{"timestamp": "2026-11-11 02:04:18", "data": {"options": [{"option": "ESE261120C00195000", "bid": 42.5, "bid_size": 1.0, "ask": 46.5, "ask_size": 7.0, "iv": 0.724, "open_interest": 0.0, "volume": 0.0, "delta": 0.9455, "gamma": 0.0035, "vega": 0.044, "theta": -0.1602, "rho": 0.0595, "theo": 44.5213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.75}, {"option": "ESE261120P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 8.0, "iv": 1.0774, "open_interest": 0.0, "volume": 0.0, "delta": -0.055, "gamma": 0.0035, "vega": 0.044, "theta": -0.1662, "rho": -0.0042, "theo": 0.7521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120C00200000", "bid": 37.6, "bid_size": 6.0, "ask": 41.5, "ask_size": 6.0, "iv": 0.7183, "open_interest": 0.0, "volume": 0.0, "delta": 0.9308, "gamma": 0.0045, "vega": 0.0529, "theta": -0.1857, "rho": 0.0599, "theo": 39.7165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.0499992370606}, {"option": "ESE261120P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 8.0, "iv": 0.9786, "open_interest": 0.0, "volume": 0.0, "delta": -0.0696, "gamma": 0.0045, "vega": 0.053, "theta": -0.1912, "rho": -0.0052, "theo": 0.9405, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120C00210000", "bid": 28.0, "bid_size": 3.0, "ask": 32.0, "ask_size": 2.0, "iv": 0.6281, "open_interest": 0.0, "volume": 0.0, "delta": 0.8862, "gamma": 0.0072, "vega": 0.0764, "theta": -0.2478, "rho": 0.0595, "theo": 30.3168, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.3500003814697}, {"option": "ESE261120P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.7825, "open_interest": 0.0, "volume": 0.0, "delta": -0.1144, "gamma": 0.0073, "vega": 0.0766, "theta": -0.2524, "rho": -0.0085, "theo": 1.5277, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120C00220000", "bid": 19.5, "bid_size": 1.0, "ask": 23.5, "ask_size": 6.0, "iv": 0.5844, "open_interest": 0.0, "volume": 0.0, "delta": 0.8078, "gamma": 0.0114, "vega": 0.1083, "theta": -0.3232, "rho": 0.0563, "theo": 21.4371, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 24.5}, {"option": "ESE261120P00220000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 7.0, "iv": 0.5939, "open_interest": 2.0, "volume": 0.0, "delta": -0.1932, "gamma": 0.0115, "vega": 0.1084, "theta": -0.3271, "rho": -0.014, "theo": 2.6377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.25, "last_trade_time": "2026-10-27T10:22:51", "percent_change": 0.0, "prev_day_close": 2.52500000037253}, {"option": "ESE261120C00230000", "bid": 11.5, "bid_size": 4.0, "ask": 16.0, "ask_size": 6.0, "iv": 0.558, "open_interest": 0.0, "volume": 0.0, "delta": 0.6762, "gamma": 0.0164, "vega": 0.1422, "theta": -0.3962, "rho": 0.0485, "theo": 13.6491, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.9499998092651}, {"option": "ESE261120P00230000", "bid": 2.55, "bid_size": 7.0, "ask": 7.0, "ask_size": 8.0, "iv": 0.5459, "open_interest": 0.0, "volume": 0.0, "delta": -0.3256, "gamma": 0.0166, "vega": 0.1424, "theta": -0.3997, "rho": -0.0221, "theo": 4.8458, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.49999988079071}, {"option": "ESE261120C00240000", "bid": 6.9, "bid_size": 7.0, "ask": 10.5, "ask_size": 7.0, "iv": 0.5863, "open_interest": 4.0, "volume": 0.0, "delta": 0.4964, "gamma": 0.0189, "vega": 0.1577, "theta": -0.4278, "rho": 0.0363, "theo": 7.8473, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.64, "last_trade_time": "2026-11-09T09:40:20", "percent_change": 0.0, "prev_day_close": 10.3499999046326}, {"option": "ESE261120P00240000", "bid": 6.5, "bid_size": 7.0, "ask": 11.0, "ask_size": 7.0, "iv": 0.5135, "open_interest": 10.0, "volume": 0.0, "delta": -0.5069, "gamma": 0.019, "vega": 0.1576, "theta": -0.4307, "rho": -0.0332, "theo": 9.0459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 9.98, "last_trade_time": "2026-10-27T12:45:51", "percent_change": 0.0, "prev_day_close": 7.84999990463257}, {"option": "ESE261120C00250000", "bid": 2.05, "bid_size": 7.0, "ask": 6.5, "ask_size": 7.0, "iv": 0.5418, "open_interest": 1.0, "volume": 0.0, "delta": 0.3261, "gamma": 0.0165, "vega": 0.1426, "theta": -0.3969, "rho": 0.024, "theo": 4.3951, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.01, "last_trade_time": "2026-11-05T12:14:41", "percent_change": 0.0, "prev_day_close": 5.5}, {"option": "ESE261120P00250000", "bid": 13.0, "bid_size": 2.0, "ask": 17.0, "ask_size": 1.0, "iv": 0.5129, "open_interest": 0.0, "volume": 0.0, "delta": -0.6784, "gamma": 0.0166, "vega": 0.1414, "theta": -0.3983, "rho": -0.0401, "theo": 15.6228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 13.25}, {"option": "ESE261120C00260000", "bid": 0.2, "bid_size": 3.0, "ask": 4.9, "ask_size": 6.0, "iv": 0.5868, "open_interest": 1.0, "volume": 0.0, "delta": 0.2088, "gamma": 0.0122, "vega": 0.1137, "theta": -0.3349, "rho": 0.0154, "theo": 2.6022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.06, "last_trade_time": "2026-11-09T09:46:17", "percent_change": 0.0, "prev_day_close": 2.70000004768372}, {"option": "ESE261120P00260000", "bid": 20.5, "bid_size": 6.0, "ask": 24.8, "ask_size": 1.0, "iv": 0.4712, "open_interest": 10.0, "volume": 0.0, "delta": -0.7963, "gamma": 0.0124, "vega": 0.1118, "theta": -0.3352, "rho": -0.0439, "theo": 23.8558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.55, "last_trade_time": "2026-10-15T10:07:52", "percent_change": 0.0, "prev_day_close": 20.75}, {"option": "ESE261120C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.7266, "open_interest": 3.0, "volume": 0.0, "delta": 0.1375, "gamma": 0.0086, "vega": 0.087, "theta": -0.2733, "rho": 0.0101, "theo": 1.6602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.0, "last_trade_time": "2026-11-03T11:00:59", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120P00270000", "bid": 29.5, "bid_size": 6.0, "ask": 33.5, "ask_size": 1.0, "iv": 0.4289, "open_interest": 0.0, "volume": 0.0, "delta": -0.8682, "gamma": 0.0088, "vega": 0.085, "theta": -0.2734, "rho": -0.0456, "theo": 32.937, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.0}, {"option": "ESE261120C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.8611, "open_interest": 2.0, "volume": 0.0, "delta": 0.0942, "gamma": 0.0061, "vega": 0.0665, "theta": -0.2221, "rho": 0.0069, "theo": 1.1291, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.5, "last_trade_time": "2026-10-05T09:31:02", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120P00280000", "bid": 39.0, "bid_size": 6.0, "ask": 43.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9118, "gamma": 0.0062, "vega": 0.0623, "theta": -0.2228, "rho": -0.0402, "theo": 42.4284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 45.6, "last_trade_time": "2026-10-23T10:56:46", "percent_change": 0.0, "prev_day_close": 37.8999996185303}, {"option": "ESE261120C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.985, "open_interest": 1.0, "volume": 0.0, "delta": 0.0672, "gamma": 0.0044, "vega": 0.0515, "theta": -0.1818, "rho": 0.0049, "theo": 0.8073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.7, "last_trade_time": "2026-10-05T11:20:16", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120P00290000", "bid": 49.0, "bid_size": 6.0, "ask": 53.0, "ask_size": 7.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9392, "gamma": 0.0045, "vega": 0.0472, "theta": -0.183, "rho": -0.0379, "theo": 52.1275, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.0, "last_trade_time": "2026-11-04T09:34:28", "percent_change": 0.0, "prev_day_close": 47.8999996185303}, {"option": "ESE261120C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 1.1003, "open_interest": 1.0, "volume": 0.0, "delta": 0.0495, "gamma": 0.0032, "vega": 0.0404, "theta": -0.1503, "rho": 0.0036, "theo": 0.6003, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.5, "last_trade_time": "2026-10-07T09:34:51", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120P00300000", "bid": 59.0, "bid_size": 6.0, "ask": 62.9, "ask_size": 6.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9572, "gamma": 0.0034, "vega": 0.0362, "theta": -0.1507, "rho": -0.0355, "theo": 61.9408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.8999996185303}, {"option": "ESE261120C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 2.0, "iv": 1.2086, "open_interest": 0.0, "volume": 0.0, "delta": 0.0375, "gamma": 0.0024, "vega": 0.0322, "theta": -0.1256, "rho": 0.0027, "theo": 0.4603, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120P00310000", "bid": 69.0, "bid_size": 6.0, "ask": 73.0, "ask_size": 7.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9693, "gamma": 0.0026, "vega": 0.0267, "theta": -0.1249, "rho": -0.0305, "theo": 71.8211, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 68.0}, {"option": "ESE261120C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 1.3107, "open_interest": 0.0, "volume": 0.0, "delta": 0.0291, "gamma": 0.0019, "vega": 0.0262, "theta": -0.1061, "rho": 0.0021, "theo": 0.362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261120P00320000", "bid": 79.0, "bid_size": 6.0, "ask": 83.0, "ask_size": 7.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9781, "gamma": 0.002, "vega": 0.0204, "theta": -0.1035, "rho": -0.0278, "theo": 81.7405, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 77.9000015258789}, {"option": "ESE261218C00165000", "bid": 72.5, "bid_size": 1.0, "ask": 77.0, "ask_size": 1.0, "iv": 0.6255, "open_interest": 3.0, "volume": 0.0, "delta": 0.9594, "gamma": 0.0016, "vega": 0.0658, "theta": -0.051, "rho": 0.1687, "theo": 74.85, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 138.4, "last_trade_time": "2026-05-18T09:57:27", "percent_change": 0.0, "prev_day_close": 78.0}, {"option": "ESE261218P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.8762, "open_interest": 0.0, "volume": 0.0, "delta": -0.0396, "gamma": 0.0016, "vega": 0.066, "theta": -0.0587, "rho": -0.0104, "theo": 0.9076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218C00170000", "bid": 68.0, "bid_size": 1.0, "ask": 72.1, "ask_size": 1.0, "iv": 0.528, "open_interest": 0.0, "volume": 0.0, "delta": 0.9532, "gamma": 0.0019, "vega": 0.0741, "theta": -0.056, "rho": 0.1724, "theo": 69.992, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 73.0499992370606}, {"option": "ESE261218P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.8203, "open_interest": 0.0, "volume": 0.0, "delta": -0.0457, "gamma": 0.0019, "vega": 0.0743, "theta": -0.0632, "rho": -0.0121, "theo": 1.0252, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218C00175000", "bid": 63.0, "bid_size": 1.0, "ask": 66.9, "ask_size": 1.0, "iv": 0.54, "open_interest": 0.0, "volume": 0.0, "delta": 0.946, "gamma": 0.0022, "vega": 0.0833, "theta": -0.0615, "rho": 0.1758, "theo": 65.1533, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 68.0}, {"option": "ESE261218P00175000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.7657, "open_interest": 0.0, "volume": 0.0, "delta": -0.053, "gamma": 0.0022, "vega": 0.0837, "theta": -0.0682, "rho": -0.014, "theo": 1.1623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218C00180000", "bid": 58.0, "bid_size": 1.0, "ask": 61.9, "ask_size": 1.0, "iv": 0.494, "open_interest": 1.0, "volume": 0.0, "delta": 0.9373, "gamma": 0.0026, "vega": 0.094, "theta": -0.0672, "rho": 0.1789, "theo": 60.3379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 124.4, "last_trade_time": "2026-05-18T09:57:27", "percent_change": 0.0, "prev_day_close": 63.0}, {"option": "ESE261218P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.7122, "open_interest": 1.0, "volume": 0.0, "delta": -0.0617, "gamma": 0.0026, "vega": 0.0942, "theta": -0.0735, "rho": -0.0161, "theo": 1.3232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.85, "last_trade_time": "2026-07-08T09:38:00", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218C00185000", "bid": 53.4, "bid_size": 1.0, "ask": 57.5, "ask_size": 1.0, "iv": 0.5441, "open_interest": 1.0, "volume": 0.0, "delta": 0.927, "gamma": 0.0031, "vega": 0.106, "theta": -0.0734, "rho": 0.1814, "theo": 55.5521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 161.2, "last_trade_time": "2026-06-29T09:34:05", "percent_change": 0.0, "prev_day_close": 59.0}, {"option": "ESE261218P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.6596, "open_interest": 1.0, "volume": 0.0, "delta": -0.0721, "gamma": 0.0031, "vega": 0.1062, "theta": -0.0792, "rho": -0.0188, "theo": 1.5134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.0, "last_trade_time": "2026-07-08T09:38:00", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218C00190000", "bid": 48.5, "bid_size": 1.0, "ask": 53.1, "ask_size": 4.0, "iv": 0.5162, "open_interest": 1.0, "volume": 0.0, "delta": 0.9147, "gamma": 0.0036, "vega": 0.1195, "theta": -0.08, "rho": 0.1834, "theo": 50.8028, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 118.4, "last_trade_time": "2026-05-28T10:00:12", "percent_change": 0.0, "prev_day_close": 54.0}, {"option": "ESE261218P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 4.0, "iv": 0.6078, "open_interest": 1.0, "volume": 0.0, "delta": -0.0845, "gamma": 0.0036, "vega": 0.1199, "theta": -0.0854, "rho": -0.0219, "theo": 1.7409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.5, "last_trade_time": "2026-11-09T10:57:55", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218C00195000", "bid": 43.6, "bid_size": 2.0, "ask": 48.2, "ask_size": 1.0, "iv": 0.4814, "open_interest": 1.0, "volume": 0.0, "delta": 0.8997, "gamma": 0.0043, "vega": 0.135, "theta": -0.0871, "rho": 0.1846, "theo": 46.1005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 112.2, "last_trade_time": "2026-05-08T10:14:17", "percent_change": 0.0, "prev_day_close": 49.25}, {"option": "ESE261218P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.5566, "open_interest": 0.0, "volume": 0.0, "delta": -0.0996, "gamma": 0.0043, "vega": 0.1354, "theta": -0.092, "rho": -0.0257, "theo": 2.0153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218C00200000", "bid": 39.0, "bid_size": 2.0, "ask": 43.7, "ask_size": 3.0, "iv": 0.4679, "open_interest": 1.0, "volume": 0.0, "delta": 0.8815, "gamma": 0.0051, "vega": 0.1523, "theta": -0.0946, "rho": 0.185, "theo": 41.4588, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 144.5, "last_trade_time": "2026-07-09T09:31:39", "percent_change": 0.0, "prev_day_close": 44.25}, {"option": "ESE261218P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.5059, "open_interest": 1.0, "volume": 0.0, "delta": -0.118, "gamma": 0.0051, "vega": 0.1528, "theta": -0.099, "rho": -0.0302, "theo": 2.3514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.43, "last_trade_time": "2026-10-27T10:10:17", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218C00210000", "bid": 30.1, "bid_size": 6.0, "ask": 34.5, "ask_size": 2.0, "iv": 0.4438, "open_interest": 1.0, "volume": 0.0, "delta": 0.8318, "gamma": 0.0072, "vega": 0.1934, "theta": -0.1106, "rho": 0.1819, "theo": 32.4416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 137.8, "last_trade_time": "2026-06-29T09:34:05", "percent_change": 0.0, "prev_day_close": 35.3500003814697}, {"option": "ESE261218P00210000", "bid": 0.1, "bid_size": 3.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.411, "open_interest": 1.0, "volume": 0.0, "delta": -0.1681, "gamma": 0.0072, "vega": 0.194, "theta": -0.1143, "rho": -0.0425, "theo": 3.292, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.5, "last_trade_time": "2026-04-20T09:31:14", "percent_change": 0.0, "prev_day_close": 2.52500000037253}, {"option": "ESE261218C00220000", "bid": 22.0, "bid_size": 3.0, "ask": 26.5, "ask_size": 2.0, "iv": 0.4196, "open_interest": 1.0, "volume": 0.0, "delta": 0.7568, "gamma": 0.0098, "vega": 0.2409, "theta": -0.1274, "rho": 0.1715, "theo": 24.0174, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 128.7, "last_trade_time": "2026-06-29T09:34:05", "percent_change": 0.0, "prev_day_close": 27.3500003814697}, {"option": "ESE261218P00220000", "bid": 3.2, "bid_size": 6.0, "ask": 7.0, "ask_size": 3.0, "iv": 0.4214, "open_interest": 4.0, "volume": 0.0, "delta": -0.2435, "gamma": 0.0099, "vega": 0.242, "theta": -0.1303, "rho": -0.0607, "theo": 4.8236, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.09, "last_trade_time": "2026-10-19T09:56:31", "percent_change": 0.0, "prev_day_close": 4.85000002384186}, {"option": "ESE261218C00230000", "bid": 15.1, "bid_size": 2.0, "ask": 19.5, "ask_size": 2.0, "iv": 0.4029, "open_interest": 1.0, "volume": 0.0, "delta": 0.6483, "gamma": 0.0126, "vega": 0.2853, "theta": -0.142, "rho": 0.1511, "theo": 16.6815, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.39, "last_trade_time": "2026-11-02T10:40:58", "percent_change": 0.0, "prev_day_close": 20.0}, {"option": "ESE261218P00230000", "bid": 5.2, "bid_size": 6.0, "ask": 9.9, "ask_size": 1.0, "iv": 0.3844, "open_interest": 2.0, "volume": 0.0, "delta": -0.353, "gamma": 0.0127, "vega": 0.2858, "theta": -0.1444, "rho": -0.0851, "theo": 7.4589, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.9, "last_trade_time": "2026-09-02T14:39:55", "percent_change": 0.0, "prev_day_close": 6.79999995231628}, {"option": "ESE261218C00240000", "bid": 9.9, "bid_size": 7.0, "ask": 14.0, "ask_size": 2.0, "iv": 0.4004, "open_interest": 1.0, "volume": 0.0, "delta": 0.5143, "gamma": 0.0138, "vega": 0.3065, "theta": -0.15, "rho": 0.122, "theo": 11.0936, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 90.0, "last_trade_time": "2026-04-17T15:58:19", "percent_change": 0.0, "prev_day_close": 13.75}, {"option": "ESE261218P00240000", "bid": 9.6, "bid_size": 4.0, "ask": 14.0, "ask_size": 1.0, "iv": 0.3771, "open_interest": 3.0, "volume": 0.0, "delta": -0.4887, "gamma": 0.014, "vega": 0.3063, "theta": -0.152, "rho": -0.1132, "theo": 11.8578, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.26, "last_trade_time": "2026-10-09T11:14:25", "percent_change": 0.0, "prev_day_close": 10.5}, {"option": "ESE261218C00250000", "bid": 5.3, "bid_size": 3.0, "ask": 10.0, "ask_size": 3.0, "iv": 0.3907, "open_interest": 8.0, "volume": 0.0, "delta": 0.3869, "gamma": 0.0129, "vega": 0.2946, "theta": -0.149, "rho": 0.0926, "theo": 7.4793, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.2, "last_trade_time": "2026-09-18T13:38:06", "percent_change": 0.0, "prev_day_close": 9.0499997138977}, {"option": "ESE261218P00250000", "bid": 15.5, "bid_size": 6.0, "ask": 20.0, "ask_size": 4.0, "iv": 0.3678, "open_interest": 2.0, "volume": 1.0, "delta": -0.618, "gamma": 0.0131, "vega": 0.2926, "theta": -0.1506, "rho": -0.1351, "theo": 18.2467, "change": 0.1, "open": 16.0, "high": 16.0, "low": 16.0, "tick": "up", "last_trade_price": 16.0, "last_trade_time": "2026-11-10T10:10:53", "percent_change": 0.628933, "prev_day_close": 15.8999996185303}, {"option": "ESE261218C00260000", "bid": 2.6, "bid_size": 7.0, "ask": 7.0, "ask_size": 3.0, "iv": 0.3908, "open_interest": 3.0, "volume": 0.0, "delta": 0.2897, "gamma": 0.0107, "vega": 0.2637, "theta": -0.142, "rho": 0.0694, "theo": 5.3295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 79.5, "last_trade_time": "2026-04-23T10:07:15", "percent_change": 0.0, "prev_day_close": 5.70000004768372}, {"option": "ESE261218P00260000", "bid": 22.5, "bid_size": 6.0, "ask": 27.0, "ask_size": 3.0, "iv": 0.3567, "open_interest": 3.0, "volume": 0.0, "delta": -0.7167, "gamma": 0.011, "vega": 0.26, "theta": -0.1432, "rho": -0.1503, "theo": 26.1091, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.66, "last_trade_time": "2026-10-09T11:14:25", "percent_change": 0.0, "prev_day_close": 22.3999996185303}, {"option": "ESE261218C00270000", "bid": 0.1, "bid_size": 3.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.3745, "open_interest": 21.0, "volume": 0.0, "delta": 0.2219, "gamma": 0.0087, "vega": 0.2297, "theta": -0.1327, "rho": 0.0532, "theo": 4.024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 12.8, "last_trade_time": "2026-10-09T12:59:04", "percent_change": 0.0, "prev_day_close": 3.47500002384186}, {"option": "ESE261218P00270000", "bid": 31.0, "bid_size": 2.0, "ask": 35.0, "ask_size": 1.0, "iv": 0.3662, "open_interest": 0.0, "volume": 0.0, "delta": -0.7857, "gamma": 0.0089, "vega": 0.2239, "theta": -0.1336, "rho": -0.1544, "theo": 34.8201, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.0, "last_trade_time": "2026-08-14T15:55:20", "percent_change": 0.0, "prev_day_close": 30.3999996185303}, {"option": "ESE261218C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.4391, "open_interest": 1.0, "volume": 0.0, "delta": 0.1747, "gamma": 0.007, "vega": 0.1989, "theta": -0.1232, "rho": 0.0417, "theo": 3.1773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.5, "last_trade_time": "2026-09-18T11:14:27", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00280000", "bid": 40.0, "bid_size": 1.0, "ask": 44.0, "ask_size": 1.0, "iv": 0.3661, "open_interest": 3.0, "volume": 0.0, "delta": -0.8336, "gamma": 0.0072, "vega": 0.1911, "theta": -0.1237, "rho": -0.1565, "theo": 43.9951, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 46.1, "last_trade_time": "2026-10-23T10:56:46", "percent_change": 0.0, "prev_day_close": 39.0}, {"option": "ESE261218C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.5028, "open_interest": 3.0, "volume": 0.0, "delta": 0.1414, "gamma": 0.0056, "vega": 0.173, "theta": -0.1145, "rho": 0.0336, "theo": 2.602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.8, "last_trade_time": "2026-10-09T13:31:42", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00290000", "bid": 49.5, "bid_size": 2.0, "ask": 53.5, "ask_size": 1.0, "iv": 0.3253, "open_interest": 0.0, "volume": 0.0, "delta": -0.8676, "gamma": 0.0059, "vega": 0.1641, "theta": -0.1143, "rho": -0.1549, "theo": 53.4343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 56.09, "last_trade_time": "2026-10-22T13:46:31", "percent_change": 0.0, "prev_day_close": 48.25}, {"option": "ESE261218C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.5622, "open_interest": 4.0, "volume": 0.0, "delta": 0.117, "gamma": 0.0047, "vega": 0.1518, "theta": -0.1065, "rho": 0.0277, "theo": 2.1876, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.7, "last_trade_time": "2026-10-07T10:55:04", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00300000", "bid": 59.0, "bid_size": 1.0, "ask": 63.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": -0.8925, "gamma": 0.0049, "vega": 0.141, "theta": -0.1056, "rho": -0.1514, "theo": 63.0348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.8, "last_trade_time": "2026-07-01T13:15:35", "percent_change": 0.0, "prev_day_close": 57.8999996185303}, {"option": "ESE261218C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.6178, "open_interest": 4.0, "volume": 0.0, "delta": 0.0988, "gamma": 0.0039, "vega": 0.1344, "theta": -0.0995, "rho": 0.0234, "theo": 1.8776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.5, "last_trade_time": "2026-09-28T11:12:07", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00310000", "bid": 69.0, "bid_size": 6.0, "ask": 73.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9113, "gamma": 0.0041, "vega": 0.1225, "theta": -0.098, "rho": -0.1438, "theo": 72.7391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.5, "last_trade_time": "2026-04-17T15:39:20", "percent_change": 0.0, "prev_day_close": 67.9500007629394}, {"option": "ESE261218C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.6703, "open_interest": 2.0, "volume": 0.0, "delta": 0.0847, "gamma": 0.0033, "vega": 0.1197, "theta": -0.0932, "rho": 0.0199, "theo": 1.6379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.9, "last_trade_time": "2026-10-28T15:50:14", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00320000", "bid": 79.0, "bid_size": 6.0, "ask": 83.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9258, "gamma": 0.0035, "vega": 0.1062, "theta": -0.0906, "rho": -0.1426, "theo": 82.5131, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 77.9500007629394}, {"option": "ESE261218C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.7201, "open_interest": 2.0, "volume": 0.0, "delta": 0.0736, "gamma": 0.0028, "vega": 0.1077, "theta": -0.0876, "rho": 0.0173, "theo": 1.448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-10-28T15:18:53", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00330000", "bid": 89.0, "bid_size": 6.0, "ask": 93.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9373, "gamma": 0.003, "vega": 0.092, "theta": -0.0846, "rho": -0.1348, "theo": 92.3372, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 81.0, "last_trade_time": "2026-11-04T09:34:28", "percent_change": 0.0, "prev_day_close": 87.9500007629394}, {"option": "ESE261218C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.7674, "open_interest": 9.0, "volume": 0.0, "delta": 0.0646, "gamma": 0.0024, "vega": 0.0974, "theta": -0.0826, "rho": 0.0151, "theo": 1.294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-04T13:50:40", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00340000", "bid": 99.0, "bid_size": 6.0, "ask": 103.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9467, "gamma": 0.0027, "vega": 0.0815, "theta": -0.0796, "rho": -0.1285, "theo": 102.1959, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 44.0, "last_trade_time": "2026-08-17T09:30:05", "percent_change": 0.0, "prev_day_close": 97.9500007629394}, {"option": "ESE261218C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.8126, "open_interest": 1.0, "volume": 0.0, "delta": 0.0574, "gamma": 0.0021, "vega": 0.0886, "theta": -0.0781, "rho": 0.0134, "theo": 1.1674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.3, "last_trade_time": "2026-06-24T09:32:51", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00350000", "bid": 109.0, "bid_size": 6.0, "ask": 113.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9542, "gamma": 0.0024, "vega": 0.0728, "theta": -0.0746, "rho": -0.1254, "theo": 112.0818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.5, "last_trade_time": "2026-10-09T09:45:47", "percent_change": 0.0, "prev_day_close": 107.950000762939}, {"option": "ESE261218C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.8558, "open_interest": 3.0, "volume": 0.0, "delta": 0.0514, "gamma": 0.0019, "vega": 0.0812, "theta": -0.0741, "rho": 0.012, "theo": 1.0613, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.0, "last_trade_time": "2026-06-24T09:32:51", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00360000", "bid": 119.0, "bid_size": 6.0, "ask": 123.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9606, "gamma": 0.0021, "vega": 0.0624, "theta": -0.0709, "rho": -0.109, "theo": 121.9896, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 44.0, "last_trade_time": "2026-06-29T11:23:15", "percent_change": 0.0, "prev_day_close": 117.950000762939}, {"option": "ESE261218C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.8972, "open_interest": 0.0, "volume": 0.0, "delta": 0.0463, "gamma": 0.0017, "vega": 0.0747, "theta": -0.0704, "rho": 0.0107, "theo": 0.9715, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00370000", "bid": 129.0, "bid_size": 6.0, "ask": 133.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9661, "gamma": 0.0019, "vega": 0.0557, "theta": -0.0674, "rho": -0.1044, "theo": 131.914, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 63.0, "last_trade_time": "2026-04-17T11:55:45", "percent_change": 0.0, "prev_day_close": 127.949996948242}, {"option": "ESE261218C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.937, "open_interest": 1.0, "volume": 0.0, "delta": 0.042, "gamma": 0.0015, "vega": 0.069, "theta": -0.0671, "rho": 0.0097, "theo": 0.8946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.65, "last_trade_time": "2026-06-29T11:20:21", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00380000", "bid": 139.0, "bid_size": 6.0, "ask": 143.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9707, "gamma": 0.0017, "vega": 0.0492, "theta": -0.0638, "rho": -0.1026, "theo": 141.8513, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 137.949996948242}, {"option": "ESE261218C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.9753, "open_interest": 0.0, "volume": 0.0, "delta": 0.0384, "gamma": 0.0014, "vega": 0.0641, "theta": -0.0641, "rho": 0.0089, "theo": 0.8281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.9, "last_trade_time": "2026-10-28T15:50:14", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00390000", "bid": 149.0, "bid_size": 6.0, "ask": 153.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9748, "gamma": 0.0016, "vega": 0.0451, "theta": -0.0603, "rho": -0.1041, "theo": 151.7967, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 135.5, "last_trade_time": "2026-10-09T09:45:47", "percent_change": 0.0, "prev_day_close": 147.949996948242}, {"option": "ESE261218C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.0122, "open_interest": 1.0, "volume": 0.0, "delta": 0.0352, "gamma": 0.0012, "vega": 0.0598, "theta": -0.0614, "rho": 0.0081, "theo": 0.77, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.7, "last_trade_time": "2026-08-05T09:32:38", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00400000", "bid": 159.0, "bid_size": 6.0, "ask": 163.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9784, "gamma": 0.0015, "vega": 0.0374, "theta": -0.0597, "rho": -0.0864, "theo": 161.7525, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 157.949996948242}, {"option": "ESE261218C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.0478, "open_interest": 0.0, "volume": 0.0, "delta": 0.0325, "gamma": 0.0011, "vega": 0.0558, "theta": -0.0588, "rho": 0.0075, "theo": 0.719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00410000", "bid": 169.0, "bid_size": 6.0, "ask": 173.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9815, "gamma": 0.0014, "vega": 0.031, "theta": -0.0567, "rho": -0.0743, "theo": 171.718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 167.949996948242}, {"option": "ESE261218C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.0822, "open_interest": 2.0, "volume": 0.0, "delta": 0.0301, "gamma": 0.001, "vega": 0.0523, "theta": -0.0565, "rho": 0.0069, "theo": 0.6739, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.1, "last_trade_time": "2026-04-21T09:32:29", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00420000", "bid": 179.0, "bid_size": 6.0, "ask": 183.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.984, "gamma": 0.0013, "vega": 0.0282, "theta": -0.0526, "rho": -0.0702, "theo": 181.6883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 177.949996948242}, {"option": "ESE261218C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.1155, "open_interest": 1.0, "volume": 0.0, "delta": 0.028, "gamma": 0.0009, "vega": 0.0492, "theta": -0.0544, "rho": 0.0064, "theo": 0.6337, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.4, "last_trade_time": "2026-05-08T09:30:06", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00430000", "bid": 189.0, "bid_size": 6.0, "ask": 193.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9862, "gamma": 0.0012, "vega": 0.0256, "theta": -0.0489, "rho": -0.0504, "theo": 191.6625, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 165.5, "last_trade_time": "2026-09-24T09:31:20", "percent_change": 0.0, "prev_day_close": 187.949996948242}, {"option": "ESE261218C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.1477, "open_interest": 3.0, "volume": 0.0, "delta": 0.0261, "gamma": 0.0009, "vega": 0.0465, "theta": -0.0524, "rho": 0.006, "theo": 0.5977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.5, "last_trade_time": "2026-08-06T15:07:45", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00440000", "bid": 199.0, "bid_size": 6.0, "ask": 203.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9884, "gamma": 0.001, "vega": 0.0173, "theta": -0.0507, "rho": -0.0466, "theo": 201.6457, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 175.2, "last_trade_time": "2026-09-03T10:03:35", "percent_change": 0.0, "prev_day_close": 197.949996948242}, {"option": "ESE261218C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.1789, "open_interest": 1.0, "volume": 0.0, "delta": 0.0245, "gamma": 0.0008, "vega": 0.044, "theta": -0.0506, "rho": 0.0056, "theo": 0.5653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.6, "last_trade_time": "2026-05-08T09:30:06", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00450000", "bid": 209.0, "bid_size": 6.0, "ask": 213.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9904, "gamma": 0.0009, "vega": 0.0164, "theta": -0.0527, "rho": -0.0427, "theo": 211.6305, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 207.949996948242}, {"option": "ESE261218C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.2093, "open_interest": 1.0, "volume": 0.0, "delta": 0.023, "gamma": 0.0008, "vega": 0.0417, "theta": -0.0489, "rho": 0.0052, "theo": 0.536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.2, "last_trade_time": "2026-08-05T09:32:38", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00460000", "bid": 219.0, "bid_size": 6.0, "ask": 223.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.992, "gamma": 0.0008, "vega": 0.013, "theta": -0.0464, "rho": -0.034, "theo": 221.619, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 124.5, "last_trade_time": "2026-07-07T09:34:04", "percent_change": 0.0, "prev_day_close": 217.949996948242}, {"option": "ESE261218C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.2387, "open_interest": 3.0, "volume": 0.0, "delta": 0.0216, "gamma": 0.0007, "vega": 0.0396, "theta": -0.0473, "rho": 0.0049, "theo": 0.5094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.75, "last_trade_time": "2026-05-18T09:30:16", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00470000", "bid": 229.0, "bid_size": 6.0, "ask": 233.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9933, "gamma": 0.0007, "vega": 0.0107, "theta": -0.0388, "rho": -0.0278, "theo": 231.6098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 227.949996948242}, {"option": "ESE261218C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.2673, "open_interest": 6.0, "volume": 0.0, "delta": 0.0204, "gamma": 0.0006, "vega": 0.0376, "theta": -0.0458, "rho": 0.0046, "theo": 0.4852, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.35, "last_trade_time": "2026-05-19T09:30:32", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00480000", "bid": 239.0, "bid_size": 6.0, "ask": 243.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9944, "gamma": 0.0006, "vega": 0.009, "theta": -0.0326, "rho": -0.0279, "theo": 241.6023, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 237.949996948242}, {"option": "ESE261218C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.2952, "open_interest": 11.0, "volume": 0.0, "delta": 0.0193, "gamma": 0.0006, "vega": 0.0359, "theta": -0.0444, "rho": 0.0044, "theo": 0.4631, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.75, "last_trade_time": "2026-08-10T09:30:07", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00490000", "bid": 249.0, "bid_size": 6.0, "ask": 253.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9953, "gamma": 0.0006, "vega": 0.0084, "theta": -0.027, "rho": -0.0269, "theo": 251.5954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 247.949996948242}, {"option": "ESE261218C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.3223, "open_interest": 1.0, "volume": 0.0, "delta": 0.0183, "gamma": 0.0006, "vega": 0.0343, "theta": -0.0431, "rho": 0.0041, "theo": 0.4427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.6, "last_trade_time": "2026-06-24T09:32:51", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00500000", "bid": 259.0, "bid_size": 6.0, "ask": 263.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9962, "gamma": 0.0005, "vega": 0.0078, "theta": -0.0218, "rho": -0.0273, "theo": 261.5891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 257.949996948242}, {"option": "ESE261218C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.3745, "open_interest": 0.0, "volume": 0.0, "delta": 0.0166, "gamma": 0.0005, "vega": 0.0315, "theta": -0.0407, "rho": 0.0037, "theo": 0.4066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE261218P00520000", "bid": 279.0, "bid_size": 6.0, "ask": 283.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9974, "gamma": 0.0004, "vega": 0.0, "theta": -0.0184, "rho": 0.0, "theo": 281.585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 271.0, "last_trade_time": "2026-11-04T09:34:28", "percent_change": 0.0, "prev_day_close": 277.949996948242}, {"option": "ESE270319C00160000", "bid": 80.5, "bid_size": 1.0, "ask": 84.5, "ask_size": 6.0, "iv": 0.4614, "open_interest": 0.0, "volume": 0.0, "delta": 0.947, "gamma": 0.0016, "vega": 0.1524, "theta": -0.0171, "rho": 0.5109, "theo": 82.328, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 85.75}, {"option": "ESE270319P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 8.0, "iv": 0.5184, "open_interest": 0.0, "volume": 0.0, "delta": -0.0523, "gamma": 0.0016, "vega": 0.1532, "theta": -0.0269, "rho": -0.046, "theo": 1.5881, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319C00165000", "bid": 75.5, "bid_size": 2.0, "ask": 79.5, "ask_size": 1.0, "iv": 0.4437, "open_interest": 1.0, "volume": 0.0, "delta": 0.9378, "gamma": 0.0019, "vega": 0.1734, "theta": -0.0206, "rho": 0.5195, "theo": 77.7014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 104.7, "last_trade_time": "2026-09-03T10:03:35", "percent_change": 0.0, "prev_day_close": 81.0}, {"option": "ESE270319P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 8.0, "iv": 0.4874, "open_interest": 0.0, "volume": 0.0, "delta": -0.0616, "gamma": 0.0019, "vega": 0.1742, "theta": -0.03, "rho": -0.0542, "theo": 1.8802, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319C00170000", "bid": 71.0, "bid_size": 3.0, "ask": 75.0, "ask_size": 6.0, "iv": 0.4389, "open_interest": 0.0, "volume": 0.0, "delta": 0.9271, "gamma": 0.0022, "vega": 0.196, "theta": -0.0244, "rho": 0.5268, "theo": 73.1266, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 76.5}, {"option": "ESE270319P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 8.0, "iv": 0.4572, "open_interest": 0.0, "volume": 0.0, "delta": -0.0723, "gamma": 0.0022, "vega": 0.197, "theta": -0.0332, "rho": -0.0633, "theo": 2.2239, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319C00175000", "bid": 66.5, "bid_size": 3.0, "ask": 70.5, "ask_size": 6.0, "iv": 0.4306, "open_interest": 0.0, "volume": 0.0, "delta": 0.9148, "gamma": 0.0025, "vega": 0.221, "theta": -0.0284, "rho": 0.5325, "theo": 68.6121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 72.0}, {"option": "ESE270319P00175000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 8.0, "iv": 0.4276, "open_interest": 0.0, "volume": 0.0, "delta": -0.0848, "gamma": 0.0025, "vega": 0.2222, "theta": -0.0367, "rho": -0.0741, "theo": 2.6295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.52500000037253}, {"option": "ESE270319C00180000", "bid": 62.0, "bid_size": 3.0, "ask": 66.0, "ask_size": 6.0, "iv": 0.4195, "open_interest": 0.0, "volume": 0.0, "delta": 0.9007, "gamma": 0.0028, "vega": 0.2475, "theta": -0.0326, "rho": 0.5364, "theo": 64.1687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 67.5}, {"option": "ESE270319P00180000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 7.0, "iv": 0.403, "open_interest": 0.0, "volume": 0.0, "delta": -0.0991, "gamma": 0.0029, "vega": 0.249, "theta": -0.0404, "rho": -0.086, "theo": 3.1063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.55000000074506}, {"option": "ESE270319C00185000", "bid": 58.0, "bid_size": 1.0, "ask": 62.0, "ask_size": 2.0, "iv": 0.4157, "open_interest": 1.0, "volume": 0.0, "delta": 0.8846, "gamma": 0.0032, "vega": 0.2762, "theta": -0.037, "rho": 0.5382, "theo": 59.8072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 87.1, "last_trade_time": "2026-09-03T10:03:35", "percent_change": 0.0, "prev_day_close": 63.25}, {"option": "ESE270319P00185000", "bid": 0.65, "bid_size": 7.0, "ask": 5.5, "ask_size": 9.0, "iv": 0.3952, "open_interest": 0.0, "volume": 0.0, "delta": -0.1158, "gamma": 0.0033, "vega": 0.2784, "theta": -0.0443, "rho": -0.1004, "theo": 3.676, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.07499998807907}, {"option": "ESE270319C00190000", "bid": 53.5, "bid_size": 7.0, "ask": 57.5, "ask_size": 6.0, "iv": 0.4079, "open_interest": 0.0, "volume": 0.0, "delta": 0.8662, "gamma": 0.0037, "vega": 0.306, "theta": -0.0414, "rho": 0.5378, "theo": 55.5512, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.75}, {"option": "ESE270319P00190000", "bid": 1.55, "bid_size": 7.0, "ask": 6.4, "ask_size": 4.0, "iv": 0.3976, "open_interest": 1.0, "volume": 0.0, "delta": -0.1344, "gamma": 0.0037, "vega": 0.3084, "theta": -0.0483, "rho": -0.1156, "theo": 4.335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.4, "last_trade_time": "2026-11-06T09:37:25", "percent_change": 0.0, "prev_day_close": 4.07500004768372}, {"option": "ESE270319C00195000", "bid": 49.6, "bid_size": 4.0, "ask": 53.5, "ask_size": 8.0, "iv": 0.4067, "open_interest": 0.0, "volume": 0.0, "delta": 0.8456, "gamma": 0.0041, "vega": 0.3373, "theta": -0.046, "rho": 0.5351, "theo": 51.3941, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.7000007629394}, {"option": "ESE270319P00195000", "bid": 2.15, "bid_size": 6.0, "ask": 7.0, "ask_size": 4.0, "iv": 0.3861, "open_interest": 1.0, "volume": 0.0, "delta": -0.1555, "gamma": 0.0042, "vega": 0.34, "theta": -0.0524, "rho": -0.1336, "theo": 5.1044, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.5, "last_trade_time": "2026-09-16T13:03:57", "percent_change": 0.0, "prev_day_close": 4.32500004768372}, {"option": "ESE270319C00200000", "bid": 45.5, "bid_size": 6.0, "ask": 49.5, "ask_size": 2.0, "iv": 0.3988, "open_interest": 2.0, "volume": 1.0, "delta": 0.8224, "gamma": 0.0046, "vega": 0.369, "theta": -0.0505, "rho": 0.5298, "theo": 47.3625, "change": 0.4, "open": 51.0, "high": 51.0, "low": 51.0, "tick": "down", "last_trade_price": 51.0, "last_trade_time": "2026-11-10T10:10:16", "percent_change": 0.790513, "prev_day_close": 50.6000003814697}, {"option": "ESE270319P00200000", "bid": 3.3, "bid_size": 6.0, "ask": 8.0, "ask_size": 8.0, "iv": 0.3854, "open_interest": 1.0, "volume": 0.0, "delta": -0.1791, "gamma": 0.0047, "vega": 0.3718, "theta": -0.0565, "rho": -0.1524, "theo": 6.0022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.34, "last_trade_time": "2026-08-26T10:54:54", "percent_change": 0.0, "prev_day_close": 5.29999995231628}, {"option": "ESE270319C00210000", "bid": 38.3, "bid_size": 2.0, "ask": 42.5, "ask_size": 2.0, "iv": 0.3983, "open_interest": 0.0, "volume": 0.0, "delta": 0.7686, "gamma": 0.0056, "vega": 0.4319, "theta": -0.0592, "rho": 0.5111, "theo": 39.7387, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.7999992370606}, {"option": "ESE270319P00210000", "bid": 5.8, "bid_size": 6.0, "ask": 10.5, "ask_size": 1.0, "iv": 0.3807, "open_interest": 0.0, "volume": 0.0, "delta": -0.2342, "gamma": 0.0057, "vega": 0.4348, "theta": -0.0644, "rho": -0.1966, "theo": 8.2479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.49999976158142}, {"option": "ESE270319C00220000", "bid": 31.5, "bid_size": 1.0, "ask": 35.5, "ask_size": 1.0, "iv": 0.3847, "open_interest": 1.0, "volume": 0.0, "delta": 0.7052, "gamma": 0.0065, "vega": 0.4885, "theta": -0.0669, "rho": 0.4819, "theo": 32.8102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.2, "last_trade_time": "2026-07-17T09:48:42", "percent_change": 0.0, "prev_day_close": 35.8999996185303}, {"option": "ESE270319P00220000", "bid": 9.0, "bid_size": 6.0, "ask": 13.5, "ask_size": 2.0, "iv": 0.3776, "open_interest": 1.0, "volume": 0.0, "delta": -0.2994, "gamma": 0.0067, "vega": 0.4915, "theta": -0.0714, "rho": -0.2462, "theo": 11.2063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.67, "last_trade_time": "2026-08-26T10:54:54", "percent_change": 0.0, "prev_day_close": 10.4000000953674}, {"option": "ESE270319C00230000", "bid": 25.5, "bid_size": 1.0, "ask": 29.5, "ask_size": 1.0, "iv": 0.3805, "open_interest": 0.0, "volume": 0.0, "delta": 0.6342, "gamma": 0.0072, "vega": 0.5325, "theta": -0.0728, "rho": 0.4432, "theo": 26.6829, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.6499996185303}, {"option": "ESE270319P00230000", "bid": 13.0, "bid_size": 3.0, "ask": 17.5, "ask_size": 2.0, "iv": 0.3718, "open_interest": 0.0, "volume": 0.0, "delta": -0.3727, "gamma": 0.0074, "vega": 0.5343, "theta": -0.0767, "rho": -0.299, "theo": 14.9966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.0}, {"option": "ESE270319C00240000", "bid": 20.0, "bid_size": 3.0, "ask": 24.5, "ask_size": 2.0, "iv": 0.3776, "open_interest": 1110.0, "volume": 0.0, "delta": 0.5591, "gamma": 0.0076, "vega": 0.5584, "theta": -0.0763, "rho": 0.3979, "theo": 21.4417, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.43, "last_trade_time": "2026-10-27T15:24:54", "percent_change": 0.0, "prev_day_close": 24.1999998092651}, {"option": "ESE270319P00240000", "bid": 17.5, "bid_size": 6.0, "ask": 22.0, "ask_size": 1.0, "iv": 0.3672, "open_interest": 0.0, "volume": 0.0, "delta": -0.4504, "gamma": 0.0079, "vega": 0.5578, "theta": -0.0798, "rho": -0.3505, "theo": 19.6764, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.3999996185303}, {"option": "ESE270319C00250000", "bid": 15.5, "bid_size": 3.0, "ask": 20.0, "ask_size": 2.0, "iv": 0.3732, "open_interest": 1109.0, "volume": 0.0, "delta": 0.4845, "gamma": 0.0077, "vega": 0.5645, "theta": -0.0774, "rho": 0.3498, "theo": 17.1107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.88, "last_trade_time": "2026-10-27T15:24:54", "percent_change": 0.0, "prev_day_close": 19.6000003814697}, {"option": "ESE270319P00250000", "bid": 23.0, "bid_size": 6.0, "ask": 27.5, "ask_size": 3.0, "iv": 0.3607, "open_interest": 0.0, "volume": 0.0, "delta": -0.5293, "gamma": 0.0081, "vega": 0.5595, "theta": -0.0804, "rho": -0.3957, "theo": 25.3154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.6999998092651}, {"option": "ESE270319C00260000", "bid": 11.6, "bid_size": 6.0, "ask": 16.0, "ask_size": 1.0, "iv": 0.3671, "open_interest": 0.0, "volume": 0.0, "delta": 0.4132, "gamma": 0.0075, "vega": 0.5518, "theta": -0.0761, "rho": 0.3015, "theo": 13.5645, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 67.0, "last_trade_time": "2026-08-17T09:46:39", "percent_change": 0.0, "prev_day_close": 15.3999996185303}, {"option": "ESE270319P00260000", "bid": 29.5, "bid_size": 1.0, "ask": 33.5, "ask_size": 1.0, "iv": 0.3603, "open_interest": 0.0, "volume": 0.0, "delta": -0.6042, "gamma": 0.008, "vega": 0.5405, "theta": -0.0788, "rho": -0.4292, "theo": 31.7904, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.3999996185303}, {"option": "ESE270319C00270000", "bid": 8.5, "bid_size": 7.0, "ask": 13.0, "ask_size": 2.0, "iv": 0.3654, "open_interest": 10.0, "volume": 0.0, "delta": 0.349, "gamma": 0.0071, "vega": 0.5248, "theta": -0.073, "rho": 0.2567, "theo": 10.7668, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.4, "last_trade_time": "2026-10-15T15:51:51", "percent_change": 0.0, "prev_day_close": 12.0999999046326}, {"option": "ESE270319P00270000", "bid": 36.5, "bid_size": 1.0, "ask": 40.5, "ask_size": 1.0, "iv": 0.3581, "open_interest": 1.0, "volume": 0.0, "delta": -0.6729, "gamma": 0.0076, "vega": 0.5045, "theta": -0.0754, "rho": -0.4487, "theo": 39.035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.24, "last_trade_time": "2026-10-27T10:26:04", "percent_change": 0.0, "prev_day_close": 36.3999996185303}, {"option": "ESE270319C00280000", "bid": 6.0, "bid_size": 7.0, "ask": 10.5, "ask_size": 2.0, "iv": 0.3634, "open_interest": 0.0, "volume": 0.0, "delta": 0.2929, "gamma": 0.0065, "vega": 0.4884, "theta": -0.0688, "rho": 0.2167, "theo": 8.5765, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.09999990463257}, {"option": "ESE270319P00280000", "bid": 44.0, "bid_size": 6.0, "ask": 48.0, "ask_size": 1.0, "iv": 0.3586, "open_interest": 3.0, "volume": 0.0, "delta": -0.7336, "gamma": 0.0072, "vega": 0.4577, "theta": -0.0709, "rho": -0.4509, "theo": 46.9193, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 51.5, "last_trade_time": "2026-11-05T09:57:51", "percent_change": 0.0, "prev_day_close": 43.75}, {"option": "ESE270319C00290000", "bid": 4.0, "bid_size": 8.0, "ask": 8.5, "ask_size": 2.0, "iv": 0.3614, "open_interest": 0.0, "volume": 0.0, "delta": 0.2451, "gamma": 0.0059, "vega": 0.4471, "theta": -0.0638, "rho": 0.1821, "theo": 6.8729, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.0}, {"option": "ESE270319P00290000", "bid": 52.0, "bid_size": 6.0, "ask": 56.5, "ask_size": 1.0, "iv": 0.3517, "open_interest": 3.0, "volume": 0.0, "delta": -0.786, "gamma": 0.0066, "vega": 0.4054, "theta": -0.0657, "rho": -0.444, "theo": 55.32, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 60.0, "last_trade_time": "2026-11-05T09:57:51", "percent_change": 0.0, "prev_day_close": 51.75}, {"option": "ESE270319C00300000", "bid": 2.55, "bid_size": 7.0, "ask": 7.0, "ask_size": 4.0, "iv": 0.3622, "open_interest": 1.0, "volume": 0.0, "delta": 0.2052, "gamma": 0.0052, "vega": 0.4047, "theta": -0.0587, "rho": 0.1528, "theo": 5.5492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 12.5, "last_trade_time": "2026-10-13T12:37:12", "percent_change": 0.0, "prev_day_close": 5.29999995231628}, {"option": "ESE270319P00300000", "bid": 61.0, "bid_size": 1.0, "ask": 65.0, "ask_size": 1.0, "iv": 0.3576, "open_interest": 0.0, "volume": 0.0, "delta": -0.8308, "gamma": 0.006, "vega": 0.3482, "theta": -0.0604, "rho": -0.4195, "theo": 64.138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.25}, {"option": "ESE270319C00310000", "bid": 1.1, "bid_size": 3.0, "ask": 6.0, "ask_size": 4.0, "iv": 0.3607, "open_interest": 0.0, "volume": 0.0, "delta": 0.1722, "gamma": 0.0046, "vega": 0.3639, "theta": -0.0535, "rho": 0.1286, "theo": 4.5184, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.97500002384186}, {"option": "ESE270319P00310000", "bid": 70.0, "bid_size": 5.0, "ask": 74.0, "ask_size": 1.0, "iv": 0.3522, "open_interest": 0.0, "volume": 0.0, "delta": -0.8685, "gamma": 0.0054, "vega": 0.2903, "theta": -0.0553, "rho": -0.3759, "theo": 73.2628, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.25}, {"option": "ESE270319C00320000", "bid": 0.1, "bid_size": 3.0, "ask": 5.0, "ask_size": 6.0, "iv": 0.357, "open_interest": 0.0, "volume": 0.0, "delta": 0.145, "gamma": 0.004, "vega": 0.3254, "theta": -0.0486, "rho": 0.1084, "theo": 3.7117, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.0}, {"option": "ESE270319P00320000", "bid": 79.5, "bid_size": 5.0, "ask": 83.5, "ask_size": 1.0, "iv": 0.3442, "open_interest": 0.0, "volume": 0.0, "delta": -0.9004, "gamma": 0.0049, "vega": 0.2391, "theta": -0.0503, "rho": -0.3388, "theo": 82.629, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 78.5}, {"option": "ESE270319C00330000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 7.0, "iv": 0.3844, "open_interest": 0.0, "volume": 0.0, "delta": 0.1227, "gamma": 0.0035, "vega": 0.2904, "theta": -0.0441, "rho": 0.0917, "theo": 3.0752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00330000", "bid": 89.0, "bid_size": 6.0, "ask": 93.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9271, "gamma": 0.0044, "vega": 0.1847, "theta": -0.0437, "rho": -0.2798, "theo": 92.1883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 88.0}, {"option": "ESE270319C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 2.0, "iv": 0.4064, "open_interest": 0.0, "volume": 0.0, "delta": 0.1043, "gamma": 0.0031, "vega": 0.2591, "theta": -0.04, "rho": 0.0781, "theo": 2.5697, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00340000", "bid": 99.0, "bid_size": 2.0, "ask": 103.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.95, "gamma": 0.004, "vega": 0.1328, "theta": -0.0411, "rho": -0.2012, "theo": 101.8896, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 97.9500007629394}, {"option": "ESE270319C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.4312, "open_interest": 0.0, "volume": 0.0, "delta": 0.0892, "gamma": 0.0027, "vega": 0.231, "theta": -0.0362, "rho": 0.0667, "theo": 2.1646, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00350000", "bid": 109.0, "bid_size": 6.0, "ask": 113.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9692, "gamma": 0.0037, "vega": 0.0956, "theta": -0.0386, "rho": -0.1224, "theo": 111.7043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 101.0, "last_trade_time": "2026-11-04T09:34:28", "percent_change": 0.0, "prev_day_close": 107.950000762939}, {"option": "ESE270319C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 2.0, "iv": 0.4548, "open_interest": 0.0, "volume": 0.0, "delta": 0.0766, "gamma": 0.0024, "vega": 0.2064, "theta": -0.0328, "rho": 0.0573, "theo": 1.8369, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00360000", "bid": 119.0, "bid_size": 6.0, "ask": 123.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.983, "gamma": 0.0028, "vega": 0.0497, "theta": -0.0366, "rho": -0.0723, "theo": 121.6024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 117.950000762939}, {"option": "ESE270319C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.4774, "open_interest": 0.0, "volume": 0.0, "delta": 0.0662, "gamma": 0.0021, "vega": 0.1845, "theta": -0.0298, "rho": 0.0494, "theo": 1.5703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00370000", "bid": 129.0, "bid_size": 6.0, "ask": 133.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9918, "gamma": 0.0015, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 131.585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 127.949996948242}, {"option": "ESE270319C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.4991, "open_interest": 0.0, "volume": 0.0, "delta": 0.0575, "gamma": 0.0018, "vega": 0.1654, "theta": -0.0271, "rho": 0.0429, "theo": 1.3517, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00380000", "bid": 139.0, "bid_size": 6.0, "ask": 143.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9972, "gamma": 0.0005, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 141.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 137.949996948242}, {"option": "ESE270319C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.52, "open_interest": 0.0, "volume": 0.0, "delta": 0.0502, "gamma": 0.0016, "vega": 0.1487, "theta": -0.0247, "rho": 0.0375, "theo": 1.1706, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00390000", "bid": 149.0, "bid_size": 6.0, "ask": 153.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 151.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 147.949996948242}, {"option": "ESE270319C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.5402, "open_interest": 0.0, "volume": 0.0, "delta": 0.044, "gamma": 0.0014, "vega": 0.1338, "theta": -0.0225, "rho": 0.0328, "theo": 1.0199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00400000", "bid": 159.0, "bid_size": 6.0, "ask": 163.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 161.585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 145.5, "last_trade_time": "2026-10-09T09:45:47", "percent_change": 0.0, "prev_day_close": 157.949996948242}, {"option": "ESE270319C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.5596, "open_interest": 1.0, "volume": 0.0, "delta": 0.0388, "gamma": 0.0013, "vega": 0.1208, "theta": -0.0206, "rho": 0.0289, "theo": 0.8935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.2, "last_trade_time": "2026-08-11T09:30:11", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00410000", "bid": 169.0, "bid_size": 6.0, "ask": 173.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 171.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 161.0, "last_trade_time": "2026-11-04T09:34:28", "percent_change": 0.0, "prev_day_close": 167.949996948242}, {"option": "ESE270319C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.5779, "open_interest": 1.0, "volume": 0.0, "delta": 0.0344, "gamma": 0.0011, "vega": 0.1097, "theta": -0.0189, "rho": 0.0256, "theo": 0.7891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.8, "last_trade_time": "2026-08-11T09:30:11", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00420000", "bid": 179.0, "bid_size": 6.0, "ask": 183.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 181.585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 177.949996948242}, {"option": "ESE270319C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.5961, "open_interest": 0.0, "volume": 0.0, "delta": 0.0305, "gamma": 0.001, "vega": 0.0994, "theta": -0.0174, "rho": 0.0227, "theo": 0.6981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00430000", "bid": 189.0, "bid_size": 6.0, "ask": 193.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 191.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 181.0, "last_trade_time": "2026-11-04T09:34:28", "percent_change": 0.0, "prev_day_close": 187.949996948242}, {"option": "ESE270319C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.6137, "open_interest": 0.0, "volume": 0.0, "delta": 0.0272, "gamma": 0.0009, "vega": 0.0904, "theta": -0.016, "rho": 0.0202, "theo": 0.6204, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00440000", "bid": 199.0, "bid_size": 6.0, "ask": 203.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 201.585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 197.949996948242}, {"option": "ESE270319C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.6307, "open_interest": 0.0, "volume": 0.0, "delta": 0.0244, "gamma": 0.0008, "vega": 0.0825, "theta": -0.0148, "rho": 0.0181, "theo": 0.5536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00450000", "bid": 209.0, "bid_size": 6.0, "ask": 213.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 211.585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 195.5, "last_trade_time": "2026-10-09T09:45:47", "percent_change": 0.0, "prev_day_close": 207.949996948242}, {"option": "ESE270319C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.6472, "open_interest": 0.0, "volume": 0.0, "delta": 0.0219, "gamma": 0.0007, "vega": 0.0754, "theta": -0.0136, "rho": 0.0162, "theo": 0.4959, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00460000", "bid": 219.0, "bid_size": 6.0, "ask": 223.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 221.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 217.949996948242}, {"option": "ESE270319C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.6633, "open_interest": 0.0, "volume": 0.0, "delta": 0.0198, "gamma": 0.0007, "vega": 0.069, "theta": -0.0126, "rho": 0.0146, "theo": 0.446, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00470000", "bid": 229.0, "bid_size": 6.0, "ask": 233.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 231.585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 215.5, "last_trade_time": "2026-10-09T09:45:47", "percent_change": 0.0, "prev_day_close": 227.949996948242}, {"option": "ESE270319C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 7.0, "iv": 0.6789, "open_interest": 0.0, "volume": 0.0, "delta": 0.0178, "gamma": 0.0006, "vega": 0.0633, "theta": -0.0117, "rho": 0.0132, "theo": 0.4025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270319P00480000", "bid": 239.0, "bid_size": 6.0, "ask": 243.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0281, "rho": 0.0, "theo": 241.585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 237.949996948242}, {"option": "ESE270617C00140000", "bid": 102.0, "bid_size": 1.0, "ask": 106.0, "ask_size": 6.0, "iv": 0.4398, "open_interest": 0.0, "volume": 0.0, "delta": 0.9682, "gamma": 0.0009, "vega": 0.1348, "theta": 0.0, "rho": 0.7707, "theo": 103.4408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 107.049999237061}, {"option": "ESE270617P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.5086, "open_interest": 0.0, "volume": 0.0, "delta": -0.0325, "gamma": 0.0009, "vega": 0.1365, "theta": -0.0128, "rho": -0.049, "theo": 1.1083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270617C00145000", "bid": 97.0, "bid_size": 3.0, "ask": 101.0, "ask_size": 2.0, "iv": 0.4164, "open_interest": 0.0, "volume": 0.0, "delta": 0.9612, "gamma": 0.0011, "vega": 0.1585, "theta": 0.0, "rho": 0.7884, "theo": 98.8538, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 102.25}, {"option": "ESE270617P00145000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 8.0, "iv": 0.4819, "open_interest": 0.0, "volume": 0.0, "delta": -0.0397, "gamma": 0.0011, "vega": 0.1608, "theta": -0.0149, "rho": -0.0598, "theo": 1.3813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270617C00150000", "bid": 92.5, "bid_size": 1.0, "ask": 96.5, "ask_size": 2.0, "iv": 0.4178, "open_interest": 0.0, "volume": 0.0, "delta": 0.953, "gamma": 0.0013, "vega": 0.1842, "theta": -0.0006, "rho": 0.8043, "theo": 94.3193, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 97.75}, {"option": "ESE270617P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 8.0, "iv": 0.4565, "open_interest": 0.0, "volume": 0.0, "delta": -0.0478, "gamma": 0.0013, "vega": 0.186, "theta": -0.0172, "rho": -0.0718, "theo": 1.6992, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ESE270617C00155000", "bid": 88.0, "bid_size": 2.0, "ask": 92.0, "ask_size": 2.0, "iv": 0.4126, "open_interest": 0.0, "volume": 0.0, "delta": 0.9437, "gamma": 0.0015, "vega": 0.2126, "theta": -0.0038, "rho": 0.8179, "theo": 89.8438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 93.25}, {"option": "ESE270617P00155000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 7.0, "iv": 0.4358, "open_interest": 0.0, "volume": 0.0, "delta": -0.0574, "gamma": 0.0015, "vega": 0.2152, "theta": -0.0196, "rho": -0.0862, "theo": 2.085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.52500000037253}, {"option": "ESE270617C00160000", "bid": 84.0, "bid_size": 1.0, "ask": 88.0, "ask_size": 6.0, "iv": 0.4236, "open_interest": 0.0, "volume": 0.0, "delta": 0.9331, "gamma": 0.0017, "vega": 0.2427, "theta": -0.0073, "rho": 0.8294, "theo": 85.4353, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 88.7999992370606}, {"option": "ESE270617P00160000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 7.0, "iv": 0.4112, "open_interest": 0.0, "volume": 0.0, "delta": -0.0682, "gamma": 0.0017, "vega": 0.2452, "theta": -0.0223, "rho": -0.1021, "theo": 2.5386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.55000000074506}, {"option": "ESE270617C00165000", "bid": 79.5, "bid_size": 1.0, "ask": 83.5, "ask_size": 6.0, "iv": 0.4125, "open_interest": 0.0, "volume": 0.0, "delta": 0.9211, "gamma": 0.002, "vega": 0.2751, "theta": -0.0108, "rho": 0.8384, "theo": 81.1009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.4500007629394}, {"option": "ESE270617P00165000", "bid": 0.5, "bid_size": 5.0, "ask": 5.5, "ask_size": 5.0, "iv": 0.4045, "open_interest": 0.0, "volume": 0.0, "delta": -0.0805, "gamma": 0.002, "vega": 0.2786, "theta": -0.0251, "rho": -0.1205, "theo": 3.0688, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.625}, {"option": "ESE270617C00170000", "bid": 75.0, "bid_size": 6.0, "ask": 79.0, "ask_size": 2.0, "iv": 0.4036, "open_interest": 0.0, "volume": 0.0, "delta": 0.9078, "gamma": 0.0022, "vega": 0.3087, "theta": -0.0145, "rho": 0.8448, "theo": 76.8493, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 80.1500015258789}, {"option": "ESE270617P00170000", "bid": 1.15, "bid_size": 7.0, "ask": 6.0, "ask_size": 8.0, "iv": 0.4, "open_interest": 0.0, "volume": 0.0, "delta": -0.0942, "gamma": 0.0023, "vega": 0.312, "theta": -0.028, "rho": -0.1403, "theo": 3.6831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.57499998807907}, {"option": "ESE270617C00175000", "bid": 71.0, "bid_size": 1.0, "ask": 75.0, "ask_size": 6.0, "iv": 0.4032, "open_interest": 0.0, "volume": 0.0, "delta": 0.893, "gamma": 0.0025, "vega": 0.3438, "theta": -0.0182, "rho": 0.8487, "theo": 72.6987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 76.0999984741211}, {"option": "ESE270617P00175000", "bid": 2.05, "bid_size": 7.0, "ask": 6.9, "ask_size": 6.0, "iv": 0.4027, "open_interest": 0.0, "volume": 0.0, "delta": -0.1094, "gamma": 0.0026, "vega": 0.3486, "theta": -0.031, "rho": -0.163, "theo": 4.3899, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.32500004768372}, {"option": "ESE270617C00180000", "bid": 67.0, "bid_size": 1.0, "ask": 71.0, "ask_size": 2.0, "iv": 0.4002, "open_interest": 0.0, "volume": 0.0, "delta": 0.8767, "gamma": 0.0028, "vega": 0.3798, "theta": -0.022, "rho": 0.8497, "theo": 68.6351, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 71.75}, {"option": "ESE270617P00180000", "bid": 2.55, "bid_size": 7.0, "ask": 7.4, "ask_size": 7.0, "iv": 0.3912, "open_interest": 0.0, "volume": 0.0, "delta": -0.1262, "gamma": 0.0028, "vega": 0.3843, "theta": -0.0341, "rho": -0.1869, "theo": 5.1979, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.82500004768372}, {"option": "ESE270617C00185000", "bid": 63.0, "bid_size": 1.0, "ask": 67.0, "ask_size": 6.0, "iv": 0.3972, "open_interest": 0.0, "volume": 0.0, "delta": 0.8589, "gamma": 0.0031, "vega": 0.4161, "theta": -0.0258, "rho": 0.8482, "theo": 64.6764, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 67.75}, {"option": "ESE270617P00185000", "bid": 3.5, "bid_size": 8.0, "ask": 8.2, "ask_size": 7.0, "iv": 0.3879, "open_interest": 0.0, "volume": 0.0, "delta": -0.1445, "gamma": 0.0032, "vega": 0.4224, "theta": -0.0372, "rho": -0.2137, "theo": 6.1137, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.5}, {"option": "ESE270617C00190000", "bid": 59.0, "bid_size": 1.0, "ask": 63.0, "ask_size": 2.0, "iv": 0.3876, "open_interest": 0.0, "volume": 0.0, "delta": 0.8397, "gamma": 0.0034, "vega": 0.4528, "theta": -0.0295, "rho": 0.8435, "theo": 60.8202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 63.7999992370606}, {"option": "ESE270617P00190000", "bid": 4.5, "bid_size": 8.0, "ask": 9.2, "ask_size": 7.0, "iv": 0.3846, "open_interest": 0.0, "volume": 0.0, "delta": -0.1646, "gamma": 0.0035, "vega": 0.4588, "theta": -0.0402, "rho": -0.2416, "theo": 7.1608, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.49999976158142}, {"option": "ESE270617C00195000", "bid": 55.5, "bid_size": 1.0, "ask": 59.5, "ask_size": 6.0, "iv": 0.3888, "open_interest": 0.0, "volume": 0.0, "delta": 0.8191, "gamma": 0.0037, "vega": 0.4884, "theta": -0.0331, "rho": 0.8366, "theo": 57.105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.0}, {"option": "ESE270617P00195000", "bid": 5.5, "bid_size": 7.0, "ask": 10.3, "ask_size": 1.0, "iv": 0.3806, "open_interest": 1.0, "volume": 0.0, "delta": -0.1856, "gamma": 0.0038, "vega": 0.4958, "theta": -0.0432, "rho": -0.2709, "theo": 8.3026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.85, "last_trade_time": "2026-10-27T10:09:15", "percent_change": 0.0, "prev_day_close": 7.49999976158142}, {"option": "ESE270617C00200000", "bid": 51.5, "bid_size": 1.0, "ask": 55.9, "ask_size": 2.0, "iv": 0.3864, "open_interest": 0.0, "volume": 0.0, "delta": 0.7972, "gamma": 0.0039, "vega": 0.5236, "theta": -0.0366, "rho": 0.8264, "theo": 53.5047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.3999996185303}, {"option": "ESE270617P00200000", "bid": 7.0, "bid_size": 3.0, "ask": 11.8, "ask_size": 1.0, "iv": 0.3828, "open_interest": 0.0, "volume": 0.0, "delta": -0.2083, "gamma": 0.0041, "vega": 0.5297, "theta": -0.046, "rho": -0.3019, "theo": 9.592, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.99999976158142}, {"option": "ESE270617C00210000", "bid": 45.0, "bid_size": 1.0, "ask": 49.0, "ask_size": 2.0, "iv": 0.3805, "open_interest": 0.0, "volume": 0.0, "delta": 0.7498, "gamma": 0.0045, "vega": 0.5887, "theta": -0.0431, "rho": 0.799, "theo": 46.6925, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.3999996185303}, {"option": "ESE270617P00210000", "bid": 10.1, "bid_size": 4.0, "ask": 14.9, "ask_size": 1.0, "iv": 0.3807, "open_interest": 0.0, "volume": 0.0, "delta": -0.2577, "gamma": 0.0047, "vega": 0.5955, "theta": -0.0513, "rho": -0.3683, "theo": 12.5811, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.5}, {"option": "ESE270617C00220000", "bid": 38.5, "bid_size": 1.0, "ask": 43.0, "ask_size": 2.0, "iv": 0.3804, "open_interest": 0.0, "volume": 0.0, "delta": 0.6985, "gamma": 0.005, "vega": 0.6444, "theta": -0.0486, "rho": 0.7626, "theo": 40.4586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.0500011444092}, {"option": "ESE270617P00220000", "bid": 13.6, "bid_size": 7.0, "ask": 18.4, "ask_size": 1.0, "iv": 0.3758, "open_interest": 0.0, "volume": 0.0, "delta": -0.3116, "gamma": 0.0052, "vega": 0.6504, "theta": -0.0557, "rho": -0.4369, "theo": 16.1544, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.0}, {"option": "ESE270617C00230000", "bid": 33.0, "bid_size": 1.0, "ask": 37.2, "ask_size": 1.0, "iv": 0.3763, "open_interest": 0.0, "volume": 0.0, "delta": 0.6443, "gamma": 0.0054, "vega": 0.6883, "theta": -0.053, "rho": 0.7185, "theo": 34.7932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.1499996185303}, {"option": "ESE270617P00230000", "bid": 18.0, "bid_size": 7.0, "ask": 22.5, "ask_size": 1.0, "iv": 0.3755, "open_interest": 0.0, "volume": 0.0, "delta": -0.3691, "gamma": 0.0057, "vega": 0.6921, "theta": -0.0589, "rho": -0.5046, "theo": 20.3497, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.3000001907349}, {"option": "ESE270617C00240000", "bid": 27.7, "bid_size": 6.0, "ask": 32.0, "ask_size": 1.0, "iv": 0.3738, "open_interest": 0.0, "volume": 0.0, "delta": 0.5885, "gamma": 0.0056, "vega": 0.7185, "theta": -0.056, "rho": 0.6683, "theo": 29.7106, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 32.1000003814697}, {"option": "ESE270617P00240000", "bid": 22.5, "bid_size": 8.0, "ask": 27.0, "ask_size": 1.0, "iv": 0.368, "open_interest": 0.0, "volume": 0.0, "delta": -0.4288, "gamma": 0.006, "vega": 0.7181, "theta": -0.061, "rho": -0.5682, "theo": 25.1739, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.5}, {"option": "ESE270617C00250000", "bid": 23.2, "bid_size": 6.0, "ask": 27.5, "ask_size": 1.0, "iv": 0.3717, "open_interest": 0.0, "volume": 0.0, "delta": 0.5322, "gamma": 0.0058, "vega": 0.734, "theta": -0.0577, "rho": 0.6137, "theo": 25.1733, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 27.5}, {"option": "ESE270617P00250000", "bid": 28.1, "bid_size": 6.0, "ask": 32.5, "ask_size": 1.0, "iv": 0.368, "open_interest": 0.0, "volume": 0.0, "delta": -0.4892, "gamma": 0.0063, "vega": 0.7276, "theta": -0.0617, "rho": -0.6244, "theo": 30.5973, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.3000001907349}, {"option": "ESE270617C00260000", "bid": 19.1, "bid_size": 6.0, "ask": 23.5, "ask_size": 3.0, "iv": 0.3682, "open_interest": 1.0, "volume": 0.0, "delta": 0.4771, "gamma": 0.0058, "vega": 0.7352, "theta": -0.0581, "rho": 0.5578, "theo": 21.2171, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.75, "last_trade_time": "2026-11-09T13:40:42", "percent_change": 0.0, "prev_day_close": 23.1999998092651}, {"option": "ESE270617P00260000", "bid": 34.0, "bid_size": 6.0, "ask": 38.5, "ask_size": 1.0, "iv": 0.3645, "open_interest": 0.0, "volume": 0.0, "delta": -0.5491, "gamma": 0.0064, "vega": 0.7196, "theta": -0.0613, "rho": -0.6689, "theo": 36.5906, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.1499996185303}, {"option": "ESE270617C00270000", "bid": 15.5, "bid_size": 3.0, "ask": 20.2, "ask_size": 1.0, "iv": 0.3648, "open_interest": 0.0, "volume": 0.0, "delta": 0.424, "gamma": 0.0058, "vega": 0.7234, "theta": -0.0573, "rho": 0.502, "theo": 17.7797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.5500001907349}, {"option": "ESE270617P00270000", "bid": 40.5, "bid_size": 6.0, "ask": 45.0, "ask_size": 1.0, "iv": 0.3613, "open_interest": 1.0, "volume": 0.0, "delta": -0.6079, "gamma": 0.0064, "vega": 0.6955, "theta": -0.0597, "rho": -0.7013, "theo": 43.1752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 44.18, "last_trade_time": "2026-10-27T10:26:04", "percent_change": 0.0, "prev_day_close": 41.3500003814697}, {"option": "ESE270617C00280000", "bid": 12.5, "bid_size": 7.0, "ask": 17.2, "ask_size": 1.0, "iv": 0.3627, "open_interest": 0.0, "volume": 0.0, "delta": 0.3737, "gamma": 0.0056, "vega": 0.7, "theta": -0.0555, "rho": 0.4471, "theo": 14.8213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.0999999046326}, {"option": "ESE270617P00280000", "bid": 48.0, "bid_size": 2.0, "ask": 52.0, "ask_size": 1.0, "iv": 0.363, "open_interest": 0.0, "volume": 0.0, "delta": -0.6646, "gamma": 0.0064, "vega": 0.657, "theta": -0.0571, "rho": -0.7118, "theo": 50.2934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.8999996185303}, {"option": "ESE270617C00290000", "bid": 10.0, "bid_size": 7.0, "ask": 14.5, "ask_size": 2.0, "iv": 0.3617, "open_interest": 0.0, "volume": 0.0, "delta": 0.3269, "gamma": 0.0054, "vega": 0.667, "theta": -0.0529, "rho": 0.3943, "theo": 12.2961, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 13.4000000953674}, {"option": "ESE270617P00290000", "bid": 55.5, "bid_size": 6.0, "ask": 59.5, "ask_size": 1.0, "iv": 0.3623, "open_interest": 0.0, "volume": 0.0, "delta": -0.7186, "gamma": 0.0062, "vega": 0.6057, "theta": -0.0539, "rho": -0.7146, "theo": 57.9093, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 55.3999996185303}, {"option": "ESE270617C00300000", "bid": 7.6, "bid_size": 7.0, "ask": 12.4, "ask_size": 1.0, "iv": 0.3588, "open_interest": 0.0, "volume": 0.0, "delta": 0.284, "gamma": 0.0051, "vega": 0.6275, "theta": -0.0497, "rho": 0.3455, "theo": 10.158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.0499997138977}, {"option": "ESE270617P00300000", "bid": 63.5, "bid_size": 6.0, "ask": 67.5, "ask_size": 1.0, "iv": 0.358, "open_interest": 0.0, "volume": 0.0, "delta": -0.7696, "gamma": 0.0061, "vega": 0.5399, "theta": -0.0502, "rho": -0.6798, "theo": 65.9765, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 63.25}, {"option": "ESE270617C00310000", "bid": 6.0, "bid_size": 7.0, "ask": 10.5, "ask_size": 2.0, "iv": 0.3586, "open_interest": 0.0, "volume": 0.0, "delta": 0.2451, "gamma": 0.0047, "vega": 0.583, "theta": -0.0461, "rho": 0.3004, "theo": 8.3614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.0}, {"option": "ESE270617P00310000", "bid": 72.0, "bid_size": 2.0, "ask": 76.0, "ask_size": 1.0, "iv": 0.3592, "open_interest": 0.0, "volume": 0.0, "delta": -0.8169, "gamma": 0.0058, "vega": 0.4638, "theta": -0.0456, "rho": -0.6084, "theo": 74.456, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 71.4500007629394}, {"option": "ESE270617C00320000", "bid": 4.6, "bid_size": 2.0, "ask": 9.3, "ask_size": 1.0, "iv": 0.3587, "open_interest": 0.0, "volume": 0.0, "delta": 0.2104, "gamma": 0.0043, "vega": 0.5354, "theta": -0.0423, "rho": 0.259, "theo": 6.8604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.40000009536743}, {"option": "ESE270617P00320000", "bid": 81.0, "bid_size": 2.0, "ask": 85.0, "ask_size": 1.0, "iv": 0.3638, "open_interest": 0.0, "volume": 0.0, "delta": -0.8611, "gamma": 0.0056, "vega": 0.3873, "theta": -0.0417, "rho": -0.5565, "theo": 83.2971, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 80.25}, {"option": "ESE270617C00330000", "bid": 3.1, "bid_size": 6.0, "ask": 7.9, "ask_size": 2.0, "iv": 0.3569, "open_interest": 0.0, "volume": 0.0, "delta": 0.1797, "gamma": 0.0039, "vega": 0.4875, "theta": -0.0384, "rho": 0.2226, "theo": 5.6136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.90000009536743}, {"option": "ESE270617P00330000", "bid": 90.0, "bid_size": 2.0, "ask": 94.0, "ask_size": 1.0, "iv": 0.3585, "open_interest": 0.0, "volume": 0.0, "delta": -0.9019, "gamma": 0.0053, "vega": 0.2859, "theta": -0.0377, "rho": -0.4353, "theo": 92.4734, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.25}, {"option": "ESE270617C00340000", "bid": 2.15, "bid_size": 7.0, "ask": 7.0, "ask_size": 8.0, "iv": 0.3588, "open_interest": 0.0, "volume": 0.0, "delta": 0.1528, "gamma": 0.0035, "vega": 0.4395, "theta": -0.0346, "rho": 0.19, "theo": 4.5837, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.97500002384186}, {"option": "ESE270617P00340000", "bid": 99.5, "bid_size": 6.0, "ask": 103.5, "ask_size": 1.0, "iv": 0.3557, "open_interest": 0.0, "volume": 0.0, "delta": -0.9404, "gamma": 0.0053, "vega": 0.2128, "theta": -0.0309, "rho": -0.33, "theo": 101.9114, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 98.5}, {"option": "ESE270617C00350000", "bid": 1.1, "bid_size": 3.0, "ask": 6.0, "ask_size": 9.0, "iv": 0.3539, "open_interest": 0.0, "volume": 0.0, "delta": 0.1294, "gamma": 0.0032, "vega": 0.3934, "theta": -0.0308, "rho": 0.1614, "theo": 3.7354, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.97500002384186}, {"option": "ESE270617P00350000", "bid": 109.0, "bid_size": 6.0, "ask": 113.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9704, "gamma": 0.0042, "vega": 0.0996, "theta": -0.0264, "rho": -0.1677, "theo": 111.6444, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 108.25}, {"option": "ESE270617C00360000", "bid": 0.6, "bid_size": 3.0, "ask": 5.5, "ask_size": 9.0, "iv": 0.3589, "open_interest": 0.0, "volume": 0.0, "delta": 0.1092, "gamma": 0.0028, "vega": 0.3498, "theta": -0.0273, "rho": 0.1368, "theo": 3.0404, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.25}, {"option": "ESE270617P00360000", "bid": 119.0, "bid_size": 2.0, "ask": 123.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9907, "gamma": 0.0015, "vega": 0.0, "theta": -0.0455, "rho": 0.0, "theo": 121.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 117.950000762939}, {"option": "ESE270617C00370000", "bid": 0.05, "bid_size": 7.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.3604, "open_interest": 0.0, "volume": 0.0, "delta": 0.0919, "gamma": 0.0025, "vega": 0.3089, "theta": -0.0241, "rho": 0.1153, "theo": 2.4718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.55000000074506}, {"option": "ESE270617P00370000", "bid": 129.0, "bid_size": 2.0, "ask": 133.0, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9995, "gamma": 0.0001, "vega": 0.0, "theta": -0.0457, "rho": 0.0, "theo": 131.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 127.949996948242}], "symbol": "ESE", "security_type": "stock", "exchange_id": 3, "current_price": 238.38, "price_change": -2.22, "price_change_percent": -0.9227, "bid": 224.57, "ask": 260.6, "bid_size": 40, "ask_size": 40, "open": 239.53, "high": 243.5099, "low": 237.42, "close": 238.38, "prev_day_close": 240.6, "volume": 137383, "iv30": 40.693, "iv30_change": 0.0, "iv30_change_percent": 0.0, "seqno": 21108441793, "last_trade_time": "2026-11-10T15:59:59", "tick": "up"}, "symbol": "ESE"}