":"-0.88964952","Gamma":"0.00480204","Theta":"-0.24185833","Volume":0,"AskSize":17,"BidSize":57,"Strikes":["215"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.16","IntrinsicValue":"64.04","ProbabilityITM":"0.9968","ProbabilityOTM":"0.0032","ProbabilityBE_IV":"0.5495","TheoreticalValue":"64.04","DailyOpenInterest":0,"ImpliedVolatility":"1.3226","ProbabilityITM_IV":"0.9312","ProbabilityOTM_IV":"0.0688","StandardDeviation":"0.259","TheoreticalValue_IV":"65.2"},{"Ask":"13.35","Bid":"12.25","Low":"10.92","Mid":"12.8","Rho":"0.04023951","High":"14.95","Last":"12.55","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C140","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"140"}],"Open":"10.92","Side":"Call","Vega":"0.08825869","Close":"12.55","Delta":"0.77827245","Gamma":"0.01827531","Theta":"-0.18220766","Volume":71,"AskSize":211,"BidSize":295,"Strikes":["140"],"NetChange":"3.01","NetChangePct":"0.3155","PreviousClose":"9.54","ProbabilityBE":"0.4087","ExtrinsicValue":"2.39","IntrinsicValue":"10.96","ProbabilityITM":"0.6962","ProbabilityOTM":"0.3038","ProbabilityBE_IV":"0.3989","TheoreticalValue":"14.5108","DailyOpenInterest":2511,"ImpliedVolatility":"0.5484","ProbabilityITM_IV":"0.7449","ProbabilityOTM_IV":"0.2551","StandardDeviation":"0.1074","TheoreticalValue_IV":"13.35"},{"Ask":"80.2","Bid":"78.35","Low":"0","Mid":"79.275","Rho":"-0.08304591","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P230","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"230"}],"Open":"0","Side":"Put","Vega":"0.05671319","Close":"0","Delta":"-0.8874735","Gamma":"0.00412338","Theta":"-0.29214522","Volume":0,"AskSize":17,"BidSize":57,"Strikes":["230"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.16","IntrinsicValue":"79.04","ProbabilityITM":"0.9994","ProbabilityOTM":"0.0006","ProbabilityBE_IV":"0.5592","TheoreticalValue":"79.04","DailyOpenInterest":0,"ImpliedVolatility":"1.5619","ProbabilityITM_IV":"0.9358","ProbabilityOTM_IV":"0.0642","StandardDeviation":"0.3059","TheoreticalValue_IV":"80.2"},{"Ask":"1.34","Bid":"1.04","Low":"1.17","Mid":"1.19","Rho":"-0.00966942","High":"1.29","Last":"1.29","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P137","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"137"}],"Open":"1.17","Side":"Put","Vega":"0.07127816","Close":"1.29","Delta":"-0.15689092","Gamma":"0.01544451","Theta":"-0.12988675","Volume":2,"AskSize":85,"BidSize":13,"Strikes":["137"],"NetChange":"-1.21","NetChangePct":"-0.484","PreviousClose":"2.5","ProbabilityBE":"0.2068","ExtrinsicValue":"1.34","IntrinsicValue":"0","ProbabilityITM":"0.2492","ProbabilityOTM":"0.7508","ProbabilityBE_IV":"0.139","TheoreticalValue":"2.5232","DailyOpenInterest":30,"ImpliedVolatility":"0.5241","ProbabilityITM_IV":"0.1829","ProbabilityOTM_IV":"0.8171","StandardDeviation":"0.1026","TheoreticalValue_IV":"1.34"},{"Ask":"6.45","Bid":"5.85","Low":"4.25","Mid":"6.15","Rho":"0.0296657","High":"7.55","Last":"6","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C150","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"5.35","Side":"Call","Vega":"0.11740425","Close":"6","Delta":"0.55129495","Gamma":"0.02689474","Theta":"-0.21415251","Volume":1232,"AskSize":28,"BidSize":190,"Strikes":["150"],"NetChange":"0.9","NetChangePct":"0.1765","PreviousClose":"5.1","ProbabilityBE":"0.3353","ExtrinsicValue":"5.49","IntrinsicValue":"0.96","ProbabilityITM":"0.4971","ProbabilityOTM":"0.5029","ProbabilityBE_IV":"0.2957","TheoreticalValue":"8.5424","DailyOpenInterest":4490,"ImpliedVolatility":"0.4957","ProbabilityITM_IV":"0.5126","ProbabilityOTM_IV":"0.4874","StandardDeviation":"0.0971","TheoreticalValue_IV":"6.4499"},{"Ask":"2.46","Bid":"2.19","Low":"1.75","Mid":"2.325","Rho":"0.01593907","High":"3.06","Last":"2.46","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C160","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"160"}],"Open":"2.03","Side":"Call","Vega":"0.1015021","Close":"2.46","Delta":"0.28954409","Gamma":"0.0240413","Theta":"-0.1767295","Volume":174,"AskSize":2,"BidSize":175,"Strikes":["160"],"NetChange":"0.42","NetChangePct":"0.2059","PreviousClose":"2.04","ProbabilityBE":"0.2402","ExtrinsicValue":"2.46","IntrinsicValue":"0","ProbabilityITM":"0.3105","ProbabilityOTM":"0.6895","ProbabilityBE_IV":"0.1721","TheoreticalValue":"4.539","DailyOpenInterest":911,"ImpliedVolatility":"0.4795","ProbabilityITM_IV":"0.2582","ProbabilityOTM_IV":"0.7418","StandardDeviation":"0.0939","TheoreticalValue_IV":"2.46"},{"Ask":"0.2","Bid":"0","Low":"0","Mid":"0.1","Rho":"0.00155632","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C195","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"195"}],"Open":"0","Side":"Call","Vega":"0.01906901","Close":"0","Delta":"0.02800532","Gamma":"0.00330342","Theta":"-0.04472609","Volume":0,"AskSize":72,"BidSize":0,"Strikes":["195"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0229","ExtrinsicValue":"0.2","IntrinsicValue":"0","ProbabilityITM":"0.0234","ProbabilityOTM":"0.9766","ProbabilityBE_IV":"0.0202","TheoreticalValue":"0.2369","DailyOpenInterest":0,"ImpliedVolatility":"0.6555","ProbabilityITM_IV":"0.0207","ProbabilityOTM_IV":"0.9793","StandardDeviation":"0.1284","TheoreticalValue_IV":"0.2"},{"Ask":"5.6","Bid":"4.5","Low":"4.7","Mid":"5.05","Rho":"-0.02837098","High":"6.2","Last":"5.05","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P150","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"150"}],"Open":"6.2","Side":"Put","Vega":"0.11742693","Close":"5.05","Delta":"-0.44930154","Gamma":"0.0254916","Theta":"-0.21029444","Volume":28,"AskSize":386,"BidSize":462,"Strikes":["150"],"NetChange":"-3.15","NetChangePct":"-0.3841","PreviousClose":"8.2","ProbabilityBE":"0.3545","ExtrinsicValue":"5.6","IntrinsicValue":"0","ProbabilityITM":"0.5029","ProbabilityOTM":"0.4971","ProbabilityBE_IV":"0.3034","TheoreticalValue":"7.3711","DailyOpenInterest":447,"ImpliedVolatility":"0.5231","ProbabilityITM_IV":"0.4902","ProbabilityOTM_IV":"0.5098","StandardDeviation":"0.1025","TheoreticalValue_IV":"5.6"},{"Ask":"11.5","Bid":"10.55","Low":"10.39","Mid":"11.025","Rho":"0.03939682","High":"10.85","Last":"10.85","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C142","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"142"}],"Open":"10.39","Side":"Call","Vega":"0.09398302","Close":"10.85","Delta":"0.75157118","Gamma":"0.02109628","Theta":"-0.17894762","Volume":9,"AskSize":12,"BidSize":189,"Strikes":["142"],"NetChange":"1.52","NetChangePct":"0.1629","PreviousClose":"9.33","ProbabilityBE":"0.3965","ExtrinsicValue":"2.54","IntrinsicValue":"8.96","ProbabilityITM":"0.6578","ProbabilityOTM":"0.3422","ProbabilityBE_IV":"0.3779","TheoreticalValue":"13.1585","DailyOpenInterest":41,"ImpliedVolatility":"0.5059","ProbabilityITM_IV":"0.719","ProbabilityOTM_IV":"0.281","StandardDeviation":"0.0991","TheoreticalValue_IV":"11.5"},{"Ask":"21.05","Bid":"19.1","Low":"0","Mid":"20.075","Rho":"-0.05428606","High":"0","Last":"26","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P170","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"170"}],"Open":"0","Side":"Put","Vega":"0.08520278","Close":"26","Delta":"-0.79133148","Gamma":"0.014229","Theta":"-0.191089","Volume":0,"AskSize":46,"BidSize":101,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"26","ProbabilityBE":"0.4828","ExtrinsicValue":"2.01","IntrinsicValue":"19.04","ProbabilityITM":"0.8295","ProbabilityOTM":"0.1705","ProbabilityBE_IV":"0.4834","TheoreticalValue":"20.9985","DailyOpenInterest":0,"ImpliedVolatility":"0.68","ProbabilityITM_IV":"0.8276","ProbabilityOTM_IV":"0.1724","StandardDeviation":"0.1332","TheoreticalValue_IV":"21.05"},{"Ask":"20.25","Bid":"18.6","Low":"0","Mid":"19.425","Rho":"0.04365672","High":"0","Last":"16.91","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C132","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"132"}],"Open":"0","Side":"Call","Vega":"0.05846277","Close":"16.91","Delta":"0.88256221","Gamma":"0.01084997","Theta":"-0.13833128","Volume":0,"AskSize":18,"BidSize":217,"Strikes":["132"],"NetChange":"0","NetChangePct":"0","PreviousClose":"16.91","ProbabilityBE":"0.4449","ExtrinsicValue":"1.29","IntrinsicValue":"18.96","ProbabilityITM":"0.8309","ProbabilityOTM":"0.1691","ProbabilityBE_IV":"0.4444","TheoreticalValue":"20.6344","DailyOpenInterest":270,"ImpliedVolatility":"0.6119","ProbabilityITM_IV":"0.8572","ProbabilityOTM_IV":"0.1428","StandardDeviation":"0.1198","TheoreticalValue_IV":"20.25"},{"Ask":"10","Bid":"8.8","Low":"8.2","Mid":"9.4","Rho":"0.03745634","High":"11","Last":"9.67","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C144","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"144"}],"Open":"8.28","Side":"Call","Vega":"0.10184382","Close":"9.67","Delta":"0.70836853","Gamma":"0.02337052","Theta":"-0.18855072","Volume":4,"AskSize":11,"BidSize":344,"Strikes":["144"],"NetChange":"1.72","NetChangePct":"0.2164","PreviousClose":"7.95","ProbabilityBE":"0.383","ExtrinsicValue":"3.04","IntrinsicValue":"6.96","ProbabilityITM":"0.6183","ProbabilityOTM":"0.3817","ProbabilityBE_IV":"0.358","TheoreticalValue":"11.884","DailyOpenInterest":58,"ImpliedVolatility":"0.4949","ProbabilityITM_IV":"0.6741","ProbabilityOTM_IV":"0.3259","StandardDeviation":"0.0969","TheoreticalValue_IV":"10"},{"Ask":"0.78","Bid":"0.7","Low":"0.92","Mid":"0.74","Rho":"-0.00636854","High":"1.48","Last":"0.92","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P134","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"134"}],"Open":"1.48","Side":"Put","Vega":"0.05359038","Close":"0.92","Delta":"-0.1040116","Gamma":"0.01199306","Theta":"-0.09472852","Volume":3,"AskSize":3,"BidSize":11,"Strikes":["134"],"NetChange":"-0.58","NetChangePct":"-0.3867","PreviousClose":"1.5","ProbabilityBE":"0.1712","ExtrinsicValue":"0.78","IntrinsicValue":"0","ProbabilityITM":"0.1993","ProbabilityOTM":"0.8007","ProbabilityBE_IV":"0.097","TheoreticalValue":"1.8526","DailyOpenInterest":22,"ImpliedVolatility":"0.5074","ProbabilityITM_IV":"0.1232","ProbabilityOTM_IV":"0.8768","StandardDeviation":"0.0994","TheoreticalValue_IV":"0.78"},{"Ask":"60.2","Bid":"58.35","Low":"0","Mid":"59.275","Rho":"-0.07526498","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P210","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"210"}],"Open":"0","Side":"Put","Vega":"0.0560328","Close":"0","Delta":"-0.88935574","Gamma":"0.00511991","Theta":"-0.22704063","Volume":0,"AskSize":16,"BidSize":57,"Strikes":["210"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.16","IntrinsicValue":"59.04","ProbabilityITM":"0.9946","ProbabilityOTM":"0.0054","ProbabilityBE_IV":"0.5463","TheoreticalValue":"59.04","DailyOpenInterest":0,"ImpliedVolatility":"1.2428","ProbabilityITM_IV":"0.9289","ProbabilityOTM_IV":"0.0711","StandardDeviation":"0.2434","TheoreticalValue_IV":"60.2"},{"Ask":"75.2","Bid":"73.35","Low":"0","Mid":"74.275","Rho":"-0.0811347","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P225","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"225"}],"Open":"0","Side":"Put","Vega":"0.05629634","Close":"0","Delta":"-0.88862849","Gamma":"0.00431366","Theta":"-0.27439963","Volume":0,"AskSize":17,"BidSize":57,"Strikes":["225"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.16","IntrinsicValue":"74.04","ProbabilityITM":"0.9989","ProbabilityOTM":"0.0011","ProbabilityBE_IV":"0.556","TheoreticalValue":"74.04","DailyOpenInterest":0,"ImpliedVolatility":"1.4821","ProbabilityITM_IV":"0.9346","ProbabilityOTM_IV":"0.0654","StandardDeviation":"0.2903","TheoreticalValue_IV":"75.2"},{"Ask":"0.1","Bid":"0","Low":"0","Mid":"0.05","Rho":"0.00068669","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C220","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"220"}],"Open":"0","Side":"Call","Vega":"0.00955865","Close":"0","Delta":"0.01243456","Gamma":"0.00132184","Theta":"-0.02800895","Volume":0,"AskSize":17,"BidSize":0,"Strikes":["220"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0019","ExtrinsicValue":"0.1","IntrinsicValue":"0","ProbabilityITM":"0.0019","ProbabilityOTM":"0.9981","ProbabilityBE_IV":"0.0081","TheoreticalValue":"0.0164","DailyOpenInterest":0,"ImpliedVolatility":"0.8212","ProbabilityITM_IV":"0.0081","ProbabilityOTM_IV":"0.9919","StandardDeviation":"0.1608","TheoreticalValue_IV":"0.1"},{"Ask":"45.25","Bid":"43.15","Low":"0","Mid":"44.2","Rho":"-0.06894714","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P195","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"195"}],"Open":"0","Side":"Put","Vega":"0.05884937","Close":"0","Delta":"-0.8814629","Gamma":"0.00661442","Theta":"-0.1926185","Volume":0,"AskSize":16,"BidSize":66,"Strikes":["195"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.21","IntrinsicValue":"44.04","ProbabilityITM":"0.9766","ProbabilityOTM":"0.0234","ProbabilityBE_IV":"0.5367","TheoreticalValue":"44.04","DailyOpenInterest":0,"ImpliedVolatility":"1.0104","ProbabilityITM_IV":"0.9164","ProbabilityOTM_IV":"0.0836","StandardDeviation":"0.1979","TheoreticalValue_IV":"45.25"},{"Ask":"16.5","Bid":"15","Low":"14.84","Mid":"15.75","Rho":"0.04314528","High":"14.95","Last":"14.84","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C136","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"136"}],"Open":"14.95","Side":"Call","Vega":"0.06950989","Close":"14.84","Delta":"0.8489535","Gamma":"0.01434186","Theta":"-0.14700337","Volume":2,"AskSize":21,"BidSize":337,"Strikes":["136"],"NetChange":"0.54","NetChangePct":"0.0378","PreviousClose":"14.3","ProbabilityBE":"0.4293","ExtrinsicValue":"1.54","IntrinsicValue":"14.96","ProbabilityITM":"0.768","ProbabilityOTM":"0.232","ProbabilityBE_IV":"0.4242","TheoreticalValue":"17.4377","DailyOpenInterest":131,"ImpliedVolatility":"0.5504","ProbabilityITM_IV":"0.8222","ProbabilityOTM_IV":"0.1778","StandardDeviation":"0.1078","TheoreticalValue_IV":"16.5"},{"Ask":"90.25","Bid":"88.35","Low":"0","Mid":"89.3","Rho":"-0.08675747","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P240","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"240"}],"Open":"0","Side":"Put","Vega":"0.05839659","Close":"0","Delta":"-0.88274988","Gamma":"0.00383277","Theta":"-0.33533177","Volume":0,"AskSize":12,"BidSize":55,"Strikes":["240"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.21","IntrinsicValue":"89.04","ProbabilityITM":"0.9998","ProbabilityOTM":"0.0002","ProbabilityBE_IV":"0.5659","TheoreticalValue":"89.04","DailyOpenInterest":0,"ImpliedVolatility":"1.7302","ProbabilityITM_IV":"0.9369","ProbabilityOTM_IV":"0.0631","StandardDeviation":"0.3389","TheoreticalValue_IV":"90.25"},{"Ask":"5","Bid":"0","Low":"0","Mid":"2.5","Rho":"0.00846328","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C240","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"240"}],"Open":"0","Side":"Call","Vega":"0.07737787","Close":"0","Delta":"0.17820993","Gamma":"0.00421272","Theta":"-0.57441821","Volume":0,"AskSize":29,"BidSize":0,"Strikes":["240"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0002","ExtrinsicValue":"5","IntrinsicValue":"0","ProbabilityITM":"0.0002","ProbabilityOTM":"0.9998","ProbabilityBE_IV":"0.0914","TheoreticalValue":"0.0015","DailyOpenInterest":0,"ImpliedVolatility":"2.0859","ProbabilityITM_IV":"0.0914","ProbabilityOTM_IV":"0.9086","StandardDeviation":"0.4085","TheoreticalValue_IV":"5"},{"Ask":"0.2","Bid":"0.11","Low":"0.14","Mid":"0.155","Rho":"0.00184032","High":"0.19","Last":"0.14","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C185","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"185"}],"Open":"0.19","Side":"Call","Vega":"0.02177765","Close":"0.14","Delta":"0.03287411","Gamma":"0.00455905","Theta":"-0.04236585","Volume":25,"AskSize":1,"BidSize":80,"Strikes":["185"],"NetChange":"-0.03","NetChangePct":"-0.1765","PreviousClose":"0.17","ProbabilityBE":"0.0531","ExtrinsicValue":"0.2","IntrinsicValue":"0","ProbabilityITM":"0.0559","ProbabilityOTM":"0.9441","ProbabilityBE_IV":"0.024","TheoreticalValue":"0.6125","DailyOpenInterest":111,"ImpliedVolatility":"0.5425","ProbabilityITM_IV":"0.0258","ProbabilityOTM_IV":"0.9742","StandardDeviation":"0.1062","TheoreticalValue_IV":"0.2"},{"Ask":"15.15","Bid":"13.3","Low":"14.33","Mid":"14.225","Rho":"0.04101739","High":"14.77","Last":"14.33","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C138","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"138"}],"Open":"14.77","Side":"Call","Vega":"0.08218868","Close":"14.33","Delta":"0.80353163","Gamma":"0.0160359","Theta":"-0.18040176","Volume":3,"AskSize":22,"BidSize":414,"Strikes":["138"],"NetChange":"2.31","NetChangePct":"0.1922","PreviousClose":"12.02","ProbabilityBE":"0.4196","ExtrinsicValue":"2.19","IntrinsicValue":"12.96","ProbabilityITM":"0.7331","ProbabilityOTM":"0.2669","ProbabilityBE_IV":"0.4147","TheoreticalValue":"15.9384","DailyOpenInterest":2846,"ImpliedVolatility":"0.582","ProbabilityITM_IV":"0.7703","ProbabilityOTM_IV":"0.2297","StandardDeviation":"0.114","TheoreticalValue_IV":"15.15"},{"Ask":"1.46","Bid":"1.33","Low":"1.15","Mid":"1.395","Rho":"0.01064104","High":"1.95","Last":"1.4","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C165","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"1.83","Side":"Call","Vega":"0.08106945","Close":"1.4","Delta":"0.19209406","Gamma":"0.01898514","Theta":"-0.14217455","Volume":318,"AskSize":24,"BidSize":236,"Strikes":["165"],"NetChange":"0.2","NetChangePct":"0.1667","PreviousClose":"1.2","ProbabilityBE":"0.1919","ExtrinsicValue":"1.46","IntrinsicValue":"0","ProbabilityITM":"0.2337","ProbabilityOTM":"0.7663","ProbabilityBE_IV":"0.1218","TheoreticalValue":"3.186","DailyOpenInterest":507,"ImpliedVolatility":"0.4849","ProbabilityITM_IV":"0.1671","ProbabilityOTM_IV":"0.8329","StandardDeviation":"0.095","TheoreticalValue_IV":"1.46"},{"Ask":"24.5","Bid":"22.3","Low":"25.05","Mid":"23.4","Rho":"0.04209459","High":"25.05","Last":"25.05","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C128","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"128"}],"Open":"25.05","Side":"Call","Vega":"0.05797731","Close":"25.05","Delta":"0.88393536","Gamma":"0.00871504","Theta":"-0.16637605","Volume":1,"AskSize":20,"BidSize":261,"Strikes":["128"],"NetChange":"6.47","NetChangePct":"0.3482","PreviousClose":"18.58","ProbabilityBE":"0.4561","ExtrinsicValue":"1.54","IntrinsicValue":"22.96","ProbabilityITM":"0.883","ProbabilityOTM":"0.117","ProbabilityBE_IV":"0.4548","TheoreticalValue":"24.061","DailyOpenInterest":96,"ImpliedVolatility":"0.7555","ProbabilityITM_IV":"0.8523","ProbabilityOTM_IV":"0.1477","StandardDeviation":"0.148","TheoreticalValue_IV":"24.5"},{"Ask":"0.5","Bid":"0.41","Low":"0.37","Mid":"0.455","Rho":"0.00430335","High":"0.76","Last":"0.45","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C175","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"175"}],"Open":"0.4","Side":"Call","Vega":"0.04289233","Close":"0.45","Delta":"0.07708576","Gamma":"0.00964835","Theta":"-0.07790115","Volume":132,"AskSize":21,"BidSize":90,"Strikes":["175"],"NetChange":"0.05","NetChangePct":"0.125","PreviousClose":"0.4","ProbabilityBE":"0.1087","ExtrinsicValue":"0.5","IntrinsicValue":"0","ProbabilityITM":"0.1208","ProbabilityOTM":"0.8792","ProbabilityBE_IV":"0.0539","TheoreticalValue":"1.4607","DailyOpenInterest":933,"ImpliedVolatility":"0.5048","ProbabilityITM_IV":"0.0637","ProbabilityOTM_IV":"0.9363","StandardDeviation":"0.0989","TheoreticalValue_IV":"0.5"},{"Ask":"1.24","Bid":"0.89","Low":"1.15","Mid":"1.065","Rho":"-0.00893314","High":"1.75","Last":"1.15","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P136","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"136"}],"Open":"1.75","Side":"Put","Vega":"0.06761321","Close":"1.15","Delta":"-0.1449309","Gamma":"0.01434961","Theta":"-0.12590462","Volume":35,"AskSize":170,"BidSize":12,"Strikes":["136"],"NetChange":"-0.89","NetChangePct":"-0.4363","PreviousClose":"2.04","ProbabilityBE":"0.1948","ExtrinsicValue":"1.24","IntrinsicValue":"0","ProbabilityITM":"0.232","ProbabilityOTM":"0.768","ProbabilityBE_IV":"0.1326","TheoreticalValue":"2.2829","DailyOpenInterest":28,"ImpliedVolatility":"0.5351","ProbabilityITM_IV":"0.1702","ProbabilityOTM_IV":"0.8298","StandardDeviation":"0.1048","TheoreticalValue_IV":"1.24"},{"Ask":"2.46","Bid":"2.25","Low":"2.23","Mid":"2.355","Rho":"-0.01642704","High":"2.52","Last":"2.52","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P143","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"143"}],"Open":"2.23","Side":"Put","Vega":"0.09725724","Close":"2.52","Delta":"-0.26532382","Gamma":"0.02260604","Theta":"-0.16412541","Volume":11,"AskSize":43,"BidSize":9,"Strikes":["143"],"NetChange":"-2.15","NetChangePct":"-0.4604","PreviousClose":"4.67","ProbabilityBE":"0.2787","ExtrinsicValue":"2.46","IntrinsicValue":"0","ProbabilityITM":"0.3618","ProbabilityOTM":"0.6382","ProbabilityBE_IV":"0.197","TheoreticalValue":"4.3476","DailyOpenInterest":8,"ImpliedVolatility":"0.4886","ProbabilityITM_IV":"0.2977","ProbabilityOTM_IV":"0.7023","StandardDeviation":"0.0957","TheoreticalValue_IV":"2.46"},{"Ask":"14.6","Bid":"12.5","Low":"0","Mid":"13.55","Rho":"0.03972482","High":"0","Last":"11.1","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C139","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"139"}],"Open":"0","Side":"Call","Vega":"0.08838203","Close":"11.1","Delta":"0.77772945","Gamma":"0.01656291","Theta":"-0.20034288","Volume":0,"AskSize":24,"BidSize":323,"Strikes":["139"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.1","ProbabilityBE":"0.4143","ExtrinsicValue":"2.64","IntrinsicValue":"11.96","ProbabilityITM":"0.7149","ProbabilityOTM":"0.2851","ProbabilityBE_IV":"0.4104","TheoreticalValue":"15.2154","DailyOpenInterest":84,"ImpliedVolatility":"0.606","ProbabilityITM_IV":"0.7407","ProbabilityOTM_IV":"0.2593","StandardDeviation":"0.1187","TheoreticalValue_IV":"14.6"},{"Ask":"15.95","Bid":"14.15","Low":"0","Mid":"15.05","Rho":"0.04164962","High":"0","Last":"12.53","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C137","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"137"}],"Open":"0","Side":"Call","Vega":"0.07795562","Close":"12.53","Delta":"0.81966956","Gamma":"0.01513872","Theta":"-0.17259112","Volume":0,"AskSize":20,"BidSize":217,"Strikes":["137"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12.53","ProbabilityBE":"0.4246","ExtrinsicValue":"1.99","IntrinsicValue":"13.96","ProbabilityITM":"0.7508","ProbabilityOTM":"0.2492","ProbabilityBE_IV":"0.4206","TheoreticalValue":"16.6793","DailyOpenInterest":45,"ImpliedVolatility":"0.5848","ProbabilityITM_IV":"0.7879","ProbabilityOTM_IV":"0.2121","StandardDeviation":"0.1145","TheoreticalValue_IV":"15.95"},{"Ask":"50.25","Bid":"48.35","Low":"0","Mid":"49.3","Rho":"-0.071075","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P200","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"200"}],"Open":"0","Side":"Put","Vega":"0.05780118","Close":"0","Delta":"-0.88443156","Gamma":"0.00601518","Theta":"-0.20487361","Volume":0,"AskSize":17,"BidSize":57,"Strikes":["200"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.21","IntrinsicValue":"49.04","ProbabilityITM":"0.9853","ProbabilityOTM":"0.0147","ProbabilityBE_IV":"0.54","TheoreticalValue":"49.04","DailyOpenInterest":0,"ImpliedVolatility":"1.0912","ProbabilityITM_IV":"0.921","ProbabilityOTM_IV":"0.079","StandardDeviation":"0.2137","TheoreticalValue_IV":"50.25"},{"Ask":"21.4","Bid":"19.5","Low":"20.92","Mid":"20.45","Rho":"0.04295353","High":"20.92","Last":"20.92","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C131","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"131"}],"Open":"20.92","Side":"Call","Vega":"0.0600121","Close":"20.92","Delta":"0.87812526","Gamma":"0.01029223","Theta":"-0.15219856","Volume":1,"AskSize":19,"BidSize":391,"Strikes":["131"],"NetChange":"4.05","NetChangePct":"0.2401","PreviousClose":"16.87","ProbabilityBE":"0.4481","ExtrinsicValue":"1.44","IntrinsicValue":"19.96","ProbabilityITM":"0.845","ProbabilityOTM":"0.155","ProbabilityBE_IV":"0.4481","TheoreticalValue":"21.4712","DailyOpenInterest":4021,"ImpliedVolatility":"0.6622","ProbabilityITM_IV":"0.8498","ProbabilityOTM_IV":"0.1502","StandardDeviation":"0.1297","TheoreticalValue_IV":"21.4"},{"Ask":"17.65","Bid":"15.8","Low":"14.2","Mid":"16.725","Rho":"0.04256163","High":"18.25","Last":"16.88","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C135","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"135"}],"Open":"14.2","Side":"Call","Vega":"0.07023746","Close":"16.88","Delta":"0.84656582","Gamma":"0.0133419","Theta":"-0.16008295","Volume":42,"AskSize":60,"BidSize":398,"Strikes":["135"],"NetChange":"2.89","NetChangePct":"0.2066","PreviousClose":"13.99","ProbabilityBE":"0.4336","ExtrinsicValue":"1.69","IntrinsicValue":"15.96","ProbabilityITM":"0.7847","ProbabilityOTM":"0.2153","ProbabilityBE_IV":"0.4315","TheoreticalValue":"18.213","DailyOpenInterest":5611,"ImpliedVolatility":"0.5978","ProbabilityITM_IV":"0.8171","ProbabilityOTM_IV":"0.1829","StandardDeviation":"0.1171","TheoreticalValue_IV":"17.65"},{"Ask":"22.3","Bid":"20.6","Low":"18.57","Mid":"21.45","Rho":"0.04313311","High":"23.5","Last":"21.15","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C130","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"130"}],"Open":"18.57","Side":"Call","Vega":"0.05682393","Close":"21.15","Delta":"0.88716569","Gamma":"0.00963008","Theta":"-0.14635982","Volume":59,"AskSize":232,"BidSize":367,"Strikes":["130"],"NetChange":"2.61","NetChangePct":"0.1408","PreviousClose":"18.54","ProbabilityBE":"0.451","ExtrinsicValue":"1.34","IntrinsicValue":"20.96","ProbabilityITM":"0.8584","ProbabilityOTM":"0.1416","ProbabilityBE_IV":"0.451","TheoreticalValue":"22.3217","DailyOpenInterest":2160,"ImpliedVolatility":"0.6701","ProbabilityITM_IV":"0.8599","ProbabilityOTM_IV":"0.1401","StandardDeviation":"0.1312","TheoreticalValue_IV":"22.3"},{"Ask":"23.3","Bid":"21.35","Low":"0","Mid":"22.325","Rho":"0.04294494","High":"0","Last":"17.16","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C129","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"129"}],"Open":"0","Side":"Call","Vega":"0.05559307","Close":"17.16","Delta":"0.89056409","Gamma":"0.0090841","Theta":"-0.14829121","Volume":0,"AskSize":17,"BidSize":121,"Strikes":["129"],"NetChange":"0","NetChangePct":"0","PreviousClose":"17.16","ProbabilityBE":"0.4537","ExtrinsicValue":"1.34","IntrinsicValue":"21.96","ProbabilityITM":"0.871","ProbabilityOTM":"0.129","ProbabilityBE_IV":"0.4534","TheoreticalValue":"23.1852","DailyOpenInterest":39,"ImpliedVolatility":"0.695","ProbabilityITM_IV":"0.8628","ProbabilityOTM_IV":"0.1372","StandardDeviation":"0.1361","TheoreticalValue_IV":"23.3"},{"Ask":"11.1","Bid":"9.5","Low":"11.57","Mid":"10.3","Rho":"0.03764979","High":"11.57","Last":"11.57","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C143","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"143"}],"Open":"11.57","Side":"Call","Vega":"0.10006874","Close":"11.57","Delta":"0.71897152","Gamma":"0.02117206","Theta":"-0.20033984","Volume":4,"AskSize":41,"BidSize":187,"Strikes":["143"],"NetChange":"3.54","NetChangePct":"0.4408","PreviousClose":"8.03","ProbabilityBE":"0.3899","ExtrinsicValue":"3.14","IntrinsicValue":"7.96","ProbabilityITM":"0.6382","ProbabilityOTM":"0.3618","ProbabilityBE_IV":"0.3742","TheoreticalValue":"12.5114","DailyOpenInterest":19,"ImpliedVolatility":"0.5368","ProbabilityITM_IV":"0.6823","ProbabilityOTM_IV":"0.3177","StandardDeviation":"0.1051","TheoreticalValue_IV":"11.1"},{"Ask":"35.4","Bid":"33.35","Low":"0","Mid":"34.375","Rho":"-0.06406719","High":"0","Last":"38.7","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P185","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"185"}],"Open":"0","Side":"Put","Vega":"0.06487722","Close":"38.7","Delta":"-0.86362629","Gamma":"0.0084796","Theta":"-0.18294771","Volume":0,"AskSize":16,"BidSize":70,"Strikes":["185"],"NetChange":"0","NetChangePct":"0","PreviousClose":"38.7","ProbabilityBE":"0.5159","ExtrinsicValue":"1.36","IntrinsicValue":"34.04","ProbabilityITM":"0.9441","ProbabilityOTM":"0.0559","ProbabilityBE_IV":"0.5259","TheoreticalValue":"34.349","DailyOpenInterest":0,"ImpliedVolatility":"0.8689","ProbabilityITM_IV":"0.8975","ProbabilityOTM_IV":"0.1025","StandardDeviation":"0.1702","TheoreticalValue_IV":"35.4"},{"Ask":"40.3","Bid":"38.55","Low":"0","Mid":"39.425","Rho":"-0.06662567","High":"0","Last":"47.35","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P190","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"190"}],"Open":"0","Side":"Put","Vega":"0.06116178","Close":"47.35","Delta":"-0.87477798","Gamma":"0.00741482","Theta":"-0.18554388","Volume":0,"AskSize":16,"BidSize":56,"Strikes":["190"],"NetChange":"0","NetChangePct":"0","PreviousClose":"47.35","ProbabilityBE":"0.5221","ExtrinsicValue":"1.26","IntrinsicValue":"39.04","ProbabilityITM":"0.9634","ProbabilityOTM":"0.0366","ProbabilityBE_IV":"0.5336","TheoreticalValue":"39.04","DailyOpenInterest":0,"ImpliedVolatility":"0.9367","ProbabilityITM_IV":"0.9088","ProbabilityOTM_IV":"0.0912","StandardDeviation":"0.1835","TheoreticalValue_IV":"40.3"},{"Ask":"3.75","Bid":"2.75","Low":"2.66","Mid":"3.25","Rho":"-0.02068489","High":"4.67","Last":"3.18","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P145","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"145"}],"Open":"4.67","Side":"Put","Vega":"0.10743672","Close":"3.18","Delta":"-0.32977696","Gamma":"0.02222359","Theta":"-0.20364903","Volume":84,"AskSize":666,"BidSize":61,"Strikes":["145"],"NetChange":"-1.57","NetChangePct":"-0.3305","PreviousClose":"4.75","ProbabilityBE":"0.3017","ExtrinsicValue":"3.75","IntrinsicValue":"0","ProbabilityITM":"0.4018","ProbabilityOTM":"0.5982","ProbabilityBE_IV":"0.253","TheoreticalValue":"5.1105","DailyOpenInterest":281,"ImpliedVolatility":"0.549","ProbabilityITM_IV":"0.3697","ProbabilityOTM_IV":"0.6303","StandardDeviation":"0.1075","TheoreticalValue_IV":"3.75"},{"Ask":"25.35","Bid":"23.25","Low":"0","Mid":"24.3","Rho":"0.04236938","High":"0","Last":"19.24","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C127","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"127"}],"Open":"0","Side":"Call","Vega":"0.05422741","Close":"19.24","Delta":"0.89427691","Gamma":"0.0081654","Theta":"-0.1561556","Volume":0,"AskSize":24,"BidSize":338,"Strikes":["127"],"NetChange":"0","NetChangePct":"0","PreviousClose":"19.24","ProbabilityBE":"0.4583","ExtrinsicValue":"1.39","IntrinsicValue":"23.96","ProbabilityITM":"0.8942","ProbabilityOTM":"0.1058","ProbabilityBE_IV":"0.4568","TheoreticalValue":"24.9484","DailyOpenInterest":101,"ImpliedVolatility":"0.7542","ProbabilityITM_IV":"0.8646","ProbabilityOTM_IV":"0.1354","StandardDeviation":"0.1477","TheoreticalValue_IV":"25.35"},{"Ask":"0.52","Bid":"0","Low":"0","Mid":"0.26","Rho":"0.00271569","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C205","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"205"}],"Open":"0","Side":"Call","Vega":"0.03060527","Close":"0","Delta":"0.05000056","Gamma":"0.00388697","Theta":"-0.09773284","Volume":0,"AskSize":18,"BidSize":0,"Strikes":["205"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0089","ExtrinsicValue":"0.52","IntrinsicValue":"0","ProbabilityITM":"0.009","ProbabilityOTM":"0.991","ProbabilityBE_IV":"0.0342","TheoreticalValue":"0.0853","DailyOpenInterest":0,"ImpliedVolatility":"0.8942","ProbabilityITM_IV":"0.0343","ProbabilityOTM_IV":"0.9657","StandardDeviation":"0.1751","TheoreticalValue_IV":"0.52"},{"Ask":"1.5","Bid":"0","Low":"0","Mid":"0.75","Rho":"0.00431511","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C235","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"235"}],"Open":"0","Side":"Call","Vega":"0.04573187","Close":"0","Delta":"0.08391172","Gamma":"0.00352677","Theta":"-0.23987851","Volume":0,"AskSize":17,"BidSize":0,"Strikes":["235"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0003","ExtrinsicValue":"1.5","IntrinsicValue":"0","ProbabilityITM":"0.0003","ProbabilityOTM":"0.9997","ProbabilityBE_IV":"0.0476","TheoreticalValue":"0.0028","DailyOpenInterest":0,"ImpliedVolatility":"1.4726","ProbabilityITM_IV":"0.0476","ProbabilityOTM_IV":"0.9524","StandardDeviation":"0.2884","TheoreticalValue_IV":"1.5"},{"Ask":"0.7","Bid":"0","Low":"0","Mid":"0.35","Rho":"0.00278069","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C225","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"225"}],"Open":"0","Side":"Call","Vega":"0.03172363","Close":"0","Delta":"0.05230731","Gamma":"0.00309399","Theta":"-0.13168551","Volume":0,"AskSize":17,"BidSize":0,"Strikes":["225"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0011","ExtrinsicValue":"0.7","IntrinsicValue":"0","ProbabilityITM":"0.0011","ProbabilityOTM":"0.9989","ProbabilityBE_IV":"0.032","TheoreticalValue":"0.0092","DailyOpenInterest":0,"ImpliedVolatility":"1.1644","ProbabilityITM_IV":"0.032","ProbabilityOTM_IV":"0.968","StandardDeviation":"0.228","TheoreticalValue_IV":"0.7"},{"Ask":"2.18","Bid":"2","Low":"1.84","Mid":"2.09","Rho":"-0.01496684","High":"3.63","Last":"2.01","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P142","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"142"}],"Open":"3.63","Side":"Put","Vega":"0.09269746","Close":"2.01","Delta":"-0.2421449","Gamma":"0.02152238","Theta":"-0.15679009","Volume":18,"AskSize":27,"BidSize":13,"Strikes":["142"],"NetChange":"-1.69","NetChangePct":"-0.4568","PreviousClose":"3.7","ProbabilityBE":"0.267","ExtrinsicValue":"2.18","IntrinsicValue":"0","ProbabilityITM":"0.3422","ProbabilityOTM":"0.6578","ProbabilityBE_IV":"0.184","TheoreticalValue":"3.9959","DailyOpenInterest":476,"ImpliedVolatility":"0.4891","ProbabilityITM_IV":"0.2732","ProbabilityOTM_IV":"0.7268","StandardDeviation":"0.0958","TheoreticalValue_IV":"2.18"},{"Ask":"70.2","Bid":"68.35","Low":"0","Mid":"69.275","Rho":"-0.07920373","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P220","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"220"}],"Open":"0","Side":"Put","Vega":"0.05602494","Close":"0","Delta":"-0.88937738","Gamma":"0.00453706","Theta":"-0.25763941","Volume":0,"AskSize":17,"BidSize":57,"Strikes":["220"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.16","IntrinsicValue":"69.04","ProbabilityITM":"0.9981","ProbabilityOTM":"0.0019","ProbabilityBE_IV":"0.5528","TheoreticalValue":"69.04","DailyOpenInterest":0,"ImpliedVolatility":"1.4023","ProbabilityITM_IV":"0.933","ProbabilityOTM_IV":"0.067","StandardDeviation":"0.2746","TheoreticalValue_IV":"70.2"},{"Ask":"16.6","Bid":"14.6","Low":"0","Mid":"15.6","Rho":"-0.04954513","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P165","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"165"}],"Open":"0","Side":"Put","Vega":"0.09634382","Close":"0","Delta":"-0.73952786","Gamma":"0.01730577","Theta":"-0.20287434","Volume":0,"AskSize":46,"BidSize":100,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.4624","ExtrinsicValue":"2.56","IntrinsicValue":"14.04","ProbabilityITM":"0.7663","ProbabilityOTM":"0.2337","ProbabilityBE_IV":"0.4566","TheoreticalValue":"17.0057","DailyOpenInterest":0,"ImpliedVolatility":"0.6322","ProbabilityITM_IV":"0.7782","ProbabilityOTM_IV":"0.2218","StandardDeviation":"0.1238","TheoreticalValue_IV":"16.6"},{"Ask":"0.11","Bid":"0","Low":"0","Mid":"0.055","Rho":"0.00077641","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C215","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"215"}],"Open":"0","Side":"Call","Vega":"0.0106153","Close":"0","Delta":"0.01403895","Gamma":"0.00152981","Theta":"-0.02985941","Volume":0,"AskSize":17,"BidSize":0,"Strikes":["215"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0032","ExtrinsicValue":"0.11","IntrinsicValue":"0","ProbabilityITM":"0.0032","ProbabilityOTM":"0.9968","ProbabilityBE_IV":"0.0093","TheoreticalValue":"0.0289","DailyOpenInterest":0,"ImpliedVolatility":"0.788","ProbabilityITM_IV":"0.0094","ProbabilityOTM_IV":"0.9906","StandardDeviation":"0.1543","TheoreticalValue_IV":"0.11"},{"Ask":"0.6","Bid":"0.16","Low":"0","Mid":"0.38","Rho":"-0.00429312","High":"0","Last":"0.62","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P127","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"127"}],"Open":"0","Side":"Put","Vega":"0.03967856","Close":"0.62","Delta":"-0.06962408","Gamma":"0.00720287","Theta":"-0.08686632","Volume":0,"AskSize":11,"BidSize":132,"Strikes":["127"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.62","ProbabilityBE":"0.0973","ExtrinsicValue":"0.6","IntrinsicValue":"0","ProbabilityITM":"0.1058","ProbabilityOTM":"0.8942","ProbabilityBE_IV":"0.0797","TheoreticalValue":"0.8062","DailyOpenInterest":84,"ImpliedVolatility":"0.6256","ProbabilityITM_IV":"0.0876","ProbabilityOTM_IV":"0.9124","StandardDeviation":"0.1225","TheoreticalValue_IV":"0.6"},{"Ask":"55.25","Bid":"53.35","Low":"0","Mid":"54.3","Rho":"-0.07314622","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P205","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"205"}],"Open":"0","Side":"Put","Vega":"0.05711283","Close":"0","Delta":"-0.88636073","Gamma":"0.00553639","Theta":"-0.2179135","Volume":0,"AskSize":17,"BidSize":57,"Strikes":["205"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.21","IntrinsicValue":"54.04","ProbabilityITM":"0.991","ProbabilityOTM":"0.009","ProbabilityBE_IV":"0.5434","TheoreticalValue":"54.04","DailyOpenInterest":0,"ImpliedVolatility":"1.1715","ProbabilityITM_IV":"0.9247","ProbabilityOTM_IV":"0.0753","StandardDeviation":"0.2294","TheoreticalValue_IV":"55.25"},{"Ask":"1.94","Bid":"1.8","Low":"1.98","Mid":"1.87","Rho":"-0.01362635","High":"3.5","Last":"1.98","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P141","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"141"}],"Open":"3.5","Side":"Put","Vega":"0.08803664","Close":"1.98","Delta":"-0.22075326","Gamma":"0.02034137","Theta":"-0.14980366","Volume":9,"AskSize":42,"BidSize":3,"Strikes":["141"],"NetChange":"-1.64","NetChangePct":"-0.453","PreviousClose":"3.62","ProbabilityBE":"0.2551","ExtrinsicValue":"1.94","IntrinsicValue":"0","ProbabilityITM":"0.3228","ProbabilityOTM":"0.6772","ProbabilityBE_IV":"0.1722","TheoreticalValue":"3.6637","DailyOpenInterest":9,"ImpliedVolatility":"0.4915","ProbabilityITM_IV":"0.2505","ProbabilityOTM_IV":"0.7495","StandardDeviation":"0.0963","TheoreticalValue_IV":"1.94"},{"Ask":"0.91","Bid":"0.67","Low":"0.44","Mid":"0.79","Rho":"0.00708935","High":"1.15","Last":"0.66","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C170","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"0.79","Side":"Call","Vega":"0.06195621","Close":"0.66","Delta":"0.12756297","Gamma":"0.01399475","Theta":"-0.11229489","Volume":89,"AskSize":27,"BidSize":268,"Strikes":["170"],"NetChange":"-0.01","NetChangePct":"-0.0149","PreviousClose":"0.67","ProbabilityBE":"0.1472","ExtrinsicValue":"0.91","IntrinsicValue":"0","ProbabilityITM":"0.1705","ProbabilityOTM":"0.8295","ProbabilityBE_IV":"0.086","TheoreticalValue":"2.1826","DailyOpenInterest":545,"ImpliedVolatility":"0.5028","ProbabilityITM_IV":"0.1081","ProbabilityOTM_IV":"0.8919","StandardDeviation":"0.0985","TheoreticalValue_IV":"0.91"},{"Ask":"0.29","Bid":"0","Low":"0","Mid":"0.145","Rho":"0.00142277","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C230","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"230"}],"Open":"0","Side":"Call","Vega":"0.01810207","Close":"0","Delta":"0.02631202","Gamma":"0.00196526","Theta":"-0.06750303","Volume":0,"AskSize":11,"BidSize":0,"Strikes":["230"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0006","ExtrinsicValue":"0.29","IntrinsicValue":"0","ProbabilityITM":"0.0006","ProbabilityOTM":"0.9994","ProbabilityBE_IV":"0.016","TheoreticalValue":"0.0051","DailyOpenInterest":0,"ImpliedVolatility":"1.046","ProbabilityITM_IV":"0.016","ProbabilityOTM_IV":"0.984","StandardDeviation":"0.2049","TheoreticalValue_IV":"0.29"},{"Ask":"8.8","Bid":"7.5","Low":"0","Mid":"8.15","Rho":"-0.03654061","High":"0","Last":"10.94","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P155","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"155"}],"Open":"0","Side":"Put","Vega":"0.11665075","Close":"10.94","Delta":"-0.56818651","Gamma":"0.02364985","Theta":"-0.22200718","Volume":0,"AskSize":180,"BidSize":51,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10.94","ProbabilityBE":"0.3992","ExtrinsicValue":"4.76","IntrinsicValue":"4.04","ProbabilityITM":"0.6005","ProbabilityOTM":"0.3995","ProbabilityBE_IV":"0.3699","TheoreticalValue":"10.1316","DailyOpenInterest":32,"ImpliedVolatility":"0.5601","ProbabilityITM_IV":"0.611","ProbabilityOTM_IV":"0.389","StandardDeviation":"0.1097","TheoreticalValue_IV":"8.8"},{"Ask":"1.71","Bid":"1.62","Low":"1.55","Mid":"1.665","Rho":"-0.01232521","High":"3.1","Last":"1.75","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P140","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"140"}],"Open":"3.1","Side":"Put","Vega":"0.08306988","Close":"1.75","Delta":"-0.1999702","Gamma":"0.01915281","Theta":"-0.14180213","Volume":73,"AskSize":20,"BidSize":1,"Strikes":["140"],"NetChange":"-1.6","NetChangePct":"-0.4776","PreviousClose":"3.35","ProbabilityBE":"0.2431","ExtrinsicValue":"1.71","IntrinsicValue":"0","ProbabilityITM":"0.3038","ProbabilityOTM":"0.6962","ProbabilityBE_IV":"0.1598","TheoreticalValue":"3.3507","DailyOpenInterest":116,"ImpliedVolatility":"0.4925","ProbabilityITM_IV":"0.2282","ProbabilityOTM_IV":"0.7718","StandardDeviation":"0.0965","TheoreticalValue_IV":"1.71"},{"Ask":"0.52","Bid":"0.4","Low":"0.41","Mid":"0.46","Rho":"-0.0042976","High":"0.61","Last":"0.53","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P130","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"130"}],"Open":"0.5","Side":"Put","Vega":"0.03994437","Close":"0.53","Delta":"-0.07023082","Gamma":"0.0083957","Theta":"-0.07537759","Volume":213,"AskSize":116,"BidSize":21,"Strikes":["130"],"NetChange":"-0.42","NetChangePct":"-0.4421","PreviousClose":"0.95","ProbabilityBE":"0.1268","ExtrinsicValue":"0.52","IntrinsicValue":"0","ProbabilityITM":"0.1416","ProbabilityOTM":"0.8584","ProbabilityBE_IV":"0.0731","TheoreticalValue":"1.1752","DailyOpenInterest":658,"ImpliedVolatility":"0.5403","ProbabilityITM_IV":"0.0857","ProbabilityOTM_IV":"0.9143","StandardDeviation":"0.1058","TheoreticalValue_IV":"0.52"},{"Ask":"4.1","Bid":"3.65","Low":"3.2","Mid":"3.875","Rho":"0.02263125","High":"5.03","Last":"4","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C155","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"155"}],"Open":"3.2","Side":"Call","Vega":"0.11569534","Close":"4","Delta":"0.41513412","Gamma":"0.02709662","Theta":"-0.20484241","Volume":283,"AskSize":19,"BidSize":252,"Strikes":["155"],"NetChange":"1.25","NetChangePct":"0.4545","PreviousClose":"2.75","ProbabilityBE":"0.2892","ExtrinsicValue":"4.1","IntrinsicValue":"0","ProbabilityITM":"0.3995","ProbabilityOTM":"0.6005","ProbabilityBE_IV":"0.2333","TheoreticalValue":"6.3069","DailyOpenInterest":2013,"ImpliedVolatility":"0.4849","ProbabilityITM_IV":"0.3784","ProbabilityOTM_IV":"0.6216","StandardDeviation":"0.095","TheoreticalValue_IV":"4.1"},{"Ask":"0.65","Bid":"0.53","Low":"0.57","Mid":"0.59","Rho":"-0.00530251","High":"1","Last":"0.6","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P132","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"132"}],"Open":"1","Side":"Put","Vega":"0.0468241","Close":"0.6","Delta":"-0.0865972","Gamma":"0.01009621","Theta":"-0.08602952","Volume":4,"AskSize":42,"BidSize":9,"Strikes":["132"],"NetChange":"-0.68","NetChangePct":"-0.5312","PreviousClose":"1.28","ProbabilityBE":"0.1484","ExtrinsicValue":"0.65","IntrinsicValue":"0","ProbabilityITM":"0.1691","ProbabilityOTM":"0.8309","ProbabilityBE_IV":"0.0857","TheoreticalValue":"1.4851","DailyOpenInterest":174,"ImpliedVolatility":"0.5267","ProbabilityITM_IV":"0.1041","ProbabilityOTM_IV":"0.8959","StandardDeviation":"0.1031","TheoreticalValue_IV":"0.65"},{"Ask":"85.25","Bid":"83.35","Low":"0","Mid":"84.3","Rho":"-0.08487283","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P235","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"235"}],"Open":"0","Side":"Put","Vega":"0.05777904","Close":"0","Delta":"-0.88449386","Gamma":"0.00397626","Theta":"-0.31563802","Volume":0,"AskSize":12,"BidSize":57,"Strikes":["235"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5221","ExtrinsicValue":"1.21","IntrinsicValue":"84.04","ProbabilityITM":"0.9997","ProbabilityOTM":"0.0003","ProbabilityBE_IV":"0.5627","TheoreticalValue":"84.04","DailyOpenInterest":0,"ImpliedVolatility":"1.6502","ProbabilityITM_IV":"0.936","ProbabilityOTM_IV":"0.064","StandardDeviation":"0.3232","TheoreticalValue_IV":"85.25"},{"Ask":"1.53","Bid":"1.34","Low":"1.45","Mid":"1.435","Rho":"-0.01120424","High":"1.88","Last":"1.45","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P139","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"139"}],"Open":"1.87","Side":"Put","Vega":"0.0783921","Close":"1.45","Delta":"-0.18194497","Gamma":"0.01790228","Theta":"-0.13524475","Volume":69,"AskSize":39,"BidSize":27,"Strikes":["139"],"NetChange":"-1.15","NetChangePct":"-0.4423","PreviousClose":"2.6","ProbabilityBE":"0.231","ExtrinsicValue":"1.53","IntrinsicValue":"0","ProbabilityITM":"0.2851","ProbabilityOTM":"0.7149","ProbabilityBE_IV":"0.1497","TheoreticalValue":"3.0566","DailyOpenInterest":6,"ImpliedVolatility":"0.4973","ProbabilityITM_IV":"0.2089","ProbabilityOTM_IV":"0.7911","StandardDeviation":"0.0974","TheoreticalValue_IV":"1.53"},{"Ask":"0.6","Bid":"0.29","Low":"0.48","Mid":"0.445","Rho":"-0.00456324","High":"0.58","Last":"0.51","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P129","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"129"}],"Open":"0.58","Side":"Put","Vega":"0.04168699","Close":"0.51","Delta":"-0.07425486","Gamma":"0.00814003","Theta":"-0.08474622","Volume":18,"AskSize":356,"BidSize":48,"Strikes":["129"],"NetChange":"-0.5","NetChangePct":"-0.495","PreviousClose":"1.01","ProbabilityBE":"0.1165","ExtrinsicValue":"0.6","IntrinsicValue":"0","ProbabilityITM":"0.129","ProbabilityOTM":"0.871","ProbabilityBE_IV":"0.0806","TheoreticalValue":"1.0401","DailyOpenInterest":44,"ImpliedVolatility":"0.5816","ProbabilityITM_IV":"0.0917","ProbabilityOTM_IV":"0.9083","StandardDeviation":"0.1139","TheoreticalValue_IV":"0.6"},{"Ask":"2.8","Bid":"2.55","Low":"2.65","Mid":"2.675","Rho":"-0.01803083","High":"3.95","Last":"2.65","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P144","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"144"}],"Open":"3.95","Side":"Put","Vega":"0.1016701","Close":"2.65","Delta":"-0.2905675","Gamma":"0.02349092","Theta":"-0.17240168","Volume":8,"AskSize":47,"BidSize":9,"Strikes":["144"],"NetChange":"-2.54","NetChangePct":"-0.4894","PreviousClose":"5.19","ProbabilityBE":"0.2903","ExtrinsicValue":"2.8","IntrinsicValue":"0","ProbabilityITM":"0.3817","ProbabilityOTM":"0.6183","ProbabilityBE_IV":"0.2119","TheoreticalValue":"4.7191","DailyOpenInterest":29,"ImpliedVolatility":"0.4915","ProbabilityITM_IV":"0.3245","ProbabilityOTM_IV":"0.6755","StandardDeviation":"0.0963","TheoreticalValue_IV":"2.8"},{"Ask":"0.2","Bid":"0.01","Low":"0.08","Mid":"0.105","Rho":"0.00168283","High":"0.23","Last":"0.11","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C190","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"190"}],"Open":"0.08","Side":"Call","Vega":"0.02028828","Close":"0.11","Delta":"0.03017422","Gamma":"0.00383847","Theta":"-0.04361535","Volume":29,"AskSize":268,"BidSize":111,"Strikes":["190"],"NetChange":"0.02","NetChangePct":"0.2222","PreviousClose":"0.09","ProbabilityBE":"0.0354","ExtrinsicValue":"0.2","IntrinsicValue":"0","ProbabilityITM":"0.0366","ProbabilityOTM":"0.9634","ProbabilityBE_IV":"0.022","TheoreticalValue":"0.3846","DailyOpenInterest":43,"ImpliedVolatility":"0.6002","ProbabilityITM_IV":"0.023","ProbabilityOTM_IV":"0.977","StandardDeviation":"0.1176","TheoreticalValue_IV":"0.2"},{"Ask":"1.42","Bid":"1.19","Low":"1.24","Mid":"1.305","Rho":"-0.01036273","High":"1.67","Last":"1.24","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P138","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"138"}],"Open":"1.67","Side":"Put","Vega":"0.07459423","Close":"1.24","Delta":"-0.16824696","Gamma":"0.01663508","Theta":"-0.13193247","Volume":2,"AskSize":241,"BidSize":13,"Strikes":["138"],"NetChange":"-1.1","NetChangePct":"-0.4701","PreviousClose":"2.34","ProbabilityBE":"0.2189","ExtrinsicValue":"1.42","IntrinsicValue":"0","ProbabilityITM":"0.2669","ProbabilityOTM":"0.7331","ProbabilityBE_IV":"0.1436","TheoreticalValue":"2.7809","DailyOpenInterest":94,"ImpliedVolatility":"0.5092","ProbabilityITM_IV":"0.1946","ProbabilityOTM_IV":"0.8054","StandardDeviation":"0.0997","TheoreticalValue_IV":"1.42"},{"Ask":"0.6","Bid":"0.48","Low":"0","Mid":"0.54","Rho":"-0.00487171","High":"0","Last":"1.08","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P131","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"131"}],"Open":"0","Side":"Put","Vega":"0.04392523","Close":"1.08","Delta":"-0.07954304","Gamma":"0.00927678","Theta":"-0.0824489","Volume":0,"AskSize":22,"BidSize":6,"Strikes":["131"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.08","ProbabilityBE":"0.1375","ExtrinsicValue":"0.6","IntrinsicValue":"0","ProbabilityITM":"0.155","ProbabilityOTM":"0.845","ProbabilityBE_IV":"0.081","TheoreticalValue":"1.3233","DailyOpenInterest":21,"ImpliedVolatility":"0.5377","ProbabilityITM_IV":"0.0964","ProbabilityOTM_IV":"0.9036","StandardDeviation":"0.1053","TheoreticalValue_IV":"0.6"},{"Ask":"12.45","Bid":"10.65","Low":"10.83","Mid":"11.55","Rho":"-0.04369117","High":"10.84","Last":"10.84","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P160","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"160"}],"Open":"10.83","Side":"Put","Vega":"0.10790115","Close":"10.84","Delta":"-0.66662987","Gamma":"0.02075093","Theta":"-0.21436408","Volume":2,"AskSize":48,"BidSize":117,"Strikes":["160"],"NetChange":"-4.26","NetChangePct":"-0.2821","PreviousClose":"15.1","ProbabilityBE":"0.4349","ExtrinsicValue":"3.41","IntrinsicValue":"9.04","ProbabilityITM":"0.6895","ProbabilityOTM":"0.3105","ProbabilityBE_IV":"0.419","TheoreticalValue":"13.3609","DailyOpenInterest":28,"ImpliedVolatility":"0.5905","ProbabilityITM_IV":"0.7077","ProbabilityOTM_IV":"0.2923","StandardDeviation":"0.1156","TheoreticalValue_IV":"12.45"},{"Ask":"18.6","Bid":"16.75","Low":"0","Mid":"17.675","Rho":"0.04265241","High":"0","Last":"14.9","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C134","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"134"}],"Open":"0","Side":"Call","Vega":"0.06781834","Close":"14.9","Delta":"0.8544151","Gamma":"0.01248855","Theta":"-0.15951248","Volume":0,"AskSize":20,"BidSize":367,"Strikes":["134"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.9","ProbabilityBE":"0.4376","ExtrinsicValue":"1.64","IntrinsicValue":"16.96","ProbabilityITM":"0.8007","ProbabilityOTM":"0.1993","ProbabilityBE_IV":"0.4365","TheoreticalValue":"19.0046","DailyOpenInterest":2859,"ImpliedVolatility":"0.6167","ProbabilityITM_IV":"0.8249","ProbabilityOTM_IV":"0.1751","StandardDeviation":"0.1208","TheoreticalValue_IV":"18.6"},{"Ask":"12.55","Bid":"11.2","Low":"11.72","Mid":"11.875","Rho":"0.03951879","High":"12.16","Last":"11.72","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C141","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"141"}],"Open":"12.16","Side":"Call","Vega":"0.09212046","Close":"11.72","Delta":"0.76061765","Gamma":"0.01933022","Theta":"-0.18716077","Volume":6,"AskSize":22,"BidSize":369,"Strikes":["141"],"NetChange":"1.75","NetChangePct":"0.1755","PreviousClose":"9.97","ProbabilityBE":"0.4028","ExtrinsicValue":"2.59","IntrinsicValue":"9.96","ProbabilityITM":"0.6772","ProbabilityOTM":"0.3228","ProbabilityBE_IV":"0.3908","TheoreticalValue":"13.825","DailyOpenInterest":1254,"ImpliedVolatility":"0.5412","ProbabilityITM_IV":"0.7264","ProbabilityOTM_IV":"0.2736","StandardDeviation":"0.106","TheoreticalValue_IV":"12.55"},{"Ask":"30.5","Bid":"28.75","Low":"0","Mid":"29.625","Rho":"-0.06135021","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P180","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"180"}],"Open":"0","Side":"Put","Vega":"0.0692853","Close":"0","Delta":"-0.84968577","Gamma":"0.00986864","Theta":"-0.17966259","Volume":0,"AskSize":16,"BidSize":56,"Strikes":["180"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5081","ExtrinsicValue":"1.46","IntrinsicValue":"29.04","ProbabilityITM":"0.9168","ProbabilityOTM":"0.0832","ProbabilityBE_IV":"0.5158","TheoreticalValue":"29.7396","DailyOpenInterest":0,"ImpliedVolatility":"0.7973","ProbabilityITM_IV":"0.8833","ProbabilityOTM_IV":"0.1167","StandardDeviation":"0.1561","TheoreticalValue_IV":"30.5"},{"Ask":"0.82","Bid":"0.63","Low":"0.82","Mid":"0.725","Rho":"-0.00632924","High":"0.85","Last":"0.82","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P133","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"133"}],"Open":"0.85","Side":"Put","Vega":"0.05323895","Close":"0.82","Delta":"-0.1030729","Gamma":"0.01123827","Theta":"-0.09986892","Volume":11,"AskSize":83,"BidSize":10,"Strikes":["133"],"NetChange":"-0.61","NetChangePct":"-0.4266","PreviousClose":"1.43","ProbabilityBE":"0.1597","ExtrinsicValue":"0.82","IntrinsicValue":"0","ProbabilityITM":"0.1838","ProbabilityOTM":"0.8162","ProbabilityBE_IV":"0.1007","TheoreticalValue":"1.6613","DailyOpenInterest":17,"ImpliedVolatility":"0.538","ProbabilityITM_IV":"0.1233","ProbabilityOTM_IV":"0.8767","StandardDeviation":"0.1054","TheoreticalValue_IV":"0.82"},{"Ask":"0.18","Bid":"0","Low":"0","Mid":"0.09","Rho":"0.00134279","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C200","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"200"}],"Open":"0","Side":"Call","Vega":"0.01688351","Close":"0","Delta":"0.02421221","Gamma":"0.00275014","Theta":"-0.04208296","Volume":0,"AskSize":17,"BidSize":0,"Strikes":["200"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0145","ExtrinsicValue":"0.18","IntrinsicValue":"0","ProbabilityITM":"0.0147","ProbabilityOTM":"0.9853","ProbabilityBE_IV":"0.0172","TheoreticalValue":"0.1434","DailyOpenInterest":0,"ImpliedVolatility":"0.6972","ProbabilityITM_IV":"0.0174","ProbabilityOTM_IV":"0.9826","StandardDeviation":"0.1365","TheoreticalValue_IV":"0.18"},{"Ask":"9.5","Bid":"8.55","Low":"7.29","Mid":"9.025","Rho":"0.03596457","High":"10.94","Last":"8.8","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C145","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"145"}],"Open":"7.29","Side":"Call","Vega":"0.10619101","Close":"8.8","Delta":"0.67948244","Gamma":"0.02364532","Theta":"-0.20147904","Volume":91,"AskSize":22,"BidSize":281,"Strikes":["145"],"NetChange":"2.47","NetChangePct":"0.3902","PreviousClose":"6.33","ProbabilityBE":"0.3757","ExtrinsicValue":"3.54","IntrinsicValue":"5.96","ProbabilityITM":"0.5982","ProbabilityOTM":"0.4018","ProbabilityBE_IV":"0.3516","TheoreticalValue":"11.2767","DailyOpenInterest":3280,"ImpliedVolatility":"0.51","ProbabilityITM_IV":"0.6428","ProbabilityOTM_IV":"0.3572","StandardDeviation":"0.0999","TheoreticalValue_IV":"9.5"},{"Ask":"0.96","Bid":"0.81","Low":"0.85","Mid":"0.885","Rho":"-0.00746356","High":"1.56","Last":"0.86","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P135","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"135"}],"Open":"1.56","Side":"Put","Vega":"0.05991419","Close":"0.86","Delta":"-0.12159186","Gamma":"0.01319282","Theta":"-0.10757645","Volume":89,"AskSize":77,"BidSize":13,"Strikes":["135"],"NetChange":"-0.71","NetChangePct":"-0.4522","PreviousClose":"1.57","ProbabilityBE":"0.1829","ExtrinsicValue":"0.96","IntrinsicValue":"0","ProbabilityITM":"0.2153","ProbabilityOTM":"0.7847","ProbabilityBE_IV":"0.1117","TheoreticalValue":"2.0596","DailyOpenInterest":312,"ImpliedVolatility":"0.5157","ProbabilityITM_IV":"0.1433","ProbabilityOTM_IV":"0.8567","StandardDeviation":"0.101","TheoreticalValue_IV":"0.96"},{"Ask":"25.7","Bid":"23.75","Low":"0","Mid":"24.725","Rho":"-0.05815842","High":"0","Last":"30.65","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P175","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"175"}],"Open":"0","Side":"Put","Vega":"0.07597239","Close":"30.65","Delta":"-0.82687187","Gamma":"0.01175209","Theta":"-0.18239429","Volume":0,"AskSize":16,"BidSize":56,"Strikes":["175"],"NetChange":"0","NetChangePct":"0","PreviousClose":"30.65","ProbabilityBE":"0.4975","ExtrinsicValue":"1.66","IntrinsicValue":"24.04","ProbabilityITM":"0.8792","ProbabilityOTM":"0.1208","ProbabilityBE_IV":"0.5023","TheoreticalValue":"25.2671","DailyOpenInterest":20,"ImpliedVolatility":"0.7341","ProbabilityITM_IV":"0.8613","ProbabilityOTM_IV":"0.1387","StandardDeviation":"0.1438","TheoreticalValue_IV":"25.7"},{"Ask":"19.5","Bid":"17.65","Low":"0","Mid":"18.575","Rho":"0.04288818","High":"0","Last":"15.5","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C133","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"133"}],"Open":"0","Side":"Call","Vega":"0.0646188","Close":"15.5","Delta":"0.86441899","Gamma":"0.01169655","Theta":"-0.15502925","Volume":0,"AskSize":19,"BidSize":347,"Strikes":["133"],"NetChange":"0","NetChangePct":"0","PreviousClose":"15.5","ProbabilityBE":"0.4414","ExtrinsicValue":"1.54","IntrinsicValue":"17.96","ProbabilityITM":"0.8162","ProbabilityOTM":"0.1838","ProbabilityBE_IV":"0.4408","TheoreticalValue":"19.812","DailyOpenInterest":134,"ImpliedVolatility":"0.6274","ProbabilityITM_IV":"0.8357","ProbabilityOTM_IV":"0.1643","StandardDeviation":"0.1229","TheoreticalValue_IV":"19.5"},{"Ask":"0.41","Bid":"0.32","Low":"0","Mid":"0.365","Rho":"-0.00344165","High":"0","Last":"0.7","Legs":[{"Ratio":1,"Symbol":"SHOP 260821P128","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Put","StrikePrice":"128"}],"Open":"0","Side":"Put","Vega":"0.0336179","Close":"0.7","Delta":"-0.05628545","Gamma":"0.00691036","Theta":"-0.06493536","Volume":0,"AskSize":11,"BidSize":2,"Strikes":["128"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.7","ProbabilityBE":"0.1067","ExtrinsicValue":"0.41","IntrinsicValue":"0","ProbabilityITM":"0.117","ProbabilityOTM":"0.883","ProbabilityBE_IV":"0.0612","TheoreticalValue":"0.9174","DailyOpenInterest":109,"ImpliedVolatility":"0.5525","ProbabilityITM_IV":"0.0697","ProbabilityOTM_IV":"0.9303","StandardDeviation":"0.1082","TheoreticalValue_IV":"0.41"}],"expirations":[{"date":"2026-08-07T00:00:00Z","type":"Weekly"},{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-07T17:30:32.110Z","selectedExpiration":{"date":"2026-08-21T00:00:00Z","type":"Monthly"}},"candidates":[{"variant":"call_debit_spread","recommended":true,"expiration":"2026-08-21T00:00:00.000Z","dte":14,"legs":[{"ask":6.45,"bid":5.85,"mid":6.15,"raw":{"Ask":"6.45","Bid":"5.85","Low":"4.25","Mid":"6.15","Rho":"0.0296657","High":"7.55","Last":"6","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C150","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"5.35","Side":"Call","Vega":"0.11740425","Close":"6","Delta":"0.55129495","Gamma":"0.02689474","Theta":"-0.21415251","Volume":1232,"AskSize":28,"BidSize":190,"Strikes":["150"],"NetChange":"0.9","NetChangePct":"0.1765","PreviousClose":"5.1","ProbabilityBE":"0.3353","ExtrinsicValue":"5.49","IntrinsicValue":"0.96","ProbabilityITM":"0.4971","ProbabilityOTM":"0.5029","ProbabilityBE_IV":"0.2957","TheoreticalValue":"8.5424","DailyOpenInterest":4490,"ImpliedVolatility":"0.4957","ProbabilityITM_IV":"0.5126","ProbabilityOTM_IV":"0.4874","StandardDeviation":"0.0971","TheoreticalValue_IV":"6.4499"},"delta":0.55129495,"ratio":1,"strike":150,"symbol":"SHOP 260821C150","volume":1232,"askSize":28,"bidSize":190,"expiration":"2026-08-21T00:00:00Z","optionType":"call","openInterest":4490,"impliedVolatility":0.4957},{"ask":1.46,"bid":1.33,"mid":1.395,"raw":{"Ask":"1.46","Bid":"1.33","Low":"1.15","Mid":"1.395","Rho":"0.01064104","High":"1.95","Last":"1.4","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C165","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"1.83","Side":"Call","Vega":"0.08106945","Close":"1.4","Delta":"0.19209406","Gamma":"0.01898514","Theta":"-0.14217455","Volume":318,"AskSize":24,"BidSize":236,"Strikes":["165"],"NetChange":"0.2","NetChangePct":"0.1667","PreviousClose":"1.2","ProbabilityBE":"0.1919","ExtrinsicValue":"1.46","IntrinsicValue":"0","ProbabilityITM":"0.2337","ProbabilityOTM":"0.7663","ProbabilityBE_IV":"0.1218","TheoreticalValue":"3.186","DailyOpenInterest":507,"ImpliedVolatility":"0.4849","ProbabilityITM_IV":"0.1671","ProbabilityOTM_IV":"0.8329","StandardDeviation":"0.095","TheoreticalValue_IV":"1.46"},"delta":0.19209406,"ratio":-1,"strike":165,"symbol":"SHOP 260821C165","volume":318,"askSize":24,"bidSize":236,"expiration":"2026-08-21T00:00:00Z","optionType":"call","openInterest":507,"impliedVolatility":0.4849}],"entryBid":4.39,"entryAsk":5.12,"entryMid":4.755,"entryDebit":5.12,"rejectionReasons":[]},{"variant":"long_call_60_delta","recommended":false,"expiration":"2026-08-21T00:00:00.000Z","dte":14,"legs":[{"ask":6.45,"bid":5.85,"mid":6.15,"raw":{"Ask":"6.45","Bid":"5.85","Low":"4.25","Mid":"6.15","Rho":"0.0296657","High":"7.55","Last":"6","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C150","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"5.35","Side":"Call","Vega":"0.11740425","Close":"6","Delta":"0.55129495","Gamma":"0.02689474","Theta":"-0.21415251","Volume":1232,"AskSize":28,"BidSize":190,"Strikes":["150"],"NetChange":"0.9","NetChangePct":"0.1765","PreviousClose":"5.1","ProbabilityBE":"0.3353","ExtrinsicValue":"5.49","IntrinsicValue":"0.96","ProbabilityITM":"0.4971","ProbabilityOTM":"0.5029","ProbabilityBE_IV":"0.2957","TheoreticalValue":"8.5424","DailyOpenInterest":4490,"ImpliedVolatility":"0.4957","ProbabilityITM_IV":"0.5126","ProbabilityOTM_IV":"0.4874","StandardDeviation":"0.0971","TheoreticalValue_IV":"6.4499"},"delta":0.55129495,"ratio":1,"strike":150,"symbol":"SHOP 260821C150","volume":1232,"askSize":28,"bidSize":190,"expiration":"2026-08-21T00:00:00Z","optionType":"call","openInterest":4490,"impliedVolatility":0.4957}],"entryBid":5.85,"entryAsk":6.45,"entryMid":6.15,"entryDebit":6.45,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-08-21T00:00:00.000Z","dte":14,"legs":[{"ask":11.5,"bid":10.55,"mid":11.025,"raw":{"Ask":"11.5","Bid":"10.55","Low":"10.39","Mid":"11.025","Rho":"0.03939682","High":"10.85","Last":"10.85","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C142","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"142"}],"Open":"10.39","Side":"Call","Vega":"0.09398302","Close":"10.85","Delta":"0.75157118","Gamma":"0.02109628","Theta":"-0.17894762","Volume":9,"AskSize":12,"BidSize":189,"Strikes":["142"],"NetChange":"1.52","NetChangePct":"0.1629","PreviousClose":"9.33","ProbabilityBE":"0.3965","ExtrinsicValue":"2.54","IntrinsicValue":"8.96","ProbabilityITM":"0.6578","ProbabilityOTM":"0.3422","ProbabilityBE_IV":"0.3779","TheoreticalValue":"13.1585","DailyOpenInterest":41,"ImpliedVolatility":"0.5059","ProbabilityITM_IV":"0.719","ProbabilityOTM_IV":"0.281","StandardDeviation":"0.0991","TheoreticalValue_IV":"11.5"},"delta":0.75157118,"ratio":1,"strike":142,"symbol":"SHOP 260821C142","volume":9,"askSize":12,"bidSize":189,"expiration":"2026-08-21T00:00:00Z","optionType":"call","openInterest":41,"impliedVolatility":0.5059}],"entryBid":10.55,"entryAsk":11.5,"entryMid":11.025,"entryDebit":11.5,"rejectionReasons":[]}],"exitMarks":[{"signalId":"DDV1_BATS_SHOP_60_L_1786120200000","variant":"call_debit_spread","exitBid":5.71,"exitAsk":6.4,"exitMid":6.055,"exitCredit":5.71,"pnlPerContract":58.999999999999986,"returnOnDebit":0.11523437499999997,"quote":{"ask":6.4,"bid":5.71,"mid":6.055,"raw":{"Ask":"6.4","Bid":"5.71","Low":"4","Mid":"6.055","Rho":"0.01717474","High":"6.63","Last":"5.95","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C150","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"150"},{"Ratio":-1,"Symbol":"SHOP 260821C165","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"3.72","Side":"Call","Vega":"0.01681031","Close":"5.95","Delta":"0.402382","Gamma":"0.00334907","Theta":"-0.05375847","Volume":37,"AskSize":27,"BidSize":3,"Strikes":["150","165"],"NetChange":"0.58","NetChangePct":"0.108","PreviousClose":"5.37","ExtrinsicValue":"1.96","IntrinsicValue":"4.3","TheoreticalValue":"6.2169","DailyOpenInterest":785,"ImpliedVolatility":"0.5131","StandardDeviation":"0.0891","TheoreticalValue_IV":"6.26"},"capturedAt":"2026-08-10T14:30:29.107Z"},"closedAt":"2026-08-10T14:30:00.000Z"},{"signalId":"DDV1_BATS_SHOP_60_L_1786120200000","variant":"long_call_60_delta","exitBid":7.55,"exitAsk":8.1,"exitMid":7.825,"exitCredit":7.55,"pnlPerContract":109.99999999999997,"returnOnDebit":0.17054263565891467,"quote":{"ask":8.1,"bid":7.55,"mid":7.825,"raw":{"Ask":"8.1","Bid":"7.55","Low":"5.6","Mid":"7.825","Rho":"0.02801306","High":"8.55","Last":"7.7","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C150","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"5.6","Side":"Call","Vega":"0.10099195","Close":"7.7","Delta":"0.64263325","Gamma":"0.02627409","Theta":"-0.2452739","Volume":128,"AskSize":136,"BidSize":64,"Strikes":["150"],"NetChange":"1.1","NetChangePct":"0.1667","PreviousClose":"6.6","ProbabilityBE":"0.3688","ExtrinsicValue":"3.8","IntrinsicValue":"4.3","ProbabilityITM":"0.5762","ProbabilityOTM":"0.4238","ProbabilityBE_IV":"0.3453","TheoreticalValue":"9.5656","DailyOpenInterest":4756,"ImpliedVolatility":"0.5248","ProbabilityITM_IV":"0.6078","ProbabilityOTM_IV":"0.3922","StandardDeviation":"0.0911","TheoreticalValue_IV":"8.1"},"capturedAt":"2026-08-10T14:30:30.620Z"},"closedAt":"2026-08-10T14:30:00.000Z"},{"signalId":"DDV1_BATS_SHOP_60_L_1786120200000","variant":"long_call_75_delta","exitBid":12.55,"exitAsk":15.05,"exitMid":13.8,"exitCredit":12.55,"pnlPerContract":105.00000000000007,"returnOnDebit":0.09130434782608701,"quote":{"ask":15.05,"bid":12.55,"mid":13.8,"raw":{"Ask":"15.05","Bid":"12.55","Low":"0","Mid":"13.8","Rho":"0.03210415","High":"0","Last":"10.68","Legs":[{"Ratio":1,"Symbol":"SHOP 260821C142","AssetType":"StockOption","Expiration":"2026-08-21T00:00:00Z","OptionType":"Call","StrikePrice":"142"}],"Open":"0","Side":"Call","Vega":"0.08136862","Close":"10.68","Delta":"0.77396108","Gamma":"0.01601952","Theta":"-0.26195814","Volume":0,"AskSize":46,"BidSize":230,"Strikes":["142"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10.68","ProbabilityBE":"0.4248","ExtrinsicValue":"2.77","IntrinsicValue":"12.28","ProbabilityITM":"0.7449","ProbabilityOTM":"0.2551","ProbabilityBE_IV":"0.4258","TheoreticalValue":"14.8461","DailyOpenInterest":46,"ImpliedVolatility":"0.6937","ProbabilityITM_IV":"0.7357","ProbabilityOTM_IV":"0.2643","StandardDeviation":"0.1204","TheoreticalValue_IV":"15.05"},"capturedAt":"2026-08-10T14:30:32.129Z"},"closedAt":"2026-08-10T14:30:00.000Z"}],"executionEvents":[{"signalId":"DDV1_BATS_SHOP_60_L_1786120200000","variant":"call_debit_spread","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":5.12,"rawEvent":{"riskBudgetDollars":95.112523125},"submittedAt":"2026-08-07T17:30:32.136Z"}],"capturedAt":"2026-08-07T17:30:30.552Z","closedAt":"2026-08-10T14:30:00.000Z"},{"signalId":"DDV1_BATS_EL_60_L_1786109400000","symbol":"EL","timeframe":"60","underlyingEntryPrice":87.43,"predictedHoldBars":10.91713873307249,"predictedMfeR":1.4313389157429608,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-07T00:00:00Z","type":"Weekly"},{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-07T14:31:38.718Z","selectedExpiration":{"date":"2026-08-21T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-07T14:31:36.971Z","closedAt":null},{"signalId":"DDV1_BATS_PFGC_D_L_1786023000000","symbol":"PFGC","timeframe":"D","underlyingEntryPrice":114.13,"predictedHoldBars":12.623344200909942,"predictedMfeR":0.3992801121096322,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-07T13:30:45.298Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-07T13:30:43.122Z","closedAt":null},{"signalId":"DDV1_BATS_RGA_D_L_1786023000000","symbol":"RGA","timeframe":"D","underlyingEntryPrice":246.77,"predictedHoldBars":2.358064506518638,"predictedMfeR":0.33243759286532437,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-07T13:30:39.718Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-07T13:30:22.514Z","closedAt":null},{"signalId":"DDV1_BATS_PBF_D_L_1786023000000","symbol":"PBF","timeframe":"D","underlyingEntryPrice":60.48,"predictedHoldBars":23.062370574615386,"predictedMfeR":1.8221364365294952,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-05-21T00:00:00Z","type":"Monthly"},{"date":"2027-08-20T00:00:00Z","type":"Monthly"},{"date":"2027-11-19T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-07T13:30:39.713Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-07T13:30:21.298Z","closedAt":null},{"signalId":"DDV1_BATS_SNOW_60_L_1786026600000","symbol":"SNOW","timeframe":"60","underlyingEntryPrice":319.81,"predictedHoldBars":12.192090310543232,"predictedMfeR":0.6789712123278699,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-07T00:00:00Z","type":"Weekly"},{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-25T00:00:00Z","type":"Weekly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2027-09-17T00:00:00Z","type":"Monthly"},{"date":"2027-12-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-12-15T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-06T15:30:35.449Z","selectedExpiration":{"date":"2026-08-21T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-06T15:30:30.940Z","closedAt":null},{"signalId":"DDV1_BATS_COR_D_L_1785936600000","symbol":"COR","timeframe":"D","underlyingEntryPrice":321.88,"predictedHoldBars":5.453421866532702,"predictedMfeR":0.41957689373106316,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-06T13:31:03.723Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-06T13:30:59.697Z","closedAt":null},{"signalId":"DDV1_BATS_BNY_D_L_1785936600000","symbol":"BNY","timeframe":"D","underlyingEntryPrice":159.34,"predictedHoldBars":5.271132392323307,"predictedMfeR":0.14922035385350196,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-06T13:31:06.592Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-06T13:30:59.499Z","closedAt":null},{"signalId":"DDV1_BATS_AFG_D_L_1785936600000","symbol":"AFG","timeframe":"D","underlyingEntryPrice":146.08,"predictedHoldBars":2.236006738873627,"predictedMfeR":0.3192931014126944,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-06T13:30:46.321Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-06T13:30:32.855Z","closedAt":null},{"signalId":"DDV1_BATS_YETI_D_L_1785850200000","symbol":"YETI","timeframe":"D","underlyingEntryPrice":52.5,"predictedHoldBars":1.2528607470524418,"predictedMfeR":0.1522110486235087,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-05T13:31:41.720Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-05T13:31:39.553Z","closedAt":null},{"signalId":"DDV1_BATS_EBAY_D_L_1785850200000","symbol":"EBAY","timeframe":"D","underlyingEntryPrice":109.33,"predictedHoldBars":20.0785734110587,"predictedMfeR":0.23872660682523192,"policyVersion":"shadow_v1","status":"captured","recommendedVariant":"long_call_60_delta","failureReason":null,"rawSnapshot":{"chain":[{"Ask":"22.25","Bid":"19.95","Low":"0","Mid":"21.1","Rho":"-0.13290588","High":"0","Last":"23","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P130","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"130"}],"Open":"0","Side":"Put","Vega":"0.10659481","Close":"23","Delta":"-0.79991554","Gamma":"0.01413556","Theta":"-0.05145875","Volume":0,"AskSize":10,"BidSize":36,"Strikes":["130"],"NetChange":"0","NetChangePct":"0","PreviousClose":"23","ProbabilityBE":"0.5042","ExtrinsicValue":"1.55","IntrinsicValue":"20.7","ProbabilityITM":"0.9317","ProbabilityOTM":"0.0683","ProbabilityBE_IV":"0.5235","TheoreticalValue":"20.8313","DailyOpenInterest":1,"ImpliedVolatility":"0.5204","ProbabilityITM_IV":"0.8467","ProbabilityOTM_IV":"0.1533","StandardDeviation":"0.1807","TheoreticalValue_IV":"22.25"},{"Ask":"0.21","Bid":"0","Low":"0","Mid":"0.105","Rho":"-0.00298051","High":"0","Last":"0.3","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P70","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"70"}],"Open":"0","Side":"Put","Vega":"0.01886859","Close":"0.3","Delta":"-0.02056208","Gamma":"0.00193989","Theta":"-0.01405468","Volume":0,"AskSize":153,"BidSize":0,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.3","ProbabilityBE":"0.0001","ExtrinsicValue":"0.21","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.0353","TheoreticalValue":"0.0002","DailyOpenInterest":5043,"ImpliedVolatility":"0.6713","ProbabilityITM_IV":"0.0353","ProbabilityOTM_IV":"0.9647","StandardDeviation":"0.2331","TheoreticalValue_IV":"0.21"},{"Ask":"57.45","Bid":"53.3","Low":"0","Mid":"55.375","Rho":"-0.18146392","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P165","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"165"}],"Open":"0","Side":"Put","Vega":"0.09222316","Close":"0","Delta":"-0.84103774","Gamma":"0.00638032","Theta":"-0.08861815","Volume":0,"AskSize":10,"BidSize":104,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5083","ExtrinsicValue":"1.75","IntrinsicValue":"55.7","ProbabilityITM":"0.9998","ProbabilityOTM":"0.0002","ProbabilityBE_IV":"0.5638","TheoreticalValue":"55.7","DailyOpenInterest":0,"ImpliedVolatility":"0.9976","ProbabilityITM_IV":"0.9109","ProbabilityOTM_IV":"0.0891","StandardDeviation":"0.3464","TheoreticalValue_IV":"57.45"},{"Ask":"0.13","Bid":"0","Low":"0","Mid":"0.065","Rho":"-0.00173699","High":"0","Last":"0.14","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P62.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"62.5"}],"Open":"0","Side":"Put","Vega":"0.0118148","Close":"0.14","Delta":"-0.01191349","Gamma":"0.00107223","Theta":"-0.01000153","Volume":0,"AskSize":85,"BidSize":0,"Strikes":["62.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.14","ProbabilityBE":"0","ExtrinsicValue":"0.13","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.023","TheoreticalValue":"0","DailyOpenInterest":5,"ImpliedVolatility":"0.7605","ProbabilityITM_IV":"0.023","ProbabilityOTM_IV":"0.977","StandardDeviation":"0.264","TheoreticalValue_IV":"0.13"},{"Ask":"4.9","Bid":"3.5","Low":"0","Mid":"4.2","Rho":"0.04951033","High":"0","Last":"3.6","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C115","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"115"}],"Open":"0","Side":"Call","Vega":"0.14866258","Close":"3.6","Delta":"0.41830635","Gamma":"0.02213808","Theta":"-0.08198837","Volume":0,"AskSize":13,"BidSize":37,"Strikes":["115"],"NetChange":"0","NetChangePct":"0","PreviousClose":"3.6","ProbabilityBE":"0.2499","ExtrinsicValue":"4.9","IntrinsicValue":"0","ProbabilityITM":"0.326","ProbabilityOTM":"0.674","ProbabilityBE_IV":"0.2976","TheoreticalValue":"3.0814","DailyOpenInterest":1441,"ImpliedVolatility":"0.4635","ProbabilityITM_IV":"0.3566","ProbabilityOTM_IV":"0.6434","StandardDeviation":"0.1609","TheoreticalValue_IV":"4.9001"},{"Ask":"15.95","Bid":"13.4","Low":"0","Mid":"14.675","Rho":"0.08028351","High":"0","Last":"14.18","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C97.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"97.5"}],"Open":"0","Side":"Call","Vega":"0.12056558","Close":"14.18","Delta":"0.75153827","Gamma":"0.01406115","Theta":"-0.08734601","Volume":0,"AskSize":169,"BidSize":24,"Strikes":["97.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.18","ProbabilityBE":"0.4476","ExtrinsicValue":"4.15","IntrinsicValue":"11.8","ProbabilityITM":"0.8279","ProbabilityOTM":"0.1721","ProbabilityBE_IV":"0.4424","TheoreticalValue":"13.2438","DailyOpenInterest":438,"ImpliedVolatility":"0.5918","ProbabilityITM_IV":"0.682","ProbabilityOTM_IV":"0.318","StandardDeviation":"0.2055","TheoreticalValue_IV":"15.9499"},{"Ask":"1.07","Bid":"0.59","Low":"0","Mid":"0.83","Rho":"-0.01570621","High":"0","Last":"1.09","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P90","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"90"}],"Open":"0","Side":"Put","Vega":"0.07096387","Close":"1.09","Delta":"-0.1086928","Gamma":"0.00983898","Theta":"-0.03857312","Volume":0,"AskSize":2,"BidSize":61,"Strikes":["90"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.09","ProbabilityBE":"0.0501","ExtrinsicValue":"1.07","IntrinsicValue":"0","ProbabilityITM":"0.0523","ProbabilityOTM":"0.9477","ProbabilityBE_IV":"0.1413","TheoreticalValue":"0.2232","DailyOpenInterest":425,"ImpliedVolatility":"0.4978","ProbabilityITM_IV":"0.1445","ProbabilityOTM_IV":"0.8555","StandardDeviation":"0.1728","TheoreticalValue_IV":"1.07"},{"Ask":"2.86","Bid":"2.15","Low":"0","Mid":"2.505","Rho":"0.03628212","High":"0","Last":"2.65","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C120","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"120"}],"Open":"0","Side":"Call","Vega":"0.13232087","Close":"2.65","Delta":"0.2998566","Gamma":"0.021436","Theta":"-0.06672524","Volume":0,"AskSize":1,"BidSize":72,"Strikes":["120"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.65","ProbabilityBE":"0.175","ExtrinsicValue":"2.86","IntrinsicValue":"0","ProbabilityITM":"0.2087","ProbabilityOTM":"0.7913","ProbabilityBE_IV":"0.2202","TheoreticalValue":"1.7638","DailyOpenInterest":858,"ImpliedVolatility":"0.426","ProbabilityITM_IV":"0.2504","ProbabilityOTM_IV":"0.7496","StandardDeviation":"0.1479","TheoreticalValue_IV":"2.86"},{"Ask":"17.9","Bid":"16","Low":"0","Mid":"16.95","Rho":"-0.12030372","High":"0","Last":"14.5","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P125","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"125"}],"Open":"0","Side":"Put","Vega":"0.1223714","Close":"14.5","Delta":"-0.74443839","Gamma":"0.0168779","Theta":"-0.05902309","Volume":0,"AskSize":10,"BidSize":37,"Strikes":["125"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.5","ProbabilityBE":"0.4916","ExtrinsicValue":"2.2","IntrinsicValue":"15.7","ProbabilityITM":"0.8762","ProbabilityOTM":"0.1238","ProbabilityBE_IV":"0.5131","TheoreticalValue":"16.2385","DailyOpenInterest":4,"ImpliedVolatility":"0.5004","ProbabilityITM_IV":"0.7971","ProbabilityOTM_IV":"0.2029","StandardDeviation":"0.1737","TheoreticalValue_IV":"17.9"},{"Ask":"0.46","Bid":"0.04","Low":"0","Mid":"0.25","Rho":"0.00752394","High":"0","Last":"0.6","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C145","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"145"}],"Open":"0","Side":"Call","Vega":"0.04591367","Close":"0.6","Delta":"0.06096462","Gamma":"0.00647554","Theta":"-0.02600962","Volume":0,"AskSize":80,"BidSize":155,"Strikes":["145"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.6","ProbabilityBE":"0.0079","ExtrinsicValue":"0.46","IntrinsicValue":"0","ProbabilityITM":"0.0079","ProbabilityOTM":"0.9921","ProbabilityBE_IV":"0.0428","TheoreticalValue":"0.0464","DailyOpenInterest":133,"ImpliedVolatility":"0.4893","ProbabilityITM_IV":"0.043","ProbabilityOTM_IV":"0.957","StandardDeviation":"0.1699","TheoreticalValue_IV":"0.46"},{"Ask":"0.97","Bid":"0.31","Low":"0","Mid":"0.64","Rho":"0.01452769","High":"0","Last":"0.61","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C135","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"135"}],"Open":"0","Side":"Call","Vega":"0.07545573","Close":"0.61","Delta":"0.11846262","Gamma":"0.0110967","Theta":"-0.04121857","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["135"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.61","ProbabilityBE":"0.0342","ExtrinsicValue":"0.97","IntrinsicValue":"0","ProbabilityITM":"0.0353","ProbabilityOTM":"0.9647","ProbabilityBE_IV":"0.0874","TheoreticalValue":"0.2322","DailyOpenInterest":355,"ImpliedVolatility":"0.4693","ProbabilityITM_IV":"0.0891","ProbabilityOTM_IV":"0.9109","StandardDeviation":"0.1629","TheoreticalValue_IV":"0.97"},{"Ask":"2.46","Bid":"1.9","Low":"0","Mid":"2.18","Rho":"-0.03150166","High":"0","Last":"2.62","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P97.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"97.5"}],"Open":"0","Side":"Put","Vega":"0.11126501","Close":"2.62","Delta":"-0.21514163","Gamma":"0.0158611","Theta":"-0.05818644","Volume":0,"AskSize":26,"BidSize":1,"Strikes":["97.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.62","ProbabilityBE":"0.1507","ExtrinsicValue":"2.46","IntrinsicValue":"0","ProbabilityITM":"0.1721","ProbabilityOTM":"0.8279","ProbabilityBE_IV":"0.2478","TheoreticalValue":"1.0044","DailyOpenInterest":121,"ImpliedVolatility":"0.4841","ProbabilityITM_IV":"0.2676","ProbabilityOTM_IV":"0.7324","StandardDeviation":"0.1681","TheoreticalValue_IV":"2.46"},{"Ask":"52.5","Bid":"48.35","Low":"0","Mid":"50.425","Rho":"-0.17489196","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P160","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"160"}],"Open":"0","Side":"Put","Vega":"0.09352397","Close":"0","Delta":"-0.83759165","Gamma":"0.00685636","Theta":"-0.08470448","Volume":0,"AskSize":102,"BidSize":10,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5083","ExtrinsicValue":"1.8","IntrinsicValue":"50.7","ProbabilityITM":"0.9994","ProbabilityOTM":"0.0006","ProbabilityBE_IV":"0.5597","TheoreticalValue":"50.7","DailyOpenInterest":0,"ImpliedVolatility":"0.9414","ProbabilityITM_IV":"0.9053","ProbabilityOTM_IV":"0.0947","StandardDeviation":"0.3269","TheoreticalValue_IV":"52.5"},{"Ask":"0.29","Bid":"0.02","Low":"0","Mid":"0.155","Rho":"-0.00428085","High":"0","Last":"0.22","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P75","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"75"}],"Open":"0","Side":"Put","Vega":"0.02564159","Close":"0.22","Delta":"-0.02963924","Gamma":"0.00287673","Theta":"-0.01745494","Volume":0,"AskSize":25,"BidSize":10,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.22","ProbabilityBE":"0.0008","ExtrinsicValue":"0.29","IntrinsicValue":"0","ProbabilityITM":"0.0008","ProbabilityOTM":"0.9992","ProbabilityBE_IV":"0.0473","TheoreticalValue":"0.0018","DailyOpenInterest":370,"ImpliedVolatility":"0.6152","ProbabilityITM_IV":"0.0473","ProbabilityOTM_IV":"0.9527","StandardDeviation":"0.2136","TheoreticalValue_IV":"0.29"},{"Ask":"7.55","Bid":"5.85","Low":"0","Mid":"6.7","Rho":"-0.07149317","High":"0","Last":"6.7","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P110","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"110"}],"Open":"0","Side":"Put","Vega":"0.15143885","Close":"6.7","Delta":"-0.4703751","Gamma":"0.02135155","Theta":"-0.07770125","Volume":0,"AskSize":87,"BidSize":34,"Strikes":["110"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.7","ProbabilityBE":"0.3666","ExtrinsicValue":"6.85","IntrinsicValue":"0.7","ProbabilityITM":"0.5298","ProbabilityOTM":"0.4702","ProbabilityBE_IV":"0.4238","TheoreticalValue":"5.274","DailyOpenInterest":256,"ImpliedVolatility":"0.4895","ProbabilityITM_IV":"0.5383","ProbabilityOTM_IV":"0.4617","StandardDeviation":"0.17","TheoreticalValue_IV":"7.55"},{"Ask":"10.25","Bid":"8.75","Low":"0","Mid":"9.5","Rho":"-0.08913215","High":"0","Last":"10.7","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P115","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"115"}],"Open":"0","Side":"Put","Vega":"0.14888065","Close":"10.7","Delta":"-0.57886603","Gamma":"0.02173615","Theta":"-0.07197846","Volume":0,"AskSize":32,"BidSize":17,"Strikes":["115"],"NetChange":"0","NetChangePct":"0","PreviousClose":"10.7","ProbabilityBE":"0.4274","ExtrinsicValue":"4.55","IntrinsicValue":"5.7","ProbabilityITM":"0.674","ProbabilityOTM":"0.326","ProbabilityBE_IV":"0.4635","TheoreticalValue":"8.3025","DailyOpenInterest":43,"ImpliedVolatility":"0.4727","ProbabilityITM_IV":"0.6419","ProbabilityOTM_IV":"0.3581","StandardDeviation":"0.1641","TheoreticalValue_IV":"10.25"},{"Ask":"1.56","Bid":"0.85","Low":"0","Mid":"1.205","Rho":"-0.02110344","High":"0","Last":"1.4","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P92.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"92.5"}],"Open":"0","Side":"Put","Vega":"0.08672949","Close":"1.4","Delta":"-0.14492688","Gamma":"0.01179759","Theta":"-0.04792121","Volume":0,"AskSize":67,"BidSize":38,"Strikes":["92.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.4","ProbabilityBE":"0.0768","ExtrinsicValue":"1.56","IntrinsicValue":"0","ProbabilityITM":"0.0821","ProbabilityOTM":"0.9179","ProbabilityBE_IV":"0.1826","TheoreticalValue":"0.3885","DailyOpenInterest":267,"ImpliedVolatility":"0.5074","ProbabilityITM_IV":"0.189","ProbabilityOTM_IV":"0.811","StandardDeviation":"0.1762","TheoreticalValue_IV":"1.56"},{"Ask":"37","Bid":"32.95","Low":"0","Mid":"34.975","Rho":"0.07350811","High":"0","Last":"39.02","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C75","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"75"}],"Open":"0","Side":"Call","Vega":"0.07015758","Close":"39.02","Delta":"0.89301801","Gamma":"0.0047056","Theta":"-0.08772862","Volume":0,"AskSize":148,"BidSize":115,"Strikes":["75"],"NetChange":"0","NetChangePct":"0","PreviousClose":"39.02","ProbabilityBE":"0.4812","ExtrinsicValue":"2.7","IntrinsicValue":"34.3","ProbabilityITM":"0.9992","ProbabilityOTM":"0.0008","ProbabilityBE_IV":"0.4304","TheoreticalValue":"34.6403","DailyOpenInterest":39,"ImpliedVolatility":"1.029","ProbabilityITM_IV":"0.8118","ProbabilityOTM_IV":"0.1882","StandardDeviation":"0.3573","TheoreticalValue_IV":"37"},{"Ask":"3.25","Bid":"2.22","Low":"0","Mid":"2.735","Rho":"-0.03880893","High":"0","Last":"2.25","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P100","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"100"}],"Open":"0","Side":"Put","Vega":"0.1242108","Close":"2.25","Delta":"-0.26304759","Gamma":"0.01753401","Theta":"-0.06531798","Volume":0,"AskSize":108,"BidSize":63,"Strikes":["100"],"NetChange":"0","NetChangePct":"0","PreviousClose":"2.25","ProbabilityBE":"0.1949","ExtrinsicValue":"3.25","IntrinsicValue":"0","ProbabilityITM":"0.2322","ProbabilityOTM":"0.7678","ProbabilityBE_IV":"0.2902","TheoreticalValue":"1.5064","DailyOpenInterest":585,"ImpliedVolatility":"0.4889","ProbabilityITM_IV":"0.3214","ProbabilityOTM_IV":"0.6786","StandardDeviation":"0.1697","TheoreticalValue_IV":"3.2499"},{"Ask":"20.35","Bid":"17.05","Low":"0","Mid":"18.7","Rho":"0.08175464","High":"0","Last":"21.3","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C92.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"92.5"}],"Open":"0","Side":"Call","Vega":"0.10563566","Close":"21.3","Delta":"0.80289172","Gamma":"0.0108939","Theta":"-0.08673336","Volume":0,"AskSize":136,"BidSize":179,"Strikes":["92.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"21.3","ProbabilityBE":"0.4669","ExtrinsicValue":"3.55","IntrinsicValue":"16.8","ProbabilityITM":"0.9179","ProbabilityOTM":"0.0821","ProbabilityBE_IV":"0.4488","TheoreticalValue":"17.6059","DailyOpenInterest":42,"ImpliedVolatility":"0.6692","ProbabilityITM_IV":"0.732","ProbabilityOTM_IV":"0.268","StandardDeviation":"0.2324","TheoreticalValue_IV":"20.35"},{"Ask":"0.58","Bid":"0.16","Low":"0","Mid":"0.37","Rho":"-0.00849609","High":"0","Last":"0.31","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P82.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"82.5"}],"Open":"0","Side":"Put","Vega":"0.04462233","Close":"0.31","Delta":"-0.05878417","Gamma":"0.00550737","Theta":"-0.02746606","Volume":0,"AskSize":39,"BidSize":34,"Strikes":["82.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.31","ProbabilityBE":"0.0091","ExtrinsicValue":"0.58","IntrinsicValue":"0","ProbabilityITM":"0.0092","ProbabilityOTM":"0.9908","ProbabilityBE_IV":"0.085","TheoreticalValue":"0.0288","DailyOpenInterest":401,"ImpliedVolatility":"0.5592","ProbabilityITM_IV":"0.0853","ProbabilityOTM_IV":"0.9147","StandardDeviation":"0.1941","TheoreticalValue_IV":"0.58"},{"Ask":"0.24","Bid":"0.05","Low":"0","Mid":"0.145","Rho":"0.00411063","High":"0","Last":"0.65","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C155","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"155"}],"Open":"0","Side":"Call","Vega":"0.02816606","Close":"0.65","Delta":"0.03320387","Gamma":"0.00377993","Theta":"-0.01670614","Volume":0,"AskSize":90,"BidSize":1,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.65","ProbabilityBE":"0.0015","ExtrinsicValue":"0.24","IntrinsicValue":"0","ProbabilityITM":"0.0015","ProbabilityOTM":"0.9985","ProbabilityBE_IV":"0.022","TheoreticalValue":"0.0078","DailyOpenInterest":23,"ImpliedVolatility":"0.5143","ProbabilityITM_IV":"0.022","ProbabilityOTM_IV":"0.978","StandardDeviation":"0.1786","TheoreticalValue_IV":"0.24"},{"Ask":"31.65","Bid":"28.75","Low":"0","Mid":"30.2","Rho":"-0.15219541","High":"0","Last":"26.09","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P140","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"140"}],"Open":"0","Side":"Put","Vega":"0.08494576","Close":"26.09","Delta":"-0.85946019","Gamma":"0.00992034","Theta":"-0.04387448","Volume":0,"AskSize":10,"BidSize":179,"Strikes":["140"],"NetChange":"0","NetChangePct":"0","PreviousClose":"26.09","ProbabilityBE":"0.5083","ExtrinsicValue":"0.95","IntrinsicValue":"30.7","ProbabilityITM":"0.9828","ProbabilityOTM":"0.0172","ProbabilityBE_IV":"0.5322","TheoreticalValue":"30.7","DailyOpenInterest":21,"ImpliedVolatility":"0.591","ProbabilityITM_IV":"0.9004","ProbabilityOTM_IV":"0.0996","StandardDeviation":"0.2052","TheoreticalValue_IV":"31.65"},{"Ask":"0.45","Bid":"0.08","Low":"0","Mid":"0.265","Rho":"-0.00667039","High":"0","Last":"0.62","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P80","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"80"}],"Open":"0","Side":"Put","Vega":"0.03685294","Close":"0.62","Delta":"-0.04620111","Gamma":"0.00442857","Theta":"-0.02334311","Volume":0,"AskSize":31,"BidSize":38,"Strikes":["80"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.62","ProbabilityBE":"0.0044","ExtrinsicValue":"0.45","IntrinsicValue":"0","ProbabilityITM":"0.0044","ProbabilityOTM":"0.9956","ProbabilityBE_IV":"0.069","TheoreticalValue":"0.0125","DailyOpenInterest":721,"ImpliedVolatility":"0.5743","ProbabilityITM_IV":"0.0691","ProbabilityOTM_IV":"0.9309","StandardDeviation":"0.1994","TheoreticalValue_IV":"0.45"},{"Ask":"41.4","Bid":"38.55","Low":"0","Mid":"39.975","Rho":"-0.16728289","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P150","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"150"}],"Open":"0","Side":"Put","Vega":"0.07461459","Close":"0","Delta":"-0.88339834","Gamma":"0.00753613","Theta":"-0.04349029","Volume":0,"AskSize":10,"BidSize":222,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5083","ExtrinsicValue":"0.7","IntrinsicValue":"40.7","ProbabilityITM":"0.9965","ProbabilityOTM":"0.0035","ProbabilityBE_IV":"0.5398","TheoreticalValue":"40.7","DailyOpenInterest":0,"ImpliedVolatility":"0.6833","ProbabilityITM_IV":"0.9237","ProbabilityOTM_IV":"0.0763","StandardDeviation":"0.2372","TheoreticalValue_IV":"41.4"},{"Ask":"8.05","Bid":"6.2","Low":"0","Mid":"7.125","Rho":"0.06093442","High":"0","Last":"6.5","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C110","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"110"}],"Open":"0","Side":"Call","Vega":"0.15132833","Close":"6.5","Delta":"0.53330245","Gamma":"0.0194467","Theta":"-0.09692607","Volume":0,"AskSize":297,"BidSize":1,"Strikes":["110"],"NetChange":"0","NetChangePct":"0","PreviousClose":"6.5","ProbabilityBE":"0.3246","ExtrinsicValue":"8.05","IntrinsicValue":"0","ProbabilityITM":"0.4702","ProbabilityOTM":"0.5298","ProbabilityBE_IV":"0.3656","TheoreticalValue":"5.0543","DailyOpenInterest":412,"ImpliedVolatility":"0.5371","ProbabilityITM_IV":"0.4588","ProbabilityOTM_IV":"0.5412","StandardDeviation":"0.1865","TheoreticalValue_IV":"8.05"},{"Ask":"0.12","Bid":"0","Low":"0","Mid":"0.06","Rho":"-0.00154356","High":"0","Last":"0.08","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P60","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"60"}],"Open":"0","Side":"Put","Vega":"0.01062646","Close":"0.08","Delta":"-0.01054589","Gamma":"0.0009159","Theta":"-0.00948034","Volume":0,"AskSize":66,"BidSize":0,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.08","ProbabilityBE":"0","ExtrinsicValue":"0.12","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0213","TheoreticalValue":"0","DailyOpenInterest":13,"ImpliedVolatility":"0.8007","ProbabilityITM_IV":"0.0213","ProbabilityOTM_IV":"0.9787","StandardDeviation":"0.278","TheoreticalValue_IV":"0.12"},{"Ask":"0.15","Bid":"0","Low":"0","Mid":"0.075","Rho":"0.00256867","High":"0","Last":"0.17","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C165","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"165"}],"Open":"0","Side":"Call","Vega":"0.01901366","Close":"0.17","Delta":"0.02074887","Gamma":"0.00239422","Theta":"-0.01198646","Volume":0,"AskSize":145,"BidSize":0,"Strikes":["165"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.17","ProbabilityBE":"0.0002","ExtrinsicValue":"0.15","IntrinsicValue":"0","ProbabilityITM":"0.0002","ProbabilityOTM":"0.9998","ProbabilityBE_IV":"0.0129","TheoreticalValue":"0.0011","DailyOpenInterest":92,"ImpliedVolatility":"0.5481","ProbabilityITM_IV":"0.0129","ProbabilityOTM_IV":"0.9871","StandardDeviation":"0.1903","TheoreticalValue_IV":"0.15"},{"Ask":"49.4","Bid":"45.25","Low":"0","Mid":"47.325","Rho":"0.06217029","High":"0","Last":"48.38","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C62.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"62.5"}],"Open":"0","Side":"Call","Vega":"0.05608517","Close":"48.38","Delta":"0.92094163","Gamma":"0.0028011","Theta":"-0.09277246","Volume":0,"AskSize":92,"BidSize":127,"Strikes":["62.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"48.38","ProbabilityBE":"0.483","ExtrinsicValue":"2.6","IntrinsicValue":"46.8","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4065","TheoreticalValue":"47.0821","DailyOpenInterest":33,"ImpliedVolatility":"1.3819","ProbabilityITM_IV":"0.8239","ProbabilityOTM_IV":"0.1761","StandardDeviation":"0.4798","TheoreticalValue_IV":"49.4"},{"Ask":"26.6","Bid":"24.35","Low":"0","Mid":"25.475","Rho":"0.08364007","High":"0","Last":"30.3","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C85","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"85"}],"Open":"0","Side":"Call","Vega":"0.07866599","Close":"30.3","Delta":"0.87429635","Gamma":"0.00754679","Theta":"-0.07096503","Volume":0,"AskSize":66,"BidSize":27,"Strikes":["85"],"NetChange":"0","NetChangePct":"0","PreviousClose":"30.3","ProbabilityBE":"0.478","ExtrinsicValue":"2.3","IntrinsicValue":"24.3","ProbabilityITM":"0.9824","ProbabilityOTM":"0.0176","ProbabilityBE_IV":"0.4509","TheoreticalValue":"24.7448","DailyOpenInterest":161,"ImpliedVolatility":"0.7194","ProbabilityITM_IV":"0.815","ProbabilityOTM_IV":"0.185","StandardDeviation":"0.2498","TheoreticalValue_IV":"26.6"},{"Ask":"0.93","Bid":"0.4","Low":"0","Mid":"0.665","Rho":"-0.01333221","High":"0","Last":"0.64","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P87.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"87.5"}],"Open":"0","Side":"Put","Vega":"0.06286284","Close":"0.64","Delta":"-0.09206456","Gamma":"0.00822998","Theta":"-0.03630488","Volume":0,"AskSize":67,"BidSize":51,"Strikes":["87.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.64","ProbabilityBE":"0.0305","ExtrinsicValue":"0.93","IntrinsicValue":"0","ProbabilityITM":"0.0313","ProbabilityOTM":"0.9687","ProbabilityBE_IV":"0.1246","TheoreticalValue":"0.1207","DailyOpenInterest":303,"ImpliedVolatility":"0.5272","ProbabilityITM_IV":"0.1262","ProbabilityOTM_IV":"0.8738","StandardDeviation":"0.183","TheoreticalValue_IV":"0.93"},{"Ask":"47.2","Bid":"43.55","Low":"0","Mid":"45.375","Rho":"-0.16960045","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P155","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"155"}],"Open":"0","Side":"Put","Vega":"0.08994474","Close":"0","Delta":"-0.84695793","Gamma":"0.00734029","Theta":"-0.07162093","Volume":0,"AskSize":76,"BidSize":126,"Strikes":["155"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5083","ExtrinsicValue":"1.5","IntrinsicValue":"45.7","ProbabilityITM":"0.9985","ProbabilityOTM":"0.0015","ProbabilityBE_IV":"0.5525","TheoreticalValue":"45.7","DailyOpenInterest":0,"ImpliedVolatility":"0.8457","ProbabilityITM_IV":"0.9062","ProbabilityOTM_IV":"0.0938","StandardDeviation":"0.2936","TheoreticalValue_IV":"47.2"},{"Ask":"0.36","Bid":"0.04","Low":"0","Mid":"0.2","Rho":"-0.00533486","High":"0","Last":"0.17","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P77.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"77.5"}],"Open":"0","Side":"Put","Vega":"0.03074852","Close":"0.17","Delta":"-0.03694986","Gamma":"0.0035724","Theta":"-0.02018048","Volume":0,"AskSize":37,"BidSize":32,"Strikes":["77.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.17","ProbabilityBE":"0.0019","ExtrinsicValue":"0.36","IntrinsicValue":"0","ProbabilityITM":"0.0019","ProbabilityOTM":"0.9981","ProbabilityBE_IV":"0.057","TheoreticalValue":"0.005","DailyOpenInterest":362,"ImpliedVolatility":"0.594","ProbabilityITM_IV":"0.057","ProbabilityOTM_IV":"0.943","StandardDeviation":"0.2062","TheoreticalValue_IV":"0.36"},{"Ask":"17.7","Bid":"15.4","Low":"0","Mid":"16.55","Rho":"0.08322621","High":"0","Last":"23.2","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C95","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"95"}],"Open":"0","Side":"Call","Vega":"0.10978164","Close":"23.2","Delta":"0.78974718","Gamma":"0.012807","Theta":"-0.08036604","Volume":0,"AskSize":36,"BidSize":17,"Strikes":["95"],"NetChange":"0","NetChangePct":"0","PreviousClose":"23.2","ProbabilityBE":"0.4589","ExtrinsicValue":"3.4","IntrinsicValue":"14.3","ProbabilityITM":"0.8781","ProbabilityOTM":"0.1219","ProbabilityBE_IV":"0.449","TheoreticalValue":"15.3688","DailyOpenInterest":61,"ImpliedVolatility":"0.5916","ProbabilityITM_IV":"0.7256","ProbabilityOTM_IV":"0.2744","StandardDeviation":"0.2054","TheoreticalValue_IV":"17.7"},{"Ask":"0.71","Bid":"0","Low":"0","Mid":"0.355","Rho":"-0.00524645","High":"0","Last":"0.12","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P55","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"55"}],"Open":"0","Side":"Put","Vega":"0.02808041","Close":"0.12","Delta":"-0.03308135","Gamma":"0.00158611","Theta":"-0.03830902","Volume":0,"AskSize":437,"BidSize":0,"Strikes":["55"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.12","ProbabilityBE":"0","ExtrinsicValue":"0.71","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.079","TheoreticalValue":"0","DailyOpenInterest":92,"ImpliedVolatility":"1.2218","ProbabilityITM_IV":"0.079","ProbabilityOTM_IV":"0.921","StandardDeviation":"0.4242","TheoreticalValue_IV":"0.71"},{"Ask":"13.6","Bid":"11.4","Low":"0","Mid":"12.5","Rho":"0.07942208","High":"0","Last":"11.5","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C100","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"100"}],"Open":"0","Side":"Call","Vega":"0.12734357","Close":"11.5","Delta":"0.72353971","Gamma":"0.016374","Theta":"-0.08389038","Volume":0,"AskSize":32,"BidSize":10,"Strikes":["100"],"NetChange":"0","NetChangePct":"0","PreviousClose":"11.5","ProbabilityBE":"0.4321","ExtrinsicValue":"4.3","IntrinsicValue":"9.3","ProbabilityITM":"0.7678","ProbabilityOTM":"0.2322","ProbabilityBE_IV":"0.4348","TheoreticalValue":"11.2563","DailyOpenInterest":165,"ImpliedVolatility":"0.5368","ProbabilityITM_IV":"0.6578","ProbabilityOTM_IV":"0.3422","StandardDeviation":"0.1864","TheoreticalValue_IV":"13.6001"},{"Ask":"36.5","Bid":"33.65","Low":"0","Mid":"35.075","Rho":"-0.1600891","High":"0","Last":"30.9","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P145","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"145"}],"Open":"0","Side":"Put","Vega":"0.07862519","Close":"30.9","Delta":"-0.87438978","Gamma":"0.00854773","Theta":"-0.04288599","Volume":0,"AskSize":16,"BidSize":230,"Strikes":["145"],"NetChange":"0","NetChangePct":"0","PreviousClose":"30.9","ProbabilityBE":"0.5083","ExtrinsicValue":"0.8","IntrinsicValue":"35.7","ProbabilityITM":"0.9921","ProbabilityOTM":"0.0079","ProbabilityBE_IV":"0.5359","TheoreticalValue":"35.7","DailyOpenInterest":0,"ImpliedVolatility":"0.6348","ProbabilityITM_IV":"0.9144","ProbabilityOTM_IV":"0.0856","StandardDeviation":"0.2204","TheoreticalValue_IV":"36.5"},{"Ask":"0.44","Bid":"0","Low":"0","Mid":"0.22","Rho":"-0.00541934","High":"0","Last":"0.3","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P72.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"72.5"}],"Open":"0","Side":"Put","Vega":"0.03068419","Close":"0.3","Delta":"-0.03685533","Gamma":"0.00295632","Theta":"-0.0243683","Volume":0,"AskSize":852,"BidSize":0,"Strikes":["72.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.3","ProbabilityBE":"0.0003","ExtrinsicValue":"0.44","IntrinsicValue":"0","ProbabilityITM":"0.0003","ProbabilityOTM":"0.9997","ProbabilityBE_IV":"0.0619","TheoreticalValue":"0.0006","DailyOpenInterest":739,"ImpliedVolatility":"0.7163","ProbabilityITM_IV":"0.0619","ProbabilityOTM_IV":"0.9381","StandardDeviation":"0.2487","TheoreticalValue_IV":"0.44"},{"Ask":"31.95","Bid":"29.1","Low":"0","Mid":"30.525","Rho":"0.07796533","High":"0","Last":"30.42","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C80","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"80"}],"Open":"0","Side":"Call","Vega":"0.07594975","Close":"30.42","Delta":"0.88043746","Gamma":"0.00589484","Theta":"-0.08284562","Volume":0,"AskSize":242,"BidSize":11,"Strikes":["80"],"NetChange":"0","NetChangePct":"0","PreviousClose":"30.42","ProbabilityBE":"0.4802","ExtrinsicValue":"2.65","IntrinsicValue":"29.3","ProbabilityITM":"0.9956","ProbabilityOTM":"0.0044","ProbabilityBE_IV":"0.4399","TheoreticalValue":"29.6736","DailyOpenInterest":44,"ImpliedVolatility":"0.8892","ProbabilityITM_IV":"0.8072","ProbabilityOTM_IV":"0.1928","StandardDeviation":"0.3087","TheoreticalValue_IV":"31.95"},{"Ask":"61.9","Bid":"57.65","Low":"0","Mid":"59.775","Rho":"0.0495058","High":"0","Last":"42.33","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C50","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"50"}],"Open":"0","Side":"Call","Vega":"0.04547874","Close":"42.33","Delta":"0.93977265","Gamma":"0.00171512","Theta":"-0.09817206","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"42.33","ProbabilityBE":"0.4847","ExtrinsicValue":"2.6","IntrinsicValue":"59.3","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.3765","TheoreticalValue":"59.5257","DailyOpenInterest":7,"ImpliedVolatility":"1.83","ProbabilityITM_IV":"0.82","ProbabilityOTM_IV":"0.18","StandardDeviation":"0.6354","TheoreticalValue_IV":"61.9"},{"Ask":"0.14","Bid":"0","Low":"0","Mid":"0.07","Rho":"-0.00194736","High":"0","Last":"0.1","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P65","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"65"}],"Open":"0","Side":"Put","Vega":"0.01308802","Close":"0.1","Delta":"-0.01340897","Gamma":"0.00125335","Theta":"-0.01048929","Volume":0,"AskSize":103,"BidSize":0,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.1","ProbabilityBE":"0","ExtrinsicValue":"0.14","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0248","TheoreticalValue":"0","DailyOpenInterest":254,"ImpliedVolatility":"0.7207","ProbabilityITM_IV":"0.0248","ProbabilityOTM_IV":"0.9752","StandardDeviation":"0.2502","TheoreticalValue_IV":"0.14"},{"Ask":"0.16","Bid":"0","Low":"0","Mid":"0.08","Rho":"-0.0022869","High":"0","Last":"0.1","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P67.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"67.5"}],"Open":"0","Side":"Put","Vega":"0.01506265","Close":"0.1","Delta":"-0.01578725","Gamma":"0.00151063","Theta":"-0.01151456","Volume":0,"AskSize":74,"BidSize":0,"Strikes":["67.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.1","ProbabilityBE":"0","ExtrinsicValue":"0.16","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0281","TheoreticalValue":"0","DailyOpenInterest":186,"ImpliedVolatility":"0.6882","ProbabilityITM_IV":"0.0281","ProbabilityOTM_IV":"0.9719","StandardDeviation":"0.2389","TheoreticalValue_IV":"0.16"},{"Ask":"29.5","Bid":"26.75","Low":"0","Mid":"28.125","Rho":"0.07970418","High":"0","Last":"29.24","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C82.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"82.5"}],"Open":"0","Side":"Call","Vega":"0.08003536","Close":"29.24","Delta":"0.87113888","Gamma":"0.00664286","Theta":"-0.08188111","Volume":0,"AskSize":171,"BidSize":11,"Strikes":["82.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"29.24","ProbabilityBE":"0.4793","ExtrinsicValue":"2.7","IntrinsicValue":"26.8","ProbabilityITM":"0.9908","ProbabilityOTM":"0.0092","ProbabilityBE_IV":"0.4436","TheoreticalValue":"27.2012","DailyOpenInterest":26,"ImpliedVolatility":"0.8315","ProbabilityITM_IV":"0.8002","ProbabilityOTM_IV":"0.1998","StandardDeviation":"0.2887","TheoreticalValue_IV":"29.5"},{"Ask":"56.9","Bid":"52.75","Low":"0","Mid":"54.825","Rho":"0.05464541","High":"0","Last":"31.45","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C55","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"55"}],"Open":"0","Side":"Call","Vega":"0.04952673","Close":"31.45","Delta":"0.93279704","Gamma":"0.00208654","Theta":"-0.09623932","Volume":0,"AskSize":1,"BidSize":140,"Strikes":["55"],"NetChange":"0","NetChangePct":"0","PreviousClose":"31.45","ProbabilityBE":"0.484","ExtrinsicValue":"2.6","IntrinsicValue":"54.3","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.3892","TheoreticalValue":"54.5483","DailyOpenInterest":9,"ImpliedVolatility":"1.6382","ProbabilityITM_IV":"0.8229","ProbabilityOTM_IV":"0.1771","StandardDeviation":"0.5688","TheoreticalValue_IV":"56.9"},{"Ask":"26.85","Bid":"24.5","Low":"0","Mid":"25.675","Rho":"-0.14348663","High":"0","Last":"44.63","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P135","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"135"}],"Open":"0","Side":"Put","Vega":"0.09346221","Close":"44.63","Delta":"-0.83775639","Gamma":"0.01174951","Theta":"-0.04586154","Volume":0,"AskSize":11,"BidSize":18,"Strikes":["135"],"NetChange":"0","NetChangePct":"0","PreviousClose":"44.63","ProbabilityBE":"0.5083","ExtrinsicValue":"1.15","IntrinsicValue":"25.7","ProbabilityITM":"0.9647","ProbabilityOTM":"0.0353","ProbabilityBE_IV":"0.5287","TheoreticalValue":"25.7","DailyOpenInterest":0,"ImpliedVolatility":"0.549","ProbabilityITM_IV":"0.8803","ProbabilityOTM_IV":"0.1197","StandardDeviation":"0.1906","TheoreticalValue_IV":"26.85"},{"Ask":"2.21","Bid":"1.16","Low":"0","Mid":"1.685","Rho":"0.02822894","High":"0","Last":"1.46","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C125","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"125"}],"Open":"0","Side":"Call","Vega":"0.11646679","Close":"1.46","Delta":"0.23316139","Gamma":"0.01745444","Theta":"-0.06295553","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["125"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.46","ProbabilityBE":"0.1111","ExtrinsicValue":"2.21","IntrinsicValue":"0","ProbabilityITM":"0.1238","ProbabilityOTM":"0.8762","ProbabilityBE_IV":"0.1746","TheoreticalValue":"0.9498","DailyOpenInterest":366,"ImpliedVolatility":"0.4605","ProbabilityITM_IV":"0.187","ProbabilityOTM_IV":"0.813","StandardDeviation":"0.1599","TheoreticalValue_IV":"2.21"},{"Ask":"0.33","Bid":"0","Low":"0","Mid":"0.165","Rho":"0.00553678","High":"0","Last":"0.61","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C150","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"150"}],"Open":"0","Side":"Call","Vega":"0.03594203","Close":"0.61","Delta":"0.0447853","Gamma":"0.00494235","Theta":"-0.02084074","Volume":0,"AskSize":110,"BidSize":0,"Strikes":["150"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.61","ProbabilityBE":"0.0035","ExtrinsicValue":"0.33","IntrinsicValue":"0","ProbabilityITM":"0.0035","ProbabilityOTM":"0.9965","ProbabilityBE_IV":"0.0305","TheoreticalValue":"0.0194","DailyOpenInterest":63,"ImpliedVolatility":"0.5019","ProbabilityITM_IV":"0.0306","ProbabilityOTM_IV":"0.9694","StandardDeviation":"0.1743","TheoreticalValue_IV":"0.33"},{"Ask":"1.46","Bid":"0.72","Low":"0","Mid":"1.09","Rho":"0.0203806","High":"0","Last":"0.93","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C130","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"130"}],"Open":"0","Side":"Call","Vega":"0.09526413","Close":"0.93","Delta":"0.1670965","Gamma":"0.01418469","Theta":"-0.05158828","Volume":0,"AskSize":10,"BidSize":54,"Strikes":["130"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.93","ProbabilityBE":"0.0643","ExtrinsicValue":"1.46","IntrinsicValue":"0","ProbabilityITM":"0.0683","ProbabilityOTM":"0.9317","ProbabilityBE_IV":"0.1251","TheoreticalValue":"0.4826","DailyOpenInterest":499,"ImpliedVolatility":"0.4635","ProbabilityITM_IV":"0.1298","ProbabilityOTM_IV":"0.8702","StandardDeviation":"0.1609","TheoreticalValue_IV":"1.46"},{"Ask":"10.45","Bid":"8.15","Low":"0","Mid":"9.3","Rho":"0.0709886","High":"0","Last":"7.87","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C105","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"105"}],"Open":"0","Side":"Call","Vega":"0.14358206","Close":"7.87","Delta":"0.63110292","Gamma":"0.01876304","Theta":"-0.09162727","Volume":0,"AskSize":67,"BidSize":55,"Strikes":["105"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.87","ProbabilityBE":"0.3874","ExtrinsicValue":"6.15","IntrinsicValue":"4.3","ProbabilityITM":"0.625","ProbabilityOTM":"0.375","ProbabilityBE_IV":"0.406","TheoreticalValue":"7.7801","DailyOpenInterest":225,"ImpliedVolatility":"0.5281","ProbabilityITM_IV":"0.56","ProbabilityOTM_IV":"0.44","StandardDeviation":"0.1834","TheoreticalValue_IV":"10.45"},{"Ask":"51.9","Bid":"47.65","Low":"0","Mid":"49.775","Rho":"0.05969101","High":"0","Last":"50.99","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C60","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"60"}],"Open":"0","Side":"Call","Vega":"0.05382163","Close":"50.99","Delta":"0.92511233","Gamma":"0.00253781","Theta":"-0.09400357","Volume":0,"AskSize":1,"BidSize":1,"Strikes":["60"],"NetChange":"0","NetChangePct":"0","PreviousClose":"50.99","ProbabilityBE":"0.4833","ExtrinsicValue":"2.6","IntrinsicValue":"49.3","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.401","TheoreticalValue":"49.5708","DailyOpenInterest":22,"ImpliedVolatility":"1.4637","ProbabilityITM_IV":"0.824","ProbabilityOTM_IV":"0.176","StandardDeviation":"0.5082","TheoreticalValue_IV":"51.9"},{"Ask":"2.14","Bid":"1.2","Low":"0","Mid":"1.67","Rho":"-0.02700645","High":"0","Last":"1.92","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P95","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"95"}],"Open":"0","Side":"Put","Vega":"0.10131805","Close":"1.92","Delta":"-0.1841549","Gamma":"0.0136334","Theta":"-0.05641662","Volume":0,"AskSize":183,"BidSize":36,"Strikes":["95"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.92","ProbabilityBE":"0.1107","ExtrinsicValue":"2.14","IntrinsicValue":"0","ProbabilityITM":"0.1219","ProbabilityOTM":"0.8781","ProbabilityBE_IV":"0.224","TheoreticalValue":"0.6403","DailyOpenInterest":262,"ImpliedVolatility":"0.5129","ProbabilityITM_IV":"0.2355","ProbabilityOTM_IV":"0.7645","StandardDeviation":"0.1781","TheoreticalValue_IV":"2.14"},{"Ask":"34.35","Bid":"31.45","Low":"0","Mid":"32.9","Rho":"0.0763338","High":"0","Last":"34.5","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C77.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"77.5"}],"Open":"0","Side":"Call","Vega":"0.07153476","Close":"34.5","Delta":"0.89008812","Gamma":"0.00524769","Theta":"-0.08244248","Volume":0,"AskSize":200,"BidSize":68,"Strikes":["77.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"34.5","ProbabilityBE":"0.4808","ExtrinsicValue":"2.55","IntrinsicValue":"31.8","ProbabilityITM":"0.9981","ProbabilityOTM":"0.0019","ProbabilityBE_IV":"0.4365","TheoreticalValue":"32.1548","DailyOpenInterest":6,"ImpliedVolatility":"0.9408","ProbabilityITM_IV":"0.8158","ProbabilityOTM_IV":"0.1842","StandardDeviation":"0.3266","TheoreticalValue_IV":"34.35"},{"Ask":"44.45","Bid":"40.2","Low":"0","Mid":"42.325","Rho":"0.06682967","High":"0","Last":"21.2","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C67.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"67.5"}],"Open":"0","Side":"Call","Vega":"0.06140461","Close":"21.2","Delta":"0.91080096","Gamma":"0.00342977","Theta":"-0.09132404","Volume":0,"AskSize":92,"BidSize":100,"Strikes":["67.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"21.2","ProbabilityBE":"0.4823","ExtrinsicValue":"2.65","IntrinsicValue":"41.8","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4164","TheoreticalValue":"42.1047","DailyOpenInterest":14,"ImpliedVolatility":"1.2356","ProbabilityITM_IV":"0.82","ProbabilityOTM_IV":"0.18","StandardDeviation":"0.429","TheoreticalValue_IV":"44.45"},{"Ask":"46.95","Bid":"42.7","Low":"0","Mid":"44.825","Rho":"0.06443142","High":"0","Last":"40.28","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C65","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"65"}],"Open":"0","Side":"Call","Vega":"0.05892776","Close":"40.28","Delta":"0.91558287","Gamma":"0.0031004","Theta":"-0.09273234","Volume":0,"AskSize":10,"BidSize":10,"Strikes":["65"],"NetChange":"0","NetChangePct":"0","PreviousClose":"40.28","ProbabilityBE":"0.4827","ExtrinsicValue":"2.65","IntrinsicValue":"44.3","ProbabilityITM":"1","ProbabilityOTM":"0","ProbabilityBE_IV":"0.4112","TheoreticalValue":"44.5934","DailyOpenInterest":9,"ImpliedVolatility":"1.3117","ProbabilityITM_IV":"0.821","ProbabilityOTM_IV":"0.179","StandardDeviation":"0.4554","TheoreticalValue_IV":"46.95"},{"Ask":"62.5","Bid":"58.25","Low":"0","Mid":"60.375","Rho":"-0.18756501","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P170","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"170"}],"Open":"0","Side":"Put","Vega":"0.09267428","Close":"0","Delta":"-0.83984819","Gamma":"0.00600818","Theta":"-0.09562222","Volume":0,"AskSize":153,"BidSize":102,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.5083","ExtrinsicValue":"1.8","IntrinsicValue":"60.7","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.5687","TheoreticalValue":"60.7","DailyOpenInterest":0,"ImpliedVolatility":"1.0645","ProbabilityITM_IV":"0.9138","ProbabilityOTM_IV":"0.0862","StandardDeviation":"0.3696","TheoreticalValue_IV":"62.5"},{"Ask":"0.82","Bid":"0.26","Low":"0","Mid":"0.54","Rho":"-0.01143446","High":"0","Last":"0.6","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P85","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"85"}],"Open":"0","Side":"Put","Vega":"0.05592191","Close":"0.6","Delta":"-0.07875471","Gamma":"0.00691179","Theta":"-0.03430478","Volume":0,"AskSize":89,"BidSize":61,"Strikes":["85"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.6","ProbabilityBE":"0.0173","ExtrinsicValue":"0.82","IntrinsicValue":"0","ProbabilityITM":"0.0176","ProbabilityOTM":"0.9824","ProbabilityBE_IV":"0.1107","TheoreticalValue":"0.0611","DailyOpenInterest":147,"ImpliedVolatility":"0.5584","ProbabilityITM_IV":"0.1114","ProbabilityOTM_IV":"0.8886","StandardDeviation":"0.1939","TheoreticalValue_IV":"0.82"},{"Ask":"13.9","Bid":"11.9","Low":"0","Mid":"12.9","Rho":"-0.10556081","High":"0","Last":"12","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P120","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"120"}],"Open":"0","Side":"Put","Vega":"0.13792063","Close":"12","Delta":"-0.66959101","Gamma":"0.0195324","Theta":"-0.06701826","Volume":0,"AskSize":50,"BidSize":34,"Strikes":["120"],"NetChange":"0","NetChangePct":"0","PreviousClose":"12","ProbabilityBE":"0.4677","ExtrinsicValue":"3.2","IntrinsicValue":"10.7","ProbabilityITM":"0.7913","ProbabilityOTM":"0.2087","ProbabilityBE_IV":"0.4949","TheoreticalValue":"12.0069","DailyOpenInterest":39,"ImpliedVolatility":"0.4873","ProbabilityITM_IV":"0.7286","ProbabilityOTM_IV":"0.2714","StandardDeviation":"0.1692","TheoreticalValue_IV":"13.9"},{"Ask":"41.85","Bid":"37.7","Low":"0","Mid":"39.775","Rho":"0.06958068","High":"0","Last":"38.47","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C70","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"70"}],"Open":"0","Side":"Call","Vega":"0.06294887","Close":"38.47","Delta":"0.90776521","Gamma":"0.00378989","Theta":"-0.08736283","Volume":0,"AskSize":83,"BidSize":1,"Strikes":["70"],"NetChange":"0","NetChangePct":"0","PreviousClose":"38.47","ProbabilityBE":"0.482","ExtrinsicValue":"2.55","IntrinsicValue":"39.3","ProbabilityITM":"0.9999","ProbabilityOTM":"0.0001","ProbabilityBE_IV":"0.4225","TheoreticalValue":"39.6161","DailyOpenInterest":7,"ImpliedVolatility":"1.1463","ProbabilityITM_IV":"0.8233","ProbabilityOTM_IV":"0.1767","StandardDeviation":"0.398","TheoreticalValue_IV":"41.85"},{"Ask":"0.13","Bid":"0","Low":"0","Mid":"0.065","Rho":"0.00218498","High":"0","Last":"0","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C170","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"170"}],"Open":"0","Side":"Call","Vega":"0.01658803","Close":"0","Delta":"0.01767151","Gamma":"0.00200966","Theta":"-0.01085686","Volume":0,"AskSize":100,"BidSize":0,"Strikes":["170"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0","ProbabilityBE":"0.0001","ExtrinsicValue":"0.13","IntrinsicValue":"0","ProbabilityITM":"0.0001","ProbabilityOTM":"0.9999","ProbabilityBE_IV":"0.0106","TheoreticalValue":"0.0004","DailyOpenInterest":0,"ImpliedVolatility":"0.5697","ProbabilityITM_IV":"0.0106","ProbabilityOTM_IV":"0.9894","StandardDeviation":"0.1978","TheoreticalValue_IV":"0.13"},{"Ask":"0.19","Bid":"0","Low":"0","Mid":"0.095","Rho":"0.00324923","High":"0","Last":"0.5","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C160","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"160"}],"Open":"0","Side":"Call","Vega":"0.02317367","Close":"0.5","Delta":"0.02624857","Gamma":"0.00300526","Theta":"-0.01420271","Volume":0,"AskSize":135,"BidSize":0,"Strikes":["160"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.5","ProbabilityBE":"0.0006","ExtrinsicValue":"0.19","IntrinsicValue":"0","ProbabilityITM":"0.0006","ProbabilityOTM":"0.9994","ProbabilityBE_IV":"0.0168","TheoreticalValue":"0.003","DailyOpenInterest":28,"ImpliedVolatility":"0.5322","ProbabilityITM_IV":"0.0168","ProbabilityOTM_IV":"0.9832","StandardDeviation":"0.1848","TheoreticalValue_IV":"0.19"},{"Ask":"39.45","Bid":"35.25","Low":"0","Mid":"37.35","Rho":"0.07148172","High":"0","Last":"43.95","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C72.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"72.5"}],"Open":"0","Side":"Call","Vega":"0.06673161","Close":"43.95","Delta":"0.90014752","Gamma":"0.00422179","Theta":"-0.08824266","Volume":0,"AskSize":10,"BidSize":169,"Strikes":["72.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"43.95","ProbabilityBE":"0.4816","ExtrinsicValue":"2.65","IntrinsicValue":"36.8","ProbabilityITM":"0.9997","ProbabilityOTM":"0.0003","ProbabilityBE_IV":"0.4262","TheoreticalValue":"37.1278","DailyOpenInterest":5,"ImpliedVolatility":"1.0909","ProbabilityITM_IV":"0.8166","ProbabilityOTM_IV":"0.1834","StandardDeviation":"0.3788","TheoreticalValue_IV":"39.45"},{"Ask":"4.9","Bid":"3.75","Low":"0","Mid":"4.325","Rho":"-0.05391247","High":"0","Last":"5.09","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P105","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"105"}],"Open":"0","Side":"Put","Vega":"0.14266867","Close":"5.09","Delta":"-0.36192247","Gamma":"0.02079993","Theta":"-0.07173661","Volume":0,"AskSize":30,"BidSize":21,"Strikes":["105"],"NetChange":"0","NetChangePct":"0","PreviousClose":"5.09","ProbabilityBE":"0.286","ExtrinsicValue":"4.9","IntrinsicValue":"0","ProbabilityITM":"0.375","ProbabilityOTM":"0.625","ProbabilityBE_IV":"0.3576","TheoreticalValue":"3.0116","DailyOpenInterest":743,"ImpliedVolatility":"0.4734","ProbabilityITM_IV":"0.4253","ProbabilityOTM_IV":"0.5747","StandardDeviation":"0.1644","TheoreticalValue_IV":"4.9"},{"Ask":"24.25","Bid":"22","Low":"0","Mid":"23.125","Rho":"0.08457175","High":"0","Last":"21.13","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C87.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"87.5"}],"Open":"0","Side":"Call","Vega":"0.08479641","Close":"21.13","Delta":"0.85982392","Gamma":"0.00863348","Theta":"-0.07204581","Volume":0,"AskSize":67,"BidSize":34,"Strikes":["87.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"21.13","ProbabilityBE":"0.4758","ExtrinsicValue":"2.45","IntrinsicValue":"21.8","ProbabilityITM":"0.9687","ProbabilityOTM":"0.0313","ProbabilityBE_IV":"0.4527","TheoreticalValue":"22.3157","DailyOpenInterest":314,"ImpliedVolatility":"0.6779","ProbabilityITM_IV":"0.8005","ProbabilityOTM_IV":"0.1995","StandardDeviation":"0.2354","TheoreticalValue_IV":"24.25"},{"Ask":"0.25","Bid":"0","Low":"0","Mid":"0.125","Rho":"-0.00220294","High":"0","Last":"0.1","Legs":[{"Ratio":1,"Symbol":"EBAY 260918P50","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Put","StrikePrice":"50"}],"Open":"0","Side":"Put","Vega":"0.01386019","Close":"0.1","Delta":"-0.01433061","Gamma":"0.00084302","Theta":"-0.01757712","Volume":0,"AskSize":102,"BidSize":0,"Strikes":["50"],"NetChange":"0","NetChangePct":"0","PreviousClose":"0.1","ProbabilityBE":"0","ExtrinsicValue":"0.25","IntrinsicValue":"0","ProbabilityITM":"0","ProbabilityOTM":"1","ProbabilityBE_IV":"0.0365","TheoreticalValue":"0","DailyOpenInterest":13,"ImpliedVolatility":"1.1347","ProbabilityITM_IV":"0.0365","ProbabilityOTM_IV":"0.9635","StandardDeviation":"0.394","TheoreticalValue_IV":"0.25"},{"Ask":"21.95","Bid":"19.75","Low":"0","Mid":"20.85","Rho":"0.08500265","High":"0","Last":"20.54","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C90","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"90"}],"Open":"0","Side":"Call","Vega":"0.09184463","Close":"20.54","Delta":"0.8420314","Gamma":"0.00989688","Theta":"-0.07360043","Volume":0,"AskSize":52,"BidSize":56,"Strikes":["90"],"NetChange":"0","NetChangePct":"0","PreviousClose":"20.54","ProbabilityBE":"0.4723","ExtrinsicValue":"2.65","IntrinsicValue":"19.3","ProbabilityITM":"0.9477","ProbabilityOTM":"0.0523","ProbabilityBE_IV":"0.4534","TheoreticalValue":"19.9293","DailyOpenInterest":3121,"ImpliedVolatility":"0.6405","ProbabilityITM_IV":"0.7822","ProbabilityOTM_IV":"0.2178","StandardDeviation":"0.2224","TheoreticalValue_IV":"21.95"},{"Ask":"0.66","Bid":"0.12","Low":"0","Mid":"0.39","Rho":"0.01040162","High":"0","Last":"1.05","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C140","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"140"}],"Open":"0","Side":"Call","Vega":"0.05897213","Close":"1.05","Delta":"0.08450186","Gamma":"0.00850793","Theta":"-0.0327389","Volume":0,"AskSize":268,"BidSize":181,"Strikes":["140"],"NetChange":"0","NetChangePct":"0","PreviousClose":"1.05","ProbabilityBE":"0.0169","ExtrinsicValue":"0.66","IntrinsicValue":"0","ProbabilityITM":"0.0172","ProbabilityOTM":"0.9828","ProbabilityBE_IV":"0.061","TheoreticalValue":"0.1063","DailyOpenInterest":719,"ImpliedVolatility":"0.4784","ProbabilityITM_IV":"0.0615","ProbabilityOTM_IV":"0.9385","StandardDeviation":"0.1661","TheoreticalValue_IV":"0.66"}],"expirations":[{"date":"2026-08-07T00:00:00Z","type":"Weekly"},{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-10-16T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-05T13:31:40.755Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[{"variant":"long_call_60_delta","recommended":true,"expiration":"2026-09-18T00:00:00.000Z","dte":44,"legs":[{"ask":10.45,"bid":8.15,"mid":9.3,"raw":{"Ask":"10.45","Bid":"8.15","Low":"0","Mid":"9.3","Rho":"0.0709886","High":"0","Last":"7.87","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C105","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"105"}],"Open":"0","Side":"Call","Vega":"0.14358206","Close":"7.87","Delta":"0.63110292","Gamma":"0.01876304","Theta":"-0.09162727","Volume":0,"AskSize":67,"BidSize":55,"Strikes":["105"],"NetChange":"0","NetChangePct":"0","PreviousClose":"7.87","ProbabilityBE":"0.3874","ExtrinsicValue":"6.15","IntrinsicValue":"4.3","ProbabilityITM":"0.625","ProbabilityOTM":"0.375","ProbabilityBE_IV":"0.406","TheoreticalValue":"7.7801","DailyOpenInterest":225,"ImpliedVolatility":"0.5281","ProbabilityITM_IV":"0.56","ProbabilityOTM_IV":"0.44","StandardDeviation":"0.1834","TheoreticalValue_IV":"10.45"},"delta":0.63110292,"ratio":1,"strike":105,"symbol":"EBAY 260918C105","volume":0,"askSize":67,"bidSize":55,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":225,"impliedVolatility":0.5281}],"entryBid":8.15,"entryAsk":10.45,"entryMid":9.3,"entryDebit":10.45,"rejectionReasons":[]},{"variant":"long_call_75_delta","recommended":false,"expiration":"2026-09-18T00:00:00.000Z","dte":44,"legs":[{"ask":15.95,"bid":13.4,"mid":14.675,"raw":{"Ask":"15.95","Bid":"13.4","Low":"0","Mid":"14.675","Rho":"0.08028351","High":"0","Last":"14.18","Legs":[{"Ratio":1,"Symbol":"EBAY 260918C97.5","AssetType":"StockOption","Expiration":"2026-09-18T00:00:00Z","OptionType":"Call","StrikePrice":"97.5"}],"Open":"0","Side":"Call","Vega":"0.12056558","Close":"14.18","Delta":"0.75153827","Gamma":"0.01406115","Theta":"-0.08734601","Volume":0,"AskSize":169,"BidSize":24,"Strikes":["97.5"],"NetChange":"0","NetChangePct":"0","PreviousClose":"14.18","ProbabilityBE":"0.4476","ExtrinsicValue":"4.15","IntrinsicValue":"11.8","ProbabilityITM":"0.8279","ProbabilityOTM":"0.1721","ProbabilityBE_IV":"0.4424","TheoreticalValue":"13.2438","DailyOpenInterest":438,"ImpliedVolatility":"0.5918","ProbabilityITM_IV":"0.682","ProbabilityOTM_IV":"0.318","StandardDeviation":"0.2055","TheoreticalValue_IV":"15.9499"},"delta":0.75153827,"ratio":1,"strike":97.5,"symbol":"EBAY 260918C97.5","volume":0,"askSize":169,"bidSize":24,"expiration":"2026-09-18T00:00:00Z","optionType":"call","openInterest":438,"impliedVolatility":0.5918}],"entryBid":13.4,"entryAsk":15.95,"entryMid":14.675,"entryDebit":15.95,"rejectionReasons":[]}],"exitMarks":[],"executionEvents":[{"signalId":"DDV1_BATS_EBAY_D_L_1785850200000","variant":"long_call_60_delta","phase":"open","executionStatus":"option_risk_budget_below_one_contract","brokerOrderId":null,"submittedQuantity":0,"limitPrice":10.45,"rawEvent":{"riskBudgetDollars":96.46030125},"submittedAt":"2026-08-05T13:31:40.786Z"}],"capturedAt":"2026-08-05T13:31:30.953Z","closedAt":null},{"signalId":"DDV1_BATS_VMI_D_L_1785850200000","symbol":"VMI","timeframe":"D","underlyingEntryPrice":504.49,"predictedHoldBars":38.91991468530139,"predictedMfeR":0.3830757830543555,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-05T13:31:40.766Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-05T13:31:30.942Z","closedAt":null},{"signalId":"DDV1_BATS_CSX_D_L_1785850200000","symbol":"CSX","timeframe":"D","underlyingEntryPrice":51.03,"predictedHoldBars":6.247819504414808,"predictedMfeR":0.2200125851731836,"policyVersion":"shadow_v1","status":"no_option","recommendedVariant":null,"failureReason":"no_liquid_calls_with_delta","rawSnapshot":{"chain":[],"expirations":[{"date":"2026-08-07T00:00:00Z","type":"Weekly"},{"date":"2026-08-14T00:00:00Z","type":"Weekly"},{"date":"2026-08-21T00:00:00Z","type":"Monthly"},{"date":"2026-08-28T00:00:00Z","type":"Weekly"},{"date":"2026-09-04T00:00:00Z","type":"Weekly"},{"date":"2026-09-11T00:00:00Z","type":"Weekly"},{"date":"2026-09-18T00:00:00Z","type":"Monthly"},{"date":"2026-11-20T00:00:00Z","type":"Monthly"},{"date":"2026-12-18T00:00:00Z","type":"Monthly"},{"date":"2027-01-15T00:00:00Z","type":"Monthly"},{"date":"2027-02-19T00:00:00Z","type":"Monthly"},{"date":"2027-03-19T00:00:00Z","type":"Monthly"},{"date":"2027-06-17T00:00:00Z","type":"Monthly"},{"date":"2028-01-21T00:00:00Z","type":"Monthly"}],"chainCapturedAt":"2026-08-05T13:31:37.434Z","selectedExpiration":{"date":"2026-09-18T00:00:00Z","type":"Monthly"}},"candidates":[],"exitMarks":[],"executionEvents":[],"capturedAt":"2026-08-05T13:31:24.479Z","closedAt":null}]}