Options Intelligence

Activity · positioning · volatility · skew · unusual flow — deterministic, evidence-linked, and separate from the production quant model

OPTIONS MARKET STATE · 2026-08-09

NVDA · Position Building

Direction and activity are separate. Missing history stays unknown and lowers confidence.

Activity68

Direction+5

Breakout75

Vol stress35

Unusual75

Confidence61

Total volume1.6M

Call / Put volume983.4K / 661.6K

Total OI13.7M

Put / Call vol0.67

Put / Call OI0.82

ATM IV35.1%

IV percentile—

Nearest expected move4 · ±1.8%

Active contracts3.4K

Active expirations23

Volume Z · 30D—

OI change265.2K

Fresh Call Positioning · elevatedFresh Put Positioning · elevatedOI Build · elevated

1 · Call vs Put Activity History

total call volumetotal put volumeput call volume ratio2026-08-09 → 2026-08-09

2 · Total Options Volume Anomaly

total volumevolume z 30d2026-08-09 → 2026-08-09

3 · Open Interest by Strike

220361.9K / 96.5K

225251K / 43.6K

230340.7K / 54.7K

210304.6K / 184K

200417.7K / 335.4K

215179.8K / 92.3K

250430.5K / 16.9K

240261.5K / 26.9K

235146.8K / 13.6K

180266.4K / 332.9K

190131.5K / 276.1K

205117.6K / 117.5K

195169.8K / 148.5K

222.533.3K / 3.5K

227.537.5K / 872

300356.2K / 13.6K

260212.3K / 12.5K

245103.4K / 7.1K

232.532.7K / 600

160171.3K / 249.6K

17078.2K / 285.9K

18575.4K / 167.3K

270163K / 8.2K

17566.9K / 181.9K

280140.7K / 13.6K

212.518.2K / 18.8K

150108.5K / 314.2K

32057K / 8.2K

217.513.7K / 7.2K

290102K / 4.8K

25557.7K / 5.5K

16531.9K / 145.4K

207.523K / 9.5K

14065.5K / 213.1K

26554.3K / 3.4K

340106K / 5.9K

15538.6K / 123.8K

27556.2K / 3.4K

350111.6K / 7.4K

13065K / 166.4K

4 · Volume by Strike

22078.3K / 126.2K

225205.9K / 26.7K

230120.4K / 11.2K

21029.8K / 39.5K

20012.1K / 31.5K

21522.1K / 49.2K

25038.6K / 430

24053.7K / 1.7K

23550.7K / 3.4K

1801.9K / 50.2K

1902.2K / 16.1K

2057.9K / 27.5K

1952.7K / 15K

222.595.9K / 37.2K

227.553.1K / 5.6K

3007K / 290

26024.7K / 702

24523.5K / 1.1K

232.534.6K / 2.3K

1601K / 6.7K

1701.1K / 9.7K

1851.3K / 9.8K

2703.7K / 235

1751K / 18.7K

2807.3K / 61

212.512.2K / 26.4K

1501.1K / 13.1K

3201.1K / 27

217.515.7K / 23.9K

2902.6K / 141

2558K / 213

165421 / 5.2K

207.57.6K / 4.9K

140204 / 3.9K

2654.2K / 112

3401.6K / 0

155377 / 4.4K

2758.5K / 71

3502.3K / 3

130173 / 838

5 · Volume / OI by Strike

volume oi ratio220 → 2500

6 · IV Smile / Skew

call ivput iv220 → 2500

7 · IV Term Structure

atm iv7 → 180

Normal contango · slope 0.082

8 · IV History

atm iviv 30div percentile2026-08-09 → 2026-08-09

9 · Expected Move by Expiration

expected move pctexpected move2026-08-10 → 2028-12-15

10 · Options Activity by Expiration

2026-08-10466.7K / 134.9K

2026-08-1299.4K / 62.2K

2026-08-14365.6K / 421.9K

2026-08-1727.8K / 39.4K

2026-08-199.4K / 25.5K

2026-08-21202.8K / 1.5M

2026-08-2862.9K / 193K

2026-09-0430.5K / 185.8K

2026-09-1116K / 26.1K

2026-09-18107.3K / 1.8M

2026-09-257.6K / 2.2K

2026-10-16103.3K / 807.9K

2026-11-2019.5K / 475.7K

2026-12-1834.8K / 2.1M

2027-01-1529.9K / 2.1M

2027-02-194.3K / 64.6K

2027-03-1913.9K / 545.6K

2027-06-1716.2K / 853K

2027-09-173.9K / 167.9K

2027-12-177.3K / 755.1K

2028-01-216.4K / 813.9K

2028-06-163.9K / 150K

2028-12-155.6K / 505.9K

11 · Gamma Concentration by Strike · proxy

gamma positioning proxy220 → 2500

Gamma positioning proxy uses |gamma| × open interest × 100 × underlying price. It is not dealer GEX and contains no customer/dealer direction.

12 · Unusual Contract Ranking

Contract	Expiration	Strike	Side	Volume	OI	Vol/OI	IV	IV Δ	Delta	Gamma	Anomaly	Liquidity
NVDA260810P00175000	2026-08-10	175.00	put	3.2K	361	8.74×	115.9%	0.33	-0.002	0.0003	94	55
NVDA260814P00105000	2026-08-14	105.00	put	10.9K	202	50.00×	180.6%	0.28	-0.000	0.0000	91	55
NVDA260810P00167500	2026-08-10	167.50	put	1.2K	69	17.01×	126.9%	0.35	-0.001	0.0001	80	55
NVDA260814P00197500	2026-08-14	197.50	put	11.2K	1.8K	6.22×	50.7%	0.07	-0.024	0.0039	78	100
NVDA260812C00275000	2026-08-12	275.00	call	2.1K	6	50.00×	63.8%	-0.01	0.001	0.0003	78	55
NVDA260810P00217500	2026-08-10	217.50	put	15.2K	1.9K	7.93×	33.0%	0.02	-0.112	0.0348	77	100
NVDA260810P00215000	2026-08-10	215.00	put	14.7K	1.7K	8.84×	35.1%	0.04	-0.056	0.0194	77	90
NVDA260812C00232500	2026-08-12	232.50	call	6.6K	541	12.22×	34.9%	-0.01	0.159	0.0297	76	100
NVDA260814P00215000	2026-08-14	215.00	put	20.5K	3.1K	6.52×	37.0%	-0.00	-0.185	0.0252	76	100
NVDA260925C00270000	2026-09-25	270.00	call	48	6	8.00×	38.9%	-0.02	0.110	0.0060	75	76
NVDA260925C00290000	2026-09-25	290.00	call	28	4	7.00×	41.0%	-0.02	0.051	0.0031	74	73
NVDA260810P00235000	2026-08-10	235.00	put	1.2K	0	50.00×	43.1%	-0.17	-0.933	0.0184	74	90
NVDA260925P00175000	2026-09-25	175.00	put	24	3	8.00×	47.0%	-0.00	-0.060	0.0031	73	72
NVDA260810C00232500	2026-08-10	232.50	call	9.2K	1.6K	5.67×	30.4%	-0.02	0.050	0.0205	73	100
NVDA260925P00160000	2026-09-25	160.00	put	16	2	8.00×	53.2%	0.01	-0.031	0.0016	73	70
NVDA260925C00280000	2026-09-25	280.00	call	13	1	13.00×	39.7%	-0.02	0.074	0.0043	73	69
NVDA260810P00232500	2026-08-10	232.50	put	2K	35	50.00×	24.2%	-0.12	-0.986	0.0104	73	90
NVDA260925P00205000	2026-09-25	205.00	put	246	6	41.00×	41.1%	0.00	-0.244	0.0094	73	94
NVDA260814P00110000	2026-08-14	110.00	put	6.9K	2.8K	2.45×	185.8%	0.29	-0.001	0.0001	72	55
NVDA260925P00185000	2026-09-25	185.00	put	95	15	6.33×	44.2%	-0.01	-0.097	0.0048	71	90
NVDA260812P00172500	2026-08-12	172.50	put	1.2K	137	9.01×	89.8%	0.18	-0.002	0.0003	71	55
NVDA260810C00225000	2026-08-10	225.00	call	101.8K	12.9K	7.91×	29.0%	-0.01	0.422	0.0813	69	100
NVDA260810C00222500	2026-08-10	222.50	call	59.7K	7.5K	7.93×	29.1%	-0.01	0.626	0.0785	69	100
NVDA260810C00227500	2026-08-10	227.50	call	30.4K	3.2K	9.57×	29.6%	-0.01	0.243	0.0638	69	100
NVDA260819C00197500	2026-08-19	197.50	call	207	13	15.92×	46.6%	0.05	0.946	0.0061	67	93
NVDA260812C00230000	2026-08-12	230.00	call	8.9K	2.1K	4.34×	34.7%	-0.00	0.240	0.0383	66	100
NVDA260819C00245000	2026-08-19	245.00	call	343	72	4.76×	35.2%	-0.03	0.077	0.0106	65	86
NVDA260810C00230000	2026-08-10	230.00	call	32.3K	8.3K	3.91×	30.0%	-0.01	0.120	0.0400	64	100
NVDA260812C00225000	2026-08-12	225.00	call	13.6K	2.5K	5.55×	34.7%	0.00	0.460	0.0489	64	100
NVDA260925C00205000	2026-09-25	205.00	call	107	4	26.75×	41.2%	-0.01	0.756	0.0094	64	90

Expiration intelligence

2026-08-10 · 1 DTE 466.7K volume

{
  "expiration": "2026-08-10",
  "dte": 1,
  "total_volume": 466737,
  "call_volume": 305882,
  "put_volume": 160855,
  "total_oi": 134916,
  "call_oi": 89256,
  "put_oi": 45660,
  "put_call_volume_ratio": 0.5258727221608333,
  "volume_oi_ratio": 3.4594636662812417,
  "atm_iv": 0.29217927196501825,
  "expected_move": 3.98,
  "expected_move_pct": 0.017771030541168065,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 97
}

2026-08-12 · 3 DTE 99.4K volume

{
  "expiration": "2026-08-12",
  "dte": 3,
  "total_volume": 99442,
  "call_volume": 66877,
  "put_volume": 32565,
  "total_oi": 62171,
  "call_oi": 37181,
  "put_oi": 24990,
  "put_call_volume_ratio": 0.48693870837507663,
  "volume_oi_ratio": 1.5994917244374387,
  "atm_iv": 0.348231247123792,
  "expected_move": 6.59,
  "expected_move_pct": 0.029424897303089836,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 94
}

2026-08-14 · 5 DTE 365.6K volume

{
  "expiration": "2026-08-14",
  "dte": 5,
  "total_volume": 365639,
  "call_volume": 217740,
  "put_volume": 147899,
  "total_oi": 421872,
  "call_oi": 278778,
  "put_oi": 143094,
  "put_call_volume_ratio": 0.6792458895930927,
  "volume_oi_ratio": 0.8667060150946259,
  "atm_iv": 0.3554764174634473,
  "expected_move": 8.21,
  "expected_move_pct": 0.03665833184497232,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 137
}

2026-08-17 · 8 DTE 27.8K volume

{
  "expiration": "2026-08-17",
  "dte": 8,
  "total_volume": 27826,
  "call_volume": 14925,
  "put_volume": 12901,
  "total_oi": 39397,
  "call_oi": 24120,
  "put_oi": 15277,
  "put_call_volume_ratio": 0.8643886097152429,
  "volume_oi_ratio": 0.7062974338147575,
  "atm_iv": 0.3261027969126069,
  "expected_move": 9.2,
  "expected_move_pct": 0.041078764065011604,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 81
}

2026-08-19 · 10 DTE 9.4K volume

{
  "expiration": "2026-08-19",
  "dte": 10,
  "total_volume": 9371,
  "call_volume": 6079,
  "put_volume": 3292,
  "total_oi": 25483,
  "call_oi": 14585,
  "put_oi": 10898,
  "put_call_volume_ratio": 0.5415364369139661,
  "volume_oi_ratio": 0.3677353529804183,
  "atm_iv": 0.34292652203804136,
  "expected_move": 10.71,
  "expected_move_pct": 0.04782103947133417,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 74
}

2026-08-21 · 12 DTE 202.8K volume

{
  "expiration": "2026-08-21",
  "dte": 12,
  "total_volume": 202802,
  "call_volume": 125058,
  "put_volume": 77744,
  "total_oi": 1480065,
  "call_oi": 834121,
  "put_oi": 645944,
  "put_call_volume_ratio": 0.6216635481136753,
  "volume_oi_ratio": 0.1370223605044373,
  "atm_iv": 0.3540844914653433,
  "expected_move": 11.95,
  "expected_move_pct": 0.05335774245400964,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 171
}

2026-08-28 · 19 DTE 62.9K volume

{
  "expiration": "2026-08-28",
  "dte": 19,
  "total_volume": 62850,
  "call_volume": 44519,
  "put_volume": 18331,
  "total_oi": 193016,
  "call_oi": 124977,
  "put_oi": 68039,
  "put_call_volume_ratio": 0.4117567780048968,
  "volume_oi_ratio": 0.32562067393376715,
  "atm_iv": 0.4218842684484622,
  "expected_move": 17.62,
  "expected_move_pct": 0.07867476335059832,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 106
}

2026-09-04 · 26 DTE 30.5K volume

{
  "expiration": "2026-09-04",
  "dte": 26,
  "total_volume": 30454,
  "call_volume": 20209,
  "put_volume": 10245,
  "total_oi": 185846,
  "call_oi": 66824,
  "put_oi": 119022,
  "put_call_volume_ratio": 0.5069523479637785,
  "volume_oi_ratio": 0.16386685750567676,
  "atm_iv": 0.412853744740533,
  "expected_move": 19.98,
  "expected_move_pct": 0.0892123593498839,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 94
}

2026-09-11 · 33 DTE 16K volume

{
  "expiration": "2026-09-11",
  "dte": 33,
  "total_volume": 15966,
  "call_volume": 9742,
  "put_volume": 6224,
  "total_oi": 26128,
  "call_oi": 18851,
  "put_oi": 7277,
  "put_call_volume_ratio": 0.6388831862040649,
  "volume_oi_ratio": 0.611068585425597,
  "atm_iv": 0.3952872062663186,
  "expected_move": 21.6,
  "expected_move_pct": 0.09644579389176638,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 83
}

2026-09-18 · 40 DTE 107.3K volume

{
  "expiration": "2026-09-18",
  "dte": 40,
  "total_volume": 107289,
  "call_volume": 69145,
  "put_volume": 38144,
  "total_oi": 1761828,
  "call_oi": 946300,
  "put_oi": 815528,
  "put_call_volume_ratio": 0.5516523248246439,
  "volume_oi_ratio": 0.06089640986520818,
  "atm_iv": 0.3921657142857143,
  "expected_move": 23.56,
  "expected_move_pct": 0.10519735667083407,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 134
}

2026-09-25 · 47 DTE 7.6K volume

{
  "expiration": "2026-09-25",
  "dte": 47,
  "total_volume": 7602,
  "call_volume": 3029,
  "put_volume": 4573,
  "total_oi": 2173,
  "call_oi": 1210,
  "put_oi": 963,
  "put_call_volume_ratio": 1.5097391878507758,
  "volume_oi_ratio": 3.4983893235158767,
  "atm_iv": 0.39281849056603774,
  "expected_move": 25.48,
  "expected_move_pct": 0.11377031612787998,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 61
}

2026-10-16 · 68 DTE 103.3K volume

{
  "expiration": "2026-10-16",
  "dte": 68,
  "total_volume": 103304,
  "call_volume": 26708,
  "put_volume": 76596,
  "total_oi": 807943,
  "call_oi": 496387,
  "put_oi": 311556,
  "put_call_volume_ratio": 2.8679047476411563,
  "volume_oi_ratio": 0.1278605050108733,
  "atm_iv": 0.39374510986386435,
  "expected_move": 30.51,
  "expected_move_pct": 0.13622968387212003,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 137
}

2026-11-20 · 103 DTE 19.5K volume

{
  "expiration": "2026-11-20",
  "dte": 103,
  "total_volume": 19514,
  "call_volume": 11775,
  "put_volume": 7739,
  "total_oi": 475691,
  "call_oi": 233448,
  "put_oi": 242243,
  "put_call_volume_ratio": 0.65723991507431,
  "volume_oi_ratio": 0.041022428425175166,
  "atm_iv": 0.4136265322912382,
  "expected_move": 39.13,
  "expected_move_pct": 0.17471869976781568,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 119
}

2026-12-18 · 131 DTE 34.8K volume

{
  "expiration": "2026-12-18",
  "dte": 131,
  "total_volume": 34802,
  "call_volume": 16040,
  "put_volume": 18762,
  "total_oi": 2143525,
  "call_oi": 1114544,
  "put_oi": 1028981,
  "put_call_volume_ratio": 1.1697007481296757,
  "volume_oi_ratio": 0.016235873152867356,
  "atm_iv": 0.4095909354861554,
  "expected_move": 43.58,
  "expected_move_pct": 0.19458831934273976,
  "expected_move_method": "ATM midpoint straddle",
  "contract_count": 747
}

Key strike intelligence

$220.00 361.9K / 96.5K OI

{
  "strike": 220,
  "call_volume": 78272,
  "put_volume": 126174,
  "call_oi": 361927,
  "put_oi": 96477,
  "call_iv": 0.3990217391304348,
  "put_iv": 0.39198695652173915,
  "volume_oi_ratio": 0.44599523564366805,
  "delta_positioning_proxy": 4154889480.4401603,
  "gamma_positioning_proxy": 142863646.49414,
  "vega_concentration_proxy": 19653482.546,
  "theta_concentration_proxy": 6500885.584799999
}

$225.00 251K / 43.6K OI

{
  "strike": 225,
  "call_volume": 205938,
  "put_volume": 26710,
  "call_oi": 251010,
  "put_oi": 43564,
  "call_iv": 0.39556086956521735,
  "put_iv": 0.38846086956521736,
  "volume_oi_ratio": 0.789777780795318,
  "delta_positioning_proxy": 2485494213.583788,
  "gamma_positioning_proxy": 138225617.018412,
  "vega_concentration_proxy": 10557566.9099,
  "theta_concentration_proxy": 5609025.174
}

$230.00 340.7K / 54.7K OI

{
  "strike": 230,
  "call_volume": 120431,
  "put_volume": 11171,
  "call_oi": 340683,
  "put_oi": 54660,
  "call_iv": 0.39363913043478255,
  "put_iv": 0.3888130434782609,
  "volume_oi_ratio": 0.33288056194241455,
  "delta_positioning_proxy": 2852149120.954496,
  "gamma_positioning_proxy": 131534754.035168,
  "vega_concentration_proxy": 16924141.8503,
  "theta_concentration_proxy": 5724917.2979
}

$210.00 304.6K / 184K OI

{
  "strike": 210,
  "call_volume": 29845,
  "put_volume": 39490,
  "call_oi": 304596,
  "put_oi": 183981,
  "call_iv": 0.4164391304347826,
  "put_iv": 0.40772173913043475,
  "volume_oi_ratio": 0.1419121243939031,
  "delta_positioning_proxy": 3767337680.0119724,
  "gamma_positioning_proxy": 97791018.164092,
  "vega_concentration_proxy": 20274736.0916,
  "theta_concentration_proxy": 5161123.334
}

$200.00 417.7K / 335.4K OI

{
  "strike": 200,
  "call_volume": 12056,
  "put_volume": 31480,
  "call_oi": 417725,
  "put_oi": 335420,
  "call_iv": 0.44208695652173907,
  "put_iv": 0.4382130434782609,
  "volume_oi_ratio": 0.05780560184293861,
  "delta_positioning_proxy": 5478406965.602956,
  "gamma_positioning_proxy": 94370153.618664,
  "vega_concentration_proxy": 34818121.6545,
  "theta_concentration_proxy": 5555722.1786
}

$215.00 179.8K / 92.3K OI

{
  "strike": 215,
  "call_volume": 22089,
  "put_volume": 49222,
  "call_oi": 179765,
  "put_oi": 92296,
  "call_iv": 0.40421739130434786,
  "put_iv": 0.39818695652173913,
  "volume_oi_ratio": 0.2621140111960185,
  "delta_positioning_proxy": 2194723845.260716,
  "gamma_positioning_proxy": 83641993.748456,
  "vega_concentration_proxy": 9558782.509,
  "theta_concentration_proxy": 3848418.6555
}

$250.00 430.5K / 16.9K OI

{
  "strike": 250,
  "call_volume": 38640,
  "put_volume": 430,
  "call_oi": 430519,
  "put_oi": 16875,
  "call_iv": 0.40858260869565216,
  "put_iv": 0.41618636363636363,
  "volume_oi_ratio": 0.08732794807261608,
  "delta_positioning_proxy": 2830462864.572728,
  "gamma_positioning_proxy": 69608518.001044,
  "vega_concentration_proxy": 20609514.441999998,
  "theta_concentration_proxy": 3469113.7445
}

$240.00 261.5K / 26.9K OI

{
  "strike": 240,
  "call_volume": 53711,
  "put_volume": 1688,
  "call_oi": 261538,
  "put_oi": 26911,
  "call_iv": 0.3968260869565218,
  "put_iv": 0.40668695652173914,
  "volume_oi_ratio": 0.19205821479706986,
  "delta_positioning_proxy": 1791683308.023576,
  "gamma_positioning_proxy": 64358773.094923995,
  "vega_concentration_proxy": 12444445.6029,
  "theta_concentration_proxy": 3058236.7967
}

$235.00 146.8K / 13.6K OI

{
  "strike": 235,
  "call_volume": 50681,
  "put_volume": 3368,
  "call_oi": 146843,
  "put_oi": 13605,
  "call_iv": 0.39296521739130436,
  "put_iv": 0.3923826086956522,
  "volume_oi_ratio": 0.3368630335061827,
  "delta_positioning_proxy": 926074863.0858121,
  "gamma_positioning_proxy": 53331339.284035996,
  "vega_concentration_proxy": 5105659.7561,
  "theta_concentration_proxy": 2301102.0095
}

$180.00 266.4K / 332.9K OI

{
  "strike": 180,
  "call_volume": 1948,
  "put_volume": 50180,
  "call_oi": 266363,
  "put_oi": 332864,
  "call_iv": 0.5454521739130435,
  "put_iv": 0.5204478260869565,
  "volume_oi_ratio": 0.08699207478968739,
  "delta_positioning_proxy": 4238632673.4260964,
  "gamma_positioning_proxy": 46164900.398628004,
  "vega_concentration_proxy": 18464969.5075,
  "theta_concentration_proxy": 3132137.0123
}

$190.00 131.5K / 276.1K OI

{
  "strike": 190,
  "call_volume": 2228,
  "put_volume": 16076,
  "call_oi": 131506,
  "put_oi": 276079,
  "call_iv": 0.47359565217391303,
  "put_iv": 0.47627391304347827,
  "volume_oi_ratio": 0.044908424009715765,
  "delta_positioning_proxy": 1617622232.988212,
  "gamma_positioning_proxy": 40572694.359604,
  "vega_concentration_proxy": 12555705.8558,
  "theta_concentration_proxy": 2563447.2716
}

$205.00 117.6K / 117.5K OI

{
  "strike": 205,
  "call_volume": 7898,
  "put_volume": 27502,
  "call_oi": 117613,
  "put_oi": 117508,
  "call_iv": 0.42824782608695655,
  "put_iv": 0.42095652173913045,
  "volume_oi_ratio": 0.15056077509027266,
  "delta_positioning_proxy": 1471477704.339324,
  "gamma_positioning_proxy": 39613804.199772,
  "vega_concentration_proxy": 8620846.6721,
  "theta_concentration_proxy": 2162400.6229
}

$195.00 169.8K / 148.5K OI

{
  "strike": 195,
  "call_volume": 2669,
  "put_volume": 14966,
  "call_oi": 169775,
  "put_oi": 148470,
  "call_iv": 0.4328826086956522,
  "put_iv": 0.4558913043478261,
  "volume_oi_ratio": 0.055413282219673524,
  "delta_positioning_proxy": 2642157880.122904,
  "gamma_positioning_proxy": 38467892.658580005,
  "vega_concentration_proxy": 9522345.1265,
  "theta_concentration_proxy": 2417286.1603
}

$222.50 33.3K / 3.5K OI

{
  "strike": 222.5,
  "call_volume": 95910,
  "put_volume": 37176,
  "call_oi": 33254,
  "put_oi": 3461,
  "call_iv": 0.33698333333333336,
  "put_iv": 0.3393,
  "volume_oi_ratio": 3.6248399836579055,
  "delta_positioning_proxy": 399235226.51667607,
  "gamma_positioning_proxy": 36089527.132164,
  "vega_concentration_proxy": 440982.8963,
  "theta_concentration_proxy": 1220290.958
}

Exact credential-free EODHD request locator ↗ · options-intelligence-deterministic-v1. This research module does not mutate the production quant model.