{"timestamp": "2026-11-10 23:04:56", "data": {"options": [{"option": "SPXV261120C00071000", "bid": 8.6, "bid_size": 2.0, "ask": 13.5, "ask_size": 2.0, "iv": 0.7981, "open_interest": 0.0, "volume": 0.0, "delta": 0.9063, "gamma": 0.0195, "vega": 0.0229, "theta": -0.0705, "rho": 0.0206, "theo": 10.649, "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": 10.5}, {"option": "SPXV261120P00071000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.9362, "open_interest": 0.0, "volume": 0.0, "delta": -0.0963, "gamma": 0.0197, "vega": 0.023, "theta": -0.0724, "rho": -0.0024, "theo": 0.4026, "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": 1.25}, {"option": "SPXV261120C00072000", "bid": 7.6, "bid_size": 2.0, "ask": 12.5, "ask_size": 2.0, "iv": 0.7405, "open_interest": 0.0, "volume": 0.0, "delta": 0.8958, "gamma": 0.0224, "vega": 0.0247, "theta": -0.0718, "rho": 0.0207, "theo": 9.676, "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": 9.5}, {"option": "SPXV261120P00072000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.8735, "open_interest": 0.0, "volume": 0.0, "delta": -0.107, "gamma": 0.0226, "vega": 0.0249, "theta": -0.0736, "rho": -0.0026, "theo": 0.4285, "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": 1.27499997615814}, {"option": "SPXV261120C00073000", "bid": 6.6, "bid_size": 2.0, "ask": 11.5, "ask_size": 2.0, "iv": 0.6826, "open_interest": 0.0, "volume": 0.0, "delta": 0.8832, "gamma": 0.026, "vega": 0.0268, "theta": -0.0732, "rho": 0.0207, "theo": 8.7069, "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": 8.5}, {"option": "SPXV261120P00073000", "bid": 0.0, "bid_size": 0.0, "ask": 2.55, "ask_size": 169.0, "iv": 0.8173, "open_interest": 0.0, "volume": 0.0, "delta": -0.1198, "gamma": 0.0263, "vega": 0.0269, "theta": -0.075, "rho": -0.0029, "theo": 0.4586, "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": 1.27499997615814}, {"option": "SPXV261120C00074000", "bid": 5.6, "bid_size": 2.0, "ask": 10.5, "ask_size": 3.0, "iv": 0.6245, "open_interest": 0.0, "volume": 0.0, "delta": 0.8681, "gamma": 0.0304, "vega": 0.0291, "theta": -0.0745, "rho": 0.0206, "theo": 7.743, "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": 7.54999995231628}, {"option": "SPXV261120P00074000", "bid": 0.0, "bid_size": 0.0, "ask": 2.55, "ask_size": 169.0, "iv": 0.7536, "open_interest": 0.0, "volume": 0.0, "delta": -0.1351, "gamma": 0.0307, "vega": 0.0293, "theta": -0.0762, "rho": -0.0032, "theo": 0.4937, "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": 1.27499997615814}, {"option": "SPXV261120C00075000", "bid": 4.6, "bid_size": 2.0, "ask": 9.5, "ask_size": 3.0, "iv": 0.5658, "open_interest": 0.0, "volume": 0.0, "delta": 0.8496, "gamma": 0.0359, "vega": 0.0318, "theta": -0.0757, "rho": 0.0204, "theo": 6.7861, "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": 6.60000014305115}, {"option": "SPXV261120P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 2.6, "ask_size": 169.0, "iv": 0.6956, "open_interest": 0.0, "volume": 0.0, "delta": -0.1541, "gamma": 0.0363, "vega": 0.032, "theta": -0.0774, "rho": -0.0036, "theo": 0.5365, "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": 1.29999995231628}, {"option": "SPXV261120C00076000", "bid": 3.6, "bid_size": 2.0, "ask": 8.5, "ask_size": 2.0, "iv": 0.5064, "open_interest": 0.0, "volume": 0.0, "delta": 0.8264, "gamma": 0.0428, "vega": 0.0349, "theta": -0.0768, "rho": 0.0201, "theo": 5.8391, "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": 5.54999995231628}, {"option": "SPXV261120P00076000", "bid": 0.0, "bid_size": 0.0, "ask": 2.6, "ask_size": 169.0, "iv": 0.63, "open_interest": 0.0, "volume": 0.0, "delta": -0.1777, "gamma": 0.0434, "vega": 0.0352, "theta": -0.0785, "rho": -0.0042, "theo": 0.589, "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": 1.29999995231628}, {"option": "SPXV261120C00077000", "bid": 2.7, "bid_size": 3.0, "ask": 7.7, "ask_size": 3.0, "iv": 0.4825, "open_interest": 0.0, "volume": 0.0, "delta": 0.7966, "gamma": 0.0516, "vega": 0.0384, "theta": -0.0777, "rho": 0.0196, "theo": 4.907, "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": 4.64999997615814}, {"option": "SPXV261120P00077000", "bid": 0.0, "bid_size": 0.0, "ask": 2.6, "ask_size": 169.0, "iv": 0.5631, "open_interest": 0.0, "volume": 0.0, "delta": -0.2082, "gamma": 0.0524, "vega": 0.0386, "theta": -0.0795, "rho": -0.0048, "theo": 0.6574, "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": 1.29999995231628}, {"option": "SPXV261120C00078000", "bid": 1.8, "bid_size": 3.0, "ask": 6.8, "ask_size": 3.0, "iv": 0.4404, "open_interest": 0.0, "volume": 0.0, "delta": 0.7574, "gamma": 0.0628, "vega": 0.0424, "theta": -0.0785, "rho": 0.0189, "theo": 3.9987, "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": 4.05000001192093}, {"option": "SPXV261120P00078000", "bid": 0.0, "bid_size": 0.0, "ask": 2.7, "ask_size": 169.0, "iv": 0.5049, "open_interest": 0.0, "volume": 0.0, "delta": -0.2486, "gamma": 0.064, "vega": 0.0426, "theta": -0.0803, "rho": -0.0055, "theo": 0.7503, "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": 1.35000002384186}, {"option": "SPXV261120C00079000", "bid": 0.0, "bid_size": 0.0, "ask": 4.8, "ask_size": 156.0, "iv": 0.1545, "open_interest": 0.0, "volume": 0.0, "delta": 0.7041, "gamma": 0.0766, "vega": 0.0467, "theta": -0.0789, "rho": 0.0177, "theo": 3.1316, "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": 2.60000000149012}, {"option": "SPXV261120P00079000", "bid": 0.0, "bid_size": 0.0, "ask": 2.85, "ask_size": 169.0, "iv": 0.4479, "open_interest": 0.0, "volume": 0.0, "delta": -0.3034, "gamma": 0.0782, "vega": 0.0469, "theta": -0.0809, "rho": -0.0066, "theo": 0.8857, "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": 1.39999997615814}, {"option": "SPXV261120C00080000", "bid": 0.1, "bid_size": 794.0, "ask": 3.9, "ask_size": 169.0, "iv": 0.2386, "open_interest": 0.0, "volume": 0.0, "delta": 0.6313, "gamma": 0.0915, "vega": 0.0508, "theta": -0.0791, "rho": 0.016, "theo": 2.3416, "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": 2.34999990463257}, {"option": "SPXV261120P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 3.0, "ask_size": 169.0, "iv": 0.3846, "open_interest": 0.0, "volume": 0.0, "delta": -0.3786, "gamma": 0.0937, "vega": 0.051, "theta": -0.0812, "rho": -0.0078, "theo": 1.1005, "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": 1.5}, {"option": "SPXV261120C00081000", "bid": 0.0, "bid_size": 0.0, "ask": 3.2, "ask_size": 169.0, "iv": 0.2734, "open_interest": 0.0, "volume": 0.0, "delta": 0.5375, "gamma": 0.1016, "vega": 0.0534, "theta": -0.0791, "rho": 0.0138, "theo": 1.693, "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": 1.95000004768372}, {"option": "SPXV261120P00081000", "bid": 0.0, "bid_size": 0.0, "ask": 3.4, "ask_size": 169.0, "iv": 0.3358, "open_interest": 0.0, "volume": 0.0, "delta": -0.4755, "gamma": 0.1044, "vega": 0.0533, "theta": -0.0813, "rho": -0.0094, "theo": 1.46, "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": 1.64999997615814}, {"option": "SPXV261120C00082000", "bid": 0.0, "bid_size": 0.0, "ask": 2.85, "ask_size": 169.0, "iv": 0.3281, "open_interest": 0.0, "volume": 0.0, "delta": 0.4378, "gamma": 0.0995, "vega": 0.053, "theta": -0.0794, "rho": 0.0112, "theo": 1.2457, "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": 1.60000002384186}, {"option": "SPXV261120P00082000", "bid": 0.0, "bid_size": 0.0, "ask": 4.0, "ask_size": 169.0, "iv": 0.2897, "open_interest": 2.0, "volume": 0.0, "delta": -0.5779, "gamma": 0.1026, "vega": 0.0523, "theta": -0.0816, "rho": -0.0108, "theo": 2.0241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.49, "last_trade_time": "2026-10-30T14:42:02", "percent_change": 0.0, "prev_day_close": 1.85000002384186}, {"option": "SPXV261120C00083000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 169.0, "iv": 0.3832, "open_interest": 0.0, "volume": 0.0, "delta": 0.354, "gamma": 0.0878, "vega": 0.0501, "theta": -0.0798, "rho": 0.0091, "theo": 0.9771, "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": 1.39999997615814}, {"option": "SPXV261120P00083000", "bid": 0.0, "bid_size": 0.0, "ask": 4.7, "ask_size": 22.0, "iv": 0.2246, "open_interest": 0.0, "volume": 0.0, "delta": -0.6631, "gamma": 0.0908, "vega": 0.049, "theta": -0.082, "rho": -0.0119, "theo": 2.7667, "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": 2.20000004768372}, {"option": "SPXV261120C00084000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.4344, "open_interest": 0.0, "volume": 0.0, "delta": 0.292, "gamma": 0.0743, "vega": 0.0463, "theta": -0.08, "rho": 0.0075, "theo": 0.8153, "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": 1.32500004768372}, {"option": "SPXV261120P00084000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7256, "gamma": 0.077, "vega": 0.0447, "theta": -0.0824, "rho": -0.0122, "theo": 3.6149, "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": 2.6499999538064}, {"option": "SPXV261120C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.4954, "open_interest": 0.0, "volume": 0.0, "delta": 0.2468, "gamma": 0.0624, "vega": 0.0426, "theta": -0.0799, "rho": 0.0063, "theo": 0.7099, "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": 1.27499997615814}, {"option": "SPXV261120P00085000", "bid": 0.5, "bid_size": 3.0, "ask": 5.5, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7707, "gamma": 0.0649, "vega": 0.0404, "theta": -0.0824, "rho": -0.0126, "theo": 4.5178, "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": 3.64999997615814}, {"option": "SPXV261120C00086000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.5525, "open_interest": 0.0, "volume": 0.0, "delta": 0.2131, "gamma": 0.0528, "vega": 0.0392, "theta": -0.0797, "rho": 0.0054, "theo": 0.6357, "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": 1.25}, {"option": "SPXV261120P00086000", "bid": 1.6, "bid_size": 2.0, "ask": 6.5, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8042, "gamma": 0.055, "vega": 0.037, "theta": -0.0823, "rho": -0.0125, "theo": 5.4503, "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": 4.69999992847443}, {"option": "SPXV261120C00087000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.6067, "open_interest": 0.0, "volume": 0.0, "delta": 0.1872, "gamma": 0.0452, "vega": 0.0363, "theta": -0.0792, "rho": 0.0048, "theo": 0.58, "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": 1.25}, {"option": "SPXV261120P00087000", "bid": 2.5, "bid_size": 4.0, "ask": 7.5, "ask_size": 4.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8296, "gamma": 0.0472, "vega": 0.0337, "theta": -0.082, "rho": -0.0126, "theo": 6.401, "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": 5.74999988079071}, {"option": "SPXV261120C00088000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.6584, "open_interest": 0.0, "volume": 0.0, "delta": 0.1668, "gamma": 0.0391, "vega": 0.0337, "theta": -0.0787, "rho": 0.0042, "theo": 0.5363, "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": 1.25}, {"option": "SPXV261120P00088000", "bid": 3.6, "bid_size": 2.0, "ask": 8.5, "ask_size": 2.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8496, "gamma": 0.041, "vega": 0.0318, "theta": -0.0815, "rho": -0.0125, "theo": 7.3616, "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": 6.75}, {"option": "SPXV261120C00089000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.708, "open_interest": 0.0, "volume": 0.0, "delta": 0.1502, "gamma": 0.0342, "vega": 0.0315, "theta": -0.078, "rho": 0.0038, "theo": 0.5008, "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": 1.25}, {"option": "SPXV261120P00089000", "bid": 4.6, "bid_size": 2.0, "ask": 9.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8658, "gamma": 0.0359, "vega": 0.0287, "theta": -0.0808, "rho": -0.0122, "theo": 8.3306, "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": 7.75}, {"option": "SPXV261120C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.7558, "open_interest": 0.0, "volume": 0.0, "delta": 0.1366, "gamma": 0.0303, "vega": 0.0295, "theta": -0.0773, "rho": 0.0034, "theo": 0.4712, "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": 1.25}, {"option": "SPXV261120P00090000", "bid": 5.6, "bid_size": 2.0, "ask": 10.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8788, "gamma": 0.0317, "vega": 0.0267, "theta": -0.08, "rho": -0.0123, "theo": 9.3055, "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": 8.75}, {"option": "SPXV261120C00091000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.8021, "open_interest": 0.0, "volume": 0.0, "delta": 0.1252, "gamma": 0.027, "vega": 0.0278, "theta": -0.0766, "rho": 0.0032, "theo": 0.4459, "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": 1.25}, {"option": "SPXV261120P00091000", "bid": 6.6, "bid_size": 2.0, "ask": 11.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8899, "gamma": 0.0282, "vega": 0.0253, "theta": -0.0794, "rho": -0.0123, "theo": 10.2837, "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": 9.75}, {"option": "SPXV261120C00092000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.8468, "open_interest": 0.0, "volume": 0.0, "delta": 0.1155, "gamma": 0.0242, "vega": 0.0262, "theta": -0.0758, "rho": 0.0029, "theo": 0.424, "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": 1.25}, {"option": "SPXV261120P00092000", "bid": 7.6, "bid_size": 2.0, "ask": 12.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8993, "gamma": 0.0254, "vega": 0.0239, "theta": -0.0788, "rho": -0.0126, "theo": 11.2644, "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": 10.75}, {"option": "SPXV261120C00093000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.8903, "open_interest": 0.0, "volume": 0.0, "delta": 0.1072, "gamma": 0.0219, "vega": 0.0248, "theta": -0.075, "rho": 0.0027, "theo": 0.4049, "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": 1.25}, {"option": "SPXV261120P00093000", "bid": 8.6, "bid_size": 2.0, "ask": 13.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9072, "gamma": 0.023, "vega": 0.0221, "theta": -0.0782, "rho": -0.0114, "theo": 12.2481, "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": 11.75}, {"option": "SPXV261120C00094000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.9326, "open_interest": 0.0, "volume": 0.0, "delta": 0.0999, "gamma": 0.0199, "vega": 0.0236, "theta": -0.0743, "rho": 0.0025, "theo": 0.3879, "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": 1.25}, {"option": "SPXV261120P00094000", "bid": 9.6, "bid_size": 2.0, "ask": 14.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9141, "gamma": 0.0209, "vega": 0.0205, "theta": -0.0772, "rho": -0.0116, "theo": 13.2343, "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": 12.75}, {"option": "SPXV261120C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 2.5, "ask_size": 169.0, "iv": 0.9737, "open_interest": 0.0, "volume": 0.0, "delta": 0.0935, "gamma": 0.0182, "vega": 0.0225, "theta": -0.0735, "rho": 0.0023, "theo": 0.3727, "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": 1.25}, {"option": "SPXV261120P00095000", "bid": 10.6, "bid_size": 2.0, "ask": 15.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9202, "gamma": 0.0192, "vega": 0.0196, "theta": -0.0763, "rho": -0.0116, "theo": 14.2217, "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": 13.7500004768372}, {"option": "SPXV261218C00073000", "bid": 6.9, "bid_size": 3.0, "ask": 11.9, "ask_size": 3.0, "iv": 0.324, "open_interest": 0.0, "volume": 0.0, "delta": 0.8353, "gamma": 0.0244, "vega": 0.0669, "theta": -0.0337, "rho": 0.0634, "theo": 9.8471, "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": "SPXV261218P00073000", "bid": 0.0, "bid_size": 0.0, "ask": 3.0, "ask_size": 130.0, "iv": 0.4661, "open_interest": 0.0, "volume": 0.0, "delta": -0.1742, "gamma": 0.0249, "vega": 0.0674, "theta": -0.0354, "rho": -0.0142, "theo": 1.0156, "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": 1.47500002384186}, {"option": "SPXV261218C00074000", "bid": 6.0, "bid_size": 4.0, "ask": 11.0, "ask_size": 4.0, "iv": 0.313, "open_interest": 0.0, "volume": 0.0, "delta": 0.8189, "gamma": 0.0274, "vega": 0.0709, "theta": -0.0338, "rho": 0.063, "theo": 8.91, "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": 8.0}, {"option": "SPXV261218P00074000", "bid": 0.0, "bid_size": 0.0, "ask": 3.1, "ask_size": 130.0, "iv": 0.4391, "open_interest": 0.0, "volume": 0.0, "delta": -0.1912, "gamma": 0.028, "vega": 0.0717, "theta": -0.0355, "rho": -0.0155, "theo": 1.0765, "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": 1.54999995231628}, {"option": "SPXV261218C00075000", "bid": 5.0, "bid_size": 4.0, "ask": 10.0, "ask_size": 4.0, "iv": 0.2839, "open_interest": 0.0, "volume": 0.0, "delta": 0.7998, "gamma": 0.0308, "vega": 0.0751, "theta": -0.0339, "rho": 0.0623, "theo": 7.9828, "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": 6.69999980926514}, {"option": "SPXV261218P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 3.2, "ask_size": 130.0, "iv": 0.4112, "open_interest": 0.0, "volume": 0.0, "delta": -0.2112, "gamma": 0.0317, "vega": 0.0758, "theta": -0.0356, "rho": -0.0168, "theo": 1.1477, "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": 1.60000002384186}, {"option": "SPXV261218C00076000", "bid": 4.1, "bid_size": 3.0, "ask": 9.1, "ask_size": 3.0, "iv": 0.2692, "open_interest": 0.0, "volume": 0.0, "delta": 0.7773, "gamma": 0.0349, "vega": 0.0798, "theta": -0.034, "rho": 0.0613, "theo": 7.069, "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": 6.0}, {"option": "SPXV261218P00076000", "bid": 0.0, "bid_size": 0.0, "ask": 3.3, "ask_size": 130.0, "iv": 0.3823, "open_interest": 0.0, "volume": 0.0, "delta": -0.2348, "gamma": 0.036, "vega": 0.081, "theta": -0.0357, "rho": -0.0186, "theo": 1.2325, "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": 1.64999997615814}, {"option": "SPXV261218C00077000", "bid": 3.2, "bid_size": 1.0, "ask": 8.1, "ask_size": 2.0, "iv": 0.2454, "open_interest": 0.0, "volume": 0.0, "delta": 0.7503, "gamma": 0.0396, "vega": 0.0847, "theta": -0.0339, "rho": 0.0599, "theo": 6.1739, "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": 5.04999995231628}, {"option": "SPXV261218P00077000", "bid": 0.0, "bid_size": 0.0, "ask": 3.4, "ask_size": 130.0, "iv": 0.3524, "open_interest": 0.0, "volume": 0.0, "delta": -0.2634, "gamma": 0.041, "vega": 0.0855, "theta": -0.0357, "rho": -0.0202, "theo": 1.3387, "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": 1.64999997615814}, {"option": "SPXV261218C00078000", "bid": 2.2, "bid_size": 3.0, "ask": 7.2, "ask_size": 3.0, "iv": 0.2201, "open_interest": 0.0, "volume": 0.0, "delta": 0.7177, "gamma": 0.0449, "vega": 0.0899, "theta": -0.0338, "rho": 0.0579, "theo": 5.3055, "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": 4.05000007152557}, {"option": "SPXV261218P00078000", "bid": 0.0, "bid_size": 0.0, "ask": 3.4, "ask_size": 130.0, "iv": 0.3157, "open_interest": 0.0, "volume": 0.0, "delta": -0.298, "gamma": 0.0469, "vega": 0.0909, "theta": -0.0357, "rho": -0.0226, "theo": 1.4723, "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": 1.70000004768372}, {"option": "SPXV261218C00079000", "bid": 1.5, "bid_size": 162.0, "ask": 5.9, "ask_size": 130.0, "iv": 0.1872, "open_interest": 0.0, "volume": 0.0, "delta": 0.6782, "gamma": 0.0507, "vega": 0.095, "theta": -0.0337, "rho": 0.0553, "theo": 4.4771, "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": 3.45000004768372}, {"option": "SPXV261218P00079000", "bid": 0.0, "bid_size": 0.0, "ask": 3.6, "ask_size": 130.0, "iv": 0.2881, "open_interest": 0.0, "volume": 0.0, "delta": -0.3405, "gamma": 0.0534, "vega": 0.0956, "theta": -0.0357, "rho": -0.0249, "theo": 1.6495, "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": 1.85000002384186}, {"option": "SPXV261218C00080000", "bid": 0.1, "bid_size": 169.0, "ask": 5.1, "ask_size": 130.0, "iv": 0.1418, "open_interest": 0.0, "volume": 0.0, "delta": 0.6303, "gamma": 0.0566, "vega": 0.0998, "theta": -0.0335, "rho": 0.0519, "theo": 3.7091, "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": 2.60000000149012}, {"option": "SPXV261218P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 3.9, "ask_size": 130.0, "iv": 0.2626, "open_interest": 0.0, "volume": 0.0, "delta": -0.3924, "gamma": 0.0601, "vega": 0.1, "theta": -0.0357, "rho": -0.0277, "theo": 1.8913, "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": 1.95000004768372}, {"option": "SPXV261218C00081000", "bid": 0.0, "bid_size": 0.0, "ask": 4.4, "ask_size": 130.0, "iv": 0.1648, "open_interest": 0.0, "volume": 0.0, "delta": 0.574, "gamma": 0.0613, "vega": 0.1034, "theta": -0.0333, "rho": 0.0476, "theo": 3.0306, "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": 2.5}, {"option": "SPXV261218P00081000", "bid": 0.0, "bid_size": 0.0, "ask": 4.3, "ask_size": 130.0, "iv": 0.238, "open_interest": 0.0, "volume": 0.0, "delta": -0.4538, "gamma": 0.066, "vega": 0.1028, "theta": -0.0359, "rho": -0.0306, "theo": 2.2277, "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": 2.09999990463257}, {"option": "SPXV261218C00082000", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 130.0, "iv": 0.186, "open_interest": 0.0, "volume": 0.0, "delta": 0.5122, "gamma": 0.0635, "vega": 0.1049, "theta": -0.0332, "rho": 0.0427, "theo": 2.4729, "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": 2.20000004768372}, {"option": "SPXV261218P00082000", "bid": 0.0, "bid_size": 0.0, "ask": 4.7, "ask_size": 130.0, "iv": 0.2074, "open_interest": 0.0, "volume": 0.0, "delta": -0.5215, "gamma": 0.0694, "vega": 0.1028, "theta": -0.0362, "rho": -0.0332, "theo": 2.6908, "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": 2.25}, {"option": "SPXV261218C00083000", "bid": 0.0, "bid_size": 0.0, "ask": 3.5, "ask_size": 130.0, "iv": 0.2138, "open_interest": 0.0, "volume": 0.0, "delta": 0.4508, "gamma": 0.0625, "vega": 0.1041, "theta": -0.0332, "rho": 0.0377, "theo": 2.0499, "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": 1.89999997615814}, {"option": "SPXV261218P00083000", "bid": 0.2, "bid_size": 169.0, "ask": 5.2, "ask_size": 131.0, "iv": 0.1819, "open_interest": 0.0, "volume": 0.0, "delta": -0.5885, "gamma": 0.0691, "vega": 0.1, "theta": -0.0366, "rho": -0.0348, "theo": 3.2926, "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": 2.84999999403954}, {"option": "SPXV261218C00084000", "bid": 0.0, "bid_size": 0.0, "ask": 3.2, "ask_size": 130.0, "iv": 0.2362, "open_interest": 0.0, "volume": 0.0, "delta": 0.3958, "gamma": 0.0588, "vega": 0.1013, "theta": -0.0334, "rho": 0.0331, "theo": 1.7467, "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": 1.75}, {"option": "SPXV261218P00084000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 2.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.6478, "gamma": 0.0656, "vega": 0.0959, "theta": -0.037, "rho": -0.0369, "theo": 4.0163, "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": 3.40000003576279}, {"option": "SPXV261218C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 2.85, "ask_size": 130.0, "iv": 0.252, "open_interest": 0.0, "volume": 0.0, "delta": 0.3494, "gamma": 0.0538, "vega": 0.0974, "theta": -0.0336, "rho": 0.0292, "theo": 1.5318, "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": 1.60000002384186}, {"option": "SPXV261218P00085000", "bid": 0.7, "bid_size": 3.0, "ask": 5.7, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.697, "gamma": 0.0604, "vega": 0.0897, "theta": -0.0374, "rho": -0.0372, "theo": 4.828, "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": 4.3500000834465}, {"option": "SPXV261218C00086000", "bid": 0.0, "bid_size": 0.0, "ask": 2.8, "ask_size": 130.0, "iv": 0.2802, "open_interest": 0.0, "volume": 0.0, "delta": 0.3115, "gamma": 0.0487, "vega": 0.0931, "theta": -0.0338, "rho": 0.026, "theo": 1.3759, "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": 1.42499995231628}, {"option": "SPXV261218P00086000", "bid": 1.6, "bid_size": 2.0, "ask": 6.5, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7364, "gamma": 0.0548, "vega": 0.0842, "theta": -0.0377, "rho": -0.0374, "theo": 5.6942, "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": 5.30000007152557}, {"option": "SPXV261218C00087000", "bid": 0.0, "bid_size": 0.0, "ask": 2.7, "ask_size": 130.0, "iv": 0.3038, "open_interest": 0.0, "volume": 0.0, "delta": 0.2806, "gamma": 0.0438, "vega": 0.0887, "theta": -0.034, "rho": 0.0234, "theo": 1.2591, "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": 1.39999997615814}, {"option": "SPXV261218P00087000", "bid": 2.5, "bid_size": 4.0, "ask": 7.5, "ask_size": 4.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7681, "gamma": 0.0496, "vega": 0.0777, "theta": -0.0379, "rho": -0.0371, "theo": 6.5994, "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": 5.65000021457672}, {"option": "SPXV261218C00088000", "bid": 0.0, "bid_size": 0.0, "ask": 2.7, "ask_size": 130.0, "iv": 0.3313, "open_interest": 0.0, "volume": 0.0, "delta": 0.2551, "gamma": 0.0396, "vega": 0.0846, "theta": -0.0342, "rho": 0.0212, "theo": 1.1681, "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": 1.375}, {"option": "SPXV261218P00088000", "bid": 3.6, "bid_size": 2.0, "ask": 8.5, "ask_size": 2.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7938, "gamma": 0.0449, "vega": 0.0734, "theta": -0.038, "rho": -0.0369, "theo": 7.5259, "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": 6.65000009536743}, {"option": "SPXV261218C00089000", "bid": 0.0, "bid_size": 0.0, "ask": 2.7, "ask_size": 130.0, "iv": 0.3576, "open_interest": 0.0, "volume": 0.0, "delta": 0.2339, "gamma": 0.0358, "vega": 0.0808, "theta": -0.0344, "rho": 0.0194, "theo": 1.0952, "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": 1.35000002384186}, {"option": "SPXV261218P00089000", "bid": 4.6, "bid_size": 2.0, "ask": 9.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8145, "gamma": 0.0408, "vega": 0.069, "theta": -0.038, "rho": -0.037, "theo": 8.4691, "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": 7.65000009536743}, {"option": "SPXV261218C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 130.0, "iv": 0.3798, "open_interest": 0.0, "volume": 0.0, "delta": 0.216, "gamma": 0.0326, "vega": 0.0772, "theta": -0.0345, "rho": 0.0179, "theo": 1.0351, "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": 1.35000002384186}, {"option": "SPXV261218P00090000", "bid": 5.6, "bid_size": 2.0, "ask": 10.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8319, "gamma": 0.0372, "vega": 0.0646, "theta": -0.038, "rho": -0.0351, "theo": 9.4234, "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": 8.65000009536743}, {"option": "SPXV261218C00091000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 130.0, "iv": 0.4041, "open_interest": 0.0, "volume": 0.0, "delta": 0.2007, "gamma": 0.0298, "vega": 0.074, "theta": -0.0345, "rho": 0.0166, "theo": 0.9845, "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": 1.32500004768372}, {"option": "SPXV261218P00091000", "bid": 6.6, "bid_size": 2.0, "ask": 11.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.847, "gamma": 0.0342, "vega": 0.06, "theta": -0.0383, "rho": -0.035, "theo": 10.386, "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": 9.65000009536743}, {"option": "SPXV261218C00092000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 130.0, "iv": 0.4277, "open_interest": 0.0, "volume": 0.0, "delta": 0.1875, "gamma": 0.0273, "vega": 0.0709, "theta": -0.0346, "rho": 0.0154, "theo": 0.9412, "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": 1.32500004768372}, {"option": "SPXV261218P00092000", "bid": 7.6, "bid_size": 2.0, "ask": 12.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8595, "gamma": 0.0315, "vega": 0.0565, "theta": -0.0384, "rho": -0.035, "theo": 11.3551, "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": 10.6500000953674}, {"option": "SPXV261218C00093000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 130.0, "iv": 0.4505, "open_interest": 0.0, "volume": 0.0, "delta": 0.176, "gamma": 0.0252, "vega": 0.0682, "theta": -0.0346, "rho": 0.0145, "theo": 0.9035, "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": 1.32500004768372}, {"option": "SPXV261218P00093000", "bid": 8.6, "bid_size": 2.0, "ask": 13.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8703, "gamma": 0.0291, "vega": 0.054, "theta": -0.0385, "rho": -0.0354, "theo": 12.3282, "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": 11.6500000953674}, {"option": "SPXV261218C00094000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 130.0, "iv": 0.4727, "open_interest": 0.0, "volume": 0.0, "delta": 0.1659, "gamma": 0.0233, "vega": 0.0657, "theta": -0.0346, "rho": 0.0136, "theo": 0.8702, "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": 1.32500004768372}, {"option": "SPXV261218P00094000", "bid": 9.6, "bid_size": 2.0, "ask": 14.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8797, "gamma": 0.0269, "vega": 0.0518, "theta": -0.0385, "rho": -0.0353, "theo": 13.3043, "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": 12.6500000953674}, {"option": "SPXV261218C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 130.0, "iv": 0.4942, "open_interest": 0.0, "volume": 0.0, "delta": 0.1569, "gamma": 0.0216, "vega": 0.0633, "theta": -0.0346, "rho": 0.0129, "theo": 0.8406, "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": 1.32500004768372}, {"option": "SPXV261218P00095000", "bid": 10.6, "bid_size": 2.0, "ask": 15.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8879, "gamma": 0.025, "vega": 0.0495, "theta": -0.0385, "rho": -0.0347, "theo": 14.2831, "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": 13.6500000953674}, {"option": "SPXV261218C00096000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 130.0, "iv": 0.5152, "open_interest": 0.0, "volume": 0.0, "delta": 0.1489, "gamma": 0.0202, "vega": 0.0611, "theta": -0.0346, "rho": 0.0122, "theo": 0.8141, "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": 1.32500004768372}, {"option": "SPXV261218P00096000", "bid": 11.6, "bid_size": 3.0, "ask": 16.6, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8953, "gamma": 0.0234, "vega": 0.0466, "theta": -0.0385, "rho": -0.034, "theo": 15.2647, "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": 14.6500000953674}, {"option": "SPXV261218C00097000", "bid": 0.0, "bid_size": 0.0, "ask": 2.65, "ask_size": 130.0, "iv": 0.5357, "open_interest": 0.0, "volume": 0.0, "delta": 0.1417, "gamma": 0.0189, "vega": 0.0591, "theta": -0.0346, "rho": 0.0116, "theo": 0.7901, "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": 1.32500004768372}, {"option": "SPXV261218P00097000", "bid": 12.6, "bid_size": 3.0, "ask": 17.6, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9018, "gamma": 0.022, "vega": 0.0444, "theta": -0.0386, "rho": -0.0329, "theo": 16.2486, "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": 15.6500000953674}, {"option": "SPXV270115C00069000", "bid": 10.9, "bid_size": 3.0, "ask": 15.9, "ask_size": 3.0, "iv": 0.3333, "open_interest": 0.0, "volume": 0.0, "delta": 0.8644, "gamma": 0.016, "vega": 0.0776, "theta": -0.0219, "rho": 0.106, "theo": 13.8955, "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": 13.0500001907349}, {"option": "SPXV270115P00069000", "bid": 0.0, "bid_size": 0.0, "ask": 3.7, "ask_size": 79.0, "iv": 0.4951, "open_interest": 0.0, "volume": 0.0, "delta": -0.1435, "gamma": 0.0164, "vega": 0.0788, "theta": -0.0238, "rho": -0.021, "theo": 1.0873, "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": 1.85000002384186}, {"option": "SPXV270115C00070000", "bid": 10.0, "bid_size": 3.0, "ask": 15.0, "ask_size": 3.0, "iv": 0.3266, "open_interest": 0.0, "volume": 0.0, "delta": 0.8541, "gamma": 0.0176, "vega": 0.0813, "theta": -0.0221, "rho": 0.1062, "theo": 12.9483, "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": 12.1500000953674}, {"option": "SPXV270115P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 3.7, "ask_size": 79.0, "iv": 0.4687, "open_interest": 0.0, "volume": 0.0, "delta": -0.1542, "gamma": 0.018, "vega": 0.0821, "theta": -0.0239, "rho": -0.0224, "theo": 1.1339, "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": 1.85000002384186}, {"option": "SPXV270115C00071000", "bid": 9.0, "bid_size": 3.0, "ask": 14.0, "ask_size": 3.0, "iv": 0.304, "open_interest": 0.0, "volume": 0.0, "delta": 0.8425, "gamma": 0.0194, "vega": 0.0854, "theta": -0.0222, "rho": 0.1063, "theo": 12.0059, "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": 10.1500000953674}, {"option": "SPXV270115P00071000", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 79.0, "iv": 0.4474, "open_interest": 0.0, "volume": 0.0, "delta": -0.1661, "gamma": 0.0198, "vega": 0.0861, "theta": -0.024, "rho": -0.0239, "theo": 1.1847, "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": 1.89999997615814}, {"option": "SPXV270115C00072000", "bid": 8.1, "bid_size": 1.0, "ask": 13.0, "ask_size": 2.0, "iv": 0.2884, "open_interest": 0.0, "volume": 0.0, "delta": 0.8295, "gamma": 0.0214, "vega": 0.0897, "theta": -0.0224, "rho": 0.106, "theo": 11.0693, "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": 9.25}, {"option": "SPXV270115P00072000", "bid": 0.0, "bid_size": 0.0, "ask": 3.9, "ask_size": 79.0, "iv": 0.4259, "open_interest": 0.0, "volume": 0.0, "delta": -0.1796, "gamma": 0.0219, "vega": 0.0906, "theta": -0.0241, "rho": -0.0257, "theo": 1.2413, "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": 1.95000004768372}, {"option": "SPXV270115C00073000", "bid": 6.9, "bid_size": 1.0, "ask": 11.8, "ask_size": 2.0, "iv": 0.2382, "open_interest": 0.0, "volume": 0.0, "delta": 0.8148, "gamma": 0.0236, "vega": 0.0942, "theta": -0.0225, "rho": 0.1055, "theo": 10.1399, "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": 8.35000014305115}, {"option": "SPXV270115P00073000", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 79.0, "iv": 0.3943, "open_interest": 0.0, "volume": 0.0, "delta": -0.195, "gamma": 0.0242, "vega": 0.0956, "theta": -0.0241, "rho": -0.0278, "theo": 1.3064, "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": 2.0}, {"option": "SPXV270115C00074000", "bid": 6.0, "bid_size": 1.0, "ask": 10.9, "ask_size": 3.0, "iv": 0.2303, "open_interest": 0.0, "volume": 0.0, "delta": 0.7979, "gamma": 0.0262, "vega": 0.0991, "theta": -0.0226, "rho": 0.1047, "theo": 9.2194, "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": 7.44999980926514}, {"option": "SPXV270115P00074000", "bid": 0.0, "bid_size": 0.0, "ask": 3.9, "ask_size": 79.0, "iv": 0.3722, "open_interest": 0.0, "volume": 0.0, "delta": -0.2126, "gamma": 0.0269, "vega": 0.1001, "theta": -0.0241, "rho": -0.0298, "theo": 1.381, "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": 1.95000004768372}, {"option": "SPXV270115C00075000", "bid": 5.1, "bid_size": 1.0, "ask": 10.0, "ask_size": 3.0, "iv": 0.2203, "open_interest": 0.0, "volume": 0.0, "delta": 0.7785, "gamma": 0.0292, "vega": 0.1044, "theta": -0.0226, "rho": 0.1034, "theo": 8.3107, "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": 6.65000009536743}, {"option": "SPXV270115P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 4.0, "ask_size": 79.0, "iv": 0.3495, "open_interest": 0.0, "volume": 0.0, "delta": -0.2328, "gamma": 0.03, "vega": 0.1056, "theta": -0.0241, "rho": -0.0323, "theo": 1.4672, "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": 2.0}, {"option": "SPXV270115C00076000", "bid": 4.5, "bid_size": 2.0, "ask": 9.4, "ask_size": 2.0, "iv": 0.2394, "open_interest": 0.0, "volume": 0.0, "delta": 0.756, "gamma": 0.0325, "vega": 0.1099, "theta": -0.0226, "rho": 0.1017, "theo": 7.4173, "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": 5.85000014305115}, {"option": "SPXV270115P00076000", "bid": 0.0, "bid_size": 0.0, "ask": 4.1, "ask_size": 79.0, "iv": 0.3262, "open_interest": 0.0, "volume": 0.0, "delta": -0.2565, "gamma": 0.0335, "vega": 0.1112, "theta": -0.0241, "rho": -0.0354, "theo": 1.571, "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": 2.04999995231628}, {"option": "SPXV270115C00077000", "bid": 3.3, "bid_size": 1.0, "ask": 8.2, "ask_size": 2.0, "iv": 0.1949, "open_interest": 0.0, "volume": 0.0, "delta": 0.7297, "gamma": 0.0363, "vega": 0.1156, "theta": -0.0226, "rho": 0.0993, "theo": 6.5447, "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": 4.85000014305115}, {"option": "SPXV270115P00077000", "bid": 0.0, "bid_size": 0.0, "ask": 4.3, "ask_size": 79.0, "iv": 0.3063, "open_interest": 0.0, "volume": 0.0, "delta": -0.2843, "gamma": 0.0375, "vega": 0.1165, "theta": -0.024, "rho": -0.0384, "theo": 1.6962, "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": 2.15000009536743}, {"option": "SPXV270115C00078000", "bid": 2.4, "bid_size": 3.0, "ask": 7.4, "ask_size": 3.0, "iv": 0.184, "open_interest": 0.0, "volume": 0.0, "delta": 0.6986, "gamma": 0.0404, "vega": 0.1214, "theta": -0.0226, "rho": 0.0961, "theo": 5.7013, "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": 4.14999997615814}, {"option": "SPXV270115P00078000", "bid": 0.0, "bid_size": 0.0, "ask": 4.5, "ask_size": 79.0, "iv": 0.285, "open_interest": 0.0, "volume": 0.0, "delta": -0.3171, "gamma": 0.0419, "vega": 0.1227, "theta": -0.0239, "rho": -0.0426, "theo": 1.8525, "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": 2.25}, {"option": "SPXV270115C00079000", "bid": 1.3, "bid_size": 2.0, "ask": 6.2, "ask_size": 3.0, "iv": 0.1448, "open_interest": 0.0, "volume": 0.0, "delta": 0.662, "gamma": 0.0447, "vega": 0.1271, "theta": -0.0224, "rho": 0.092, "theo": 4.8987, "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": 3.3500000834465}, {"option": "SPXV270115P00079000", "bid": 0.0, "bid_size": 0.0, "ask": 4.8, "ask_size": 79.0, "iv": 0.2663, "open_interest": 0.0, "volume": 0.0, "delta": -0.3559, "gamma": 0.0466, "vega": 0.1278, "theta": -0.0237, "rho": -0.0464, "theo": 2.052, "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": 2.34999990463257}, {"option": "SPXV270115C00080000", "bid": 0.5, "bid_size": 2.0, "ask": 5.4, "ask_size": 3.0, "iv": 0.1345, "open_interest": 0.0, "volume": 0.0, "delta": 0.6192, "gamma": 0.0489, "vega": 0.1321, "theta": -0.0223, "rho": 0.0869, "theo": 4.1547, "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": 2.6499999538064}, {"option": "SPXV270115P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 80.0, "iv": 0.2417, "open_interest": 0.0, "volume": 0.0, "delta": -0.4014, "gamma": 0.0511, "vega": 0.1325, "theta": -0.0236, "rho": -0.0512, "theo": 2.3139, "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": 2.5}, {"option": "SPXV270115C00081000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.1497, "open_interest": 0.0, "volume": 0.0, "delta": 0.5706, "gamma": 0.0523, "vega": 0.1359, "theta": -0.0222, "rho": 0.0806, "theo": 3.4912, "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": "SPXV270115P00081000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2075, "open_interest": 0.0, "volume": 0.0, "delta": -0.4532, "gamma": 0.055, "vega": 0.1356, "theta": -0.0235, "rho": -0.0569, "theo": 2.6587, "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": 2.5}, {"option": "SPXV270115C00082000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 80.0, "iv": 0.1836, "open_interest": 0.0, "volume": 0.0, "delta": 0.518, "gamma": 0.0541, "vega": 0.1378, "theta": -0.0221, "rho": 0.0736, "theo": 2.9309, "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": 2.5}, {"option": "SPXV270115P00082000", "bid": 0.2, "bid_size": 2.0, "ask": 5.1, "ask_size": 3.0, "iv": 0.1809, "open_interest": 0.0, "volume": 0.0, "delta": -0.5094, "gamma": 0.0573, "vega": 0.1364, "theta": -0.0234, "rho": -0.0616, "theo": 3.1112, "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": 2.95000004768372}, {"option": "SPXV270115C00083000", "bid": 0.0, "bid_size": 0.0, "ask": 4.4, "ask_size": 79.0, "iv": 0.1942, "open_interest": 0.0, "volume": 0.0, "delta": 0.4653, "gamma": 0.0538, "vega": 0.1373, "theta": -0.0221, "rho": 0.0664, "theo": 2.4851, "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": 2.5}, {"option": "SPXV270115P00083000", "bid": 0.6, "bid_size": 2.0, "ask": 5.5, "ask_size": 3.0, "iv": 0.1674, "open_interest": 0.0, "volume": 0.0, "delta": -0.5656, "gamma": 0.0576, "vega": 0.1344, "theta": -0.0235, "rho": -0.0651, "theo": 3.6823, "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": 3.5}, {"option": "SPXV270115C00084000", "bid": 0.0, "bid_size": 0.0, "ask": 4.1, "ask_size": 79.0, "iv": 0.2122, "open_interest": 0.0, "volume": 0.0, "delta": 0.4163, "gamma": 0.0518, "vega": 0.1348, "theta": -0.0222, "rho": 0.0595, "theo": 2.1468, "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": 2.20000004768372}, {"option": "SPXV270115P00084000", "bid": 1.2, "bid_size": 3.0, "ask": 6.1, "ask_size": 1.0, "iv": 0.1626, "open_interest": 0.0, "volume": 0.0, "delta": -0.6176, "gamma": 0.056, "vega": 0.1296, "theta": -0.0237, "rho": -0.0674, "theo": 4.3613, "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": 4.19999992847443}, {"option": "SPXV270115C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 79.0, "iv": 0.2274, "open_interest": 0.0, "volume": 0.0, "delta": 0.3733, "gamma": 0.0485, "vega": 0.1309, "theta": -0.0223, "rho": 0.0534, "theo": 1.8949, "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": 2.09999990463257}, {"option": "SPXV270115P00085000", "bid": 1.4, "bid_size": 2.0, "ask": 6.3, "ask_size": 2.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.6632, "gamma": 0.053, "vega": 0.1248, "theta": -0.0239, "rho": -0.0703, "theo": 5.1261, "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": 4.90000009536743}, {"option": "SPXV270115C00086000", "bid": 0.0, "bid_size": 0.0, "ask": 3.7, "ask_size": 79.0, "iv": 0.248, "open_interest": 0.0, "volume": 0.0, "delta": 0.3368, "gamma": 0.0448, "vega": 0.1263, "theta": -0.0224, "rho": 0.0481, "theo": 1.7062, "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": 1.95000004768372}, {"option": "SPXV270115P00086000", "bid": 1.7, "bid_size": 4.0, "ask": 6.7, "ask_size": 4.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7016, "gamma": 0.0496, "vega": 0.1178, "theta": -0.0242, "rho": -0.0696, "theo": 5.955, "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": 5.40000009536743}, {"option": "SPXV270115C00087000", "bid": 0.0, "bid_size": 0.0, "ask": 3.6, "ask_size": 79.0, "iv": 0.2672, "open_interest": 0.0, "volume": 0.0, "delta": 0.306, "gamma": 0.0412, "vega": 0.1214, "theta": -0.0225, "rho": 0.0436, "theo": 1.5618, "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": 1.85000002384186}, {"option": "SPXV270115P00087000", "bid": 2.6, "bid_size": 2.0, "ask": 7.5, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7336, "gamma": 0.0459, "vega": 0.1123, "theta": -0.0244, "rho": -0.072, "theo": 6.825, "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": 6.30000007152557}, {"option": "SPXV270115C00088000", "bid": 0.0, "bid_size": 0.0, "ask": 3.5, "ask_size": 79.0, "iv": 0.2849, "open_interest": 0.0, "volume": 0.0, "delta": 0.2802, "gamma": 0.0377, "vega": 0.1166, "theta": -0.0226, "rho": 0.0399, "theo": 1.4485, "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": 1.75}, {"option": "SPXV270115P00088000", "bid": 3.6, "bid_size": 2.0, "ask": 8.5, "ask_size": 2.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7603, "gamma": 0.0424, "vega": 0.1055, "theta": -0.0247, "rho": -0.0708, "theo": 7.7257, "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": 6.60000014305115}, {"option": "SPXV270115C00089000", "bid": 0.0, "bid_size": 0.0, "ask": 3.3, "ask_size": 79.0, "iv": 0.2972, "open_interest": 0.0, "volume": 0.0, "delta": 0.2583, "gamma": 0.0346, "vega": 0.112, "theta": -0.0227, "rho": 0.0367, "theo": 1.357, "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": 1.75}, {"option": "SPXV270115P00089000", "bid": 4.6, "bid_size": 2.0, "ask": 9.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7829, "gamma": 0.0391, "vega": 0.0997, "theta": -0.0249, "rho": -0.0691, "theo": 8.6471, "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": 7.60000014305115}, {"option": "SPXV270115C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 3.4, "ask_size": 79.0, "iv": 0.3215, "open_interest": 0.0, "volume": 0.0, "delta": 0.2397, "gamma": 0.0318, "vega": 0.1077, "theta": -0.0228, "rho": 0.034, "theo": 1.2817, "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": 1.70000004768372}, {"option": "SPXV270115P00090000", "bid": 5.6, "bid_size": 2.0, "ask": 10.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8019, "gamma": 0.0361, "vega": 0.0945, "theta": -0.025, "rho": -0.0712, "theo": 9.5832, "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": 8.60000014305115}, {"option": "SPXV270115C00091000", "bid": 0.0, "bid_size": 0.0, "ask": 3.3, "ask_size": 79.0, "iv": 0.3363, "open_interest": 0.0, "volume": 0.0, "delta": 0.2236, "gamma": 0.0293, "vega": 0.1037, "theta": -0.0228, "rho": 0.0317, "theo": 1.2184, "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": 1.64999997615814}, {"option": "SPXV270115P00091000", "bid": 6.6, "bid_size": 2.0, "ask": 11.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8183, "gamma": 0.0337, "vega": 0.0908, "theta": -0.0251, "rho": -0.071, "theo": 10.5295, "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": 9.60000014305115}, {"option": "SPXV270115C00092000", "bid": 0.0, "bid_size": 0.0, "ask": 3.3, "ask_size": 79.0, "iv": 0.3549, "open_interest": 0.0, "volume": 0.0, "delta": 0.2096, "gamma": 0.0271, "vega": 0.0999, "theta": -0.0229, "rho": 0.0296, "theo": 1.1641, "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": 1.64999997615814}, {"option": "SPXV270115P00092000", "bid": 7.6, "bid_size": 2.0, "ask": 12.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8324, "gamma": 0.0314, "vega": 0.0857, "theta": -0.0252, "rho": -0.0679, "theo": 11.4844, "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": 10.6000003814697}, {"option": "SPXV270115C00093000", "bid": 0.0, "bid_size": 0.0, "ask": 3.3, "ask_size": 79.0, "iv": 0.3728, "open_interest": 0.0, "volume": 0.0, "delta": 0.1973, "gamma": 0.0252, "vega": 0.0963, "theta": -0.0229, "rho": 0.0278, "theo": 1.117, "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": 1.64999997615814}, {"option": "SPXV270115P00093000", "bid": 8.6, "bid_size": 2.0, "ask": 13.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8447, "gamma": 0.0293, "vega": 0.0807, "theta": -0.0252, "rho": -0.0671, "theo": 12.4459, "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": 11.6000003814697}, {"option": "SPXV270416C00073000", "bid": 8.2, "bid_size": 1.0, "ask": 13.1, "ask_size": 2.0, "iv": 0.2148, "open_interest": 0.0, "volume": 0.0, "delta": 0.8058, "gamma": 0.0212, "vega": 0.1495, "theta": -0.009, "rho": 0.2339, "theo": 11.1333, "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": 9.85000014305115}, {"option": "SPXV270416P00073000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.3048, "open_interest": 0.0, "volume": 0.0, "delta": -0.2064, "gamma": 0.0222, "vega": 0.1518, "theta": -0.0119, "rho": -0.0674, "theo": 1.6193, "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": 2.5}, {"option": "SPXV270416C00074000", "bid": 7.3, "bid_size": 4.0, "ask": 12.3, "ask_size": 4.0, "iv": 0.2088, "open_interest": 0.0, "volume": 0.0, "delta": 0.7903, "gamma": 0.0232, "vega": 0.1563, "theta": -0.0092, "rho": 0.2323, "theo": 10.2312, "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": 8.85000014305115}, {"option": "SPXV270416P00074000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2865, "open_interest": 0.0, "volume": 0.0, "delta": -0.2231, "gamma": 0.0244, "vega": 0.1586, "theta": -0.0119, "rho": -0.0718, "theo": 1.7024, "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": 2.5}, {"option": "SPXV270416C00075000", "bid": 6.5, "bid_size": 4.0, "ask": 11.5, "ask_size": 4.0, "iv": 0.2051, "open_interest": 0.0, "volume": 0.0, "delta": 0.7728, "gamma": 0.0255, "vega": 0.1633, "theta": -0.0094, "rho": 0.23, "theo": 9.3397, "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": 8.04999995231628}, {"option": "SPXV270416P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.268, "open_interest": 0.0, "volume": 0.0, "delta": -0.2422, "gamma": 0.027, "vega": 0.1657, "theta": -0.0119, "rho": -0.0766, "theo": 1.7978, "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": 2.5}, {"option": "SPXV270416C00076000", "bid": 5.6, "bid_size": 2.0, "ask": 10.5, "ask_size": 2.0, "iv": 0.1908, "open_interest": 0.0, "volume": 0.0, "delta": 0.7529, "gamma": 0.028, "vega": 0.1705, "theta": -0.0096, "rho": 0.227, "theo": 8.4616, "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": 7.35000014305115}, {"option": "SPXV270416P00076000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2494, "open_interest": 0.0, "volume": 0.0, "delta": -0.264, "gamma": 0.0298, "vega": 0.173, "theta": -0.0119, "rho": -0.0822, "theo": 1.9079, "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": 2.5}, {"option": "SPXV270416C00077000", "bid": 4.5, "bid_size": 2.0, "ask": 9.4, "ask_size": 1.0, "iv": 0.167, "open_interest": 0.0, "volume": 0.0, "delta": 0.7302, "gamma": 0.0308, "vega": 0.1781, "theta": -0.0097, "rho": 0.2227, "theo": 7.6007, "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": 6.60000014305115}, {"option": "SPXV270416P00077000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2304, "open_interest": 0.0, "volume": 0.0, "delta": -0.2892, "gamma": 0.0331, "vega": 0.1805, "theta": -0.0119, "rho": -0.0874, "theo": 2.0379, "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": 2.5}, {"option": "SPXV270416C00078000", "bid": 3.7, "bid_size": 4.0, "ask": 8.7, "ask_size": 4.0, "iv": 0.1638, "open_interest": 0.0, "volume": 0.0, "delta": 0.7042, "gamma": 0.0338, "vega": 0.1856, "theta": -0.0098, "rho": 0.2172, "theo": 6.7624, "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": 5.85000014305115}, {"option": "SPXV270416P00078000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2111, "open_interest": 0.0, "volume": 0.0, "delta": -0.3186, "gamma": 0.0368, "vega": 0.1876, "theta": -0.012, "rho": -0.0942, "theo": 2.1937, "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": 2.59999995306134}, {"option": "SPXV270416C00079000", "bid": 2.9, "bid_size": 2.0, "ask": 7.8, "ask_size": 3.0, "iv": 0.1534, "open_interest": 0.0, "volume": 0.0, "delta": 0.6744, "gamma": 0.037, "vega": 0.193, "theta": -0.0099, "rho": 0.2104, "theo": 5.954, "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": 5.14999997615814}, {"option": "SPXV270416P00079000", "bid": 0.1, "bid_size": 4.0, "ask": 5.1, "ask_size": 4.0, "iv": 0.1963, "open_interest": 0.0, "volume": 0.0, "delta": -0.3527, "gamma": 0.0409, "vega": 0.1946, "theta": -0.012, "rho": -0.1004, "theo": 2.3839, "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": 2.90000005066395}, {"option": "SPXV270416C00080000", "bid": 2.2, "bid_size": 2.0, "ask": 7.1, "ask_size": 3.0, "iv": 0.1494, "open_interest": 0.0, "volume": 0.0, "delta": 0.6403, "gamma": 0.0403, "vega": 0.2, "theta": -0.01, "rho": 0.2016, "theo": 5.1861, "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": 4.45000004768372}, {"option": "SPXV270416P00080000", "bid": 0.4, "bid_size": 2.0, "ask": 5.3, "ask_size": 3.0, "iv": 0.188, "open_interest": 0.0, "volume": 0.0, "delta": -0.3925, "gamma": 0.0452, "vega": 0.2004, "theta": -0.012, "rho": -0.1077, "theo": 2.6203, "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": 3.3500000834465}, {"option": "SPXV270416C00081000", "bid": 1.6, "bid_size": 2.0, "ask": 6.5, "ask_size": 3.0, "iv": 0.1485, "open_interest": 0.0, "volume": 0.0, "delta": 0.6016, "gamma": 0.0434, "vega": 0.2059, "theta": -0.01, "rho": 0.1912, "theo": 4.4721, "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": 3.74999988079071}, {"option": "SPXV270416P00081000", "bid": 0.7, "bid_size": 2.0, "ask": 5.6, "ask_size": 3.0, "iv": 0.1803, "open_interest": 0.0, "volume": 0.0, "delta": -0.4385, "gamma": 0.0495, "vega": 0.2044, "theta": -0.012, "rho": -0.1142, "theo": 2.9194, "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": 3.55000001192093}, {"option": "SPXV270416C00082000", "bid": 0.9, "bid_size": 2.0, "ask": 5.8, "ask_size": 3.0, "iv": 0.1405, "open_interest": 0.0, "volume": 0.0, "delta": 0.5587, "gamma": 0.0459, "vega": 0.2101, "theta": -0.01, "rho": 0.1789, "theo": 3.8285, "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": 3.24999991059303}, {"option": "SPXV270416P00082000", "bid": 1.1, "bid_size": 2.0, "ask": 6.0, "ask_size": 3.0, "iv": 0.1756, "open_interest": 0.0, "volume": 0.0, "delta": -0.4899, "gamma": 0.0532, "vega": 0.2052, "theta": -0.0119, "rho": -0.1198, "theo": 3.2968, "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": 3.55000001192093}, {"option": "SPXV270416C00083000", "bid": 0.4, "bid_size": 2.0, "ask": 5.3, "ask_size": 3.0, "iv": 0.1398, "open_interest": 0.0, "volume": 0.0, "delta": 0.513, "gamma": 0.0474, "vega": 0.2121, "theta": -0.01, "rho": 0.1652, "theo": 3.2709, "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": 2.6499999538064}, {"option": "SPXV270416P00083000", "bid": 1.5, "bid_size": 2.0, "ask": 6.4, "ask_size": 3.0, "iv": 0.1684, "open_interest": 0.0, "volume": 0.0, "delta": -0.545, "gamma": 0.0559, "vega": 0.2035, "theta": -0.0118, "rho": -0.1261, "theo": 3.771, "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": 4.05000001192093}, {"option": "SPXV270416C00084000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.1461, "open_interest": 0.0, "volume": 0.0, "delta": 0.4669, "gamma": 0.0475, "vega": 0.2114, "theta": -0.01, "rho": 0.1511, "theo": 2.8089, "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": 2.5}, {"option": "SPXV270416P00084000", "bid": 1.9, "bid_size": 3.0, "ask": 6.8, "ask_size": 1.0, "iv": 0.1584, "open_interest": 0.0, "volume": 0.0, "delta": -0.6009, "gamma": 0.057, "vega": 0.1966, "theta": -0.0117, "rho": -0.1302, "theo": 4.3502, "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": 4.54999995231628}, {"option": "SPXV270416C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.1624, "open_interest": 0.0, "volume": 0.0, "delta": 0.4228, "gamma": 0.0464, "vega": 0.2082, "theta": -0.01, "rho": 0.1372, "theo": 2.4405, "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": 2.5}, {"option": "SPXV270416P00085000", "bid": 2.5, "bid_size": 2.0, "ask": 7.4, "ask_size": 2.0, "iv": 0.1553, "open_interest": 0.0, "volume": 0.0, "delta": -0.6535, "gamma": 0.0565, "vega": 0.1869, "theta": -0.0116, "rho": -0.1288, "theo": 5.0265, "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": 5.69999992847443}, {"option": "SPXV270416C00086000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.1797, "open_interest": 0.0, "volume": 0.0, "delta": 0.3829, "gamma": 0.0444, "vega": 0.2031, "theta": -0.01, "rho": 0.1244, "theo": 2.1533, "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": 2.5}, {"option": "SPXV270416P00086000", "bid": 2.8, "bid_size": 4.0, "ask": 7.8, "ask_size": 4.0, "iv": 0.1319, "open_interest": 0.0, "volume": 0.0, "delta": -0.7012, "gamma": 0.0553, "vega": 0.176, "theta": -0.0116, "rho": -0.1297, "theo": 5.7871, "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": 5.89999985694885}, {"option": "SPXV270416C00087000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.196, "open_interest": 0.0, "volume": 0.0, "delta": 0.3477, "gamma": 0.0417, "vega": 0.1969, "theta": -0.01, "rho": 0.113, "theo": 1.9308, "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": 2.5}, {"option": "SPXV270416P00087000", "bid": 5.4, "bid_size": 4.0, "ask": 10.4, "ask_size": 4.0, "iv": 0.2392, "open_interest": 0.0, "volume": 0.0, "delta": -0.7422, "gamma": 0.0532, "vega": 0.1632, "theta": -0.0115, "rho": -0.125, "theo": 6.6099, "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": 6.60000014305115}, {"option": "SPXV270416C00088000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2114, "open_interest": 0.0, "volume": 0.0, "delta": 0.3174, "gamma": 0.0389, "vega": 0.1902, "theta": -0.01, "rho": 0.1031, "theo": 1.7566, "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": 2.5}, {"option": "SPXV270416P00088000", "bid": 3.8, "bid_size": 4.0, "ask": 8.8, "ask_size": 4.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7775, "gamma": 0.0507, "vega": 0.1492, "theta": -0.0116, "rho": -0.1213, "theo": 7.4811, "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": 7.5}, {"option": "SPXV270416C00089000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2261, "open_interest": 0.0, "volume": 0.0, "delta": 0.2914, "gamma": 0.0361, "vega": 0.1832, "theta": -0.01, "rho": 0.0945, "theo": 1.6183, "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": 2.5}, {"option": "SPXV270416P00089000", "bid": 4.6, "bid_size": 3.0, "ask": 9.6, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8068, "gamma": 0.0476, "vega": 0.139, "theta": -0.0117, "rho": -0.1186, "theo": 8.3821, "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": 8.39999985694885}, {"option": "SPXV270416C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2403, "open_interest": 0.0, "volume": 0.0, "delta": 0.269, "gamma": 0.0335, "vega": 0.1766, "theta": -0.01, "rho": 0.0872, "theo": 1.5061, "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": 2.5}, {"option": "SPXV270416P00090000", "bid": 5.6, "bid_size": 2.0, "ask": 10.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8313, "gamma": 0.0447, "vega": 0.127, "theta": -0.0118, "rho": -0.1094, "theo": 9.3073, "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": 8.65000009536743}, {"option": "SPXV270416C00091000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2539, "open_interest": 0.0, "volume": 0.0, "delta": 0.2497, "gamma": 0.031, "vega": 0.17, "theta": -0.01, "rho": 0.0808, "theo": 1.4136, "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": 2.5}, {"option": "SPXV270416P00091000", "bid": 6.6, "bid_size": 2.0, "ask": 11.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8538, "gamma": 0.0436, "vega": 0.1149, "theta": -0.0119, "rho": -0.1, "theo": 10.25, "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": 9.65000009536743}, {"option": "SPXV270416C00092000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.267, "open_interest": 0.0, "volume": 0.0, "delta": 0.233, "gamma": 0.0288, "vega": 0.1639, "theta": -0.01, "rho": 0.0752, "theo": 1.336, "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": 2.5}, {"option": "SPXV270416P00092000", "bid": 7.6, "bid_size": 2.0, "ask": 12.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.873, "gamma": 0.0418, "vega": 0.1046, "theta": -0.0116, "rho": -0.0977, "theo": 11.205, "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": 10.6500000953674}, {"option": "SPXV270416C00093000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.2797, "open_interest": 0.0, "volume": 0.0, "delta": 0.2184, "gamma": 0.0268, "vega": 0.1582, "theta": -0.01, "rho": 0.0705, "theo": 1.2697, "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": 2.5}, {"option": "SPXV270416P00093000", "bid": 8.6, "bid_size": 2.0, "ask": 13.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8889, "gamma": 0.0399, "vega": 0.096, "theta": -0.0114, "rho": -0.0958, "theo": 12.1676, "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": 11.6500000953674}, {"option": "SPXV270416C00094000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.292, "open_interest": 0.0, "volume": 0.0, "delta": 0.2055, "gamma": 0.025, "vega": 0.1528, "theta": -0.01, "rho": 0.0661, "theo": 1.2123, "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": 2.5}, {"option": "SPXV270416P00094000", "bid": 9.6, "bid_size": 2.0, "ask": 14.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9021, "gamma": 0.0378, "vega": 0.09, "theta": -0.011, "rho": -0.0951, "theo": 13.1363, "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": 12.6500000953674}, {"option": "SPXV270416C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.304, "open_interest": 0.0, "volume": 0.0, "delta": 0.1941, "gamma": 0.0233, "vega": 0.1476, "theta": -0.01, "rho": 0.0623, "theo": 1.1622, "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": 2.5}, {"option": "SPXV270416P00095000", "bid": 10.6, "bid_size": 2.0, "ask": 15.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9147, "gamma": 0.037, "vega": 0.0836, "theta": -0.0107, "rho": -0.0794, "theo": 14.1103, "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": 13.6500000953674}, {"option": "SPXV270416C00096000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.3156, "open_interest": 0.0, "volume": 0.0, "delta": 0.1839, "gamma": 0.0219, "vega": 0.1428, "theta": -0.01, "rho": 0.059, "theo": 1.1179, "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": 2.5}, {"option": "SPXV270416P00096000", "bid": 11.6, "bid_size": 3.0, "ask": 16.6, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9256, "gamma": 0.0358, "vega": 0.076, "theta": -0.0102, "rho": -0.0775, "theo": 15.09, "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": 14.6500000953674}, {"option": "SPXV270416C00097000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 4.0, "iv": 0.327, "open_interest": 0.0, "volume": 0.0, "delta": 0.1748, "gamma": 0.0205, "vega": 0.1385, "theta": -0.0099, "rho": 0.056, "theo": 1.0784, "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": 2.5}, {"option": "SPXV270416P00097000", "bid": 12.6, "bid_size": 3.0, "ask": 17.6, "ask_size": 3.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9351, "gamma": 0.0336, "vega": 0.0666, "theta": -0.0107, "rho": -0.0492, "theo": 16.0743, "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": 15.6500000953674}], "symbol": "SPXV", "security_type": "stock", "exchange_id": 3, "current_price": 80.9758, "price_change": -0.3942, "price_change_percent": -0.4845, "bid": 76.27, "ask": 85.49, "bid_size": 100, "ask_size": 100, "open": 80.94, "high": 80.9758, "low": 80.72, "close": 80.9758, "prev_day_close": 81.37, "volume": 394, "iv30": 25.352, "iv30_change": 2.336, "iv30_change_percent": 10.1495, "seqno": 21097794010, "last_trade_time": "2026-11-10T11:15:00", "tick": "up"}, "symbol": "SPXV"}